EFTA01505036.pdf

06 I2002 JPMorgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 dl JPMorgan Private Bank Account Number:O 30171.00.5 Asset Account Portfolio Page 13 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Malve 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 Vatte 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 8,038,539.23 - 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-00030010 Chase CONFIDENTIAL SDNY_GM_00299208 EFTA01505036