EFTA01519958.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT For the Period 9/1/09 to 9130/09 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Pnce Value Original Gain/Loss Accrued Interest Yield Short Term KFW - BRL 125,000.00 56.35 70.435.28 72,01050 (1.575.22) 6.402.25 7.71% MEDIUM TERM NOTE 9 1/8% FEB 5 2010 4,174.61 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:B284W57 B11XZR.98-7 AAA /AAA BRL JP MORGAN CHASE BANK - AUD 119,047.61 88.26 105,065.49 100,000.00 5O65.49 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 60703R-9F-3 AUD 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 60703R-9T-3 NOK Total Short Term $390,399.14 $369,391.87 $21,007.47 $11,898.78 2.80% $4,662.18 Page 10 of 36 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047265 Chase CONFIDENTIAL SDNY_GM_00316463 EFTA01519958