EFTA01519924.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Pnce Value Original Gain/Loss Accrued Interest Yield Short Term JP MORGAN CHASE BANK - NZD 151,017.73 68.57 103.560.39 97,036.50 6.523.89 101686 1.85% LONDON TIME DEPOSITS 1.8500% 175.53 DATED 07/30/2009 MATURITY 09/30/2009 HELD BY LONDON TREASURY SERVICES Bearer 60703L-9N-9 NZ0 KFW - BRL 125,000.00 53.55 66,941.90 72,010.50 (5.068.60) 6,085.93 8.54% MEDIUM TERM NOTE 9 1/13% FEB 5 2010 8/28/09 3.468.14 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:B284VV67 B11X2P-9B-7 AAA /AAA BRL JP MORGAN CHASE BANK - AUD 119,047.61 84.30 100,363.07 100.000.00 363.07 2.50907 2.50% LONDON TIME DEPOSITS 2.5000% 132.37 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 16.66 101,768.88 100.000.00 1.768 88 814.15 0.80% LONDON TIME DEPOSITS 0.8000% 42.94 DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9T-3 NOK Total Shod Term 5435.974.18 5430.827.46 $5,146.72 $16.067.16 2.97% 56.009.60 Page 10 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047231 Chase CONFIDENTIAL SDNY_GM_00316429 EFTA01519924