EFTA01505920.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 17 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 July 31, 2003 Foreign Exchange Contracts continued Settlement Counter Counter Current tartMet Market Value Market value Unrealized Trine are an Cunene Amount Cunene Amount Contract Ram FOIWIltdRem ~Men VSO WYaoa (ASO Gunton USO Jan. 15 03 Dec. 15 03 CHF - 13,765000.00 USD 10,000,000 00 1.3765 1.368689 10,000,000.00 10,057,071.62 - 57,071.62 Apr. 24 03 Dec. 15 03 CHF - 7,770.500.00 USD 5,747,411 24 1.352 1.368689 5,747,411.24 5.677,332.00 70,079.24 Total Open 25,982,500.00 - 19,252,588.76 50,448,628.26 50,734,403.62 - 285,775.36 EURO CURRENCY - NORWEGIAN KRONE Jul. 31 03 Aug. 18 03 EUR 10,000,000.00 NOK - 81,893,000.00 8.1893 8.159615 11,249,492 81 11,290,418 63 - 40,925.82 EURO CURRENCY - U S DOLLAR Jul. 3 03 Aug. 7 03 EUR 10,000,000.00 USD - 11,470,000.00 1.147 0.888636 11,253,198.96 11,470,000.00 - 216,801.04 Jul. 15 03 Aug. 7 03 EUR - 10,000,000.00 USD 11,193,000.00 1.1193 0.888636 11,193,000.00 11,253,198.96 • 60,198.96 Total Closed 0.00 - 277,000.00 22,446,198.96 22,723,198.96 - 277,000.00 Jul. 31 03 Aug. 18 03 EUR - 5,000,000.00 USD 5,611,500.00 1.1223 0.888929 5,611,500.00 5,624,746.40 • 13,246.40 Total - 5,000,000.00 5,334,500.00 28,057,698.96 28,347,945.36 - 290,246.40 POUND STERLING - U S DOLLAR Jul. 25 03 Dec. 15 03 GBP 10,000,000.00 USD • 16,102,000.00 1.6102 1.593448 15,934,476.09 16,102,000.00 - 167,523.91 MEXICAN NEW PESO - U S DOLLAR Jun. 17 03 Dec. 19 03 MXN 107,925,000.00 USD - 10,000,000.00 10.7925 10.673532 10,111,461.08 10,000,000.00 111,461.08 Jul. 16 03 Dec. 19 03 MXN - 107,925,000.00 USD 10.172,007 54 10.61 10.673532 10.172,007.54 10.111.461 08 60.546 46 Total Closed 0.00 172,007.54 20,283,468.62 20,111,461.08 172,007.54 NORWEGIAN KRONE - U S DOLLAR Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.303094 10,014,248.95 9,616,699.53 397,549.42 Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000.00 7.605 7.303094 5,206,697.42 5,000,000.00 206,697.42 Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000.00 7.512 7.303094 5,143,025.78 5,000,000.00 143,025.78 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000.00 7.493 7.303094 5,130,017.59 5,000,000.00 130,017.59 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491.63 7.465 7.303094 10,183,355.36 9,962,491.63 220,863.73 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD - 5,000,000.00 7.455 7.303094 5,104,001.22 5,000,000.00 104,001.22 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885,424.37 7.4405 7.303094 4,977,342.57 4,885,424.37 91,918.20 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000,000.00 7.18 7.303094 10,000,000.00 9,831,449.71 168,550.29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030905 Chase CONFIDENTIAL SDNY_GM_00300103 EFTA01505920