Valuations of over-the-counter derivative transactions and certain derivatives-related deposit products for June 2011, prepared by J.P. Morgan. The valuations are based on mid-market values derived from proprietary models. Disclaimers include non-responsibility for model accuracy, errors, or uses of valuations. Information on Auction Rate Securities and mutual funds is also provided.
documents/vol00010-efta01510160-pdf.pdf
{"title":"Valuations of Over-the-Counter Derivative Transactions","document_date":"2011-06","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":["TD F 90.22.1"]}