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EFTA Document EFTA01490009Case File
efta-efta01490009DOJ Data Set 10CorrespondenceEFTA Document EFTA01490009
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DOJ Data Set 10
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efta-efta01490009
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J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to
Market
Quantity
Mee
Value
Premium
Unrealized
Gain/Loss
Other
1 RECEIVER SWAPTION CALL
10.000.000 INTEREST RATE SWAP
STRIKE 4.25% S 30/360 VS 3ML
EXP DATE 08/13/2010 DEAL 5166005
Underlying Asset Price =
$0.00
OTCBDC-GWK
(1.000)
1.00
(974,551.64)
(545.000 00)
(429,551.64)
1 RECEIVER SWAPTION CALL
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 07/14/2010 DEAL 5166838
Underlying Asset Price •
$0.00
OTCBDC-GXM
(1 000)
1.00
(1,188,058.13)
(561,500.00)
(608,558.13)
P 1 RECEIVER SWAPTION CALL
(1.000)
(1.103,500.00)
1,103,500.00
10,000,000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS 3ML
EXP DATE 08/31/2010 DEAL 5167546
Underlying Asset Price •
50.00
OTCSOC-GZ-U
P 1 RECEIVER SWAPTION CALL
I 00
NIA
10.000.000 INTEREST RATE SWAP
STRIKE 4.35% S 30/360 VS. 3ML
EXP DATE 06/30/2010 DEAL 5161946
Underlying Asset Price =
$0.00
OTCBDC-TB-B
Total Other
(4.000)
($3,371,845.74)
($3,119,000.00)
(S252,846.74)
Page 14 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012143
SDNY_GM_00281341
EFTA01490009
Technical Artifacts (4)
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Phone
5161946Phone
5166005Phone
5166838Phone
5167546Forum Discussions
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