EFTA01520799.pdf

CHISLAINE MAXWELL ACCT. For the Period 9/I/II to 9/30/11 INFLOWS & OUTFLOWS Type Quantity Per Und PRINCIPAL INCOME Settle Date Selection Method Description Cost Amount Amount Amount 9/12 Receipt of Assets STATE OF NEW YORK DORMITORY AUTH REVS NONST 100,000.000 SUPPORTED DEBT MUN HLTH FACS LEASE 4% SUB 2-1 0.00 JAN 15 2017 DTD 12/21/2001 HELD BY DTC BOOK ENTRY ONLY MERRILL LYNCH PIERCE FENNER & SMIT TRADE DATE 09/12/11 (ID: 649903-F5-5) 9'12 Receipt of Assets HSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 15 100,000.000 2015 DTD 10/1512010 MERRILL LYNCH PIERCE FENNER 0.00 & SMIT TRADE DATE 09/12/11 (ID: 40429X-YB-6) 9/13 Corporate Interest MS 7YNC1Y STEP-UP NOTE 09/13/17 INITIAL RATE 150,000.000 0.014 2,062.50 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9./8/10 (ID: 61745E-6O-9) 9/29 Corporate Interest FHLB 1.25% 09/29/15 EARNED DISCOUNT 100.000 000 0.006 625.00 (ID: 313371.2G-0) Total Inflows & Outflows 53,291.04 TRADE ACTIVITY Trade Date Type Per Unit Realized Settle Date Selection Method Description Quantity Amount Proceeds Tax Coat Gain Loss Settled Sales/Maturities/Redemptions 9,29 Redemption FHLB 1.25% 09/29/15 ENTIRE ISSUE CALLED @ (100.000 000) 100.00 100.000.00 (100.000.00) 9'29 Pro Rata 100.00 (ID: 313371.2G-0) J.P.Morgan Page 16 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048137 Chase CONFIDENTIAL SDNY_GM_00317335 EFTA01520799