Loading document…
J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 7/1/10 to 7/31/10 Market Quantity Price Value Premium Unrealized Gain/Loss Other 1 RECEIVER SWAPTION CALL 10.000.000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/31/2010 DEAL 5167546 OTCBDC-GZ-U (1.000) 1.00 (1,196,234.06) (1.103,500.00) (92.734.06) Total Other (2.000) (52,018,054.19) (51.648,500.00) (S369,554.19) Account W23560001 Page 14 of 44 Page 18 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013305 SDNY_GM_00282503 EFTA01491131
Suggest a category
Misclassified? Pick a better fit.