EFTA01507271.pdf

06 IMO,' JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Swaps in Alphabetical Order continued Estimated Description Trade Date Maloney Date Value USD CROSS CURRENCY SWAP -535,157.00 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 Value USD Unrealized Estimated Annual Description Currency Quantity Unit Cost PrIceithall Tax Coal Accrued Income USD Gaintoss USD Income USD Wald% 6 MONTH CHF LINKED STRUCTURE CHF 10,000,000 100.00 99.1903 8,003,201.28 7,920,024.50 - 83,176.78 N/A 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 638998-9A-4 Bearer Total Other 10,000,000 8,003,201 28 7,358,553.39 - 83,176.78 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032289 Chase CONFIDENTIAL SDNY_GM_00301487 EFTA01507271