EFTA01506375.pdf

11 IMO JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Trade Settlement Counter Counter RevaltrabOn Contracted' Revalued Realized Dale Dale Currency Amount Currency Amount Contract Rate Rate Base Amount USD A flaunt USD GanYLose (ISO Settled Foreign Exchange Contracts continued Oct 9 03 Nov 20 03 EUR 5,000,000.00 USD - 5,842,597.23 1.168520 1.191682 - 5,842,597.23 5,958,410.29 115,813.06 Nov 14 03 Nov 20 03 EUR 5,000,000.00 USD 5,867,07609 1.173415 1.191682 5,867,076.69 - 5,958,410.29 - 91,333.60 POUND STERLING - U S DOLLAR Jul 25 03 Nov 20 03 GBP 10,000,000.00 USD - 16,088,499.46 1.608850 1.703723 - 16,088,499.46 17,037,226.33 948,726.87 Sep 4 03 Nov 20 03 GBP - 5,000,000.00 USD 7,804,450.95 1.560890 1.703723 7,804,450.95 - 8,518,613.16 - 714,162.21 Oct 24 03 Nov 20 03 GBP - 5,000,000.00 USD 8,450,408.90 1.690082 1.703723 8,450,408.90 - 8,518,613.16 - 68,204.26 HUNGARIAN FORINT - U S DOLLAR Nov 19 03 Nov 21 03 HUF 217,000,000.00 USD - 1,000,000.00 217.000000 217.000000 - 1,000,000.00 1,000,000.00 Nov 20 03 Nov 21 03 HUF - 217,000,000.00 USD 1,000,000.00 217.000000 217.000000 1,000,000.00 - 1,000,000.00 Nov 20 03 Nov 24 03 HUF 217,000,000.00 USD - 1,000,000.00 217.000000 217.000000 - 1,000,000.00 1,000,000.00 Nov 21 03 Nov 24 03 HUF 217,000,000.00 USD 1,000,000.00 217.000000 216.666667 1,000,000.00 - 1,001,538.46 - 1,538.46 Nov 21 03 Nov 25 03 HUF 217,000,000.00 USD - 1,000,000.00 217.000000 217.000000 - 1,000,000.00 1,000,000.00 Nov 21 03 Nov 25 03 HUF - 217,000,000.00 USD 1,000,000.00 217.000000 216.814840 1,000,000.00 - 1,000,854.00 - 854.00 Nov 21 03 Nov 25 03 HUF 651,000,000.00 USD - 3,000,000.00 217.000000 217.000000 - 3,000,000.00 3,000,000.00 Nov 21 03 Nov 25 03 HUF - 651,000,000.00 USD 3,000,000.00 217.000000 216.814840 3,000,000.00 - 3,002,562.00 - 2,562.00 NORWEGIAN KRONE - U S DOLLAR Dec 11 02 Nov 20 03 NOK 38,025,000.00 USD - 4,995,807.81 7.611382 6.858500 - 4,995,807.81 5,544,215.20 548,407.39 Dec 11 02 Nov 20 03 NOK 73,135,000.00 USD - 9,608,636.52 7.611382 6.858500 - 9,608,636.52 10,663,410.36 1,054,773.84 Dec 12 02 Nov 20 03 NOK 37,560,000.00 USD - 4,995,807.81 7.518304 6.858500 - 4,995,807.81 5,476,416.12 480,608.31 Dec 12 02 Nov 20 03 NOK 37,465,000.00 USD - 4,995,807.81 7.499288 6.858500 - 4,995,807.81 5,462,564.70 466,756.89 Dec 13 02 Nov 20 03 NOK 74,370,000.00 USD - 9,954,138.69 7.471264 6.858500 - 9,954,138.69 10,843,478.89 889,340.20 Dec 13 02 Nov 20 03 NOK 37,275,000.00 USD - 4,995,807.81 7.461256 6.858500 - 4,995,807.81 5,434,861.85 439,054.04 Dec 13 02 Nov 20 03 NOK 36,350,000.00 USD - 4,881,328.24 7.446744 6.858500 - 4,881,328.24 5,299,992.70 418,664.46 Jan 15 03 Nov 20 03 NOK - 71,800,000.00 USD 9,991,615.61 7.186025 6.858500 9,991,615.61 - 10,468,761.39 - 477,145.78 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031363 Chase CONFIDENTIAL SDNY_GM_00300561 EFTA01506375