EFTA01505607.pdf

05 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value in USD Australia Dollar 40,000,000.00 Total Unrealized Closed 2,142,201.40 Swiss Franc 25,982,500.00 Total Unrealized Open 8,563,198.20 Euro Currency 50,000,000.00 Total Unrealized Gain/Loss 10,705,399.60 Pound Sterling 5,000,000.00 Japanese Yen 1,730,400,000.00 Norwegian Krone 204,530,250.00 N Zealand Dollar 40,000,000.00 U S Dollar - 169,007,927.14 Foreign Exchange Contracts Senlernent Counter Counter Concern Market Market Value Marker Value Unrealized Trade Date Date Currency Amount Currency Amount Contract Rate ForwardRate Reeehliblet (ISO Payables (ISO OlOWLOS. USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jan. 21 03 Jun. 12 03 AUD 15,000,000.00 USD - 8,704,500.00 0.5803 0.650914 9,763,711.51 8,704,500.00 1,059,211.51 Mar. 28 03 Jun. 12 03 AUD - 15,000,000.00 USD 8,932,500.00 0.5955 0.650914 8,932,500.00 9,763,711.51 - 831,211.51 Total Closed 0.00 228,000.00 18,696,211.51 18,468,21131 228,000.00 May. 1 03 Nov. 503 AUD 20,000,000.00 USD - 12,430,000.00 0.6215 0.641704 12,834,079.74 12,430,000.00 404,079.74 May. 8 03 Nov. 503 AUD 20,000,000.00 USD - 12,666.000 00 0.6333 0.641704 12,834,079 74 12.666.000 00 168,079 74 Total Open 40,000,000.00 - 25,096,000.00 25,668,159.48 25,096,000.00 572,159.48 Total 40,000,000.00 - 24,868,000.00 44,364,370.99 43,564,211.51 800,159.48 CANADIAN DOLLAR - U S DOLLAR Apr. 30 03 Nov. 303 CAD 14,510,000.00 USD - 10,000,000.00 1.451 1.385705 10,471,202.05 10,000,000.00 471,202.05 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030589 Chase CONFIDENTIAL SDNY_GM_00299787 EFTA01505607