The document provides valuations of over-the-counter derivative transactions for the period 10/1/11 to 10/31/11, prepared on a mid-market basis using proprietary models. It includes disclaimers about the accuracy of models, errors in computation, and the use of valuations. It also discusses the nature of Auction Rate Securities (ARS) and the risks associated with them, as well as information about offshore deposits and securities transactions through J.P. Morgan Securities LLC. The document emphasizes that these statements are not for income tax reporting purposes.
documents/vol00010-efta01485795-pdf.pdf
{"document_date":"2011-10-31","document_type":"financial","key_locations":["London","Nassau","State of New York"],"document_subtype":"financial statement","key_organizations":["J.P. Morgan","J.P. Morgan Securities LLC","J.P. Morgan Clearing Corp.","Securities Investor Protection Corp (SIPC)"]}