EFTA01504996.pdf

06 2002 dl JPMorgan Private Bank Account Nutuber IIIIIIIII Asset Account Portfolio Page 13 ot 44 FINANCIAL TRU June 01, 2002 - June 30, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value on USO Swiss Franc - 5,254,250.00 Total Unrealized Open 2,105,285.89 Euro Currency 10,000,000.00 Total Unrealized Gain/Loss 2,105,285.89 Pound Sterling 8,568,000.00 Norwegian Krone 84,325,000.00 Swedish Krona 88,353,000.00 U S Dollar - 37,880,782.14 Foreign Exchange Contracts Senleeman Counter Counter Cutters Name( Merker Vaam Marker Valt e unrealmed Tra Cate Date Currency Amount Currency Amount Contract Rato Ponton!Rate Rearvables USO Payabies USO Oalnloss USO SPECULATIVE SWISS FRANC - U S DOLLAR Jun. 27 02 Jul. 1 02 CHF 11,960,000.00 USD - 8,000,000.00 1.495 1.495 8,000,000.00 8,000,000.00 0.00 Jun. 27 02 Jul. 1 02 CHF - 11,960,000.00 USD 8,000,000.00 1.495 1.495 8,000,000.00 8,000,000.00 0.00 Total Closed 0.00 .00 16,000,000.00 16,000,000.00 0.00 Jun. 20 02 Jul. 15 02 CHF 39,587,500.00 USD - 25,925,016.37 1.527 1.487833 26,607,497.65 25,925,016.37 682,481.28 Jun. 26 02 Jul. 15 02 CHF 11,201,250.00 USD - 7,500,000.00 1.4935 1.487833 7,528,569.19 7,500,000.00 28,569.19 Jun. 27 02 Jul. 15 02 CHF - 11,960,000.00 USD 8,000,535.15 1.4949 1.487833 8,000,535.15 8,038539.23 - 38,004.08 Jun. 28 02 Jul. 15 02 CHF - 44,592,000.00 USD 30,000,000.00 1.4864 1.487833 30,000,000.00 29,971,115.50 28,884.50 Jun. 28 02 Jul. 15 02 CHF - 29,868,000.00 USD 20,000,000.00 1.4934 1.487833 20,000,000.00 20,074,840.28 - 74,840.28 Jun. 20 02 Jul. 24 02 CHF 15,257,000 00 USD - 10,000,000.00 1.5257 1.487582 10,256,241. 50 10,000,000.00 256,241.50 Jun. 21 02 Sep. 25 02 CHF 15.120.000 00 USD - 10,000,000.00 1.512 1.485995 10,174,997.36 10,000,000.00 174,997.36 Total Open - 5254,250.00 4,575.518.78 112,567,840.85 111,509,511.38 1,058,329.47 Total - 5,254,250.00 4,575,518.78 128,567,840.85 127,509,511.38 1,058,329.47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00029966 Chase CONFIDENTIAL SDNY_GM_00299164 EFTA01504996