EFTA01504997.pdf

06 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 44 FINANCIAL TRUil lffl Y INC June 01, 2002 - June 30, 2002 Foreign Exchange Contracts conbnued Senlernern Counter Counter Gurren, Market Merket Watte NwketVatue Unreeneed Träne Oste Oete Curneney ATOUM Cutrene ATOM( Contrect Rate Fonvarct Rate Recentatres USD Peyternes USO GenVLoss (130 EURO CURRENCY - POUND STERLING Jun. 20 02 Jul. 15 02 EUR 10,000,000.00 GBP - 6.432,000 00 0.6432 1.543037 9,869,349.99 9,795,148.08 74,201.91 POUND STERLING - U S DOLLAR Jun. 20 02 Jul. 18 02 GBP 5,000,000.00 USD - 7.480,000 00 1.496 1.522603 7,613,015 00 7,480,000 00 133,015.00 Jun. 20 02 Sep. 24 02 GBP 10,000,000.00 USD - 14,925,000.00 1.4925 1.516144 15,161.440 00 14,925,000 00 236,440.00 Total Open 15,000,000.00 - 22,405,000.00 22,774,455.00 22,405,000.00 369,455.00 NORWEGIAN KRONE - U S DOLLAR Jun. 27 02 Jul. 1 02 NOK - 75,150,000.00 USD 10,000,000.00 7.515 7.515 10,000,000.00 10,000,000.00 0.00 Jun. 27 02 Jul. 1 02 NOK 75,150,000.00 USD - 10,000,000.00 7.515 7.515 10,000,000.00 10,000,000.00 0.00 Total Closed 0.00 .00 20,000,000.00 20,000,000.00 0.00 Jun. 20 02 Jul. 15 02 NOK 82,525,000.00 USD - 10,759,452.41 7.67 7.520748 10,972,978. 30 10,759,452.41 213,525.89 Jun. 27 02 Jul. 15 02 NOK • 75,150,000.00 USD 9,977,429.63 7.532 7.520748 9,977,429.63 9,992,357.70 - 14,928.07 Jun. 21 02 Sep. 25 02 NOK 76,950,000.00 USD - 10,000,000.00 7.695 7.599988 10,125,015.66 10,000,000.00 125,015.66 Total Open 84,325,000.00 - 10,782,022.78 31,075,423.59 30,751,810.11 323,613.48 Total 84,325,000.00 - 10,782,022.78 51,075,423.59 50,751,810.11 323,613.48 SWEDISH KRONA - U S DOLLAR Jun. 27 02 Jul. 1 02 SEK 82,890,000.00 USD - 9,000,000.00 9.21 9.21 9,000,000 00 9,000,000.00 0.00 Jun. 27 02 Jul. 1 02 SEK - 82.890.000.00 USD 9,000,000.00 9.21 9.21 9.000.000 00 9.000.000 00 0.00 Total Closed 0.00 .00 18,000,000.00 18,000,000.00 0.00 Jun. 20 02 Jul. 15 02 SEK 68,194,000.00 USD - 7,258,541.78 9.395 9.200549 7,411,948.78 7,258,541.78 153,407.00 Jun. 26 02 Jul. 15 02 SEK 9,249,000.00 USD - 1,000,000.00 9.249 9.200549 1,005,266.06 1,000,000.00 5,266.06 Jun. 27 02 Jul. 15 02 SEK - 82,890,000.00 USD 8,989,263.64 9.221 9.200549 8,989,263.64 9,009,244.72 - 19,981.08 Jun. 21 02 Sep. 25 02 SEK 93,800,000.00 USD - 10,000,000.00 9.38 9.249586 10,140,994.05 10,000,000.00 140,994.05 Total Open 88,353,000.00 - 9,269,278.14 27,547,472.53 27,267,786.50 279,686.03 Total 88,353,000.00 - 9,269,278.14 45,547,472.53 45,267,786.50 279,686.03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00029967 Chase CONFIDENTIAL SDNY_GM_00299165 EFTA01504997