📄 Extracted Text (14,015 words)
07
2003
Confidential
FINANCIAL TRUST COMPANY INC
Page 1 of 65
J.P. Morgan Portfolios
July 1 - July 31, 2003
Table of Contents
Page
Account Summary
Asset Account Portfolio
Margin Account Portfolio
Q 30171-00-5 JPMCB
JPMSI
161121381
2
3
63
000000.0000.00.0000.000.000000000.000000
FINANCIAL TRUST COMPANY INC
ATTN: JEFFREY E EPSTEIN
C/O AMERICAN YACHT HARBOR
6100 RED HOOK, QUARTERS 153
ST THOMAS 00802
US VIRGIN ISLDS
EFTA01552956
07
2003
FINANCIAL TRUST COMPANY INC
Portfolio Summary
July 01, 2003 - July 31, 2003
Page 2 of 65
Portfolio Summary
Net Worth Summary
Asset
Portfolio USD
Q 30171-00-5
Assets(Long)
Cash S Short Term
Equities
Other
Options
Liabilities (Short)
Cash S Short Term
Options
Total
FX Gain/Loss
Accrued Income
Total Net Worth
Income Summary
Taxable Interest
Dividends
Total
93,047,702.27
20,464,071.20
14,721,435.20
57,295,520.00
566,675.87
- 8,942,379.86
- 1,697,303.00
- 7,245,076.86
84,105,322.41
1,292,625.02
17,377.66
85,415,325.09
Margin
Portfolio USD
161121381
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
.00
0.00
0.00
93,047,702.27
20,464,071.20
14,721,435.20
57,295,520.00
566,675.87
- 8,942,379.86
- 1,697,303.00
- 7,245,076.86
84,105,322.41
1,292,625.02
17,377.66
85,415,325.09
This Period
44,796.88
44,796.88
Year to Date
258,350.00
602,034.52
860,384.52
JPMorgan provides this Portfolio Summary for informational purposes. This summary includes informati
on about assets held at
JPMCB and JPMSI in accounts listed on the front page.
Securities are not bank deposits or FDIC insured, are not obligations of or guaranteed by JPMCB or a
ny of its bank of thrift affiliates
(unless otherwise indicated), and are subject to investment risks, including possible loss of the pr
EFTA01552957
incipal amount invested.
Assets held in custody by JPMCB are not protected under the Securities Investor Protection Corporati
on ("SIPC") insurance.
Total USD
EFTA01552958
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 3 of 65
Asset Account Portfolio
July 1 - July 31, 2003
Checkbook Orders
Private Bank clients receive all standard checkbooks free
of charge. Standard checkbooks are available with blue,
green or yellow safety paper in the following styles:
- Personal wallet
- Personal deskbook (3 wallet-size checks per page)
- Executive deskbook (3 business-size checks per page)
All other checkbook orders will be charged accordingly. For
more information, please contact your Client Service Team.
Table of Contents
Portfolio Summary
Cash and Short Term
Equities
Other
Options
Outstanding Foreign Exchange Contracts
Trade Activity
Account Transactions
Account Officers
Service Specialist: HORNAK/DORAZIO
Page
4
6
7
8
10
16
19
28
EFTA01552959
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 4 of 65
Overview
Portfolio Summary
Except for the Deposit Account (if elected), and the cash in your Asset Account, which
are insured deposits with JPMCB, none of the investments referred to in this statement
of your Asset Account, including mutual funds, are FDIC insured or bank deposits,
obligations of or guaranteed by JPMCB or any of its bank or thrift affiliates (unless
otherwise indicated). Such securities and other investments are subject to investment
risks, including possible loss of the principal amount invested. See "Important
Information about your JPMSI Brokerage Account" at the end of this Asset Account
Portfolio.
Asset Allocation
21% Cash and Short Term
16% Equities
63% Other
Market Value USD
Jul 31
Cash S Short Term
Equities
Other
Options
Total
Foreign Exchange
Accrued Income
Total Portfolio Value
16,766,768.20
14,721,435.20
57,295,520.00
- 6,678,400.99
84,105,322.41
1,292,625.02
17,377.66
85,415,325.09
Income Summary
Taxable Interest
Dividends
Total
Net Gain/Loss Summary
Net Short Term Gain/Loss
Total
Market Value USD
Jun 30
36,510,764.12
16,201,579.50
37,044,260.00
- 3,190,771.77
88,565,831.85
7,797,636.59
44,796.88
96,408,265.32
Tax
Cost USD
16,766,768.20
58,181,000.03
- 1,035,559.00
75,912,209.23
Estimated Annual
Income USD
177,721.29
Yield
1.0
0.0
0.0
177,721.29
N/A N/A
0.2
This Period USD
44,796.88
44,796.88
Year to Date USD*
EFTA01552960
258,350.00
602,034.52
860,384.52
Realized This Period USD Realized Year to Date USD*
5,949,334.23
5,949,334.23
•Year to date information is calculated on a calendar year basis.
Exchange Rates
Spot Rates as of July 31, 2003
Market value of Options is not included in pie chart.
Currency
AUD
CHF
EUR
Exchange Rate
0.6481
1.3730
1.1256
Unrealized USD
8,256,106.41
- 6,528,322.09
8,256,106.41 - 6,528,322.09
EFTA01552961
07
J10Morgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 5 of 65
Exchange Rates
Spot Rates as of July 31, 2003
Currency
GBP
HKD
JPY
MXN
NOK
NZD
ZAR
Exchange Rate
1.6075
7.7993
120.5450
10.4835
7.2441
0.5797
7.4131
EFTA01552962
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 6 of 65
Cash and Short Term
Summary by Maturity
Current Market Value
USD
Adjusted Cash Balance
Total
18,766,768.20
18,766,768.20
Estimated Annual Income
USD
177,721.29
177,721.29
Current yield is displayed for instruments with no maturity and YTM on market is displayed for instr
uments that mature.
