08 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
II3JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 11 of 48
FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004
Description Counter Counter Premium Premium Premium Current Market Unrealised
Cupp Amount Currency Amount Currency LOW USD Value USD Want oss USD
Foreign Exchange continued
JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 126,753.00 - 63,247.00
FX EUROPEAN STYLE OPTION
FEB09, 2005 02 115.
XJPYPA-KB-Z
ZAR PUT USD CALL ZAR - 46,080,000 USD - 7,200,000.00 USD - 194,400.00 - 194,400.00 - 404,588.85 - 210,188.85
FX EUROPEAN STYLE OPTION
OCT 14, 2004 @ 6.4
KNOCK IN TRIGGERED C 6.7
XZARPA-AL-Z
HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 396.35 - 311,883.65
FX EUROPEAN STYLE OPTION
SEP 23. 2004 02 7.833
XHKDPA-AH-Z
EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 14,644.40 - 41,802.60
FX EUROPEAN STYLE OPTION
NOV 01, 2004 @1.3
KNOCK OUT @ 1.1375
KNOCK OUT @ 1.21 BARRIER EXP 12/1/03
XEURCA-TO-Z
AUD PUT USD CALL AUD - 4,000,000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 296,258.92 - 189,585.72
FX EUROPEAN STYLE OPTION
OCT 11, 2004 @ .7775
KNOCK IN TRIGGERED@ .7565
KNOCK OUT Q .8020
XAUDPA-CO-Z
NZD PUT USD CALL NZD - 3,013,500 USD - 2,049,180.00 USD - 85,040.97 - 85,040.97 - 111,790.39 - 26,749.42
FX EUROPEAN STYLE OPTION
NOV 22.2004 @ .68
KNOCK IN TRIGGERED @ .6625
XNZDPA-DC-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032540
Chase
CONFIDENTIAL SDNY_GM_00301738
EFTA01507491