EFTA01520498.pdf

J.P.Morgan ORIEL/LINE MAXWELL ACCT For the Period 11/1110 to 11/30/10 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 99 84 99.844 00 100.000.00 (156.00) 1.250.00 1.28% MEDIUM TERM NOTE 215.20 1 1/4% SEP 29 2015 DTD 09/29/2010 STEP CPN 313371.2G-0 AM /AM Non-US Fixed Income INTL BK RECON & DEVELOP . BRL 90,000.000 58.50 52,648.87 50.106/4 2,542.13 4,578.75 8.25% 8 3/4% JUN 15 2012 2,119.98 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:6435293 459058-98-1 NA/AAA BRL INTER AMERICAN DEVELOPMENT BANK-MR 6,700,000.000 2.13 142,867.58 143,232.17 (384.59) 4,547.51 3.70% MEDIUM TERM NOTE 3% MAR 25 2014 10/7/10 3,127.17 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X80495010562 SEDOL 65114T3 U45818-9G-5 AM /AAA INR MIER AMERICAN DEVEL BK IDR 1,300,000,000.000 0.01 147,433.00 150,112.11 (2.679.11) 9,354.14 1.28% MEDIUM TERM NOTE 6 V2% JUN 04 2014 4,612.79 DTD 08/04/2010 HELD BY EUROCLEAR ISIN:XS0513770957 SEDOL:944965B 45818W-9K-4IDR Page 11 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047818 Chase CONFIDENTIAL SDNY_GM_00317016 EFTA01520498