EFTA01505921.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 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Foreign Exchange Contracts continued Settlement Counter Counter Current Marne, Market Velde Marker Value Unreel/zed Tim» an One Curreney Amount Cumeney Amount Contract Rem Forward Rate Reeenebtol USE; Payable* (ASO CreinlL005 USO Apr. 24 03 Dec. 15 03 NOK • 72,625,000.00 USD 10,000,000 .00 7.2625 7.303094 10,000,000.00 9,944,415.53 55,584.47 May. 21 03 Dec. 15 03 NOK - 68,490.000.00 USD 10,000,000.00 6.849 7.303094 10,000.000.00 9.378,217.14 621.782.86 Total Open 121,265,000.00 - 14,464,615.53 75,758,688.89 73,618,697.91 2,139,990.98 N ZEALAND DOLLAR - U S DOLLAR Apr. 16 03 Oct. 22 03 NZD 20,000,000.00 USD - 10,936,000.00 0.5468 0.574414 11,488.288 28 10,936,000.00 552,288.28 May. 8 03 Oct 22 03 NZD 20,000,000.00 USD - 11,320,000.00 0.566 0.574414 11,488.288 28 11,320,000.00 168,288.28 Jun. 11 03 Oct 22 03 NZD - 15,000,000.00 USD 8,535,000.00 0.569 0.574414 8,535,000 00 8,616,216.21 - 81,216.21 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 45,736,576.56 45,232,576.56 504,000.00 Jul. 31 03 Aug. 4 03 NZD 20,000,000.00 USD - 11,624,000.00 0.5812 1.720578 11,624,000.00 11,624,000.00 0.00 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 40,000,000.00 - 23,460,000.00 51,897,424.21 52,391,231.50 - 493,807.29 Total 40,000,000.00 - 22,956,000.00 97,634,000.77 97,623,808.06 10,192.71 Total Foreign Exchange Contracts 332,875,673.08 331,583,048.06 1,292,625.02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030906 Chase CONFIDENTIAL SDNY_GM_00300104 EFTA01505921