FINANCIAL TRUST COMPANY INC ACCT. For the Period II/I/II to 11/30/11 Note: ** Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the posdion 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 67.34 1.000.000.000 673.400.00 1,000,000.00 (326.600.00) 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A74 SO MARKET PLUS SPX 8/20/12 98.07 5.000.000.000 4,903,500.00 5,000,000.00 (96,500.00) 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX:12stee 78423A-L3-4 SO MARKET PLUS SPX 02/07/13 95.27 2,000,000.000 1,905,400.00 2,000,000.00 (94.600.00) 75% CONTIN BARRIER- 6.25%CPN .UNCAPPED INITIAL LEVEL-08/03/11 SPX 1.260 34 78423A-2Y-7 Total US Large Cap Equity $7.482.300.00 68.000.000.00 15617,700.00) $0.00 0.00% US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 10.33 50,000 000 516 503 CD 352.529 00 163.971.00 DBL LONG ETN38 25154H-55-8 DAG J.P.Morgan Account Page 5 of 24 Consolidated Statement Page 8 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15286 SDNY_GM_00284484 EFTA01492487