EFTA01506072.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 41 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Swiss Franc Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deacaption thiliVLOSS USD Sep 10 Fwd FX Ctrct 5,729,771.26 SETTLE FORWARD CURRENCY CONTRACT - 7,770,500.00 - 5,606,825.88 BUY USD SELL CHF CONTRACT RATE : 1.356162300 TRADE 4/24/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct 9,969,307.95 SETTLE FORWARD CURRENCY CONTRACT - 13,765,000.00 - 9,932,174.03 BUY USD SELL CHF CONTRACT RATE : 1.380737800 TRADE 1/15/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 9,969,307.95 SETTLE FORWARD CURRENCY CONTRACT 14,290,000.00 10,310,989.24 BUY CHF SELL USD CONTRACT RATE : 1.433399400 TRADE 12/13/02 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 49,450.93 SETTLE FORWARD CURRENCY CONTRACT 67,500.00 48,704.81 BUY CHF SELL USD CONTRACT RATE : 1.364989400 TRADE 8/13/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 4,984,653.98 SETTLE FORWARD CURRENCY CONTRACT 7,178,000.00 5,179,305.86 BUY CHF SELL USD CONTRACT RATE : 1.440019700 TRADE 12/12/02 VALUE 9/10/03 Sep 29 Fwd FX Ctrct 18,351,532.23 SETTLE FORWARD CURRENCY CONTRACT - 26,050,000.00 - 19,501,422.36 BUY USD SELL CHF CONTRACT RATE : 1.419500000 TRADE 9/03/03 VALUE 9/29/03 Sep 29 Fwd FX Ctrct - 9,461,717.27 SETTLE FORWARD CURRENCY CONTRACT 13,025,000.00 9,750,711.18 BUY CHF SELL USD CONTRACT RATE : 1.376600000 TRADE 9/09/03 VALUE 9129/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031058 Chase CONFIDENTIAL SDNY_GM_00300256 EFTA01506072