EPSTEIN
page 1 / 284 . OCR, unverified
Dataset10 103
--- SOURCE: IMAGES__0103__EFTA01491287.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491287.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Settlement
Date
Type
Description
Quantity
Per Unit
Cost
Amount
Amount
8/2
Corporate Interest
FORD MOTOR CREDIT CO
3/8% FEB 1 2011
OTD 1/30/2001
8/2
Interest Income
DEPOSIT SWEEP INTEREST FOR JULY igt
03% RATE ON NET AVG COLLECTED
BALANCE OF 520,291,655.07
AS OF 08101110
815
Misc. Disbursement
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
AS OF 08/04/10
5.000.000 000
0.037
184,375 00
517.03
(9,696.61)
816
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
248,892.660
(236,652.69)
BUY CAD SELL USD
240,226.37
CONTRACT RATE :
1.043270000
TRADE 5106/10 VALUE 8/06/10
8/10
Corporate Interest
CIT GROUP WC
7% MAY 01 2016
DTD 11/04/2009
5,000,000.000
0.018
87,500.00
8/17
Receipt of Assets
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 08/17/2040
REC: FLOATING RATE USD
3M LIBOR DEAL 5170412
4.25% PAY FIXED, SA 30/380
NEW SWAP a 5170412 RESULTING FROM
PHYSICAL SETTLEMENT OF SWAPTION
DEAL 0 5166005
TRADE DATE 01013/10
1.000
Page 20 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013485
SDNY_GM_00282683
EFTA01491287
--- SOURCE: IMAGES__0103__EFTA01491288.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491288.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Settlement
Date
Type
Description
Quantity
Per Unit
Amount
Cos(
Amount
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 07/28/2040
REC: FLOATING RATE USD
MONTH UBOR DEAL 5168723
4.35% PAY FIXED. S 30/360
SWAP UNWIND - REF t 5168723 - UNWIND
ACCRUED
AS OF 08/18/10
(20,385.42)
8/19
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 08/17/2040
REC: FLOATING RATE USD
3M LIBOR DEAL 5170412
4.25% PAY FIXED. SA 30/360
SWAP UNWIND- REF M 5170412
AS OF 08/18/10
(1,891,000.00)
826
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL USD
CONTRACT RATE :
1.038310000
TRADE 7/23/10 VALUE 8/28/10
5,215,000.000
4,950.401.15
(5.022.584.77)
8/28
Free Delivery
INTEREST RATE SWAP
10.000.000 USD NOTIONAL 7116/2040
REC: FLOATING RATE USD
MONTH LIBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF 0 5168074
TRADE DATE 0824/10
(1.000)
Page 22 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013487
SDNY_GM_00282685
EFTA01491288
--- SOURCE: IMAGES__0103__EFTA01491289.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491289.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT
For the Period 8/1110 to 8131110
Settlement
Date
Type
Description
Quantity
Per Unit
Amount
Cog
Amount
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/162040
REC: FLOATING RATE USD
MONTH UBOR DEAL 5168074
4.35% PAY FIXED, S 30/360
SWAP UNWIND - REF 0 5168074- UNWIND
PRINCIPAL
(2,285.569 33)
8/26
8:26
Misc. Disbursement
INTEREST RATE SWAP
10,000,000 USD NOTIONAL 7/16/2040
REC: FLOATING RATE USD
MONTH UBOR DEAL 5168074
4.35% PAY FIXED, S 301360
SWAP UNWIND- REF 0 5168074 - UNWIND
ACCRUED
(41,430.67)
Spot FX
SPOT CURRENCY TRANSACTION - SELL
BUY USD
SELL CAD
EXCHANGE RATE 1.064800000
DEAL 08125110 VALUE 08/26/10
(5,215,000 000)
(4,950,401.15)
4,897,833.35
Total Inflows & Outflows
(84,422,907AS)
Page 23 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 13488
SDNY_GM_00282686
EFTA01491289
--- SOURCE: IMAGES__0103__EFTA01491290.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491290.pdf
----------------------------------------
J.P.Morgan
TRADE ACTIVITY
Note.
S indicates Short Term Realized Gain/Loss
Settled transaction was initiated in prior statement period and settled in current statement period
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 8/1/10 to 8131/10
Trade
Date
Settlement
Date
Type
Description
Quantity
Per Unit
Amount
Proceeds
Tax Cost
Realized
Gain/Loss
Settled
7.29
7.29
7.30
7.30
SalestMaturities/Redemptions
3
Sale
JPM CHASE CAPITAL XXIX
6.7% PFD
a 24.70
415,552.80
BROKERAGE
841.20
TAX 8/OR SEC
7.03
J.P. MORGAN SECURITIES INC.
TRADE DATE 07/29/10
(16,824.000)
24.65
414,704.57
(420,600.00)
(5,895.43) S'
8/4
Sale
MOLYCORP INC
12.78
63,900.00
BROKERAGE
250.00
TAX WOR SEC
1.06
J.P. MORGAN SECURITIES INC.
MADE DATE 07/29/10
(5.000.000)
12.73
63,648.92
(70,000.00)
(6,351.06) S'
8/4
Sale
JPM CHASE CAPITAL XXIX
6.7% PFD
24.70257
2,976,659.69
BROKERAGE
6,025.00
TAX 8/OR SEC