J.P.Morgan CHISLAINE MAXWELL ACCT. Q52167006 For the Period 6/1/09 to 6/30/09 Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Settlement Date Type Description Per Unit PRINCIPAL INCOME Amount USD Amount USD Amount USD Currency Quantity Local Value Local Value Local Value GaIn/Loss USD 6116 Spot FX LINKED CURRENCY TRANSACTION -BUY (63.216.820) 63,216.82 BUY NZ° SELL USD 98,162.77 EXCHANGE RATE .644000000 DEAL 06/12/09 VALUE 06/18/09 6/17 Accrued Interest Paid NEW ZEALAND GOVERNMENT - NZD (2,792270) 0.644 (1,798.22) 7% JUL 152009 1.00 (2,792.27) DTD 07/15/1997 HELD BY EUROCLEAR ISIN:NZGOVD0709R1 SEDOL:6016948 Total Inflows & Outflows TRADE ACTIVITY - N Zealand Dollar 661,418.60 60.60 Per Unit Market Trade Settlement Amount USD Cost USD Currency Date Date Type Description Quantity Local Value Local Value Ga ws Loss USD Settled Securities Purchased 6(12 6(17 Purchase NEW ZEALAND GOVEFtNMENT NZD 95.000 000 64.255 (61.418 60) 7% JUL 15 2009 100.39 (95.370 50) DTD 07/15/1997 HELD BY EUROCLEAR ISIN:NZGOV00709R1 SEDOL:6016948 Page 27 of 32 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047122 SDNY_GM_003 16320 EFTA01519818