0 1 12004 Account Number: O 30171.00.5 FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio January 01, 2004 - January 31, 2004 JPMorgan Private Bank Page 23 of 53 Trade Date Settlement Date Currency Amount Counter Counter Currency Amami CommetAme ReVilklabOn Rate Contracted Base Amount USD Revalued AmewnrUSD Stayed Gainless USD Settled Foreign Exchange Contracts continued Jan 16 04 Jan 27 04 AUD - 10,000,000.00 USD 7,624,000.00 0.762400 1.286150 7,624,000.00 - 7,775,142.86 - 151,142.86 Jan 20 04 Jan 27 04 AUD 10,000,000.00 USD - 7,688,000.00 0.768800 1.286150 - 7,688,000.00 7,775,142.86 87,142.86 EURO CURRENCY - Jan 804 Jan 12 04 U S DOLLAR EUR 10,000,000.00 USD - 12,567,000.00 1.256700 1.256700 - 12,567,000.00 12,567,000.00 Jan 804 Jan 12 04 EUR - 10,000,000.00 USD 12,713,000.00 1.271300 1.256700 12,713,000.00 - 12,567,000.00 146,000.00 Nov 18 03 Jan 20 04 EUR 5,000,000.00 USD - 5,963,500.00 1.192700 1.256913 - 5,963,500.00 6,284,565.10 321,065.10 Dec 31 03 Jan 20 04 EUR - 5,000,000.00 USD 6,301,000.00 1.260200 1.256913 6,301,000.00 - 6,284,565.10 16,434.90 Jan 12 04 Jan 21 04 EUR 10,000,000.00 USD - 12,773,000.00 1.277300 1.262467 - 12,773,000.00 12,624,668.60 - 148,331.40 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,384,000.00 1.276800 1.262467 6,384,000.00 - 6,312,334.30 71,665.70 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,371,500.00 1.274300 1.262467 6,371,500.00 - 6,312,334.30 59,165.70 Jan 16 04 Jan 27 04 EUR • 10,000,000.00 USD 12,365,000.00 1.236500 1.260955 12,365,000.00 - 12,609,545.42 - 244,545.42 Jan 20 04 Jan 27 04 EUR 10,000,000.00 USD - 12,511,000.00 1.251100 1.260955 - 12,511,000.00 12,609,545.42 98,545.42 POUND STERLING - U S DOLLAR Nov 18 03 Jan 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695000 1.817191 - 8,475,000.00 9,085,953.11 610,953.1