EPSTEIN
page 1 / 266 . OCR, unverified
Dataset10 101
--- SOURCE: IMAGES__0101__EFTA01489287.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489287.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Settled Foreign Exchange Contracts
Trade Date
Currency
Amount
Contracted Base
Revalued
Settle Date Counter Currency
Counter Amount
Contract Rate
Revaluation Rate
Amount USD
Amount USD
Currency Gil.
Trade Related
EURO
May. 5 10
EUR
(13,000.00)
1.282200
1.286500
16.668.60
(16,724.50)
(55.90)
U S DOLLAR
May. 7 10
USD
76,668.60
EURO
May. 6 10
EUR
545.250 00
1.269700
1.269700
(692.303 92)
692,303.92
U S DOLLAR
May. 10 10
USD
(692.303 92)
POUND STERLING
May. 610
GBP
114,800 00
1.489500
1.489500
(170,994.60)
170,994.60
U S DOLLAR
May. 10 10
USD
(170.994 60)
Speculative
JAPANESE YEN
U S DOLLAR
Apr.1410
JPY
(15,998,998.50)
93.494900
89.555002
171,121.60
(178,649.97)
(7,528.37)
May. 20 10
USD
171,121.60
JAPANESE YEN
Apr.14 10
JPY
(17,850,000.00)
93.335900
89.555002
191,244.62
(199,318.85)
(8,074.23)
U S DOLLAR
May. 20 10
USD
191,244.62
CANADIAN DOLLAR
Mar. 31 10
CAD
10,200,000.00
91.600000
0.009976
(10.432,918.28)
9,534,047.18
(898.871.10)
JAPANESE YEN
May. 20 10
JPY
(934.320,000.00)
CANADIAN DOLLAR
Apr. 14 10
CAD
(10,200,000.00)
93.350000
104.102625
10,632,237.13
(9,534,047.18)
1,098,189.95
JAPANESE YEN
May. 20 10
JPY
952.170500.00
JAPANESE YEN
Mar. 31 10
JPY
(450,000,000.00)
12.196000
11.150739
4,594,566.21
(5,024,845.05)
(430,278.84)
SOUTH KOREAN WON
May. 20 10
KRW 5,487,750,000.00
JAPANESE YEN
Apr. 14 10
JPY
457,999,499.24
11.982000
0.092897
(4594.566.21)
5,114,170.03
519,603.82
SOUTH KOREAN WON
May. 20 10
KRW (5,487,750,000.00)
JAPANESE YEN
Mar. 31 10
JPY
(450,000,000.00)
12.795000
11.192451
4,594,566.21
(5,006,118.62)
(411,552.41)
SOUTH KOREAN WON
May. 21 10
KRW 5,487,750,030.00
JAPANESE YEN
Apr.14 10
JPY
457,999,499.24
11.982000
0.092557
(4,594,233.31)
5,095,110.71
500,877.40
SOUTH KOREAN WON
May. 21 10
KRW (5,487,750,000.00)
Page 51 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 11192
SDNY_GM_00280390
EFTA01489287
--- SOURCE: IMAGES__0101__EFTA01489288.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489288.pdf
----------------------------------------
J.P.Morgan
JPMorgan Chase Bank, N.A.
FINANCIAL TRUST COMPANY INC ACCT. W23560001
270 Park Avenue, New York, NY 10017-2014
For the Period 5/1/10 to 5/31/10
OX0X0I68 000 23 RRRI2R BA L IIRO I 20/0061/
Asset Account
J.1'. Morgan Team
Table of Contents
Page
Paul Morris
Banker
212.464-0701
Account Summary
Jeffrey Matusow
Investment Specialist
(212) 622.7053
Holdings
Janet Young
Client Service Team
(800) 634-1318
Equity
Wiliam Doherty Ill
Client Service Team
Cash and Short Term
Fixed Income
Options
Foreign Exchange Contracts
Other Assets
Portfolio Activity
Online access
vawe.MorganOnline.eom
Page 1 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011196
SDNY_GM_00280394
EFTA01489288
--- SOURCE: IMAGES__0101__EFTA01489289.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489289.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Account Summary
Asset Allocation
Equity
20,419,540.00
19,248,577.50
(1,170,962.50)
1,389,305.00
26%
Cash & Short Term
24,686,461.56
35,288,211.90
10,601,750.34
377,757.02
47%
Cash.%
Find Income
30,515,088.00
19.041.704.00
(11,473,384.00)
1,111,851.50
26%
opnons.
Shelf TNT"
Options
(924,361.77)
(1,665'91.50)
(741,429.73)
1%
Foreign Exchange Contracts
218,446.13
(717,387.04)
(935,833.17)
Other Assets
(328.464.35)
(4.569.518 13)
(4,241,053.78)
Fixed
son*
Market Value
$74,686,709.57
$66,626,796.73
($7,960.912.84)
$2,878,913.82
100%
Accruals
298.064 65
238 594 71
(59,469.94)
Market Value with Accruals
574.884,774.22
$66,864,391.44
($8,020,382.78)
Beginning
Ending
Change
Estimated
Current
Asset Allocation
Market Value
Market Value
In Value
Annual Income Allocation
Portfolio Activity
Current
Period Value
Year-to-Date
Value
Beginning Market Value
74,588,709.57
0.00
Contnbutions
505,215.67
76,033,215.67
Withdrawals a Fees
(1,030,000.00)
(1,459,442.44)
Securities Transferred Out
(305,003.00)
(305.005.00)
Net Contributions/Withdrawals
($829,787.33)
374,268,788.23
Income 8 Distributions
(596,750.29)
(744.998.21)
Change In Investment Value
(6,534,375.22)
(6,897,973.29)
Ending Market Value
248,626,798.73
$68,826,796.73
Accruals
238,594.71
238,594 71
Market Value with Accruals
$88,864,391.44
388,884,391.44
5:Ny
Page 2 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011197
SDNY_GM_00280395
EFTA01489289
--- SOURCE: IMAGES__0101__EFTA01489290.txt ---