EFTA01505993.pdf

07 IMO JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 25 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 rude Statement Counter Counter ReveltmaCm Contracted' Revalued Realized Dale Date Currency Amount Currency Amount Contract Rate Rate Base Amount USD Amount USD Garnaose USO Settled Foreign Exchange Contracts continued Jul 17 03 Jul 18 03 EUR 12,000,000.00 USD - 13,461,600.00 1.121800 1.121800 - 13,461,600.00 13,461,600.00 Jun 20 03 Jul 24 03 EUR 10,000,000.00 USD - 11,602,000.00 1.160200 1.148501 - 11,602,000.00 11,485,012.05 - 116,987.95 Jun 24 03 Jul 24 03 EUR 15,000,000.00 USD 17,178,000.00 1.145200 1.148501 17,178,000.00 -17,227,518.08 - 49,518.08 Jul 1 03 Jul 24 03 EUR 5,000,000.00 USD - 5,774,000.00 1.154800 1.148501 - 5,774,000.00 5,742,506.02 - 31,493.98 POUND STERLING - U S DOLLAR Dec 13 02 Jul 10 03 GBP 5,000,000.00 USD - 7,732,752.57 1.546551 1.628532 - 7,732,752.57 8,142,659.39 409,906.82 Jun 6 03 Jul 10 03 GBP - 5,000,000.00 USD 8,137,277.88 1.627456 1.628532 8,137,277.88 - 8,142,659.39 - 5,381.51 JAPANESE YEN U S DOLLAR Dec 13 02 Jul 10 03 JPY 1,186,500,000.00 USD - 9,951,422.14 119.229190 117.890000 - 9,951,422.14 10,064,466.87 113,044.73 Jan 23 03 Jul 10 03 JPY 1,186,500,000.00 USD 10,122,042.32 117.219427 117.890000 10,122,042.32 - 10,064,466.87 57,575.45 NORWEGIAN KRONE - U S DOLLAR Jun 16 03 Jul 2 03 NOK - 55,273,600.00 USD 8,000,000.00 6.909200 7.158000 8,000,000.00 - 7,721,933.50 278,066.50 Jul 1 03 Jul 2 03 NOK 55,273,600.00 USD - 7,741,400.56 7.140000 7.140000 - 7,741,400.56 7,741,400.56 Jun 10 03 Jul 14 03 NOK 31,948,750.00 USD - 4,544,630.16 7.030000 7.379500 - 4,544,630.16 4,329,392.23 - 215,237.93 Jul 1 03 Jul 14 03 NOK - 55,273,600.00 USD 7,732,195.56 7.148500 7.379500 7,732,195.56 - 7,490,155.15 242,040.41 Jul 8 03 Jul 14 03 NOK 36,448,000.00 USD - 5,000,000.00 7.289600 7.379500 - 5,000,000.00 4,939,088.01 - 60,911.99 Jul 11 03 Jul 14 03 NOK - 13,123,150.00 USD 1,786,191.64 7.347000 7.379500 1,786,191.64 - 1,778,325.09 7,866.55 Jul 11 03 Jul 23 03 NOK 13,123,150.00 USD - 1,785,219.70 7.351000 7.248250 - 1,785,219.70 1,810,526.67 25,306.97 Jul 23 03 Jul 23 03 NOK - 13,123,150.00 USD 1,798,923.92 7.295000 7.248250 1,798,923.92 - 1,810,526.67 - 11,602.75 N ZEALAND DOLLAR - U S DOLLAR Jun 24 03 Jul 2 03 NZD 30,000,000.00 USD - 17,643,000.00 0.588100 1.682250 - 17,643,000.00 17,833,259.02 190,259.02 Jul 1 03 Jul 2 03 NZD - 30,000,000.00 USD 17,850,000.00 0.595000 0.594442 17,850,000.00 - 17,833,259.02 16,740 98 Jun 30 03 Jul 10 03 NZD 17,000,000.00 USD - 9,736,348.01 0.572726 1.701700 - 9,736,348.01 9,990,009.99 253,661.98 Jul 1 03 Jul 10 03 NZD - 17,000,000.00 USD 9,858,073.49 0.579887 1.701700 9,858,073.49 - 9,990,009.99 - 131,936.50 SWEDISH KRONA U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00030978 Chase CONFIDENTIAL SDNY_GM_00300176 EFTA01505993