EFTA01506057.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, Nev York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 26 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 flmk Seremem Cewek< Cetan« Reveluaten Contracted Revalued Reallzed Dale Dale Cunency Aman Coneney Amant Gateru( Rate Rate Base Arneunt USD Amatol USD Geknost USD Settled Foreign Exchange Contracts continued Dec 13 02 Sep 10 03 CHF 14,290,000.00 USD - 9,969,307.95 1.433399 1.385900 - 9,969,307.95 10,310,989.24 341,681.29 Jan 15 03 Sep 10 03 CHF - 13,765,000.00 USD 9,969,307.95 1.380738 1.385900 9,969,307.95 - 9,932,174.03 37,133.92 Apr 24 03 Sep 10 03 CHF - 7,770,500.00 USD 5,729,771.26 1.356162 1.385900 5,729,771.26 - 5,606,825.88 122,945.38 Aug 13 03 Sep 10 03 CHF 67,500.00 USD - 49,450.93 1.364989 1.385900 - 49,450.93 48,704.81 - 746.12 Sep 3 03 Sep 29 03 CHF - 26,050,000.00 USD 18,351,532.23 1.419500 1.335800 18,351,532.23 -19,501,422.36 - 1,149,890.13 Sep 9 03 Sep 29 03 CHF 13,025,000.00 USD - 9,461,717.27 1.376600 1.335800 - 9,461,717.27 9,750,711.18 288,993.91 Sep 9 03 Sep 29 03 CHF 13,025,000.00 USD - 9,428,840.31 1.381400 1.335800 - 9,428,840.31 9,750,711.18 321,870.87 EURO CURRENCY - U S DOLLAR Sep 3 03 Sep 10 03 EUR - 1,500,000.00 USD 1,648,800.00 1.099200 1.121076 1,648,800.00 - 1,681,614.34 - 32,814.34 Sep 9 03 Sep 10 03 EUR 1,500,000.00 USD - 1,685,100.00 1.123400 1.123400 - 1,685,100.00 1,685,100.00 Aug 27 03 Sep 12 03 EUR 12,500,000.00 USD 13,525,000.00 1.082000 1.130135 13,525,000.00 - 14,126,688.13 - 601,688.13 Aug 28 03 Sep 12 03 EUR 7,500,000.00 USD - 8,114,250.00 1.081900 1.130135 - 8,114,250.00 8,476,012.88 361,762.88 Sep 9 03 Sep 12 03 EUR 5,000,000.00 USD - 5,616,500.00 1.123300 1.130135 - 5,616,500.00 5,650,675.25 34,175.25 JAPANESE YEN - U S DOLLAR Sep 18 03 Sep 22 03 JPY 426,314,000.00 USD - 3,698,395.07 115.270000 115.270000 - 3,698,395.07 3,698,395.07 Sep 18 03 Sep 22 03 JPY - 426,314,000.00 USD 3,700,000.00 115.220000 115.270000 3,700,000.00 - 3,698,395.07 1,604.93 Sep 19 03 Sep 24 03 JPY 1,142,900,000.00 USD - 10,000,000.00 114.290000 114.290000 - 10,000,000.00 10,000,000.00 Sep 22 03 Sep 24 03 JPY 1,142,900,000.00 USD 10213,583.56 111.900000 114.290000 10,213,583.56 -10,000,000.00 213,583.56 Sep 25 03 Sep 29 03 JPY 1,116,500,000.00 USD - 9,991,051.45 111.750000 111.750000 - 9,991,051.45 9,991,051.45 MEXICAN NEW PESO - U S DOLLAR Jun 17 03 Sep 10 03 MXN 107,925,000.00 USD - 9,968,044.30 10.827099 10.944500 - 9,968,044.30 9,861,117.45 - 106,926.85 Jul 16 03 Sep 10 03 MXN- 107,925,000.00 USD 10139,502.18 10.644014 10.944500 10,139,502.18 - 9,861,117.45 278,384.73 Sep 11 03 Sep 24 03 MXN 107250,000.00 USD - 9,808,404.59 10.934500 10.803000 - 9,808,404.59 9,927,797.83 119,393.24 Sep 16 03 Sep 24 03 MXN- 107,250,000.00 USD 9,858,352.25 10.879100 10.803000 9,858,352.25 - 9,927,797.83 - 69,445.58 N ZEALAND DOLLAR - U S DOLLAR Contidential Treatment Requested by JPMorgan JPM-SDNY-00031043 Chase CONFIDENTIAL SDNY_GM_00300241 EFTA01506057