EFTA01505535.pdf

JPMorgan Chase Bank U 1 2003 345 Park Avenue, New York, NY 10154-1002 dl JPMorgan Private Bank Account Nutuber: Asset Account Portfolio Page 20 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Estimerer! Trade Settlement Realized Gaintoss Date Date Type Descdption Cutrency Ouanuty PrOctrUnit immer costoroceeds Tex Con USD Pending continued Jan 30 Feb 3 Buy-Back Opt BRL CALL USD PUT USD 35,000,000 0.00 - 42,000.00 526,000.00 484,000.00 S FX EUROPEAN STYLE OPTION FEB 03, 2003 « 3.5 Jan 30 Feb 3 Write Option GBP CALL USD PUT USD - 5,000,000 0.25 20,687.50 FX EUROPEAN STYLE OPTION FEB 06.2003 e 1.655 Trade Settlement Counier Counter Revalualton ControctecY Revaluer( Rime«, Date Date Comme Anton entre Amount Contrect Rate Rate Base Amourrt USD A mount USD GIZIM.03$ USD Settled Foreign Exchange Contracts SPECULATIVE NORWEGIAN KRONE - U S DOLLAR Dec 9 02 Jan 6 03 NOK 36,350,000.00 USD - 5,000,000.00 7.270000 6.910700 - 5,000,000.00 5,259,959.19 259,959.19 Dec 13 02 Jan 6 03 NOK - 36,350,000.00 USD 5,073,272.85 7.165000 6.910700 5,073,272.85 - 5,259,959.19 - 186,686.34 Jan 8 03 Jan 10 03 NOK 34,440,000.00 USD - 5,000,000.00 6.888000 6.888000 - 5,000,000.00 5,000,000.00 Jan 8 03 Jan 10 03 NOK - 34,440,000.00 USD 4,984,081.04 6.910000 6.891377 4,984,081.04 - 4,997,549.63 - 13,468.59 Jan 15 03 Jan 17 03 NOK - 175,000,000.00 USD 25,325,615.05 6.910000 6.997910 25,325,615.05 - 25,007,468.16 318,146.89 Jan 15 03 Jan 24 03 NOK 175,000,000.00 USD - 25,307,302.96 6.915000 6.885400 - 25,307,302.96 25,416,097.83 108,794.87 Jan 16 03 Jan 24 03 NOK - 175,000,000.00 USD 25,380,710.66 6.895000 6.885400 25,380,710.66 - 25,416,097.83 - 35,387.17 S AFRICAN RAND - U S DOLLAR Jan 14 03 Jan 16 03 ZAR - 86,200,000.00 USD 9,784,335.98 8.810000 8.620000 9,784,335.98 - 10,000,000.00 - 215,664.02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030517 Chase CONFIDENTIAL SDNY_GM_00299715 EFTA01505535