EFTA01500108Dataset 10
2013-08-011p84w
…Income Price Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies HSBC BRL STEP UP NOTE 4/21/14 76.13 1.000,000.00 761,300.00 1.000.000.00 (238,700.00) LNKD TO BRL VS USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5113 INITIAL STRIKE: 2.0035 40432X-E5-6 Total Complementary Structured Strategies $1,490,000.00 $2,000,000.00 ($502,000.00) $0.00 0.00% J.P.Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01500108.pdf
EFTA01500057Dataset 10
2013-04-051p81w
…Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies HSBC BRL STEP UP NOTE 4121/14 91.80 1.000,000.00 918,000.00 1,000,000.00 (82,000.00) LNKD TO BRL VS USD 85%BARRIER• 5%CPN-28.5%MXRTRN 4/5/13 INITIAL STRIKE: 2.0035 40432X-E5-6 Total Complementary Structured Strategies S1817,400.00 S2,000,000.00 ($182,600.00) $0.00 0.00% J.P.Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01500057.pdf
EFTA01493517Dataset 10
2012-10-011p137w
…00 MD 10/19/16 EFF 10/19/15 PAY: FLOATING RATE EUR 6 M EURIBOR DEAL 3000264371 1.335% REC FIXED, ANN 30/360 MO Client SWPBOT-AH-4 EUR Total Complementary Structured Strategies 52,667,212.79 $2,600,000.00 $131,615.38 $627,000.00 LOS% $3,874.60 JP Morgan Account W23560001 Page 19 of 39 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16388 Chase CONFIDENTIAL SDNY_GM_00285586 EFTA01493517
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493517.pdf
EFTA01493324Dataset 10
2012-08-011p159w
…000.00 1.436500.00 1,500,000.00 (64,500.00) 93,000.00 8.02% 6.200% 04/16/2015 OTD 04/16'2012 8/24/12 3,874.50 4662A0-40.1 Total Complementary Structured Strategies $2.606.184.82 82,600,000.00 $6,184.82 $93,000.00 4.80% $3,874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493324.pdf
EFTA01492691Dataset 10
2012-01-011p202w
…00000 1,000,000 00 56,000.00 LNKED TO MXN VS USD 25% BUFFER. 9 75%CPN 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $569,796.77 $874,113.14 ($304,316.37) $0.00 0.00% Market Value Recervable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gaintoss Foreign Exchange Contracts ARGENTINE PESO Jan. 30 12 ARS (595,420.00) 4…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01492691.pdf
EFTA01493964Dataset 10
2013-02-011p147w
…NC CLN TO MTOR 04/18/15 102.55 1.500.000.00 1,538,250.00 1,500,000.00 38,250.00 INITIAL RATE 6.20% CPN 3 874 50 DD 04/16/12 4662A0-4O-1 Total Complementary Structured Strategies 54,530.157.36 53,500,000.00 51,030,157.36 $0.00 0.00% $3.874.50 J.P.Morgan Account W23560001 Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493964.pdf
EFTA01449629Dataset 10
2013-08-011p87w
…Price Quantity Value Original Cost Gairt'Loss Accrued Interest Yield Complementary Structured Strategies HUM BRL STEP UP NOTE 4/21/14 76.13 1,000,000.00 761.300 00 1.000.000.00 (238.700.00) LNKD TO BRL VS USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5113 INITIAL STRIKE: 2.0035 40432X-ES-6 Total Complementary Structured Strategies $1,498,000.00 $2,000,000.00 ($502,000.00) $0.00 0.00% J.P Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449629.pdf
EFTA01493238Dataset 10
2012-07-011p126w
…1,500,030.00 1,434,450.00 1,500,000.00 (65,550.00) 93,000.00 8.00% 6.200%04/16/2015 DTD 04/16/2012 3,874.50 4662A0-4O-1 Total Complementary Structured Strategies $2,623,761.68 $2,600,000.00 $23,761.68 $93,000.00 4.66% $3,874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unmated Settlement Date Counter Currency Counter Amount Rate Forward Rate …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493238.pdf
EFTA01500093Dataset 10
2013-07-011p84w
…Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Complementary Structured Strategies HSBC BRL STEP UP NOTE 4/21/14 82.95 1.000,000.00 829.500O0 1.000.000.00 (170.500.00) LNKD TO BRL VS USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5113 INITIAL STRIKE: 2.0035 40432X-E5-6 Total Complementary Structured Strategies S1.632.600.00 52,000,000.00 ($367,400.00) $0.00 0.00% J.P.Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01500093.pdf
