EFTA01520459.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT. C152167006 For the Period 10/1/10 to 10/31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Acaued Interest Yield US Fixed Income - Taxable FMB 100,000.000 100.13 100,125.00 100,000.00 125.00 1.250.00 1.22% MEDIUM TERM NOTE 111.10 1 114% SEP 29 2015 DTD 09/29/2010 STEP CPN 313371-2G41AAA /AAA Non-US Fixed Income INTER AMERICAN DEVEL BANK - IDR 419,625,000.000 0.01 48,126.79 48.769 75 (642.96) 3,146.05 1.22% 6.7% OCT 31 2011 8.58 DTD 10/30/2009 HELD BY EUROCLEAR ISIN:XS0459432679 SEDOL:B5756J3 458183-9K-8 NA /AM IDR INTL BK FtECON & DEVELOP - BRL 90.000.000 59.58 53,624.44 50,106.74 3,517.70 4,641.49 7.95% 8 3/4% JUN 15 2012 1,767.53 DTD 08/20/2009 HELD BY EUROCLEAR ISIN.XS0446421157 SEDOL:B435Z93 459058.9B-1 NA JAM BRL INTER AMERICAN DEVELOPMENT BANK- INR 6,700,000.000 2.13 142,867.58 143.232.17 (364.59) 4,547.51 4.71 % MEDIUM TERM NOTE 3% MAR 25 2014 10/7/10 2,753.36 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X50495010562 SEDOL B5114T3 U458184IG-5 AM /MA INR Page 11 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047778 Chase CONFIDENTIAL SDNY_GM_00316976 EFTA01520459