According to US Magazine:
August 27, 2008
After their mom Michelle's speech on Monday, she told her girls she had a surprise for them.
Unaware that their dad was going to appear via satellite, Malia, 10, asked, "Is it the Jonas Brothers?"
Turns out, the popular boy band was performing in their Chicago hometown the same week they had to be in Denver for the DNC.
Needless to say, the girls were disappointed.
They've long harbored JoBro crushes.
http://www.usmagazine.com/news/barack-obamas-daughters-wanted-jonas-brothers-not-dad-at-dnc
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