SUPPLEMENTARY TABLE OF CONTENTS A. SUMMARY OF FINANCIAL RESULTS B. SUMMARY OF LOANS AND OTHER ASSETS/LIABILITIES

Transcription

1 SUPPLEMENTARY November 25, 2002 TABLE OF CONTENTS A. SUMMARY OF FINANCIAL RESULTS 1. INCOME STATEMENTS (Non-consolidated) 1 2. BUSINESS PROFIT PER EMPLOYEE(Non-consolidated) 3 3. ROE(Non-consolidated) 3 4. PROFIT MARGIN (DOMESTIC BANKING BUSINESS) (Non-consolidated) 4 5. PROFITS AND LOSSES ON SECURITIES (Non-consolidated) 4 6. UNREALIZED PROFITS/LOSSES ON SECURITIES 5 7. BIS RISK ADJUSTED CAPITAL RATIO (Consolidated) 6 8. NUMBER OF PERSONNEL (Non-consolidated) 7 9. NUMBER OF OUTLETS (Non-consolidated) DERIVATIVE INSTRUMENTS USED FOR HEDGING PURPOSES 8 B. SUMMARY OF LOANS AND OTHER ASSETS/LIABILITIES 1. RISK MONITORED LOANS (LOANS TO BANKRUPT COMPANIES, OTHER DELINQUENT LOANS, LOANS PAST DUE 3 MONTHS, AND RESTRUCTURED LOANS) 9 2. RESERVES FOR RISK MONITORED LOANS (Non-consolidated) PROBLEM LOANS (Non-consolidated) COVERAGE FOR PROBLEM LOANS (Non-consolidated) OFF-BALANCING OF PROBLEM LOANS (Non-consolidated) COVERAGE REVIEW OF LOANS BY INDUSTRY (Non-consolidated) LOANS FOR CONSUMERS (Non-consolidated) BALANCE AND RATIO OF LOANS TO SMALL-SIZED COMPANIES (Non-consolidated) BALANCE OF LOANS AND DEPOSITS (Non-consolidated) 20 C. BALANCE SHEETS, STATEMENTS OF INCOME 1. BALANCE SHEETS (Consolidated) STATEMENTS OF INCOME (Consolidated) STATEMENTS OF RETAINED EARNINGS (Consolidated) STATEMENTS OF CASH FLOWS (Consolidated) MARKET VALUE INFORMATION ON SECURITIES AND MONEY HELD IN TRUST (Consolidated) MARKET VALUE INFORMATION ON DERIVATIVES TRANSACTIONS BALANCE SHEETS (Non-consolidated) STATEMENTS OF INCOME (Non-consolidated) MARKET VALUE INFORMATION ON SECURITIES AND MONEY HELD IN TRUST(Non-consolidated) 34

2 A. SUMMARY OF FINANCIAL RESULTS UFJ Trust Bank Limited 1. INCOME STATEMENTS (Non-consolidated) (Table A-1-a) Six Months Ended September 30, Millions of Yen Variance Total Gross Operating Profit 86, ,533 (27,565) G.O.P. from Domestic Business 87, ,521 (23,179) Trust Fees before Write-offs 39,811 62,666 (22,854) Trust Related 16,008 15, Jointly Operated Money Trusts/Loan Trusts 23,803 47,544 (23,741) Net Interest Income 20,420 23,141 (2,720) Fees and Commissions 21,626 20, Trading Revenue (37) Other Operating Income 5,289 3,697 1,591 G.O.P. from International Business (373) 4,012 (4,385) Trust Fees (18) Net Interest Income 376 3,280 (2,903) Fees and Commissions (567) (615) 48 Trading Revenue (160) Other Operating Income (297) 1,054 (1,351) Less: General and Administrative Expenses 41,636 44,356 (2,719) Personnel Expenses 15,864 17,388 (1,524) Non-personnel Expenses 24,157 25,361 (1,203) Tax Expenses 1,614 1,606 8 Business Profit Excluding Net Transfer to General Reserve 45,331 70,177 (24,845) Excluding Gains and Losses on Bonds 41,496 66,104 (24,607) Less: Net Transfer to General Reserve - 12,374 (12,374) Business Profit (Gyomu Jun-eki) before Write-offs in Trust Account 45,331 57,803 (12,471) Excluding Gains and Losses on Bonds 41,496 53,730 (12,233) Other Income and Expenses (Rinji Son-eki) (81,514) (113,916) 32,402 Gains (Losses) on Stocks (56,689) (64,766) 8,077 Gains on Sales 3,133 43,357 (40,224) Losses on Sales (10,255) (9,562) (692) Revaluation Losses (49,567) (98,562) 48,994 Credit Costs (Banking Account) (12,459) (12,402) (56) Loans Written-off (8,899) (9,411) 512 Net Transfer to Specific Reserve - (3,159) 3,159 Gains & Losses on Sales of Loans to CCPC 24 (3) 28 Transfer to Reserve for Contingent Liabilities Related to Loans Sold (11) (197) 186 Gains & Losses on Loans Securitized/ Sold (3,574) (6) (3,567) Transfer to Specific Reserve for Loans to Refinancing Countries (376) Credit Costs (Trust Account) (12,740) (30,588) 17,847 Loans Written-off (Equivalent) (8,847) (29,405) 20,557 Losses on Sales of Loans to CCPC (3,102) (1,182) (1,920) Losses on Sales of Loans (789) - (789) Trust Account Loss Indemnified - (4,016) 4,016 Tokyo & Osaka Metropolitan Business Tax (1,181) (1,363) 182 Ordinary Profit (Loss) (Keijo Rieki) (36,182) (56,113) 19,930 Net Extraordinary Gains and Losses 22,961 5,881 17,079 Transfer from Reserve 9,342-9,342 Transfer to Reserve for Possible Losses on Support of Specific Borrowers 10,306-10,306 Gains (Losses) on Sales of Premises and Equipment (659) 3,925 (4,585) Gains on Sales of Premises and Equipment 27 4,381 (4,354) Losses on Sales of Premises and Equipment (686) (456) (230)

