02 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Asset Account Portfolio February 01, 2004 - February 29, 2004 JPMorgan Private Bank Page 23 of 58 Trade Date Settlement Date Currency Amount Counter Can Currency Amount Contract Rate RevaluedOn Rate Contracted Base Amount USG, Revalued Amount USD Realized SeitYLess USD Settled Foreign Exchange Contracts continued Feb 6 04 Feb 10 04 EUR 15,000,000.00 USD - 19,047,000.00 1.269800 1.269800 - 19,047,000.00 19,047,000.00 Jan 904 Feb 13 04 EUR 5,000,000.00 USD - 6,416,000.00 1.283200 1.278936 - 6,416,000.00 6,394,679.62 - 21,320.38 Jan 12 04 Feb 13 04 EUR - 5,000,000.00 USD 6,390,500.00 1.278100 1.278936 6,390,500.00 - 6,394,679.62 - 4,179.62 Jan 20 04 Feb 13 04 EUR 10,000,000.00 USD - 12,585,000.00 1.258500 1.278936 - 12,585,000.00 12,789,359.25 204,359.25 Feb 10 04 Feb 13 04 EUR - 10,000,000.00 USD 12,780,000.00 1.278000 1.278936 12,780,000.00 - 12,789,359.25 - 9,359.25 Feb 6 04 Feb 17 04 EUR 10,000,000.00 USD - 12,709,000.00 1.270900 1.282216 - 12,709,000.00 12,822,156.68 113,156.68 Feb9 04 Feb 17 04 EUR - 10,000,000.00 USD 12,714,000.00 1.271400 1.282216 12,714,000.00 - 12,822,156.68 - 108,156.68 Jan 20 04 Feb 23 04 EUR 7,000,000.00 USD - 8,758,400.00 1.251200 1.255966 - 8,758,400.00 8,791,760.86 33,360.86 Feb 11 04 Feb 23 04 EUR - 7,000,000 00 USD 8,948,800.00 1.278400 1.255966 8,948,800.00 - 8,791,760.86 157,039.14 Feb 23 04 Feb 25 04 EUR - 7,500,000.00 USD 9,339,000.00 1.245200 1.255600 9,339,000.00 - 9,417,000.00 - 78,000.00 Feb 23 04 Feb 25 04 EUR 7,500,000.00 USD - 9,417,000.00 1.255600 1.255600 - 9,417,000.00 9,417,000.00 POUND STERLING - U S DOLLAR Jan 904 Feb 13 04 GBP 5,000,000.00 USD - 9,202,000.00 1.840400 1.888039 - 9,202,000.00 9,440,196.35 238,196.35 Jan 20 04 Feb 13 04 GBP 10,000,000.00 USD - 18,1