EFTA01505808.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 33 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Euro Currency Activity by Date continued Settlement Realized ATOtall Amount USD Date type Quantity Desenption alliVLOSS USD Jul 2 Fwd FX Ctrct 6,916,800 SETTLE FORWARD CURRENCY CONTRACT - 6,000,000.00 - 6,910,054 12 BUY USD SELL EUR CONTRACT RATE : 1.152800000 TRADE 6/25/03 VALUE 7/02/03 Jul 2 Spot FX 5,775,000 SPOT CURRENCY TRANSACTION - SALE - 5,000,000 00 - 5,775,000 00 BUY USD SELL EUR SPOT RATE : 1.155000000 TRADE 7/01103 VALUE 7/02/03 U S DOLLAR EURO PRINCIPAL CURRENCY Jul 3 Spot FX - 11,526,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 11,526,000.00 BUY EUR SELL USD SPOT RATE : 1.152600000 TRADE 7/01/03 VALUE 7/03/03 EURO PRINCIPAL CURRENCY U S DOLLAR Jul 3 Purchase 10,000,000 4 MONTH FX BULLISH EUROS DEPOSIT - 10,000,000.00 - 11,526,000.02 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 Jul 10 Fwd FX Ctrct - 5,019,497.33 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 5,671,828.03 BUY EUR SELL USD CONTRACT RATE : 1.003899500 TRADE 12/12/02 VALUE 7/10/03 Jul 10 Fwd FX Ctrct - 16,588,801.79 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 17,015,484.09 BUY EUR SELL USD CONTRACT RATE : 1.105920100 TRADE 4/30103 VALUE 7/10/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030792 Chase CONFIDENTIAL SDNY_GM_00299990 EFTA01505808