08 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 12 of 48
FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004
Description Counter Counter Premium Premium Premium Current WM.! Unttalized
Comp Amount Currency Amount Currency LOW USD Value USD &Holt Ose USD
Foreign Exchange continued
NZD PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 73,692.26 - 12,500.09
FX EUROPEAN STYLE OPTION
NOV 22, 2004 @ .88
KNOCK IN TRIGGERED @ .6625
XNZDPA-DB-Z
AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23561.94 - 105,289.35 - 81,727.41
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 405,000.00 405,000.00 405.00 - 404,595.00
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 2,488.62 - 105,736.38
FX EUROPEAN STYLE OPTION
FEB 23. 2005 @ 38.
XTHBCA-AB-Z
7WD CALL USD PUT 7WD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 21,598.63 - 174,401.37
FX EUROPEAN STYLE OPTION
MAR 01, 2005 @ 32.75
XTWDCA-AB-Z
Total Foreign Exchange - 141,519.28 - 1,962,284.22 - 1,820,764.90
ExClumpalaled OpeOne me cabal using matter ♦roes SI Me abet of business for statement date
Over-The-Cormier (OTC)Optona are valued el Mict.MOikitt. unlesSOnterwin agreed.
Sec Important Information about Pricing aria Valuations.
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032493
Chase
CONFIDENTIAL SDNY_GM_00301691
EFTA01507448