EFTA01505758.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 33 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Norwegian Krone Activity by Date continued Settlement Realized ATOtall Amount USD Date Type Quantity °madden alliVLOSS USD Jun 5 Fwd FX Ctrct 3,000,000 SETTLE FORWARD CURRENCY CONTRACT - 19,903,500.00 - 2,889,129 20 BUY USD SELL NOK CONTRACT RATE : 6.634500000 TRADE 5/27/03 VALUE 6/05/03 Jun 5 Spot FX 2,342,750.07 SPOT CURRENCY TRANSACTION - SALE - 16,254,000.00 - 2,342,750 07 BUY USD SELL NOK SPOT RATE : 6.936000000 TRADE 6104/03 VALUE 6/05/03 U S DOLLAR NORWEGIAN KRONE Jun 12 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 71,125,000.00 10,175,687.08 BUY NOK SELL USD CONTRACT RATE : 7.112500000 TRADE 12/30/02 VALUE 6/12/03 Jun 12 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 34,750,000.00 4,971,601.07 BUY NOK SELL USD CONTRACT RATE : 6.950000000 TRADE 1/16103 VALUE 6/12103 Jun 12 Fwd FX Ctrct - 4,226,924 25 SETTLE FORWARD CURRENCY CONTRACT 29,111,250.00 4,164,878.32 BUY NOK SELL USD CONTRACT RATE : 6.887100000 TRADE 5/15/03 VALUE 6/12/03 Jun 12 Fwd FX arct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 67,975,000.00 - 9,725,023.96 BUY USD SELL NOK CONTRACT RATE : 6.797500000 TRADE 5/19/03 VALUE 6/12/03 Jun 12 Fwd FX Ctrct - 3,000,000 SETTLE FORWARD CURRENCY CONTRACT 20,182,200.00 2,887,420.06 BUY NOK SELL USD CONTRACT RATE : 6.727400000 TRADE 6/02/03 VALUE 6/12/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030741 Chase CONFIDENTIAL SDNY_GM_00299939 EFTA01505758