EFTA01505488.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number C:/ Asset Account Portfolio Page 13 of 40 FINANCIAL TRUST COMPANY INC December 01. 2002 - December 31, 2002 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value in USO Swiss Franc 35,348,000.00 Total Unrealized Closed 73,272.85 Euro Currency 11,500,000.00 Total Unrealized Open 3,416,251.40 Pound Sterling 5,000,000.00 Total Unrealized Gain/Loss 3,489,524.25 Japanese Yen 2,368,000,000.00 Mexican New Peso - 102,000,000.00 Norwegian Krone 405,305,000.00 Swedish Krona 91,375,000.00 U S Dollar - 118,891,270.22 Foreign Exchange Contracts Settlement Counter Counter Current Market Market Value Market Value Unrealized Trade Date Dale Currency Amount Cufferscy Amount Contract Rate forward Rate Reeer✓aben USD Payables USO Stelnloss CSC) SPECULATIVE SWISS FRANC - U S DOLLAR Dec. 30 02 Jun. 12 03 CHF 13,880,000.00 USD - 10,000,000.00 1.388 1.377719 10,074,628.23 10,000,000.00 74,626.23 Dec. 12 02 Dee. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.372082 5,231,466.44 5,000,000.00 231,466.44 Dec. 13 02 Dec. 15 03 CI-IF 14,290,000.00 USD - 10,000,000.00 1.429 1.372082 10,414,830.81 10,000,000 00 414,830.81 Total Open 35,348,000.00 - 25,000,000.00 25,720,923.48 25,000,000.00 720,923.48 EURO CURRENCY - U S DOLLAR Dec. 11 02 Jun. 12 03 EUR 5,000,000.00 USD - 5,030,000.00 1 006 0.959050 5,213,492.77 5.030,000 00 183,492 77 Dec. 12 02 Dec. 15 03 EUR 5,000,000.00 USD - 5,044,000.00 1.0088 0.964732 5,182,785.97 5.044,000 00 138,785 97 Dec. 12 02 Dec. 15 03 EUR 1,500,000.00 USD - 1.510.500.00 1 007 0.964732 1,554,835.79 1,510.500 00 44.335 79 Total Open 11,500,000.00 - 11,584,500.00 11,951,114.53 11,584,500.00 366,614.53 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030470 Chase CONFIDENTIAL SDNY_GM_00299668 EFTA01505488