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