Cash and Short Term by Type
Description
Cusip/S&P/Moody's Rating
Cash
JP MORGAN INSTITUTIONAL PRIME MONEY
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
7-Day Annualized Yield: .95%
COST OF PENDING PURCHASES
PROCEEDS FROM PENDING SALES
Adjusted Cash Balance
USD 19,705,858.20
1.00
1.00
19,705,858.20
19,705,858.20
17,377.66
USD
USD
- 1,697,303
758,213
1.00
1.00
1.00
1.00
- 1,697,303.00
758,213.00
18,766,768.20
- 1,697,303.00
758,213.00
18,766,768.20
17,377.66
186,614.47
0.95
CurrenCy/
Unit Cost
Adjusted
Account Type
Quantity
Original
Market
Price
Tax Cost
Adjusted
Original
Market Value USD
Accrued Interest USD
Unrealized
Gain/Loss USD
Estimated Current
Annual
Yield/
Income USD YTM t
Current
- 16,073.46
7,180.28
EFTA01552963
0.95
0.95
177,721.29 0.95
EFTA01552964
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 7 of 65
Equities
Equity Holdings in Alphabetical Order
Description
Cusip/Symbol
CurrenCyi
Account Type
Quantity
unit
Cost
Current Market
Price
Tax Cost
Current Market
Value USD
USD Accrued Dividends USD
Estimated
Unrealized
Gain/Loss USD
Annual Dividend
Income USD Yield
TOO INC
890333-10-7 TOO
800,078 are liened
USD
Total Equity
800,078
800,078
18.40
14,721,435.20
14,721,435.20
N/A
0.00
N/A
0.0
EFTA01552965
07
Other
Structured Investments in Alphabetical Order
Description
6 MONTH FX BULLISH AUD DEPOSIT
100% PRINCIPAL PROTECTION IN AUD
JP MORGAN CHASE LONDON
MATURITY DATE 12/8/2003
618994-9Z-2
Bearer
20,000,000 are liened
3 MONTH FX BULLISH AUD DEPOSIT
100% PRINCIPAL PROTECTION IN AUD
JP MORGAN CHASE LONDON
MATURITY DATE 09/08/2003
619998-9A-7
Bearer
20,000,000 are liened
3 MONTH FX BULLISH MXN DEPOSIT
100% PRINCIPAL PROTECTED IN
MXN DOLLARS JP MORGAN CHASE LONDON
MATURITY DATE 9/10/2003
619998-98-5
Bearer
107,250,000 are liened
MXN 107,250,000
100.00
100.8512
10,000,000.00
10,317,450.00
317,450.00
N/A
AUD
20,000,000
100.00
100.1837
13,270,000.00
12,986,000.00 - 284,000.00
N/A
Market Value USD
Currency
AUD
Quantity
20,000,000
Unit Cost
100.00
PriCe/Unit
99.5974
Tax Cost
13,270,000.00
Accrued Income USD
Unrealized Estimated Annual
Gain/Loss USD
12,910,000.00 - 360,000.00
Income USD Yield
N/A
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 8 of 65
EFTA01552966
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 9 of 65
Structured Investments in Alphabetical Order
Description
1 MONTH FX BULLISH NZD DEPOSIT
100% PRINCIPAL PROTECTED IN NZD
DOLLARS
JP MORGAN CHASE LONDON MATURITY DATE
8/4/2003
619998-9D-1
Bearer
17,000,000 are liened
4 MONTH FX BULLISH EUROS DEPOSIT
100% PRINCIPAL PROTECTED IN EUROS
DOLLARS JP MORGAN CHASE LONDON
MATURITY DATE 11/14/2003
619998-9E-9
Bearer
10,000,000 are liened
Total Other
EUR
10,000,000
100.00
99.7462
11,526,000.02
11,227,000.00 - 299,000.02
N/A
continued
Market Value USD
Currency
NZD
Quantity
17,000,000
Unit Cost
100.00
PriCC/Unit
99.9999
Tax Cost
10,115,000.01
Accrued Income USD
Unrealized Estimated Annual
Gain/Loss USD
9,855,070.00 - 259,930.01
Income USD Yield
N/A
174,250,000
58,181,000.03
57,295,520.00 - 885,480.03
EFTA01552967
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 10 of 65
Options
Foreign Exchange
Description
Cusip
HKD PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 23, 2004 a 7.833
XHKDPA-AH-2
NOK CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 26, 2003 a 6.85
XNOKCA-BJ-2
CHF CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 11, 2003 a 1.2
XCHFCA-CQ-2
CHF CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 11, 2003 a 1.2
XCHFCA-CR-2
CHF CALL USD PUT
FX EUROPEAN STYLE OPTION
MAR 15, 2004 a 1.15
XCHFCA-CX-2
CHF PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 16, 2003 a 1.38
XCHFPA-DB-2
CHF - 16,560,000 USD - 12,000,000.00 USD
- 281,032.00
- 281,032.00
- 139,466.33
141,565.67
CHF
80,500,000 USD 70,000,000.00 USD
543,848.00
543,848.00
85,936.97
- 457,911.03
CHF
12,000,000 USD 10,000,000.00 USD
106,200.00
106,200.00
9,119.04
- 97,080.96
CHF
12,000,000 USD 10,000,000.00 USD
107,300.00
107,300.00
9,119.04
- 98,180.96
NOK
41,100,000 USD
6,000,000.00 USD
120,600.00
120,600.00
77,023.46
- 43,576.54
Counter
Amount Currency
Counter Premium
Amount Currency
Premium
Local
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
EFTA01552968
HKD 156,660,000 USD 20,000,000.00 USD
312,280.00
312,280.00
122,309.16
- 189,970.84
EFTA01552969
07
Cusip
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-S
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 11 of 65
Foreign Exchange
Description
CHF CALL USD PUT
FX EUROPEAN STYLE OPTION
MAR 16, 2004 @ 1.175
XCHFCA-DC-2
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 16, 2003 @ 1.
XEURPA-ID-2
EUR CALL CHF PUT
FX EUROPEAN STYLE OPTION
OCT 20, 2003 @ 1.495
XEURCA-QM-2
NOK PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 24, 2003 @ 7.2
KNOCK IN @ 7.60
XNOKPA-DU-2
NOK PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ 7.1
KNOCK-IN @ 7.55
XNOKPA-DX-2
NOK PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ 7.1
KNOCK-IN @ 7.55
XNOKPA-CM-2
NOK - 35,500,000 USD - 5,000,000.00 USD
- 164,775.00
- 164,775.00
- 147,673.97
17,101.03
NOK - 56,800,000 USD - 8,000,000.00 USD
- 262,200.00
- 262,200.00
- 236,278.34
25,921.66
NOK - 65,594,995.20 USD - 9,110,416.00 USD
- 265,958.00
- 265,958.00
- 191,991.96
73,966.04
EUR - 20,000,000
CHF - 29,900,000.00 USD
- 110,023.00
- 110,023.00
- 668,701.80
- 558,678.80
EUR
50,000,000 USD 50,000,000.00 USD
300,000.00
300,000.00
5,752.00
- 294,248.00
Counter
Amount Currency
continued
CHF
58,750,000 USD 50,000,000.00 USD
420,690.00
420,690.00
103,588.00
- 317,102.00
Counter Premium
Amount Currency
Premium
Local
EFTA01552970
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
EFTA01552971
07
Cusip
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 12 of 65
Foreign Exchange
Description
ZAR PUT USD CALL
FX EUROPEAN STYLE OPTION
FEB 10, 2004 @ 7.5
KNOCK OUT @ 7.03
XZARPA-AF-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
FEB 13, 2004 @ 116
KNOCK OUT @ 112
XJPYPA-JD-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
FEB 17, 2004 @ 116
KNOCK OUT @ 113
XJPYPA-JH-Z
NOK PUT USD CALL
FX EUROPEAN STYLE OPTION
MAR 03, 2004 @ 6.85
KNOCK IN FX OPTION TRIGGERED @ 7.00
KNOCK OUT @ 6.65
XNOKPA-EE-Z
