EFTA01519992.pdf

J.P.Morgan CHISLAINE MAXWELL For the Period 9/1/09 to 9/30/09 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Short Term KFW BRL 125,000.00 56.35 70,436.28 72,010.50 (1,575.22) 6,402.25 7.71% MEDIUM TERM NOTE 9 1/8% FEB 5 2010 4.174.61 DTD 10/052007 HELD BY EUROCLEAR ISIN SEDOL JP MORGAN CHASE BANK - AUD 119,047.61 88.26 105,065.49 100,000.00 5,065.49 2,626.63 2.49% LONDON TIME DEPOSITS 2.5000% 357.43 DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer JP MORGAN CHASE BANK - NOK 611,000.00 17.23 105,303.07 100,000.00 5,303.07 842.42 0.80% LONDON TIME DEPOSITS 0.8000% 114.56 DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer Total Short Term $390,399.14 0389,391.67 $21,007.47 $11,898.70 2.80% $4,652.18 Page 10 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047301 Chase CONFIDENTIAL SDNY_GM_00316499 EFTA01519992