J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 6/1/09 to 6/30/09 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Short Term AUSTRALIAN GOVERNMENT - AUD 7 1/2% SEP 15 2009 DTD 09/191996 HELD BY EUROCLEAR ISIN:AU0000XCLVVF9 SEDOL:6058638 O06185-9C-6 NA /AAA AUD 75.000 00 81.59 61,189 23 61,779.46 (590.23) 4547.53 1334.54 3.03% Total Short Tenn 55,731,758.52 $6.732.126.96 ($367.43) $8.866.39 $3,321.82 0.06% Page 11 of 32 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047106 SDNY_GM_003 16304 EFTA01519802