Prospect News: Listing deals for JPMorganChaseCo

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Prospect News home > Deal database index > Alphabetical deal index for I-L > List of deals for JPMorganChaseCo

Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.

Click on the deal summary to see the full details.

JPMorgan Chase & Co. 5.25% initially, stepping up to 6% on March 14, 2028, to 7% on March 14, 2031 and to 8.5% on March 14, 2033; payable semiannually due 3/14/2034

JPMorgan Chase & Co. 5% initially, stepping up to 5.5% on Feb. 15, 2029, to 6.25% on Feb. 15, 2032, to 8% on Feb. 15, 2035 and to 10% on Feb. 15, 2037; payable semiannually due 2/15/2039

JPMorgan Chase & Co. 5.1% initially, stepping up to 5.5% on Jan. 31, 2029 and to 6% on Jan. 31, 2032; payable semiannually due 1/31/2034

JPMorgan Chase & Co. 6% initially, stepping up to 6.25% on Nov. 30, 2028 and to 7% on Nov. 30, 2030; payable semiannually due 11/28/2028

JPMorgan Chase & Co. 6.25% initially, stepping up to 6.5% on Nov. 15, 2026, to 7% on Nov. 15, 2028 and to 9% on Nov. 15, 2029; payable semiannually due 11/15/2030

JPMorgan Chase & Co. 6% initially, stepping up to 6.5% on Nov. 15, 2028, to 7% on Nov. 15, 2031 and to 8% on Nov. 15, 2032; payable semiannually due 11/15/2033

JPMorgan Chase & Co. 6.25% initially, stepping up to 6.5% on Nov. 15, 2028 and to 6.75% on Nov. 15, 2030; payable semiannually due 11/14/2031

JPMorgan Chase & Co. 6.5% initially, stepping up to 7% on Nov. 15, 2031 and to 8% on Nov. 15, 2033; payable semiannually due 11/15/2035

JPMorgan Chase & Co. 6% initially, stepping up to 7% on Nov. 3, 2026, to 8% on Nov. 3, 2028 and to 10.25% on Nov. 3, 2029; payable semiannually due 11/1/2030

JPMorgan Chase & Co. 6% initially, stepping up to 6.25% on Oct. 31, 2026 and to 6.75% on Oct. 31, 2029; payable semiannually due 10/31/2031

JPMorgan Chase & Co. 5.5% initially, stepping up to 6.25% on Sept. 22, 2025 and to 7.25% on Sept. 22, 2027; payable semiannually due 9/21/2029

JPMorgan Chase & Co. 5.8% initially, stepping up to 6% on Sept. 19, 2027, to 6.5% on Sept. 19, 2029 and to 7% on Sept. 19, 2030; payable quarterly due 9/19/2031

JPMorgan Chase & Co. 5.5% initially, stepping up to 6% on Aug. 31, 2025 and to 6.75% on Aug. 31, 2027; payable semiannually due 8/31/2029

JPMorgan Chase & Co. 5.75% initially, stepping up to 6% on Aug. 28, 2029, to 6.5% on Aug. 28, 2029 and to 9% on Aug. 28, 2031; payable semiannually due 8/28/2031

JPMorgan Chase & Co. 5.4% initially, stepping up to 6% on June 23, 2028, to 7.5% on June 23, 2031 and to 9% on June 23, 2032; payable semiannually due 6/23/2033

JPMorgan Chase & Co. 5.25% initially, stepping up to 6% on June 13, 2024 and to 8% on June 13, 2025; payable semiannually due 12/12/2025

JPMorgan Chase & Co. 5.5% initially, stepping up to 6% on June 13, 2028, to 7.5% on June 13, 2031 and to 9% on June 13, 2032; payable semiannually due 6/13/2033

JPMorgan Chase & Co. 5.5% initially, stepping up to 6% on June 14, 2027; payable semiannually due 12/14/2027

JPMorgan Chase & Co. 4.5% initially, stepping up to 5% on Sept. 23, 2023 and to 5.75% on March 23, 2025; payable semiannually due 3/23/2026

JPMorgan Chase & Co. 4.5% initially, stepping up to 5% on Sept. 23, 2023 and to 6% on March 23, 2024; payable semiannually due 9/23/2024

JPMorgan Chase & Co. 4.5% initially, stepping up to 5% on June 23, 2025, then 5.75% on June 23, 2028; payable semiannually due 6/23/2031

JPMorgan Chase & Co. 6% for first year, then year-over-year change in CPI with floor of 0%, payable monthly due 5/25/2029

JPMorgan Chase & Co. 8% for first year, then year-over-year change in CPI plus 10 bps with floor of 0%, payable monthly due 5/25/2032

JPMorgan Chase & Co. 2.2% initially, stepping up to 2.5% on Feb. 15, 2025; payable semiannually due 8/15/2027

JPMorgan Chase & Co. Initially 2%; after one year, compounded SOFR plus 50 bps, up to a maximum rate of 5%, floor of 0%; payable quarterly due 8/15/2029

JPMorgan Chase & Co. 2% initially, stepping up to 3.25% on Jan. 31, 2026, to 4.5% on Jan. 31, 2030 and to 5.5% on Jan. 31, 2031; payable semiannually due 1/30/2032

JPMorgan Chase & Co. 1.55% initially, stepping up to 2.5% on July 31, 2024 and to 3.35% on July 31, 2025; payable semiannually due 1/30/2026

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on Oct. 29, 2023 and to 2% on Oct. 29, 2024; payable semiannually due 4/29/2025

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on Sept. 22, 2024, to 2% on June 22, 2025 and to 3% on Sept. 22, 2025; payable quarterly due 12/22/2025

JPMorgan Chase & Co. Initially 2%; after one year, compounded SOFR plus 0.7%, up to a maximum rate of 4%, floor of 0%; payable quarterly due 9/22/2031

JPMorgan Chase & Co. Initially 1.5%; after one year, compounded SOFR plus 20 bps, up to a maximum rate of 3%, floor of 0%; payable quarterly due 9/21/2027

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on March 10, 2023 and to 1.3% on Sept. 10, 2024; payable semiannually due 12/10/2025

JPMorgan Chase & Co. Initially 2%; beginning June 22, 2022, compounded SOFR plus 0.35%, up to a maximum rate of 4%, floor of 0%; payable quarterly due 2/28/2029

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on Feb. 27, 2023 and to 1.25% on Aug. 27, 2024; payable biannually due 2/27/2026

JPMorgan Chase & Co. Initially 2%; beginning Aug. 20, 2023, compounded SOFR, up to a maximum rate of 5%; payable quarterly, floor of 1.2% due 8/20/2031

JPMorgan Chase & Co. 1.25% initially, stepping up to 1.5% on Aug. 16, 2024, to 2% on Aug. 16, 2026 and to 3% on Feb. 16, 2028; payable semiannually due 2/16/2029

JPMorgan Chase & Co. 1.1% initially, stepping up to 1.25% on Aug. 16, 2023 and to 1.5% on Aug. 16, 2025; payable semiannually due 8/16/2027

JPMorgan Chase & Co. 1.5% initially, stepping up to 2.5% on Aug. 16, 2027 and to 4.5% on Aug. 16, 2029; payable semiannually due 8/15/2031

JPMorgan Chase & Co. 0.60% due 1/30/2025

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on Jan. 30, 2023 and to 1.25% on July 30, 2024; payable semiannually due 1/30/2026

JPMorgan Chase & Co. 1.25% initially, stepping up to 1.5% on July 30, 2026 and to 2% on July 28, 2028; payable semiannually due 7/28/2028

JPMorgan Chase & Co. 1.5% initially, stepping up to 2.5% on July 30, 2027 and to 4% on July 30, 2029; payable semiannually due 7/30/2031

JPMorgan Chase & Co. 2% for year; thereafter, SOFR plus 35 bps, subject to floor of zero and cap of 4% per year; payable quarterly due 1/30/2029

JPMorgan Chase & Co. 1.20% due 6/22/2026

JPMorgan Chase & Co. 0.75% initially, stepping up to 1% on Dec. 22, 2022 and to 1.25% on June 22, 2024; payable semiannually due 12/22/2025

JPMorgan Chase & Co. 1.75% initially, stepping up to 2.25% on June 22, 2026 and to 3.5% on June 22, 2029; payable semiannually due 6/20/2031

JPMorgan Chase & Co. 2.25% initially, stepping up to 3% on June 11, 2029, stepping up to 5% on June 11, 2033 and to 6.5% on Dec. 11, 2034; payable semiannually due 6/11/2036

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on June 11, 2026 and to 3.25% on Dec. 11, 2029; payable semiannually due 6/11/2031

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on May 28, 2025 and to 3% on May 28, 2027; payable semiannually due 5/28/2031

JPMorgan Chase & Co. 1.5% initially, stepping up to 2% on May 28, 2025 and to 3.5% on May 28, 2027; payable semiannually due 11/28/2028

JPMorgan Chase & Co. 1.5% initially, stepping up to 2% on May 14, 2025 and to 3.5% on May 14, 2027; payable semiannually due 11/14/2028

JPMorgan Chase & Co. 1.35% initially, stepping up to 1.5% on Sept. 23, 2023 and to 1.65% on March 12, 2026; payable semiannually due 9/12/2028

JPMorgan Chase & Co. 1.5% initially, stepping up to 2% on Feb. 26, 2025 and to 2.5% on Feb. 26, 2029; payable semiannually due 2/26/2031

JPMorgan Chase & Co. 1.5% for the first four years; steps up to 2% on Jan. 29, 2025 and to 2.5% on Jan. 29, 2029; payable semiannually due 1/29/2033

JPMorgan Chase & Co. 1% initially, stepping up to 1.5% on Jan. 29, 2025 and to 2% on Jan. 29, 2029; payable semiannually due 1/29/2029

JPMorgan Chase & Co. 1% initially, stepping up to 1.5% on June 22, 2026 and to 2.5% on June 22, 2027; payable semiannually due 6/22/2028

JPMorgan Chase & Co. 0.8% initially, stepping up to 1.05% on Dec. 21, 2023; payable semiannually due 12/21/2025

JPMorgan Chase & Co. 1.5% initially, stepping up to 1.75% on Sept. 22, 2026, to 2% on Sept. 22, 2028 and to 3% on Sept. 22, 2030; payable semiannually due 9/22/2032

JPMorgan Chase & Co. 1.25% initially, stepping up to 1.5% on Aug. 18, 2025, to 2% on Aug. 18, 2027 and to 3% on Aug. 18, 2030; payable semiannually due 8/18/2028

JPMorgan Chase & Co. 1.25% initially, stepping up to 1.5% on July 31, 2024 and to 2% on July 31, 2026; payable semiannually due 7/31/2028

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on June 23, 2026 and to 3% on June 23, 2028; payable semiannually due 6/23/2030

JPMorgan Chase & Co. 2.2% initially, stepping up to 2.45% on May 29, 2027 and to 3% on May 29, 2029; payable semiannually due 5/29/2030

JPMorgan Chase & Co. 2.5% initially, stepping up to 2.75% on March 25, 2025, to 3% on March 25, 2030 and to 3.25% on March 25, 2035; payable semiannually due 3/25/2040

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on March 25, 2026 and to 3% on March 25, 2028; payable semiannually due 3/25/2030

JPMorgan Chase & Co. Initially 2.5%; steps up to 2.75% on Feb. 28, 2026, to 3% on Feb. 28, 2029 and to 4% on Feb. 28, 2031; payable semiannually due 2/28/2032

JPMorgan Chase & Co. 2.4% initially, stepping up to 2.75% on Feb. 28, 2026 and to 3% on Feb. 28, 2029; payable semiannually due 2/28/2030

JPMorgan Chase & Co. 2.25% initially, stepping up to 2.5% on Feb. 28, 2025 and to 3% on Aug. 28, 2027; payable semiannually due 8/28/2028

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on Feb. 28, 2023 and to 2.75% on Feb. 28, 2024; payable semiannually due 2/28/2025

JPMorgan Chase & Co. 2.625% initially, stepping up to 3.25% on Feb. 28, 2030 and to 4.5% on Feb. 28, 2033; payable semiannually due 2/28/2035

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on Feb. 12, 2024; payable semiannually due 2/12/2025

JPMorgan Chase & Co. 2.15% initially, stepping up to 2.3% on Jan. 31, 2022 and to 2.5% on Jan. 31, 2024; payable semiannually due 1/31/2025

JPMorgan Chase & Co. 2.375% initially, stepping up to 2.5% on Jan. 31, 2025 and to 2.75% on Jan. 31, 2026; payable semiannually due 1/31/2027

JPMorgan Chase & Co. 2.6%, stepping up to 2.75% on Jan. 31, 2026, to 3% on Jan. 31, 2028 and to 4% on Jan. 31, 2029; payable semiannually due 1/31/2030

JPMorgan Chase & Co. 2.3% in first three years, stepping up to 2.45% on Dec. 23, 2022 and to 2.6% on Dec. 23, 2023; payable semiannually due 12/23/2024

JPMorgan Chase & Co. 2.5% in first five years, stepping up to 3% on Dec. 23, 2024; payable semiannually due 12/23/2027

JPMorgan Chase & Co. 2.75% in first seven years, stepping up to 3% on Dec. 23, 2026; payable semiannually due 12/23/2029

JPMorgan Chase & Co. 2.1% during first 18 months, stepping up to 2.25% on June 23, 2021 and to 2.75% on Dec. 23, 2022; payable semiannually due 6/23/2023

JPMorgan Chase & Co. 2.5% initially, stepping up to 2.75% on Nov. 29, 2023 and 3% on Nov. 29, 2025; payable semiannually due 5/29/2027

JPMorgan Chase & Co. 2.1% initially, stepping up to 2.25% on May 27, 2021 and 2.75% on Nov. 27, 2022; payable semiannually due 5/27/2023

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Nov. 27, 2027 and to 4% on Nov. 27, 2032; payable semiannually due 11/27/2034

JPMorgan Chase & Co. 3.05% initially, stepping up to 3.5% on Nov. 27, 2025 and to 4% on Nov. 27, 2031; payable semiannually due 11/27/2034

JPMorgan Chase & Co. 2.3% initially, stepping up to 2.45% on Nov. 27, 2022 and to 2.6% on Nov. 27, 2023; payable semiannually due 11/27/2024

JPMorgan Chase & Co. 2.75% initially, stepping up to 3.25% on Nov. 21, 2025 and to 4% on Nov. 21, 2028; payable semiannually due 11/21/2031

JPMorgan Chase & Co. 2.6% initially, stepping up to 3% on Nov. 21, 2025, to 4% on Nov. 21, 2027 and to 5% on Nov. 21, 2028; payable semiannually due 11/21/2029

JPMorgan Chase & Co. 2.25% initially, stepping up to 2.375% on Nov. 15, 2022 and to 2.55% on Nov. 15, 2023; payable semiannually due 11/15/2024

JPMorgan Chase & Co. 2.3% initially, stepping up to 2.45% on Nov. 7, 2022 and to 2.6% on Nov. 7, 2023; payable semiannually due 11/7/2024

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Oct. 31, 2027 and to 4% on Oct. 31, 2032; payable semiannually due 10/31/2034

JPMorgan Chase & Co. 2.5% initially, stepping up to 3% on Oct. 31, 2023 and to 3.5% on Oct. 31, 2026; payable semiannually due 10/31/2027

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on Aug. 28, 2027, to 3.5% on Aug. 28, 2031 and to 4% on Aug. 28, 2033; payable semiannually due 8/28/2034

JPMorgan Chase & Co. 5.5% initially; beginning Feb. 8, 2021, 10-year U.S. dollar ICE swap rate plus 5 bps, with a minimum interest rate of 0%, payable quarterly due 2/8/2029

JPMorgan Chase & Co. 0.00% due 1/31/2024

JPMorgan Chase & Co. 0.00% due 2/5/2024

JPMorgan Chase & Co. 5.65% initially; beginning in Dec. 20, 2020, 10-year U.S. dollar ICE swap rate plus 15 bps, with a minimum interest rate of 0%, payable quarterly due 12/20/2028

JPMorgan Chase & Co. 0.00% due 11/30/2023

JPMorgan Chase & Co. Year-over-year change in index plus 100 bps, subject to a floor of 0%; payable monthly due 11/21/2021

JPMorgan Chase & Co. Libor plus 101 bps, subject to a floor of 0%; payable quarterly due 10/31/2028

JPMorgan Chase & Co. 5% initially; beginning Sept. 24, 2020, equal to the 10-year ICE swap rate plus 10 bps, subject to 0% floor; payable quarterly due 9/24/2028

JPMorgan Chase & Co. Year-over-year change in index plus 65 bps, subject to a floor of 0%; payable monthly due 9/21/2021

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on July 31, 2020, to 3.75% on July 31, 2021, to 4.5% on July 31, 2022, to 5.5% on July 31, 2023 and to 7% on July 31, 2024; payable semiannually due 7/31/2025

JPMorgan Chase & Co. 5% initially; beginning April 30, 2020, equal to the 10-year ICE swap rate, subject to 0% floor; payable quarterly due 4/30/2028

JPMorgan Chase & Co. 3.5% initially, stepping up to 4% on March 16, 2023, to 5% on March 16, 2027 and to 6% on March 16, 2031; payable semiannually due 3/16/2033

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on March 16, 2028 and to 4.5% on March 16, 2033; payable semiannually due 3/16/2038

JPMorgan Chase & Co. 0.00% due 2/13/2023

JPMorgan Chase & Co. 0.00% due 2/7/2019

JPMorgan Chase & Co. 0.00% due 1/23/2020

JPMorgan Chase & Co. 0.00% due 1/24/2022

JPMorgan Chase & Co. 0.00% due 1/23/2020

JPMorgan Chase & Co. 0.00% due 7/19/2019

JPMorgan Chase & Co. 0.00% due 1/3/2022

JPMorgan Chase & Co. 0.00% due 12/30/2021

JPMorgan Chase & Co. 0.00% due 12/30/2022

JPMorgan Chase & Co. 0.00% due 12/27/2022

JPMorgan Chase & Co. 0.00% due 12/24/2021

JPMorgan Chase & Co. 0.00% due 12/30/2022

JPMorgan Chase & Co. 0.00% due 12/31/2024

JPMorgan Chase & Co. 0.00% due 12/27/2022

JPMorgan Chase & Co. 0.00% due 12/27/2019

JPMorgan Chase & Co. 0.00% due 12/19/2022

JPMorgan Chase & Co. 0.00% due 11/22/2023

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Oct. 30, 2022 and to 4% on Oct. 30, 2027; payable semiannually due 10/30/2032

JPMorgan Chase & Co. 3% for the first three years; after that, Libor plus 80 bps, capped at 6%; payable quarterly due 8/31/2027

JPMorgan Chase & Co. 0.00% due 9/3/2024

JPMorgan Chase & Co. 3.5% initially, stepping up to 4% on Aug. 16, 2027; payable semiannually due 8/16/2037

JPMorgan Chase & Co. 0.00% due 7/2/2024

JPMorgan Chase & Co. 0.00% due 7/1/2027

JPMorgan Chase & Co. 0.00% due 6/30/2022

JPMorgan Chase & Co. 0.00% due 7/18/2018

JPMorgan Chase & Co. 3% initially, stepping up to 4% on June 16, 2024, to 5% on June 16, 2029 and to 6% on June 16, 2031; payable semiannually due 6/16/2032

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on June 14, 2019 and to 3% on June 14, 2021, payable quarterly due 6/14/2022

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on May 18, 2020, to 4.5% on May 18, 2021 and to 6.5% on May 18, 2022; payable semiannually due 11/18/2022

JPMorgan Chase & Co. 3% for the first six years, stepping up to 3.5% on May 17, 2023, to 4.5% on May 17, 2025 and to 6.5% on May 17, 2026; payable semiannually due 5/17/2027

JPMorgan Chase & Co. 0.00% due 11/26/2019

JPMorgan Chase & Co. 0.00% due 4/2/2020

JPMorgan Chase & Co. 2.5% for the first three years, stepping up to 2.75% on March 23, 2020, to 3% on March 23, 2021, to 4% on March 23, 2022, to 5% on March 23, 2023 and to 7% on Sept. 23, 2023; payable semiannually due 3/23/2024

JPMorgan Chase & Co. 2.25% for the first three years, stepping up to 2.5% on March 17, 2020 and to 3% on March 17, 2021; payable semiannually due 3/17/2022

