EFTA01520102.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 12/1/09 to 12/31/U') Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Pnce Value Original Gain/Loss Accrued Interest Yield Short Term JP MORGAN CHASE BANK - NOK 575,239.60 1731 99.57755 100.041.05 (463.50) 746.83 0.76% LONDON TIME DEPOSITS 0.7500% 1.99 DATED 12/31(2009 MATURITY 01/0712010 HELD BY LONDON TREASURY SERVICES Bearer 607060.9F-1 NOK JP MORGAN CHASE BANK - AUD 227,834.31 89.94 204,902.81 202.562.78 2,340.03 6,556.88 3.20% LONDON TIME DEPOSITS 3.2000% 18.03 DATED 12/31/2009 MATURITY 01/08/2010 HELD BY LONDON TREASURY SERVICES Bearer 60706C-9K-2 AUD JP MORGAN CHASE BANK - NZD 151,973.80 72.77 110,583.74 97,717.02 12,866.72 2,211.67 2.00% LONDON TIME DEPOSITS 2.0000% 196.50 DATED 11/30/2009 MATURITY 01/29/2010 HELD BY LONDON TREASURY SERVICES Bearer 60705P-9R-9 NZD KFW - BRL 125,000.00 57.37 71,710.79 72,010.50 (299.71) 6,543.28 8.71% MEDIUM TERM NOTE 9 118% FEB 5 2010 5.91584 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:B2841/Y67 B11X2P-913-7 AAA /AAA BRL JP MORGAN CHASE BANK - AUD 119,047.61 89.94 107,065.48 100,000.00 7,065.48 2,676.63 2.48% LONDON TIME DEPOSITS 2.5000% 1,048.27 DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9F-3 AUD Page 10 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047413 Chase CONFIDENTIAL SDNY_GM_00316611 EFTA01520102