EFTA01505919.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Vervain USD Australia Dollar 12,000,000.00 Total Unrealized Closed 399,007.54 Swiss Franc 25,982,500.00 Total Unrealized Open 893,617.48 Euro Currency 5,000,000.00 Total Unrealized Gain/Loss 1,292,625.02 Pound Sterling 10,000,000.00 Norwegian Krone 39,372,000.00 N Zealand Dollar 40,000,000.00 U S Dollar - 75,130,296.75 Foreign Exchange Contracts Settlement Cantor Counter Current Flamer Marker Value Marker Yak" Unrealized Trade Date Date Currency Amount Currency Amount Contract Rain Forward Rale RecetVables USD Payables USD Geln/Less USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul. 15 03 Aug. 7 03 AUD - 20,000,000.00 USD 12,940,000.00 0.647 0.647636 12,940,000.00 12,952,713.40 - 12,713.40 Jul. 31 03 Aug. 7 03 AUD 12,000,000.00 USD - 7,761,600.00 0.6468 0.647636 7,771,628.04 7,761,600.00 10,028.04 Jun. 3 03 Dec. 5 03 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.639880 12,797,590.64 13,040,000.00 - 242,409.36 Total Open 12,000,000.00 -7,861,600.00 33,509,218.68 33,754,313.40 - 245,094.72 SWISS FRANC - U S DOLLAR May. 803 Nov. 503 CHF 26,050,000.00 USD - 20,000,000.00 1.3025 1.369890 19,016,130,68 20,000,000.00 - 983,869.32 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000 00 1.4356 1.368689 5,244,435.89 5,000,000.00 244,435.89 Dec. 13 02 Dec. 15 03 CHF 14,290,000.00 USD - 10,000,000.00 1.429 1.368689 10,440,650.45 10,000,000.00 440,650.45 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030904 Chase CONFIDENTIAL SDNY_GM_00300102 EFTA01505919