EFTA01506117.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value in USD Australia Dollar 15,000,000.00 Total Unrealized Closed • 174,208.00 Swiss Franc 22,050,000.00 Total Unrealized Open 1,874,670.28 Euro Currency - 9,974,741.74 Total Unrealized Gain/Loss 1,700,462.28 Pound Sterling 3000,000.00 Norwegian Krone 23,330,600.00 N Zealand Dollar - 16,985,56227 U S Dollar - 11,442,220.59 Foreign Exchange Contracts Serdernent Catalog Counter Current Market Marker Value Marker Vaal* Unrealized Trade Dale Dale Gummy Amount Currency Ainounl Contract Rate Forward Rale Reeearablea USD Payable. USD etsontese USD HEDGE EURO CURRENCY - U S DOLLAR Sep. 30 03 Oct 2 03 EUR - 9,974,741.74 USD 11,630,548.87 1.166 0.857633 11,630,548.87 11,630,548.87 0.00 N ZEALAND DOLLAR - U S DOLLAR Sep. 30 03 Oct. 2 03 NZD - 16,985,562.27 USD 10,106,409.55 0.595 1.680672 10,106,409.55 10,106,409.55 0.00 SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Sep. 26 03 Oct 14 03 AUD - 5,000,000.00 USD 3,363,500.00 0.6727 0.675796 3,363,500.00 3,378,978 20 - 15,478.20 Jun. 3 03 Dec. 5 03 AUD 20.000.000.00 USD - 13,040,000.00 0.652 0.672170 13,443,399 26 13.040.000 00 403,399.26 Total Open 15,000,000.00 - 9,876,500.00 16,806,899.26 16,418,978.20 387,921.06 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031103 Chase CONFIDENTIAL SDNY_GM_00300301 EFTA01506117