02 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number:0 30171.00.5 Asset Account Portfolio Page 11 of 58
FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004
Description Counter Counter Premium Premium Premium Current Market Unrealized
Cusip Amount Currency Amount Currency LOCSI USD MOO USD Grunt oss USD
Foreign Exchange continued
AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 310,603.60 - 43,920.60
FX EUROPEAN STYLE OPTION
OCT 11.2004 .7775
KNOCK IN TRIGGERED 0 .7565
KNOCK OUT O .8020
XAUDPA-CO-Z
EUR PUT USD CALL EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 426,468.82 - 11,465.82
FX EUROPEAN STYLE OPTION
JUL 16, 2004 01.22
XEURPA-LZ-Z
NZD PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 130,301.40 102,924.60
FX EUROPEAN STYLE OPTION
OCT 19.2004 @ .63
XNZDPA-CS-Z
EUR PUT USD CALL EUR - 10,000,000 USD - 12,300,000.00 USD - 284,130.00 - 284,130.00 - 294,529.20 - 10,399.20
FX EUROPEAN STYLE OPTION
JUL 20. 2004 O 1.23
XEURPA-MB-Z
EUR PUT USD CALL EUR - 25,000,000 USD - 30,500,000.00 USD - 857,050.00 - 857,050.00 - 866,164.75 - 9,114.75
FX EUROPEAN STYLE OPTION
OCT 27.2004 0 1.22
KNOCK IN fp 1.202
XEURPA-MG-Z
NZD PUT USD CALL NZD - 39,000,000 USD - 25,740,000.00 USD - 1,132,560.00 - 1,132,560.00 - 873,816.45 258,743.55
FX EUROPEAN STYLE OPTION
OCT 27.2004 O .66
KNOCK IN Q .6475
XNZDPA-CT-Z
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Chase
CONFIDENTIAL SDNY_GM_00300862
EFTA01506676