EFTA01505567.pdf

JPMorgan Chase Bank 01 12003 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 13 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value in USD Australia Dollar 25,000,000.00 Total Unrealized Closed 164,142.94 Swiss Franc 21,683,000.00 Total Unrealized Open 4,428,180.63 Euro Currency 11,500,000.00 Total Unrealized Gain/Loss 4,592,323.57 Pound Sterling 2,500,000.00 Japanese Yen 1,181,500,000.00 Norwegian Krone 368,255,000.00 N Zealand Dollar 30,000,000.00 Swedish Krona 91,375,000.00 U S Dollar - 129,955,272.58 Foreign Exchange Contracts Settlement Counter Counter Current WOW Markel Vaasa Market Value Unrealized Ingle Date Data Cunency Amount Currency Amount Contract Rate Forward Rate Retarlibled USD Payables USD CiairVLese DSO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jan. 21 03 Jun. 12 03 AUD 15,000,000.00 USD - 8,704,500.00 0.5803 0.578917 8,683,749.99 8,704,500.00 - 20,750.01 SWISS FRANC - U S DOLLAR Dec. 30 02 Jun. 12 03 CHF 13,880,000.00 USD - 10,000,000.00 1.388 1.363882 10,176.832 03 10.000.000 00 176,832 03 Jan. 15 03 Jun. 12 03 CHF - 13.880.000.00 USD 10,050,687.91 1.381 1.363882 10.050.687 91 10.176.832 03 - 126.144 12 Total Closed 0.00 50,687.91 20,227,519.94 20,176,832.03 50,687.91 Jan. 10 03 Apr. 14 03 CHF 27,620,000.00 USD - 20,000,000.00 1.381 1.365532 20,226.555 90 20,000,000 00 226,555 90 Jan. 21 03 Apr. 14 03 CHF - 13,640,000.00 USD 10,000,000.00 1.364 1.365532 10,000.000 00 9,988,784.30 11,215 70 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.358214 5,284,880.92 5,000,000.00 284,880.92 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030549 Chase CONFIDENTIAL SDNY_GM_00299747 EFTA01505567