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
DEC 15, 2003 @ 1.145
XEURPA-JS-Z
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
MAR 31, 2004 @ 1.15
KNOCK OUT @ 1.175
XEURPA-JV-Z
EUR - 11,739,130.43 USD - 13,499,999.99 USD
- 222,750.00
- 222,750.00
- 494,103.52
- 271,353.52
EUR - 15,000,000 USD - 17,175,000.00 USD
- 386,438.00
- 386,438.00
- 610,112.85
- 223,674.85
NOK - 68,500,000 USD - 10,000,000.00 USD
- 200,090.00
- 200,090.00
- 714,420.75
- 514,330.75
JPY -1,218,000,000 USD - 10,500,000.00 USD
- 139,104.00
- 139,104.00
- 429,917.46
- 290,813.46
JPY -1,160,000,000 USD - 10,000,000.00 USD
- 162,750.00
- 162,750.00
- 419,908.40
- 257,158.40
Counter
Amount Currency
continued
ZAR - 12,750,000 USD - 1,700,000.00 USD
- 66,130.00
- 66,130.00
- 85,877.24
- 19,747.24
Counter Premium
Amount Currency
Premium
Local
EFTA01552972
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
EFTA01552973
07
Cusip
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 13 of 65
Foreign Exchange
Description
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.15
KNOCK IN TRIGGERED @ 1.14
XEURPA-JW-Z
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.16
XEURCA-RU-Z
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .595
XNZDCA-AV-Z
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
DEC 16, 2003 @ .67
KNOCK IN @.6550
XAUDPA-BR-Z
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
APR 08, 2004 @ .66
KNOCK OUT @ .680
XAUDPA-BV-Z
GBP PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 06, 2003 @ 1.625
KNOCK IN TRIGGERED @ 1.6150
XGBPPA-FS-Z
GBP
- 8,000,000 USD - 13,000,000.00 USD
- 247,000.00
- 247,000.00
- 351,331.60
- 104,331.60
AUD - 10,000,000 USD - 6,600,000.00 USD
- 181,500.00
- 181,500.00
- 315,986.30
- 134,486.30
AUD - 35,000,000 USD - 23,450,000.00 USD
- 639,341.00
- 639,341.00
- 1,257,981.20
- 618,640.20
NZD
20,000,000 USD 11,900,000.00 USD
217,770.00
217,770.00
70,995.80
- 146,774.20
EUR
14,000,000 USD 16,240,000.00 USD
302,064.00
302,064.00
82,832.40
- 219,231.60
Counter
Amount Currency
Continued
EUR - 14,000,000 USD - 16,100,000.00 USD
- 243,110.00
- 243,110.00
- 483,348.74
- 240,238.74
Counter Premium
Amount Currency
Premium
EFTA01552974
Local
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
EFTA01552975
07
Cusip
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 14 of 65
Foreign Exchange
Description
NZD PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 03, 2003 @ .58
XNZDPA-BS-Z
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 14, 2003 @ 1.08
XEURPA-KE-Z
P AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
JAN 29, 2004 @ .655
XAUDCA-BK-Z
P AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ .655
KNOCK IN @ .6325
XAUDPA-CA-Z
P EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 31, 2003 @ 1.05
XEURPA-KS-Z
P EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 15, 2003 @ 1.12
XEURPA-KT-Z
P EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 15, 2003 @ 1.1
XEURPA-KU-Z
EUR - 45,000,000 USD - 49,500,000.00 USD
- 277,200.00
- 277,200.00
0.00
277,200.00
EUR
45,000,000 USD 50,400,000.00 USD
660,240.00
660,240.00
0.00
- 660,240.00
EUR
75,000,000 USD 78,750,000.00 USD
236,250.00
236,250.00
0.00
- 236,250.00
AUD - 15,000,000 USD - 9,825,000.00 USD
- 211,238.00
- 211,238.00
0.00
211,238.00
AUD
15,000,000 USD
9,825,000.00 USD
201,413.00
201,413.00
0.00
- 201,413.00
EUR - 50,000,000 USD - 54,000,000.00 USD
- 496,800.00
- 496,800.00
- 391,981.00
104,819.00
Counter
Amount Currency
continued
NZD - 20,000,000 USD - 11,600,000.00 USD
EFTA01552976
- 336,400.00
- 336,400.00
- 305,995.40
30,404.60
Counter Premium
Amount Currency
Premium
Local
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
EFTA01552977
07
Cusip
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 15 of 65
Foreign Exchange
Description
P EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 02, 2003 Q 1.11
XEURPA-KW-2
P EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 02, 2003 Q 1.09
XEURPA-KX-2
Total Foreign Exchange
Exchange-listed options are valued using market prices at the close of business for statement date.
Over-The-Counter (OTC) options are valued at Mid-Market, unless otherwise agreed.
See: Important Information about Pricing and Valuations.
- 1,035,559.00
- 6,678,400.99
- 5,642,842.06
EUR - 45,000,000 USD - 49,050,000.00 USD
- 269,775.00
- 269,775.00
0.00
269,775.00
Counter
Amount Currency
continued
EUR
45,000,000 USD 49,950,000.00 USD
599,400.00
599,400.00
0.00
- 599,400.00
Counter Premium
Amount Currency
Premium
Local
Premium
USD
Current Market
Value USD
Unrealized
Gain/Loss USD
Important Information about Pricing and Valuations
Prices, some of which are provided by pricing services or other sources which we deem reliable, are
not guaranteed for accuracy or as realizable values.
Valuations of over-the-counter derivative transactions, including certain derivatives-related deposi
t products, have been prepared on a mid-market basis. These valuations are indicative values as of t
he close of business of the date of this statement
and, except as otherwise agreed in writing, these valuations do not represent the actual terms at wh
ich transactions or securities could be bought or sold or new transactions could be entered into, or
the actual terms on which existing transactions or
securities could be liquidated as of the date of this statement. We do not warrant their completenes
s or accuracy. These valuations are derived from proprietary models based upon well recognized finan
cial principles and we have, when necessary to
calculate the present value of future cash flows, made reasonable estimates about relevant future ma
rket conditions. Valuations based on other models or different assumptions may yield different resul
ts. Morgan expressly disclaims any responsibility
for (1) the accuracy of the models or estimates used in deriving the valuations, (2) any errors or o
missions in computing or disseminating the valuations, and (3) any uses to which the valuations are
put. Valuations are provided for information
purposes only and are intended solely for your own use. Please refer to the trade confirmation for d
etails of each transaction.