JPMorgan Chase & Co. 3% for the first three years, stepping up to 3.25% on March 15, 2022, to 3.5% on March 15, 2024, to 4% on March 15, 2025, to 6% on March 15, 2026 and to 8% on Sept. 15, 2026; payable semiannually due 3/15/2027

JPMorgan Chase & Co. Each month, notes pay contingent coupon equal to (a) $1,000 multiplied by (b) number of days during that month on which each index closes at or above trigger level divided by 252 multiplied by (c) 5.45% per year due 3/11/2024

JPMorgan Chase & Co. 7.75% per year, payable quarterly if stock closes at or above trigger value on observation date for that quarter due 3/6/2019

JPMorgan Chase & Co. 3.5% for first eight years, stepping up to 4% on Feb. 28, 2025, to 4.5% on Feb. 28, 2030, to 5% on Feb. 28, 2033, to 6.5% on Feb. 28, 2035 and to 8% on Feb. 28, 2036; payable semiannually due 2/28/2037

JPMorgan Chase & Co. 0.00% due 1/25/2021

JPMorgan Chase & Co. 0.00% due 4/11/2018

JPMorgan Chase & Co. 3.25% initially, stepping up to 3.5% on Dec. 16, 2021, to 4% on Dec. 16, 2026 and to 5% on Dec. 16, 2029; payable semiannually due 12/16/2031

JPMorgan Chase & Co. 0.00% due 12/18/2017

JPMorgan Chase & Co. 0.5% for the first three years; after that, Libor minus 20 bps, subject to a minimum interest rate of zero; payable quarterly due 12/17/2046

JPMorgan Chase & Co. 0.00% due 4/5/2018

JPMorgan Chase & Co. 0.00% due 6/29/2018

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on Nov. 21, 2021, to 3.5% on Nov. 21, 2026, to 5% on Nov. 21, 2031, to 6% on Nov. 21, 2033 and to 8% on Nov. 21, 2035; payable semiannually due 11/21/2036

JPMorgan Chase & Co. 0.00% due 2/9/2018

JPMorgan Chase & Co. 0.00% due 12/12/2019

JPMorgan Chase & Co. 9.25% per year for the first year; after that, 12 times the spread of the 30-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate for each day the index closes at or above its 75% reference level, up to a maximum rate of 9.25%; payable quarterly due 11/3/2031

JPMorgan Chase & Co. 2.5% initially, stepping up to 3% on Oct. 31, 2022, to 3.5% on Oct. 31, 2024, to 4% on Oct. 31, 2025, to 5% on Oct. 31, 2026 and to 6.5% on Oct. 31, 2027; payable semiannually due 10/31/2028

JPMorgan Chase & Co. 2% in years one through four, 2.25% in year five, 2.5% in year six, 4% in year seven and 6% in year eight; payable semiannually due 10/31/2024

JPMorgan Chase & Co. 3% in years one through five, 3.25% in years six through 10, 3.5% in years 11 through 15, 4.5% in years 16 and 17, 5.5% in years 18 and 19 and 6.5% in year 20; payable semiannually due 10/31/2036

JPMorgan Chase & Co. 0.00% due 10/29/2021

JPMorgan Chase & Co. 0.00% due 10/30/2020

JPMorgan Chase & Co. 0.00% due 10/29/2021

JPMorgan Chase & Co. 0.00% due 10/28/2021

JPMorgan Chase & Co. 0.00% due 12/21/2018

JPMorgan Chase & Co. 0.00% due 10/12/2020

JPMorgan Chase & Co. 0.00% due 3/31/2020

JPMorgan Chase & Co. 0.00% due 9/30/2021

JPMorgan Chase & Co. 3% for first nine years, stepping up to 3.25% on Sept. 22, 2025, to 3.5% on Sept. 22, 20328, to 4% on Sept. 22, 2032, to 4.5% on Sept. 22, 2033, to 6% on Sept. 22, 2034 and to 8% on Sept. 22, 2035; payable semiannually due 9/22/2036

JPMorgan Chase & Co. 2.25% for first two years; after that, Libor plus 110 bps, subject to a minimum interest rate of zero and a maximum interest rate of 5% per year; payable quarterly due 9/22/2023

JPMorgan Chase & Co. 0.00% due 9/20/2018

JPMorgan Chase & Co. 2% for the first four years, stepping up to 2.25% on Sept. 20, 2020, to 2.5% on Sept. 20, 2021, to 3% on Sept. 20, 2022, to 4% on Sept. 20, 2023 and to 5.5% on March 20, 2024; payable semiannually due 9/20/2024

JPMorgan Chase & Co. 2.5% for first six years, stepping up to 3% on Sept. 20, 2022, and to 5% on Sept. 20, 2027; payable semiannually due 9/20/2029

JPMorgan Chase & Co. 3.25% for first two years; after that, Libor plus 85 bps, subject to minimum interest rate of zero and maximum interest rate of 3.5% in years three and four, 4% in years five through seven, 4.5% in year eight, 5% in year nine and 6% in year 10; payable quarterly due 9/20/2026

JPMorgan Chase & Co. 3% for the first 10 years, stepping up to 3.25% on Sept. 16, 2026, to 3.5% on Sept. 16, 2030, to 4% on Sept. 16, 2033, to 5% on Sept. 16, 2034 and to 6% on Sept. 16, 2035; payable semiannually due 9/16/2036

JPMorgan Chase & Co. 2% initially, stepping up to 2.25% on Aug. 31, 2020, to 3% on Aug. 31, 2022 and to 4% on Aug. 31, 2023; payable semiannually due 8/31/2024

JPMorgan Chase & Co. 14.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/13/2017

JPMorgan Chase & Co. 3% in years one through nine, 3.25% in years 10 through 13, 3.5% in years 14 through 17, 4% in year 18, 5% in year 19 and 6% in year 20; payable semiannually due 8/29/2036

JPMorgan Chase & Co. 12.4%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/7/2017

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on Aug. 19, 2020, to 3% on Aug. 19, 2022 and to 5% on Aug. 19, 2023; payable semiannually due 8/19/2024

JPMorgan Chase & Co. 2.5% initially, stepping up to 3% on Aug. 18, 2023, to 4% on Aug. 18, 2025 and to 6% on Aug. 18, 2027; payable semiannually due 8/18/2028

JPMorgan Chase & Co. 3% in years one through nine, 3.25% in years 10 through 12, 3.5% in years 13 through 15, 4% in years 16 and 17, 5% in year 18, 6% in year 19 and 7% in year 20; payable semiannually due 8/18/2036

JPMorgan Chase & Co. 2% for first two years; after that, Libor plus 125 bps, subject to a minimum interest rate of zero and a maximum interest rate of 3% in year three, 4% in years four through six and 5% in year seven; payable quarterly due 8/18/2023

JPMorgan Chase & Co. 1.7% for three years, stepping up to 2% on Aug. 16, 2019, to 2.5% on Aug. 16, 2020 and to 3.5% on Feb. 16, 2021; payable semiannually due 8/16/2021

JPMorgan Chase & Co. 2% for first year; after that, Libor plus 75 bps, subject to a minimum interest rate of zero and a maximum interest rate of 2.5% in year two, 3% in year three, 3.5% in year four and 4% in year five; payable quarterly due 8/16/2021

JPMorgan Chase & Co. 2% in years one through four, 2.5% in years five and six, 3% in year seven and 5% in year eight; payable semiannually due 7/29/2024

JPMorgan Chase & Co. 2% for first two years; after that, Libor plus 125 bps, subject to a minimum interest rate of zero and a maximum interest rate of 4% in years three through six and 5% in year seven; payable quarterly due 7/28/2023

JPMorgan Chase & Co. 8.6% per year, payable quarterly if stock closes at or above trigger value on observation date for that quarter due 1/19/2018

JPMorgan Chase & Co. 6.3% per year, payable quarterly if stock closes at or above trigger value on observation date for that quarter due 1/19/2018

JPMorgan Chase & Co. 0.00% due 10/19/2017

JPMorgan Chase & Co. 0.00% due 9/12/2018

JPMorgan Chase & Co. 0.00% due 1/3/2020

JPMorgan Chase & Co. 0.00% due 5/3/2018

JPMorgan Chase & Co. 8.3% per year, payable quarterly if stock closes at or above trigger value on observation date for that quarter due 7/2/2018

JPMorgan Chase & Co. 0.00% due 6/30/2020

JPMorgan Chase & Co. 0.00% due 6/30/2021

JPMorgan Chase & Co. 5.50% due 4/28/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if index closes at or above barrier level on review date for that quarter due 12/31/2018

JPMorgan Chase & Co. 0.00% due 5/29/2018

JPMorgan Chase & Co. 0.00% due 7/12/2021

JPMorgan Chase & Co. 3% in first eight years, stepping up to 3.25% on June 22, 2024, to 3.5% on June 22, 2027, to 4% on June 22, 2028, to 5.5% on June 22, 2029 and to 7% on June 22, 2030; payable semiannually due 6/22/2031

JPMorgan Chase & Co. 8.50% due 6/23/2017

JPMorgan Chase & Co. 0.00% due 3/22/2018

JPMorgan Chase & Co. 1.75% in first three years, stepping up to 2% on June 20, 2019, to 2.5% on June 20, 2020 and to 3% on Dec. 20, 2020; payable semiannually due 6/20/2021

JPMorgan Chase & Co. 0.00% due 1/17/2018

JPMorgan Chase & Co. 0.00% due 7/19/2017

JPMorgan Chase & Co. 0.00% due 7/17/2017

JPMorgan Chase & Co. 2% for the first four years, stepping up to 3% on June 16, 2020, to 5% on June 16, 2021 and to 7% on June 16, 2022; payable semiannually due 6/16/2023

JPMorgan Chase & Co. 3% in first five years, stepping up to 3.5% on June 16, 2021, to 4% on June 16, 2026, to 5% on June 16, 2029 and to 7% on June 16, 2030; payable semiannually due 6/16/2031

JPMorgan Chase & Co. 7.00% due 6/16/2017

JPMorgan Chase & Co. 7.50% due 6/16/2017

JPMorgan Chase & Co. 0.00% due 7/6/2018

JPMorgan Chase & Co. 13.35% annual rate if each stock closes above barrier level on quarterly review date due 6/14/2018

JPMorgan Chase & Co. 0.00% due 6/12/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 10.4% if index closes at or above barrier level on review date for that quarter due 12/19/2018

JPMorgan Chase & Co. 8%, payable quarterly if index closes at or above interest barrier level on review date for that quarter; Barrier/trigger level: 104.58252, 60% of initial price due 12/19/2018

JPMorgan Chase & Co. 0.00% due 12/6/2017

JPMorgan Chase & Co. 0.00% due 6/1/2018

JPMorgan Chase & Co. 3.5% in years one through five, 3.75% in years six through 10, 4% in years 11 through 13, 5% in year 14 and 6% in year 15.; payable semiannually due 5/27/2036

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 0.00% due 6/1/2018

JPMorgan Chase & Co. 11.25% due 8/30/2017

JPMorgan Chase & Co. 0.00% due 8/29/2017

JPMorgan Chase & Co. 0.00% due 5/31/2018

JPMorgan Chase & Co. 4% for first two years; after that, Libor plus 100 bps, subject to minimum interest rate of zero and maximum interest rate of 4.5% in years three through six, 5% in years seven through 10 and 6% in years 11 and 12; payable quarterly due 5/31/2028

JPMorgan Chase & Co. 7.00% due 8/31/2017

JPMorgan Chase & Co. 3% in years one through seven, 3.5% in years eight through 12, 4% in year 13, 5% in year 14 and 7% in year 15; payable semiannually due 5/27/2031

JPMorgan Chase & Co. 2% per year in years one through four, 3% per year in years five and six, 4% per year in the first half of year seven and 5% per year in the last half of year seven; payable semiannually due 5/27/2023

JPMorgan Chase & Co. 0.00% due 5/29/2018

JPMorgan Chase & Co. 7% annualized, payable quarterly if each underlying index closes at or above coupon barrier on review date for that quarter; Barrier levels: 1,326.026 for S&P and 711.6057 for Russell; 65% of initial levels due 5/25/2017

JPMorgan Chase & Co. 0.00% due 6/9/2017

JPMorgan Chase & Co. 0.00% due 6/22/2017

JPMorgan Chase & Co. 0.00% due 5/23/2018

JPMorgan Chase & Co. 0.00% due 12/21/2018

JPMorgan Chase & Co. 7% annually, payable quarterly if Apple closes at or above barrier level on review date for that quarter due 5/24/2017

JPMorgan Chase & Co. 7.25% due 5/24/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.25% if index closes at or above barrier level on review date for that quarter due 11/19/2018

JPMorgan Chase & Co. 2.5% in years one through five, 3% in years six and seven, 4% in year eight, 5% in year nine and 7% in year 10; payable semiannually due 5/18/2026

JPMorgan Chase & Co. 3% in years one through five, 3.5% in years six through nine, 4% in years 10 through 13, 5% in year 14 and 7% in year 15; payable semiannually due 5/18/2031

JPMorgan Chase & Co. 1.75% per year in years one through three, 2% per year in year four, 4% per year in the first half of year five and 6% per year in the last half of year five; payable semiannually due 5/18/2021

JPMorgan Chase & Co. 0.00% due 11/16/2017

JPMorgan Chase & Co. 0.00% due 5/11/2018

JPMorgan Chase & Co. 0.00% due 5/18/2017

JPMorgan Chase & Co. 0.00% due 6/5/2017

JPMorgan Chase & Co. 6.75% due 5/7/2018

JPMorgan Chase & Co. 8.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/3/2017

JPMorgan Chase & Co. 0.00% due 5/17/2017

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 0.00% due 4/30/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.5% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. Quarterly contingent coupon at annual rate of 7% if each index closes at or above coupon barrier level on review date for that quarter; Barrier levels: 747.9732 for Russell, 11,693.708 for Dow; 65% of initial levels due 5/3/2021

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. 1.75% for two years, stepping up to 2% on April 29, 2018, to 3% on April 29, 2020, to 4% on April 29, 2021 and to 5% on Oct. 29, 2021; payable semiannually due 4/29/2022

JPMorgan Chase & Co. 3% for five years, stepping up to 3.5% on April 29, 2021, to 4% on April 29, 2025, to 5% on April 29, 2029 and to 7% after that; payable semiannually due 4/29/2031

JPMorgan Chase & Co. 2.25% for the first four years, stepping up to 3% on April 29, 2020 and to 4% on April 29, 2022; payable semiannually due 4/29/2024

JPMorgan Chase & Co. 7.50% due 5/1/2017

JPMorgan Chase & Co. 7.00% due 5/1/2017

JPMorgan Chase & Co. 0.00% due 4/30/2018

JPMorgan Chase & Co. 0.00% due 4/30/2021

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 8.5%, payable quarterly if each index closes at or above its barrier level on observation date for quarter due 5/3/2019

JPMorgan Chase & Co. 0.00% due 5/1/2019

JPMorgan Chase & Co. 0.00% due 4/30/2019

JPMorgan Chase & Co. 0.00% due 4/29/2021

JPMorgan Chase & Co. 0.00% due 4/30/2019

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 3.75% initially; beginning April 29, 2018, Libor plus 100 bps, capped at 4.5% until April 29, 2021, of 5% after that until April 29, 2024 and 6% after that; payable quarterly due 4/29/2026

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 0.00% due 4/30/2021

JPMorgan Chase & Co. 8.25% due 5/1/2017

JPMorgan Chase & Co. 10.50% due 5/1/2017

JPMorgan Chase & Co. 0.00% due 10/25/2017

JPMorgan Chase & Co. 8% annually, payable quarterly if Apple closes at or above barrier level on review date for that quarter due 7/31/2017

JPMorgan Chase & Co. 8.00% due 7/31/2017

JPMorgan Chase & Co. 8.25% due 7/31/2017

JPMorgan Chase & Co. 8.00% due 7/27/2017

JPMorgan Chase & Co. 0.00% due 4/25/2019

JPMorgan Chase & Co. 0.00% due 4/26/2018

JPMorgan Chase & Co. 0.00% due 4/27/2020

JPMorgan Chase & Co. 7.00% due 7/27/2017

JPMorgan Chase & Co. 0.00% due 7/25/2017

JPMorgan Chase & Co. 5.50% due 6/23/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each index closes at or above coupon barrier level on review date for that quarter; Interest barrier/trigger values: 1,365.52 for S&P 500 and 741.15145 for Russell 2000; 65% of initial levels due 4/24/2017

JPMorgan Chase & Co. 8.00% due 7/24/2017

JPMorgan Chase & Co. 0.00% due 12/21/2017

JPMorgan Chase & Co. 9% annually, payable quarterly if the index closes at or above barrier level on review date for that quarter due 4/21/2020

JPMorgan Chase & Co. 11% annually, payable quarterly if the index closes at or above barrier level on review date for that quarter due 4/21/2020

JPMorgan Chase & Co. 0.00% due 7/26/2017

JPMorgan Chase & Co. 0.00% due 5/3/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 11.45% if each underlying index closes at or above trigger value on review date for that quarter due 4/23/2018

JPMorgan Chase & Co. 0.00% due 4/18/2018

JPMorgan Chase & Co. 0.00% due 10/18/2017

JPMorgan Chase & Co. 0.00% due 4/26/2017

JPMorgan Chase & Co. 0.00% due 7/19/2017

JPMorgan Chase & Co. Contingent monthly coupon at an annual rate of 8% if the shares close at or above the coupon barrier on the observation date for that month; Barrier/downside threshold: $26.94, 58.2% of initial price due 4/14/2021

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 0.00% due 7/10/2017

JPMorgan Chase & Co. 0.00% due 4/26/2017

JPMorgan Chase & Co. 8.00% due 4/12/2017

JPMorgan Chase & Co. 0.00% due 10/10/2017

JPMorgan Chase & Co. 0.00% due 5/5/2017

JPMorgan Chase & Co. 8% annually, payable quarterly if Apple closes at or above barrier level on review date for that quarter due 4/7/2017

JPMorgan Chase & Co. 8.00% due 4/7/2017

JPMorgan Chase & Co. 0.00% due 4/6/2018

JPMorgan Chase & Co. 0.00% due 4/6/2017

JPMorgan Chase & Co. 0.00% due 4/6/2018

JPMorgan Chase & Co. 0.00% due 4/20/2017

JPMorgan Chase & Co. 0.00% due 4/4/2018

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 4/3/2018

JPMorgan Chase & Co. 8.65%, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier levels: 1,140.74 for MSCI EAFE, 776.357 for Russell 2000; 70% of initial levels due 3/31/2026

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9% if each underlying index closes at or above trigger value on review date for that quarter due 4/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.25% if each underlying index closes at or above barrier value on review date for that quarter due 4/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.25% if each underlying index closes at or above trigger value on review date for that quarter due 4/3/2017

JPMorgan Chase & Co. 8% a year, payable quarterly if each index closes above interest barrier level on observation date; Interest barrier levels: 1,527.7875 for S&P, 810.17325 for Russell, 75% of initial level due 3/31/2021

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above barrier value on review date for that quarter due 4/3/2017

JPMorgan Chase & Co. 7.5% a year, payable quarterly if each asset closes above interest barrier level on observation date; Interest barrier/trigger: 1,398.0035 for Dow, 702.15015 for Russell, 65% of initial level due 4/2/2021

JPMorgan Chase & Co. 9.55% a year, payable quarterly if each asset closes above interest barrier level on observation date; Interest barrier levels: 1,425.935 for S&P, 756.1617 for Russell, $39.683 for iShares MSCI EAFE ETF, 70% of initial levels due 10/7/2019

JPMorgan Chase & Co. Fixed at 7% for the first year; after that, 10 times the spread of the 30-year ICE swap rate over the two-year ICE swap rate for each day that the index closes at or above the minimum index level, up to a cap of 7% and with floor of zero; payable quarterly; Barrier/minimum level: 702.15015, 65% of initial level due 3/31/2021

JPMorgan Chase & Co. 10% per year for the first year; after that, 12 times the spread of the 30-year U.S. dollar ICE swap rate over the two-year U.S. dollar ICE swap rate for each day the index closes at or above its 75% reference level, up to a maximum rate of 10%; payable quarterly due 3/31/2031

JPMorgan Chase & Co. 8.25% due 4/3/2017

JPMorgan Chase & Co. 9.00% due 4/3/2017

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 5/3/2017

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 0.00% due 3/31/2020

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 3/31/2020

JPMorgan Chase & Co. 5% if annual index return is at least 0% for an annual review date; otherwise 2%; payable annually due 3/31/2021

