FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/I/I I to 9/30/1I
Note: ** Unrealized GairvLoss 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.
Pnce Quantity Value Original Cost Gain/Loss Accrued Div. Yield
US Large Cap Equity
DB CONT BUFF EQ MS 08/07/12 60.98 1.000.000.000 609,800.00 1,000,000.00 (390,200.00)
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 88.22 5,000000.000 4,411,000.00 5,000,000.00 (589,000.00)
74% CONTIN BARRIER-0%CPN
,UNCAPPED
INITIAL LEVEL-03/16/11 SPX: 1256.68
78423A-L3-4
SO MARKET PLUS SPX 02/07/13 86.16 2,000,000.000 1,723,200.00 2,000,000.00 (276,800.00)
75% CONTIN BARRIER- 6.25%CPN
,UNCAPPED
INITIAL LEVEL-08/03/11 SPX 1.260 34
78423A-2Y-7
Total US Large Cap Equity $6.744.000.00 $8.000.000.00 ($1.266,000.00) 40.00 0.00%
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH 11.57 50,000.00D 578 500 00 352 529 00 225,971.00
OBL LONG ETN38
25154H-55-8 DAG
JP Morgan Account Page 5 of 26 Page 8 of 42
Confidential Treatment Requested by JPMorgan JPM-SDNY-00015064
Chase
CONFIDENTIAL SDNY_GM_00284262
EFTA01492343