02 2004
JPMorgan Chase Bank
345 Park Avenue. New York. NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 13 of 58
FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004
Description Counter Counter Premium Premium Premium Current Market Unrealized
Comp Amount Currency Amount Currency Loos, USD Value USD Saint oat USD
Foreign Exchange continued
JPY PUT USD CALL JPY - 987,350,000 USD - 9,100,000.00 USD - 92,820.00 - 92,820.00 - 182,778.23 - 89,958.23
FX EUROPEAN STYLE OPTION
NOV 19, 2004 Q 108.5
KNOCK INC 110.75
KNOCK OUT C 105.35
XJPYPA-JR-Z
GBP PUT USD CALL GBP - 11,666,666.66 USD - 21,874,999.99 USD - 708,750.00 - 708,750.00 - 900,606.35 - 191,856.35
FX EUROPEAN STYLE OPTION
AUG 20.2004 1.875
KNOCK INC 1.8375
XGBPPA-GN-Z
AUD PUT USD CALL AUD - 9,300,000 USD - 7,161,000.00 USD - 146,084.00 - 146,084.00 - 248,206.12 - 102,122.12
FX EUROPEAN STYLE OPTION
NOV 22.2004 C .77
KNOCK IN Q .755
KNOCK OUT .7965
XAUDPA-DH-Z
GBP PUT USD CALL GBP - 11,666,666 USD - 21,758,332.09 USD - 887,740.00 - 887,740.00 - 1,052,325.46 - 164,585.46
FX EUROPEAN STYLE OPTION
NOV 22.2004 Q 1.865
KNOCK INC 1.8285
XGBPPA-GO-Z
THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 211,275.00 - 193,725.00
FX EUROPEAN STYLE OPTION
FEB 23. 2005 C 36.
XTHBCA-AC-Z
THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 65,916.80 - 42,308.20
FX EUROPEAN STYLE OPTION
FEB 23. 2005 C 38.
XTHBCA-AB-Z
Total Foreign Exchange - 5,972,028.80 - 7,756,491.30 - 1,784,461.56
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031666
Chase
CONFIDENTIAL SDNY_GM_00300864
EFTA01506678