EFTA01506134.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 31 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Euro Currency Activity by Date continued Settlement Realized Amount Amount USD Date TYR< Quantity Demeription Gent oat USD Sep 2 Spot FX - 1,097,600 SPOT CURRENCY TRANSACTION - BUY 1,000,000.00 1,097,600.00 BUY EUR SELL USD SPOT RATE : 1.097600000 TRADE 8/29/03 VALUE 9/02/03 EURO PRINCIPAL CURRENCY U S DOLLAR Sep 10 Fwd FX Ctrct 1,648,800 SETTLE FORWARD CURRENCY CONTRACT - 3,485.66 - 1,500,000.00 - 1,681,614.34 BUY USD SELL EUR CONTRACT RATE : 1.099200000 TRADE 9/03/03 VALUE 9/10/03 Sep 10 Spot FX - 1,685,100 SPOT CURRENCY TRANSACTION - BUY 1,500,000.00 1,685,100.00 BUY EUR SELL USD SPOT RATE : 1.123400000 TRADE 9/09103 VALUE 9/10/03 EURO PRINCIPAL CURRENCY U S DOLLAR Sep 12 Fwd FX Ctrct 13,525,000 SETTLE FORWARD CURRENCY CONTRACT - 12,500,000.00 - 14,126,688.13 BUY USD SELL EUR CONTRACT RATE : 1.082000000 TRADE 8/27/03 VALUE 9/12/03 Sep 12 Fwd FX Ctrct - 8,114,250 SETTLE FORWARD CURRENCY CONTRACT 7,500,000.00 8,476,012.88 BUY EUR SELL USD CONTRACT RATE : 1.081900000 TRADE 8/28/03 VALUE 9/12/03 Sep 12 Fwd FX Ctrct - 5,616,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 5,650,675.25 BUY EUR SELL USD CONTRACT RATE : 1.123300000 TRADE 9/09/03 VALUE 9/12/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031120 Chase CONFIDENTIAL SDNY_GM_00300318 EFTA01506134