EFTA01519818.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT. Q52167006 For the Period 6/1/09 to 6/30/09 Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Per Unit PRINCIPAL INCOME Settlement Amount USD Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Local Value GaIn/Loss USD 6116 Spot FX LINKED CURRENCY TRANSACTION -BUY (63.216.820) 63,216.82 BUY NZ° SELL USD 98,162.77 EXCHANGE RATE .644000000 DEAL 06/12/09 VALUE 06/18/09 6/17 Accrued Interest Paid NEW ZEALAND GOVERNMENT - NZD (2,792270) 0.644 (1,798.22) 7% JUL 152009 1.00 (2,792.27) DTD 07/15/1997 HELD BY EUROCLEAR ISIN:NZGOVD0709R1 SEDOL:6016948 Total Inflows & Outflows 661,418.60 60.60 TRADE ACTIVITY - N Zealand Dollar Per Unit Market Trade Settlement Amount USD Cost USD Currency Date Date Type Description Quantity Local Value Local Value Ga ws Loss USD Settled Securities Purchased 6(12 6(17 Purchase NEW ZEALAND GOVEFtNMENT NZD 95.000 000 64.255 (61.418 60) 7% JUL 15 2009 100.39 (95.370 50) DTD 07/15/1997 HELD BY EUROCLEAR ISIN:NZGOV00709R1 SEDOL:6016948 Page 27 of 32 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047122 Chase CONFIDENTIAL SDNY_GM_00316320 EFTA01519818