EFTA01508129.pdf

05 2005 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 8 of 15 FINANCIAL TRUST COMPANY INC May 01. 2005 - May 31, 2005 Other Swaps in Alphabetical Order Estimated OeStrtPuen Trade Date Maturity Date Value USE INTEREST RATE SWAP - 353,872 00 1.000.000.000JPY NOTIONAL SEP 7 2014 REC FLOATING JPY 3 MONTH LIBOR PAY FIXED RATE 1 577% JPY QUARTERLY ACTUAL/360 SWPBDA-JL-7 Ni0 Client Total Other - 353,872.00 Important Informebon about Pncing and Valuatiana Room same of whch an prowled by Artery Asnieres a cener =nos ahch no doom rebsbro aro rots, abased to occorary a a: nAstabie values VaLbabons of mor.tnacountee donverno bartactons erJadery orbit detvabyaseataled depoat products have boon petard anemia-market tan Those yatuabon: aft erdocatios vamps as of the cia.e• business el the data d tha statement and. ertept as abernte agreed rn nrs!vv. these vartratons do rot represent the actual terms at *Itch fransacbons a secuestres cask; be taught a sot; a re er fre030CiCIN CCIAli be entered mntr. a the actual teems on ?inch errata; transacbons seta/tea coati be Aquelaktt oscine date of fibs statement Nt do not newt the, completeness a accuracy These valeabais we demed born p, Op•iefary models based upon wed recognized (tenors!pnrxrpres and we have, when net:essay to cattle* the Present valueof future cash fbns. made reasonable etbmstes about teems& future market ootrabat Valuatons based on other models a afferent assumpban may ).*id driferent longs Mogan expressly disciams any reapcnseafty (I) the accuracy of the mode's a estimates used n derma; the valvattns (2) any was a arms:Ara n corrtobny a dextrunabnp lye vatbstrons and (3) any uses to *Nth Vie vat.atons eve put Yatrabons a'e protdel for oda mebon purposes only and are mkrx*ed sae!), la Ka own use Please refer lo the trade coml.vmebon tot *Ws of each 9ansaction Confidential Treatment Requested by JPMorgan JPM-SDNY-00033294 Chase CONFIDENTIAL SDNY_GM_00302492 EFTA01508129