EFTA01505530.pdf

JPMorgan Chase Bank U 1 2003 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 15 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Foreign Exchange Contracts continued Settlement Darre r COunter Current Merkel Market Value Merket Value Unrealized Trede Date Oneconwer Amount Cunene Amount comosee Rot ForwardRate Reeentablel USD peeimuso Glumbn$USO Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000 00 7.605 7.19143 5,287,543.59 5,000,000.00 287,543.59 Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000 00 7.512 7.19143 5,222,883.30 5,000,000.00 222,883.30 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000 00 7.493 7.19143 5,209,673.13 5,000,000.00 209,673.13 Dec. 13 02 Dec. 15 03 NOK 74,370,000 00 USD - 9,962,491 63 7.465 7.19143 10,341.475 80 9,962,491 63 378,984.17 Dec. 13 02 Dec. 15 03 NOK 37,275,000 00 USD - 5,000.000 00 7.455 7.19143 5,183,252 79 5,000,000 00 183,252.79 Dec. 13 02 Dec. 15 03 NOK 36,350,000 00 USD - 4,885.424 37 7.4405 7.19143 5,054,627 47 4,885,424 37 169,203.10 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000.000 00 7.18 7.19143 10,000.000 00 9,984,105.99 15.894 01 Total Open 368,255,000.00 - 49,464,615.53 71,474,222.25 69,448,721.52 2,025,500.73 N ZEALAND DOLLAR - U S DOLLAR Jan. 10 03 Apr. 14 03 NZD 30,000,000.00 USD - 15,870,000.00 0.529 0.539408 16,182,244.98 15,870,000 00 312,244.98 SWEDISH KRONA - U S DOLLAR Dec. 12 02 Dec. 15 03 SEK 45,757,500.00 USD - 5,000,000.00 9.1515 8.787814 5,206,926.48 5,000,000.00 206,926.48 Dec. 12 02 Dec. 15 03 SEK 45,617,500.00 USD - 5,000,000.00 9.1235 8.787814 5,190,995.33 5,000,000.00 190,995.33 Total Open 91,375,000.00 - 10,000,000.00 10,397,921.81 10,000,000.00 397,921.81 S AFRICAN RAND - U S DOLLAR Jan. 14 03 Mar. 17 03 ZAR 86,200,000.00 USD - 9,599,109.13 8.98 9.758356 8,833,455.24 9,599,109.13 - 765,653.89 Jan. 15 03 Mar. 17 03 ZAR 17,670,000.00 USD - 2,000,000.00 8.835 9.758356 1,810,755.84 2,000,000.00 - 189,244.16 Jan. 23 03 Mar. 17 03 ZAR - 103,870,000.00 USD 11,541,111.11 9.00 9.758356 11,541.111 11 10.644.211 09 896.900.02 Total Closed 0.00 - 57,998.02 22,185,322.19 22,243,320.22 - 57,998.03 TRADE RELATED AUSTRALIA DOLLAR - U S DOLLAR Jan. 16 03 Apr. 22 03 AUD 10,000,000.00 USD - 5,845,000.00 0.5845 0.581696 5,816,960.00 5,845,000.00 - 28,040.00 Total Foreign Exchange Contracts 265,475,784.17 260,883,480.60 4,592,323.57 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030512 Chase CONFIDENTIAL SDNY_GM_00299710 EFTA01505530