06 INN JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 14 of 72
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
Description Cwnw Counter Premium Premium Premium Current Market Unitelind
Comp Amount Currency Amount Currency LOCO, USD value USD Gelnitose USD
Foreign Exchange continued
AUD PUT USD CALL AUD - 4,000.000 USD • 3,110,000.00 USD - 106,673.20 - 106,673.20 - 356,063.16 - 249,389.96
FX EUROPEAN STYLE OPTION
OCT 11.2004 .7775
KNOCK IN TRIGGERED @ .7565
KNOCK OUT @ .6020
XAUDPA-CO-Z
NZO PUT USD CALL NZD - 14,450,000 USD - 9,826,000.00 USD - 407,779.00 - 407,779.00 - 871,861.56 - 464,082.56
FX EUROPEAN STYLE OPTION
NOV 22, 2004 @ .68
KNOCK IN TRIGGERED (g .6625
XNZDPA-DC-Z
NW PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 119,858.34 - 58,666.17
FX EUROPEAN STYLE OPTION
NOV 22.2004 @ .68
KNOCK IN TRIGGERED fg .6825
XNZDPA-DB-Z
GBP PUT USD CALL GBP - 5,750,000.66 USD - 10,781,251.24 USD - 349,312.54 - 349,312.54 - 425,246.24 - 75,933.70
FX EUROPEAN STYLE OPTION
AUG 20, 2004 @ 1.875
KNOCK IN TRIGGERED @ 1.8375
XGBPPA-GN-Z
AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 127,266.27 - 103,704.33
FX EUROPEAN STYLE OPTION
NOV 22, 2004 @ .77
KNOCK IN @ TRIGGERED @ .755
KNOCK OUT @ .7965
XAUDPA-DH-Z
THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 1,377.00 - 403,623.00
FX EUROPEAN STYLE OPTION
FEB 23. 2005 @ 36.
XTHBCA-AC-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032293
Chase
CONFIDENTIAL SDNY_GM_00301491
EFTA01507275