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 0.00% due 3/31/2020

JPMorgan Chase & Co. 0.00% due 3/31/2021

JPMorgan Chase & Co. 9.5%, payable monthly if each stock closes at or above barrier level, 50% of its initial level, on review date for that month due 4/3/2018

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 4/12/2017

JPMorgan Chase & Co. 0.00% due 10/20/2017

JPMorgan Chase & Co. 0.00% due 3/28/2019

JPMorgan Chase & Co. 11.30% due 3/31/2017

JPMorgan Chase & Co. 0.00% due 10/4/2017

JPMorgan Chase & Co. 0.00% due 4/27/2017

JPMorgan Chase & Co. 0.00% due 3/27/2018

JPMorgan Chase & Co. 8.25% due 3/27/2017

JPMorgan Chase & Co. 3% in years one through five, 3.5% in years six through nine, 4% in years 10 through 12, 6% in years 13 and 14 and 8% in year 15; payable semiannually due 3/23/2031

JPMorgan Chase & Co. 2% in years one through three, 2.5% in year four, 3.5% in first half of year five and 4.5% in last half of year five; payable semiannually due 3/23/2021

JPMorgan Chase & Co. 2.75% in years one through five, 3% in years six and seven, 4% in year eight, 5% in year nine and 7% in year 10; payable semiannually due 3/23/2026

JPMorgan Chase & Co. 3.5% in years one through seven, 3.75% in years eight through 12, 4% in years 13 through 17, 6% in years 18 and 19 and 8.5% in year 20; payable semiannually due 3/23/2036

JPMorgan Chase & Co. 0.00% due 3/21/2019

JPMorgan Chase & Co. 0.00% due 3/23/2020

JPMorgan Chase & Co. 9.5% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 1,332.23 for S&P, 1,988.85 for Euro Stoxx, 716.087 for Russell; 65% of initial levels due 3/23/2018

JPMorgan Chase & Co. 3% for first two years; after that, Libor plus 110 basis points, up to a maximum rate of 3.5% in years three and four, 4% in years five and six and 5% in years seven and eight, subject to minimum rate of 1%; payable quarterly due 3/22/2024

JPMorgan Chase & Co. 3% for first three years; after that, Libor plus 100 basis points, up to a maximum rate of 4% in years four and five, 4.5% in years six and seven and 5% in year eight, subject to minimum rate of zero; payable quarterly due 3/22/2024

JPMorgan Chase & Co. 0.00% due 3/21/2019

JPMorgan Chase & Co. 10.5% per year, payable quarterly if index closes at or above 60% coupon barrier that quarter due 3/20/2020

JPMorgan Chase & Co. 8.5% per year, payable quarterly if index closes at or above 60% coupon barrier that quarter due 3/20/2020

JPMorgan Chase & Co. 0.00% due 4/4/2018

JPMorgan Chase & Co. 0.00% due 5/2/2017

JPMorgan Chase & Co. 0.00% due 5/3/2017

JPMorgan Chase & Co. 0.00% due 4/20/2017

JPMorgan Chase & Co. 5.50% due 9/14/2017

JPMorgan Chase & Co. 8.00% due 3/20/2017

JPMorgan Chase & Co. 8.50% due 3/20/2017

JPMorgan Chase & Co. 0.00% due 1/17/2018

JPMorgan Chase & Co. 0.00% due 9/14/2017

JPMorgan Chase & Co. 0.00% due 9/13/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 14.96% if each underlying index closes at or above trigger value on review date for that quarter due 3/8/2018

JPMorgan Chase & Co. 0.00% due 3/8/2018

JPMorgan Chase & Co. 0.00% due 9/8/2017

JPMorgan Chase & Co. 8.50% due 3/10/2017

JPMorgan Chase & Co. 9.50% due 9/8/2017

JPMorgan Chase & Co. 0.00% due 11/8/2017

JPMorgan Chase & Co. 0.00% due 3/5/2021

JPMorgan Chase & Co. 0.00% due 3/3/2021

JPMorgan Chase & Co. 0.00% due 6/1/2017

JPMorgan Chase & Co. 0.00% due 3/15/2017

JPMorgan Chase & Co. 0.00% due 3/1/2018

JPMorgan Chase & Co. 12.25% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 1,268.61 for S&P, 1,870.32 for Euro Stoxx, 670.524 for Russell; 65% of initial levels due 2/28/2018

JPMorgan Chase & Co. 18.55% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 1,463.78 for S&P, 2,158.07 for Euro Stoxx, 773.682 for Russell; 75% of initial levels due 2/28/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.35% if each index closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 1,447.35 for S&P 500 and 766.55775 for Russell 2000; 75% of initial levels due 2/27/2026

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.75% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,254.37 for S&P 500 and 664.35005 for Russell 2000; 65% of initial levels due 3/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,350.86 for S&P 500 and 715.4539 for Russell 2000; 70% of initial levels due 3/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.75% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,350.86 for S&P 500 and 715.4539 for Russell 2000; 70% of initial levels due 3/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.75% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,350.86 for S&P 500 and 715.4539 for Russell 2000; 70% of initial levels due 3/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8.5% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,254.37 for S&P 500 and 664.35005 for Russell 2000; 65% of initial levels due 3/2/2021

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 5.5% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 964.90 for S&P 500 and 511.0385 for Russell 2000; 50% of initial levels due 2/26/2021

JPMorgan Chase & Co. 9.75% due 3/3/2017

JPMorgan Chase & Co. 0.00% due 2/28/2018

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 0.00% due 2/26/2021

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 2/26/2021

JPMorgan Chase & Co. Payable annually; if index return on relevant annual review date is greater than or equal to zero, coupon for that year will be 5%; if index return on review date is less than zero, coupon for that year will be 3% due 3/1/2022

JPMorgan Chase & Co. 0.00% due 4/27/2017

JPMorgan Chase & Co. 0.00% due 2/27/2020

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 2/26/2021

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 0.00% due 2/26/2021

JPMorgan Chase & Co. 11.65%, payable monthly if each stock closes at or above barrier level, 50% of its initial level, on review date for that month due 3/2/2018

JPMorgan Chase & Co. 6.8%, payable monthly if each index closes at or above barrier level on review date for that month; Coupon barriers: 1,344.889 for S&P, 708.5057 for Russell; 70% of initial levels due 8/30/2018

JPMorgan Chase & Co. 7% for first year; then interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is 10 times spread of 30-year U.S. dollar ICE swap rate over two-year U.S. dollar ICE swap rate, subject to minimum of zero and maximum rate of 7% per year; payable quarterly; Minimum index level: 657.89815, 65% of initial level due 2/26/2021

JPMorgan Chase & Co. 10% for first year; then interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is nine times spread of 30-year U.S. dollar ICE swap rate over two-year U.S. dollar ICE swap rate, subject to minimum of zero and maximum rate of 10% per year; payable quarterly; Minimum index level: 1,344.889, 70% of initial level due 2/26/2031

JPMorgan Chase & Co. 0.00% due 7/27/2017

JPMorgan Chase & Co. 0.00% due 3/28/2017

JPMorgan Chase & Co. 10% for first year; then interest factor multiplied by proportion of days on which index closes at or above index reference level; interest factor is 8.2 times spread of 30-year U.S. dollar ICE swap rate over two-year U.S. dollar ICE swap rate, subject to minimum of zero and maximum rate of 10% per year; payable quarterly; Index reference level: 1,248.8255, 65% of initial level due 2/26/2031

JPMorgan Chase & Co. 10.5%, payable quarterly if index closes at or above trigger level on review date for that quarter due 2/20/2019

JPMorgan Chase & Co. 9.20% due 2/28/2017

JPMorgan Chase & Co. 8.50% due 8/28/2017

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. 0.00% due 8/22/2019

JPMorgan Chase & Co. 12.25% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 2/23/2018

JPMorgan Chase & Co. 0.00% due 2/22/2019

JPMorgan Chase & Co. 0.00% due 2/24/2020

JPMorgan Chase & Co. 0.00% due 2/22/2019

JPMorgan Chase & Co. 11.20% due 8/27/2018

JPMorgan Chase & Co. 7%, payable quarterly if each index closes at or above barrier level on observation date for that quarter; Barrier/trigger levels: 1,215.90 for S&P 500, 636.984 for Russell 2000; 63.4% of initial levels due 2/25/2019

JPMorgan Chase & Co. 0.00% due 2/22/2019

JPMorgan Chase & Co. 6.70% due 5/25/2017

JPMorgan Chase & Co. 7.25% due 2/28/2017

JPMorgan Chase & Co. 0.00% due 2/22/2019

JPMorgan Chase & Co. 11%, payable quarterly if index closes at or above trigger level on review date for that quarter due 2/20/2020

JPMorgan Chase & Co. 12%, payable quarterly if index closes at or above trigger level on review date for that quarter due 2/20/2020

JPMorgan Chase & Co. 0.00% due 8/22/2017

JPMorgan Chase & Co. 0.00% due 2/22/2019

JPMorgan Chase & Co. 12.7%, payable quarterly if each index closes at or above its barrier level on observation date for quarter; Barrier levels: 1,232.127 for S&P, 647.2713 for Russell and 1,833.819 for Euro Stoxx; 65% of initial levels due 2/22/2018

JPMorgan Chase & Co. 0.00% due 1/4/2018

JPMorgan Chase & Co. 14.75% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,837.68 for Euro Stoxx 50, 631.794 for Russell 2000 and 1,212.11 for S&P 500; 65% of initial levels due 8/16/2018

JPMorgan Chase & Co. 13.85% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 1,791.50 for Euro Stoxx 50, 631.794 for Russell 2000 and 1,212.11 for S&P 500; 65% of initial levels due 2/15/2018

JPMorgan Chase & Co. 0.00% due 2/15/2019

JPMorgan Chase & Co. 9.00% due 2/21/2017

JPMorgan Chase & Co. 8.75% due 2/21/2017

JPMorgan Chase & Co. 10.00% due 2/21/2017

JPMorgan Chase & Co. 7.50% due 2/20/2018

JPMorgan Chase & Co. 0.00% due 10/5/2017

JPMorgan Chase & Co. 0.00% due 8/16/2017

JPMorgan Chase & Co. 21% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 2/15/2018

JPMorgan Chase & Co. 0.00% due 3/1/2017

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. 0.00% due 2/15/2019

JPMorgan Chase & Co. 15.05% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 2/15/2018

JPMorgan Chase & Co. 10.75% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 2/15/2018

JPMorgan Chase & Co. 0.00% due 2/15/2018

JPMorgan Chase & Co. 0.00% due 3/1/2017

JPMorgan Chase & Co. 0.00% due 6/14/2017

JPMorgan Chase & Co. 10.75%, payable quarterly if each index closes at or above barrier level, 70% of its initial price, on review date for that quarter due 2/15/2017

JPMorgan Chase & Co. 8.75%, payable quarterly if each index closes at or above barrier level, 70% of its initial price, on review date for that quarter due 2/15/2017

JPMorgan Chase & Co. 0.00% due 2/13/2019

JPMorgan Chase & Co. 0.00% due 2/10/2021

JPMorgan Chase & Co. 9.65%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/11/2026

JPMorgan Chase & Co. 0.00% due 2/8/2018

JPMorgan Chase & Co. 11%, payable quarterly if each component closes at or above barrier level on review date for that quarter; Coupon barriers: 1,332.121 for S&P, 706.1845 for Russell, $37.891 for EAFE fund; 70% of initial levels due 8/9/2019

JPMorgan Chase & Co. 0.00% due 8/9/2017

JPMorgan Chase & Co. 0.00% due 2/7/2018

JPMorgan Chase & Co. 8.00% due 2/9/2017

JPMorgan Chase & Co. 10.25% due 2/6/2017

JPMorgan Chase & Co. 11.6% per year, payable quarterly if each index closes at or above interest barrier on quarterly review date; Barrier levels: 1,455.18 for S&P 500 and 776.53575 for Russell 2000; 75% of initial levels due 8/5/2019

JPMorgan Chase & Co. 0.00% due 2/1/2018

JPMorgan Chase & Co. 1.7625% each quarter that index closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter due 2/3/2026

JPMorgan Chase & Co. 0.00% due 2/1/2018

JPMorgan Chase & Co. 0.00% due 5/3/2017

JPMorgan Chase & Co. 0.00% due 3/31/2017

JPMorgan Chase & Co. 10.75% per year, payable monthly if each stock closes at or above barrier that month due 10/30/2018

JPMorgan Chase & Co. 7.75%, payable quarterly if each index closes at or above barrier level on review date for that quarter due 5/1/2017

JPMorgan Chase & Co. 9.75%, payable quarterly if each index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 1,332.541 for S&P 500 and 712.5818 for Russell; 70% of initial levels due 1/31/2017

JPMorgan Chase & Co. 8.75% due 1/31/2017

JPMorgan Chase & Co. 8.15% per year, payable quarterly if each index closes at or above interest barrier on quarterly review date; Interest/trigger barriers: 1,237.3595 for S&P 500 and 661.6831 for Russell 2000; 65% of initial share prices due 2/2/2022

JPMorgan Chase & Co. 10% for one year; after that, accrues at 6.375 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the index closes at or above the 60% minimum index level, up to a cap of 10% and with floor of zero; payable quarterly due 1/29/2031

JPMorgan Chase & Co. 0.00% due 1/31/2018

JPMorgan Chase & Co. 0.00% due 1/31/2020

JPMorgan Chase & Co. 0.00% due 1/29/2021

JPMorgan Chase & Co. 9.3% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 2/4/2019

JPMorgan Chase & Co. 0.00% due 1/31/2019

JPMorgan Chase & Co. 0.00% due 1/31/2020

JPMorgan Chase & Co. 0.00% due 1/31/2019

JPMorgan Chase & Co. due 1/29/2021

JPMorgan Chase & Co. 0.00% due 1/31/2020

JPMorgan Chase & Co. 0.00% due 1/29/2021

JPMorgan Chase & Co. 11.95% per year, payable monthly if each stock closes at or above barrier that month; Barrier/trigger level: $40.445 for Chevron, $22.97 for Delta, $63.02 for FedEx, 50% of initial levels due 1/30/2018

JPMorgan Chase & Co. 8.5% annually, payable semiannually if each index closes at or above interest barrier on each review date; Interest/trigger barriers: 1,313.956 for S&P 500 and 698.1611 for Russell 2000; 70% of initial share prices due 1/29/2019

JPMorgan Chase & Co. 10% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/25/2018

JPMorgan Chase & Co. 11.75% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 1/25/2019

JPMorgan Chase & Co. 9.25% per year, payable quarterly if Bristol-Myers Squibb shares close at or above downside threshold level on determination date for that quarter due 1/30/2017

JPMorgan Chase & Co. 15.65% per year, payable quarterly if Valero shares close at or above downside threshold level on determination date for that quarter due 1/30/2017

JPMorgan Chase & Co. 0.00% due 1/27/2021

JPMorgan Chase & Co. 0.00% due 1/27/2020

JPMorgan Chase & Co. 8.10% due 1/26/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.75% if each underlying ETF closes at or above interest barrier on review date for that quarter; Interest barriers: $69.258 for Russell ETF and $37.044 for MSCI EAFE ETF; 70% of initial share prices due 1/30/2017

JPMorgan Chase & Co. 0.00% due 1/17/2018

JPMorgan Chase & Co. 0.00% due 1/24/2019

JPMorgan Chase & Co. 0.00% due 2/24/2017

JPMorgan Chase & Co. 6.00% due 4/25/2017

JPMorgan Chase & Co. 0.00% due 7/25/2018

JPMorgan Chase & Co. 0.00% due 1/25/2018

JPMorgan Chase & Co. 8% per year for each day spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero and index closes at or above minimum index level, up to a cap of 8% with floor of zero; payable quarterly; Minimum index level: 1,316.931, 70% of initial level due 1/22/2031

JPMorgan Chase & Co. 0.00% due 1/16/2018

JPMorgan Chase & Co. 0.00% due 4/12/2017

JPMorgan Chase & Co. 0.00% due 1/24/2018

JPMorgan Chase & Co. 7.80% due 1/23/2017

JPMorgan Chase & Co. 0.00% due 1/19/2018

JPMorgan Chase & Co. 9.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/23/2017

JPMorgan Chase & Co. 12.2%, payable quarterly if stock closes at or above barrier level on review date for that quarter; Barrier level: $11.568, 80% of initial price due 2/1/2017

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above barrier level on review date for that quarter due 2/1/2017

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above barrier level on review date for that quarter due 1/23/2017

JPMorgan Chase & Co. 10% per year, payable quarterly if index closes at or above barrier that quarter; Barrier level: 76.34, 60% of initial level due 1/22/2019

JPMorgan Chase & Co. 9.00% due 1/23/2017

JPMorgan Chase & Co. 0.00% due 1/19/2018

JPMorgan Chase & Co. 0.00% due 7/19/2018

JPMorgan Chase & Co. 0.00% due 7/21/2017

JPMorgan Chase & Co. 0.00% due 7/20/2017

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/21/2021

JPMorgan Chase & Co. 10.82% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/19/2018

JPMorgan Chase & Co. 17.25% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/19/2018

JPMorgan Chase & Co. 8.4% per year, payable quarterly if each index closes at or above its barrier level on determination date for that quarter due 1/21/2020

JPMorgan Chase & Co. 0.00% due 2/1/2017

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 0.00% due 1/19/2018

JPMorgan Chase & Co. 0.00% due 2/21/2017

JPMorgan Chase & Co. 0.00% due 4/20/2017

JPMorgan Chase & Co. 0.00% due 1/18/2018

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/22/2021

JPMorgan Chase & Co. 9% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/22/2021

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 1/22/2021

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 10% if index closes at or above barrier level on review date for that quarter due 1/21/2020

JPMorgan Chase & Co. 0.00% due 1/19/2018

JPMorgan Chase & Co. 0.00% due 1/17/2019

JPMorgan Chase & Co. 10.00% due 7/17/2017

JPMorgan Chase & Co. 6.75% due 1/22/2018

JPMorgan Chase & Co. 0.00% due 8/17/2017

JPMorgan Chase & Co. 8.35% due 1/17/2017

JPMorgan Chase & Co. 8.85% due 1/17/2017

JPMorgan Chase & Co. 10.05% due 1/17/2017

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above barrier level on review date for that quarter due 1/25/2017

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above barrier level on review date for that quarter due 1/25/2017

JPMorgan Chase & Co. 9.55%, payable quarterly if each index closes at or above barrier level on review date for that quarter; Coupon barriers: 1,633.7255 for S&P and 889.2717 for Russell; 85% of initial levels due 7/13/2017

JPMorgan Chase & Co. 11% per year, payable quarterly if Alibaba shares close at or above trigger level on valuation date for that quarter due 1/17/2017

JPMorgan Chase & Co. 9% per year, payable quarterly if salesforce shares close at or above trigger level on valuation date for that quarter due 1/11/2019

JPMorgan Chase & Co. 10.75% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 1/12/2018

JPMorgan Chase & Co. 16.65% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 1/12/2018

JPMorgan Chase & Co. Notes pay annual contingent coupon at rate of 10% if each index closes at or above coupon barrier level on review date for that year; Coupon barrier/trigger values: 1,378.79 for S&P 500, 2,159.276 for Euro Stoxx 50 and 755.020 for Russell 2000; 70% of initial levels due 1/10/2019

JPMorgan Chase & Co. 14.65% per year, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/25/2017

JPMorgan Chase & Co. 0.00% due 1/20/2017

JPMorgan Chase & Co. 10.40% due 1/19/2017

JPMorgan Chase & Co. 0.00% due 7/11/2017

JPMorgan Chase & Co. 0.00% due 1/10/2019

JPMorgan Chase & Co. 0.00% due 2/9/2017

JPMorgan Chase & Co. 13.15% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 1/5/2018

JPMorgan Chase & Co. 0.00% due 4/4/2017

JPMorgan Chase & Co. 0.00% due 5/4/2017

JPMorgan Chase & Co. 10.9% annually, payable quarterly if Blackstone stock closes at or above downside threshold level on determination date for that quarter due 1/4/2019

JPMorgan Chase & Co. 11% annually, payable quarterly if CBS stock closes at or above downside threshold level on determination date for that quarter due 1/6/2017

JPMorgan Chase & Co. 8.55% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 1/4/2019

JPMorgan Chase & Co. 12% annually, payable quarterly if Valero stock closes at or above downside threshold level on determination date for that quarter due 1/6/2017

