EFTA01520427.pdf

J.PMorgan GHISLA1NE MAXWELL ACCT. 052167006 For the Period 9/1/10 to 9/30/10 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Non-US Fixed Income P INTER AMERICAN DEVELOPMENT BANK- INR 6,700.000 000 2.11 141,493.35 143232.17 (1,738.82) 4331.42 4.61% MEDIUM TERM NOTE 3% MAR 25 2014 8/10/10 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X50495010562 SEDOL B511473 U45818-9G-5 AAA /AAA INR P INTER AMERICAN DEVEL BK IDR 1,300,000,000.000 0.01 148,067.00 150,112.11 (2,055.11) 9,484.00 8.21% MEDIUM TERM NOTE 61/2% JUN 042014 DTD 06/0412010 HELD BY EUROCLEAR ISIN:XS0513770957 SEDOL:94498513 45818W-9K-4 IDR P BARCLAYS BANK PLC 150,000 000 100.00 150,000.00 150,000.00 3,750.00 2.50% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10/202010 06740P-VG-8 AA- /AA3 Total Non-US Fixed Income 1,726,565.000 000 8641,076.71 8542,720.77 (81,144.66) 326,342.48 4.86% $1,376.33 Page 12 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047745 Chase CONFIDENTIAL SDNY_GM_00316943 EFTA01520427