J.P.Morgan
CHISLAINE MAXWELL ACCT.
For the Period 12/1/10 to 12/31/10
Other Assets Summary
Beginning Ending Change Current Asset Categories
Asset Categories Estimated Value Estimated Value In Value Allocation
Other 161 474.00 157,179.50 (4.294 50) 8% OrlW
Assent
Current
Market Value/Cost Period Value
Estimated Value 157,179.50
Tax Cost 176,203.50
Estimated Gain/Loss (19,024.00)
Estimated Annual Income 4.125.00
Yield 3.02%
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Original Gain/LOSS At:ousts
Other
MS 77TIC1Y STEP-UP NOTE 09/13/17 150.000 000 97.03 145.546.50 150,000.00 (4,453.50)
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/8/10
61745E-60-9 A /A2
PROSHARES ULTRSHORT 000 1.000 000 11.63 11,633.00 26,203.50 (14,570.50)
74347R-87-5 OID
Total Other 151,000.000 3157,179.50 9170,203.50 (119,024.00)
Page 15 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047858
Chase
CONFIDENTIAL SDNY_GM_00317056
EFTA01520537