Account Number:

EFTA01505094 Dataset 10 1 pages Download original PDF Download as text
07 12002 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 30 of 52 Swiss Franc Activity by Date continued Settlement Date type Ouannty Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct 30,000,000 20,000,000 - 20,000,000 - 10,000,000 - 5,000,000 - 5,000,000 - 10,000,000 Desenption Realized Gamlen USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT 0.01 - 44,592,000.00 - 30,532,009.58 BUY USD SELL CHF CONTRACT RATE : 1.486400000 TRADE 6/28/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 29,868,000.00 - 20,450,530.64 BUY USD SELL CHF CONTRACT RATE : 1.493400000 TRADE 6/28/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 29,560,000.00 20,239,643.95 BUY CHF SELL USD CONTRACT RATE : 1.478000000 TRADE 7/01/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 14,787,000.00 10,124,614.85 BUY CHF SELL USD CONTRACT RATE : 1.478700003 TRADE 7/01/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 7,397,500.00 5,065,046.21 BUY CHF SELL USD CONTRACT RATE : 1.479500000 TRADE 7/01/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 7,397,500.00 5,065,046.21 BUY CHF SELL USD CONTRACT RATE : 1.479500000 TRADE 7/01/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 14,800,000.00 10,133,515.91 BUY CHF SELL USD CONTRACT RATE : 1.480000000 TRADE 7/01/02 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030071 SDNY_GM_00299269 EFTA01505094