EFTA01511464.pdf

06 12002 JPMorgan Chase Bank 345 Park As enue, New York, NY 10154-IIM2 JPMorgan Private Bank Account Number - Asset Account Portfolio Page 10 of 20 FINANCIAL TRUST COMPANY, INC. June 01, 2002 - June 30, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value sn USD Swiss Franc 55,716,637.50 Total Unrealized Open -239,064.43 Euro Currency 20,000,000.00 Total Unrealized Gain/Loss - 239,064.43 Pound Sterling 10,000,000.00 Norwegian Krone 149,341,580.00 Swedish Krona 184,388,760.00 U S Dollar 112,553,070 00 Foreign Exchange Contracts Settlement Counter Counter Current Mather Market Value Markel Value Untealtzed Trade Oat* Date Currency Amount Currency AnKtunt Contract Rate Forward Rare ROCOtvibtOS USD Payables USO Gain toss USO SPECULATIVE SWISS FRANC - U S DOLLAR Jun. 26 02 Jul 15 02 CHF 26,048,697 50 USD - 17,500,000.00 1.488497 1.487833 17,507,815 78 17,500,000 00 7,815 78 Jun 26 02 Jul 15 02 CHF 29,667,940 00 USD - 20.000,000.00 1.483397 1.487833 19,940.376 22 20,000,000 00 - 59,623 78 Total Open 55,716,637.50 - 37,500,000.00 37,448,192.00 37,500,000.00 - 51,808.00 EURO CURRENCY - U S DOLLAR Jun 26 02 Jul 15 02 EUR 20,000,000 00 USD - 19,751,760.00 0.987588 0.986935 19,738.699 98 19,751,760 00 - 13,060 02 POUND STERLING - U S DOLLAR Jun 26 02 Jul 15 02 GBP 10,000,000 00 USD - 15,301,310.00 1.530131 1.522878 15,228.775 00 15,301,310 00 - 72,535 00 NORWEGIAN KRONE - U S DOLLAR Jun 26 02 Jul 15 02 NOK 149 341 580 00 USD • 20,000,000.00 7.467079 7.520748 19,857,278 60 20,000,000 00 • 142,721 40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00037291 Chase CONFIDENTIAL SDNY_GM_00306489 EFTA01511464