EFTA01507208

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