EFTA01493910Dataset 10
2013-02-011p143w
…JPM 3YR NC CLN TO MTOR 04118/18 102.55 1,500,000.00 1,538,250.00 1,500,000.00 38,250.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04)16/12 4662A0.4Q-1 Total Complementary Structured Strategies $4,530,157.36 $3,500,000.00 51,030,157.36 $0.00 0.00% $3,874.50 J.P.Morgan Account Page 18 of 43 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493910.pdf
EFTA01494007Dataset 10
2013-03-011p203w
…16/16 105.04 1,500,000.00 1,575,600.00 1.500,00(100 75,600.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04/16/12 4662A0-40-1 Total Complementary Structured Strategies 64,893,917.72 63,600,000.00 61,393,917.72 $0.00 0.00% $3,874.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01494007.pdf
EFTA01492976Dataset 10
2012-04-011p167w
…100%MAXRTN 10/26/11 4042K1-RA-3 JP MORGAN CHASE BANK NA 100.00 1,500,000.00 1,500,000.00 1,500,000.00 ZERO CPN 45/12 4662A0-40-1 Total Complementary Structured Strategies 52.637.766.68 52,600,000.00 537,766.69 $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01492976.pdf
EFTA01494051Dataset 10
2013-03-011p205w
…TO MTOR 04/16/16 105.04 1500,000.03 1,575,600.00 1.500,00100 75,600.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04/16/12 4662A0-40-1 Total Complementary Structured Strategies $4,893517.72 $3,600,000.00 $1,393,917.72 $0.00 0.00% $3,874.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01494051.pdf
EFTA01493862Dataset 10
2013-01-311p189w
…1,521,900.00 1,500,000.00 21,900.00 93,000.00 5.50% 6.200% 04/16/2015 DTD 04/16/2012 1/18/13 3,874.50 4662A0-40-1 Total Complementary Structured Strategies 94,669,7311.33 $3,600,000.00 $1,169,736.33 $93,000.00 1.79% $3.874.60 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493862.pdf
EFTA01464701Dataset 10
2013-08-01127p12,886w
…INITIAL STRIKE: 13.11925 38141G-HY-3 3PM 3YR NC CLN TO MTOR 04/16/15 INITIAL RATE 6.20% CPN DD 04/16/12 4662A0-4Q-1 Total Complementary Structured Strategies $3,852,993.10 $2,500,000.00 $1,352,993.81 $0.00 $3,874.50 0.00% 106.89 1,500,000.00 1,603,350.00 1,500,000.00 103,350.00 3,874.50 101.87 1,000,000.00 1,018,690…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01464701.pdf
EFTA01492422Dataset 10
2011-10-311p218w
…1,000,000.00 LNKED TO MXN VS USD 182611 25% BUFFER. 9 75%CPN 100%MAXRTN 1826/11 4042K1-RA-3 Total Complementary Structured Strategies $781,019.81 $1,000,000.00 ($218,880.19) $0.00 0.00% Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate Payable Gain/Loss Foreign Exchange Contracts CHINESE RENMINBI Jan. 13 11 CNY 64,200,000.00 6.420000 …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01492422.pdf
EFTA01493375Dataset 10
2012-08-011p158w
…NA 95.70 1,500,030.00 1,435,500.00 1500,000.00 (64,500.00) 93,000.00 8.02% 6.200% 0411612015 OTD 04/162012 8124/12 3,874.50 4662A0-40-1 Total Complementary Structured Strategies 82506.184.82 82,600,000.00 36,184.62 $93,000.00 4.60% $3,874.50 Market Value Receivable Trade Date Currency Amount Contract Current Market Market Value Unrealized Settlement Date Counter Currency Counter Amount Rate Forward Rate …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01493375.pdf
EFTA01449576Dataset 10
2013-08-011p153w
…ATM CPN-22.9%MXRTRN STRIKE: 13.11925 JPM 3YR NC CLN TO MTOR 04116115 106.89 1,500,000.00 1603.350.00 1,500,000.00 103.360.00 INITIAL RATE 6.20% CPN 3,874 50 4'1 , Total Complementary Structured Strategies 53.852,993.10 $2,500,000.00 $1,352,993.81 $0.00 0.00% $3,874.50 J.P.Morgan Accoun Page 18 of 48 Consolidated Statement Page 21 CONFIDENTIAL - PURSUANT TO FED…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449576.pdf
EFTA01540444Dataset 10
2013-01-01101p11,069w
…24/14 LNKED TO CNH VS USD 5XLEV- 500%MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 4662A0-40-1 Total Complementary Structured Strategies 101.46 1/18/13 1,500,000.00 1,521,900.00 $4,669,736.33 1,500,000.00 $3,500,000.00 21,900.00 $1,169,736.33 93,000.00 3,874.50 $93…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01540444.pdf