3 Amortization of Unrecognized Pension Obligation (1,325) (1,325) - Gains on Establishment of Retirement Benefit Trusts 3,475 2,078 1,396 Income Before Income Taxes (13,221) (50,231) 37,010 Less: Income Taxes (Current) 399 (1,894) 2,293 Less: Income Taxes (Deferred) (18,379) (19,500) 1,121 Net Income 4,758 (28,835) 33,594 Business Profit 32,591 27,214 5,376 Gains & Losses on Bonds 3,835 4,073 (237) Credit Related Expenses (5,551) (59,381) 53,829 Note: Transfer from General Reserve, Specific Reserve and Specific Reserve for Loans to Refinancing Countries are 3,343 million yen, 5,979 million yen and 20 million yen, respectively Note: Credit Costs (Trust Account) in the 6 month ended September 30,2002 includes 3,184 million yen of Trust Accounts Losses Indemnified (Loans Written-off Equivalent) recorded in the fiscal year ended March 31,2002 <Reference> Non-Consolidated Earnings Forecasts For Fiscal Year Ending March 31, 2003 (Table A-1-b) Billions of Yen Business Profit Excluding Net Transfer to General Reserve Credit Costs (50.0) Ordinary Profit (Keijo Rieki) (15.0) Net Income 10.0

4 2. BUSINESS PROFIT PER EMPLOYEE (Non-consolidated) Six Months Ended (Table A-2) September 30, Millions of Yen, unless otherwise stated (1) Business Profit Before Write -offs and Net Transfer to General Reserve 45,331 70,177 Per Employee (thousands of yen) 14,980 21,363 (2) Business Profit Before Write-offs After Net Transfer to General Reserve 45,331 57,803 Per Employee (thousands of yen) 14,980 17,596 (3) Business Profit 32,591 27,214 Per Employee (thousands of yen) 10,770 8,284 * Number of employees includes Executive Officers and part-timers. 3. ROE (Non-consolidated) Six Months Ended (Table A-3) September 30, (%) ROE based on Business Profit Before Write-offs After Net Transfer to General Reserve 84.76% 50.99% ROE based on Business Profit 60.94% 24.00% ROE based on Net Income 8.89% % * ROE = (Business Profit (Net Income) - Dividends for Preferred Stock) Stock Holders' # of Shares # of Shares Equity at Stock Holders' of Preferred of Preferred Issue Beginning + Equity at /2 - Stock at + Stock at /2 Price of Year End of Year Beginning of End of Year Year

5 4. PROFIT MARGIN (DOMESTIC BANKING BUSINESS) (Non-consolidated) (Table A-4) Six Months Ended September 30, Variance Banking Account (1) Yield on Interest-earning Assets (A) 1.06 % 1.21 % (0.15) % Loans and Bills Discounted (C) 1.46 % 1.39 % 0.07 % Securities 0.65 % 1.05 % (0.40) % (2) Yield on Interest-bearing Liabilities (B) 0.40 % 0.57 % (0.17) % Deposits and Others (D) 0.30 % 0.45 % (0.14) % (3) Profit Margin of Funds (A)-(B) 0.65 % 0.63 % 0.02 % Domestic 3 Accounts: (1) Yield on Interest-earning Assets (A) 1.10 % 1.25 % (0.15) % (2) Yield on Interest-bearing Liabilities (B) 0.28 % 0.44 % (0.16) % (3) Profit Margin of Funds (A)-(B) 0.81 % 0.81 % 0.00 % Note: Aggregate of Jointly Operated Money Trusts Account and Loan Trust Account whose principal is indemnified and Banking Account. 5. PROFITS AND LOSSES ON SECURITIES (Non-consolidated) (Table A-5) Six Months Ended September 30, Millions of Yen Variance (1) Profits and Losses on Bonds 3,835 4,073 (237) Profits on Sales 11,756 5,797 5,958 Profits on Redemptions (30) Losses on Sales (1,078) (642) (435) Losses on Redemptions (174) - (174) Write-down (6,711) (1,155) (5,555) (2) Profits and Losses on Stocks (56,689) (64,766) 8,077 Profits on Sales 3,133 43,357 (40,224) Losses on Sales (10,255) (9,562) (692) Write-down (49,567) (98,562) 48,994 <For reference> Book value of stocks sold Six Months Ended September 30, Billions of Yen Variance Book value of stocks sold (40.5)

6 6. UNREALIZED PROFITS/LOSSES ON SECURITIES <Reference> Methods to be applied to evaluate securities Trading Securities Market Value Method Stocks issued by Subsidiaries and Affiliates Cost Method based on Moving Average Available-for-Sale Securities Market Value Method (non-consolidated) (Table A-6) September 30, 2002 March 31, 2002 September 30, 2001 Unrealized Unrealized Unrealized Millions of Yen Net Profit Loss Net Profit Loss Net Profit Loss Available-for-Sale Securities Total (125,965) 25,488 (151,453) (103,144) 33,102 (136,247) (175,984) 20,594 (196,578) (a) Bonds 3,426 4,219 (793) 729 2,677 (1,948) 681 3,113 (2,432) (b) Stocks (109,405) 21,076 (130,482) (82,456) 30,328 (112,785) (154,630) 17,212 (171,842) (c) Others (19,986) 192 (20,178) (21,417) 96 (21,513) (22,036) 267 (22,303) Note: Figures includes Securities and NCDs in Cash and Due from Banks.

7 7. BIS RISK ADJUSTED CAPITAL RATIO (Consolidated) Domestic Standard (Table A-7-a) September 30, March 31, September 30, Billions of yen (1) Capital Ratio 9.60 % 9.61 % % (2) Tier I Unrealized Losses on Available-for-sale Securities (108.6) (67.4) (107.3) (3) Tier II (The amount included in Total Capital) (a) Unrealized Profits on Available-for-sale Securities after 55% Discount (b) Revaluation Reserve for Land after 55% Discount (c) Subordinated Debts (d) General Reserve for Possible Loan Losses (4) Deducted Items (5) Total Capital (2)+(3)-(4) (6) Risk-Weighted Assets 4, , ,130.5 <Reference> BIS International Standard (Table A-7-b) September 30, March 31, September 30, Billions of yen (1) Capital Ratio % % % (2) Tier I Unrealized Losses on Available-for-sale Securities (67.4) (107.3) (3) Tier II (The amount included in Total Capital) (a) Unrealized Profits on Available-for-sale Securities after 55% Discount (b) Revaluation Reserve for Land after 55% Discount (c) Subordinated Debts (d) General Reserve for Possible Loan Losses (4) Deducted Items (5) Total Capital (2)+(3)-(4) (6) Risk-Weighted Assets 4, , ,087.1

8 8. NUMBER OF PERSONNEL (Non-consolidated) (Table A-8) September 30, March 31, September 30, (1) Directors and Statutory Auditors (2) Executive Officers (3) Other Employees 3,016 3,088 3, NUMBER OF OUTLETS (Non-consolidated) (Table A-9) September 30, March 31, September 30, (1) Domestic Manned Outlets* Domestic Branches (2) Overseas Outlets** (3) Total * The number of domestic branches and sub-branches. ** The number of representative offices.

