EFTA01506190.pdf

JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 15 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Viltte MCunway Vaam in USO Australia Dollar 30,000,000.00 Total Unrealized Closed 2,208,712.47 Euro Currency 5,000,000.00 Total Unrealized Open 1,782,371.12 Pound Sterling 15,000,000.00 Total Unrealized Gain/Loss 3,991,083.59 Hungarian Forint 1,085,000,000.00 N Zealand Dollar 15,000,000.00 U S Dollar - 63,908,735.53 Foreign Exchange Contracts SoMerncru Counter Counter Contra Mark« Marken Vak,* Marken va l0 Unroalacd 7rado bate Date Curroncy Amount Coming, Amount Contract Rato Forward Rat, RearVabln Payabies USO Oaintoss USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jun. 303 Dec. 503 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.723166 14,463,316.62 13,040,000.00 1,423,316.62 Oct. 22 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,510,000.00 0.702 0.723166 3,615,829.15 3,510,000.00 105,829.15 Oct. 23 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,500,500.00 0.7001 0.723166 3,615,829.15 3,500,500.00 115,329.15 Oct. 24 03 Dec. 5 03 AUD - 12,000,000.00 USD 8,365,200.00 0.6971 0.723166 8,365,200.00 8,677,989.97 - 312,789.97 Oct. 24 03 Dec. 5 03 AUD - 18,000,000.00 USD 12,551,400.00 0.6973 0.723166 12,551,400.00 13,016,984.95 - 465,584.95 Nov. 4 03 Dec. 15 03 AUD 18,000,000.00 USD - 12,486,600.00 0.6937 0.722319 13,001,750.83 12,486,600.00 515,150.83 Nov. 14 03 Dec. 15 03 AUD - 15,000,000.00 USD 10,761,000.00 0.7174 0.722319 10,761,000.00 10,834,792.36 - 73,792.36 Nov. 24 03 Dec. 15 03 AUD - 3,000,000.00 USD 2,154,300.00 0.7181 0.722319 2,154,300.00 2,166,958.47 - 12,658.47 Nov. 18 03 Jan. 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.7204 0.719237 7,192,369.81 7,204,000.00 - 11,630.19 Nov. 24 03 Jan. 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.7146 0.719237 7,146,000.00 7,192,369.81 - 46,369.81 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031176 Chase CONFIDENTIAL SDNY_GM_00300374 EFTA01506190