FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/11 to 9/3W1I Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income WACHOVIA CAPITAL TRUST III VAR RATE DEC 31 2049 DTD 2/1/2006 92978A-AA-0 A- /BAA 82.00 2,000000.00 1.640,000 00 1,870,000 00 (230,000.00) 111,395.00 4,950 00 6.91% 5 41% WIG CAPITAL FUNDING TRUSTS NI 8.439% PFD STK DEC 31 2049 DTD 12/15/2000 44978N-AA-3 BBB /B1 7479 2,500,000.00 1,869,750.00 2,445,820.28 (575,870.28) 96 143 75 24,302 50 Total US Fixed Income Non-US Fixed Income REPUBLIC OF ARGENTINA -ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYM/X3 EC0698-9B-7 ARS 3.45 10,000.000 00 820,934,040.00 344.930 10 522,244,796.84 318,000.00 81,000 00 (51,310,766.84) 26.930 10 51,694,263.76 $411,905.46 88.488 13 70.296 75 7.64% 26.08 % Complementary Structured Strategies MR CALL USD PUT FX EUROPEAN STYLE OPTION 0CT 19, 2011 •47. XINRCA-BE-Z 940,000,000.00 5.488.45 (75.511.55) JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 (D76. ICC 71 XJPYCARC2 CAD 0.10 (760.000,000.00) (168,325.13) (411,438.90) (358,888,23) JP Morgan Account Page 14 of 26 Page 17 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15073 SDNY_GM_00284271 EFTA01492350