0 1 INN JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 11 of 53
FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004
Description Counter' Counter Premium Premium Premium Current Market Unrealized
Cupp Amount Currency Amount Currency LOCO, USD Value USD WontPm USD
Foreign Exchange continued
EUR CALL USD PUT EUR 10,000,000 USD 12,500,000.00 USD 98,372.40 98,372.40 114,873.60 16,501.20
FX EUROPEAN STYLE OPTION
C
NOV 01, 2004 @ 1.25
KNOCK OUT @ 1.1375
KNOCK OUT
XEURCA-TP-Z
1.21 BARRIER EXP 12/1/03
OG
EUR CALL USD PUT EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 56,778.50 - 225,456.50
FX EUROPEAN STYLE OPTION
NOV 01, 2034 1.3
KNOCK OUT 1.1375
KNOCK OUT Q 1.21 BARRIER EXP 12/1/03
XEURCA-TO-Z
NW PUT USD CALL NZD - 10,000,000 USD - 6,750,000.00 USD - 188,325.00 - 188,325.00 - 308,562.50 - 120,237.50
FX EUROPEAN STYLE OPTION
OCT 11.2004 .675
KNOCK IN TRIGGERED @ .6685
KNOCK OUT @ .7020
XNZ DPA-CM-Z
AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 424,972.20 - 158,289.20
FX EUROPEAN STYLE OPTION
OCT 11.2004 @ .7775
KNOCK IN TRIGGERED @ .7565
KNOCK OUT @ .8020
XAUDPA-CQ-Z
AUD PUT USD CALL AUD - 16,666,666.66 USD - 12,749,999.99 USD - 303,450.00 - 303,450.00 - 477,747.00 - 174,297.00
GC
FX EUROPEAN STYLE OPTION
JUL 14, 2004
KNOCK IN
KNOCK OUT
XAUDPA-CS-Z
.75
.765
.7975
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031600
Chase
CONFIDENTIAL SDNY_GM_00300698
EFTA01506512