EFTA01552978
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 16 of 65
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary
Australia Dollar
Swiss Franc
Euro Currency
Pound Sterling
Norwegian Krone
N Zealand Dollar
U S Dollar
Value in Currency
12,000,000.00
25,982,500.00
5,000,000.00
10,000,000.00
39,372,000.00
40,000,000.00
- 75,130,296.75
Gain/Loss Summary
Total Unrealized Closed
Value in USD
Total Unrealized Open
Total Unrealized Gain/Loss
399,007.54
893,617.48
1,292,625.02
Foreign Exchange Contracts
Settlement
Date
Trade Date
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
Jul. 15 03 Aug. 7 03 AUD
Jul. 31 03 Aug. 7 03 AUD
Jun. 3 03 Dec. 5 03 AUD
Total Open
SWISS FRANC
May. 8 03 Nov. 5 03 CHF
Dec. 12 02 Dec. 15 03 CHF
Dec. 13 02 Dec. 15 03 CHF
- 20,000,000.00 USD
12,000,000.00 USD
20,000,000.00 USD
12,000,000.00
- U S DOLLAR
26,050,000.00 USD
7,178,000.00 USD
14,290,000.00 USD
- 20,000,000.00
- 5,000,000.00
- 10,000,000.00
1.3025
1.4356
1.429
1.369890
1.368689
1.368689
19,016,130.68
5,244,435.89
10,440,650.45
20,000,000.00
5,000,000.00
10,000,000.00
- 983,869.32
244,435.89
440,650.45
12,940,000.00
- 7,761,600.00
- 13,040,000.00
- 7,861,600.00
0.647
EFTA01552979
0.6468
0.652
0.647636
0.647636
0.639880
12,940,000.00
7,771,628.04
12,797,590.64
33,509,218.68
12,952,713.40
7,761,600.00
13,040,000.00
33,754,313.40
- 12,713.40
10,028.04
- 242,409.36
- 245,094.72
Currency
Amount
Counter
Currency
Counter
Amount
Contract Rate
Current Market
Forward Rate
Market Value
Receivables USD
Market Value
Payables USD
Unrealized
Gain/Loss USD
EFTA01552980
07
Trade Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 17 of 65
Foreign Exchange Contracts
Settlement
Date
Currency
Jan. 15 03 Dec. 15 03 CHF
Apr. 24 03 Dec. 15 03 CHF
Total Open
Jul. 31 03 Aug. 18 03 EUR
Jul. 3 03 Aug. 7 03 EUR
Jul. 15 03 Aug. 7 03 EUR
Jul. 31 03 Aug. 18 03 EUR
Total
Jul. 25 03 Dec. 15 03 GBP
continued
Amount
Counter
Currency
- 13,765,000.00 USD
- 7,770,500.00 USD
25,982,500.00
EURO CURRENCY - NORWEGIAN KRONE
EURO CURRENCY - U S DOLLAR
Total Closed
10,000,000.00 NOK
10,000,000.00 USD
- 10,000,000.00 USD
0.00
- 5,000,000.00 USD
- 5,000,000.00
POUND STERLING - U S DOLLAR
MEXICAN NEW PESO - U S DOLLAR
Total Closed
Jun. 17 03 Dec. 19 03 MXN
Jul. 16 03 Dec. 19 03 MXN
NORWEGIAN KRONE - U S DOLLAR
Dec. 11 02 Dec. 15 03 NOK
Dec. 11 02 Dec. 15 03 NOK
Dec. 12 02 Dec. 15 03 NOK
Dec. 12 02 Dec. 15 03 NOK
Dec. 13 02 Dec. 15 03 NOK
Dec. 13 02 Dec. 15 03 NOK
Dec. 13 02 Dec. 15 03 NOK
Jan. 15 03 Dec. 15 03 NOK
10,000,000.00 USD
107,925,000.00 USD
- 107,925,000.00 USD
0.00
73,135,000.00 USD
38,025,000.00 USD
37,560,000.00 USD
37,465,000.00 USD
74,370,000.00 USD
37,275,000.00 USD
36,350,000.00 USD
- 71,800,000.00 USD
Counter
Amount
10,000,000.00
5,747,411.24
- 19,252,588.76
- 81,893,000.00
- 11,470,000.00
11,193,000.00
- 277,000.00
5,611,500.00
5,334,500.00
- 16,102,000.00
- 10,000,000.00
10,172,007.54
EFTA01552981
172,007.54
- 9,616,699.53
- 5,000,000.00
- 5,000,000.00
- 5,000,000.00
- 9,962,491.63
- 5,000,000.00
- 4,885,424.37
10,000,000.00
8.1893
1.147
1.1193
1.1223
8.159615
0.888636
0.888636
0.888929
Contract Rate
1.3765
1.352
Current Market
Forward Rate
1.368689
1.368689
Market Value
Receivables USD
10,000,000.00
5,747,411.24
50,448,628.26
11,249,492.81
11,253,198.96
11,193,000.00
22,446,198.96
5,611,500.00
28,057,698.96
1.6102
10.7925
10.61
1.593448
10.673532
10.673532
15,934,476.09
10,111,461.08
10,172,007.54
20,283,468.62
7.605
7.605
7.512
7.493
7.465
7.455
7.4405
7.18
7.303094
7.303094
7.303094
7.303094
7.303094
7.303094
7.303094
7.303094
10,014,248.95
5,206,697.42
5,143,025.78
5,130,017.59
10,183,355.36
5,104,001.22
4,977,342.57
10,000,000.00
Market value
Payables USD
10,057,071.62
5,677,332.00
50,734,403.62
11,290,418.63
11,470,000.00
11,253,198.96
22,723,198.96
5,624,746.40
EFTA01552982
28,347,945.36
16,102,000.00
10,000,000.00
10,111,461.08
20,111,461.08
9,616,699.53
5,000,000.00
5,000,000.00
5,000,000.00
9,962,491.63
5,000,000.00
4,885,424.37
9,831,449.71
Unrealized
Gain/Loss USD
- 57,071.62
70,079.24
- 285,775.36
- 40,925.82
- 216,801.04
- 60,198.96
- 277,000.00
- 13,246.40
- 290,246.40
- 167,523.91
111,461.08
60,546.46
172,007.54
397,549.42
206,697.42
143,025.78
130,017.59
220,863.73
104,001.22
91,918.20
168,550.29
EFTA01552983
07
Trade Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 18 of 65
Foreign Exchange Contracts
Settlement
Date
Currency
Apr. 24 03 Dec. 15 03 NOK
May. 21 03 Dec. 15 03 NOK
Total Open
continued
Amount
Counter
Currency
- 72,625,000.00 USD
- 68,490,000.00 USD
121,265,000.00
N ZEALAND DOLLAR - U S DOLLAR
Apr. 16 03 Oct. 22 03 NZD
May. 8 03 Oct. 22 03 NZD
Jun. 11 03 Oct. 22 03 NZD
Jun. 12 03 Oct. 22 03 NZD
Total Closed
Jul. 31 03 Aug. 4 03 NZD
Jul. 15 03 Aug. 7 03 NZD
Jul. 24 03 Aug. 7 03 NZD
Jul. 1 03 Dec. 15 03 NZD
Total Open
Total
20,000,000.00 USD
20,000,000.00 USD
- 15,000,000.00 USD
- 25,000,000.00 USD
0.00
20,000,000.00 USD
- 25,000,000.00 USD
15,000,000.00 USD
30,000,000.00 USD
40,000,000.00
40,000,000.00
Total Foreign Exchange Contracts
Counter
Amount
10,000,000.00
10,000,000.00
- 14,464,615.53
- 10,936,000.00
- 11,320,000.00
8,535,000.00
14,225,000.00
504,000.00
- 11,624,000.00
14,450,000.00
- 8,736,000.00
- 17,550,000.00
- 23,460,000.00
- 22,956,000.00
Contract Rate
7.2625
6.849
Current Market
Forward Rate
7.303094
7.303094
Market Value
Receivables USD
10,000,000.00
10,000,000.00
75,758,688.89
0.5468
0.566
0.569
EFTA01552984
0.569
0.5812
0.578
0.5824
0.585
0.574414
0.574414
0.574414
0.574414
1.720578
0.579249
0.579249
0.571156
11,488,288.28
11,488,288.28
8,535,000.00
14,225,000.00
45,736,576.56
11,624,000.00
14,450,000.00
8,688,738.90
17,134,685.31
51,897,424.21
97,634,000.77
332,875,673.08
Market Value
Payables USD
9,944,415.53
9,378,217.14
73,618,697.91
10,936,000.00
11,320,000.00
8,616,216.21
14,360,360.35
45,232,576.56
11,624,000.00
14,481,231.50
8,736,000.00
17,550,000.00
52,391,231.50
97,623,808.06
331,583,048.06
Unrealized
Gain/Loss USD
55,584.47
621,782.86
2,139,990.98
552,288.28
168,288.28
- 81,216.21
- 135,360.35
504,000.00
0.00
- 31,231.50
- 47,261.10
- 415,314.69
- 493,807.29
10,192.71
1,292,625.02
EFTA01552985
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 19 of 65
Trade Activity
Realized Gain/Loss Summary
Short Term Gain/Loss
Long Term Gain/Loss
Note: indicates Short Term Realized Gain/Loss
indicates Long Term Realized Gain/Loss
S
L
Capital gains and losses on sales with missing or incomplete tax cost are identified with N/A.
