07 12004 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 65 Swaps in Alphabetical Order continued Description Estimated Trade Date Maturity Date Value USD CROSS CURRENCY SWAP 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 - 451,354 00 Structured Investments in Alphabetical Order DesaMtIon Currency Quantity Unit Cost PrIce/Und 6 MONTH CHF LINKED STRUCTURE CHF 10,000,000 100.00 99.7712 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 1243/2004 638998-9A-4 Bearer Total Other 10,000,000 Tax Cost Market Mu* USD Unrealized Estimated Annual Accrued Income USD Paint oss USD Income USD Yield% 8,003,201.28 7,798,596.30 - 204,604.98 N/A 8.003.201 28 4,716,104.60 - 204,604.98 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032361 SDNY_GM_00301559 EFTA01507333