EFTA01506990.pdf

04 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Swaps in Alphabetical Order continued Estimated Description Trade Aare Maturity Date Value USD CROSS CURRENCY SWAP - 448,274.95 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 Market Value LISA Urn:owed alienated A/1MA/ Descuptron Currency Quantity Um Cost Enterthad Tax Coss Accrued Income USD Gain/Loss USD Income WO Yield % 3 MONTH MXN BULLISH FX DEPOSIT MXN 110,500,000 100.00 100.0177 10,000,000.00 9,691,545.05 - 308,454.95 N/A 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 5/3/2004 630998-9G-9 Bearer 3 MONTH HUF BULLISH FX DEPOSIT HUF 2,120,000,000 100.00 104.421 10,000,000.00 10,571,146.80 571,146.80 N/A 100% PRINCIPAL PROTECTED IN HUF JPMORGAN CHASE LONDON 5/10/2004 630998-9H-7 Bearer 3 MONTH NW BULLISH FX DEPOSIT NZD 10,000,000 100.00 99.9224 6,775,000.00 6,250,155.50 - 524,844.50 N/A 100% PRINCIPAL PROTECTED IN NW JPMORGAN CHASE LONDON 5/10/2004 630998-9T-1 Bearer Confidential Treatment Requested by JPMorgan JPM-SDNY-00031979 Chase CONFIDENTIAL SDNY_GM_00301177 EFTA01506990