JPMorgan Chase & Co. 7% annualized, payable quarterly if the index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 1,547.52, 75% of initial level due 1/5/2026

JPMorgan Chase & Co. 0.00% due 2/2/2017

JPMorgan Chase & Co. 8.75% annualized, payable quarterly if each underlying index closes at or above interest barrier level on review date for that quarter; Barrier levels: 2,319.996 for Euro Stoxx and 812.3654 for Russell; 70% of initial levels due 1/2/2026

JPMorgan Chase & Co. 7.5%, payable quarterly if each stock closes at or above barrier level on review date for that quarter; Barrier/trigger levels: $18.768 for GE, $33.93 for Microsoft, $33.174 for Wells Fargo; 60% of initial prices due 1/4/2018

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 1/31/2017

JPMorgan Chase & Co. Contingent coupon at a rate of 14% per year if each index's closing level remains at or above its trigger level on each day during that quarter due 1/4/2018

JPMorgan Chase & Co. Contingent coupon at a rate of 11% per year if each index's closing level remains at or above its trigger level on each day during that quarter due 6/29/2018

JPMorgan Chase & Co. 10.6%, payable monthly if each stock closes at or above barrier level on review date for that month due 1/3/2019

JPMorgan Chase & Co. 10.3%, payable monthly if each stock closes at or above barrier level on review date for that month due 1/3/2019

JPMorgan Chase & Co. 8.00% due 7/3/2017

JPMorgan Chase & Co. 9.00% due 7/3/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above barrier level on review date for that quarter due 1/7/2020

JPMorgan Chase & Co. 10% for one year; after that, 7 times the spread of the 30-year CMS rate minus the two-year CMS rate, up to a maximum rate of 10%, for each day that the index closes at or above its accrual barrier, payable quarterly; Coupon barrier: 746.33845, 65% of initial level due 12/31/2025

JPMorgan Chase & Co. 0.00% due 4/3/2018

JPMorgan Chase & Co. 0.00% due 12/31/2020

JPMorgan Chase & Co. 0.00% due 1/3/2019

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each index closes at or above coupon barrier level on review date for that quarter; Coupon barrier values: 1,648.792 for S&P 500 and 923.8056 for Russell 2000; 80% of initial levels due 6/29/2017

JPMorgan Chase & Co. 6.25% annualized, payable quarterly if each underlying index closes at or above interest barrier level on review date for that quarter; Barrier levels: 1,445.003 for S&P, 806.9719 for Russell; 70% of initial levels due 3/28/2017

JPMorgan Chase & Co. 7.75% annualized, payable quarterly if each underlying index closes at or above interest barrier level on review date for that quarter; Barrier levels: 1,445.003 for S&P, 806.9719 for Russell; 70% of initial levels due 1/3/2017

JPMorgan Chase & Co. 8.25% annualized, payable quarterly if each underlying index closes at or above interest barrier level on review date for that quarter due 1/3/2017

JPMorgan Chase & Co. 8.25% due 12/30/2016

JPMorgan Chase & Co. 7.25% due 1/3/2017

JPMorgan Chase & Co. 0.00% due 12/31/2019

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 12/31/2019

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 12/31/2019

JPMorgan Chase & Co. 0.00% due 12/31/2018

JPMorgan Chase & Co. 0.00% due 12/31/2019

JPMorgan Chase & Co. 0.00% due 12/31/2020

JPMorgan Chase & Co. 0.00% due 12/31/2018

JPMorgan Chase & Co. 11.80% due 12/29/2016

JPMorgan Chase & Co. 8.60% due 12/29/2016

JPMorgan Chase & Co. 10%, payable monthly if each stock closes at or above barrier level on review date for that month due 12/28/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above barrier level on review date for that quarter due 12/30/2020

JPMorgan Chase & Co. 0.00% due 1/10/2017

JPMorgan Chase & Co. 0.00% due 12/28/2020

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. 6.00% due 3/24/2017

JPMorgan Chase & Co. 0.00% due 7/12/2017

JPMorgan Chase & Co. Each month, notes pay contingent coupon equal to (a) $1,000 multiplied by (b) number of days during that month on which each stock closes at or above trigger level divided by 252 multiplied by (c) 9.25% per year due 6/22/2017

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/5/2017

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above barrier level on review date for that quarter; Barrier/trigger level: $56.54704, 83.6% of initial price due 1/5/2017

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/5/2017

JPMorgan Chase & Co. 0.00% due 12/21/2018

JPMorgan Chase & Co. 0.00% due 6/28/2017

JPMorgan Chase & Co. 6.35% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 12/23/2020

JPMorgan Chase & Co. 12.15% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 12/28/2017

JPMorgan Chase & Co. 0.00% due 1/23/2017

JPMorgan Chase & Co. 0.00% due 12/23/2019

JPMorgan Chase & Co. 8.2% per year, payable semiannually if index closes at or above trigger level on observation date for that semiannual period due 12/21/2018

JPMorgan Chase & Co. 0.00% due 1/20/2017

JPMorgan Chase & Co. 8%, payable quarterly if index closes at or above trigger level on review date for that quarter due 1/5/2017

JPMorgan Chase & Co. 0.00% due 12/21/2017

JPMorgan Chase & Co. 9.15% due 12/21/2017

JPMorgan Chase & Co. 7.60% due 12/22/2016

JPMorgan Chase & Co. 0.00% due 12/20/2018

JPMorgan Chase & Co. 0.00% due 3/21/2017

JPMorgan Chase & Co. 7%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/20/2016

JPMorgan Chase & Co. 9.20% due 12/20/2016

JPMorgan Chase & Co. 8.20% due 12/20/2016

JPMorgan Chase & Co. 8.75% due 12/20/2016

JPMorgan Chase & Co. 9.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/22/2018

JPMorgan Chase & Co. 0.00% due 6/20/2017

JPMorgan Chase & Co. 9.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 12/19/2019

JPMorgan Chase & Co. 9% per year, payable semiannually if index closes at or above trigger level on observation date for that semiannual period due 12/20/2018

JPMorgan Chase & Co. 20.6%, payable quarterly if each stock closes at or above barrier level on review date for that quarter; Barrier levels: $10.038 for Bank of America, $64.824 for Disney and $71.346 for Netflix, 60% of initial levels due 12/19/2016

JPMorgan Chase & Co. 9.9%, payable quarterly if each component closes at or above barrier level on review date for that quarter; Coupon barriers: 70% of initial levels due 6/18/2019

JPMorgan Chase & Co. 8.2% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 786.5256 for Russell, 2,242.247 for Stoxx, 70% of initial levels due 12/14/2018

JPMorgan Chase & Co. 14% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 75% of initial levels due 12/14/2017

JPMorgan Chase & Co. 8.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 12/17/2025

JPMorgan Chase & Co. 11.7% per year, payable quarterly if index closes at or above 70% barrier that quarter due 12/19/2018

JPMorgan Chase & Co. 10.75% due 12/19/2020

JPMorgan Chase & Co. 11.7% per year, payable quarterly if the index closes at or above coupon barrier level on the determination date for that quarter; Interest barrier/trigger level: 166.2163, 70% of initial level due 12/19/2018

JPMorgan Chase & Co. 0.00% due 4/13/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8.16% if each index closes at or above interest barrier level on review date for that quarter; Interest barriers: 2,294.047 for Euro Stoxx 50 and for 802.1104 Russell 2000; 70% of initial levels due 12/12/2025

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.8% if each index closes at or above coupon barrier level on review date for that quarter; Interest barrier/trigger values: 1,228.572 for S&P 500 and 687.5232 for Russell 2000; 60% of initial levels due 12/14/2017

JPMorgan Chase & Co. 7.00% due 12/13/2016

JPMorgan Chase & Co. 0.00% due 1/12/2017

JPMorgan Chase & Co. 14.40% due 12/12/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each index closes at or above barrier level on review date for that quarter due 3/6/2017

JPMorgan Chase & Co. 2.5375% for quarter if Amgen stock closes at or above downside threshold level on determination date for that quarter due 12/7/2018

JPMorgan Chase & Co. 2.4375% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 12/7/2018

JPMorgan Chase & Co. 0.00% due 12/9/2019

JPMorgan Chase & Co. 0.00% due 12/9/2021

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 12/10/2020

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 12/10/2020

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 12/10/2020

JPMorgan Chase & Co. 8.5% annualized, payable quarterly if each underlying index closes at or above interest barrier level on review date for that quarter; Interest barriers: 877.9245 for Russell and 2,507.505 for Stoxx; 75% of initial levels due 12/6/2018

JPMorgan Chase & Co. 0.00% due 6/8/2017

JPMorgan Chase & Co. 8.30% due 12/8/2016

JPMorgan Chase & Co. 12.75% due 12/8/2016

JPMorgan Chase & Co. 0.00% due 6/6/2017

JPMorgan Chase & Co. 0.00% due 11/6/2017

JPMorgan Chase & Co. 8.25% due 12/5/2016

JPMorgan Chase & Co. 11.4% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 12/5/2018

JPMorgan Chase & Co. 11.35% per year, payable quarterly if each index closes at or above its downside threshold level on determination date for that quarter due 12/5/2018

JPMorgan Chase & Co. 0.00% due 3/3/2017

JPMorgan Chase & Co. 0.00% due 12/14/2016

JPMorgan Chase & Co. 7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 11/28/2025

JPMorgan Chase & Co. 0.00% due 11/30/2020

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.5% if each stock closes at or above barrier price on review date for that quarter due 11/29/2017

JPMorgan Chase & Co. Notes pay monthly contingent coupon at annual rate of 10.4% if each stock closes at or above interest barrier on review date for that month; Interest barriers: $17.418 for CSX, $10.482 for Bank of America and $27.738 for Southwest Airlines; 60% of initial share prices due 11/29/2018

JPMorgan Chase & Co. 10.5%, payable monthly if stock closes at or above trigger price on review date for that month due 11/29/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each index closes at or above coupon barrier level on review date for that quarter; Interest barrier/trigger values: 1,462.398 for S&P 500 and 832.1698 for Russell 2000; 70% of initial levels due 3/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.75% if each index closes at or above barrier level on review date for that quarter; Trigger/barrier values: 1,462.398 for S&P 500, 832.1698 for Russell 2000; 70% of initial levels due 12/1/2016

JPMorgan Chase & Co. Quarterly contingent coupon at annual rate of 6% if each index closes at or above barrier level on review date for that quarter due 3/1/2017

JPMorgan Chase & Co. Notes pay monthly contingent coupon at annual rate of 10.15% if each stock closes at or above interest barrier on review date for that month; Interest barriers: $82.565 for Disney, $92.757 for Nike and $41.944 for Wal-Mart; 70% of initial share prices due 11/29/2018

JPMorgan Chase & Co. 0.00% due 11/29/2018

JPMorgan Chase & Co. 9.00% due 5/30/2017

JPMorgan Chase & Co. 7.00% due 12/1/2016

JPMorgan Chase & Co. 10% for first year; then interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is multiplier times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum rate of 10% per year; payable quarterly due 11/30/2030

JPMorgan Chase & Co. 0.00% due 11/30/2017

JPMorgan Chase & Co. 0.00% due 11/29/2019

JPMorgan Chase & Co. 0.00% due 11/30/2020

JPMorgan Chase & Co. 0.00% due 11/29/2019

JPMorgan Chase & Co. 0.00% due 11/30/2018

JPMorgan Chase & Co. 0.00% due 11/29/2018

JPMorgan Chase & Co. 0.00% due 11/30/2020

JPMorgan Chase & Co. 0.00% due 11/29/2019

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each index closes at or above coupon barrier level on review date for that quarter; Coupon barrier levels: 1,773.6015 for S&P 500 and 1,003.30515 for Russell 2000; 85% of initial levels due 5/26/2017

JPMorgan Chase & Co. 0.00% due 5/29/2018

JPMorgan Chase & Co. 0.00% due 1/26/2018

JPMorgan Chase & Co. 14.35%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/7/2016

JPMorgan Chase & Co. 7.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/28/2016

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/7/2016

JPMorgan Chase & Co. 9.75% due 11/28/2016

JPMorgan Chase & Co. 3.5% in years one through seven, 4% in years eight through 10, 4.5% in years 11 through 15, 5% in years 16 and 17, 6% in year 18 and 8% in years 19 and 20; payable semiannually due 11/25/2035

JPMorgan Chase & Co. 3.125% in years one through seven, 4.25% in years eight through 11, 5% in years 12 and 13, 7% in year 14 and 8.5% in year 15; payable semiannually due 11/25/2030

JPMorgan Chase & Co. 2.75% in years one through five, 3.25% in years six and seven, 4.25% in year eight, 5% in year nine and 8% in year 10; payable semiannually due 11/25/2025

JPMorgan Chase & Co. 3% in years one through five, 4% for next five and a half years, 6% for following 18 months and 8.25% for final year; payable semiannually due 11/24/2028

JPMorgan Chase & Co. 0.00% due 11/22/2017

JPMorgan Chase & Co. 0.00% due 11/25/2020

JPMorgan Chase & Co. 10% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 11/28/2016

JPMorgan Chase & Co. 7.45% per year, payable quarterly if each ETF's shares close at or above downside threshold level on due 11/25/2020

JPMorgan Chase & Co. 11.5% per year, payable quarterly if LinkedIn shares close at or above downside threshold level on determination date for that quarter due 11/28/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 6.37% if each index closes at or above downside threshold level on observation date for that quarter due 11/25/2020

JPMorgan Chase & Co. 0.00% due 11/25/2020

JPMorgan Chase & Co. 0.00% due 11/25/2025

JPMorgan Chase & Co. 3% in years one through five, 4% in years six through nine, 5.25% in years 10 through 12 and 7.5% in year 13; payable semiannually due 11/25/2028

JPMorgan Chase & Co. 0.00% due 11/25/2019

JPMorgan Chase & Co. 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/27/2018

JPMorgan Chase & Co. 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/27/2018

JPMorgan Chase & Co. 0.00% due 11/26/2021

JPMorgan Chase & Co. 0.00% due 11/24/2017

JPMorgan Chase & Co. 14.00% due 2/24/2017

JPMorgan Chase & Co. 6.00% due 11/25/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if each index closes at or above barrier level on review date for that quarter due 2/22/2017

JPMorgan Chase & Co. 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/22/2016

JPMorgan Chase & Co. 3.075% each quarter if stock closes at or above trigger price on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. 3.65% each quarter if stock closes at or above trigger price on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. 3% each quarter if stock closes at or above trigger price on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. 8.50% due 11/21/2016

JPMorgan Chase & Co. 0.00% due 2/1/2018

JPMorgan Chase & Co. 0.00% due 11/30/2016

JPMorgan Chase & Co. 3% each quarter if Halliburton shares close at or above downside threshold level on determination date for that quarter due 11/16/2018

JPMorgan Chase & Co. 3.4375% each quarter if Valero shares close at or above downside threshold level on determination date for that quarter due 11/21/2016

JPMorgan Chase & Co. 2.25% each quarter if Walgreens shares close at or above downside threshold level on determination date for that quarter due 11/16/2018

JPMorgan Chase & Co. 3% initially; beginning Nov. 18, 2017, Libor plus 90 bps; payable quarterly due 11/18/2025

JPMorgan Chase & Co. 0.00% due 11/16/2017

JPMorgan Chase & Co. 0.00% due 2/16/2017

JPMorgan Chase & Co. 0.00% due 11/16/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8% if index closes at or above barrier level on review date for that quarter due 11/20/2019

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8.55% if each underlying index closes at or above barrier level on review date for that quarter due 11/20/2018

JPMorgan Chase & Co. 0.00% due 5/17/2017

JPMorgan Chase & Co. 0.00% due 2/16/2018

JPMorgan Chase & Co. 14% annualized for each quarter that Cabot Oil stock closes at or above coupon barrier level on review date for that quarter; Barrier level: $12.528, 60% of initial share price due 11/17/2020

JPMorgan Chase & Co. 8.3% annualized, payable quarterly if each underlying index closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 824.6497 for Russell and 2,413.894 for Stoxx; 70% of initial levels due 11/14/2025

JPMorgan Chase & Co. 0.00% due 5/15/2017

JPMorgan Chase & Co. 9.2% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 11/15/2018

JPMorgan Chase & Co. 7.50% due 11/15/2016

JPMorgan Chase & Co. 14.90% due 11/18/2016

JPMorgan Chase & Co. 15.90% due 11/18/2016

JPMorgan Chase & Co. 7.05% due 11/14/2016

JPMorgan Chase & Co. 0.00% due 5/11/2017

JPMorgan Chase & Co. 11.25% annualized, payable quarterly, if the stock closes at or above its barrier level on the observation date for that quarter due 11/14/2016

JPMorgan Chase & Co. 0.00% due 11/9/2017

JPMorgan Chase & Co. 8.75% due 11/9/2017

JPMorgan Chase & Co. 0.00% due 12/6/2017

JPMorgan Chase & Co. 1.5% initially, stepping up to 1.75% on Nov. 6, 2017, to 2% on May 6, 2018, to 2.25% on Nov. 6, 2018, to 2.5% on May 6, 2019, to 3% on Nov. 6, 2019, to 3.75% on May 6, 2020, to 4.5% on Nov. 6, 2020, to 5% on May 6, 2021, to 5.5% on Nov. 6, 2021 and to 7.5% on May 6, 2022; payable semiannually due 11/6/2022

JPMorgan Chase & Co. 0.00% due 5/9/2017

JPMorgan Chase & Co. 8.00% due 5/5/2017

JPMorgan Chase & Co. Quarterly contingent coupon at annual rate of 10% if each underlying component closes at or above interest barrier level on review date for that quarter; Interest barriers: 1,472.835 for S&P 500, 830.2637 for Russell 2000 and $43.183 for ETF; 70% of initial levels due 5/9/2019

JPMorgan Chase & Co. 0.00% due 11/7/2017

JPMorgan Chase & Co. 0.00% due 5/5/2017

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/7/2016

JPMorgan Chase & Co. 10.9% annually, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/16/2016

JPMorgan Chase & Co. 9.35% annually for quarter if Lennar stock closes at or above downside threshold level on determination date for that quarter due 11/2/2019

JPMorgan Chase & Co. 0.00% due 2/2/2017

JPMorgan Chase & Co. 8.00% due 10/31/2016

JPMorgan Chase & Co. 9.10% due 10/31/2016

JPMorgan Chase & Co. 17.50% due 11/7/2016

JPMorgan Chase & Co. 2.375% per year in years one through four, 3% per year in years five and six, 3.5% per year in year seven, 5% per year for the next six months and 6.5% per year for the last six months; payable semiannually due 10/30/2023

JPMorgan Chase & Co. 3.5% in years one through seven, 3.75% in years eight through 10, 4% in years 11 through 13, 4.5% in years 14 through 16, 5% in year 17, 5.5% in year 18, 7% in year 19 and 8.5% in year 20; payable semiannually due 10/30/2035

JPMorgan Chase & Co. 3.125% in years one through eight, 4% in years nine and 10, 4.5% in years 11 and 12, 6% in year 13, 7% in year 14 and 8.25% in year 15; payable semiannually due 10/30/2030

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlier closes at or above barrier level on review date for that quarter due 2/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each index closes at or above barrier level on review date for that quarter due 2/1/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 8.5% if each index closes at or above barrier level on review date for that quarter due 11/1/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each index closes at or above barrier level on review date for that quarter due 11/1/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.5% if each index closes at or above barrier level on review date for that quarter due 11/1/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.5% if each index closes at or above barrier level on review date for that quarter due 2/1/2017

JPMorgan Chase & Co. 8.00% due 11/1/2016

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 0.00% due 10/30/2020

JPMorgan Chase & Co. 0.00% due 10/31/2019

JPMorgan Chase & Co. 0.00% due 10/30/2020

JPMorgan Chase & Co. 0.00% due 10/31/2019

JPMorgan Chase & Co. 0.00% due 10/31/2018

JPMorgan Chase & Co. 1.25% initially; beginning Oct. 30, 2016, Libor plus 90 basis points; payable quarterly due 10/30/2020

JPMorgan Chase & Co. 3% initially; beginning Oct. 30, 2017, Libor plus 95 basis points; payable quarterly due 10/30/2025

