The document provides valuations of over-the-counter derivative transactions for the period 5/1/11 to 5/31/11, prepared on a mid-market basis using proprietary models. It includes disclaimers about the accuracy of these valuations and their use for tax reporting. It also discusses the nature and risks of Auction Rate Securities (ARS) and provides information about offshore deposits and securities transactions through J.P. Morgan Securities.
documents/vol00010-efta01492227-pdf.pdf
{"document_date":"2011-05","document_type":"financial","key_locations":["London","Nassau"],"document_subtype":"financial statement","key_organizations":["J.P. Morgan","J.P. Morgan Securities LLC","J.P. Morgan Clearing Corp"],"reference_numbers":["JPM-SDNY-00014823","SDNY_GM_00284021","EFTA01492227"]}