9 10. DERIVATIVE INSTRUMENTS USED FOR HEDGING PURPOSES (Non-consolidated) (Table A-10-a) Billions of yen September 30, 2002 Unrealized Unrealized Net Unrealized Deffered Profit Loss Profit(Loss) Profit (Loss) (a) (b) (a)-(b) Interest Rate Swaps Currency Swaps Others (0.0) (0.0) Total Notes: 1.Derivative instruments are carried at market value on the balance sheet. 2.Gains and losses are recorded as follows. The company primarily employs a macro hedging approach called risk adjusted approach for hedge accounting. Derivative instruments for hedging purposes are mainly used in association with the on-balance sheet instruments accounted for at amortized cost. Under the hedge accounting, the gains and losses from derivative instruments, which does not correspond to the gains and losses from the underlying instruments are deferred as assets or liabilities. To be more precise, Deferred Profit or Loss ((a) above) is calculated by deducting the equivalent amount of accrued interests recorded on the accrual accounting from the Net Unrealized Profit or Loss ((a)-(b) above) arising from derivative instruments. (Table A-10-b) Billions of yen September 30, or less over 1 to 5 over 5 total Receipts Fixed/Payments Floating Receipts Floating /Payments Fixed Payments Floating /Receipts Fixed Total

10 B. SUMMARY OF LOANS AND OTHER ASSETS/LIABILITIES 1. RISK MONITORED LOANS (LOANS TO BANKRUPT COMPANIES, OTHER DELINQUENT LOANS, LOANS PAST DUE 3 MONTHS, AND RESTRUCTURED LOANS) (Non-consolidated) (Table B-1) Millions of Yen Sept. 30, 2002 Mar.. 31, 2002 Sept. 30, 2001 Loans to Bankrupt Companies 29,909 27,457 27,111 Ratio to Total Loans Outstanding 0.72 % 0.58 % 0.50 % Banking Account 15,061 12,524 11,106 Ratio to Total Loans Outstanding in Banking Account 0.49 % 0.36 % 0.28 % Trust Account 14,847 14,932 16,004 Ratio to Total Loans Outstanding in Trust Account 1.39 % 1.23 % 1.16 % Other Delinquent Loans 101, , ,923 Ratio to Total Loans Outstanding 2.46 % 6.39 % 3.29 % Banking Account 58, , ,780 Ratio to Total Loans Outstanding in Banking Account 1.92 % 6.90 % 2.65 % Trust Account 42,922 59,908 71,142 Ratio to Total Loans Outstanding in Trust Account 4.01 % 4.92 % 5.14 % Loans Past Due 3 Months 4,119 2,415 2,359 Ratio to Total Loans Outstanding 0.10 % 0.05 % 0.04 % Banking Account 2, Ratio to Total Loans Outstanding in Banking Account 0.08 % 0.01 % 0.01 % Trust Account 1,650 2,038 1,809 Ratio to Total Loans Outstanding in Trust Account 0.15 % 0.17 % 0.13 % Restructured Loans 424, , ,573 Ratio to Total Loans Outstanding % 8.21 % 4.86 % Banking Account 374, , ,893 Ratio to Total Loans Outstanding in Banking Account % 9.37 % 5.92 % Trust Account 50,117 59,346 24,679 Ratio to Total Loans Outstanding in Trust Account 4.68 % 4.88 % 1.78 % Sub-total of Risk Monitored Loans 560, , ,967 Ratio to Total Loans Outstanding % % 8.69 % Banking Account 450, , ,331 Ratio to Total Loans Outstanding in Banking Account % % 8.86 % Trust Account 109, , ,636 Ratio to Total Loans Outstanding in Trust Account % % 8.20 % Total Loans Outstanding (End of Term) 4,135,294 4,737,866 5,383,824 Banking Account 3,063,737 3,520,861 3,998,546 Trust Account 1,071,557 1,217,004 1,385,278 Notes: "Trust Account" means total of Jointly Operated Money Trust Account and Loan Trust Account, whose principal is indemnified by the Bank.

11 2. RESERVES FOR RISK MONITORED LOANS (Non-Consolidated) (Table B-2) Sept. 30, 2002 Mar.31, 2002 Millions of Yen Sept. 30, 2001 Banking Account 107, ,159 99,527 Reserves for Possible Loan Losses 105, ,287 97,488 General Reserve 91,541 94,884 72,828 Specific Reserve 14,325 32,381 24,600 Reserve for Specific Overseas Loan Losses Reserve for Possible Losses on Support of Specific Borrowers - 45,100 - Reserve for Contingent Liabilities Related to Loans Sold 1,349 1,772 2,039 Trust Account 10,211 14,098 17,070 Special Reserve for Loan Trusts 10,211 14,098 17,070 Banking & Trust Account Total 117, , ,597 Reserve Ratio for Banking Account % % % Reserve Ratio for Trust Account 9.32 % % % Reserve Ratio for Banking & Trust Account Total % % % Notes: 1. Reserve Ratio for Banking Account = Reserves for Possible Loan Losses/ Total Risk Monitored Loans in Banking Account 2. Reserve Ratio for Trust Account =(Special Reserve for Loan Trusts + Reserve for Possible Impairment of Principal) / Total Risk Monitored Loans in Trust Account 3. Reserve Ratio for Banking & Trust Account Total = (Reserve for Possible Loans Losses + Special Reserve for Loan Trusts + Reserve for Possible Impairment of Principal) / Total Risk Monitored Loans in Banking & Trust Account

12 3. PROBLEM LOANS (Non-Consolidated) (Table B-3) Millions of Yen Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Banking Account 33,719 62,529 30,784 Trust Account 33,988 35,821 35,253 Bankrupt/ Quasi-Bankrupt Claims 67,708 98,350 66,037 Banking Account 40, ,585 87,061 Trust Account 22,304 37,115 50,824 Doubtful Claims 63, , ,886 Banking Account 376, , ,443 Trust Account 53,243 63,290 27,558 Sub-Standard Claims 429, , ,002 Banking Account 451, , ,289 Trust Account 109, , ,636 Sub-Total 560, , ,925 Banking Account 41,148 25, Trust Account 9,218 12,235 3,236 Claims which are not classified as Sub-standard 50,367 37,473 3,995 Claims on Sub-standard borrowers Banking Account 478, , ,571 Trust Account 72,078 90, ,668 Claims on Spetial-mention borrowers 550, , ,240 Banking Account 2,781,461 3,138,303 3,921,168 Trust Account 962,020 1,080,777 1,271,642 Normal Borrowers 3,743,482 4,219,081 5,192,810 Banking Account 3,232,765 3,724,571 4,276,457 Trust Account 1,071,557 1,217,004 1,385,278 Total 4,304,323 4,941,576 5,661,736 Amount of Partial Write-off 141, , ,266 Notes: "Trust Account" means total of Jointly Operated Money Trust Account and Loan Trust Account, whose principal is indemnified by the Bank

