Valuations of over-the-counter derivative transactions and certain derivatives-related deposit products for J.P. Morgan for the period 5/1/11 to 5/31/11. The valuations are prepared on a mid-market basis using proprietary models. Key cautions include potential inaccuracies in models/estimates and the informational purpose of valuations. Additional information on Auction Rate Securities, JPMorgan Funds, and offshore deposits is provided.
documents/vol00010-efta01510124-pdf.pdf
{"title":"Valuations of Over-the-Counter Derivative Transactions and Certain Derivatives-Related Deposit Products","document_date":"2011-05","document_type":"financial","key_locations":["London","Nassau"],"document_subtype":"valuation report","key_organizations":["J.P. Morgan","JPMorgan Distribution Services, Inc.","American Century Investment Services, Inc.","American Century Investment Management Inc."],"reference_numbers":["JPM-SDNY-00035742","SDNY_GM_00304940","EFTA01510124"]}