EFTA01506130.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 27 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Trade Settlement Counter Counter ReVilklaDOn Contracted' Revalued Realised Dale Date Currency Amount Gummy Amount Contract Rate Rate Base Amount USD A Ineunt USD GaInRose USO Settled Foreign Exchange Contracts continued Aug 22 03 Sep 4 03 NZD - 10,000,000.00 USD 5,802,000.00 0.580200 1.764750 5,802,000.00 - 5,666,525.00 135,475.00 Sep 3 03 Sep 4 03 NZD 10,000,000.00 USD - 5,650,000.00 0.565000 0.565000 - 5,650,000.00 5,650,000.00 Apr 16 03 Sep 10 03 NZD 20,000,000.00 USD - 10,925,262.18 0.546263 1.717050 - 10,925,262.18 11,647,884.45 722,622.27 May 8 03 Sep 10 03 NZD 20,000,000.00 USD - 11,308,885.14 0.565444 1.717050 - 11,308,885.14 11,647,884.45 338,999.31 Jun 11 03 Sep 10 03 NZD • 15,000,000.00 USD 8,526,619.67 0.568441 1.717050 8,526,619.67 - 8,735,913.33 - 209,293.66 Jun 12 03 Sep 10 03 NZD - 25,000,000.00 USD 14,211,032.79 0.568441 1.717050 14,211,032.79 - 14,559,855.56 - 348,822.77 Aug 26 03 Sep 29 03 NZD - 10,000,000.00 USD 5,738,000.00 0.573800 1.698950 5,738,000.00 - 5,885,988.40 - 147,988.40 Sep 3 03 Sep 29 03 NZD - 10,000,000.00 USD 5,633,000.00 0.563300 1.698950 5,633,000.00 - 5,885,988.40 - 252,988.40 Sep 26 03 Sep 29 03 NZD 10,000,000.00 USD - 5,877,000.00 0.587700 0.587700 - 5,877,000.00 5,877,000.00 Sep 29 03 Sep 29 03 NZD 10,000,000.00 USD - 5,876,000.00 0.587600 0.587600 - 5,876,000.00 5,876,000.00 S AFRICAN RAND - U S DOLLAR Aug 26 03 Sep 5 03 ZAR 7,507,000.00 USD - 1,000,000.00 7.507000 7.421250 - 1,000,000.00 1,011,554.65 11,554.65 Aug 27 03 Sep 5 03 ZAR - 7,507,000.00 USD 1,023,379.46 7.335500 7.421250 1,023,379.46 - 1,011,554.65 11,824.81 TRADE RELATED AUSTRALIA DOLLAR - U S DOLLAR Sep 8 03 Sep 10 03 AUD - 20,000,000.00 USD 12,994,000 00 0.649700 0.649700 12,994,000 00 - 12,994,000.00 MEXICAN NEW PESO - U S DOLLAR Sep 11 03 Sep 12 03 MXN- 107,250,000.00 USD 9,817,382.95 10.924500 10.924500 9,817,382.95 - 9,817,382.95 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031116 Chase CONFIDENTIAL SDNY_GM_00300314 EFTA01506130