EFTA01505768.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 43 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 U S Dollar Activity by Date continued Settlement Date type Quantity Desenption amount USD Jun 12 Fwd FX Ctrct - 15,000,000 SETTLE FORWARD CURRENCY CONTRACT 8,932,500.00 BUY USD SELL AUD CONTRACT RATE : 0.595500000 TRADE 3/28/03 VALUE 6/12/03 Jun 12 Fwd FX Ctrct 29,111,250 SETTLE FORWARD CURRENCY CONTRACT - 4,226,924.25 BUY NOK SELL USD CONTRACT RATE : 6.887100000 TRADE 5/15/03 VALUE 6(12/03 Jun 12 Fwd FX Ctrct - 67,975,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 BUY USD SELL NOK CONTRACT RATE : 6.797500000 TRADE 5/19/03 VALUE 6/12/03 Jun 12 Fwd FX Ctrct 20,182,200 SETTLE FORWARD CURRENCY CONTRACT - 3,000,000.00 BUY NOK SELL USD CONTRACT RATE : 6.727400000 TRADE 6/02/03 VALUE 6/12/03 Jun 12 Spot FX 107,250,000 SPOT CURRENCY TRANSACTION - BUY - 10,000,000.00 BUY MXN SELL USD SPOT RATE : 10.725000000 TRADE 6/10/03 VALUE 6/12/03 MEXICAN NEW PESO U S DOLLAR Jun 12 Spot FX - 35,062,500 SPOT CURRENCY TRANSACTION - SALE 5,000,000.00 BUY USD SELL NOK SPOT RATE : 7.012500000 TRADE 6/10/03 VALUE 6/12(03 U S DOLLAR NORWEGIAN KRONE Confidential Treatment Requested by JPMorgan JPM-SDNY-00030751 Chase CONFIDENTIAL SDNY_GM_00299949 EFTA01505768