EFTA01505748.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Trade Settlement Counter Counter Reyaluandr Contracted' Revalued Realized Date Date Currency Amount Currency Amount Contract Rate Rate Base Amount (ISO Amaral USD GarnRoss DSO Settled Foreign Exchange Contracts continued May 16 03 Jun 5 03 NOK - 34,062,500.00 USD 5,000,000.00 6.812500 6.889100 5,000,000.00 - 4,944,404.92 55,595.08 May 27 03 Jun 5 03 NOK - 19,903,500.00 USD 3,000,000.00 6.634500 6.889100 3,000,000.00 - 2,889,129.20 110,870.80 Jun 4 03 Jun 5 03 NOK - 16,254,000.00 USD 2,342,750.07 6.938000 6.889100 2,342,750.07 - 2,359,379.31 - 16,629.24 Dec 30 02 Jun 12 03 NOK 71,125,000.00 USD - 10,000,000.00 7.112500 6.989700 - 10,000,000.00 10,175,687.08 175,687.08 Jan 16 03 Jun 12 03 NOK 34,750,000.00 USD - 5,000,000.00 6.950000 6.989700 - 5,000,000.00 4,971,601.07 - 28,398.93 May 15 03 Jun 12 03 NOK 29,111,250.00 USD - 4,226,924.25 6.887100 6.989700 - 4,226,924.25 4,164,878.32 - 62,045.93 May 19 03 Jun 12 03 NOK - 67,975,000.00 USD 10,000,000.00 6.797500 6.989700 10,000,000.00 - 9,725,023.96 274,976.04 Jun 2 03 Jun 12 03 NOK 20,182,200.00 USD - 3,000,000.00 6.727400 6.989700 - 3,000,000.00 2,887,420.06 - 112,579.94 Jun 10 03 Jun 12 03 NOK - 35,062,500.00 USD 5,000,000.00 7.012500 6.989700 5,000,000.00 - 5,016,309.71 - 16,309.71 Jun 10 03 Jun 12 03 NOK - 31,948,750.00 USD 4,557,596.29 7.010000 6.989700 4,557,596.29 - 4,570,832.80 - 13,236.51 Jun 11 03 Jun 12 03 NOK - 20,182,200.00 USD 2,883,995.43 6.998000 6.989700 2,883,995.43 - 2,887,420.05 - 3,424.63 TRADE RELATED AUSTRALIA DOLLAR - U S DOLLAR Jun 4 03 Jun 10 03 AUD 40,000,000.00 USD - 26,540,000.00 0.663500 1.521950 - 26,540,000.00 26,282,072.34 - 257,927.66 MEXICAN NEW PESO - U S DOLLAR Jun 10 03 Jun 12 03 MXN 107,250,000.00 USD - 10,000,000.00 10.725000 10.725000 - 10,000,000.00 10,000,000.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030731 Chase CONFIDENTIAL SDNY_GM_00299929 EFTA01505748