EFTA01506469.pdf

12 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 44 FINANCIAL TRUST COMPANY INC December 01, 2003 - December 31, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Volvo in Currency Volvo In USD Australia Dollar 10,000,000.00 Total Unrealized Closed 1,126,895.23 Pound Sterling 5,000,000.00 Total Unrealized Open 488,324.57 Norwegian Krone 67,525,000.00 Total Unrealized Gain/Loss 1,615,219.80 U S Dollar - 34,621,000.00 S African Rand 65,385,000.00 Foreign Exchange Contracts SoMemont Counter Canter Current Flamm Markat Value Mark♦ Value Unto/mod Moo* CUM Dale tummy Amount tummy ATOM! Contact Rat* ForwardRate Rocorvablos USD Piyil>105 USD ClairVI-oss USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Nov. 18 03 Jan. 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.7204 0.751609 7,516,086.43 7,204,000.00 312,086.43 Nov. 24 03 Jan. 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.7146 0.751609 7,146,000.00 7,516,086.43 -370,086.43 Oct 23 03 Jan. 27 04 AUD 10,000,000.00 USD - 6,936,000.00 0.6936 0.750959 7,509,585.88 6,936,000.00 573,585.88 Nov. 24 03 Jan. 27 04 AUD - 10,000,000.00 USD 7,139,000.00 0.7139 0.750959 7,139,000.00 7,509,585.88 - 370,585.88 Total Closed 0.00 145,000.00 29,310,672.31 29,165,672.31 145,000.00 Dec. 11 03 Mar. 15 04 AUD 10,000,000.00 USD - 7,287,000.00 0.7287 0.746722 7,467,224.93 7,287,000.00 180,224.93 Total 10,000,000.00 - 7,142,000.00 36,777,897.24 36,452,672.31 325,224.93 EURO CURRENCY - U S DOLLAR Nov, 18 03 Jan. 20 04 EUR 5,000,000.00 USD - 5,963,500 00 1.1927 0.793254 6,303,153 41 5,963,500.00 339,653.41 Dec. 31 03 Jan. 20 04 EUR - 5,000,000.00 USD 6,301,000.00 1.2602 0.793254 6,301,000 00 6,303,153.41 - 2,153.41 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031457 Chase CONFIDENTIAL SDNY_GM_00300655 EFTA01506469