03 2004
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 9 of 88
FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004
Swaps in Alphabetical Order continued
Estimated
Description rode Date Mammy Dam Value USD
INTEREST RATE SWAP - 121,619.00
10.000,000 AUD NOTIONAL 3/9/2014
REC:FIXED RATE 5.72% AUD SEMI-ANNUAL
PAY: FLOATING RATE AUD 3 MONTH
BANK BILL RATE ACTUAL/365
SVVPBDA-GV-13
N/O Client
INTEREST RATE SWAP - 72,263.00
10,000,000 NZD NOTIONAL 3/9/2014
REC:FIXED RATE 6.14% NZD SEMI-ANNUAL
PAY:FLOATING RATE NZD 3 MONTH
BANK BILL RATE ACTUAL/365
SWPBDA-GW-6
N/O Client
INTEREST RATE SWAP - 144,683,00
10,000,000 AUD NOTIONAL 3/9/2014
REC:FIXED RATE 5.68% AUD SEMI-ANNUAL
PAY:FLOATING RATE AUD 3 MONTH
BANK BILL RATE ACTUAL/365
SWPBDA-GX-4
N/O Client
INTEREST RATE SWAP - 87,119.00
10,000,000 NZD NOTIONAL 3/9/2014
REC:FIXED RATE 6.11% NZD SEMI-ANNUAL
PAY:FLOATING RATE NZD 3 MONTH
BANK BILL RATE ACTUAL/365
SWPBDA-GY-2
N/O Client
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031720
Chase
CONFIDENTIAL SDNY_GM_00300918
EFTA01506731