EFTA01505281.pdf

09 Inn JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number 0 30171.00.5 Asset Account Portfolio Page 16 of 36 FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 Treck Settlement Cemler Ctrunter ReveittabOn Contractell Revaluta Reallzed Date Date Dummy Amown Cunwley Amount CentneaRMe Rate Base Arneunt USD Amount USD Gellness USD Settled Foreign Exchange Contracts continued Sep 23 02 Sep 25 02 CHF - 44,807,000.00 USD 30,398,236 09 1.474000 1.495400 30,398,236 09 - 29,963,220.54 435,015.55 POUND STERLING - U S DOLLAR Jun 20 02 Sep 24 02 GBP 10,000,000.00 USD - 14,925,000.00 1.492500 1.557100 - 14,925,000.00 15,571,000.01 646,000.01 Jul 12 02 Sep 24 02 GBP - 5,000,000.00 USD 7,697,500.00 1.539500 1.557100 7,697,500.00 - 7,785,500.00 - 88,000.00 Jul 26 02 Sep 24 02 GBP - 5,000,000.00 USD 7,775,000.00 1.555000 1.557100 7,775,000.00 - 7,785,500.00 - 10,500.00 Jul 11 02 Sep 25 02 GBP 10,000,000.00 USD - 15,534,000.00 1.553400 1.561100 - 15,534,000.00 15,611,000.10 77,000.10 Sep 24 02 Sep 25 02 GBP - 10.000.000.00 USD 15,560,000.00 1.556000 1.561100 15,560,000.00 - 15,611,000.10 - 51,000.10 JAPANESE YEN NORWEGIAN KRONE Sep 13 02 Sep 25 02 JPY - 604,500,000.00 NOK 37,500,000.00 16.120000 122.795000 - 4,922,838.87 5,011,057.73 88,218.86 7.483450 Sep 24 02 Sep 25 02 JPY 604,500,000.00 NOK - 36,636,36364 16.500000 123.355000 4,900,490.45 - 4,895,651.55 4,838.90 7.483450 NORWEGIAN KRONE - U S DOLLAR Jun 21 02 Sep 25 02 NOK 76,950,000.00 USD - 10,000,000.00 7.695000 7.483450 - 10,000,000.00 10,282,690.47 282,690.47 Jul 30 02 Sep 25 02 NOK 76,625,000.00 USD - 10,000,000.00 7.662500 7.483450 - 10,000,000.00 10,239,261.30 239,261.30 Sep 18 02 Sep 25 02 NOK - 76,575,000.00 USD 10,152,469.34 7.542500 7.483450 10,152,469.34 - 10,232,579.89 - 80,110.55 Sep 23 02 Sep 25 02 NOK - 77,000,000.00 USD 10,280,373.83 7.490000 7.483450 10,280,373.83 - 10,289,371.88 - 8,998.05 Sep 24 02 Sep 25 02 NOK - 863,636.36 USD 115,590.76 7.471500 7.483450 115,590.76 -115,406.18 184.58 SWEDISH KRONA - U S DOLLAR Jun 21 02 Sep 25 02 SEK 93,800,000.00 USD - 10,000,000.00 9.380000 9.331600 - 10,000,000.00 10,051,866.77 51,866.77 Jul 12 02 Sep 25 02 SEK 89,000,000.00 USD - 9,495,865.56 9.372500 9.331600 - 9,495,865.56 9,537,485.53 41,619.97 Sep 18 02 Sep 25 02 SEK - 182,800,000.00 USD 19,564,403.06 9.343500 9.331600 19,564,403.06 - 19,589,352.30 - 24,949.24 Conlidential Treatment Requested by JPMorgan JPM-SDNY-00030261 Chase CONFIDENTIAL SDNY_GM_00299459 EFTA01505281