JPMorgan Chase & Co. 0.00% due 11/30/2016

JPMorgan Chase & Co. 0.00% due 10/30/2018

JPMorgan Chase & Co. 0.00% due 11/1/2018

JPMorgan Chase & Co. due 10/30/2020

JPMorgan Chase & Co. 0.00% due 10/29/2021

JPMorgan Chase & Co. 0.00% due 10/30/2020

JPMorgan Chase & Co. 0.00% due 10/31/2019

JPMorgan Chase & Co. 0.00% due 10/30/2020

JPMorgan Chase & Co. 10%, payable monthly if stock closes at or above trigger price on review date for that month due 10/31/2017

JPMorgan Chase & Co. 9.00% due 5/1/2017

JPMorgan Chase & Co. 8.9% annualized, payable monthly if each underlying component closes at or above coupon barrier level on review date for that month; Barrier levels: 60% of initial levels due 10/26/2018

JPMorgan Chase & Co. 11.00% due 1/26/2017

JPMorgan Chase & Co. 3.7125% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 10/31/2016

JPMorgan Chase & Co. 0.00% due 4/27/2017

JPMorgan Chase & Co. 0.00% due 4/26/2019

JPMorgan Chase & Co. 0.00% due 10/28/2019

JPMorgan Chase & Co. 0.00% due 4/27/2017

JPMorgan Chase & Co. 6.00% due 1/26/2017

JPMorgan Chase & Co. 0.00% due 12/28/2016

JPMorgan Chase & Co. 0.00% due 10/25/2018

JPMorgan Chase & Co. 0.00% due 11/9/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 6.35% per year if fund closes at or above trigger level on review date for that quarter due 10/25/2018

JPMorgan Chase & Co. 8.50% due 10/25/2016

JPMorgan Chase & Co. 8.00% due 10/25/2016

JPMorgan Chase & Co. 0.00% due 11/25/2016

JPMorgan Chase & Co. 10.50% due 10/24/2016

JPMorgan Chase & Co. 10.05% per year, payable quarterly if each index closes at or above its coupon barrier level on determination date for that quarter due 10/24/2022

JPMorgan Chase & Co. 0.00% due 10/24/2017

JPMorgan Chase & Co. 12.65% annualized, payable monthly if each underlying component closes at or above coupon barrier level on review date for that month due 4/19/2018

JPMorgan Chase & Co. 14.65% per year, payable quarterly if Alibaba shares close at or above the trigger level on the review date for that quarter due 11/2/2016

JPMorgan Chase & Co. 9.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/21/2020

JPMorgan Chase & Co. 13.05% per year, payable quarterly if Ford shares close at or above the trigger level on the review date for that quarter due 11/2/2016

JPMorgan Chase & Co. 0.00% due 11/2/2016

JPMorgan Chase & Co. 3.85% each quarter if American Airlines shares close at or above downside threshold level on determination date for that quarter due 10/24/2016

JPMorgan Chase & Co. 2.65% each quarter if Facebook shares close at or above downside threshold level on determination date for that quarter due 10/19/2018

JPMorgan Chase & Co. 2.975% each quarter if salesforce.com shares close at or above downside threshold level on determination date for that quarter due 10/24/2016

JPMorgan Chase & Co. 0.00% due 1/20/2017

JPMorgan Chase & Co. 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/22/2018

JPMorgan Chase & Co. 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/22/2025

JPMorgan Chase & Co. 0.00% due 1/19/2017

JPMorgan Chase & Co. 8.70% due 10/17/2016

JPMorgan Chase & Co. 8.75% due 10/17/2016

JPMorgan Chase & Co. 8.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/17/2016

JPMorgan Chase & Co. 0.00% due 10/12/2017

JPMorgan Chase & Co. 9.00% due 10/17/2016

JPMorgan Chase & Co. 7.75% due 10/17/2016

JPMorgan Chase & Co. 8.00% due 10/17/2016

JPMorgan Chase & Co. 11.40% due 10/18/2016

JPMorgan Chase & Co. 14.25% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 10/17/2016

JPMorgan Chase & Co. 9.65% per year, payable quarterly if Prudential shares close at or above downside threshold level on determination date for that quarter due 10/12/2018

JPMorgan Chase & Co. 0.00% due 10/12/2018

JPMorgan Chase & Co. 8.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 10/16/2025

JPMorgan Chase & Co. 10.15%, payable quarterly if the index closes at or above trigger price on review date for that quarter due 10/14/2020

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 9.2% per year if Apple shares close at or above trigger level on review date for that quarter due 10/13/2020

JPMorgan Chase & Co. 6.65% due 10/17/2017

JPMorgan Chase & Co. 0.00% due 6/7/2018

JPMorgan Chase & Co. 0.00% due 10/12/2017

JPMorgan Chase & Co. 0.00% due 10/11/2017

JPMorgan Chase & Co. 10.5%, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 856.22775 for Russell 2000, 2,392.7925 for Euro Stoxx 50 and 615.945 for MSCI Emerging Markets; 75% of initial levels due 10/11/2018

JPMorgan Chase & Co. 6.00% due 4/6/2017

JPMorgan Chase & Co. 0.00% due 10/5/2018

JPMorgan Chase & Co. 10.7% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 10/5/2018

JPMorgan Chase & Co. 12% per year, payable quarterly if Biogen shares close at or above downside threshold level on determination date for that quarter due 10/11/2016

JPMorgan Chase & Co. 0.00% due 4/6/2017

JPMorgan Chase & Co. 0.00% due 10/13/2016

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. 0.00% due 10/5/2017

JPMorgan Chase & Co. 0.00% due 1/5/2017

JPMorgan Chase & Co. 8% per year, payable quarterly if the index closes at or above downside threshold level on determination date for that quarter due 10/4/2018

JPMorgan Chase & Co. 3.625% per quarter if the fund closes at or above downside threshold level on determination date for that quarter due 10/6/2016

JPMorgan Chase & Co. 0.00% due 1/5/2017

JPMorgan Chase & Co. 0.00% due 3/30/2017

JPMorgan Chase & Co. 0.00% due 10/4/2017

JPMorgan Chase & Co. 15.00% due 10/4/2016

JPMorgan Chase & Co. 6.6% annualized, payable quarterly if each underlying index closes at or above coupon barrier level on review date for that quarter; Barrier/trigger levels: 940.85 for S&P and 545.285 for Russell; 50% of initial levels due 9/30/2025

JPMorgan Chase & Co. 0.00% due 9/30/2020

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 9/30/2025

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 9/28/2018

JPMorgan Chase & Co. 10.15% annualized, payable monthly if each underlying component closes at or above coupon barrier level on review date for that month; Barrier levels: 50% of initial levels due 9/28/2018

JPMorgan Chase & Co. 10% annualized, payable quarterly if each underlying component closes at or above coupon barrier level on review date for that quarter; Barrier levels: 67.5% of initial levels due 10/3/2016

JPMorgan Chase & Co. 7.5% annualized, payable quarterly if each underlying index closes at or above coupon barrier level on review date for that quarter; Barrier levels: 70% of initial levels due 10/3/2016

JPMorgan Chase & Co. 9.5% annualized, payable quarterly if each underlying index closes at or above coupon barrier level, 60% of its initial level, on review date for that quarter due 10/3/2016

JPMorgan Chase & Co. 7.75% annualized, payable quarterly if each underlying index closes at or above coupon barrier level, 60% of its initial level, on review date for that quarter due 10/2/2020

JPMorgan Chase & Co. 7.75% annualized, payable quarterly if each underlying index closes at or above coupon barrier level on review date for that quarter; Barrier levels: 70% of initial levels due 12/30/2016

JPMorgan Chase & Co. 8.25% due 10/3/2016

JPMorgan Chase & Co. 0.00% due 9/28/2017

JPMorgan Chase & Co. 0.00% due 9/30/2019

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 9/30/2019

JPMorgan Chase & Co. 10% for first year; then interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is 10 times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum rate of 10% per year; payable quarterly due 9/30/2030

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 4/5/2017

JPMorgan Chase & Co. 0.00% due 10/13/2016

JPMorgan Chase & Co. 0.00% due 4/5/2017

JPMorgan Chase & Co. 0.00% due 9/30/2020

JPMorgan Chase & Co. 12.15% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 9/28/2017

JPMorgan Chase & Co. 2.7875% for quarter if Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 9/28/2018

JPMorgan Chase & Co. 8% per year, payable quarterly if the index closes at or above downside threshold level on determination date for that quarter due 9/28/2018

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 9/30/2019

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 0.00% due 9/30/2019

JPMorgan Chase & Co. 0.00% due 9/30/2020

JPMorgan Chase & Co. 0.00% due 9/30/2019

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which six-month Libor is greater than zero and less than or equal 5% and index closes at or above minimum index level; payable quarterly; Interest factor: 5% per year for first five years, 7% per year for next five years and 10% per year for final five years; Index reference level: 1,448.505, 75% of initial level due 9/30/2030

JPMorgan Chase & Co. due 9/30/2021

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. due 9/30/2020

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 19.00% due 10/3/2016

JPMorgan Chase & Co. 0.00% due 4/12/2017

JPMorgan Chase & Co. 9.75%, payable annually if each index closes at or above barrier level on observation date for that year; Barrier levels: 80% of initial levels due 9/27/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 10.6% if index closes at or above barrier level on review date for that quarter due 9/27/2018

JPMorgan Chase & Co. 0.00% due 9/28/2020

JPMorgan Chase & Co. 4% initially; beginning Sept. 18, 2020, 93% times 10-year CMS rate; payable quarterly, floor of 0% due 9/18/2030

JPMorgan Chase & Co. 8.65% due 9/26/2016

JPMorgan Chase & Co. 6.00% due 12/27/2016

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on Sept. 23, 2018 and to 3.5% on Sept. 23, 2019; payable semiannually due 9/23/2020

JPMorgan Chase & Co. 3.25% initially, stepping up to 4% on Sept. 23, 2022, to 5% on Sept. 23, 2025, to 6% on Sept. 23, 2027 and to 7% on Sept. 23, 2029; payable semiannually due 9/23/2030

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Sept. 23, 2025, to 4.5% on Sept. 23, 2029, to 5% on Sept. 23, 2032, to 6% on Sept. 23, 2033 and to 7% on Sept. 23, 2034; payable semiannually due 9/23/2035

JPMorgan Chase & Co. 9.25% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 9/26/2017

JPMorgan Chase & Co. 0.00% due 9/24/2020

JPMorgan Chase & Co. 7.00% due 9/26/2016

JPMorgan Chase & Co. 6.00% due 9/26/2016

JPMorgan Chase & Co. 6.85% due 9/26/2016

JPMorgan Chase & Co. 11.65% annualized, payable quarterly if each component closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 70% of initial levels due 3/25/2019

JPMorgan Chase & Co. 2.75% for quarter if CBS stock closes at or above downside threshold level on determination date for that quarter due 9/26/2016

JPMorgan Chase & Co. 2.325% for quarter if Schlumberger stock closes at or above downside threshold level on determination date for that quarter due 9/21/2018

JPMorgan Chase & Co. 2.7% for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 9/21/2018

JPMorgan Chase & Co. 0.00% due 10/21/2016

JPMorgan Chase & Co. 0.00% due 9/23/2019

JPMorgan Chase & Co. 0.00% due 9/21/2018

JPMorgan Chase & Co. due 9/24/2018

JPMorgan Chase & Co. 0.00% due 11/22/2017

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 3% initially; beginning Sept. 22, 2018, 10-year CMS rate; payable quarterly, floor of 0% due 9/22/2025

JPMorgan Chase & Co. 10% per year, payable quarterly if index closes at or above 60% barrier that quarter due 9/19/2019

JPMorgan Chase & Co. 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 68.5% of initial levels due 9/22/2025

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 9% per year if Apple shares close at or above trigger level on review date for that quarter due 9/20/2016

JPMorgan Chase & Co. 9.50% due 9/20/2016

JPMorgan Chase & Co. 8.50% due 9/20/2016

JPMorgan Chase & Co. 8.00% due 9/20/2016

JPMorgan Chase & Co. 10.00% due 3/20/2017

JPMorgan Chase & Co. 0.00% due 9/20/2018

JPMorgan Chase & Co. 0.00% due 9/20/2017

JPMorgan Chase & Co. Each month, notes pay coupon at rate of 7.4% per year if index closes at or above coupon barrier level on determination date for that month; Coupon barrier level: 1,483.5675, 75% of initial level due 9/18/2025

JPMorgan Chase & Co. 4% initially; beginning Sept. 18, 2020, 93% times 10-year CMS rate; payable quarterly, floor of 0% due 9/18/2030

JPMorgan Chase & Co. 0.00% due 12/20/2016

JPMorgan Chase & Co. 0.00% due 9/19/2017

JPMorgan Chase & Co. 29% annualized per quarter that each stock closes at or above barrier level on review date for that quarter; Coupon barriers: 75% of initial levels due 9/19/2016

JPMorgan Chase & Co. 13% annualized, payable semiannually if index closes at or above coupon barrier level on review date for that period; Coupon barrier: 85% of initial level due 9/14/2020

JPMorgan Chase & Co. 2.3% for quarter if Starbucks stock closes at or above downside threshold level on determination date for that quarter due 9/14/2018

JPMorgan Chase & Co. 0.00% due 3/15/2017

JPMorgan Chase & Co. 0.00% due 12/16/2019

JPMorgan Chase & Co. 8.7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/17/2025

JPMorgan Chase & Co. 0.00% due 9/14/2017

JPMorgan Chase & Co. 10.85% due 9/19/2016

JPMorgan Chase & Co. 0.00% due 9/13/2018

JPMorgan Chase & Co. 10.65% due 9/16/2016

JPMorgan Chase & Co. 11.45% due 9/16/2016

JPMorgan Chase & Co. 0.00% due 9/13/2017

JPMorgan Chase & Co. 19%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/21/2016

JPMorgan Chase & Co. 0.00% due 9/7/2018

JPMorgan Chase & Co. 0.00% due 3/15/2017

JPMorgan Chase & Co. 11% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 9/12/2016

JPMorgan Chase & Co. 2% for quarter if FedEx stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

JPMorgan Chase & Co. 2.125% for quarter if Lowe stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

JPMorgan Chase & Co. 2% for quarter if Nike stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. 0.00% due 9/18/2017

JPMorgan Chase & Co. 10.4% annualized, payable quarterly if each underlying index closes at or above coupon barrier level, 60% of its initial level, on review date for that quarter due 9/8/2017

JPMorgan Chase & Co. 8% annualized, payable semiannually if each underlying index closes at or above coupon barrier level, 75% of its initial level, on review date for that period due 1/31/2017

JPMorgan Chase & Co. 0.00% due 9/7/2018

JPMorgan Chase & Co. 0.00% due 12/8/2016

JPMorgan Chase & Co. 10.4% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 9/7/2018

JPMorgan Chase & Co. 9.5%, payable annually if each index closes at or above downside threshold level on observation date for that year due 9/7/2018

JPMorgan Chase & Co. 9.5% per year, payable quarterly if each index closes at or above its barrier level on quarterly review date; Barrier/trigger levels: 1,339.695 for S&P 500, 2,232.111 for Euro Stoxx; 70% of initial levels due 9/7/2018

JPMorgan Chase & Co. 0.00% due 9/7/2017

JPMorgan Chase & Co. 10.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/6/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6.5% if each underlying index closes at or above barrier level on review date for that quarter due 12/5/2016

JPMorgan Chase & Co. 9.25% due 9/6/2016

JPMorgan Chase & Co. 10.25% due 9/6/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 13.3% if each underlying component closes at or above interest barrier level on review date for that quarter; Interest barriers: 1,479.135 for S&P 500, 869.59125 for Russell 2000 and $44.9775 for ETF; 75% of initial levels due 3/7/2019

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.345% if each underlying index closes at or above barrier level on review date for that quarter; Trigger/barrier levels: 1,281.917 for S&P 500 and 753.64575 Russell 2000; 65% of initial levels due 9/5/2018

JPMorgan Chase & Co. 0.00% due 12/6/2016

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 0.00% due 9/6/2017

JPMorgan Chase & Co. 0.00% due 12/5/2016

JPMorgan Chase & Co. 0.00% due 9/6/2018

JPMorgan Chase & Co. 11%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/14/2016

JPMorgan Chase & Co. 20%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/14/2016

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/14/2016

JPMorgan Chase & Co. 6.65% due 3/3/2017

JPMorgan Chase & Co. 0.00% due 9/14/2016

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. 0.00% due 12/1/2016

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. 2.0375% for quarter if Aetna stock closes at or above downside threshold level on determination date for that quarter due 8/31/2018

JPMorgan Chase & Co. 8.65% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/31/2018

JPMorgan Chase & Co. 2.05% for quarter if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 8/31/2018

JPMorgan Chase & Co. 4.1875% for quarter if Micron Technology stock closes at or above downside threshold level on determination date for that quarter due 9/6/2016

JPMorgan Chase & Co. 2.5% for quarter if Microsoft stock closes at or above downside threshold level on determination date for that quarter due 8/31/2018

JPMorgan Chase & Co. 5% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 9/6/2016

JPMorgan Chase & Co. 2.0375% for quarter if Walt Disney stock closes at or above downside threshold level on determination date for that quarter due 8/31/2018

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. 0.00% due 8/30/2018

JPMorgan Chase & Co. 6.00% due 9/1/2016

JPMorgan Chase & Co. 7.00% due 9/1/2016

JPMorgan Chase & Co. 0.00% due 8/30/2018

JPMorgan Chase & Co. 8.20% due 8/31/2017

JPMorgan Chase & Co. 9% annualized, payable quarterly if each underlying component closes at or above coupon barrier level on review date for that quarter; Barrier levels: 70% of initial levels due 8/30/2018

JPMorgan Chase & Co. 8.2% annualized, payable quarterly if each underlying component closes at or above coupon barrier level on review date for that quarter; Barrier levels: 70% of initial levels due 8/30/2019

JPMorgan Chase & Co. 3.75% initially, stepping up to 4% on Aug. 31, 2022, to 4.25% on Aug. 31, 2027, to 5% on Aug. 31, 2032, to 6% on Aug. 31, 2033 and to 7.5% on Aug. 31, 2034; payable semiannually due 8/31/2035

JPMorgan Chase & Co. 0.00% due 8/31/2017

JPMorgan Chase & Co. 0.00% due 3/2/2017

JPMorgan Chase & Co. 3.25% initially; beginning Aug. 31, 2018, 10-year CMS rate; payable quarterly, floor of 0% due 8/31/2025

JPMorgan Chase & Co. 8.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 9/4/2019

JPMorgan Chase & Co. 0.00% due 8/31/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 20% per year if Apple shares close at or above trigger level on review date for that quarter due 9/14/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 13% per year if Bank of America shares close at or above trigger level on review date for that quarter due 9/14/2016

JPMorgan Chase & Co. 13.25% per year, payable monthly if each underlying closes at or above its barrier level on monthly review date; Barrier prices: $16.219 for fund, $51.163 for Chevron and $26.173 for Southwest; 70% of initial prices due 8/30/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.5% if each underlying index closes at or above barrier level on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.25% if each underlying index closes at or above barrier level on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.75% if each underlying index closes at or above barrier level on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 10.25% if each underlying component closes at or above barrier level on review date for that quarter due 11/30/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if each index closes at or above its barrier level on quarterly review date; Barrier/trigger levels: 1,358.357 for S&P 500, 2,219.511 for Euro Stoxx; 70% of initial levels due 8/30/2018

JPMorgan Chase & Co. 11.7% per year, payable quarterly if each component closes at or above its barrier level on quarterly review date; Barrier/trigger levels: 1,164.306 for S&P 500, 679.3128 for Russell and $19.662 for ETF; 60% of initial levels due 8/30/2018

JPMorgan Chase & Co. 8.00% due 3/2/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.7% if each underlying index closes at or above barrier level on review date for that quarter due 9/5/2023

JPMorgan Chase & Co. 10% initially; beginning on Aug. 31, 2016, 10 times spread of 30-year CMS rate over two-year CMS rate for each day that the index closes at or above 65% minimum index level, up to a cap of 10% with floor of zero; payable quarterly due 8/31/2030

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on Aug. 31, 2018 and to 3.5% on Aug. 31, 2019; payable semiannually due 8/31/2020

JPMorgan Chase & Co. 3.25% initially, stepping up to 4% on Aug. 31, 2022, to 5% on Aug. 31, 2025, to 6% on Aug. 31, 2027 and to 7% on Aug. 31, 2029; payable semiannually due 8/31/2030

