05 I2003
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 17 of 41
FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003
Foreign Exchange Contracts continued
Statement COunter Counter Gongt Märket Merket Vati* Merket value Umeelften
nackt ar• at• Curnene Amount Cunetne ATOM( Conerice Rat• nawate Rar• Reeelvainee USD PO bin tASO Ctuntoss USO
Apr. 24 03 Dec. 15 03 NOK - 72,625,000.00 USD 10,000,000.00 7.2625 6.809336 10,000,000.00 10,665,504.36 - 665,504.36
May. 21 03 Dec. 15 03 NOK - 68.490.000.00 USD 10,000,000.00 6.849 6.809336 10,000,000.00 10,058,249.83 - 58,249.83
Total Open 204,530,250.00 - 25,691,539.78 127,708,516.91 123,163,452.78 4,545,064.13
N ZEALAND DOLLAR - U S DOLLAR
Apr. 16 03 Oct 22 03 NZD 20,000,000 00 USD - 10,936,000.00 0.5468 0.568399 11,367,978. 32 10,936,000 00 431,978.32
May. 8 03 Oct 22 03 NZD 20,000,000 00 USD - 11,320,000.00 0.566 0.568399 11,367.978 32 11,320.000 00 47,978 32
Total Open 40,000,000.00 - 22,256,000.00 22,735,956.64 22,256,000.00 479,956.64
SWEDISH KRONA - U S DOLLAR
Dec. 12 02 Dec. 15 03 SEK 45,757,500.00 USD - 5,000,000.00 9.1515 7.847314 5,830,976.10 5,000,000.00 830,976.10
Dec. 12 02 Dec. 15 03 SEK 45,617,500.00 USD - 5,000,000.00 9.1235 7.847314 5,813,135.60 5,000,000.00 813,135.60
Mar. 12 03 Dec. 15 03 SEK - 91,375,000.00 USD 10,621,294.90 8.603 7.847314 10,621,294.90 11,644,111.70 - 1,022,816.80
Total Closed 0.00 621,294.90 22,265,406.60 21,644,111.70 621,294.90
Total Foreign Exchange Contract♦ 458,572,356.63 447,866,957.03 10,705,399.60
Contidential Treatment Requested by JPMorgan JPM-SDNY-00030633
Chase
CONFIDENTIAL SDNY_GM_00299831
EFTA01505651