EFTA01507333.pdf

07 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Swaps in Alphabetical Order continued Estimated Description Trade Date Maturity Date Value USD CROSS CURRENCY SWAP - 451,354 00 10MM AUD NOTIONAL 7.41MM USD NOTIONAL 3/W2014 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 Mu* USD Unrealized Estimated Annual DesaMtIon Currency Quantity Unit Cost PrIce/Und Tax Cost Accrued Income USD Paint oss USD Income USD Yield% 6 MONTH CHF LINKED STRUCTURE CHF 10,000,000 100.00 99.7712 8,003,201.28 7,798,596.30 - 204,604.98 N/A 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 1243/2004 638998-9A-4 Bearer Total Other 10,000,000 8.003.201 28 4,716,104.60 - 204,604.98 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032361 Chase CONFIDENTIAL SDNY_GM_00301559 EFTA01507333