13 4. COVERAGE FOR PROBLEM LOANS (Non-consolidated) * Adjusted Problem Loans represent the sum of claims on Bankrupt and Quasi-bankrupt, Doubtful and Sub-standard borrowers. Difference between Grand Total of problem loans (see Table B-3) and Adjusted Problem Loans indicates that the "claims on Sub-standard borrowers" include "claims which are not classified as Sub-standard." Since the coverage is calculated using "claims on Substandard borrowers" rather than "Sub-standard," the Bank considers such the method is accurate. ** "Coverage" represents coverage for Adjusted Problem Loans. UFJ Trust Bank Limited (a) Banking Account (Table B-4-a) Millions of Yen Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Reserves for Possible Loan Losses 84,568 95,926 59,356 Collateral and Guarantees 239, , ,927 Total Coverage for Possible Loan Losses (B)** 323, , ,284 Coverage Ratio (B / A) % % % Claims on Sub-standard borrowers 417, , ,202 Adjusted Problem Loans (A)* 492, , ,048 (b) Trust Account (Table B-4-b) Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Collateral and Guarantees 86, ,870 92,227 Total Coverage for Possible Loan Losses (B)** 86, ,870 92,227 Coverage Ratio (B / A) % % % Claims on Sub-standard borrowers 62,462 75,525 30,794 Adjusted Problem Loans (A)* 118, , ,872 (c) Total (Table B-4-c) Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Reserves for Possible Loan Losses 84, ,026 59,356 Collateral and Guarantees 325, , ,155 Total Coverage for Possible Loan Losses (B)** 409, , ,511 Coverage Ratio (B / A) % % % Claims on Sub-standard borrowers 480, , ,997 Adjusted Problem Loans (A)* 611, , ,

14 (d) Coverage Ratio for Each Category UFJ Trust Bank Limited Banking Account (Table B-4-d) Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Bankrupt and Quasi-bankrupt % % % Collateral and Guarantees % % % Reserves 0.25 % 1.17 % 2.36 % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees Doubtful % % % Collateral and Guarantees % % % Reserves % % % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees Sub-standard * % % % Collateral and Guarantees % % % Reserves % % % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees Reserve Ratio for Special Mention Borrowers** 3.55 % 5.36 % 5.02 % Reserve Ratio for Normal Borrowers 0.19 % 0.21 % 0.18 % * Coverage Ratios for the amount of claims which are classified as Sub-standard loans. (Table B-4-e) Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Reserve Ratio for Sub-standard % % % Uncovered by Collateral and Guarantees % % % Trust Account (Table B-4-f) Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Bankrupt and Quasi-bankrupt % % % Collateral and Guarantees % % % Doubtful % % % Collateral and Guarantees % % % Sub-standard * % % % Collateral and Guarantees % % % Banking & Trust Account Total (Table B-4-g) Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Bankrupt and Quasi-bankrupt % % % Collateral and Guarantees % % % Reserves 0.13 % 0.74 % 1.10 % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees Doubtful % % % Collateral and Guarantees % % % Reserves % % % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees Sub-standard * % % % Collateral and Guarantees % % % Reserves % % % Reserve Ratio for Amount of Claims % % % Uncovered by Collateral and Guarantees * Coverage Ratios for the total amount of "claims on Sub-standard borrowers", including claims which are not classified as Sub-standard loans. ** Special Mention Borrowers excluding "claims on Sub-standard borrowers."

15 5. OFF-BALANCING OF PROBLEM LOANS (Non-consolidated) (1) Outstanding before First Fiscal Half Ended September 30, 2000 (a) Loans Outstanding classified as "Doubtful" and "Bankrupt and Quasi-Bankrupt" (Table B-5-a) Billions of yen Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Mar. 30, 2001 Sept. 30, 2000 Bankrupt and Quasi-Bankrupt Banking Account Trust Account Doubtful Banking Account Trust Account Total Banking Account Trust Account Ratio of Off-Balancing: 82.0 % Notes: Outstanding amount on Sept. 30, 2002 includes loans under the process of measures to remove loans from Balance Sheet: 32.2 billion yen Total after excluding above amount 25.3 Ratio of Off-Balancing: 92.1 % (b) Off-Balancing (Table B-5-b) Billions of yen Total Banking Account Trust Account Liquidation (12.2) (6.3) (0.4) Reorganization (3.8) (6.2) (0.3) Business improvement concurrent with reorganization Securitization (41.0) (9.9) (15.5) Write-offs Others (6.6) (4.2) (5.8) Collection, repayment (5.8) (3.9) (4.9) Business improvement (0.7) (0.2) (0.9) Total (32.3) (10.5) (10.0) Notes: "Liquidation": adjustment of claims, write-offs, etc., through liquidation type proceedings (bankruptcy, special liquidation) "Reorganization": adjustment of claims through reorganization type proceedings (corporate rehabilitation, civil revitalization, composition with creditors, corporate reorganization), debt forgiveness through civil rehabilitation, etc., and through private reorganization "Others": includes collection through disposal of collateral, business improvement of the borrower, etc. (2) Outstanding in Second Fiscal Half Ended Mar. 31, 2001 Off-Balancing Amounts Second Fiscal Half Ended March 31, 2002 (a) Loans Outstanding classified as "Doubtful" or "Bankrupt and Quasi-Bankrupt" (Table B-5-c) Billions of yen Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Mar. 30, 2001 Bankrupt and Quasi-Bankrupt Banking Account Trust Account Doubtful Banking Account Trust Account Total Banking Account Trust Account Ratio of Off-Balancing: 62.8 % Notes: Outstanding amount on Sept. 30, 2002 includes loans under the process of measures to remove loans from Balance Sheet: 9.7 billion yen Total after excluding above amount

