EFTA01505739.pdf

06 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 fl JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Yaks° In Currency Value an DSO Swiss Franc 25,982,500.00 Total Unrealized Closed 4,998,263.50 Euro Currency 7,500,000.00 Total Unrealized Open 2,463,559.87 Mexican New Peso 107,925,000.00 Total Unrealized Gain/Loss 7,461,823.37 Norwegian Krone 97,940,150.00 N Zealand Dollar 47,000,000.00 U S Dollar - 70,976,470.96 Foreign Exchange Contracts Senlement Counter Counter Cunene Market Merket Van Market Zahn unmarried Trade Oat* Date Currency Amount Currency Amount Contract Rate Forward Rate Rearvabin (ISO &weeks DSO samtoss tiSo SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR May. 1 03 Nov. 503 AUD 20,000,000.00 USD - 12,430,000.00 0.6215 0.662354 13,247,088.72 12,430,000.00 817,088.72 May. 803 Nov. 503 AUD 20,000,000.00 USD - 12,666,000.00 0.6333 0.662354 13,247,088.72 12,666,000.00 581,088.72 Jun. 4 03 Nov. 5 03 AUD - 40,000,000.00 USD 26,140,000.00 0.6535 0.662354 26,140,000.00 26,494,177.44 - 354,177.44 Total Closed 0.00 1,044,000.00 52,634,177.44 51,590,177.44 1,044,000.00 Jun. 25 03 Jul. 28 03 AUD - 20,000,000.00 USD 13,294,000.00 0.6647 0.668550 13,294,000.00 13,370,994.28 - 76,994.28 Jun. 3 03 Dec. 5 03 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.660471 13,209,422.06 13,040,000.00 169,422.06 Total Open 0.00 254,000.00 26,503,422.06 26,410,994.28 92,427.78 Total 0.00 1,298,000.00 79,137,599.50 78,001,171.72 1,136,427.78 CANADIAN DOLLAR - U S DOLLAR Apr 30 03 Nov. 303 CAD 14,510,000.00 USD - 10,000,000.00 1.451 1.368692 10,601,362 32 10,000,000.00 601,362.32 May. 503 Nov. 303 CAD - 14,510,000.00 USD 10,112,202.94 1.4349 1.368692 10,112,202.94 10,601,362.32 - 489,159.38 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030722 Chase CONFIDENTIAL SDNY_GM_00299920 EFTA01505739