FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/I I to 12f31/I I Note P indicates position adjusted for Pending Trade Activity. Unrealized Gain Loss 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 Price Quality Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc Original Cost Accrued Div. Yield US Large Cap Equity DB CONT BUFF EQ MS 08/07112 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS.21.09 039.79 1,000,000.000 897,900.00 1,000,000.00 (302,100.00) SO MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 99.42 5,000,000.000 4,971,000.00 5,000,000.00 (29,000.00) SO MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED -MOW 1 SPX:1,260.34 96.44 2,000,000.000 1,928,800.00 2,000,000.00 (71,200.00) Total US Large Cap Equity $7.697.700.00 58.000.000.00 ($402,300.00) $0.00 0.00% JP Morgan Page 5 of 28 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015370 SDNY_GM_00284568 EFTA01492567