EFTA01505692.pdf

O6 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Nutuber: Asset Account Portfolio Page 17 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Foreign Exchange Contracts continued Sertlement Counter Counter Current Merkel Marker Vake Merker Vake Unreelded Trade Orre Oa» Curreney Amount Currenoy Amount Conrad Rat* FOIWIlni Rem R•Oerialn Pen Wei USO Seintas USO N ZEALAND DOLLAR - U S DOLLAR Apr. 16 03 Oct 22 03 NZD 20,000,000.00 USD -10,936,000.00 0.5468 0.577982 11,559,638.58 10,936,000.00 623,638.58 May. 8 03 Oct. 22 03 NZD 20,000,000 00 USD - 11,320,000.00 0.566 0.577982 11,559,638 58 11,320,000.00 239,638.58 Jun. 11 03 Oct 22 03 NZD - 15.000.000.00 USD 8,535,000.00 0.569 0.577982 8,535,000 00 8,669,728 93 - 134.728 93 Jun. 12 03 Oct 22 03 NZD - 25.000.000 00 USD 14,225,000 00 0.569 0.577982 14,225,000 00 14,449.548 22 - 224,548 22 Total Closed 0.00 504,000.00 45,879,277.16 45,375,277.15 504,000.01 Jun. 24 03 Jul. 2 03 NZD 30,000,000 00 USD - 17,643,000.00 0.5881 0.585299 17,558,972 10 17,643,000.00 - 84,027.90 Jun. 30 03 Jan. 504 NZD 17,000,000.00 USD - 9,790,300.00 0.5759 0.573347 9,746,899.95 9,790,300.00 - 43,400.05 Total Open 47,000,000.00 - 27,433,300.00 27,305,872.05 27,433,300.00 - 127,427.95 Total 47,000,000.00 - 26,929,300.00 73,185,149.21 72,808,577.15 376,572.06 SWEDISH KRONA - U S DOLLAR Dec. 12 02 Dec. 15 03 SEK 45,757,500.00 USD - 5,000,000.00 9.1515 8.070108 5,669,998.28 5,000,000.00 669,998.28 Dec. 12 02 Dec. 15 03 SEK 45,617,500.00 USD - 5,000,000.00 9.1235 8.070108 5,652,650.31 5,000,000.00 652,650.31 Mar. 12 03 Dec. 15 03 SEK - 91,375,000.00 USD 10,621,294.90 8.603 8.070108 10,621,294.90 11,322,648.60 - 701,353.70 Total Closed 0.00 621,294.90 21,943,943.49 21,322,648.60 621,294.89 Total Foreign Exchange Contracts 570,662,630.44 563,200,807.07 7,461,823.37 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030674 Chase CONFIDENTIAL SDNY_GM_00299872 EFTA01505692