EFTA01519896

J.P.Morgan GHISLA1NE MAXWELL For the Period 8/1/09 to 8/31/09 Note P indicates positron adjusted for Pending Trade Activity. Fixed Income Detail US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 1 543% JUL 15 2011 .1111t9 P FEDERAL HOME LOAN BANK 1 1/2% DEC 14 2012 DTD 09/14/2009 Total US Fixed Income - Taxable US Fixed Income - Non Taxable CITY OF NEW YORK N Y NYC PUBLIC IMPS UNLIMITED TAX 4% SUBSER L-1 APR 01 2019 DTD 4/23/2008 HELD BY OTC BOOK ENTRY PAR CALL 04/01 18 /20 100 Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest 150.000.000 100.91 151362.00 150.760.00 582.00 2.437 SO 1 13% 311 40 100,000.000 100.00 100,000.00 100,000.00 1,500 00 1 50% $261,362.00 $250,780.00 $682.00 $3,937.60 1.28% $311.40 200,000.000 100.79 201,586.00 198,768.00 2.818.00 8.000 00 3 93.x, 3.333 20 Page 13 of 32 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047202 SDNY_GM_00316400 EFTA01519896