EFTA01506426.pdf

12 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number:O 30171.00.5 Asset Account Portfolio Page 13 of 44 FINANCIAL TRUST COMPANY INC December 01, 2003 - December 31, 2003 Foreign Exchange Contracts continued Seniemenl Counter Counter Current14MM Markel Value Market Value Unrealized Trade are Om Cunene Amount Cunene Amount Contract Rate ForwardRate Receivable. USD bin USO StaitVLOSS USO Dec. 11 03 Mar. 15 04 EUR 10,000,000.00 USD - 12,125,000.00 1.2125 0.794439 12,587,499.44 12,125,000.00 462,499.44 Dec. 31 03 Mar. 15 04 EUR - 10,000,000.00 USD 12,583.000.00 1.2583 0.794439 12,583.000.00 12,587,499.44 - 4,499.44 Total Closed 0.00 795,500.00 37,774,652.85 36,979,152.85 795,500.00 POUND STERLING - U S DOLLAR Nov. 18 03 Jan. 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695 1.787373 8,936,866.23 8,475,000.00 461,866.23 NORWEGIAN KRONE - U S DOLLAR Dec. 11 03 Mar. 15 04 NOK 67,525,000.00 USD - 10,000,000.00 6.7525 6.669198 10,124,904.85 10,000,000 00 124,904.85 N ZEALAND DOLLAR - U S DOLLAR Dec. 18 03 Jan. 504 NZD - 5,000,000.00 USD 3,245,000.00 0.649 0.65612 3,245,000.00 3,280,604.77 - 35,604.77 Dec. 30 03 Jan. 504 NZD 5,000,000.00 USD - 3,266,500.00 0.6533 1.53069 3,266,500.00 3,266,500.00 0.00 Nov. 18 03 Jan. 20 04 NZD 10,000,000.00 USD - 6,336,000.00 0.6336 0.654881 6,548,813.49 6,336,000.00 212,813.49 Nov. 19 03 Jan. 20 04 NZD 15,000,000.00 USD - 9,460,500.00 0.6307 0.654881 9,823,220.23 9,460,500.00 362,720.23 Nov. 24 03 Jan. 20 04 NZD • 10,000,000.00 USD 6,336,000.00 0.6336 0.654881 6,336,000.00 6,548,813.49 - 212,813.49 Dec. 26 03 Jan. 20 04 NZD • 10,000,000.00 USD 6,460,000.00 0.646 0.654881 6,460,000.00 6,548,813.49 - 88,813.49 Dec. 29 03 Jan. 20 04 NZD • 5,000,000.00 USD 3,242,000.00 0.6484 0.654881 3,242,000.00 3,274,406.74 - 32,406.74 Dec. 29 03 Jan. 20 04 NZD • 5,000,000.00 USD 3,242,000.00 0.6484 0.654881 3,242,000.00 3,274,406.74 - 32,406.74 Dec, 30 03 Jan. 20 04 NZD 5.000,000,00 USD - 3,261,500 00 0.6523 0.654881 3,274.406 74 3,261.500 00 12.906 74 Total Closed 0.00 200,500.00 45,437,940.46 45,251,545.23 186,395.23 S AFRICAN RAND - U S DOLLAR Dec, 16 03 Dec. 16 03 ZAR 32,195,000.00 USD - 5,000,000.00 6.439 6.488839 4,961,596.14 5.000,000.00 - 38,403.86 Dec. 18 03 Jan. 20 04 ZAR 33,190,000.00 USD • 5,000,000.00 6.638 6.973081 4,759,732.42 5,000,000.00 - 240,267.58 Total Open 65,385,000.00 - 10,000,000.00 9,721,328.56 10,000,000.00 - 278,671.44 Total Foreign Exchange Contracts 148,773,590.19 147,158,370.39 1,615,219.80 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031414 Chase CONFIDENTIAL SDNY_GM_00300612 EFTA01506426