EFTA01505489.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Foreign Exchange Contracts continued Sen/amant Geweer Geonim Curven( Moeke, Market Vakre Market Vake Unrealizol Trage Ome Otem Cuereney Amount Cummy Amount Comme Ram ForwardRam R~MM USD PayteteM USO %unosi uso POUND STERLING - U S DOLLAR Dec. 13 02 Dec. 15 03 GBP 5,000,000.00 USD - 7,770,500.00 1.5541 1.572346 7,861,729.16 7,770,500.00 91,229.16 JAPANESE YEN - U S DOLLAR Dec. 30 02 Apr. 703 JPY 1,181,500,000.00 USD - 10,000,000.00 118.15 118.237271 9,992,618 95 10,000,000.00 - 7,381 05 Dec. 13 02 Dec. 15 03 JPY 1,186,500.000.00 USD - 10,000,000.00 118.65 117.081596 10,133.958 19 10.000.000 00 133,958 19 Total Open 2,368,000,000.00 - 20,000,000.00 20,126,577.14 20,000,000.00 126,577.14 MEXICAN NEW PESO - U S DOLLAR Dec. 30 02 Jan. 2 03 MXN 102,000,000.00 USD 9,855,072.46 10.35 10.35 9,855,072.46 9,855,072.46 0.00 Dec. 30 02 Mar. 303 MXN 102,000,000.00 USD - 9,750,501.86 10.461 0.00 0.00 0.00 0.00 Total Open 0.00 104,570.60 9,855,072.46 9,855,072.46 0.00 NORWEGIAN KRONE - U S DOLLAR Dec. 902 Jan. 603 NOK 36,350,000.00 USD - 5,000,000.00 7.27 6.933889 5,242,367.99 5,000,000.00 242,367.99 Dec. 13 02 Jan. 6 03 NOK - 36,350,000.00 USD 5,073,272.85 7.165 6.933889 5,073,272.85 5,242,367.99 - 169,095.14 Total Closed 0.00 73,272.85 10,315,640.84 10,242,367.99 73,272.85 Dec. 30 02 Jun. 12 03 NOK 71,125,000.00 USD - 10,000,000.00 7.1125 7.073276 10,055,453.77 10,000,000.00 55,453.77 Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.223513 10,124,575.73 9,616,699.53 507,876.20 Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000.00 7.605 7.223513 5,264,059.51 5,000,000.00 264,059.51 Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000.00 7.512 7.223513 5,199,686.39 5,000,000.00 199,686.39 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000.00 7.493 7.223513 5,186,534.89 5,000,000.00 186,534.89 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491.63 7.465 7.223513 10,295,545.18 9,962,491.63 333,053.55 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD • 5,000,000.00 7.455 7.223513 5,160,231.90 5,000,000.00 160,231.90 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885,424.37 7.4405 7.223513 5,032,177.86 4,885,424.37 146,753.49 Total Open 405,305,000.00 - 54,464,615.53 56,318,265.23 54,464,615.53 1,853,649.70 Total 405,305,000.00 - 54,391,342.68 66,633,906.07 64,706,983.52 1,926,922.55 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030471 Chase CONFIDENTIAL SDNY_GM_00299669 EFTA01505489