EFTA01506615.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 8 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Other Swaps in Alphabetical Order &MKS Description Snide DMe Ileturtry Dere Value USD WALT DISNEY CO EQUITY SWAP 1,343,769.80 24.954.900 USD NOTIONAL JAN 19 2005 DEAL REF # 2353480 SWPBDA•FL•1 N/O Client WALT DISNEY CO TOTAL RETURN SWAP 1,268,658 17 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF # 2361214 SWPBDA-FV-9 Ni0 Client Structured Investments in Alphabetical Order Manse Value USD Untealcked Estimated Annual Description Du/Tents Quantity Unlr Cost Price•Unn Tax Coot Accrued Income USD °Sint ass (LSD income USD Yield % 3 MONTH MXN BULLISH FX DEPOSIT MXN 110,500,000 100.00 99.8394 10,000,000.00 9,970,912.25 - 29,087.75 Nth 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 5/3/2004 630998-90.9 Bearer Confidential Treatment Requested by JPMorgan JPM-SDNY-00031603 Chase CONFIDENTIAL SDNY_GM_00300801 EFTA01506615