Trade
Date
Settlement
Date
Settled
Jul 1 Jul 3
Jul 1 Jul 3
Jul 1 Jul 1
Purchase Opt AUD CALL USD PUT
Write Option
Expired Opt
FX EUROPEAN STYLE OPTION
DEC 16, 2003 0 .6775
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 16, 2003 0 .695
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
MAR 02, 2004 0 .65
KNOCK OUT 0.6750
Issued in USD
Jul 1 Jul 3
Write Option
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
DEC 16, 2003 0 .67
KNOCK IN 0.6550
USD
- 35,000,000
2.73
639,341.00
USD
USD
AUD
35,000,000
- 35,000,000
20,000,000
2.12
1.13
- 501,851.00
274,152.00
0.00
308,100.00
308,100.00 S
Realized
Type
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
Gain/Loss USD
Amount USD
5,968,801.28
0.00
EFTA01552986
07
Trade
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 20 of 65
Settlement
Date
Realized
Type
Settled continued
Jul 1 Jul 3
Jul 1 Jul 3
Jul 1 Jul 3
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
Gain/Loss USD
Purchase Opt EUR CALL USD PUT
USD
Write Option
Write Option
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.16
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.175
EUR PUT USD CALL
Jul 1 Jul 3
Jul 1 Jul 3
Jul 1 Jul 3
Purchase Opt
Write Option
Write Option
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.15
KNOCK IN @ 1.14
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .595
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .605
NZD PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .5875
KNOCK IN 0.5775
Jul 1 Jul 3
Purchase
1 MONTH FX BULLISH NZD DEPOSIT
100% PRINCIPAL PROTECTED IN NZD
DOLLARS
JP MORGAN CHASE LONDON MATURITY DATE
8/4/2003
Jul 1 Jul 3
Purchase
4 MONTH FX BULLISH EUROS DEPOSIT
100% PRINCIPAL PROTECTED IN EUROS
DOLLARS JP MORGAN CHASE LONDON
MATURITY DATE 11/14/2003
EUR
10,000,000
100.00 - 10,000,000.00
0.02 S
NZD
17,000,000
100.00 - 17,000,000.00
0.01 S
USD
USD
14,000,000
- 14,000,000
EFTA01552987
- 14,000,000
1.86
1.22
1.51
- 302,064.00
200,690.00
243,110.00
USD
USD
USD
20,000,000
1.83
- 20,000,000
- 20,000,000
1.01
1.82
- 217,770.00
122,210.00
213,850.00
EFTA01552988
07
Trade
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 21 of 65
Settlement
Date
Realized
Type
Settled continued
Jul 2 Jul 2
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
Gain/Loss USD
Expired Opt
AUD PUT USD CALL
AUD
FX EUROPEAN STYLE OPTION
MAR 25, 2004 @ .67
KNOCK OUT @ .68
Issued in USD
Jul 2 Jul 2
Jul 7 Jul 9
Jul 7 Jul 9
Jul 7 Jul 9
Jul 7 Jul 9
Jul 7 Jul 9
Jul 7 Jul 9
Expired Opt
Sell Option
Buy-Back Opt
Buy-Back Opt
Buy-Back Opt
Buy-Back Opt
Buy-Back Opt
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 02, 2003 @ 110.
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 16, 2003 @ .6775
CHF PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 06, 2003 @ 1.42
EUR CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ 1.175
MXN PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 08, 2003 @ 11.3
NOK PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 14, 2003 @ 7.33
NZD PUT USD CALL
Jul 7 Jul 9
Buy-Back Opt
FX EUROPEAN STYLE OPTION
DEC 23, 2003 @ .5515
KNOCK IN @ .5200
NZD PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 06, 2003 @ .56
KNOCK IN @ .53
USD -2,200,000,000
USD
USD
USD
USD
USD
USD
EFTA01552989
- 35,000,000
6,975,000
14,000,000
113,000,000
73,300,000
10,000,000
0.00
488,931.00
- 36,236.00
- 105,345.00
- 45,600.00
- 56,900.00
- 41,509.00
- 165,000.00
- 501,851.00
91,092.00
200,690.00
487,000.00
227,000.00
278,298.00
- 165,000.00 S
- 12,920.00 S
54,856.00 S
95,345.00 S
441,400.00 S
170,100.00 S
236,789.00 S
20,000,000
0.00
246,426.00
246,426.00 S
USD
20,000,000
- 74,848.00
319,200.00
244,352.00 S
EFTA01552990
07
Trade
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 22 of 65
Settlement
Date
Realized
Type
Settled continued
Jul 8 Jul 10 Write Option
AUD PUT USD CALL
Jul 8 Jul 10 Buy-Back Opt
Jul 8 Jul 10 Write Option
FX EUROPEAN STYLE OPTION
APR 08, 2004 @ .66
KNOCK OUT @ .680
GBP CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 11, 2003 @ 1.575
GBP PUT USD CALL
Jul 11 Jul 11 Expired Opt
Jul 15 Jul 17 Purchase Opt
Jul 15 Jul 17 Buy-Back Opt
FX EUROPEAN STYLE OPTION
NOV 06, 2003 @ 1.625
KNOCK IN @ 1.6150
NOK CALL USD PUT
FX EUROPEAN STYLE OPTION
JUL 11, 2003 @ 6.75
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 15, 2003 @ 1.05
NZD PUT USD CALL
Jul 15 Jul 17 Write Option
Jul 16 Jul 18 Purchase Opt
Jul 16 Jul 18 Write Option
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .5875
KNOCK IN TRIGGERED 0.5775
NZD PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 03, 2003 @ .58
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 14, 2003 @ 1.1
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 14, 2003 @ 1.08
USD
- 10,000,000
2.75
181,500.00
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
Gain/Loss USD
USD
USD
5,000,000
- 303,188.00
- 8,000,000
1.90
247,000.00
136,238.00
- 166,950.00 S
USD
USD
USD
- 67,500,000
0.00
EFTA01552991
84,000,000
20,000,000
0.32
- 282,240.00
- 381,875.00
213,850.00
- 168,025.00 S
- 146,000.00
- 146,000.00 S
USD
USD
USD
- 20,000,000
2.90
50,000,000
- 50,000,000
1.59
0.92
336,400.00
- 874,500.00
496,800.00
EFTA01552992
07
Trade
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 23 of 65
Settlement
Date
Realized
Type
Settled continued
Jul 23 Jul 25 Sell Option
Jul 23 Jul 25 Sell Option
Jul 24 Jul 29 Buy-Back Opt
Jul 29 Jul 31 Buy-Back Opt
