EPSTEIN
page 5 / 266 . OCR, unverified
For the Period 5/1/10 to 5/31/10
Cost
Estimated
Adjusted
Estimated
Quantity
Price
Value
Original
Gain/Loss
Accruals
Swaps
SXSE DIVIDEND SWAP
88.261.000
23.04
(2.033,692.23)
N/A
FIXED STRIKE EUR 113.30
NUMBER OF BASKET 88,261
MAT DEC 21 2012 DEAL 4444219
IW0 Client
SWPBDE-PS-7 EUR
SX6E DIVIDEND SWAP
50.000.000
7.19
(359,397.09)
N/A
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
N/0 Client
S1NREIDE-WW-0 EUR
Total Swaps
($4.669018.13)
0.00
$0.00
Page 19 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011214
SDNY_GM_00280412
EFTA01489302
--- SOURCE: IMAGES__0101__EFTA01489303.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489303.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
Type
Description
O Cott
Per Unit
Amount
Amount
5/3
Interest Income
DEPOSIT SWEEP INTEREST FOR APR..
.03% RATE ON NET AVG COLLECTED
BALANCE OF $31,396,909.44
AS OF 05/01/10
5/4
Receipt of Assets
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
JPMORGAN CHASE BANK
TRADE DATE 04/29/10
30,000.000
Receipt of Assets
MEREST RATE SWAP
125.000.000 USD NOTIONAL 05/08/2012
PAY: FLOATING RATE USD
MONTH LIBOR DEAL 260160350
1.73% REC FIXED, S 30/360
NEW SWAP DEAL #260160350
JPMORGAN CHASE BANK
TRADE DATE 04/30/10
1.000
774 25
5.7
Spot FX
SPOT CURRENCY TRANSACTION - SELL
(13,000.000)
BUY USD
SELL EUR
(16,724.50)
EXCHANGE RATE 1.282200000
DEAL 05/0910 VALUE 0907/10
16,668.60
5:10
Spot FX
SPOT CURRENCY TRANSACTION - BUY
BUY EUR
SELL USD
EXCHANGE RATE 1.269700000
DEAL 0906/10 VALUE 05/10/10
545,250.000
692,303.92
0192.303.92)
Page 21 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011216
SDNY_GM_00280414
EFTA01489303
--- SOURCE: IMAGES__0101__EFTA01489304.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489304.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Se!!' emet:
Date
Tyoe
Description
Quantity
— 0Wt
Per Unit
Amount
Amount
5/14
Sun! P X
SPOT CURRENCY TRANSACTION
BUY GBP
SELL USD
EXCHANGE RATE 1.489500000
DEAL 05/06/10 VALUE 05/10/10
-BUY
114,800.000
170.99460
5,000,000.000
0.018
(170,994 60)
87,500.00
Corporate Irderest
CIT GROUP INC
7% MAY 01 2016
DTD 11/04/2009
AS OF 05/10/10
Receipt of Assets
LONG TOTAL RETURN SWAP
3,208.420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26(10
AS OF 04/26110
20,000.000
5/14
Free Delivery
LONG TOTAL RETURN SWAP
8.021.050 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
PARTIAL TERMINATION
JPMORGAN CHASE BANK
TRADE DATE 04/26/10
AS OF 04/26/10
(20,000.000)
5/17
Accrued Interest Paid
FORD MOTOR CREDIT CO
3n3% FEB 1 2011
DTD 1/30/2001
5,000,000.000
0.022
(108,576.39)
Page 22 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011217
SDNY_GM_00280415
EFTA01489304
--- SOURCE: IMAGES__0101__EFTA01489305.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489305.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 011.1 .
INFLOWS & OUTFLOWS
SetCemeat
Date
Ty Pe
Description
Quantity
Cog
Per Unit
Amount
Amount
Receipt of Assets
USE DIVIDEND SWAP
FIXED STRIKE EUR 100.00
NUMBER OF BASKET 50,000
MAT DEC 21 2012 DEAL 4458593
JPMORGAN CHASE BANK
TRADE DATE 05113/10
50.000.000
5/20
Free Delivery
INTEREST RATE SWAP
14.050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF 8254307367
JPMORGAN CHASE BANK
TRADE DATE 05/18/10
(1.000)
5/20
Misc. Disbursement
INTEREST RATE SWAP
14.050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF #254307367 -UNWIND
PRINCIPAL
(938,158.14)
Misc. Disbursement
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/1572040
REC: FLOATING RATE USD
MONTH LIBOR DEAL 254307367
4.45653% PAY FIXED, S 30/360
SWAP UNWIND -REF #254307367 -UNWIND
ACCRUED
(91,841.86)
Page 23 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011218
SDNY_GM_00280416
EFTA01489305
--- SOURCE: IMAGES__0101__EFTA01489306.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489306.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Setuement
Date
Type
Description
Quantity
Cog
Per Unit
Amount
Amount
2.0
Misc. Receipt
INTEREST RATE SWAP