EFTA01505178.pdf

08 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 dl JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 ot 25 FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Vake* In Currancy Vaan. in USO Swiss Franc 29,832,000.00 Total Unrealized Closed 547,500.01 Pound Sterling 10,000,000.00 Total Unrealized Open • 328,662.40 Norwegian Krone 153,575,000.00 Total Unrealized Gain/Loss 218,837.61 Swedish Krona 182,800,000.00 U S Dollar - 74,898,913.18 Foreign Exchange Contracts Sernemarn Counter Downer Darren: Meniet Parket Vakre Masker Valtra Unetalized Trad* Date Dale enne) , Amev« Dummy benoemt Contract Rare ~Paranoia Recervablas USD Payables USO Obintoss USO SPECULATIVE SWISS FRANC - U S DOLLAR Jul. 11 02 Jul. 17 02 CHF - 14,975,000.00 USD 10,101,180.44 1.4825 1.502797 10,101,180.44 9,964,754.76 136,425.68 Jun. 21 02 Sep. 25 02 CHF 15,120,000.00 USD - 10,000,000.00 1.512 1.499492 10,083,417.63 10,000,000.00 83,417.63 Jul. 22 02 Sep. 25 02 CHF 44,327,000.00 USD - 30,517,728.06 1.4525 1.499492 29,561,352.75 30,517,728.06 - 956,375.31 Jul. 26 02 Sep. 25 02 CHF - 14,640,000.00 USD 10,000,000.00 1.464 1.499492 10,000,000.00 9,763,309.14 236,690.86 Total Open 29,832,000.00 - 20,416,547.82 59,745,950.82 60,245,791.96 - 499,841.14 POUND STERLING - U S DOLLAR Jun. 20 02 Sep. 24 02 GBP 10,000,000.00 USD - 14.925,000.00 1.4925 1.544720 15,447,199 99 14,925,000.00 522,199.99 Jul. 12 02 Sep. 24 02 GBP - 5,000,000.00 USD 7,697,500.00 1.5395 1.544720 7,697,500 00 7,723,599.99 - 26,099.99 Jul. 26 02 Sep. 24 02 GBP - 5,000,000 00 USD 7,775,000.00 1.555 1.544720 7,775.000 00 7,723,599 99 51,400 01 Total Closed 0.00 547,500.00 30,919,699.99 30,372,199.98 547,500.01 Jul. 11 02 Sep. 25 02 GBP 10.000.000 00 USD - 15,534,000.00 1.5534 1.544629 15,446,291 66 15.534.000 00 - 87,708.34 Total 10,000,000.00 - 14,986,500.00 46,365,991.65 45,906,199.98 459,791.67 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030157 Chase CONFIDENTIAL SDNY_GM_00299355 EFTA01505178