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 15, 2003 @ 1.05
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 14, 2003 @ 1.1
NZD CALL USD PUT
FX EUROPEAN STYLE OPTION
OCT 01, 2003 @ .605
AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
DEC 16, 2003 @ .695
Trade
Date
Estimated
Settlement
Date
Pending
Jul 30 Aug 1 Purchase Opt AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
JAN 29, 2004 @ .655
Jul 30 Aug 1 Write Option
AUD PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ .655
KNOCK IN @ .6325
Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL
Jul 31 Aug 4 Purchase Opt
FX EUROPEAN STYLE OPTION
OCT 31, 2003 @ 1.05
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 15, 2003 @ 1.12
USD
USD
75,000,000
45,000,000
0.30
1.31
- 236,250.00
- 660,240.00
USD
- 15,000,000
2.15
211,238.00
USD
15,000,000
2.05
- 201,413.00
Realized Gain/Loss
Type
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
USD
USD
USD
EFTA01552993
USD
USD
- 84,000,000
- 50,000,000
20,000,000
35,000,000
56,976.00
429,850.00
- 66,550.00
- 168,221.00
- 282,240.00
- 874,500.00
122,210.00
274,152.00
- 225,264.00 S
- 444,650.00 S
55,660.00 S
105,931.00 S
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
Gain/Loss USD
EFTA01552994
07
Trade
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 24 of 65
Estimated
Settlement
Date
Realized Gain/Loss
Type
Pending continued
Jul 31 Aug 4 Write Option
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 15, 2003 9 1.1
Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 02, 2003 9 1.11
Jul 31 Aug 4 Write Option
EUR PUT USD CALL
FX EUROPEAN STYLE OPTION
OCT 02, 2003 9 1.09
Trade
Date
Settlement
Date
Counter
Currency
Settled Foreign Exchange Contracts
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
May 1 03 Jul 10 03
May 8 03 Jul 10 03
Jun 4 03
Jul 10 03
Jun 25 03 Jul 28 03
Jul 8 03
Jul 28 03
AUD 20,000,000.00 USD - 12,384,312.69
AUD 20,000,000.00 USD - 12,619,445.26
AUD - 40,000,000.00 USD 26,043,920.65
AUD - 20,000,000.00 USD 13,294,000.00
AUD 20,000,000.00 USD - 13,218,000.00
CANADIAN DOLLAR - U S DOLLAR
Apr 30 03 Jul 10 03
May 1 03 Jul 10 03
May 5 03 Jul 10 03
May 5 03 Jul 10 03
EURO CURRENCY - U S DOLLAR
Jun 25 03 Jul 2 03
EUR
CAD 14,510,000.00 USD - 9,963,835.80
CAD - 14,510,000.00 USD 10,060,311.42
CAD 14,510,000.00 USD - 10,076,439.33
CAD - 14,510,000.00 USD 10,075,632.97
5,000,000.00 USD - 5,760,000.00
0.619216
0.630972
0.651098
0.664700
0.660900
1.456267
1.442301
1.439993
1.440108
1.152000
1.523600
1.523600
1.523600
1.502750
1.502750
1.384450
1.384450
EFTA01552995
1.384450
1.384450
1.151676
- 12,384,312.69
- 12,619,445.26
13,126,804.93
13,126,804.93
26,043,920.65 - 26,253,609.87
13,294,000.00 - 13,308,933.62
- 13,218,000.00
- 9,963,835.80
13,308,933.62
10,480,696.30
10,060,311.42 - 10,480,696.30
- 10,076,439.33
10,075,632.97 - 10,480,696.30
- 5,760,000.00
5,758,378.44
10,480,696.30
742,492.24
507,359.67
- 209,689.22
- 14,933.62
90,933.62
516,860.50
- 420,384.88
404,256.97
- 405,063.33
- 1,621.56
Amount Currency
Counter
Amount
Contract Rate
Revaluation
Rate
Contracted/
Base Amount USD
Revalued
Amount USD
Realized
Gain/Loss USD
USD
- 45,000,000
0.55
269,775.00
USD
45,000,000
1.20
- 599,400.00
USD
- 45,000,000
0.56
277,200.00
Description
Currency
Quantity
Price/Unit Market Cost/Proceeds
Tax Cost
USD
EFTA01552996
07
Date
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 25 of 65
Settled Foreign Exchange Contracts
Trade
Settlement
Date
Currency
Jun 25 03 Jul 2 03
Jun 25 03 Jul 2 03
Jul 1 03
Jul 2 03
Dec 12 02 Jul 10 03
Dec 12 02 Jul 10 03
Mar 12 03 Jul 10 03
Mar 12 03 Jul 10 03
Apr 30 03 Jul 10 03
Apr 30 03 Jul 10 03
May 7 03 Jul 10 03
May 7 03 Jul 10 03
Jun 4 03
Jun 6 03
Jun 6 03
Jun 6 03
Jun 6 03
Jul 15 03
Jul 15 03
Jul 17 03
Jul 17 03
Jul 10 03
Jul 10 03
Jul 10 03
Jul 10 03
Jul 10 03
Jul 17 03
Jul 17 03
Jul 18 03
Jul 18 03
Jun 20 03 Jul 24 03
Jun 24 03 Jul 24 03
Jul 1 03
Jul 24 03
EUR
Counter
Amount Currency
continued
EUR - 6,000,000.00 USD
EUR - 5,000,000.00 USD
EUR
EUR
EUR - 5,000,000.00 USD
EUR - 1,500,000.00 USD
6,000,000.00 USD - 6,947,400.00
6,916,800.00
5,775,000.00
5,000,000.00 USD - 5,019,497.33
1,500,000.00 USD - 1,503,162.31
5,413,573.64
1,627 803 88
EUR 15,000,000.00 USD - 16,588,801.79
EUR 10,000,000.00 USD - 11,070,160.76
EUR 15,000,000.00 USD - 16,840,362.32
EUR 10,000,000.00 USD - 11,278,392.57
EUR - 10,000,000.00 USD 11,558,359.74
EUR - 12,500,000.00 USD 14,528,901.03
EUR - 12,500,000.00 USD 14,477,839.40
EUR - 7,500,000.00 USD
EUR - 7,500,000.00 USD
EUR 20,000,000.00 USD - 22,380,000.00
EUR - 20,000,000.00 USD 22,396,000.00
EUR - 12,000,000.00 USD 13,460,400.00
EUR 12,000,000.00 USD - 13,461,600.00
EFTA01552997
EUR 10,000,000.00 USD - 11,602,000.00
EUR - 15,000,000.00 USD 17,178,000.00
5,000,000.00 USD - 5,774,000.00
EUR
POUND STERLING - U S DOLLAR
8,631,149.97
8,600,693.21
1.157900
1.152800
1.155000
1.003900
1.002108
1.082715
1.085203
1.105920
1.107016
1.122691
1.127839
1.155836
1.162312
1.158227
1.150820
1.146759
1.119000
1.119800
1.121700
1.121800
1.160200
1.145200
1.154800
1.151676
1.151676
1.151676
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.134366
1.119000
1.119000
1.121800
1.121800
1.148501
1.148501
1.148501
- 6,947,400.00
6,916,800.00
5,775,000.00
- 5,019,497.33
- 1,503,162.31
5,413,573.64
1,627,803.88
- 16,588,801.79
- 11,070,160.76
- 16,840,362.32
- 11,278,392.57
6,910,054.12
- 6,910,054.12
- 5,758,378.44
5,671,828.03
