EPSTEIN
page 6 / 266 . OCR, unverified
Misc. Receipt
INTEREST RATE SWAP
14,050,000 USD NOTIONAL 2/15/2040
REC: FLOATING RATE USD
MONTH LIBOR DEAL 254307387
4.45853% PAY FIXED, S 30/380
IR SWAP NET PAYMENT
FIXED .0.00 + 5,215.87 LIBOR
AS OF 05/17/10
5,215.67
5/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(15,998,998.500)
171,121.80
BUY USD SELL JPY
(178,849.97)
CONTRACT RATE : 93.494900000
TRADE 4/14/10 VALUE 5/20/10
5/20
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(17,850,000.000)
191244.82
BUY USD SELL JPY
(199,318.85)
CONTRACT RATE : 93.335900000
TRADE 4/14/10 VALUE 5/20/10
5/20
Accrued Interest Received
U S A NOTES
5/8% FES 15 2040
DTD 02/18/2010
15,000,000.000
0.012
180,145.03
5:26
Option Assignment
MACERICH CO
220.000
CALL OPTION MAY 10 e 40
43,339.25
COVERED CALL ASSIGNED
TRADE DATE 05121/10
40.00
5/26
Accrued Interest Paid
FORD MOTOR CREDIT CO LLC
FLOATING RATE NOTE JUN 15 2011
DM 03/15/2007
5,000,000.000
0.011
(55070.00)
Page 24 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011219
SDNY_GM_00280417
EFTA01489306
--- SOURCE: IMAGES__0101__EFTA01489307.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489307.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
INFLOWS & OUTFLOWS
Set meat
Date
Tyoe
Description
Quantity
Cog
Per Unit
Amount
Amount
Free Del er v
INTEREST RATE SWAP
125.000.000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S 30/360
SWAP UNWIND - REF # 257872357
TRADE DATE 05/25/10
(1.000)
5/27
Free Delivery
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
SWAP UNWIND - REF # 260160350
TRADE DATE 05/25/10
(1.000)
5/27
Misc. Receipt
INTEREST RATE SWAP
125,000.000 USD NOTIONAL 04/30/2012
PAY: FLOATING RATE USD
MONTH LIBOR DEAL 257872357
1.7525% REC FIXED, S =360
SWAP UNWIND - REF #257872357
- TOTAL CASHFLOW IS PRINCIPAL
273,000.00
5/27
Misc. Receipt
INTEREST RATE SWAP
125.000.000 USD NOTIONAL 05/06/2012
PAY: FLOATING RATE USD
MONTH UEIOR DEAL 260160350
1.73% REC FIXED, S 30/360
SWAP UNWIND - REF # 260160350
- TOTAL CASHFLOW IS PRINCIPAL
227,000.00
Total Inflows & Outflows
(3904,278.14)
Page 25 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 11220
SDNY_GM_00280418
EFTA01489307
--- SOURCE: IMAGES__0101__EFTA01489308.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489308.pdf
----------------------------------------
J.P.Morgan
TRADE ACTIVITY
Note.
S indicates Short Term Realized Gain/Loss
C indicates Currency Gain/Loss
Settled transaction was initiated in prior statement period and settled in current statement period
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
Trade
Date
Settlement
Date
Type
Description
Quantity
Per Unit
Amount
Proceeds
Tax Cost
Rested
Galitoss
Settled Salesfhtaturities/Redemptions
4:28
5:3
4/29
5/5
5/5
4.30
5.5
Sale
APOLLO INVESTMENT CORP
a 12.32005
23488995
BROKERAGE
950.00
TAX 8/OR SEC
3.98
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/28/10
(19,000.000)
12.27
233,126.99
(235,600.00)
(2,473.01) 5'
Sale
Sale
Sale
KANSAS CITY SOUTHERN INDUSTRIES INC
a 40.056
80,112.00
BROKERAGE
100.00
TAX 8/OR SEC
1.36
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/29/10
(2,000.000)
40.005
80,010.64
(78,000.00)
2,010.64 S'
SYNOVUS FINANCIAL CORP
a 3.06
306,000.00
BROKERAGE
5,000.00
TAX 8/OR SEC
5.18
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/29/10
PAA NATURAL GAS STORAGE LP
(100,000.000)
3.01
300,994.82
(275,000.00)
25,994.82 S'
(3.500.000)
23.248
81,368.09
(75,250.00)
6,118.09 S'
23.29842
81,54447
BROKERAGE
175.00
TAX 8/OR SEC
1.38
J.P. MORGAN SECURITIES INC.
TRADE DATE 04/30/10
Page 26 of 54
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00011221
SDNY_GM_00280419
EFTA01489308
--- SOURCE: IMAGES__0101__EFTA01489309.txt ---
METADATA_SOURCE: IMAGES0101
METADATA_FILENAME: EFTA01489309.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Trade
Date
Settlement
Date
Type
Dascripdon
Quantity
Per Unit
Amount
Proceeds
Tax Cost
Realized
Gain/Loss
Settled Sales/Maturities/Redemptions
5/4
5/7
5/6
5110
5/7
5/11
Sale
KINDER MORGAN ENERGY PARTNERSHIP L P
UNIT OF LIMITED PARTNERSHIP INT
65.74
262,960.00
BROKERAGE
200.00
TAX 8/OR SEC
4.45
J.P. MORGAN SECURITIES INC.
TRADE DATE 05/04/10
(4000.000)
65.689
262,755.55
(265.000.00)
(2,244.45) S
Option Buyback
Option Buyback
BRL PUT USD CALL
FX EUROPEAN STYLE OPTION
JUN 04, 2010 O 1.8
KIO 1.92
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 05/06/10
18,000,000.000
0.021
(373,000.00)
102,000.00
(27100/00) C
XPD PUT OPTION
USD CALL OPTION STRIKE 525