04 INN Account Number: FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 82 Swaps in Alphabetical Order continued Description Estimated Trade Aare Maturity Date Value USD CROSS CURRENCY SWAP 10MM AUD NOTIONAL 7.41MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 5.84% AUD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY SWPBDA-HB-1 N/O Client - 448,274.95 Structured Investments in Alphabetical Order Descuptron Currency Quantity Um Cost Enterthad Tax Coss Market Value LISA Urn:owed alienated A/1MA/ Accrued Income USD Gain/Loss USD Income WO Yield % 3 MONTH MXN BULLISH FX DEPOSIT MXN 110,500,000 100.00 100.0177 10,000,000.00 9,691,545.05 - 308,454.95 N/A 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 5/3/2004 630998-9G-9 Bearer 3 MONTH HUF BULLISH FX DEPOSIT HUF 2,120,000,000 100.00 104.421 10,000,000.00 10,571,146.80 571,146.80 N/A 100% PRINCIPAL PROTECTED IN HUF JPMORGAN CHASE LONDON 5/10/2004 630998-9H-7 Bearer 3 MONTH NW BULLISH FX DEPOSIT NZD 10,000,000 100.00 99.9224 6,775,000.00 6,250,155.50 - 524,844.50 N/A 100% PRINCIPAL PROTECTED IN NW JPMORGAN CHASE LONDON 5/10/2004 630998-9T-1 Bearer Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031979 SDNY_GM_00301177 EFTA01506990