EFTA01491845Dataset 10
2010-11-011p74w
…Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments JPM PUT SPREAD WARRANT W Z0 12/03/10 5.006.000 100.00 5,006.00 137.665.00 (132.659.00) STRIKE LEVEL -66.00/BUSHEL, $27.50 INITIAL LEVEL -08/13110 W Z0:734.25 48121G-32-0 Total Structured Investments 5,506,008.000 $6,172,308.00 $5,650,165.00 $522,141.00 Account W23560001 Page 19 of 41 Page 23 of 57…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01491845.pdf
EFTA01507537Dataset 10
2004-09-011p104w
…2004 Structured Investments in Alphabetical Order Marker Wan USG Unrealized EM meted Amu& Description Currency Culinary unir Cost Pricettnil Tax Ceti Accrued income USD Garret ors USG Mecum USD Yield% P 6 MONTH CHF LINKED STRUCTURE Cl-iF 5,000,000 100.00 100.2953 4,001,600.64 4,015,994.95 14,394.31 N/A 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 638998-9A-4 Bearer Total Other 5,000,000 4,001,600…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01507537.pdf
EFTA01490481Dataset 10
2010-07-011p92w
…Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments MS MARKET PLUS SPX 01/27/12 5,000,000.000 100.85 5.042,250 00 5,000,000.00 42,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPE0) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MO-4 Total Structured Investments 7400,000.000 37.626.600.00 37,612,600.00 $114,000.00 Other JPM HARRAHS 14M CLN 09/20/11 10…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01490481.pdf
EFTA01490966Dataset 10
2010-07-011p93w
…Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments MS MARKET PLUS SPX 01/27/12 5,000,000.000 100.85 5.042,250 00 5,000,000.00 42,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPEO) INITIAL LEVEL-07/14/10 SPX:1094.91 617482•MQ-4 Total Structured Investments 7400,000.000 37.626.600.00 37,612,600.00 $114,000.00 Other JPM HARRAHS 14M CLN 09/20/11 10…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01490966.pdf
EFTA01490653Dataset 10
2010-07-011p92w
…Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments MS MARKET PLUS SPX 01/27/12 5,000,000.000 100.85 5.042,250 00 5,000,000.00 42,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPE0) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MO-4 Total Structured Investments 7400,000.000 37.626.600.00 37,612,600.00 $114,000.00 Other JPM HARRAHS 14M CLN 09/20/11 10…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01490653.pdf
EFTA01506244Dataset 10
2003-11-011p161w
…2003 Structured Investments in Alphabetical Order continued Lesser Value USG unreelfzel Estimated Annual Description Currency Quantity Unit Cost PriedUnit Tax Cost Accrued Income USG Gannon USO Meome USG Yield % P 3 MONTH HUF BULLISH FX DEPOSIT HUF 1,083,000,000 100.00 96.6064 4,942,346.70 4,770,485.04 - 171,861.66 N/A 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 630998-9A-2 3 MONTH MXN BULLISH FX DEPOSIT…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506244.pdf
EFTA01491894Dataset 10
2010-11-011p72w
…Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments JPM PUT SPREAD WARRANT W Z0 12/03/10 5.006.000 100.00 5,006.00 137.665.00 (132.659.00) STRIKE LEVEL -66.00/BUSHEL, $27.50 INITIAL LEVEL -08/13110 W Z0:734.25 48121C-32-0 Total Structured Investments 5,506,008.000 $6,172,308.00 $5,650,165.00 $522,141.00 Account Page 19 of 41 Page 23 of 57…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01491894.pdf
EFTA01490878Dataset 10
2010-07-011p81w
J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Other Assets Summary Beginning Ending Change Current Asset Categories Asset Categories Estimated Value Estimated Value In Value Allocation Swaps (8,731,159.99) (5,419,379.65) 1,311,780.34 Structured Investments 0.00 7,828500.00 7,828,500.00 10% Other 0.00 10,000,000.00 10,000,000.00 13% Total Value (56,731,159.99) $12…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01490878.pdf
EFTA01519807Dataset 10
2009-06-011p105w
…Change Cuirent Asset Categories Asset Categories Estimated Value Estimated Value In Value Allocation Structured Investments 97,873.67 97,795.13 (78 54) 1% A suet Other 38.480.03 36,472.00 r2.008 00) 1% Total Value $136,353.67 5134,267.13 (52,086.54) 2% &Welded Other Investments Other Assets Detail Estimated Estimated Quantity Price Value Cost Gaireloss Structured Investments DUAL DIRECTIONAL KNOCK-OUT NOTE 100.000.000 97.80 97.795.13 100.000 00…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01519807.pdf
EFTA01491893Dataset 10
2010-11-011p87w
…128.639.72 N/A Total Swaps ($1,286,875.34) 50.00 $0.00 Structured Investments JPri1 CORN OLY LIQUIDITY NT 07/25(13 2,500,000.000 133.82 3,345,500.00 2,512,500.00 833,000.00 JPM MARKET PLUS PFE 04(24(12 3.000.000 000 94.06 2.821.800 00 3.000.000 00 (178,200 00) Account Page 18 of 41 Page 22 of 57 Confidential Treatment Requested by JPMorgan…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01491893.pdf
