06 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002 O
JPNlorgan Private Bank
Account Number Asset Account Portfolio Page 1 c 12
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
Options
scfpnon Counter Counter Premium Pramnim Premium Current Market Unrealized
Cusp Amount Currency Amount Currency Local USD Value USD Gamlen USD
Foreign Exchange
HUF PUT USD CALL HUF -1,002,250,000 USD - 4,750,000.00 USD - 277,875.00 - 277,875.00 - 111,790.97 166,084.03
FX EUROPEAN STYLE OPTION
SEP 16. 2004 0 211.
KNOCK IN O 220
XHUFPA-A1-2
HUF PUT USD CALL HUF -1,696,000,000 USD - 8,000,000.00 USD - 424,000.00 - 424,000.00 - 177,147.20 246,852.80
FX EUROPEAN STYLE OPTION
SEP 16. 2004 O 212.
KNOCK IN O 220
XHUFPA-AJ-Z
JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 97,191.60 40,808.40
FX EUROPEAN STYLE OPTION
NOV 04.2004 O 111.
KNOCK IN TRIGGERED 0 112.5
KNOCK OUT 106.25
XJPYPA-JW.Z
AUD PUT USD CALL AUD - 4,000,000 USD - 2,760,000.00 USD - 91,908.00 - 91,908.00 - 76,307.88 15,600.12
FX EUROPEAN STYLE OPTION
OCT 11.2004 0 .69
KNOCK IN 67
XAUDPA-DN-Z
EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 66,956.20 - 29,843.80
FX EUROPEAN STYLE OPTION
DEC 06.2004 0 1.1
XEURPA-OP-Z
Confidential Treatment Requested by JPMorgan JPI41-SDNY-00032290
Chase
CONFIDENTIAL SDNY_GM_00301488
EFTA01507272