1,701,548.40
- 5,671,828.03
- 1,701,548.40
17,015,484.09
11,343,656.06
17,015,484.09
11,343,656.06
11,558,359.74 - 11,343,656.06
14,528,901.03 - 14,179,570.07
14,477,839.40 - 14,179,570.07
8,631,149.97
EFTA01552998
8,600,693.21
- 22,380,000.00
22,396,000.00 - 22,380,000.00
13,460,400.00 - 13,461,600.00
- 13,461,600.00
- 11,602,000.00
17,178,000.00 - 17,227,518.08
- 5,774,000.00
- 8,507,742.04
- 8,507,742.04
22,380,000.00
- 37,345.88
6,745.88
16,621.56
652,330.70
198,386.09
- 258,254.39
- 73,744.52
426,682.30
273,495.30
175,121.77
65,263.49
214,703.68
349,330.96
298,269.33
123,407.93
92,951.17
16,000.00
- 1,200.00
13,461,600.00
11,485,012.05
5,742,506.02
- 116,987.95
- 49,518.08
- 31,493.98
Counter
Amount
Contract Rate
Revaluation
Rate
Contracted/
Base Amount USD
Revalued
Amount USD
Realized
Gain/Loss USD
EFTA01552999
07
Date
JPMorgan Chase Bank
2003
Account Nutuber: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 26 of 65
Settled Föreign Exchange Contracts
Trade
Settlement
Date
Currency
Dec 13 02 Jul 10 03
Jun 6 03
Jul 10 03
JAPANESE YEN
Dec 13 02 Jul 10 03
Jan 23 03 Jul 10 03
GBP
Counter
Amount Currency
continued
GBP - 5,000,000.00 USD
- U S DOLLAR
JPY 1,186,500,000.00 USD - 9,951,422.14
JPY- 1,186,500,000.00 USD 10,122,042.32
NORWEGIAN KRONE - U S DOLLAR
Jun 16 03 Jul 2 03
Jul 1 03
Jul 2 03
Jun 10 03 Jul 14 03
Jul 1 03
Jul 8 03
Jul 11 03
Jul 11 03
Jul 23 03
Jul 14 03
Jul 14 03
Jul 14 03
Jul 23 03
Jul 23 03
NOK - 55,273,600.00 USD
8,000,000.00
NOK 55,273,600.00 USD - 7,741,400.56
NOK 31,948,750.00 USD - 4,544,630.16
NOK - 55,273,600.00 USD
NOK 36,448,000.00 USD - 5,000,000.00
NOK - 13,123,150.00 USD
NOK 13,123,150.00 USD - 1,785,219.70
NOK - 13,123,150.00 USD
N ZEALAND DOLLAR - U S DOLLAR
Jun 24 03 Jul 2 03
Jul 1 03
Jul 2 03
Jun 30 03 Jul 10 03
Jul 1 03
Jul 10 03
119.229190
117.219427
7,732,195.56
1,786,191.64
1,798,923.92
NZD 30,000,000.00 USD - 17,643,000.00
NZD - 30,000,000.00 USD 17,850,000.00
NZD 17,000,000.00 USD - 9,736,348.01
NZD - 17,000,000.00 USD
SWEDISH KRONA - U S DOLLAR
Dec 12 02 Jul 10 03
Dec 12 02 Jul 10 03
Mar 12 03 Jul 10 03
TRADE RELATED
EURO CURRENCY - U S DOLLAR
SEK 45,617,500.00 USD - 4,975,711.07
SEK 45,757,500.00 USD - 4,975,711.07
SEK - 91,375,000.00 USD 10,569,698.92
6.909200
EFTA01553000
7.140000
7.030000
7.148500
7.289600
7.347000
7.351000
7.295000
9,858,073.49
0.588100
0.595000
0.572726
0.579887
9.168036
9.196173
8.644996
117.890000
117.890000
7.158000
7.140000
7.379500
7.379500
7.379500
7.379500
7.248250
7.248250
1.682250
0.594442
1.701700
1.701700
8.062850
8.062850
8.062850
- 9,951,422.14
10,064,466.87
10,122,042.32 - 10,064,466.87
8,000,000.00
- 7,741,400.56
- 4,544,630.16
7,732,195.56
- 5,000,000.00
1,786,191.64
- 1,785,219.70
1,798,923.92
- 17,643,000.00
- 7,721,933.50
7,741,400.56
4,329,392.23
- 7,490,155.15
4,939,088.01
- 1,778,325.09
1,810,526.67
- 1,810,526.67
17,833,259.02
17,850,000.00 - 17,833,259.02
- 9,736,348.01
9,858,073.49
- 4,975,711.07
- 4,975,711.07
9,990,009.99
- 9,990,009.99
5,657,738.88
5,675,102.47
10,569,698.92 - 11,332,841.36
113,044.73
57,575.45
278,066.50
- 215,237.93
242,040.41
- 60,911.99
7,866.55
25,306.97
- 11,602.75
190,259.02
16,740.98
253,661.98
- 131,936.50
682,027.81
699,391.40
- 763,142.44
EFTA01553001
5,000,000.00 USD - 7,732,752.57
8,137,277.88
1.546551
1.627456
1.628532
1.628532
- 7,732,752.57
8,137,277.88
8,142,659.39
- 8,142,659.39
409,906.82
- 5,381.51
Counter
Amount
Contract Rate
Revaluation
Rate
Contracted/
Base Amount USD
Revalued
Amount USD
Realized
Gain/Loss USD
EFTA01553002
07
Date
Jul 1 03
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 27 of 65
Settled Foreign Exchange Contracts
Trade
Settlement
Date
Currency
Jul 3 03
Jul 3 03
N ZEALAND DOLLAR - U S DOLLAR
Jul 1 03
Counter
Amount Currency
continued
EUR 10,000,000.00 USD - 11,526,000.00
NZD 17,000,000.00 USD - 10,115,000.00
1.152600
0.595000
1.152600
0.595000
- 11,526,000.00
- 10,115,000.00
11,526,000.00
10,115,000.00
Counter
Amount
Contract Rate
Revaluation
Rate
Contracted/
Base Amount USD
Revalued
Amount USD
Realized
Gain/Loss USD
EFTA01553003
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 28 of 65
Account Transactions by Currency
Australia Dollar Activity Summary
Amount this
Period
Beginning Balance
Credits
Debits
Foreign Exchange
Purchases of Securities
Foreign Exchange
Ending Balance
Foreign Exchange Gains/Losses
Australia Dollar Activity by Date
Settlement
Date
Jul 10
Type
Fwd FX Ctrct
Quantity Description
- 12,619,445.26
SETTLE FORWARD CURRENCY CONTRACT
BUY AUD SELL USD
CONTRACT RATE : 0.630972300
TRADE 5/08/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
26,043,920.65
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL AUD
CONTRACT RATE : 0.651098000
TRADE 6/04/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
- 12,384,312.69
SETTLE FORWARD CURRENCY CONTRACT
BUY AUD SELL USD
CONTRACT RATE : 0.619215600
TRADE 5/01/03 VALUE 7/10/03
0.01
.00
60,000,000.00
170,000,000.00
- 60,000,000.00
.00
.01
- 40,000,000.00
- 130,000,000.00
Amount
to Date
Realized
Amount
Gain/Loss USD
20,000,000.00
13,126,804.93
Amount USD
- 40,000,000.00
- 26,253,609.87
20,000,000.00
13,126,804.93
EFTA01553004
07
Date
Jul 28
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 29 of 65
Australia Dollar Activity by Date
Settlement
continued
Realized
Type
Fwd FX Ctrct
Quantity Description
13,294,000
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL AUD
