11 L04
JPMorgan Chase Bank, N.A.
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 13 of 35
FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004
Description Counter Counter Premium Premium Premium Current Markel Unrealized
Coale Amount Currency Amount Currency Local USD Value USD Saint oas USD
Foreign Exchange continued
EUR PUT USD CALL EUR - 10,500,000 USD - 13,177,500.00 USD - 322,848.75 - 322,848.75 - 83,724.48 239,124.27
FX EUROPEAN STYLE OPTION
APR 20, 2005 01.255
XEURPA-PO-Z
GBP PUT JPY CALL GBP - 10,000,000 JPY 1,930,000,000.00 USD - 462,137.00 - 462,137.00 0.00 462,137.00
FX EUROPEAN STYLE OPTION
AUG 24, 2005 @ 193
KNOCK IN @ 192
KNOCK OUT O 197
XGBPPA-HR-Z
THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 23,220.00 - 381,780.00
FX EUROPEAN STYLE OPTION
FEB 23. 2005 0 36.
XTHBCA-AC-Z
THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 33,512.01 - 74,712.99
FX EUROPEAN STYLE OPTION
FEB 23. 2005 @ 38.
XTHBCA-AB-Z
TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 248,005.93 52,005.93
FX EUROPEAN STYLE OPTION
MAR 01, 2005 @ 32.75
XTWDCA-AB-Z
Total Foreign Exchange - 711,411.75 - 659,654.66 51,757.09
EaChelf9C, A3SC4 optnns we varect using market prices at the cbse busans kw statement date
Over- Tne-Counfer (OTC)oplons are valued el Mgt Market torie.s4 othervesse agreed
Set Important/Normal/On about Pricing and Value:lent
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032924
Chase
CONFIDENTIAL SDNY_GM_00302122
EFTA01507839