EFTA01508179

07 2005 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 8 of 18 FINANCIAL TRUST COMPANY INC July 01, 2005 - July 31, 2005 Other Swaps in Alphabetical Order Estimated Descuption Trade Date laturay Dale Value USD INTEREST RATE SWAP - 150,132 00 500.000.000 JPY NOTIONAL SEP 7 2014 REC FLOATING JPY 3 MONTH LIBOR PAY FIXED RATE 1 577% JPY QUARTERLY ACT/360 ALMAC M 5685137 SWPBDA-SQ-6 N/0 Client Total Other - 150,132.00 (Maeda«MM.!~ about PneIng and ValuatiOnS Prices soma of wNel, ere ponied by arc", sances a otnee sources whet we doom,abbe are not ewranhood la *case:ye« as reelable values Valuations et ova-Me-counter ~warm: transwtons mclbding torten denvorms.s.retaled depak! ~oat have teen prepared on a and-markol bests Tiles* stavlens ere ~ice.* votes as of the cbso or business ol the dated this statement all e.copi as ananao agreed sn ?win?, these valuations do rot represent the actual terms et when transactons a securden could be Poop,: a sod a ran aansacbcns coutd to &Mend into a the actual tams on which tostrn; bensachons scourges could to Maude...el as of the datedInd statement We do not softens the, compbtonoss a accuracy Those vakatons are demos( born proarotary modes based upon waY rocogneod Innancalpnnopes and se have. when necessary so cstutate the preceel value of future cash Ocms nede reasonable eat:crates about retant future market caxhtsols Valuators based on other modals a 0Serent ass~pbans may Yie4d4Maent resuts Miaow ciao.* dtsclema any respoubcl•ty la (I) the accvawyd the enode:s a catenates used n damn; the valratens. (2) any aners a ~sow in corrsaut.ng a claavennatv,9 the veAdatons and (3) any uses to wile, the vatiatons ere put Velastions are ~voted Ice edormaton prwpases only and are monied so‘sty b )an own use A!~ TAY to the bade coniamaton fa detots tol each Vansechon Confidential Treatment Requested by JPMorgan JPM-SDNY-00033362 Chase CONFIDENTIAL SDNY_GM_00302560 EFTA01508179