J.PMorgan GHISLA1NE MAXWELL For the Perk' 9/1/10 to 9/30/10 Note P indicates position adjusted for Pending Trade Activity Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest L'S Fixed Income - Taxable FHLB 100.000 000 99.72 99,719.00 100000.00 (281.00) 1,250.03 1.31% MEDIUM TERM NOTE 6.90 1 1/4% SEP 29 2015 DTD 09/29/2010 STEP CPN Non-US Fixed Income INTER AMERICAN DEVEL BANK - IDR 419.625.000 000 0.01 48.055.46 48769.75 (714.29) 3.148.86 4.95% 6.7% OCT 31 2011 DTD 10/30/2009 HELD BY EUROCLEAR INTL BK RECON & DEVELOP - BRL 90.000 000 59.41 53,470.90 50,106.74 3.364.16 4 648 21 8 28 % 8 3,4% JUN 15 2012 1 375 33 DTD DEF202009 HELD BY EUROCLEAR Page 11 of 34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047744 SDNY_GM_00316942 EFTA01520426