11 LIM JPMorgan Chase Bank, N.A.
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 11 of 35
FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004
Option Holdings in Alphabetical Order continued
Desorption Currency/ Current Markel Premium Cumin: Mufti Unrealized
Cusip Account Type Quantify Unit Cost Prfcetnit USD Value USD afraVLoss USD
Other continued
WTI LONG PUT OPTION USD 100 180,000.00 151.2983 180,000.00 15,129.83 - 164,870.17
USD CALL OPTION STRIKE 44
EXPIRING 12/15/2004
Underlying Asset Price = S46.22
OTCBDP-BB•V
WTI USD - 50 195,000.00 3,060.8788 - 97,500.00 - 153,043.94 - 55,543.94
SHORT PUT OPTION
USD CALL OPTION
STRIKE 50.00
EXPIRING 1/14'2005
OTCSDP-BC-F
Total Other 700 71,500.00 - 643,085.60 - 714,585.60
Desorption Counter Cev*er Premium Premium Premium Current Merkel Unrealized
Cusp Amount Currency Amount Currency Local USD Value USD GenVLoss USD
Foreign Exchange
EUR PUT uSD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 0.00 • 96,800.00
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 - 419,854.10 - 357,409.10
FX EUROPEAN STYLE OPTION
DEC 23, 2004 @ .69
KNOCK IN TRIGGERED @ 3250
KNOCK OUT @ .65
XAUDCA-CD-2
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032957
Chase
CONFIDENTIAL SDNY_GM_00302155
EFTA01507868