09 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 12 of 62
FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004
Description Counter Counter Premium Premium Premium Current Merkel Unrealized
Couto Amount Currency Amount Currency LOCSI USD Value USD &Anton USD
Foreign Exchange
EUR PUT USD CALL EUR 20,000.000 USD 22,000,000.00 USD 96,800.00 96,800.00 555.60 - 96,244.40
FX EUROPEAN STYLE OPTION
DEC 06. 2004 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 - 168,866.75 - 106,421.75
FX EUROPEAN STYLE OPTION
DEC 23, 2004 @ .69
KNOCK IN TRIGGERED 0 .7250
KNOCK OUT .65
XAUDCA-CD•Z
EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 204,660.44 - 35,334.44
FX EUROPEAN STYLE OPTION
FEB09. 2005 01.5395
KNOCK IN TRIGGERED 0 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 - 418,341.88 247,29012
FX EUROPEAN STYLE OPTION
FEB 10, 2005 0 1.22
KNOCK IN O 1.195
XEURPA-PD-Z
JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 96,163.00 - 93,837.00
FX EUROPEAN STYLE OPTION
FEB09. 2005 0115.
XJPYPA-KB-Z
GBP PUT USD CALL GBP - 7,000,000 USD - 12,390,000.00 USD - 329,574.00 - 329,574.00 - 142,452.59 187,121.41
FX EUROPEAN STYLE OPTION
MAR 07, 2005 O 1.77
KNOCK IN O 1.775
KNOCK OUT O 1.84
XGBPPA-110-2
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032713
Chase
CONFIDENTIAL SDNY_GM_00301911
EFTA01507648