EFTA01505529.pdf

1 JPMorgan Chase Bank O 2003 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Nunbernina Asset Account Portfolio Page 14 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Foreign Exchange Contracts continued Settlement Counter Counter Current Minnet Adarket Value Market Value Unreallzed Träge an One Curnene Amouret Curreem AMOUIll Commet Rate FonearO Rate Reeelvatem USO Pa Wes USO GerneLoss USO Dec. 13 02 Dec. 15 03 CHF 14,290,000.00 USD - 10,000,000.00 1.429 1.358214 10,521,168.63 10,000,000.00 521,168.63 Jan. 15 03 Dec. 15 03 CHF - 13.765.000.00 USD 10,000.000.00 1.3765 1.358214 10,000.000.00 10,134,631.64 - 134.631.64 Total Open 21,683,000.00 - 15,000,000.00 56,032,605.45 55,123,415.94 909,189.51 Total 21,683,000.00 - 14,949,312.09 76,260,125.39 75,300,247.97 959,877.42 EURO CURRENCY - U S DOLLAR Dec 11 02 Jun. 12 03 EUR 5,000,000.00 USD - 5,030,000 00 1.006 0.93635 5,339,883.33 5,030,000.00 309,883.33 Dec 12 02 Dec 15 03 EUR 5,000,000.00 USD - 5.044,000 00 1.0088 0.9414 5,311,238 33 5,044,000.00 267,238.33 Dec. 12 02 Dec. 15 03 EUR 1,500,000.00 USD - 1,510,500.00 1.007 0.9414 1,593,371.49 1,510,500.00 82,871.49 Total Open 11,500,000.00 - 11,584,500.00 12,244,493.15 11,584,500.00 659,993.15 POUND STERLING - U S DOLLAR Jan. 30 03 Mar. 3 03 GBP - 500,000.00 USD 823,500.00 1.647 1.640235 823,500.00 820,117.58 3,382.42 Jan. 30 03 Mar. 303 GBP - 2,000,000.00 USD 3,296,200.00 1.6481 1.640235 3,296,200.00 3,280,470.33 15,729.67 Dec. 13 02 Dec. 15 03 GBP 5,000,000.00 USD - 7,770,500.00 1.5541 1.609761 8,048,806.66 7,770,500.00 278,306.66 Total Open 2,500,000.00 - 3,650,800.00 12,168,506.66 11,871,087.91 297,418.75 JAPANESE YEN - U S DOLLAR Dec. 13 02 Dec. 15 03 JPY 1,186,500,000.00 USD • 10,000,000.00 118.65 118.459482 10,016,082.98 10,000,000 00 16,082.98 Jan. 23 03 Dec. 15 03 JPY -1,186.500.000.00 USD 10.171,453 06 116.65 118.459482 10.171,453 06 10.016.082 98 155,370 08 Total Closed 0.00 171,453.06 20,187,536.04 20,016,082.98 171,453.06 Dec 30 02 Apr. 7 03 JPY 1,181,500,000 00 USD - 10,000.000 00 118.15 119.649184 9,874.701 71 10.000.000 00 - 125,298 29 Total 1,181,500,000.00 - 9,828,546.94 30,062,237.75 30,016,082.98 46,154.77 MEXICAN NEW PESO - U S DOLLAR Dec. 30 02 Mar. 3 03 MXN 102,000,000 00 USD - 9,750,501 86 10.461 0.00 0.00 0.00 0.00 NORWEGIAN KRONE - U S DOLLAR Dec. 30 02 Jun. 12 03 NOK 71,125,000.00 USD - 10,000,000.00 7.1125 7.05597 10,080,115.51 10,000,000.00 80,115.51 Jan. 16 03 Jun. 12 03 NOK 34,750,000.00 USD - 5,000,000.00 6.95 7.05597 4,924,907.05 5,000,000.00 - 75,092.95 Dec. 11 02 Dec. 15 03 NOK 73,135,000.00 USD - 9,616,699.53 7.605 7.19143 10,169,743.61 9,616,699.53 553,044.08 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030511 Chase CONFIDENTIAL SDNY_GM_00299709 EFTA01505529