16 (b) Off-Balancing (Table B-5-d) UFJ Trust Bank Limited Billions of yen Off-Balancing Amounts Second Fiscal Half Ended Mar. 31, 2002 Total Banking Account Trust Account Liquidation Reorganization (0.2) (0.2) - Business improvement concurrent with reorganization Securitization (0.0) (0.0) (0.0) Write-offs (0.6) - (0.6) Others (4.1) (3.7) (0.4) Collection, repayment (1.0) (0.6) (0.3) Business improvement (3.1) (3.0) (0.0) Total (5.1) (4.6) (4.8) (3) Outstanding in First Fiscal Half Ended September 30, 2001 Loans Outstanding classified as "Doubtful" or "Bankrupt and Quasi-Bankrupt" (Table B-5-e) Billions of yen Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Bankrupt and Quasi-Bankrupt Banking Account Trust Account Doubtful Banking Account Trust Account Total Banking Account Trust Account Ratio of Off-Balancing: 88.3 % Notes: Outstanding amount on Sept. 30, 2002 includes loans under the process of measures to remove loans from Balance Sheet: 0.8 billion yen Total after excluding above amount 4.7 Ratio of Off-Balancing: 90.0 % (Table B-5-f) Billions of yen Off-Balancing Amounts Second Fiscal Half Ended Mar. 31, 2002 Total Banking Account Trust Account Liquidation Reorganization Business improvement concurrent with reorganization Securitization (0) - (0.0) Write-offs (0) (0.0) (0.0) Others (25.6) (24.8) (7.4) Collection, repayment (19.6) (19.3) (0.3) Business improvement (5.9) (5.5) (0.3) Total (25.6) (24.8) (7.7) -15 -

17 (4) Outstanding in Second Fiscal Half Ended March 31, 2002 Loans Outstanding classified as "Doubtful" or "Bankrupt and Quasi-Bankrupt" (Table B-5-g) Billions of yen Sept. 30, 2002 Mar. 31, 2002 Bankrupt and Quasi-Bankrupt Banking Account Trust Account Doubtful Banking Account Trust Account Total Banking Account Trust Account Ratio of Off-Balancing: 77.9 % Notes: Outstanding amount on Sept. 30, 2002 includes loans under the process of measures to remove loans from Balance Sheet: 6.9 billion yen Total after excluding above amount 32.9 Ratio of Off-Balancing: 81.8 % (Table B-5-h) Billions of yen Off-Balancing Amounts Second Fiscal Half Ended Mar. 31, 2002 Total Banking Account Trust Account Liquidation Reorganization (34.7) (34.7) - Business improvement concurrent with reorganization (61.0) (60.5) (0.5) Securitization Write-offs (5.1) (4.8) (0.2) Others (40.0) (32.1) (8.0) Collection, repayment (32.8) (25.0) (7.8) Business improvement (7.2) (7.0) (0.1) Total (140.9) (132.1) (8.8) (5) Outstanding in Second Fiscal Half Ended March 31, 2002 Loans Outstanding classified as "Doubtful" or "Bankrupt and Quasi-Bankrupt" (Table B-5-i) Billions of yen Sept. 30, 2002 Bankrupt and Quasi-Bankrupt 0.4 Banking Account 0.1 Trust Account 0.3 Doubtful 5.5 Banking Account 3.8 Trust Account 1.6 Total 5.9 Banking Account 3.9 Trust Account 2.0 Notes: Outstanding amount on Sept. 30, 2002 includes loans under the process of measures to remove loans from Balance Sheet: 4.0 billion yen Total after excluding above amount 5.5 (Table B-5-j) Billions of yen Off-Balancing Amounts Second Fiscal Half Ended Mar. 31, 2002 Total Banking Account Trust Account Liquidation Reorganization Business improvement concurrent with reorganization Securitization Write-offs (0.5) (0.3) (0.2) Others Collection, repayment Business improvement Total (0.5) (0.3) (0.2) -16 -

18 <For reference> Loans Outstanding classified as "Doubtful" or "Bankrupt and Quasi-Bankrupt" as of Mar. 31, 2002 (Table B-5-k) Billions of yen Sept. 30, 2002 Mar.31, 2002 Sept. 30, 2001 Mar. 30, 2001 Sept. 30, 2000 Bankrupt and Quasi-Bankrupt Banking Account Trust Account Doubtful Banking Account Trust Account Total Banking Account Trust Account Total after excluding loans under the process of measures to remove loans from balance sheet 80.6 Notes: Measures to Remove Loans from Balance Sheet Details of the measures are as follows; (1) Legal Proceedings Loans under procedure of bankruptcy, liquidation(inclu winding-up, corporate rehabilitation, civil rehabilitation, the suspension of transaction with banks (2) Quasi-Legal Proceedings Loans under conciliation (inclunding special conciliation), legal procedures such as compromise which is made in and authorized by the court, or during the period of reimbursement plan based on the above procedures (3) Corporate Split to "Good Company" and "Bad Company" After split-ups, bad company should be liquidated promptly (within three years) (4) Implementation of charge-off to small- sized loans to individuals or small- and medium- sized enterprises (5) Trust to the Resolution and Collection Corportion (RCC), which meets the following requirements Corporate revival with involvement of RCC should be the purpose of trust By the end of trust period, entrusted loans should be upgraded or disposed through corporate revival or sales of loans -17 -

19 6.COVERAGE REVIEW OF LOANS BY INDUSTRY (Non-consolidated) (Table B-6) Millions of Yen, % Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Risk Monitored Risk Monitored Risk Monitored Coverage Coverage Coverage Ratio Ratio Ratio Manufacturing 446,757 24, ,826 24, ,380 11, Banking Account 392,760 19, ,628 19, ,709 6, Trust Account 53,997 5, ,197 5, ,670 5, Agriculture Banking Account Trust Account Forestry Banking Account Trust Account Fishing 2, , , Banking Account 2, , , Trust Account Mining 7,359 2, ,021 2, ,867 1, Banking Account 5,872 1, ,282 1, , Trust Account 1, , ,068 1, Construction 100,669 40, ,221 51, ,163 54, Banking Account 89,846 37, ,494 46, ,044 50, Trust Account 10,822 3, ,726 4, ,118 3, Utilities 161, , , Banking Account 47, , , Trust Account 114, , , Transportation & Communication 423, , , , ,848 5, Banking Account 318,558 82, ,021 78, ,871 2, Trust Account 104,604 19, ,266 26, ,977 3, Wholesale and Retail 368,659 33, ,517 35, ,624 29, Banking Account 298,156 22, ,254 22, ,559 16, Trust Account 70,503 10, ,262 12, ,065 13, Finance and Insurance 716,553 2, ,015 2, ,506 25, Banking Account 563, , ,479 22, Trust Account 152,618 1, ,253 1, ,027 3, Real Estate 758, , , , ,006, , Banking Account 604, , , , , , Trust Account 153,528 33, ,640 46, ,391 50, Services 469,891 33, ,308 53, ,718 38, Banking Account 407,935 23, ,943 43, ,486 30, Trust Account 61,956 9, ,365 10, ,231 7, Local Governments 1, , Banking Account 1, , Trust Account Others 754,553 31, ,091,438 35, ,030,881 30, Banking Account 321,119 6, ,553 7, ,219 5, Trust Account 433,433 25, ,885 27, ,661 25, Total Domestic 4,211, , ,809, , ,492, , Banking Account 3,054, , ,509, , ,982, , Trust Account 1,157, , ,300, , ,509, , Total Overseas and Offshore 9, , , Total 4,220, , ,821, , ,508, , Banking Account 3,063, , ,520, , ,998, , Trust Account 1,157, , ,300, , ,509, , Note: Coverage Ratio = [collateral & Guarantee + Specific Reserve for Possible Loan Losses] / Risk Monitored Loan -18 -

