J.P.Morgan
CHISLAINE MAXWELL ACCT
For the Period 12/1/10 to 1281/10
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Accrued Interest Yield
Non-US Fixed Income
BARCLAYS BANK PLC 150,000.000 94.51 141,765.00 150,000.00 (8,235.00) 3.750.00 3.41%
MEDIUM TERM NOTE 2 2/1% OCT 20 2017 739.50
DTD 10/20/2010
06740P-VG-8 NA /AA3
Total Non-US Fixed Income 1,306,940,000.000 $484,061.41 5483,461.02 (58,399.61) 522,367.66 3.81%
512,233.26
Page 12 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047855
Chase
CONFIDENTIAL SDNY_GM_00317053
EFTA01520534