EFTA01520243.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT- For the Period 3/1/10 to 3/31/10 Portfolio Activity Summary - N Zealand Dollar INCOME US Dollar Value Local Value Current Year-To-Date Current Year-To-Date Transactions Period Value Value Period Value Value Beginning Cash Balance 0.00 Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Per Unit PRINCIPAL INCOME Settlement Amount USD Amount USD Amount USD Currency Date Type Description Quantity Local Value Local Value Local Value GaraiLoss USD 3;31 Foreign Interest JP MORGAN CHASE BANK - NZD 152.480.380 0.002 366.78 LONDON TIME DEPOSITS 2.0030% 0.003 516.74 DATED 01/29/2010 MATURITY 03/31/2010 HELD BY LONDON TREASURY SERVICES 3/31 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 107.312.170 (98.442.26) 8.869.91 BUY USD SELL NZD (152.997.12) CONTRACT RATE : 0.701400000 TRADE 3/24/10 VALUE 3/31/10 Total Inflows & Outflows (088,0715.18) $8,869.91 Page 26 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047555 Chase CONFIDENTIAL SDNY_GM_00316753 EFTA01520243