J.P.Morgan CHISLAINE MAXWELL ACCT For the Period 12/1/10 to 1281/10 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Non-US Fixed Income BARCLAYS BANK PLC MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10/20/2010 06740P-VG-8 NA /AA3 150,000.000 94.51 141,765.00 150,000.00 (8,235.00) 3.750.00 739.50 3.41% Total Non-US Fixed Income 1,306,940,000.000 $484,061.41 5483,461.02 (58,399.61) 522,367.66 512,233.26 3.81% Page 12 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047855 SDNY_GM_00317053 EFTA01520534