CONTRACT RATE : 1.537400000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Sale - 5,000,000 6 MONTH CHF LINKED STRUCTURE 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 REP: UNWIND OF CHF BULLISH STRUCTURED DEPOSIT Oct 20 Spot FX 5,000,000 SPOT CURRENCY TRANSACTION - SALE BUY EUR SELL CHF SPOT RATE : 1.229478