EFTA01505409.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- 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 USD 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 Currem Market Market Value Market Value Unreelizect Trade Date Date Currency Amount Currency Amount Connect Rate Forward Rate RecaVablea USD Payables (ISO GelrVLOSII USD 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 10,074,626.23 10,000,000.00 74,626.23 Dec. 12 02 Dec. 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 CHF 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, 50O000. 00 USD - 1.510.500 00 1.007 0.964732 1.554.835 79 1.51O500 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-00030390 Chase CONFIDENTIAL SDNY_GM_00299588 EFTA01505409