EFTA01505985.pdf

O7 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 17 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Foreign Exchange Contracts continued Sertlement COunter COunter CUrrentA~. Market Verve Market Verve Unreenzed Tria One Oen, Cuireney Amount Summy AMOunt comme Rlat• FOnvard RWO RecetvaDles USD ~MS USO ~non USO EURO CURRENCY - U S DOLLAR Jul. 3 03 Aug. 703 EUR 10,000,000.00 USD - 11,470,000.00 1.147 0.888636 11,253,198.96 11,470,000.00 - 216,801.04 Jul 15 03 Aug 7 03 EUR - 10,000,000.00 USD 11,193,000 00 1.1193 0.888636 11,193,000.00 11,253.198 96 - 60.198.96 Total Closed 0.00 - 277,000.00 22,446,198.96 22,723,198.96 - 277,000.00 POUND STERLING - U S DOLLAR Jul. 25 03 Dec. 15 03 GBP 10,000,000.00 USD - 16,102,000.00 1.6102 1.593448 15,934,476.09 16,102,000 00 - 167,523 91 MEXICAN NEW PESO - U S DOLLAR Jun. 17 03 Dec. 19 03 MXN 107,925,000.00 USD - 10,000,000.00 10.7925 10.673532 10,111,461.08 10,000,000.00 111,461.08 Jul. 16 03 Dec. 19 03 MXN - 107,925,000.00 USD 10,172,007.54 10.61 10.673532 10,172,007,54 10,111,461.08 60,546.46 Total Closed 0.00 172,007.54 20,283,468.62 20,111,461.08 172,007.54 NORWEGIAN KRONE - U S DOLLAR Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.303094 10,014,248.95 9,616,699.53 397,549.42 Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000.00 7.605 7.303094 5,206,697.42 5,000,000.00 206,697.42 Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000.00 7.512 7.303094 5,143,025.78 5,000,000.00 143,025.78 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000.00 7.493 7.303094 5,130,017.59 5,000,000.00 130,017.59 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491.63 7.465 7.303094 10,183,355, 36 9,962,491.63 220,863.73 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD - 5,000,000.00 7.455 7.303094 5,104,001.22 5,000,000.00 104,001.22 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885,424.37 7.4405 7.303094 4,977,342.57 4,885,424.37 91,918.20 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000,000.00 7.18 7.303094 10,000,000,00 9,831,449.71 168,550,29 Apr. 24 03 Dec. 15 03 NOK - 72,625,000.00 USD 10,000,000.00 7.2625 7.303094 10,000,000,00 9,944,415.53 55,584,47 May. 21 03 Dec. 15 03 NOK - 68,490,000.00 USD 10,000,000.00 6.849 7.303094 10,000,000.00 9,378,217.14 621,782.86 Total Open 121,265,000.00 - 14,484,615.53 75,758,688.89 73,618,697.91 2,139,990.98 N ZEALAND DOLLAR - U S DOLLAR Apr. 16 03 Oct 22 03 NZD 20,000,000.00 USD - 10,936,000.00 0.5468 0.574414 11,488,288.28 10,936,000.00 552,288.28 May. 803 Oct 22 03 NZD 20,000,000.00 USD - 11,320,000.00 0.566 0.574414 11,488,288.28 11,320,000.00 168,288.28 Jun. 11 03 Oct 22 03 NZD - 15,000,000.00 USD 8,535,000.00 0.569 0.574414 8,535,000.00 8,616,216.21 - 81,216.21 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030970 Chase CONFIDENTIAL SDNY_GM_00300168 EFTA01505985