09 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: CLI Asset Account Portfolio Page 13 of 62
FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004
Description Counter COWIN Premium Premium Premium Current kismet Unrealized
Casio Amount Currency Amount Currency LOCSI USD Value USD Saint oat USD
Foreign Exchange continued
GBP PUT USD CALL GBP - 7,000,000 USD - 12,390,000.00 USD - 324,618.00 - 324,618.00 - 142,452.59 182,165.41
FX EUROPEAN STYLE OPTION
MAR 07, 2005 Q 1.77
KNOCK IN @ 1.775
KNOCK OUT @ 1.84
XGBPPA-HP-Z
P ZAR CALL USD PUT ZAR - 41,925,000 USD - 6,500,000.00 USD - 58,500.00 - 58,500.00 - 110,570.48 - 52,070.48
FX EUROPEAN STYLE OPTION
OCT 14, 2004 a
6.45
XZARCA-AK-Z
P AUD PUT USD CALL AUD - 20,000,000 USD - 14,300,000.00 USD - 215,930.00 - 215,930.00 0.00 215,930.00
FX EUROPEAN STYLE OPTION
APR 01, 2005 a .715
KNOCK IN TRIGGERED @ .7193
BARRIER EXP 10/7/2004
XAUDPA-DX-Z
P NZD PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 0.00 99,750.00
FX EUROPEAN STYLE OPTION
MAR 31, 2005 @ .665
KNOCK IN TRIGGERED @ .67
BARRIER EXP 10/7/2004
XNZDPA-EH-Z
EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 9,811.40 - 46,635.60
FX EUROPEAN STYLE OPTION
NOV 01, 2C•34 @ 1.3
KNOCK OUT @ 1.1375
KNOCK OUT it 1.21 BARRIER EXP 12/1/03
XEURCA-TO-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032714
Chase
CONFIDENTIAL SDNY_GM_00301912
EFTA01507649