20 7. LOANS FOR CONSUMERS (Non-consolidated) UFJ Trust Bank Limited (Table B-7) Millions of Yen Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Sub-total of Housing Loans 784, , ,669 "Housing Loans" 150, , ,001 "Apartment House Loans" 634, , ,667 Other Loans for Consumers 27,801 30,195 32,318 Total Loans for Consumers 812, , , BALANCE AND RATIO OF LOANS TO SMALL-SIZED COMPANIES (Non-consolidated) (Table B-8) Millions of Yen Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Loans to Small-Sized Companies 2,089,183 2,171,138 2,454,896 Ratio of Loans to Small-Sized Companies % % % Note: Calculated based on Bank of Japan report (excluding overseas transactions and Tokyo special offshore accounts [International Banking Facility] )

21 9. BALANCE OF LOANS AND DEPOSITS (Non-consolidated) (a) Balance of Loans & Deposits (Table B-9-a) Deposits Outstanding Balance 3,159,357 3,158,388 2,970,862 Average Balance 3,190,462 2,957,924 2,902,621 Trust Outstanding Balance 2,169,091 2,809,955 3,821,643 Principal Average Balance 2,430,160 3,807,979 4,102,873 Outstanding Balance 4,135,294 4,737,866 5,383,824 Loans Banking Account 3,063,737 3,520,861 3,998,546 Trust Account 1,071,557 1,217,004 1,385,278 Average Balance 4,445,306 5,253,640 5,338,769 Banking Account 3,284,586 3,834,345 3,838,921 Trust Account 1,160,720 1,419,294 1,499,848 Note: "Trust Principal" and "Trust Account" is the total of Jointly Operates Money Trusts and Loan Trusts whose principal is indemnified. Millions of Yen Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 (b) Balance of Deposits for Individuals & Corporations (Table B-9-b) Millions of Yen Sept. 30, 2002 Mar. 31, 2002 Sept. 30, 2001 Domestic Individual Deposits 2,308,925 2,214,645 2,028,215 Demand Deposits 374, , ,008 Time Deposits 1,923,806 1,867,271 1,790,935 Domestic Corporate Deposits 797, , ,073 Demand Deposits 350, , ,153 Time Deposits 424, , ,866 Other Domestic Deposits 47,789 55,085 45,743 Demand Deposits 14,385 30,471 2,852 Time Deposits 27,431 18,565 38,758 Trust Principal 2,169,091 2,809,955 3,821,643 Domestic Individuals 1,320,104 1,606,437 1,978,964 Domestic Corporations 848,987 1,203,517 1,842,

22 CONSOLIDATED BALANCE SHEETS As of September 30, As of March 31, Millions of yen (Unaudited) (Unaudited) Assets: Cash and Due from Banks 262, , ,946 Call Loans 2,282 56,990 65,829 Monetary Receivables Bought 92,742 66,572 84,626 Trading Assets 22, ,982 27,790 Securities 2,198,153 2,780,808 2,558,610 Loans and Bills Discounted 3,006,821 3,927,788 3,461,240 Foreign Exchanges 2,679 3,696 3,352 Other Assets 201, , ,549 Premises and Equipment 108, , ,141 Deferred Tax Assets 247, , ,061 Goodwill Customers' Liabilities for Acceptances and Guarantees 262, , ,528 Reserve for Credit Losses (106,970) (98,525) (128,524) Reserve for Possible Losses on Securities - - (59) Total Assets 6,299,618 8,228,946 7,524,093 Liabilities, Minority Interests and Stockholders' Equity Liabilities: Deposits 3,157,304 2,967,718 3,154,949 Negotiable Certificates of Deposit 678,750 1,128, ,730 Call Money 436, , ,852 Payables under Repurchase Agreements - 4, Trading Liabilities 16,297 18,861 16,686 Borrowed Money 100, , ,362 Foreign Exchanges Bonds and Notes 94, , ,040 Convertible Bonds Borrowed Money from Trust Account 1,167,598 2,474,250 1,692,839 Other Liabilities 52,120 98,102 64,217 Reserve for Bonus 1,389 1,842 1,582 Reserve for Retirement Benefits Reserve for Contingent Liabilities Related to Loans Sold 1,349 2,039 1,772 Reserve for Supporting Specific Borrowers ,100 Deferred Tax Liabilities Related to Revaluation Reserve for Land 7,711 7,265 7,711 Acceptances and Guarantees 262, , ,528 Total Liabilities 5,976,342 7,801,223 7,161,972 Minority Interests 429 1, Stockholders' Equity: Capital Stocks 280, , ,536 Capital Surplus 138, Capital Surplus - 252, ,676 Retained Earnings Retained Earnings - (11,017) (116,400) Revaluation Reserve for Land, Net of Taxes 12,061 11,364 12,061 Net Unrealized Losses on Securities, Net of Taxes (108,653) (107,304) (67,454) Foreign Currency Translation Adjustments (237) (58) 417 Total Stockholders' Equity 322, , ,836 Total Liabilities, Minority Interests and Stockholders' Equity 6,299,618 8,228,946 7,524,

