EFTA01504941.pdf

05 12002 JPMorgan Chase Bank 345 Park As enue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 28 FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value in USD Euro Currency - 20,000,000 00 Total Unrealized Open 12.40 Pound Sterling 12,782,000 00 Total Unrealized Gain/Loss 12.40 Swedish Krona 68,194,000 00 U S Dollar -7.000,000.00 Foreign Exchange Contracts Settlement Counter Counter Current Margie: Markel Value Marne! Value Unrealized Traci* Date Owe Currency Amount Currency Amount Contract Rate Forward Rare Recervables USD PayableS USD Gamlen USD SPECULATIVE EURO CURRENCY - POUND STERLING May 31 02 Jun. 21 02 EUR - 20,000,000 00 GBP 12,782,000.00 0.6391 1.565525 18,677,333 20 18.667.499 98 9,833 22 SWEDISH KRONA - U S DOLLAR May 30 02 Jun. 24 02 SEK 68,194,000 00 USD - 7.000.000.00 9.742 9.755687 6,990,17918 7.000,000.00 - 9.820.82 Total Foreign Exchange Contracts 25,667,512.38 25,667,499.98 12.40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00029909 Chase CONFIDENTIAL SDNY_GM_00299107 EFTA01504941