EFTA01505203.pdf

08 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Nutuber: Asset Account Portfolio Page 12 of 25 FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Velo. nr Currency Value In USD Swiss Franc 44,807,000.00 Total Unrealized Closed 547,500.01 Pound Sterling 10,000,000.00 Total Unrealized Open • 465.088.08 Norwegian Krone 153,575,000.00 Total Unrealized Gain/Loss 82,411.93 Swedish Krone 182,800,000.00 U S Dollar - 85,000,093.62 Foreign Exchange Contracts SeMemen Counter Counter Current Manns Market Statue Market Value Unreolszest Trat» Date Date Currency Amount Currency Amount Contra« Rate Ponran!Rate Recervablea USD Payablos (ISO 13.11M-043 USD SPECULATIVE SWISS FRANC - U S DOLLAR 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 44,807,000.00 -30,517,728.06 49,644,770.38 50,281,037.20 - 636,266.82 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 7.723599 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 15,446291 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 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030182 Chase CONFIDENTIAL SDNY_GM_00299380 EFTA01505203