EFTA01505984.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 16 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value Mine Swiss Franc 25,982,500.00 Total Unrealized Closed 399,007.54 Pound Sterling 10,000,000.00 Total Unrealized Open 937,761.66 Norwegian Krone 121,265,000.00 Total Unrealized Gain/Loss 1,336,769.20 N Zealand Dollar 20,000,000.00 U S Dollar - 61,356,196.75 Foreign Exchange Contracts SoMemont Counter Cantor Current Market Market Value Markel Value Union/nod Trod* Oat* Data Cunoixy Amount Gummy ATOM! Contact Rat* Femora Rat* RaceraMaa USD PayableS USD Swaps. USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul. 15 03 Aug. 7 03 AUD - 20,000,000.00 USD 12,940,000.00 0.647 0.647636 12,940,000.00 12,952,713.40 - 12,713.40 Jun. 3 03 Dec. 5 03 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.639880 12,797,590.64 13,040,000.00 - 242,409.36 Total Open 0.00 - 100,000.00 25,737,590.64 25,992,713.40 - 255,122.76 SWISS FRANC - U S DOLLAR May. 8 03 Nov. 5 03 CHF 26,050,000.00 USD - 20,000,000.00 1.3025 1.369890 19,016,130.68 20,000,000.00 - 983,869.32 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.368689 5,244,435.89 5,000,000.00 244,435.89 Dec. 13 02 Dec. 15 03 CHF 14,290,000.00 USD - 10,000,000.00 1.429 1.368689 10,440,650.45 10,000,000.00 440,650.45 Jan. 15 03 Dec. 15 03 CHF - 13,765,000.00 USD 10,000,000.00 1.3765 1.368689 10,000.000 00 10,057,071.62 - 57,071.62 Apr 24 03 Dec. 15 03 CHF - 7.770.500 00 USD 5747,411.24 1.352 1.368689 5.747.411 24 5677,332 00 70.079 24 Total Open 25,982,500.00 - 19,252,588.76 50,448,628.26 50,734,403.62 - 285,775.36 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030969 Chase CONFIDENTIAL SDNY_GM_00300167 EFTA01505984