EFTA01505747.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 22 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Bade Settlement Counter Counter RevaittabOn Contracted' Revalued Realized Date Oate Currency Amount Currency Amount Connect Rate Rate Base Amount USD Amount USD GelnrLoss USO Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jan 21 03 Jun 12 03 AUD 15,000,000.00 USD - 8,704,500.00 0.580300 1.505800 - 8,704,500.00 9,961,482.26 1,256,982.26 Mar 28 03 Jun 12 03 AUD • 15,000,000.00 USD 8,932,500.00 0.595500 1.505800 8,932,500.00 - 9,961,482.26 - 1,028,982.26 SWISS FRANC U S DOLLAR Dec 30 02 Jun 12 03 CHF 13,880,000.00 USD - 10,000,000.00 1.388000 1.314100 - 10,000,000.00 10,562,362.07 562,362 07 Jan 15 03 Jun 12 03 CHF - 13,880,000.00 USD 10,050,687.91 1.381000 1.314100 10,050,687.91 - 10,562,362.07 - 511,674.16 EURO CURRENCY - U S DOLLAR Jun 6 03 Jun 10 03 EUR - 15,000,000.00 USD 17,580,000.00 1.172000 1.173308 17,580,000.00 - 17,599,615.38 - 19,615.38 Jun 6 03 Jun 10 03 EUR 15,000,000.00 USD - 17,608,500.00 1.173900 1.173900 - 17,608,500.00 17,608,500.00 Jun 6 03 Jun 10 03 EUR 11,000,000.00 USD - 12,897,500.00 1.172500 1.172500 - 12,897,500.00 12,897,500.00 Jun 6 03 Jun 10 03 EUR - 11,000,000.00 USD 13,057,000.00 1.187000 1.173308 13,057,000.00 - 12,906,384.62 150,615.38 Dec 11 02 Jun 12 03 EUR 5,000,000.00 USD - 5,030,000.00 1.006000 1.173021 - 5,030,000.00 5,865,102.63 835,102.63 Mar 12 03 Jun 12 03 EUR - 5,000,000.00 USD 5,483,500.00 1.096700 1.173021 5,483,500.00 - 5,865,102.63 - 381,602.63 Jun 5 03 Jun 30 03 EUR 10,000,000.00 USD - 11,838,000.00 1.183800 1.148369 - 11,838,000.00 11,483,693.15 - 354,306.85 Jun 6 03 Jun 30 03 EUR • 5,000,000.00 USD 5,833,500.00 1.166700 1.148369 5,833,500.00 - 5,741,846.57 91,653.43 Jun 24 03 Jun 30 03 EUR - 5,000,000.00 USD 5,731,500.00 1.146300 1.148369 5,731,500.00 - 5,741,846.57 - 10,346.57 JAPANESE YEN U S DOLLAR May 15 03 Jun 19 03 JPY 576,400,000.00 USD - 5,000,000.00 115.280000 118.720000 - 5,000,000.00 4,855,121.29 - 144,878.71 May 15 03 Jun 19 03 JPY 1,154,000,000.00 USD - 10,000,000.00 115.400000 118.720000 - 10,000,000.00 9,720,350.40 - 279,649.60 Jun 19 03 Jun 19 03 JPY 1,730,400,000.00 USD 14,683,071.70 117.850000 118.720000 14,683,071.70 - 14,575,471.69 107,600.01 Jun 19 03 Jun 26 03 JPY 1,730,400,000.00 USD - 14,686,810.38 117.820000 119.360000 - 14,686,810.38 14,497,319.03 - 189,491.35 Jun 25 03 Jun 26 03 JPX 1,730,400,000.00 USD 14,713,034,61 117.610000 119.360000 14,713,034.61 - 14,497,319.03 215,715.58 NORWEGIAN KRONE - U S DOLLAR Apr 30 03 Jun 5 03 NOK 70,220,000.00 USD - 10,000,000.00 7.022000 6.889100 - 10,000,000.00 10,192,913.44 192,913.44 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030730 Chase CONFIDENTIAL SDNY_GM_00299928 EFTA01505747