EFTA01506119.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 16 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Foreign Exchange Contracts continued Senlernern COUeler COunler Gurren( Markei Melier Miaue Marke; Value Unreallzed Tiede Out Otte Cumarte Arneuerl Cun*rty Antount comosee Rare ForwardRate ROM ntees USO Feeblei (ASO GIONLOSS USO Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000 00 7.512 7.07975 5,305,271.76 5,000,000.00 305,271.76 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000 00 7.493 7.07975 5,291,853.21 5,000,000.00 291,853.21 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491 63 7.465 7.07975 10,504,607.58 9,962,491.63 542,115.95 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD - 5,000.000 00 7.455 7.07975 5,265,016.10 5,000,000 00 265,016.10 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885.424 37 7.4405 7.07975 5,134,361.78 4,885,424.37 248,937.41 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000.000 00 7.18 7.07975 10,000,000 00 10,141,600.44 - 141,600.44 Apr. 24 03 Dec. 15 03 NOK - 72,625,000.00 USD 10,000.000 00 7.2625 7.07975 10,000,000 00 10,258,129.97 - 258,129.97 May 21 03 Dec. 15 03 NOK - 68,490,000.00 USD 10,000.000 00 6.849 7.07975 10,000,000.00 9,674,069 83 325,930.17 Sep. 23 03 Dec. 15 03 NOK - 10,754,280.00 USD 1,511,281 62 7.116 7.07975 1,511,281.62 1,519,019.64 - 7,738.02 Sep. 23 03 Dec. 15 03 NOK • 35.412.500.00 USD 5,000,000 00 7.0825 7.07975 5,000,000.00 5,001,941.86 - 1,941.86 Total Open 23,330,600.00 - 1,127,261.04 108,408,494.21 106,262,921.22 2,145,572.99 N ZEALAND DOLLAR - U S DOLLAR Sep. 26 03 Oct. 14 03 NZD - 10,000,000.00 USD 5,865,000.00 0.5865 0.59297 5,865000.00 5,929,709.86 - 64,709.86 Sep. 29 03 Oct. 14 03 NZD • 10,000,000.00 USD 5,865,000.00 0.5865 0.59297 5,865,000.00 5,929,709.86 - 64,709.86 Jul. 1 03 Dec. 15 03 NZD 30,000,000.00 USD • 17,550,000.00 0.585 0.588814 17,664,432.87 17,550,000.00 114,432.87 Aug. 7 03 Dec. 15 03 NZD • 10,000,000.00 USD 5,751,000.00 0.5751 0.588814 5,751,000.00 5,888,144.29 - 137,144.29 Total Open 0.00 - 69,000.00 35,145,432.87 35,297,564.01 - 152,131.14 Total Foreign Exchange Contracts 279,133,874.30 277,433,412.02 1,700,462.28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031105 Chase CONFIDENTIAL SDNY_GM_00300303 EFTA01506119