05 INN JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 13 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
Description Counter Counter Premium Premium Premium Current Market Unrealized
Comp Amount Currency Amount Currency LOCSI USD Value USD Saint ass USD
Foreign Exchange continued
HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 9,806.92 - 302,473.08
FX EUROPEAN STYLE OPTION
SEP 23, 2004 e 7.833
XHKOPA-AH-Z
EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 323,939.05 274,752.85
FX EUROPEAN STYLE OPTION
NOV 01, 2004 @ 1.25
KNOCK OUT @ 1.1375
KNOCK OUT @ 1.21 BARRIER EXP 12/1/03
XEURCA-TP-Z
EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 100,771.20 44,324.20
FX EUROPEAN STYLE OPTION
NOV 01, 2004 @1.3
KNOCK OUT @ 1.1375
KNOCK OUT @ 1.21 BARRIER EXP 12/1/03
XEURCA-TO-Z
AUD PUT USD CALL AUD - 4,000.000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 304,594.12 - 197,920.92
FX EUROPEAN STYLE OPTION
OCT 11.2004 @ .7775
KNOCK IN TRIGGERED @ .7565
KNOCK OUT @ .8020
XAUDPA-CO-Z
NW PUT USD CALL NZD - 16,650,000 USD - 11,322,000.00 USD - 469,863.00 - 469,863.00 - 2,177,096.22 - 1,707,23122
FX EUROPEAN STYLE OPTION
NOV 22, 2004 @ .68
KNOCK IN TRIGGERED 12 .6625
XNZDPA-DC-Z
NW PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 1,329,960.94 - 1,268,768.77
FX EUROPEAN STYLE OPTION
NOV 22.2004 @ .68
KNOCK IN TRIGGERED .6625
XNZDPA-DB-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032142
Chase
CONFIDENTIAL SDNY_GM_00301340
EFTA01507143