JPMorgan Chase & Co. 2.5% initially, stepping up to 3% on Aug. 31, 2019, to 3.5% on Aug. 31, 2020, to 4% on Aug. 31, 2021, to 5% on Aug. 31, 2022 and to 7% on Feb. 28, 2023; payable semiannually due 8/31/2023

JPMorgan Chase & Co. 0.00% due 8/31/2017

JPMorgan Chase & Co. 0.00% due 3/1/2018

JPMorgan Chase & Co. 0.00% due 8/31/2017

JPMorgan Chase & Co. 0.00% due 10/3/2016

JPMorgan Chase & Co. 0.00% due 9/14/2016

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. 0.00% due 8/31/2020

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 0.00% due 8/31/2018

JPMorgan Chase & Co. 10% for first year; after that, leverage factor multiplied by spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to minimum rate of zero and maximum rate of 10% per year; leverage factor is four in years two through 10 and eight in years 11 through 20; payable quarterly due 8/31/2035

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which six-month Libor is greater than zero and less than 5% and index closes at or above minimum index level; payable quarterly; Interest factor: 6% per year for first five years, 7% per year for next five years and 10% per year for final five years; Reference level: 1,455.3825, 75% of initial level due 8/31/2030

JPMorgan Chase & Co. 0.00% due 9/30/2016

JPMorgan Chase & Co. 0.00% due 8/30/2018

JPMorgan Chase & Co. 0.00% due 8/31/2020

JPMorgan Chase & Co. 0.00% due 8/31/2018

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 14.00% due 8/30/2016

JPMorgan Chase & Co. 0.00% due 12/15/2017

JPMorgan Chase & Co. 0.00% due 8/30/2017

JPMorgan Chase & Co. 0.00% due 9/14/2016

JPMorgan Chase & Co. 0.00% due 8/30/2017

JPMorgan Chase & Co. 0.00% due 3/2/2017

JPMorgan Chase & Co. 0.00% due 8/30/2018

JPMorgan Chase & Co. 0.00% due 8/30/2017

JPMorgan Chase & Co. 8.85% due 8/30/2016

JPMorgan Chase & Co. 8.00% due 8/30/2016

JPMorgan Chase & Co. 0.00% due 8/29/2017

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Aug. 27, 2025, to 4.5% on Aug. 27, 2029, to 5% on Aug. 27, 2033 and to 6% on Aug. 27, 2034; payable semiannually due 8/27/2035

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/8/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if index closes at or above barrier that quarter; Trigger level: 115.31154, 60% of initial level due 8/26/2019

JPMorgan Chase & Co. 9.00% due 2/24/2017

JPMorgan Chase & Co. 0.00% due 9/8/2016

JPMorgan Chase & Co. 10.1% annualized, payable quarterly if each underlying component closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 70% of initial levels due 8/24/2017

JPMorgan Chase & Co. 2.975% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 8/24/2018

JPMorgan Chase & Co. 2.65% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 8/24/2018

JPMorgan Chase & Co. 0.00% due 8/30/2016

JPMorgan Chase & Co. 0.00% due 8/26/2019

JPMorgan Chase & Co. due 8/26/2020

JPMorgan Chase & Co. 0.00% due 8/23/2018

JPMorgan Chase & Co. 6.00% due 11/25/2016

JPMorgan Chase & Co. 0.00% due 12/23/2016

JPMorgan Chase & Co. 0.00% due 8/23/2018

JPMorgan Chase & Co. 0.00% due 2/24/2017

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which six-month Libor is greater than zero and less than 5% and index closes at or above minimum index level; payable quarterly; Interest factor: 5% per year for first five years, 8% per year for next five years and 10% per year for final five years; Minimum index level: 1,530, 73% of initial level due 8/21/2030

JPMorgan Chase & Co. 0.00% due 3/1/2017

JPMorgan Chase & Co. 8.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/17/2016

JPMorgan Chase & Co. 12.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/31/2016

JPMorgan Chase & Co. 8.6% annualized, payable quarterly if each underlying index closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 848.8816 for Russell and 2,443.721 for Stoxx; 70% of initial levels due 8/19/2025

JPMorgan Chase & Co. 7.6% annualized, payable quarterly if index closes at or above coupon barrier level on review date for that quarter; Barrier level: 1,673.232, 80% of initial level due 8/19/2020

JPMorgan Chase & Co. 9.40% due 8/22/2016

JPMorgan Chase & Co. 8.50% due 8/22/2016

JPMorgan Chase & Co. 7.15% due 8/22/2016

JPMorgan Chase & Co. 8.00% due 2/17/2017

JPMorgan Chase & Co. 9.54% annualized, payable quarterly if each underlying component closes at or above coupon barrier level on review date for that quarter; Coupon barriers: 75% of initial levels due 2/22/2019

JPMorgan Chase & Co. 2% initially, stepping up to 3.125% on Aug. 19, 2018; payable semiannually due 8/19/2020

JPMorgan Chase & Co. 3% initially, stepping up to 4% on Aug. 19, 2020 and to 5% on Aug. 19, 2023; payable semiannually due 8/19/2025

JPMorgan Chase & Co. 3.5% initially, stepping up to 4% on Aug. 19, 2022 and to 6% on Aug. 19, 2027; payable semiannually due 8/19/2030

JPMorgan Chase & Co. 0.00% due 8/17/2018

JPMorgan Chase & Co. 2.0125% for quarter if Prudential Financial stock closes at or above downside threshold level on determination date for that quarter due 8/17/2018

JPMorgan Chase & Co. 2.1875% for quarter if Xerox stock closes at or above downside threshold level on determination date for that quarter due 8/22/2016

JPMorgan Chase & Co. 5% for quarter if Yelp stock closes at or above downside threshold level on determination date for that quarter due 8/22/2016

JPMorgan Chase & Co. 3.25% initially; beginning Aug. 19, 2018, 10-year CMS rate; payable quarterly, floor of 0% due 8/19/2025

JPMorgan Chase & Co. 0.00% due 12/27/2018

JPMorgan Chase & Co. Contingent quarterly coupon at an annual rate of 8% if Gilead stock closes at or above the trigger price on the observation date for that quarter due 8/20/2018

JPMorgan Chase & Co. 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/20/2025

JPMorgan Chase & Co. Contingent quarterly coupon at an annual rate of 9% if Palo Alto stock closes at or above the trigger price on the observation date for that quarter due 8/20/2018

JPMorgan Chase & Co. 1.00% due 2/18/2021

JPMorgan Chase & Co. 0.00% due 2/15/2018

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 2/23/2017

JPMorgan Chase & Co. 0.00% due 8/16/2017

JPMorgan Chase & Co. 0.00% due 8/15/2017

JPMorgan Chase & Co. 12.3% annualized per quarter that ING shares close at or above trigger level on review date for that quarter due 8/24/2016

JPMorgan Chase & Co. 13.2% annualized per quarter that LinkedIn shares close at or above trigger level on review date for that quarter due 8/24/2016

JPMorgan Chase & Co. 0.00% due 8/10/2018

JPMorgan Chase & Co. 0.00% due 2/15/2017

JPMorgan Chase & Co. 2.625% for quarter if Biogen Idec stock closes at or above downside threshold level on determination date for that quarter due 8/15/2016

JPMorgan Chase & Co. 2.5% for quarter if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 8/10/2018

JPMorgan Chase & Co. 3% for quarter if Mobileye stock closes at or above downside threshold level on determination date for that quarter due 8/15/2016

JPMorgan Chase & Co. 0.00% due 8/12/2020

JPMorgan Chase & Co. 0.00% due 8/24/2016

JPMorgan Chase & Co. 0.00% due 2/9/2017

JPMorgan Chase & Co. 7.50% due 8/10/2016

JPMorgan Chase & Co. 0.00% due 8/10/2020

JPMorgan Chase & Co. 0.00% due 9/9/2016

JPMorgan Chase & Co. 0.00% due 5/3/2018

JPMorgan Chase & Co. 7.5% annualized per quarter that Apple shares close at or above trigger level on review date for that quarter due 11/3/2016

JPMorgan Chase & Co. 16.3%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/17/2016

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/17/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 5.25% if each underlying index closes at or above barrier level on review date for that quarter due 11/3/2016

JPMorgan Chase & Co. 9.5% annualized, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 11/3/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.5% if each underlying component closes at or above barrier level on review date for that quarter due 11/3/2016

JPMorgan Chase & Co. 16%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/17/2016

JPMorgan Chase & Co. 10.00% due 8/8/2016

JPMorgan Chase & Co. 0.00% due 2/8/2017

JPMorgan Chase & Co. 0.00% due 8/19/2016

JPMorgan Chase & Co. 0.00% due 8/17/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 8/3/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annualized rate of 16% if index closes at or above downside threshold level on determination date for that quarter due 8/8/2016

JPMorgan Chase & Co. 0.00% due 11/3/2016

JPMorgan Chase & Co. 0.00% due 8/3/2018

JPMorgan Chase & Co. 0.00% due 8/3/2017

JPMorgan Chase & Co. 0.00% due 8/2/2019

JPMorgan Chase & Co. 0.00% due 8/2/2018

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 5.25% if each underlying index closes at or above barrier level on review date for that quarter due 10/31/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/31/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10% if each underlying component closes at or above barrier level on review date for that quarter due 10/31/2016

JPMorgan Chase & Co. 5.25% annualized per quarter that each index closes at or above barrier level on review date for that quarter; Barrier levels: 70% of initial levels due 10/31/2016

JPMorgan Chase & Co. 7.25% annualized per quarter that each index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 70% of initial levels due 10/31/2016

JPMorgan Chase & Co. 7% annualized per quarter that each index closes at or above barrier level. 60% of its initial share price, on review date for that quarter due 8/4/2021

JPMorgan Chase & Co. 0.00% due 8/2/2018

JPMorgan Chase & Co. 9.30% due 2/2/2017

JPMorgan Chase & Co. 0.00% due 7/31/2017

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 7/31/2017

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 7/31/2017

JPMorgan Chase & Co. 10% initially; beginning on July 31, 2016, 9 times spread of 30-year CMS rate over two-year CMS rate for each day that the index closes at or above 65% minimum index level, up to a cap of 10% with floor of zero; payable quarterly due 7/31/2030

JPMorgan Chase & Co. 3% initially, stepping up to 4% on July 31, 2020, to 5% on July 31, 2023 and to 6% on July 31, 2024; payable semiannually due 7/31/2025

JPMorgan Chase & Co. 2.5% initially, stepping up to 3.5% on Jan. 31, 2020, to 4% on Jan. 31, 2021 and to 6% on Jan. 31, 2022; payable quarterly due 7/31/2022

JPMorgan Chase & Co. 3.5% initially, stepping up to 4% on July 31, 2022, 6% on July 31, 2026; payable semiannually due 7/31/2030

JPMorgan Chase & Co. 2% initially, stepping up to 3.125% on July 31, 2018; payable semiannually due 7/31/2020

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 7/31/2020

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 7/31/2020

JPMorgan Chase & Co. 0.00% due 2/2/2017

JPMorgan Chase & Co. 0.00% due 8/17/2016

JPMorgan Chase & Co. 15% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/2/2016

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 3% initially; beginning July 31, 2018, 1 times the 10-year CMS rate; payable quarterly due 7/31/2025

JPMorgan Chase & Co. 4% initially; beginning July 31, 2018, 0.93 times the 10-year CMS rate; payable quarterly, floor of 0% due 7/31/2027

JPMorgan Chase & Co. 10% for first year; after that leverage factor multiplied by spread of 30-year CMS rate over two-year CMS rate less 25 bps; leverage factor is four starting from July 31, 2016, increasing to five on July 31, 2021, six on July 31, 2026 and seven on July 31, 2031; subject to minimum rate of zero and maximum rate of 10% per year; payable quarterly due 7/31/2035

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above reference level and six-month Libor is between 0% and 5%; interest factor is 6% for first five years, stepping up to 7% on July 31, 2020 and to 10% on July 31, 2025; payable quarterly; Reference level: 1,569.9375, 75% of initial level due 7/31/2030

JPMorgan Chase & Co. 0.00% due 8/1/2019

JPMorgan Chase & Co. 8.75% per month that each stock closes at or above barrier level on review date for that month; Barrier levels: 70% of initial levels due 8/1/2018

JPMorgan Chase & Co. 5.40% due 2/1/2017

JPMorgan Chase & Co. 0.00% due 7/30/2020

JPMorgan Chase & Co. 0.00% due 2/1/2017

JPMorgan Chase & Co. 8.60% due 8/1/2016

JPMorgan Chase & Co. 8.75% due 8/1/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.5% if Endo shares close at or above trigger level on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.4% if Facebook shares close at or above trigger level on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. 10.85%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. 31%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 15.05% if LinkedIn shares close at or above trigger level on review date for that quarter due 8/10/2016

JPMorgan Chase & Co. 0.00% due 1/29/2019

JPMorgan Chase & Co. 0.00% due 2/1/2017

JPMorgan Chase & Co. 0.00% due 8/10/2016

JPMorgan Chase & Co. 2.4375% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 7/29/2016

JPMorgan Chase & Co. 9.15% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 75% of initial levels due 7/28/2022

JPMorgan Chase & Co. 0.00% due 7/27/2017

JPMorgan Chase & Co. 0.00% due 7/27/2018

JPMorgan Chase & Co. 0.00% due 12/20/2017

JPMorgan Chase & Co. 0.00% due 8/10/2016

JPMorgan Chase & Co. 0.00% due 7/29/2019

JPMorgan Chase & Co. 0.00% due 7/29/2020

JPMorgan Chase & Co. 9.6% per year, payable monthly if index at or above barrier that month due 7/26/2018

JPMorgan Chase & Co. 0.00% due 8/11/2016

JPMorgan Chase & Co. 9.75% due 1/26/2017

JPMorgan Chase & Co. 6.00% due 10/27/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 7.5% if Apple shares close at or above trigger level on review date for that quarter due 10/20/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 11.15% if Facebook shares close at or above trigger level on review date for that quarter due 8/3/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each underlying index closes at or above barrier level on review date for that quarter due 10/20/2016

JPMorgan Chase & Co. Every six months, notes pay coupon at rate of 20% per year if each stock closes at or above barrier price on review date for that semiannual period due 7/20/2018

JPMorgan Chase & Co. 15.50% due 7/28/2016

JPMorgan Chase & Co. 8.00% due 7/28/2016

JPMorgan Chase & Co. 0.00% due 7/20/2017

JPMorgan Chase & Co. 2.0625% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 7/20/2018

JPMorgan Chase & Co. 3.0625% for quarter if Avago Technologies stock closes at or above downside threshold level on determination date for that quarter due 7/25/2016

JPMorgan Chase & Co. 2.5625% for quarter if Ciena stock closes at or above downside threshold level on determination date for that quarter due 7/25/2016

JPMorgan Chase & Co. 3.5% for quarter if Cobalt International stock closes at or above downside threshold level on determination date for that quarter due 7/25/2016

JPMorgan Chase & Co. 10.5% per year, payable quarterly if fund closes at or above downside threshold level on observation date for that quarter due 7/25/2016

JPMorgan Chase & Co. 10.6% per year, payable quarterly if fund closes at or above downside threshold level on observation date for that quarter due 7/25/2016

JPMorgan Chase & Co. 0.00% due 12/20/2017

JPMorgan Chase & Co. 11.5% per year if stock closes at or above its barrier level on any quarterly observation date due 1/23/2017

JPMorgan Chase & Co. 11.75% per year if stock closes at or above its barrier level on any quarterly observation date due 1/23/2017

JPMorgan Chase & Co. 11.25% per year if stock closes at or above its barrier level on any quarterly observation date due 1/23/2017

JPMorgan Chase & Co. 18.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 8/3/2016

JPMorgan Chase & Co. 0.00% due 10/19/2016

JPMorgan Chase & Co. 0.00% due 7/18/2017

JPMorgan Chase & Co. Each quarter, notes pay coupon at rate of 8.75% per year if each stock closes at or above trigger value on review date for that quarter due 10/18/2016

JPMorgan Chase & Co. 9.25% per year, payable quarterly if index at or above barrier that quarter; Barrier level: 166.95484, 65% of initial level due 7/13/2018

JPMorgan Chase & Co. 9.55% due 7/21/2016

JPMorgan Chase & Co. 2.3125% for quarter if Blackstone stock closes at or above downside threshold level on determination date for that quarter due 7/13/2018

JPMorgan Chase & Co. 4.25% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 7/13/2018

JPMorgan Chase & Co. 3.5% for quarter if Tesla Motors stock closes at or above downside threshold level on determination date for that quarter due 7/13/2018

JPMorgan Chase & Co. 0.00% due 7/20/2016

JPMorgan Chase & Co. 0.00% due 7/27/2016

JPMorgan Chase & Co. Each quarter, notes will pay contingent coupon at rate of 8.15% per year if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,296.36 for MSCI EAFE and 876.415 for Russell 2000, 70% of initial levels due 7/16/2025

JPMorgan Chase & Co. 8.75% per year, payable quarterly if each ETF closes at or above barrier level that quarter; Barrier/trigger levels: $23.191 for oil ETF, $51.163 for energy ETF, 70% of initial levels due 1/12/2017

JPMorgan Chase & Co. 10.75% per year, payable quarterly if index at or above barrier that quarter; Barrier level: 179.89265, 70% of initial level due 7/12/2018

JPMorgan Chase & Co. 19.10% due 7/18/2016

JPMorgan Chase & Co. 0.00% due 3/14/2017

JPMorgan Chase & Co. 0.00% due 9/14/2017

JPMorgan Chase & Co. 0.00% due 10/14/2016

JPMorgan Chase & Co. 0.00% due 7/12/2017

JPMorgan Chase & Co. 8.5% per year, payable each quarter that each underlying index closes at or above coupon barrier on review date for that quarter; Coupon barriers: 75% of initial levels due 7/11/2018

JPMorgan Chase & Co. 9.25% per year, payable each quarter that each underlying index closes at or above coupon barrier on review date for that quarter; Barrier levels: 65% of initial levels due 7/11/2018

JPMorgan Chase & Co. 0.00% due 7/20/2016

JPMorgan Chase & Co. 0.00% due 12/20/2017

JPMorgan Chase & Co. 0.00% due 7/20/2016

JPMorgan Chase & Co. 9% per year, payable each month that all the stocks closes at or above their barrier levels on the review date for that month; $80.591 for Disney, $37.723 for Starbucks, $76.601 for Nike, 70% of initial levels due 7/6/2018

JPMorgan Chase & Co. 8.25% due 7/8/2016

JPMorgan Chase & Co. 7.5% per year, payable each month that the underlying index closes at or above the barrier level on review date for that month; Barrier/trigger levels: 879.4779, 70% of initial level due 7/7/2025

JPMorgan Chase & Co. 0.00% due 9/7/2017

JPMorgan Chase & Co. 0.00% due 7/20/2016

JPMorgan Chase & Co. 7.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/5/2016

JPMorgan Chase & Co. 12.75% due 7/7/2016

JPMorgan Chase & Co. 9.25% due 7/7/2016

JPMorgan Chase & Co. 7.50% due 7/7/2016

JPMorgan Chase & Co. 11.25% due 7/7/2016

JPMorgan Chase & Co. 3.6% per quarter if index closes at or above 80% coupon barrier level on observation date for that quarter due 7/7/2016

JPMorgan Chase & Co. 0.00% due 7/6/2017

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 10% per quarter that each stock closes at or above barrier level on review date for that quarter; Barrier levels: 80% of initial levels due 6/29/2017

JPMorgan Chase & Co. 10.3%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/13/2016

JPMorgan Chase & Co. 11.75% per quarter that stock closes at or above barrier level on review date for that quarter due 7/13/2016

JPMorgan Chase & Co. 11.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/13/2016

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 0.00% due 6/29/2017

JPMorgan Chase & Co. 0.00% due 10/13/2016

JPMorgan Chase & Co. 0.00% due 1/5/2017

JPMorgan Chase & Co. 2.5% for quarter if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 7/5/2016

JPMorgan Chase & Co. 0.00% due 12/20/2017

JPMorgan Chase & Co. 0.00% due 6/29/2017

JPMorgan Chase & Co. 0.00% due 6/30/2020

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying component closes at or above barrier level on review date for that quarter due 9/29/2016

JPMorgan Chase & Co. 7% per year, payable each quarter that each index closes at or above its barrier level on review date for that quarter due 9/29/2016

JPMorgan Chase & Co. 6% per year, payable each quarter that each index closes at or above its barrier level on review date for that quarter due 9/29/2016

