J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 7/1/10 to 7/31/10 Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Original Accrued Interest Yield Short Term JP MORGAN CHASE BANK - AUD LONDON TIME DEPOSITS 3.8500% DATED 07/30/2010 MATURITY 08/06/2010 HELD BY LONDON TREASURY SERVICES Bearer 232,559.25 90.53 210524.31 206,76734 3,756.97 8,10518 22.31 3.86% JP MORGAN CHASE BANK - AUD LONDON TIME DEPOSITS 3.4000% DATED 02/19/2010 MATURITY 08/19/2010 HELD BY LONDON TREASURY SERVICES Bearer 120,593.58 90.53 109,167.36 101,363.31 7,804.05 3,711.68 1,680.52 3.35% JP MORGAN CHASE BANK - NOK LONDON TIME DEPOSITS 1.8500% DATED 02/19/2010MATURITY 08/19/2010 HELD BY LONDON TREASURY SERVICES Bearer 613,539.04 16.47 101,022.35 100,429.08 583.27 1,1)58.91 646.16 1.84% Total Short Term 1,646,128.87 $615,798.06 $509,290.67 $6,607.48 S16,064.47 $2,560.39 8.68% Page 9 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047682 SDNY_GM_003 16880 EFTA01520366