GHISLA1NE MAXWELL ACCT. Q521870013 For the Period 1/1/11 to 1/31/11 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 DID 102012010 06740PA/G-13 NA /AA3 150.000.000 95.05 142.575.00 150,000.00 (7.42500) 3.75000 1,051 95 3.33% Total Non.US Axed Income 1,306,940,000.000 3470.889.08 6493.461.02 ($2201.94) $22,173.33 $13.978.47 6.88% JP Morgan Page 13 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047890 SDNY_GM_00317088 EFTA01520569