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Eye on the Market | July 25, 2011 J.P Morgan Topics: US debt ceiling negotiations, a more ambitious European bailout plan (finally), and how large cap growth stocks and rising corporate profits are patiently waiting for both of them to end What the EU gave: an easing of lending conditions, and an expanded role for the EU lending facility (EFSF) * Another 109 bn for Greece, allowing the country to continue to pay off maturing debt (to those not participating in the exchanges) * Rate on new EU loans to Greece, Portugal and Ireland cut to 3.5%, maturities on new & old loans extended from 7.5 to 15-30 years * 10 year grace period on interest on new EU loans to Greece; the unpaid interest accumulates * EU loan facility has the ability to buy sovereign debt in the secondary markets, including a plan to purchase 40 bn of Greek debt (most likely including much of the Greek debt purchased by the ECB) * EU loan facility has the ability to lend to countries (even those not in an IMF program) to recapitalize their banks * Language (with no specifics) regarding the use of EU structural funds to boost growth in Greece What the EU gets: more austerity, Maastricht with teeth (?) and private sector involvement in Greek debt rollover * Legally binding national fiscal framework to be developed by end of 2012; fiscal deficits brought to 3% by 2013 at the latest * Private sector involvement in Greek debt rollover, committed in principle by 30 financial institutions listed in the document released by the Institute of International Finance; target participation rate of 90%; exchange appears to result in Selective Default credit rating * Voluntary participation options include exchanging existing debt into 15 or 30 year bond with AAA-guarantees of principal. Bonds exchanged at par will carry low coupons (4.25% effective), while bonds with higher coupons will be exchanged at a 20% discount Source: Eurozone draft proposal July 21, 2011, IIF press release July 21, 2011 In addit

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