EFTA01506367.pdf

JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary GainfLoss Summary Viltte MCunway Vaam in USO Australia Dollar 30,000,000.00 Total Unrealized Closed 2,208,712.47 Euro Currency 5,000,000.00 Total Unrealized Open 1,782,371.12 Pound Sterling 15,000,000.00 Total Unrealized GainlLoss 3,991,083.59 Hungarian Forint 1,085,000,000.00 N Zealand Dollar 15,000,000.00 U S Dollar - 63,908,735.53 Foreign Exchange Contracts SoMerncru Counter Counter Contra Mark« Marken Vak,* Marken va l0 Unroalacd 7rado bate Date Curroncy Amount Coming, Amount Contract Rato Forward Rat, RearVabln Payabies USO Oaintoss USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jun. 303 Dec. 503 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.723166 14,463,316.62 13,040,000.00 1,423,316.62 Oct. 22 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,510,000.00 0.702 0.723166 3,615,829.15 3,510,000.00 105,829.15 Oct. 23 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,500,500.00 0.7001 0.723166 3,615,829.15 3,500,500.00 115,329.15 Oct. 24 03 Dec. 5 03 AUD - 12,000,000.00 USD 8,365,200.00 0.6971 0.723166 8,365,200.00 8,677,989.97 - 312,789.97 Oct. 24 03 Dec. 5 03 AUD - 18,000,000.00 USD 12,551,400.00 0.6973 0.723166 12,551,400.00 13,016,984.95 - 465,584.95 Nov. 4 03 Dec. 15 03 AUD 18,000,000.00 USD - 12,486,600.00 0.6937 0.722319 13,001,750.83 12,486,600.00 515,150.83 Nov. 14 03 Dec. 15 03 AUD - 15,000,000.00 USD 10,761,000.00 0.7174 0.722319 10,761,000.00 10,834,792.36 - 73,792.36 Nov. 24 03 Dec. 15 03 AUD - 3,000,000.00 USD 2,154,300.00 0.7181 0.722319 2,154,300.00 2,166,958.47 - 12,658.47 Nov. 18 03 Jan. 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.7204 0.719237 7,192,369.81 7,204,000.00 - 11,630.19 Nov. 24 03 Jan. 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.7146 0.719237 7,146,000.00 7,192,369.81 - 46,369.81 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031355 Chase CONFIDENTIAL SDNY_GM_00300553 EFTA01506367