FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12/31/11 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 lax lots comprising the position. Please contact your J P Morgan team for additional information. Equity Detail Price Quantity 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- 131CPN 30% CAP INITIAL LEVEL-07115111 MS.21.09 2515A1-A78 89.79 1,000,000.000 897,900.00 1,000,000.00 (302,100.00) SO MARKET PLUS SPX $120112 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-13-4 99.42 5,000,000.000 071000.00 5,000,000.00 (29,000.00) SO MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.251CPN .UNCAPPED INITIAL LEVEL-0803/11 SPX.1.260.34 78423A-2Y-7 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 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015404 SDNY_GM_00284602 EFTA01492598