06 IMO,' Account Number:
06 IMO,' Account Number:
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Asset Account Portfolio Page 10 of 72
Swaps in Alphabetical Order continued
Description Estimated
Trade Date Maloney 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 -535,157.00
Structured Investments in Alphabetical Order
Description Currency Quantity Unit Cost PrIceithall
6 MONTH CHF LINKED STRUCTURE CHF 10,000,000 100.00 99.1903
100% PRINCIPAL PROTECTED IN CHF
JPMORGAN LONDON 12/6/2004
638998-9A-4
Bearer
Total Other 10,000,000 Tax Coal Market Value USD Unrealized Estimated Annual
Gaintoss USD Income USD Wald% Accrued Income USD
8,003,201.28 7,920,024.50 - 83,176.78 N/A
8,003,201 28 7,358,553.39 - 83,176.78
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL JPM-SDNY-00032217
SDNY_GM_00301415
EFTA01507208