03 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Numbe Asset Account Portfolio Page 49 of 88
FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004
N Zealand Dollar Activity by Date continued
Sefteneril Realized Amount Amount USD
ClIft Type partly Thileftpden Gam/Loss USD
Mar 26 Receipt of Assets 1 INTEREST RATE SWAP
10,000,000 NZD NOTIONAL 3/9/2014
REC:FIXED RATE 6.11% NZD SEMIANNUAL
PAY:FLOATING RATE NZD 3 MONTH
BANK BILL RATE ACTUAU365
AS OF 03/09/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031760
Chase
CONFIDENTIAL SDNY_GM_00300958
EFTA01506771