07 12002 JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002 dl
JPMorgan Private Bank
Account Nutuber: Asset Account Portfolio Page 12 of 52
FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary GainfLoss Summary
rekte in Curreney Varia aso
Swiss Franc 29,832,000.00 Total Unrealized Closed 547,500.00
Pound Sterling 10,000,000.00 Total Unrealized Open - 551,530.50
Norwegian Krone 153,575,000.00 Total Unrealized GainlLoss -4,030.50
Swedish Krona 182,800,000.00
U S Dollar - 74,898,913.18
Foreign Exchange Contracts
Statement Counter Counter Current Matkat Marker Vake Marker Valut Urrealaact
Trad* Date Date Cumney Amev« Currency Amen: Contract Rare fanero Rate Pearvablu USO Payables USD Gaintoss USO
SPECULATIVE
SWISS FRANC - U S DOLLAR
Jul. 11 02 Jul. 17 02 CHF - 14,975,000.00 USD 10,101,180.44 1.4825 1.482519 10,101,180.44 10,101,051.21 129.23
Jun. 21 02 Sep. 25 02 CHF 15,120,000.00 USD - 10,000,000.00 1.512 1.479427 10,220,176.31 10,000,000.00 220,176.31
Jul. 22 02 Sep. 25 02 CHF 44,327,000.00 USD - 30,517,728.06 1.4525 1.479427 29,962,285.41 30,517,728.06 - 555,442.65
Jul. 26 02 Sep. 25 02 CHF - 14,640,000.00 USD 10,000,000.00 1.464 1.479427 10,000,000.00 9,895,726.27 104,273.73
Total Open 29,832,000.00 - 20,416,547.62 60,283,642.16 60,514,505.54 - 230,863.38
POUND STERLING - U S DOLLAR
Jun. 20 02 Sep. 24 02 GBP 10,000,000.00 USD - 14.925,000.00 1.4925 1.55723 15,572,300 00 14,925,000.00 647,300.00
Jul. 12 02 Sep. 24 02 GBP - 5,000,000.00 USD 7,697,500.00 1.5395 1.55723 7,697,500 00 7,786,150.00 - 88,650.00
Jul. 26 02 Sep. 24 02 GBP - 5,000.000 00 USD 7,775,000.00 1.555 1.55723 7,775.000 00 7,786.150 00 - 11,150 00
Total Closed 0.00 547,500.00 31,044,800.00 30,497,300.00 547,500.00
Jul. 11 02 Sep. 25 02 GBP 10.000.000 00 USD - 15,534,000.00 1.5534 1.557143 15,571,430 00 15.534.000 00 37.430 00
Total 10,000,000.00 - 14,986,500.00 46,616,230.00 46,031,300.00 584,930.00
Contidential Treatment Requested by JPMorgan JPM-SDNY-00030105
Chase
CONFIDENTIAL SDNY_GM_00299303
EFTA01505127