JPMorgan Chase & Co. 0.00% due 6/29/2018

JPMorgan Chase & Co. 15.50% due 7/1/2016

JPMorgan Chase & Co. 6.5% per year, payable each quarter that each underlying index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 1,261.386 for S&P 500 and 769.9686 for Russell 2000; 60% of initial levels due 7/2/2021

JPMorgan Chase & Co. 10% for first year; after that, seven times spread of 10-year CMS rate over two-year rate, subject to minimum of zero and maximum interest rate of 10% per year, multiplied by proportion of days on which index closes at or above minimum index level; payable quarterly; Minimum index level: 1,471.617, 70% of initial level due 6/30/2030

JPMorgan Chase & Co. 10% for first year; after that, five times spread of 30-year CMS rate over two-year rate, subject to minimum of zero and maximum interest rate of 10% per year, multiplied by proportion of days on which index closes at or above minimum index level; payable quarterly; Minimum index level: 1,471.617, 70% of initial level due 6/30/2030

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 6/30/2020

JPMorgan Chase & Co. 0.00% due 6/29/2018

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 6/29/2018

JPMorgan Chase & Co. 0.00% due 6/30/2021

JPMorgan Chase & Co. 0.00% due 9/29/2016

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above reference level and six-month Libor is between 0% and 5%; interest factor is 5% for first five years, stepping up to 7.5% on June 30, 2020 and to 10% on June 30, 2025; payable quarterly; Reference level: 1,261.386, 60% of initial level due 6/30/2030

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above reference level and six-month Libor is between 0% and 5%; interest factor is 6% for first five years, stepping up to 7% on June 30, 2020 and to 8% on June 30, 2025; payable quarterly due 6/30/2030

JPMorgan Chase & Co. 0.00% due 6/28/2018

JPMorgan Chase & Co. 8.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 6/30/2025

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. For each day that spread of 30-year CMS rate over two-year CMS rate is at least zero and index closes at or above 75% barrier level, 6% for first five years, stepping up to 7% for years six through 10 and to 8% after that; payable quarterly due 6/26/2030

JPMorgan Chase & Co. 0.00% due 8/18/2016

JPMorgan Chase & Co. 10.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/7/2016

JPMorgan Chase & Co. 7.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/22/2016

JPMorgan Chase & Co. 10.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/7/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if index at or above trigger price that quarter due 6/20/2018

JPMorgan Chase & Co. 6.00% due 9/22/2016

JPMorgan Chase & Co. 6.5% per year, payable each quarter that each underlying index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 1,265.994 for S&P 500 and 770.7966 for Russell 2000; 60% of initial levels due 6/22/2018

JPMorgan Chase & Co. 5.70% due 12/27/2016

JPMorgan Chase & Co. 0.00% due 12/24/2018

JPMorgan Chase & Co. 0.00% due 12/29/2016

JPMorgan Chase & Co. 3.5% for quarter if GoPro stock closes at or above downside threshold level on determination date for that quarter due 6/27/2016

JPMorgan Chase & Co. 10.5% per year, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Barrier level: $13.98, or 75% of initial level due 6/22/2018

JPMorgan Chase & Co. 5.6375% for quarter if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 6/22/2018

JPMorgan Chase & Co. 0.00% due 6/24/2019

JPMorgan Chase & Co. 0.00% due 6/22/2017

JPMorgan Chase & Co. 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/25/2020

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 6/25/2020

JPMorgan Chase & Co. 0.00% due 6/24/2020

JPMorgan Chase & Co. 6.00% due 6/21/2018

JPMorgan Chase & Co. 0.00% due 12/22/2016

JPMorgan Chase & Co. 7.4% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 6/22/2017

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 3% initially, stepping up to 4% on June 19, 2021 and to 7% on June 19, 2026; payable semiannually due 6/19/2030

JPMorgan Chase & Co. 12.25% due 6/20/2016

JPMorgan Chase & Co. 8.75% due 12/20/2016

JPMorgan Chase & Co. 8.00% due 6/20/2016

JPMorgan Chase & Co. 11.40% due 6/23/2016

JPMorgan Chase & Co. 6.00% due 12/20/2016

JPMorgan Chase & Co. 12.75% annualized, payable per quarter that DISH shares close at or above trigger level on review date for that quarter due 6/29/2016

JPMorgan Chase & Co. 8.9%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/29/2016

JPMorgan Chase & Co. 12.3% annualized, payable per quarter that ING shares close at or above trigger level on review date for that quarter due 6/29/2016

JPMorgan Chase & Co. 2.25% for first four years, stepping up to 3% on June 17, 2019, to 4% on June 17, 2021 and to 5.5% on June 17, 2022; payable semiannually due 6/17/2023

JPMorgan Chase & Co. 1.625% for first three years, stepping up to 3.25% on June 17, 2018; payable semiannually due 6/17/2020

JPMorgan Chase & Co. 0.00% due 12/21/2016

JPMorgan Chase & Co. 2.0625% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 6/15/2018

JPMorgan Chase & Co. 9% annualized, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 75% of initial levels due 6/16/2022

JPMorgan Chase & Co. 3% initially; beginning June 17, 2018, 0.97 times the 10-year CMS rate; payable quarterly due 6/17/2025

JPMorgan Chase & Co. 10.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/16/2016

JPMorgan Chase & Co. 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 6/18/2025

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/16/2016

JPMorgan Chase & Co. 8% annualized per month that each component closes at or above barrier level on review date for that month due 6/7/2018

JPMorgan Chase & Co. 19.30% due 6/20/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.45% if each underlying component closes at or above interest barrier level on review date for that quarter; Interest barrier levels: 2,486.337 for Euro Stoxx, 888.244 for Russell and $28.168 for ETF; 70% of initial levels due 6/19/2017

JPMorgan Chase & Co. 0.00% due 6/21/2016

JPMorgan Chase & Co. 13.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/17/2016

JPMorgan Chase & Co. 0.00% due 6/16/2017

JPMorgan Chase & Co. 3% initially; beginning June 12, 2019, 0.9 times the 10-year CMS rate; payable quarterly due 6/12/2025

JPMorgan Chase & Co. 0.00% due 6/14/2017

JPMorgan Chase & Co. 0.00% due 12/14/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 12/13/2016

JPMorgan Chase & Co. 11.1% annualized per quarter that Apple shares close at or above trigger level on review date for that quarter due 6/22/2016

JPMorgan Chase & Co. 0.00% due 6/22/2016

JPMorgan Chase & Co. 9.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier levels: 75% of initial levels due 9/10/2018

JPMorgan Chase & Co. 15% per year, payable monthly if index closes at or above coupon barrier level on observation date for that month due 12/10/2015

JPMorgan Chase & Co. 3.325% for quarter if United Continental stock closes at or above downside threshold level on determination date for that quarter due 6/8/2018

JPMorgan Chase & Co. 8% annualized per month that each component closes at or above barrier level on review date for that month due 6/7/2018

JPMorgan Chase & Co. 12.55% due 6/10/2016

JPMorgan Chase & Co. 0.00% due 6/7/2018

JPMorgan Chase & Co. 7.75% annualized per quarter that Apple shares close at or above trigger level on review date for that quarter due 9/8/2016

JPMorgan Chase & Co. 0.00% due 6/7/2018

JPMorgan Chase & Co. 3% for the first two years; after that, 0.95 of 10-year Constant Maturity Swap due 6/5/2025

JPMorgan Chase & Co. 0.00% due 12/7/2016

JPMorgan Chase & Co. 0.00% due 8/17/2016

JPMorgan Chase & Co. 0.00% due 6/22/2016

JPMorgan Chase & Co. Notes pay monthly contingent coupon at annual rate of 6.4% if each underlying component closes at or above barrier level on review date for that month; Interest barriers: 1,475.173 for S&P 500, 872.5724 for Russell 2000 and $28.784 for ETF; 70% of initial levels due 6/1/2018

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/15/2016

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/15/2016

JPMorgan Chase & Co. 4.125% for quarter if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 6/3/2016

JPMorgan Chase & Co. 4.25% for quarter if U.S. Steel stock closes at or above downside threshold level on determination date for that quarter due 6/3/2016

JPMorgan Chase & Co. 0.00% due 7/5/2016

JPMorgan Chase & Co. 0.00% due 9/6/2016

JPMorgan Chase & Co. 0.00% due 7/5/2016

JPMorgan Chase & Co. 0.00% due 6/15/2016

JPMorgan Chase & Co. 0.00% due 6/2/2017

JPMorgan Chase & Co. 0.00% due 6/5/2018

JPMorgan Chase & Co. 11.15% due 12/3/2015

JPMorgan Chase & Co. 0.00% due 6/2/2020

JPMorgan Chase & Co. 8.25% due 5/31/2016

JPMorgan Chase & Co. 8.3% per quarter that each stock closes at or above barrier level on review date for that quarter due 12/5/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 8.5% if Apple shares close at or above trigger level on review date for that quarter due 6/2/2016

JPMorgan Chase & Co. 9.5% per quarter that each component closes at or above barrier level on review date for that quarter due 6/1/2020

JPMorgan Chase & Co. 11.75% due 6/2/2016

JPMorgan Chase & Co. 7.25% per year, payable quarterly if index closes at or above barrier level on review date for that quarter; Barrier level: 878.0499; 70% of initial level due 5/27/2025

JPMorgan Chase & Co. 3% for first six years, stepping up to 4% on May 29, 2021 and to 6% on May 29, 2026; payable monthly due 5/29/2030

JPMorgan Chase & Co. 0.00% due 5/29/2020

JPMorgan Chase & Co. 97% of 10-year CMS rate, subject to minimum of zero; payable quarterly due 5/29/2025

JPMorgan Chase & Co. 0.00% due 5/29/2020

JPMorgan Chase & Co. 8.4% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/30/2016

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/29/2020

JPMorgan Chase & Co. 11.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/30/2016

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/29/2020

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/29/2020

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above barrier level on review date for that quarter due 8/31/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying component closes at or above barrier level on review date for that quarter due 8/31/2016

JPMorgan Chase & Co. 8.2%, payable each quarter that each underlying index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 1,367.73 for S&P 500, 805.1914 for Russell 2000 and 2,352.545 for Euro Stoxx; 65% of initial levels due 11/29/2018

JPMorgan Chase & Co. 8.00% due 12/1/2016

JPMorgan Chase & Co. 0.00% due 12/2/2020

JPMorgan Chase & Co. 7% per year, payable each quarter that each underlying index closes at or above barrier level on review date for that quarter; Barrier/trigger levels: 1,262.52 for S&P 500 and 743.2536 for Russell 2000; 60% of initial levels due 6/3/2021

JPMorgan Chase & Co. 0.00% due 5/31/2019

JPMorgan Chase & Co. 0.00% due 2/28/2017

JPMorgan Chase & Co. due 2/28/2017

JPMorgan Chase & Co. 0.00% due 2/28/2017

JPMorgan Chase & Co. 8.3% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 6/1/2017

JPMorgan Chase & Co. 0.00% due 5/31/2018

JPMorgan Chase & Co. 0.00% due 5/31/2019

JPMorgan Chase & Co. 0.00% due 5/31/2018

JPMorgan Chase & Co. 0.00% due 5/31/2019

JPMorgan Chase & Co. 0.00% due 5/29/2020

JPMorgan Chase & Co. Each month, notes pay coupon at rate of 9.5% per year if each stock closes at or above interest barrier on review date for that month; Interest barriers: $33.2995 for Altria, $77.103 for United Technologies and $77.7335 for UnitedHealth; 65% of initial share prices due 5/25/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 7.5% if Apple shares close at or above trigger level on review date for that quarter due 8/25/2016

JPMorgan Chase & Co. 10.6%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/8/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 7% if Facebook shares close at or above trigger level on review date for that quarter due 8/25/2016

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/8/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10.05% if LinkedIn shares close at or above trigger level on review date for that quarter due 6/8/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each underlying index closes at or above barrier level on review date for that quarter due 8/25/2016

JPMorgan Chase & Co. 0.00% due 11/28/2018

JPMorgan Chase & Co. 0.00% due 11/30/2016

JPMorgan Chase & Co. 2.25% for quarter if Amgen stock closes at or above downside threshold level on determination date for that quarter due 5/25/2018

JPMorgan Chase & Co. 2.1375% for each quarter that Facebook stock closes at or above downside threshold level on determination date for that quarter due 5/25/2018

JPMorgan Chase & Co. 2.5% for quarter if Gilead Sciences stock closes at or above downside threshold level on determination date for that quarter due 5/25/2018

JPMorgan Chase & Co. 1.0625% per month if index closes at or above the downside threshold level on determination date for that month due 11/27/2015

JPMorgan Chase & Co. 0.00% due 5/28/2019

JPMorgan Chase & Co. 0.00% due 5/25/2017

JPMorgan Chase & Co. 0.00% due 4/26/2017

JPMorgan Chase & Co. 0.00% due 6/8/2016

JPMorgan Chase & Co. 8.50% due 5/31/2016

JPMorgan Chase & Co. 6.75% due 5/31/2016

JPMorgan Chase & Co. 14.10% due 5/27/2016

JPMorgan Chase & Co. 6.00% due 8/24/2016

JPMorgan Chase & Co. 1.5% for first three years, stepping up to 3.25% on May 22, 2018; payable monthly due 5/22/2020

JPMorgan Chase & Co. 7.5% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/24/2017

JPMorgan Chase & Co. 0.00% due 6/8/2016

JPMorgan Chase & Co. 0.00% due 5/23/2018

JPMorgan Chase & Co. 16.55% due 5/25/2016

JPMorgan Chase & Co. 7%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 5/22/2020

JPMorgan Chase & Co. 6%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 5/22/2020

JPMorgan Chase & Co. 7.05% due 5/19/2016

JPMorgan Chase & Co. 8.45% due 5/19/2016

JPMorgan Chase & Co. 9.15% due 5/19/2016

JPMorgan Chase & Co. 11.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/2/2016

JPMorgan Chase & Co. 13.55%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/2/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10.65% if LinkedIn shares close at or above trigger level on review date for that quarter due 6/2/2016

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 6/2/2016

JPMorgan Chase & Co. 12.50% due 5/19/2016

JPMorgan Chase & Co. 8.50% due 8/18/2016

JPMorgan Chase & Co. 7.25% due 8/18/2016

JPMorgan Chase & Co. 8.00% due 8/18/2016

JPMorgan Chase & Co. 0.00% due 11/25/2015

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 2.375% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 5/18/2018

JPMorgan Chase & Co. 2.5% for quarter if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 5/18/2018

JPMorgan Chase & Co. 17% annualized per month if index closes at or above the barrier level on determination date for that month due 11/20/2015

JPMorgan Chase & Co. 0.00% due 11/6/2017

JPMorgan Chase & Co. 0.00% due 5/17/2018

JPMorgan Chase & Co. 0.00% due 5/19/2020

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 0.00% due 5/17/2018

JPMorgan Chase & Co. 0.00% due 5/16/2019

JPMorgan Chase & Co. 0.00% due 5/17/2017

JPMorgan Chase & Co. 0.00% due 6/15/2018

JPMorgan Chase & Co. 0.00% due 5/16/2019

JPMorgan Chase & Co. 12.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/25/2016

JPMorgan Chase & Co. 15.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/25/2016

JPMorgan Chase & Co. 12.05%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/25/2016

JPMorgan Chase & Co. 8.25% due 5/12/2016

JPMorgan Chase & Co. due 5/13/2020

JPMorgan Chase & Co. due 8/11/2016

JPMorgan Chase & Co. 0.00% due 11/16/2016

JPMorgan Chase & Co. 0.00% due 5/25/2016

JPMorgan Chase & Co. 3.075% for quarter if Biogen Idec stock closes at or above downside threshold level on determination date for that quarter due 5/12/2016

JPMorgan Chase & Co. 2% for quarter if Bristol-Myers stock closes at or above downside threshold level on determination date for that quarter due 5/11/2018

JPMorgan Chase & Co. 2.3375% for quarter if Halliburton stock closes at or above downside threshold level on determination date for that quarter due 5/11/2018

JPMorgan Chase & Co. 2.25% for quarter if Under Armour stock closes at or above downside threshold level on determination date for that quarter due 5/12/2016

JPMorgan Chase & Co. 0.00% due 5/25/2016

JPMorgan Chase & Co. 0.00% due 5/14/2020

JPMorgan Chase & Co. due 5/13/2020

JPMorgan Chase & Co. 12.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/25/2016

JPMorgan Chase & Co. 0.00% due 7/12/2016

JPMorgan Chase & Co. 0.00% due 7/19/2017

JPMorgan Chase & Co. 17.40% due 5/13/2016

JPMorgan Chase & Co. 2.00% due 5/10/2018

JPMorgan Chase & Co. 19.60% due 5/12/2016

JPMorgan Chase & Co. 1.35% for first three and a half years, 3.75% for next year and 5% for last six months; payable monthly due 5/8/2020

JPMorgan Chase & Co. 0.00% due 11/8/2018

JPMorgan Chase & Co. 8.95%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 5/9/2025

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6% if each underlying index closes at or above barrier level on review date for that quarter due 8/9/2016

JPMorgan Chase & Co. 14.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/18/2016

JPMorgan Chase & Co. 11.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/18/2016

JPMorgan Chase & Co. 0.00% due 11/6/2017

JPMorgan Chase & Co. 2.15% for quarter if stock closes at or above downside threshold level on determination date for that quarter due 5/4/2018

JPMorgan Chase & Co. 3.4375% for quarter if Mobileye stock closes at or above downside threshold level on determination date for that quarter due 5/5/2016

JPMorgan Chase & Co. 0.00% due 9/10/2018

JPMorgan Chase & Co. 0.00% due 5/18/2016

JPMorgan Chase & Co. 12.60% due 5/9/2016

JPMorgan Chase & Co. 7.50% due 8/4/2016

JPMorgan Chase & Co. 0.00% due 11/3/2016

JPMorgan Chase & Co. 0.00% due 5/18/2016

JPMorgan Chase & Co. 0.00% due 11/9/2016

JPMorgan Chase & Co. 2.3625% for quarter if Anadarko Petroleum stock closes at or above downside threshold level on determination date for that quarter due 5/3/2018

JPMorgan Chase & Co. 10% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 915.09375 for Russell 2000, 115.8225 for Euro Stoxx Banks and 21,099.75 for Hang Seng; 75% of initial levels due 5/5/2022

JPMorgan Chase & Co. 1.56667% per month if index closes at or above the downside threshold level on the determination date for that month due 11/4/2015

JPMorgan Chase & Co. 2.8375% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 5/3/2018

JPMorgan Chase & Co. 0.00% due 5/18/2016

JPMorgan Chase & Co. 0.00% due 9/10/2018

JPMorgan Chase & Co. 0.00% due 8/3/2016

JPMorgan Chase & Co. 0.00% due 5/3/2018

JPMorgan Chase & Co. 7.45% due 4/29/2016

JPMorgan Chase & Co. 7.85% due 4/29/2016

JPMorgan Chase & Co. 7.90% due 4/29/2016

JPMorgan Chase & Co. Each month, notes pay contingent coupon at annual rate of 10% if each stock closes at or above barrier share price on review date for that month due 5/3/2018

JPMorgan Chase & Co. 8.00% due 8/2/2016

JPMorgan Chase & Co. 10% for first year; after that, 9 times the spread of the 30-year CMS rate over the two-year CMS rate for each day that the index closes at or above 67.5% of its initial level, up to a maximum rate of 10%; payable quarterly due 4/30/2030

JPMorgan Chase & Co. 8.00% due 5/5/2016

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 0.00% due 4/30/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 9.5% if each underlying component closes at or above barrier level on review date for that quarter due 7/29/2016

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 7/29/2016

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 7/29/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 19.75% if each stock closes at or above barrier share price on review date for that quarter due 5/2/2016

JPMorgan Chase & Co. 12.25% due 5/4/2016

JPMorgan Chase & Co. 10.00% due 11/1/2016

JPMorgan Chase & Co. 6.03% per year, payable quarterly if each index closes at or above barrier level that quarter due 5/6/2019

JPMorgan Chase & Co. 1.5% initially, stepping up to 1.75% on April 30, 2017, to 2% on April 30, 2018 and to 3% on April 30, 2019; payable semiannually due 4/30/2020

JPMorgan Chase & Co. 0.00% due 1/31/2017

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 0.00% due 4/30/2019

JPMorgan Chase & Co. 10.25% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 11/1/2016

