EFTA01507071.pdf

05 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number a Asset Account Portfolio Page 10 of 78 FINANCIAL TRUST INC May 01, 2004 - May 31, 2004 Swaps in Alphabetical Order continued Estimated Description !lade Date Maturity Date Value USD CROSS CURRENCY SWAP - 501,007 91 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 Value USD Unrealized Estimated Annual DescrIp0on Currency Quantity Unit Cost PrIcerthall Tax Cos! AccruedIncome USD Saint oss USD Income USO flaw % P 3 MONTH NZD BULLISH FX DEPOSIT NZD 0 98.104 0.00 N/A N/A 100% PRINCIPAL PROTECTED IN NZD JPMORGAN CHASE LONDON MATURITY DATE 8/10/2004 630999-9Z-5 Bearer Total Other - 3,757,741.98 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032061 Chase CONFIDENTIAL SDNY_GM_00301259 EFTA01507071