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io August 01, 2004 - August 31, 2004 Page 11 of 48 Foreign Exchange Description JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z ZAR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 14, 2004 @ 6.4 KNOCK IN TRIGGERED @ 6.7 XZARPA-AL-Z HKD PUT USD CALL FX EUROPEAN STYLE OPTION S
.00 USD - 1,500,000.00 USD - 1,500,000.00 USD 0.00 - 11,971,000.00 - 3,536,700.00 11,883,000.00 1,766,100.00 1,796,100.00 - 62,500.00 POUND STERLING - JAPANESE YEN POUND STERLING - U S DOLLAR 5,000,000.00 JPY - 13,000,000.00 USD 5,000,000.00 USD - 5,000,000.00 USD 10,000,000.00 USD 3,000,000.00 USD 0.00
FEB 09, 2005 @ 1.5395 KNOCK IN TRIGGERED @ 1.5525 KNOCK OUT @ 1.5045 XEURCA-XL-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION APR 01, 2005 @ .715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NZD PUT USD CALL F
DOLLAR Nov 8 04 Nov 8 04 Nov 10 04 Nov 10 04 Nov 2 04 Nov 3 04 Nov 5 04 Nov 5 04 JAPANESE YEN Nov 3 04 EUR EUR - 5,000,000.00 USD POUND STERLING - JAPANESE YEN GBP 5,000,000.00 USD - 6,461,000.00 6,490,000.00 7,000,000.00 JPY- 1,364,300,000.00 GBP - 7,000,000.00 JPY 1,372,000,000.00 - U S DOLLAR Nov 5
FEB 09, 2005 @ 1.5395 KNOCK IN TRIGGERED @ 1.5525 KNOCK OUT @ 1.5045 XEURCA-XL-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION APR 01, 2005 @ .715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NZD PUT USD CALL F
DOLLAR Nov 8 04 Nov 8 04 Nov 10 04 Nov 10 04 Nov 2 04 Nov 3 04 Nov 5 04 Nov 5 04 JAPANESE YEN Nov 3 04 EUR EUR - 5,000,000.00 USD POUND STERLING - JAPANESE YEN GBP 5,000,000.00 USD - 6,461,000.00 6,490,000.00 7,000,000.00 JPY- 1,364,300,000.00 GBP - 7,000,000.00 JPY 1,372,000,000.00 - U S DOLLAR Nov 5
CALL FX EUROPEAN STYLE OPTION FEB 10, 2005 @ 1.22 KNOCK IN @ 1.195 XEURPA-PD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAR 07, 2005 @ 1.77 KNOCK IN @ 1.775 KNOCK OUT @ 1.84 XGBPPA-HO-Z GBP - 7,000,000 USD - 12,390,000.
3,000,000.00 USD - 10,000,000.00 USD - 1,500,000.00 USD - 1,500,000.00 USD EFTA01554168 10,000,000.00 USD 10,000,000.00 10,000,000.00 POUND STERLING - JAPANESE YEN Sep. 10 04 Oct. 20 04 GBP Sep. 22 04 Oct. 20 04 GBP Sep. 23 04 Oct. 20 04 GBP Sep. 27 04 Oct. 20 04 GBP Total Open 5,000,000.00 JPY - 5,000,00
CALL FX EUROPEAN STYLE OPTION FEB 10, 2005 @ 1.22 KNOCK IN @ 1.195 XEURPA-PD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAR 07, 2005 @ 1.77 KNOCK IN @ 1.775 KNOCK OUT @ 1.84 XGBPPA-HO-Z GBP - 7,000,000 USD - 12,390,000.
3,000,000.00 USD - 10,000,000.00 USD - 1,500,000.00 USD - 1,500,000.00 USD EFTA01554267 10,000,000.00 USD 10,000,000.00 10,000,000.00 POUND STERLING - JAPANESE YEN Sep. 10 04 Oct. 20 04 GBP Sep. 22 04 Oct. 20 04 GBP Sep. 23 04 Oct. 20 04 GBP Sep. 27 04 Oct. 20 04 GBP Total Open 5,000,000.00 JPY - 5,000,00
CALL FX EUROPEAN STYLE OPTION FEB 10, 2005 @ 1.22 KNOCK IN @ 1.195 XEURPA-PD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 09, 2005 @ 115. XJPYPA-KB-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION APR 01, 2005 @ .715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NZD PUT USD CALL F
DOLLAR Oct. 27 04 Dec. 9 04 AUD Oct. 8 04 Apr. 12 05 AUD Total Open Oct. 19 04 Dec. 9 04 GBP - 10,000,000.00 USD 10,000,000.00 USD 0.00 POUND STERLING - JAPANESE YEN MEXICAN NEW PESO - U S DOLLAR Oct. 13 04 Apr. 14 05 MXN Oct. 18 04 Apr. 14 05 MXN Total Open 10,000,000.00 JPY 58,200,000.00 USD 59,141,000.00
Entities connected to both XJPYPA-KB-Z and STERLING - JAPANESE YEN
Moody's Rating
ORGANIZATIONWALT DISNEY CO TOTAL RETURN SWAP
ORGANIZATION
Jeffrey Epstein
PERSONJ.P. Morgan Portfolios
ORGANIZATIONOptions
ORGANIZATION
JPMorgan Chase
ORGANIZATION
Newark
LOCATIONThe American Century
ORGANIZATIONJ.P. Morgan Funds Distributor, Inc.
ORGANIZATIONXTHBCA-AC-Z
ORGANIZATIONMRNGSTAR
ORGANIZATION
the Internal Revenue Service
ORGANIZATIONMorningstar
ORGANIZATIONIRPsmayuse
ORGANIZATIONXNZDPA-EH-Z
ORGANIZATIONXAUDPA-DX-Z
ORGANIZATIONXAUDPA-CQ-Z
ORGANIZATIONJPMSI Compliance Department
ORGANIZATIONust Company
ORGANIZATIONRenaissance Capital
ORGANIZATION