08 2004
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
II3 JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 10 of 48
FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004
Options
DOSCrellOn Counter Counter Premium Premium Premium Cument Maker Unrealized
Cuero Amount Currency Amount Currency Load USD Value USD awnless USD
Foreign Exchange
JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 85,303.50 52,696.50
FX EUROPEAN STYLE OPTION
NOV 04, 2004 (pill.
KNOCK IN TRIGGERED Q 112.5
KNOCK OUT Q 106.25
XJPYPA-JW-Z
EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 20,064.00 - 76,736.00
FX EUROPEAN STYLE OPTION
DEC 06. 2004 Q 1.1
XEURPA-OP-Z
AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 115,550.00 - 53,105.00
FX EUROPEAN STYLE OPTION
DEC 23.2004 Q .69
KNOCK IN TRIGGERED Q .7250
KNOCK OUT Q .65
XAUDCA-CD-Z
EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 160,941.03 8,384.97
FX EUROPEAN STYLE OPTION
FEB 09. 2005 C 1.5395
KNOCK INC 1.5525
KNOCK OUT Q 1.5045
XEURCA-XL-Z
EUR PUT USD CALL EUR - 22,000,000 USD - 26,840,000.00 USD - 665,632.00 - 665,632.00 - 795,219.92 - 129,587.92
FX EUROPEAN STYLE OPTION
FEB 10.2005 Q 1.22
KNOCK INC 1.195
XEURPA-PD-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032539
Chase
CONFIDENTIAL SDNY_GM_00301737
EFTA01507490