CONTRACT RATE : 0.664700000
TRADE 6/25/03 VALUE 7/28/03
Jul 28
Fwd FX Ctrct
- 13,218,000
SETTLE FORWARD CURRENCY CONTRACT
BUY AUD SELL USD
CONTRACT RATE : 0.660900000
TRADE 7/08/03 VALUE 7/28/03
Gain/Loss USD
- 20,000,000.00
- 13,308,933.62
Amount
Amount USD
20,000,000.00
13,308,933.62
EFTA01553005
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 30 of 65
Account Transactions by Currency
Canadian Dollar Activity Summary
Amount this
Period
Beginning Balance
Credits
Debits
Foreign Exchange
Foreign Exchange
Ending Balance
Canadian Dollar Activity by Date
Settlement
Date
Jul 10
Type
Fwd FX Ctrct
Quantity Description
10,060,311.42
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL CAD
CONTRACT RATE : 1.442301300
TRADE 5/01/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
- 9,963,835.80
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.456266500
TRADE 4/30/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
- 10,076,439.33
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE : 1.439992800
TRADE 5/05/03 VALUE 7/10/03
.00
29,020,000.00
- 29,020,000.00
.00
29,020,000.00
- 29,020,000.00
Amount
to Date
Realized
Amount
Gain/Loss USD
- 14,510,000.00
- 10,480,696.30
Amount USD
14,510,000.00
10,480,696.30
14,510,000.00
10,480,696.30
EFTA01553006
07
Date
Jul 10
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 31 of 65
Canadian Dollar Activity by Date
Settlement
continued
Realized
Type
Fwd FX Ctrct
Quantity Description
10,075,632.97
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL CAD
CONTRACT RATE : 1.440108000
TRADE 5/05/03 VALUE 7/10/03
Gain/Loss USD
- 14,510,000.00
- 10,480,696.30
Amount
Amount USD
EFTA01553007
07
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
ASaet Account or o o
July 01, 2003 - July 31, 2003
Page 32 of 65
Account Transactions by Currency
Euro Currency Activity Summary
Amount this
Period
Beginning Balance
Credits
Debits
Foreign Exchange
Purchases of Securities
Miscellaneous Disbursements
Foreign Exchange
Ending Balance
Foreign Exchange Gains/Losses
Euro Currency Activity by Date
Settlement
Date
Jul 2
Type
Fwd FX Ctrct
Quantity Description
- 5,760,000
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.152000000
TRADE 6/25/03 VALUE 7/02/03
Jul 2
Fwd FX Ctrct
- 6,947,400
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.157900000
TRADE 6/25/03 VALUE 7/02/03
.00
124,500,000.00
- 10,000,000.00
- 114,500,000.00
.00
- .01
443,754,389.97
- 10,000,000.00
- .53
- 433,754,389.44
Amount
to Date
Realized
Amount
Gain/Loss USD
5,000,000.00
5,758,378.44
Amount USD
6,000,000.00
6,910,054.12
EFTA01553008
07
Date
Jul 2
JPMorgan Chase Bank
2003
Account Number: Q 30171-00-5
FINANCIAL TRUST COMPANY INC
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 33 of 65
Euro Currency Activity by Date
Settlement
continued
Realized
Type
Fwd FX Ctrct
Quantity Description
6,916,800
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.152800000
TRADE 6/25/03 VALUE 7/02/03
Jul 2
Spot FX
5,775,000
SPOT CURRENCY TRANSACTION - SALE
BUY USD SELL EUR
SPOT RATE : 1.155000000
TRADE 7/01/03 VALUE 7/02/03
U S DOLLAR
EURO PRINCIPAL CURRENCY
Jul 3
Spot FX
- 11,526,000
SPOT CURRENCY TRANSACTION - BUY
BUY EUR SELL USD
SPOT RATE : 1.152600000
TRADE 7/01/03 VALUE 7/03/03
EURO PRINCIPAL CURRENCY
U S DOLLAR
Jul 3
Purchase
10,000,000
4 MONTH FX BULLISH EUROS DEPOSIT
100% PRINCIPAL PROTECTED IN EVROS
DOLLARS JP MORGAN CHASE LONDON
MATURITY DATE 11/14/2003
Jul 10
Fwd FX Ctrct
- 5,019,497.33
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.003899500
TRADE 12/12/02 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
- 16,588,801.79
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.105920100
TRADE 4/30/03 VALUE 7/10/03
10,000,000.00
11,526,000.00
Gain/Loss USD
- 6,000,000.00
- 6,910,054.12
Amount
Amount USD
- 5,000,000.00
- 5,775,000.00
- 10,000,000.00
- 11,526,000.02
5,000,000.00
5,671,828.03
15,000,000.00
17,015,484.09
EFTA01553009
07
Date
Jul 10
JP240rgan Chase Bank
2003
Account Number: Q 30171-00-5
Asset Account Portfolio
July 01, 2003 - July 31, 2003
Page 34 of 65
Euro Currency Activity by Date
Settlement
continued
Realized
Type
Fwd FX Ctrct
Quantity Description
5,413,573.64
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.082714700
TRADE 3/12/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
14,528,901.03
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.162312100
TRADE 6/06/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
11,558,359.74
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.155836000
TRADE 6/04/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
1,627,803.88
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.085202600
TRADE 3/12/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
14,477,839.40
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.158227200
TRADE 6/06/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
8,631,149.97
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL EUR
CONTRACT RATE : 1.150820000
TRADE 6/06/03 VALUE 7/10/03
Jul 10
Fwd FX Ctrct
- 16,840,362.32
SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE : 1.122690800
TRADE 5/07/03 VALUE 7/10/03
- 0.01
- 0.01
Gain/Loss USD
- 5,000,000.00
- 5,671,828.03
Amount
Amount USD
- 12,500,000.00
- 14,179
ℹ️ Document Details
SHA-256
1e03d697499e3b8c7f4c60e7482dbb3fc56ebbda4b28eee08a03384816b76585
Bates Number
EFTA01552956
Dataset
DataSet-10
Document Type
document
Pages
87
Comments 0