EFTA01511403.pdf

05 12002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 10 of 46 FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary vans. In Currency Value in USD Swiss Franc 39,587,500.00 Total Unrealized Open 755,488.63 Euro Currency 20,000,000.00 Total Unrealized Gain/Loss 755,488.63 Pound Sterling - 9,201,920.75 Norwegian Krone 82,525,000.00 U S Dollar - 40,008,848.17 Foreign Exchange Contracts Settlement Counter Cant., Current Market Nalle Van Market Value Unvoiced Trade Date Dale tummy Amount Cummcy Amount Contact Rate Feminine,* ReceenMas (ISO Payablos (ISO Oatraoss USD SPECULATIVE SWISS FRANC - U S DOLLAR May. 23 02 Jun. 24 02 CHF 39,805,000.00 USD - 25,189,849.39 1.5802 1.566104 25,416,575.63 25,189,849.39 226,726.24 May. 24 02 Jun. 24 02 CHF - 217,500.00 USD 137,414.70 1.5828 1.566104 137,414.70 138,879.66 - 1,464.96 Total Open 39,587,500.00 - 25,052,434.69 25,553,990.33 25,328,729.05 225,261.28 EURO CURRENCY - POUND STERLING May. 17 02 Jun. 21 02 EUR 20,000,000.00 GBP - 12,624,000.00 0.6312 1.565525 18,667,499.98 18,446,460.20 221,039.78 POUND STERLING - U S DOLLAR May. 23 02 Jun. 24 02 GBP 3,422,079.25 USD - 4,966,121.41 1.4512 1.460946 4,999,472.98 4,966,121.41 33,351.57 NORWEGIAN KRONE - U S DOLLAR May. 17 02 Jun. 24 02 NOK 82,624,000 00 USD - 10,000,000.00 8.2624 8.038571 10,278,443.69 10,000,000.00 278,443.69 Confidential Treatment Requested by JPMorgan JPM-SDNY-00037229 Chase CONFIDENTIAL SDNY_GM_00306427 EFTA01511403