J.PMorgan FINANCIAL TRUST COMPANY INC ACCTI For the Period 5/1/10 to 5/31/10 Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield Non-US Fixed Income PETROLEOS DE VENEZUELA S 2,500,003.000 80.75 1,518,750.00 1,754,250.00 (235,500.00) 122500 00 18.22% 4.996 OCT 28 2014 11.227.50 DTD 10/28/2009 HELD BY EUROCLEAR ISIN:XS0480548442 SEDOL:85882G7 71888A-9A-1 Page 10 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10935 SDNY_GM_00280133 EFTA01489106