EFTA01520533.pdf

J.P.Morgan CHISLAINE MAXWELL For the Period 12/1/10 to 12131/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain. Loss Accrued Interest Yield US Fixed Income - Taxable FHLB 100,000 000 98.11 98,113.00 100,000.00 (1,887.00) 1,250.00 1.67% MEDIUM TERM NOTE 319.40 1 1/4% SEP 29 2015 OTO 091202010 STEP CPN Non-US Fixed Income INTL BK RECON & DEVELOP - BRL 90.000 000 60.57 54,514.52 50,106.74 4,407.78 4,743.97 8.27% 8 3/4% JUN 15 2012 2.599.42 DTD 08/20/2009 HELD BY EUROCLEAR SEDOL INTER AMERICAN DEVELOPMENT BANK- INR 6.700.000 003 2.13 142,405.89 143,232.17 (826.28) 4,495.13 4.68% MEDIUM TERM NOTE 3% MAR 25 2014 3,472 94 DTD 03/25/2010 HELD BY EUROCLEAlii SEDO INTER AMERICAN DEVEL BK - IDR 1,300000,000.000 0.01 145,386.00 150,11211 (4,746.11) 9,378.46 1.67% MEDIUM TERM NOTE 61,2% JUN 04 2014 5,421.39 DTD 06,042010 HELD BY EUROCLEAR ISIN SEDOL Page 11 of 31 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047854 Chase CONFIDENTIAL SDNY_GM_00317052 EFTA01520533