EFTA01506191.pdf

1 1 NO JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 16 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Foreign Exchange Contracts continued Senlernern COunter Counter Gurren!Merket Marke. Velue Merket Walkte unreelized Träge Oste One Currene Amount Cuffitite AMOUIll Commet Rate Fonvon1Rare Receiverdu USO PO WM USD Giuntoss USD Oct 23 03 Jan. 27 04 AUD 10,000,000.00 USD - 6,936,000.00 0.6936 0.718633 7,186,326.48 6,936,000.00 250,326.48 Nov. 24 03 Jan. 27 04 AUD - 10,000,000.00 USD 7,139,000.00 0.7139 0.718633 7,139,000.00 7,186,326.48 - 47,326.48 Total Closed 0.00 1,439,800.00 97,192,322.04 95,752,522.04 1,439,800.00 SWISS FRANC - U S DOLLAR Nov 4 03 Dec 15 03 CHF 26,050,000 00 USD - 19,208.081 40 1.3562 1.292213 20,159.223 00 19,208,081 40 951,141 60 Nov 18 03 Dec 15 03 CHF - 26.050,000.00 USD 19.976.993 87 1.304 1.292213 19,976.993 87 20.159.223 00 - 182.229 13 Total Closed 0.00 768,912.47 40,136,216.87 39,367,304.40 768,912.47 EURO CURRENCY - U S DOLLAR Nov. 18 03 Jan. 20 04 EUR 5,000,000.00 USD - 5,963,500 00 1.1927 0.83548 5,984,577 45 5,963,500 00 21,077.45 POUND STERLING - U S DOLLAR Jul. 25 03 Dec. 15 03 GBP 10.00O000.00 USD - 16,10Z 000.00 1.6102 1.717914 17,179,141.65 16,102,000.00 1,077,141.65 Nov. 4 03 Dec. 15 03 GBP 5,000,000.00 USD - 8,366,000.00 1.6732 1.717914 8,589,570.82 8,366,000.00 223,570.82 Nov. 24 03 Dec. 15 03 GBP • 5,000,000.00 USD 8,466,500.00 1.6933 1.717914 8,466,500.00 8,589,570.82 - 123,070.82 Nov. 18 03 Jan. 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695 1.713113 8,565,564.94 8,475,000.00 90,564.94 Total Open 15,000,000.00 - 24,476,500.00 42,800,777.41 41,532,570.82 1,268,206.59 HUNGARIAN FORINT - U S DOLLAR Nov. 20 03 Dec. 1 03 HUF 217,000,000.00 USD - 999,079.19 217.20 219.433467 988,910.23 999.079.19 -10,168.96 Nov. 21 03 Dec. 1 03 HUF 651,000,000.00 USD - 2,997,651.61 217.17 219.433467 2,966,730.69 2,997,651 61 - 30,920 92 Nov. 21 03 Dec. 1 03 HUF 217.000.000.00 USD - 999,217.20 217.17 219.433467 988.910.23 999.217 20 - 10,306 97 Total Open 1,085,000,000.00 - 4,995,948.00 4,944,551.15 4,995,948.00 - 51,396.85 N ZEALAND DOLLAR - U S DOLLAR Nov. 18 03 Jan. 20 04 NZD 10.00O000.00 USD - 6,336,000.00 0.6336 0.635062 6,350,620.64 6,336,000.00 14,620.64 Nov. 19 03 Jan. 20 04 NZD 15.000.000.00 USD - 9,460,500.00 0.6307 0.635062 9,525,930.96 9,460.500.00 65,430.96 Nov. 24 03 Jan. 20 04 NZD - 10,000,000.00 USD 6,336,000.00 0.6336 0.635062 6,336,000.00 6,350,620.64 - 14,620.64 Total Open 15,000,000.00 - 9,480,500.00 22,212,551.60 22,147,120.64 65,430.96 Contidential Treatment Requested by JPMorgan JPM-SDNY-00031177 Chase CONFIDENTIAL SDNY_GM_00300375 EFTA01506191