EFTA01506046.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Foreign Exchange Contracts continued Senrnment Counter Counter GurrenNennet Nie« Verne Market Value Unreenzed na*? Oare Orn. Currency ATOM( Cunwrny ATOunt COMO«Re* FonrannRare Receneatern USO Pesten USO ONnlose (ISO SWISS FRANC - U S DOLLAR Sep. 23 03 Oct. 9 03 CHF 4,000,000.00 USD - 2,961,865.98 1.3505 1.320284 3,029,652.34 2,961,865.98 67,786.36 Sep. 23 03 Oct 9 03 CHF -4,000,000.00 USD 2,960,331.56 1.3512 1.320284 2,960,331 56 3,029,652 34 - 69,320.78 Sep. 23 03 Oct 9 03 CHF -4,000,000.00 USD 2,960,331.56 1.3512 1.320284 2,960,331 56 3,029,652 34 - 69,320.78 May. 803 Nov 5 03 CHF 26.050.000 00 USD -20,000.000.00 1.3025 1.319356 19.744.483 01 20.000.000 00 -255,516.99 Total Open 22,050,000.00 - 17,041,202.86 28,694,798.47 29,021,170.66 - 326,372.19 POUND STERLING - U S DOLLAR Sep. 5 03 Oct. 9 03 GBP - 2,000,000.00 USD 3,169,000.00 1.5845 1.660304 3,169,000.00 3,320,608.75 - 151,608.75 Jul. 25 03 Dec. 15 03 GBP 10,000,000.00 USD - 16,102,000.00 1.6102 1.652458 16,524,576.61 16,102,000.00 422,576.61 Sep. 4 03 Dec. 15 03 GBP - 5,000,000.00 USD 7,811,000.00 1.5622 1.652458 7,811,000.00 8,262,288.30 • 451,288.30 Total Open 3,000,000.00 - 5,122,000.00 27,504,576.61 27,684,897.05 - 180,320.44 JAPANESE YEN - U S DOLLAR Sep. 22 03 Oct. 2 03 JPY 1,142,900,000.00 USD • 10,218,149.31 111.85 111.707368 10,231,196.22 10,218,149.31 13,046.91 Sep. 29 03 Oct. 2 03 JPY - 1,142,900,000.00 USD 10,262,189.10 111.37 111.37 10,262,189.10 10,262,189.10 0.00 Sep. 22 03 Oct. 9 03 JPY - 1,142,900,000.00 USD 10,109,685.98 113.05 111.680658 10,109,685.98 10,233,643.17 - 123,957.19 Sep. 30 03 Oct. 9 03 JPY 775,390,000.00 USD • 7,000,000.00 110.77 111.680658 6,942,921.14 7,000,000.00 - 57,078.86 Sep. 30 03 Oct 9 03 JPY 367,510.000.00 USD - 3,296,940 88 111.47 111.680658 3,29a722 02 3,296.940 88 -6,218.86 Total Closed 0.00 - 143,215.11 40,836,714.46 41,010,922.46 - 174,208.00 NORWEGIAN KRONE - U S DOLLAR Aug. 29 03 Oct 6 03 NOK - 22,630,500.00 USD 3,000,000.00 7.5435 7.057970 3,000,000.00 3,206,375.23 - 206,375.23 Sep. 4 03 Oct. 6 03 NOK - 38,930,000.00 USD 5,166,693.21 7.5348 7.057970 5,166,693.21 5,515,750.33 - 349,057.12 Sep. 5 03 Oct. 6 03 NOK - 29,934,000.00 USD 4,000,000.00 7.4835 7.057970 4,000,000.00 4,241,162.86 - 241,162.86 Sep. 9 03 Oct. 6 03 NOK 29,427,200.00 USD - 4,000,000.00 7.3568 7.057970 4,169,357.51 4,000,000.00 169,357.51 Sep. 10 03 Oct. 6 03 NOK 35,000,000.00 USD - 4,740,620.34 7.383 7.057970 4,958,933.00 4,740,620.34 218,312.66 Sep. 22 03 Oct 6 03 NOK - 24,700,320.00 USD 3,400,000.00 7.2648 7.057970 3,400,000.00 3,499,635.19 - 99,635.19 Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.07975 10,330,166.40 9,616,699.53 713,466.87 Dec. 11 02 Dec. 15 03 NOK 38,025,000.00 USD - 5,000,000.00 7.605 7.07975 5,370,952.04 5,000,000.00 370,952.04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031032 Chase CONFIDENTIAL SDNY_GM_00300230 EFTA01506046