07 INN JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 13 of 65
FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004
Deserspoon Counter Counter Premium Premium Premium Current Market Unrealized
Cupp Amount Currency Amount Currency Local USD Value USD Saint oat USD
Foreign Exchange continued
AUD PUT USD CALL AUD -1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 118,035.20 - 94,473.26
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 2,349.00 - 402,651.00
FX EUROPEAN STYLE OPTION
FEB 23. 2005 36.
XTHBCA-AC-Z
THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 6,576.57 - 101,648.43
FX EUROPEAN STYLE OPTION
FEB 23. 2005 38.
XTHBCA-AB-Z
TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 36,201.85 - 159,798.15
FX EUROPEAN STYLE OPTION
MAR 01.2005 @ 32.75
XTWDCA-AB-Z
Total Foreign Exchange - 592,759.31 - 2,548,415.32 - 1,955,656.00
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