23 Notes: (1) With respect to the claims with collateral or guarantees on debtors who are legally or substantially bankrupt, the remaining amount of the claims after deduction of the amount which is deemed collectible through the disposal of collateral or the execution of guarantees was charged-off against the respective claims for the six months ended September 30, The amount of the charge-off as of September 30, 2002 was 144,816 million yen. (2) "Reserve for Retirement Benefit" is provided for future pension and lump-sum severance indemnity payment to employees. The reserve is recorded based on the projected benefit obligation and the pension plan asset amount at the end of the six months ended September 30, The unrecognized net obligation at transition 13,367 million yen, the amount in consideration of exemption from payment of future benefit regarding the substituted portion, is amortized over 5 years. (3) As of September 30, 2002 Loans to Bankrupt Companies and Other Delinquent Loans were 15,197 million yen and 59,440 million yen, respectively. As of September 30, 2002 Loans Past Due 3 Months or More, other than Loans to Bankrupt Companies and Other Delinquent Loans, were 2,469 million yen. As of September 20, 2002 Restructured Loans were 374,241 million yen. (4) The net realized and unrealized profits and losses arising on hedging instruments are included in Other Liabilities as deferred hedge profits. The gross amounts of deferred hedge profits and losses are 31,639 million yen and 30,457 million yen, respectively. (5) Pursuant to overdraft agreements and commitments to provide loans, the Bank may provide loans with customers up to certain limits. Among such limits, 826,491 million yen remains unused of which 811,396 million yen is based on contracts to be terminated within a year or revocable by the Bank. (6) Amounts less than one million yen are omitted

24 CONSOLIDATED STATEMENTS OF INCOME Six months ended September 30, Year ended March 31, 2002 Millions of yen (Unaudited) (Unaudited) Revenue: Trust fees 27,120 32,146 69,218 Interest Income 33,034 49,472 86,354 Interest on Loans and Discounts 24,529 28,521 54,732 Interest on and Dividends from Securities 7,686 18,325 28,779 Other Interest Income 818 2,625 2,841 Fees and Commissions 25,221 23,955 47,264 Trading Revenue ,060 Other Operating Income 24,394 17,789 34,666 Other Income 31,886 48,062 57,953 Total Income 141, , ,517 Expenses: Interest Expenses 13,127 24,364 42,982 Interest on Deposits 6,425 9,269 16,602 Fees and Commissions 1,936 1,395 4,055 Trading Expenses Other Operating Expenses 19,024 12,875 25,455 General and Administrative Expenses 43,886 46,121 91,126 Other Expenses 78, , ,710 Total Expenses 156, , ,331 Income (Loss) before Income Taxes, & Minority Interests (14,633) (56,055) (190,813) Provision for Income Taxes Adjustment to Income Taxes Paid in Past Year - 1,944 1,944 Deferred Income Taxes (18,412) (21,270) (51,279) Minority Interests in Net Income (199) Net Income (Loss) 2,863 (33,667) (138,173)

25 Notes: UFJ Trust Bank Limited (1) With respect to the accounting procedure, please refer to the Notes in Consolidated Financial Results of UFJ Holdings, Inc. (2) Other Expenses for the six months ended September 30, 2002 includes Write-down of Stocks and Other Equity Securities: 49,596 million yen Losses on Sales of Stocks and Other Equity Securities: 10,255 million yen Write-off of Loans: 9,067 million yen, Expenses for amortization of unrecognized net pension obligation pursuant to a change in accounting policy: 1,336 million yen Other Income for the six months ended September 30, 2002 includes: Transfer from Reserve for Possible Losses on Support of Specific Borrowers: 10,306 million yen Transfer from Reserve for Possible Loan Losses: 9,150 million yen Gains on the establishment of a retirement benefit trust: 3,475 million yen (3) Amounts less than one million yen are omitted

26 3. CONSOLIDATED STATEMENTS OF RETAINED EARNINGS Six months ended Sept. 30, Year ended Mar. 31, 2002 Millions of yen (Unaudited) (Unaudited) Balance at Beginning of Fiscal Year - 24,011 24,011 Addition: - - Deductions: - 1,362 2,238 Dividend Declared - 1,362 1,362 Net Income (Loss) - (33,667) (138,173) Balance at End of Fiscal Year - (11,017) (116,400) Balance of Capital Surplus at Beginning of Six Months 252, Deductions: 114, Draw Down for Cover of Deficit 114, Balance of Capital Surplus at End of Six Months 138, Balance of Retained Earnings at Beginning of Six Months (116,400) - - Addition: 117, Net Income 2, Increase Resulted from Draw Down of Capital Surplus 114, Deductions: Dividend Declared Balance of Retained Earnings at End of Six Months Note: Amounts less than one million yen are omitted

27 CONSOLIDATED STATEMENTS OF CASH FLOWS Six Months Ended September 30, Year ended March 31, 2002 Millions of yen (Unaudited) (Unaudited) (Unaudited) Cash Flows from Operating Activities Income Before Income Taxes, & Minority Interests (14,633) (56,055) (190,813) Depreciation 2,075 2,212 4,774 Amortization of Goodwill 3 - (181) Equity in Earnings of Affiliates 1,489 1,307 1,626 Net Increase (Decrease) in Reserve for Possible Loan Losses (21,553) 7,370 37,369 Net Increase (Decrease) in Reserve for Possible Losses on Securities (59) (183) (75) Net Increase (Decrease) in Reserve for Contingent Liabilities Related to Loans Sold (423) (1,905) (2,172) Net Increase (Decrease) in Reserve for Supporting Specific Borrowers (45,100) - 45,100 Net Increase (Decrease) in Reserve for Retirement Allowances Net Increase (Decrease) in Reserve for Bonus (193) (36) (295) Net Increase (Decrease) in Reserve for Retirement Benefits 6,460 (286) (618) Interest Income (33,034) (49,472) (86,354) Interest Expenses 13,127 24,364 42,982 Net (Gain) Loss on Securities 52,768 60,579 95,507 Net (Gain) Loss on Money Held in Trust Net (Gain) Loss on Exchanges 3,018 7,647 7,696 Net (Gain) Loss on Sales of Premises and Equipment ,274 Net (Gain) Loss on Establishment of Pension Trust (3,475) (2,078) (2,078) Net (Increase) Decrease in Trading Assets 5,372 9,621 82,813 Net Increase (Decrease) in Trading Liabilities (389) 1,109 (1,065) Net (Increase) Decrease in Loans and Bills Discounted 454,418 (179,347) 287,300 Net Increase (Decrease) in Deposits 2,355 30, ,014 Net Increase (Decrease) in Negotiable Certificates of Deposit (237,980) 389, ,120 Net Increase (Decrease) in Borrowed Money Excluding Subordinated Debt (8,101) 13,695 (49,360) Net (Increase) Decrease in Due from Banks (excluding Bank of Japan) 24, , ,777 Net (Increase) Decrease in Call Loans and Monetary Receivables Bought 55,431 (62,932) (89,826) Net Increase (Decrease) in Call Money and Other Fundings Related to Operating Activities (288,518) 193, ,693 Net (Increase) Decrease in Foreign Exchanges (Assets) 673 (151) 191 Net Increase (Decrease) in Foreign Exchanges (Liabilities) (0) 54 (0) Net increase (Decrease) in Borrowed Money from Trust Account (525,241) (262,727) (1,044,138) Interest Received 38,525 (47,600) 94,343 Interest Paid (20,292) 23,533 (42,468) Others, Net 5,235 66,437 56,657 Sub-total (533,405) 343, ,798 Income Taxes Paid (Refunded) (1,265) 95 1,276 Net Cash Provided by (Used in) Operating Activities (534,670) 343, ,

