12 2004
JPMorgan Chase Bank, N.A.
345 Park Avenue, New York, NY 10154-1002
II3JPMorgan Private Bank
Account Number Asset Account Portfolio Page 11 of 43
FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004
Description Counter Counter Premium Premium Premium Current Market Unrealized
Cupp Amount Currency Amount Currency LOCO, USD Value USD OeltirLOSe Leo
Foreign Exchange continued
AUD PUT USD CALL AUD - 20,000,000 USD - 14,300,000.00 USD - 215,930.00 - 215,930.00 - 59,906.00 156,024.00
FX EUROPEAN STYLE OPTION
APR 01, 2005 0.715
KNOCK IN TRIGGERED 0 .7193
BARRIER EXP 10/7/2004
XAUDPA-DX-Z
NZD PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 - 43,713.10 56,036.90
FX EUROPEAN STYLE OPTION
MAR 31, 2005 .665
KNOCK IN TRIGGERED e .67
BARRIER EXP 10/7/2004
XNZDPA-EH-Z
EUR PUT USD CALL EUR - 10,500,000 USD - 13,177,500.00 USD - 322,848.75 - 322,848.75 - 27,676.32 295,172.43
FX EUROPEAN STYLE OPTION
APR 20, 2005 O 1.255
XEURPA-PO-Z
TH8 CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 20,412.00 - 384,588.00
FX EUROPEAN STYLE OPTION
FEB 23, 2005 (12 36.
XTHBCA-AC-Z
THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 36,577.09 - 71,647.91
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 196,000.00 196,000.00 352,350.70 156,350.70
FX EUROPEAN STYLE OPTION
MAR 01, 2005 (V 32.75
XTWDCA-AB-Z
Total Foreign Exchange 91,370.25 152,081.65 60,711.40
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033027
Chase
CONFIDENTIAL SDNY_GM_00302225
EFTA01507930