EFTA01505741.pdf

06 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Foreign Exchange Contracts continued Settlement Counter Counter Current Market Market Value Market Value Unrealized Tra44 are an Current Amount Cunene Amant Convect Rat* FOnvardAnt Receivables USD Pt. Wes (ASO GakvLoss USO Jun. 603 May. 10 04 EUR - 7,500,000.00 USD 8,683,500.00 1.1578 0.877568 8,683,500.00 8.546,343 39 137,156.61 Total Open 7,500,000.00 - 8,533,600.00 73,977,054.16 73,960,243.18 16,810.98 Total 7,500,000.00 - 6,378,600.00 169,245,171.11 167,073,360.12 2,171,810.99 POUND STERLING - U S DOLLAR Dec 13 02 Dec 15 03 GBP 5,000,000.00 USD - 7,770,500 00 1.5541 1.631784 8,158,919.84 7,770,500 00 388,419.84 Jun 6 03 Dec 15 03 GBP - 5,000,000.00 USD 8,177,000.00 1.6354 1.631784 8,177,000.00 8,158,919 84 18,080 16 Total Closed 0.00 406,500.00 16,335,919.84 15,929,419.84 406,500.00 JAPANESE YEN - U S DOLLAR Dec. 13 02 Dec. 15 03 JPY 1,186,500,000.00 USD - 10,000,000.00 118.65 119.421422 9,935,403.35 10,000,000.00 - 64,596.65 Jan. 23 03 Dec. 15 03 JPY - 1,186,500,000.00 USD 10,171,453.06 116.65 119.421422 10,171,453.06 9,935,403.35 236,049.71 Total Closed 0.00 171,453.06 20,106,856.41 19,935,403.35 171,453.06 MEXICAN NEW PESO - U S DOLLAR Jun. 17 03 Dec. 19 03 MXN 107,925,000.00 USD - 10,000,000.00 10.7925 10.669042 10,115,716.35 10,000,000 00 115,716.35 NORWEGIAN KRONE - U S DOLLAR Jun. 16 03 Jul. 2 03 NOK - 55,273,600.00 USD 8,000,000.00 6.9092 7.219707 8,000,000.00 7,655,934.28 344,065.72 Jun. 10 03 Jul. 14 03 NOK 31,948,750.00 USD - 4,544,630.16 7.03 7.227547 4,420,414.22 4,544,630.16 - 124,215.94 Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.29396 10,026,788.02 9,616,699.53 410,088.49 Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000.00 7.605 7.29396 5,213,216.85 5,000,000.00 213,216.85 Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000.00 7.512 7.29396 5,149,465.48 5,000,000.00 149,465.48 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000.00 7.493 7.29396 5,136,441.00 5,000,000.00 136,441.00 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491.63 7.465 7.29396 10,196,106.17 9,962,491.63 233,614.54 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD - 5,000,000.00 7.455 7.29396 5,110,392.06 5,000,000.00 110,392.06 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885,424.37 7.4405 7.29396 4,983,574.82 4,885,424.37 98,150.45 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000,000.00 7.18 7.29396 10,000,000.00 9,843,759.89 156,240.11 Apr. 24 03 Dec. 15 03 NOK - 72,625,000.00 USD 10,000,000.00 7.2625 7.29396 10,000,000.00 9,956,867.16 43,132.84 May. 21 03 Dec. 15 03 NOK - 68,490,000.00 USD 10,000,000.00 6.849 7.29396 10,000,000.00 9,389,959.82 610,040.18 Total Open 97,940,150.00 - 11,009,245.69 88,236,398.62 85,855,766.84 2,380,831.78 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030724 Chase CONFIDENTIAL SDNY_GM_00299922 EFTA01505741