EFTA01505986.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 18 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Foreign Exchange Contracts centinued Senlernern courner COunter Conen( Mininet Market Value Market Value Unreellzerr Traele Oate Otte Cuirene Antount comme Antount coarosee Rare ForwardRage Reeentatan USD PO bin USD GlutVLOSS USD Jun. 12 03 Oct. 22 03 NZD - 25,000,000.00 USD 14,225,000.00 0.569 0.574414 14,225,000.00 14,360,360.35 - 135,360.35 Total Closed 0.00 504,000.00 45,736.578.56 45,232,578.56 504,000.00 Jul. 15 03 Aug. 7 03 NZD - 25,000,000.00 USD 14,450,000.00 0.578 0.579249 14,450,000.00 14,481,231.50 - 31,231.50 Jul. 24 03 Aug. 7 03 NZD 15,000,000 00 USD - 8,736,000.00 0.5824 0.579249 8,688,738 90 8,736,000 00 - 47,261.10 Jul. 1 03 Dec. 15 03 NZD 30,000,000 00 USD - 17,550,000.00 0.585 0.571156 17,134.685 31 17,550.000 00 - 415,314 69 Total Open 20,000,000.00 - 11,836,000.00 40,273,424.21 40,767,231.50 - 493,807.29 Total 20,000,000.00 - 11,332,000.00 86,010,000.77 85,999,808.06 10,192.71 Total Foreign Exchange Contracts 296,619,052.23 295,282,283.03 1,336,769.20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030971 Chase CONFIDENTIAL SDNY_GM_00300169 EFTA01505986