EFTA01506820

03 2004 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 88 Swaps in Alphabetical Order continued Description airmailed !lade Dale Maturity Date Value USD CROSS CURRENCY SWAP 10MM NZD NOTIONAL 6.51MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 6.26% NZD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY SWPBDA-HA-3 N/O Client 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 122,826.00 175,79168 Structured Investments in Alphabetical Order DeStriptIon CteeleMy 3 MONTH MXN BULLISH FX DEPOSIT MXN 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 5/3/2004 630998-9G-9 Bearer 3 MONTH HUF BULLISH FX DEPOSIT HUF 100% PRINCIPAL PROTECTED IN HUF JPMORGAN CHASE LONDON 5/10/2004 630998-9H-7 Bearer Quantify Um Cost Pne✓VMt Tax Con Marlin Value USD Urvearlftell Ellie:Vied Amulet Santos USD IMMO USD IWO% Accrued Income USD 110,500,000 100.00 100.2373 10,000,000.00 9,916,137.40 - 83,862.60 N/A 2,120,000,000 100.00 104.709 10,000,000.00 10,965,700.00 965,700.00 N/A Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031809 SDNY_GM_00301007 EFTA01506820