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ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF f 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF f 2361214 SWPBDA-FV-9 N/0 Client Structured Investments in Alphabetical Order Description 3 MONT
f 58 Foreign Exchange Description AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.22 XEURPA-LZ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19, 2004 @ .63 XNZDPA
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF t 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF t 2361214 SWPBDA-FV-9 N/0 Client CROSS CURRENCY SWAP 10MM NZD NOTIONAL 6.51MM USD NOTIONAL 3/9/2
21 BARRIER EXP 12/1/03 XEURCA-TQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF f 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF f 2361214 SWPBDA-FV-9 N/0 Client Structured Investments in Alphabetical Order Description 6 MONT
21 BARRIER EXP 12/1/03 XEURCA-TQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z NZD - 3,013,500 USD - 2,049,180.00 USD -
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF # 2353480 SWPBDA-FL-1 N/O Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF # 2361214 SWPBDA-FV-9 N/O Client INTEREST RATE SWAP 1,000,000,000JPY NOTIONAL SEP 7 2014 REC FLO
f 62 Foreign Exchange Description AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .77 KNOCK IN TRIGGERED @ .755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT FX EURO
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF f 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF f 2361214 SWPBDA-FV-9 N/0 Client INTEREST RATE SWAP 10,000,000 AUD NOTIONAL 3/9/2014 REC:FIXED R
f 72 Foreign Exchange Description AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF # 2353480 SWPBDA-FL-1 N/O Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF # 2361214 SWPBDA-FV-9 N/O Client INTEREST RATE SWAP 1,000,000,000JPY NOTIONAL SEP 7 2014 REC FLO
f 62 Foreign Exchange Description AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .77 KNOCK IN TRIGGERED @ .755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT FX EURO
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF t 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF t 2361214 SWPBDA-FV-9 N/0 Client INTEREST RATE SWAP 30,000,000 USD NOTIONAL 3/9/2014 REC FLOATIN
21 BARRIER EXP 12/1/03 XEURCA-TQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19, 2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.22 KNOCK
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF f 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF f 2361214 SWPBDA-FV-9 N/0 Client INTEREST RATE SWAP 10,000,000 AUD NOTIONAL 3/9/2014 REC:FIXED R
f 82 Foreign Exchange Description AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19, 2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.22 KNOCK
ps in Alphabetical Order Description WALT DISNEY CO EQUITY SWAP 24,954,900 USD NOTIONAL JAN 19 2005 DEAL REF f 2353480 SWPBDA-FL-1 N/0 Client WALT DISNEY CO TOTAL RETURN SWAP 11,920,650 USD NOTIONAL FEB 14 2005 DEAL REF f 2361214 SWPBDA-FV-9 N/0 Client INTEREST RATE SWAP 10,000,000 AUD NOTIONAL 3/9/2014 REC:FIXED R
21 BARRIER EXP 12/1/03 XEURCA-TQ-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z NZD PUT USD CALL FX EUROPEAN STYLE OPTION
Entities connected to both WALT DISNEY CO TOTAL RETURN SWAP and XAUDPA-CQ-Z
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ORGANIZATIONMoody's Rating
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PERSONOptions
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ORGANIZATIONJ.P. Morgan Funds Distributor, Inc.
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