0 1 12004
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: 0 30171.00.5 Asset Account Portfolio Page 12 of 53
FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004
Deseripflon Canter Counter Premium Premium Premium Current larket Unrealized
Cued. Amount Currency Amount Currency LOC& USD Value USD OfiltELOSS USD
Foreign Exchange continued
NZD PUT USD CALL NZD - 24,691,358.49 USD - 16,358,025.00 USD - 407,315.00 - 407,315.00 - 599,601.49 - 192,286.49
FX EUROPEAN STYLE OPTION
OCT 18.2004 O .6625
KNOCK IN O .652
KNOCK OUT @ 6985
XNZDPA-CP-Z
AUD PUT USD CALL AUD - 22,471,910.67 USD - 17,359,550.99 USD - 524,258.00 - 524,258.00 - 1,980,453.08 - 1,456,195.08
FX EUROPEAN STYLE OPTION
OCT 18.2004 a .7725
KNOCK IN .7525
KNOCK OUT Q .7973
XAUDPA-CV-Z
GBP PUT USD CALL GBP - 7,168,458.74 USD - 13,032257.99 USD - 301,045.00 - 301,045.00 - 367,167.52 - 66,122.52
FX EUROPEAN STYLE OPTION
OCT 18. 2004 O 1.818
KNOCK IN TRIGGERED O 1.815
KNOCK OUT Q 1.8735
XGBPPA-GI-Z
GBP PUT USD CALL GBP - 12,500,000 USD - 22,875,000.00 USD - 443,775.00 - 443,775.00 - 638,368.88 - 194,593.88
FX EUROPEAN STYLE OPTION
JUL 16, 2004 C 1.83
KNOCK IN TRIGGERED 0 1.8165
KNOCK OUT O 1.8793
XGBPPA-GF-Z
EUR PUT USD CALL EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 484,159.01 - 69,156.01
FX EUROPEAN STYLE OPTION
JUL 16, 2004 O 1.22
XEURPA-12-2
NW PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 204,192.36 29,033.64
FX EUROPEAN STYLE OPTION
OCT 19.2004 O .63
XNZDPA-CS-Z
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CONFIDENTIAL SDNY_GM_00300699
EFTA01506513