EFTA01492305.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/I/I I to 8/31/I I Note: ** Unrealized Gainloss 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 Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain/Loss Accrued Div. Yield US Large Cap Equity DB CONT BUFF EQ MS 08/07/12 77.16 1,000,000.000 771.600.00 1,000,000.00 (228.400.00) 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 95.60 5,000,000.000 4,780,000.00 5,000,000.00 (220,000.00) 74% CONTIN BARRIER-016CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 SO MARKET PLUS SPX 02107/13 94.63 2,000,000.000 1,892,0110.00 2,000,000.00 (107,400.00) 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03111 SPX 1.260 34 78423A-2Y-7 Total US Large Cap Equity 57.444.200.00 58.000.000.00 15655,800.00) $0.00 0.00% US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 16 36 SO 000 C.T.0 818 ODD CO 352 529 00 465,471.00 OBL LONG ETN38 25154H-55-8 DAG JP Morgan Account Page 5 of 26 Page 8 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014988 Chase CONFIDENTIAL SDNY_GM_00284186 EFTA01492305