FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/I/I I to 9/30/1 I Note: ** Unrealized GairvLoss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position Please contact your J P Morgan team for additional information. Equity Detail Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Yield Original Cost Accrued Div. US Large Cap Equity DB CONT BUFF EQ MS 08/07/12 60.98 1.000.000.000 609,800.00 1,000,000.00 (390,200.00) 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 SO MARKET PLUS SPX 8/20/12 88.22 5,000000.000 4,411,000.00 5,000,000.00 (589,000.00) 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.68 78423A-L3-4 SO MARKET PLUS SPX 02/07/13 86.16 2,000,000.000 1,723,200.00 2,000,000.00 (276,800.00) 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03/11 SPX 1.260 34 78423A-2Y-7 Total US Large Cap Equity $6.744.000.00 $8.000.000.00 ($1.266,000.00) 40.00 0.00% US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 11.57 50,000.00D 578 500 00 352 529 00 225,971.00 OBL LONG ETN38 25154H-55-8 DAG JP Morgan Account Page 5 of 26 Page 8 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015064 SDNY_GM_00284262 EFTA01492343