EFTA01520064

J.P.Morgan CHISLAINE MAXWELL. ACCT. For the Period I I/I/09 to I 1/30/09 Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest Short Term JP MORGAN CHASE BANK -NZD LONDON TIME DEPOSITS 2.0000% DATED 11/30/2009 MATURITY 01/29/2010 HELD BY LONDON TREASURY SERVICES Bearer 60705P-9R-9 NZD 151,973.80 71.53 108,699.26 97,717.02 10,982.24 2173.98 5.97 2.00% KFW • BRL 125,000.00 57.30 71,629.46 72,010.50 (381.04) 6,529.98 8.26% MEDIUM TERM NOTE 91/8% FEB 5 2010 5,349.22 DTD 10/092007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:8284W67 B11XZP-9B-7 AM /AAA BRL JP MORGAN CHASE BANK - AUD 119,047.61 91.53 108,970.21 100,000.00 8.970.21 2.724.25 2.48% LONDON TIME DEPOSITS 2.5000% 832.31 DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9F3 AUD JP MORGAN CHASE BANK -NOK 611,000.00 17.61 107,593.15 100,000.00 7,593.15 860.74 0.80% LONDON TIME DEPOSITS 0.8000% 262.95 DATED 08/13/2009 MATURITY 02116/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9T-3 NOK Total Short Term 3503,978.88 $471,880.89 532,118.19 $16,655.06 21.19% 58,438.84 Page 10 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047373 SDNY_GM_003 16571 EFTA01520064