28 CONSOLIDATED STATEMENTS OF CASH FLOWS (CONTINUED) Six Months Ended September 30, Year ended March 31, 2002 Millions of yen (Unaudited) (Unaudited) (Unaudited) Cash Flows from Investing Activities Purchases of Securities (2,296,899) (2,390,033) (3,459,652) Proceeds from Sales of Securities 2,080,046 1,558,138 2,267,792 Proceeds from Maturities of Securities 491, ,307 1,184,875 Increase in Money Held in Trust Decrease in Money Held in Trust Expenditures for Premises and Equipment (991) (1,510) (5,160) Proceeds from Sales of Premises and Equipment 4, ,751 Proceeds from Sales of Consolidated Subsidiaries Net Cash Provided by (Used in) Investing Activities 278,240 (269,967) (10,383) Cash Flows from Financing Activities Expenditures for Repayment of Subordinated Debt (29,000) (2,000) (2,000) Proceeds from Issuance of Subordinated Bonds - 10,000 10,000 Redemption and Repurchase of Subordinated Bonds (11,203) (21,546) (98,143) Dividends Paid - (1,362) (1,362) Expenditures for Purchase of Treasury Stock Proceeds from Sales of Treasury Stock Net Cash Provided by (Used in) Financing Activities (40,203) (14,908) (91,505) Effect of Exchange Rate Changes on Cash and Cash Equivalents - (0) 0 Net Increase (Decrease) in Cash and Cash Equivalents (296,633) 58, ,185 Cash and Cash Equivalents at Beginning of Fiscal Year 534,915 59,729 59,729 Decrease in Cash and Cash Equivalents Caused by Exclusion from Scope of Consolidation Cash and Cash Equivalents at End of Interim period 238, , ,

29 MARKET VALUE INFORMATION ON SECURITIES AND MONEY HELD IN TRUST(Consolidated) The following includes Securities, "negotiable due from banks," contained in Cash and Due from Banks, and "commodity funds," contained in Monetary Receivables Bought. Amounts less than one million yen are omitted. 1. Available-for-sale Securities with Market Value As of September 30, 2002 Book Market Unrealized Profit/Loss Type Value Value Net Profit Loss (Millions of yen) Stocks 621, ,373 (109,287) 21, ,482 Bonds 1,515,381 1,518,816 3,435 4, Japanese Government Bonds 1,504,699 1,507,966 3,267 3, Local Government Bonds 2,977 3, Corporate Bonds and Notes 7,704 7,609 (95) Others 93,917 73,973 (19,944) ,178 Total 2,230,959 2,105,163 (125,796) 25, ,453 Market Value: Stocks: Average market value over one month period prior to the closing of the interim accounting period. Others: Market value at the end of the interim accounting period. 2. Securities without Market Value & Amount Reflected in Balance Sheets As of September 30, 2002 Type Book Value (Millions of yen) Available-for-sale Securities Beneficiary Certificates of Loan Trusts 29,658 Unlisted Stocks (excluding over-the-counter stocks) 27,027 Unlisted Securities 29, Money Held in Trust There is no Money Held in Trust. 4. Unrealized Gains (Losses) on Available-for-sale Securities As of September 30, 2002 Type Book Value (Millions of yen) Net Unrealized Gains (Losses) (125,796) Available-for-sale Securities (125,796) Less: Deferred Tax Assets 17,208 Net Unrealized Gains (Losses), Net of Taxes (108,588) (before minority interests) Less: Minority Interests 63 Parent Company's Share of Net Unrealized Gains (Losses) Securities Held by Affiliates Accounted for under Equity Method (1) Net Unrealized Gains on Available-for-sale Securities, Net of Taxes (108,653) -28 -

30 MARKET VALUE INFORMATION ON DERIVATIVES TRANSACTIONS 1. Interest Related Transactions As of September 30, 2002 Unrealized Type Contractual Value Market Value Profits/Losses (Millions of yen) Over-the-Counter Interest Rate Swaps 1,275,434 (182) (182) Others 202,472 4,587 (465) 871 (1) Total (648) (183) Notes: (1) The above Profits/Losses are stated on the Consolidated Statements of Income. Derivatives transactions to which hedge accounting is applied are excluded. 2. Currency Related Transactions As of September 30, 2002 Unrealized Type Contractual Value Market Value Profits/Losses (Millions of yen) Over-the-Counter Currency Swaps 25,157 1,090 1,090 Notes: Type (1) The above Profits/Losses are stated on the Consolidated Statements of Income. Derivatives transactions, to which hedge accounting is applied, and transactions stated in the Note (2) below are excluded. (2) Foreign exchange forward contracts, currency options and some other transactions are excluded from the above table, since they are revalued at the end of the fiscal year and their profits and losses are effected to the Consolidated Statements of Income of the Bank or they are attached to foreign currency based receivables/payables, which are reflected to Consolidated Balance Sheets or eliminated in consolidation process. Set forth below are contractual values of foreign exchange related transactions reflected in the Statements of Income by revaluation at the dates i ndicated. Over-the-Counter As of September 30, 2002 Book Value (Millions of yen) Foreign Exchange Forward Contracts 124, Equity Related Transactions As of September 30, 2002 Unrealized Type Contractual Value Market Value Profits/Losses (Millions of yen) Standardized Stock Index Futures 12, Total Notes: The above Profits/Losses are stated on the Consolidated Statements of Income. Derivatives Transactions to which hedge accounting is applied are excluded. 4. Bond Related Transactions As of September 30, 2002 Unrealized Type Contractual Value Market Value Profits/Losses (Millions of yen) Standardized Bond Futures 558 (3) (3) Total (3) (3) Notes: The above Profits/Losses are stated on the Consolidated Statements of Income. Derivatives Transactions to which hedge accounting is applied are excluded. 5. Commodity Related Transactions There are no commodity related derivatives transactions. 6. Credit Derivatives Related Transactions There are no credit derivatives related transactions. UFJ Trust Bank Limited