EFTA01506820.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Swaps in Alphabetical Order continued airmailed Description !lade Dale Maturity Date Value USD CROSS CURRENCY SWAP 122,826.00 10MM NZD NOTIONAL 6.51MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 6.26% NZD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY SWPBDA-HA-3 N/O Client CROSS CURRENCY SWAP 175,79168 10MM AUD NOTIONAL 7.41MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 5.84% AUD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY SWPBDA-HB-1 N/O Client Structured Investments in Alphabetical Order Marlin Value USD Urvearlftell Ellie:Vied Amulet DeStriptIon CteeleMy Quantify Um Cost Pne✓VMt Tax Con AccruedIncome USD Santos USD IMMO USD IWO% 3 MONTH MXN BULLISH FX DEPOSIT MXN 110,500,000 100.00 100.2373 10,000,000.00 9,916,137.40 - 83,862.60 N/A 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 5/3/2004 630998-9G-9 Bearer 3 MONTH HUF BULLISH FX DEPOSIT HUF 2,120,000,000 100.00 104.709 10,000,000.00 10,965,700.00 965,700.00 N/A 100% PRINCIPAL PROTECTED IN HUF JPMORGAN CHASE LONDON 5/10/2004 630998-9H-7 Bearer Confidential Treatment Requested by JPMorgan JPM-SDNY-00031809 Chase CONFIDENTIAL SDNY_GM_00301007 EFTA01506820