EFTA Document EFTA01300063

Several new conduits funded with ABCP will convert eligible unsecured assets to ABCP and thereby ameliorate current market stress Transaction Overview • J.P. Morgan will establish [five) new SPVst hat wilt purchase eligible assets at amortized cost from eligible sellers of such assets, and finance such purchases via the Issuance of two series of ABCP. Series A (90%) will benefit from a liquidity backstop facility provided by the Federal Reserve Bank of [TBD). The Federal Reserve will hav