09 2002
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
ii3 JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 7 of 9
FINANCIAL TRUST COMPANY, INC. September 01, 2002 - September 30. 2002
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary Gain/Loss Summary
Value at Currency Wu* in USC
Swiss Franc 29,667,940 00 Total Unrealized Open 93,205.54
U S Dollar - 20.000.000 00 Total Unrealized Gain/Loss 93,206.64
Foreign Exchange Contracts
Soniemenr GNAW,/ Co..,,., Current Marren Marker Value Market Value Untoslant
Trade Dare Dare Currency Amount Currency Amount Contract Rate Forward Rat, Recervabros USD Payables USD Winton USD
SPECULATIVE:
SWISS FRANC - U S DOLLAR
Jun 26 02 Jul 15 02 CHF 29.667,940 00 USD - 20,000,000.00 1.483397 1.476516 20,093,205 54 20,000,000.00 93,205.54
Total Foreign Exchange Contracts 20,093,205.54 20,000,000.00 93,205.54
Confidential Treatment Requested by JPMorgan JPM-SDNY-00037318
Chase
CONFIDENTIAL SDNY_GM_00306516
EFTA01511491