EFTA01490438Dataset 10
2010-07-011p92w
…Estimated Adjusted Estimated Quantity Price Value Original Gain/Loss Accruals Structured Investments MS MARKET PLUS SPX 01/27/12 5,000,000.000 100.85 5.042,250 00 5,000,000.00 42,250.00 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPE0) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MO-4 Total Structured Investments 7400,000.000 37.626.600.00 37,612,600.00 $114,000.00 Other JPM HARRAHS 14M CLN 09/20/11 10…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01490438.pdf
EFTA01506510Dataset 10
2004-01-011p133w
…2004 Structured Investments in Alphabetical Order continued Meeker Value USD unreelezed Estimated Annual Description Currency Opacities Unit Cost PriedUnie Tax Coal Accrued Income USC Gaintress USG Income USG Yield % 3 MONTH MXN BULLISH FX DEPOSIT MXN 56,250,000 100.00 97.6399 5,000,000.00 4,982,962.50 - 17,037.50 N/A 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 02/20/2004 630998-9Y-0 Bearer 3 MONTH GBP BULLISH FX DEPOSIT GBP 3,000…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506510.pdf
EFTA01459324Dataset 10
2018-07-191p580w
…2016 Registration Statement No 333-1S9966, Rule 424(b)c2) J.P. Morgan JPMorgan Chase & Co Structured Investments Capped Contingent Buffered Return Enhanced Notes Linked to the EURO STOXX 50° Index due July 19, 2018 • The notes are designed for investors who seek a return of 2 times any appreciation of the EURO STOXX 5e Index, up to a maximum return of at least 40.00% at maturity. • Investors should be willing to forgo interest and dividend payments and be…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459324.pdf
EFTA01505977Dataset 10
2003-07-011p151w
…2003 Structured Investments in Alphabetical Order continued Maser Value USD unreeSzed Estimated Annual Description Currency Owners Unit Cost PriedUnit Tax Cost Accrued Income USD Gantt cies USD Income USD Yield % 1 MONTH FX BULLISH NZD DEPOSIT NZD 17,000,000 100.00 99.909 10,115,000.01 9,846,125.45 - 268,874.56 N/A 100% PRINCIPAL PROTECTED IN NZD 7/23/03 DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 619998-9D-1 Bearer 17…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01505977.pdf
EFTA01491750Dataset 10
2010-10-011p138w
…50,000 MAT DEC 21 2012 DEAL 4458593 N/O Client SINPBDE-WW-0 EUR Total Swaps $793,8011.41 $0.00 SOSO Structured Investments JPM CORN DLY LIQUIDITY NT 07/25/13 2,500,000.000 148.22 3,555,500.00 2,512,500.00 1,143,000.00 LNKD TO DJUBCN3T 07/22/10 48124.440(.9 JPM MARKET PLUS PFE 04124/12 3,000,000.000 99.58 2,987,400.00 3,000,000.00 …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01491750.pdf
EFTA01506422Dataset 10
2003-12-011p135w
…2003 Structured Investments in Alphabetical Order continued Marker Value USD unreelezed Estimated Annual Description Currency Opacities (kW Cost Pricollnie Tax Cost Accrued Income USD Daint sea USD Income USD Yield % 3 MONTH MXN BULLISH FX DEPOSIT MXN 56,250,000 100.00 100.2093 5,000,000.00 5,016,184.88 16,184.88 N/A 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 02/20/2004 630998-9Y4 Bearer 3 MONTH GBP BULLISH FX DEPOSIT GBP 3.000…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506422.pdf
EFTA01506302Dataset 10
2003-11-011p161w
…2003 Structured Investments in Alphabetical Order continued Lesser Value USG unreelfzel Estimated Annual Description Currency Quantity Unit Cost PriedUnit Tax Cost Accrued Income USG Gannon USO Meome USG Yield % P 3 MONTH HUF BULLISH FX DEPOSIT HUF 1,083,000,000 100.00 96.6064 4,942,346.70 4,770,485.04 - 171,861.66 N/A 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 630998-9A-2 3 MONTH MXN BULLISH FX DEPOSIT…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506302.pdf
EFTA01506184Dataset 10
2003-11-011p160w
…2003 Structured Investments in Alphabetical Order continued teenier Value USG unreelfzed Estimated Annual Description Currency Quantity Unir Cost PriedUnit Tax Cost Accrued Income USD Ganaors USO Meeme USO Yield % 3 MONTH HUF BULLISH FX DEPOSIT HUF 1,083,000,000 100.00 96.6064 5,000,000.00 4,770,485.04 - 229,514.96 N/A 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 630998-9A-2 Bearer 3 MONTH MXN BULLISH FX DEPOSIT…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506184.pdf
EFTA01505912Dataset 10
2003-07-011p146w
…2003 Structured Investments in Alphabetical Order continued Marker Value USD unteeltzed Estimated Annual Description Currency Owners Unit Cost PricteUnit Tax Cost Accrued Income USD Daint sea USD Income USD Yield % 1 MONTH FX BULLISH NZD DEPOSIT NZD 17,000,000 100.00 99.9999 10,115,000.01 9,855,070.00 - 259,930.01 N/A 100% PRINCIPAL PROTECTED IN NZD DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 619998-9D-1 Bearer 17,000,000 are…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01505912.pdf