EFTA01506562.pdf

0 1 IMO,' JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 8 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Other Swaps in Alphabetical Order EstWand Description Trade Dare Maturny Date Value USD WALT DISNEY CO EQUITY SWAP - 1,099,70961 24.954.900 USD NOTIONAL JAN 19 2005 DEAL REF # 2353480 SWPBDA•FL•1 WO Client Structured Investments in Alphabetical Order Market Value USD Unrsalicad Estimated Annual Description Currency Duman). UM Cost PSCMAWI Tax Coss Accrued Income USD Garton USD Income USD Wald% 3 MONTH GBP BULLISH FX DEPOSIT -GBP GBP 10,000,000 100.00 99.9995 16,980,000.02 *201,600.00 1,221,599.98 N/A 100% PRINCIPAL PROTECTED IN GBP JPMORGAN CHASE LONDON 1/302004 619998-9T-6 Bearer 3 MONTH HUF BULLISH FX DEPOSIT HUF 1,083,000,000 100.00 102.71 5,000,000.00 5,238,362.70 238,362.70 N/A 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 630998-9A-2 Bearer Confidential Treatment Requested by JPMorgan JPM-SDNY-00031550 Chase CONFIDENTIAL SDNY_GM_00300748 EFTA01506562