GHISLA1NE MAXWELL ACCT.
For the Period 2/1/11 to 2/28/11
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 95.55 141325.00 150,000.00 (6.675.00) 3.75000 3.25%
MEDIUM TERM NOTE 2 2/1% OCT 20 2017 1,364 55
DID 102012010
06740PA/G-8 NA /AA3
Total Non.US Axed Income 1,306,940,000.000 5477.593.87 5493,451.02 (515.957.15) 522.518.49 5.90%
$15.968.59
JP Morgan Page 12 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047917
Chase
CONFIDENTIAL SDNY_GM_00317115
EFTA01520594