JPMorgan Chase & Co. 5% per year, payable quarterly if each index closes at or above barrier level that quarter due 4/30/2020

JPMorgan Chase & Co. 0.00% due 4/30/2018

JPMorgan Chase & Co. 0.00% due 4/30/2019

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 8.10% due 4/29/2016

JPMorgan Chase & Co. 10% per year, payable quarterly if index at or above trigger price that quarter due 4/27/2018

JPMorgan Chase & Co. 9.00% due 10/27/2016

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 0.00% due 7/29/2015

JPMorgan Chase & Co. 8.25% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 3/29/2018

JPMorgan Chase & Co. 0.00% due 5/20/2016

JPMorgan Chase & Co. 13.100% due 4/28/2016

JPMorgan Chase & Co. 14% per year, payable quarterly if United Continental shares close at or above downside threshold level on determination date for that quarter due 4/28/2016

JPMorgan Chase & Co. 6.00% due 7/26/2016

JPMorgan Chase & Co. 15.10% due 4/25/2016

JPMorgan Chase & Co. 0.00% due 4/25/2018

JPMorgan Chase & Co. 0.00% due 4/25/2017

JPMorgan Chase & Co. 0.00% due 4/25/2018

JPMorgan Chase & Co. 9.35%, payable for each month that stock closes at or above the coupon barrier on observation date for that month; Conversion price: $19.53, 88% of initial price due 10/21/2016

JPMorgan Chase & Co. 8.75%, payable for each month that stock closes at or above the coupon barrier on observation date for that month; Coupon barrier: $29.24, 75% of initial price due 10/21/2016

JPMorgan Chase & Co. 11.15%, payable for each month that stock closes at or above the coupon barrier on observation date for that month; Coupon barrier: $35.97, 70% of initial price due 10/21/2016

JPMorgan Chase & Co. 13% per year, payable quarterly if stock at or above trigger price that quarter due 5/4/2016

JPMorgan Chase & Co. 10% per year, payable quarterly if index at or above trigger price that quarter due 4/20/2018

JPMorgan Chase & Co. 9.30% due 10/20/2016

JPMorgan Chase & Co. 7.45% per year, payable quarterly if index closes at or above trigger level that quarter due 4/25/2025

JPMorgan Chase & Co. 10% for first year; after that, interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is nine times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum rate of 10% per year; payable quarterly due 4/22/2030

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate and index closes at or above minimum index level; interest factor is 8% in years one through five, 9% in years six through 10 and 11% in years 11 through 15; payable quarterly due 4/22/2030

JPMorgan Chase & Co. 5.60% due 10/24/2016

JPMorgan Chase & Co. 0.00% due 4/25/2016

JPMorgan Chase & Co. 3.5% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 4/21/2016

JPMorgan Chase & Co. 2.625% for quarter if Freeport-McMoRan stock closes at or above downside threshold level on determination date for that quarter due 4/21/2016

JPMorgan Chase & Co. 2% for quarter if MetLife stock closes at or above downside threshold level on determination date for that quarter due 4/20/2018

JPMorgan Chase & Co. 8.55% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 4/20/2018

JPMorgan Chase & Co. 0.00% due 4/21/2017

JPMorgan Chase & Co. 0.00% due 4/20/2017

JPMorgan Chase & Co. 0.00% due 4/23/2019

JPMorgan Chase & Co. 18.85% due 4/21/2016

JPMorgan Chase & Co. 8.25%, payable quarterly if each index closes at or above its barrier level on observation date for quarter; Barrier levels: 1,473.493 for S&P, 891.0286 for Russell and 2,626.204 for Euro Stoxx; 70% of initial levels due 4/21/2017

JPMorgan Chase & Co. 7.00% due 7/20/2016

JPMorgan Chase & Co. 5.00% due 7/20/2016

JPMorgan Chase & Co. 9.50% due 4/20/2016

JPMorgan Chase & Co. 7.00% due 7/20/2016

JPMorgan Chase & Co. 0.00% due 5/4/2016

JPMorgan Chase & Co. 9.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 4/19/2016

JPMorgan Chase & Co. 10.75% due 4/19/2016

JPMorgan Chase & Co. 8.45% annualized, payable monthly if stock closes at or above barrier level on review date for that month due 4/13/2018

JPMorgan Chase & Co. 11.4% annualized, payable monthly if stock closes at or above barrier level on review date for that month due 4/13/2018

JPMorgan Chase & Co. 13.25% per year, payable quarterly if stock at or above trigger price that quarter due 4/27/2016

JPMorgan Chase & Co. 11.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 4/27/2016

JPMorgan Chase & Co. 8.33% annualized, payable monthly if index closes at or above barrier level on review date for that month due 10/16/2015

JPMorgan Chase & Co. 9.75% due 10/14/2016

JPMorgan Chase & Co. 0.00% due 10/17/2016

JPMorgan Chase & Co. 2.525% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 4/13/2018

JPMorgan Chase & Co. 0.00% due 10/14/2016

JPMorgan Chase & Co. 0.00% due 12/14/2016

JPMorgan Chase & Co. 19.50% due 4/12/2016

JPMorgan Chase & Co. 0.00% due 8/11/2016

JPMorgan Chase & Co. 0.00% due 6/29/2016

JPMorgan Chase & Co. 0.00% due 7/12/2016

JPMorgan Chase & Co. 16.50% due 4/7/2016

JPMorgan Chase & Co. 8%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 4/20/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10.2% if GM shares close at or above trigger level on review date for that quarter due 4/20/2016

JPMorgan Chase & Co. 0.00% due 4/20/2016

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 2.275% per quarter if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 4/5/2018

JPMorgan Chase & Co. Each month, notes pay contingent payment at annualized rate of 8.25% if index closes at or above downside threshold level on determination date for that month due 10/7/2015

JPMorgan Chase & Co. 16.5% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 4/7/2016

JPMorgan Chase & Co. 0.00% due 10/6/2016

JPMorgan Chase & Co. 0.00% due 1/6/2017

JPMorgan Chase & Co. 0.00% due 4/6/2017

JPMorgan Chase & Co. 7.75%, payable quarterly if each index closes at or above downside threshold level on observation date for that quarter due 4/10/2019

JPMorgan Chase & Co. 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 939.579 for Russell, 2,773.035 for Euro Stoxx, 14,405.2425 for Nikkei; 75% of initial levels due 4/5/2022

JPMorgan Chase & Co. 11.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 939.579 for Russell 2000, 118.2375 for Euro Stoxx Banks and 730.9275 for MSCI EM; 75% of initial levels due 4/5/2022

JPMorgan Chase & Co. 0.00% due 5/4/2016

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 0.00% due 5/4/2016

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 0.00% due 4/4/2019

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 0.00% due 4/5/2017

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 7.5% if Apple shares close at or above trigger level on review date for that quarter due 7/6/2016

JPMorgan Chase & Co. Each month, notes pay contingent coupon at annual rate of 11.25% if each stock closes at or above barrier share price on review date for that month due 4/5/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 11% if ETF's shares close at or above trigger level on review date for that quarter due 7/6/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 9% if each underlying component closes at or above barrier level on review date for that quarter due 4/4/2016

JPMorgan Chase & Co. 7.00% due 7/6/2016

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 4/5/2018

JPMorgan Chase & Co. 0.00% due 4/4/2019

JPMorgan Chase & Co. 0.00% due 1/4/2019

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 12% if Apple shares close at or above trigger level on review date for that quarter due 4/13/2016

JPMorgan Chase & Co. 2.25%, payable monthly if index closes at or above barrier level on review date for that month due 10/1/2015

JPMorgan Chase & Co. 0.00% due 6/14/2016

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 3.6% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 4/2/2018

JPMorgan Chase & Co. 2.625% for quarter if Celgene stock closes at or above downside threshold level on determination date for that quarter due 4/2/2018

JPMorgan Chase & Co. 6% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2020

JPMorgan Chase & Co. 8.25%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 3/31/2025

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2020

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2020

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/31/2020

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 6.75% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 2,568.853 for Euro Stoxx and 862.393 for Russell; 70% of initial levels due 6/30/2016

JPMorgan Chase & Co. 9.5% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter; Barrier/trigger levels: 1,233.69 for S&P, $18.576 for fund; 60% of initial levels due 6/30/2016

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 1,439.305 for the S&P and 862.393 for Russell; 70% of initial levels due 6/30/2016

JPMorgan Chase & Co. 10.00% due 9/29/2016

JPMorgan Chase & Co. Contingent coupon at annual rate of 7.25% if index closes at or above barrier level on review date for that quarter; Barrier level: 862.393, 70% of initial level due 3/26/2025

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least zero and index closes at or above minimum index level; interest factor is 8% per year for years one through seven and 10% per year for years eight through 15; payable quarterly due 3/29/2030

JPMorgan Chase & Co. 10% initially; beginning on March 31, 2016, 6 times spread of 30-year CMS rate over two-year CMS rate for each day that the index closes at or above 65% minimum index level, up to a cap of 10% with floor of zero; payable quarterly due 3/31/2025

JPMorgan Chase & Co. 0.00% due 12/30/2016

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 8.25% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 3/29/2018

JPMorgan Chase & Co. 8.65% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 10/3/2018

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 12/31/2020

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 8.25% due 10/1/2015

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0.00% due 3/31/2020

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/30/2020

JPMorgan Chase & Co. 0.00% due 11/30/2016

JPMorgan Chase & Co. 7.65% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 3/29/2018

JPMorgan Chase & Co. 8.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,763.03 for Euro Stoxx 50, 1,545.7875 for S&P 500 and 14,809.65 for Nikkei 225, 75% of initial levels due 3/30/2022

JPMorgan Chase & Co. 6% for first year; after that, 2.2 times spread of 30-year CMS rate over two-year CMS rate, subject to minimum rate of zero and maximum rate of 8% per year; payable quarterly due 3/30/2025

JPMorgan Chase & Co. 6.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/27/2020

JPMorgan Chase & Co. 0.00% due 3/29/2017

JPMorgan Chase & Co. 0.00% due 4/13/2016

JPMorgan Chase & Co. 16.00% due 3/24/2016

JPMorgan Chase & Co. 0.00% due 9/28/2016

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 4/13/2016

JPMorgan Chase & Co. 10%, payable quarterly if index closes at or above trigger level on review date for that quarter due 3/20/2018

JPMorgan Chase & Co. 10%, payable if index closes at or above trigger level on quarterly review date due 3/20/2018

JPMorgan Chase & Co. 12.25% per year, payable quarterly if each stock closes at or above its barrier price on review date for that quarter due 9/23/2016

JPMorgan Chase & Co. 8.00% due 9/23/2016

JPMorgan Chase & Co. 6.00% due 6/23/2016

JPMorgan Chase & Co. 3.25% initially, stepping up to 3.5% on March 24, 2020, to 3.75% on March 24, 2024, to 4% on March 24, 2028, to 5% on March 24, 2031 and to 6% on March 24, 2033; payable semiannually due 3/24/2035

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on March 24, 2020, to 4% on March 24, 2024, to 5% on March 24, 2027 and to 6% on March 24, 2029; payable semiannually due 3/24/2030

JPMorgan Chase & Co. 5.55% due 9/27/2016

JPMorgan Chase & Co. 0.00% due 9/23/2018

JPMorgan Chase & Co. 0.00% due 9/28/2016

JPMorgan Chase & Co. 0.00% due 6/22/2016

JPMorgan Chase & Co. 0.00% due 4/13/2016

JPMorgan Chase & Co. 12% per year, payable quarterly if Green Mountain shares close at or above downside threshold level on determination date for that quarter due 3/23/2018

JPMorgan Chase & Co. 11.75% per year, payable quarterly if Halliburton shares close at or above downside threshold level on determination date for that quarter due 3/24/2016

JPMorgan Chase & Co. 0.00% due 4/13/2016

JPMorgan Chase & Co. 0.00% due 3/25/2019

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/26/2020

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/26/2020

JPMorgan Chase & Co. 8% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 3/26/2020

JPMorgan Chase & Co. 9.50% due 9/22/2016

JPMorgan Chase & Co. 0.00% due 3/23/2017

JPMorgan Chase & Co. 0.00% due 3/24/2017

JPMorgan Chase & Co. 7.50% due 6/22/2016

JPMorgan Chase & Co. 5.5% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/22/2018

JPMorgan Chase & Co. 10% per year, payable quarterly if fund closes at or above 65% barrier level on review date for that quarter due 3/21/2016

JPMorgan Chase & Co. 10% per year, payable quarterly if index closes at or above barrier level on review date for that quarter; Barrier level: 152.02323, 64% of initial level due 3/20/2018

JPMorgan Chase & Co. 2.5% initially, stepping up to 3.25% on March 19, 2020 and to 5.5% on March 19, 2023; payable semiannually due 3/19/2025

JPMorgan Chase & Co. 0.00% due 6/21/2016

JPMorgan Chase & Co. 0.00% due 3/17/2020

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.35% if Apple shares close at or above trigger level on review date for that quarter due 3/30/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 9.1% if Bank of America shares close at or above trigger level on review date for that quarter due 3/30/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if index closes at or above barrier level on review date for that quarter; Barrier level: 169.62757, 70% of initial level due 3/16/2018

JPMorgan Chase & Co. 9.40% due 3/21/2016

JPMorgan Chase & Co. 0.00% due 9/21/2016

JPMorgan Chase & Co. 0.00% due 3/30/2016

JPMorgan Chase & Co. 0.00% due 3/21/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if General Motors shares close at or above downside threshold level on determination date for that quarter due 3/16/2018

JPMorgan Chase & Co. 8.76668% per year, payable quarterly if the index close at or above downside threshold level on determination date for that quarter due 9/17/2015

JPMorgan Chase & Co. 0.00% due 3/30/2016

JPMorgan Chase & Co. 0.00% due 3/16/2017

JPMorgan Chase & Co. 7.25%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 3/19/2025

JPMorgan Chase & Co. 0.00% due 3/17/2020

JPMorgan Chase & Co. 2.1% initially, stepping up to 3% on March 17, 2018, to 4% on March 17, 2021 and to 5% on March 17, 2022; payable semiannually due 3/17/2023

JPMorgan Chase & Co. 1.5% initially, stepping up to 3.5% on March 17, 2018; payable semiannually due 3/17/2020

JPMorgan Chase & Co. 5.15% due 3/20/2017

JPMorgan Chase & Co. 0.00% due 9/15/2016

JPMorgan Chase & Co. 10% initially; beginning March 13, 2016, 7.25 times spread of 30-year CMS rate over two-year CMS rate for each day that the index closes at or above 50% barrier level, up to a cap of 10%; payable quarterly due 3/13/2030

JPMorgan Chase & Co. 0.00% due 11/23/2016

JPMorgan Chase & Co. 0.00% due 3/30/2016

JPMorgan Chase & Co. 0.00% due 9/14/2016

JPMorgan Chase & Co. 0.00% due 3/9/2018

JPMorgan Chase & Co. 0.00% due 12/9/2016

JPMorgan Chase & Co. 0.00% due 3/23/2016

JPMorgan Chase & Co. 2.5% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 3/9/2018

JPMorgan Chase & Co. 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/11/2020

JPMorgan Chase & Co. 6.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 3/11/2020

JPMorgan Chase & Co. 11.10% due 3/10/2016

JPMorgan Chase & Co. 0.00% due 3/8/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6.8% if each underlying index closes at or above barrier level on review date for that quarter due 3/2/2020

JPMorgan Chase & Co. 10.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/16/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 15% if DISH shares close at or above trigger level on review date for that quarter due 3/16/2016

JPMorgan Chase & Co. 0.00% due 3/2/2018

JPMorgan Chase & Co. 8.00% due 3/3/2016

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 4/6/2017

JPMorgan Chase & Co. 0.00% due 9/6/2016

JPMorgan Chase & Co. 9%, payable quarterly if each index closes at or above its barrier level on observation date for quarter; Barrier/trigger levels: 1,578.375 for S&P 500, 925.026 for Russell 2000 and 2,699.25 for th Euro Stoxx 50; 75% of initial levels due 9/1/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each ETF closes at or above downside threshold level on determination date for that quarter due 3/3/2020

JPMorgan Chase & Co. 8.5% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 3/2/2018

JPMorgan Chase & Co. 2.1125% for quarter if LyondellBasell Industries stock closes at or above downside threshold level on determination date for that quarter due 3/2/2018

JPMorgan Chase & Co. 8.08332% per year, payable quarterly if the index close at or above downside threshold level on determination date for that quarter due 9/1/2015

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 0.00% due 9/23/2015

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 0.00% due 3/16/2016

JPMorgan Chase & Co. 0.00% due 3/2/2017

JPMorgan Chase & Co. 0.00% due 3/2/2018

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 9% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 2,502.458 for Euro Stoxx and 867.3798 for Russell; 70% of initial levels due 5/31/2016

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 13.6% per year, payable quarterly if each asset closes at or above its barrier price on review date for that quarter; Barrier/trigger prices: $122.466 for Tesla, $47.07 for Facebook, $26.028 for Yahoo!; 60% of initial price due 8/31/2016

JPMorgan Chase & Co. 10% in first year; beginning Feb. 27, 2016, 7.25 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above the 50% barrier level, up to a maximum rate of 10%, floor of 0%; payable quarterly due 2/27/2030

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 5/31/2016

JPMorgan Chase & Co. 0.00% due 3/3/2016

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which six-month Libor is 5% or less and index closes at or above reference level; payable quarterly; Interest factor: 4% per year in years one through five and 8% per year in years six through 15 due 2/27/2030

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 9.5% per year, payable quarterly if each component closes at or above 65% barrier level on a quarterly review date due 5/27/2016

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 1,480.836 for S&P 500, 863.7825 for Russell 2000; 70% of initial levels due 5/27/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 1,480.836 for S&P 500, 863.7825 for Russell 2000; 70% of initial levels due 5/27/2016

JPMorgan Chase & Co. 10.00% due 8/29/2016

JPMorgan Chase & Co. 8.00% due 2/29/2016

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 6.8% if each underlying index closes at or above barrier level on review date for that quarter due 3/2/2020

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if index closes at or above barrier level on review date for that quarter; Barrier level: 802.08375, 65% of initial level due 2/24/2025

JPMorgan Chase & Co. Interest will accrue at interest factor for each day that spread of 30-year CMS rate over two-year CMS rate is at least zero and index closes at or above 70% minimum level; interest factor is 8% in years one through five, 9% for years six through 10 and 10% for years 11 through 15; floor of zero; payable quarterly due 2/27/2030

JPMorgan Chase & Co. 3% initially, stepping up to 3.125% on Feb. 27, 2020, to 3.5% on Feb. 27, 2023, to 4% on Feb. 27, 2025 and to 5% on Feb. 27, 2026; payable semiannually due 2/27/2027

JPMorgan Chase & Co. 3.25% initially, stepping up to 3.4% on Feb. 27, 2020, to 3.5% on Feb. 27, 2025, to 4% on Feb. 27, 2030, to 5% on Feb. 27, 2033 and to 7% on Feb. 27, 2034; payable semiannually due 2/27/2035

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Feb. 27, 2020 and to 4% on Feb. 27, 2025; payable semiannually due 2/27/2030

JPMorgan Chase & Co. 0.00% due 3/1/2017

JPMorgan Chase & Co. 0.00% due 2/28/2017

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 0.00% due 2/28/2017

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 6/29/2016

JPMorgan Chase & Co. 0.00% due 8/30/2016

JPMorgan Chase & Co. 0.00% due 8/31/2018

JPMorgan Chase & Co. 0.00% due 3/1/2017

JPMorgan Chase & Co. 0.00% due 3/16/2016

JPMorgan Chase & Co. 0.00% due 3/1/2018

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 2/28/2018

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 11.5%, payable if fund closes at or above trigger level on quarterly review date due 5/26/2016

JPMorgan Chase & Co. 7.50% due 5/26/2016

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 10.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/9/2016

JPMorgan Chase & Co. 16.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/25/2020

JPMorgan Chase & Co. 5.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/25/2020

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above barrier level on review date for that quarter; Barrier levels: 1,266.18 for S&P 500 and 739.0734 for Russell 2000; 60% of initial levels due 2/27/2018

JPMorgan Chase & Co. 0.00% due 8/23/2018

JPMorgan Chase & Co. 0.00% due 3/9/2016

JPMorgan Chase & Co. 0.00% due 8/24/2016

JPMorgan Chase & Co. 0.00% due 3/9/2016

JPMorgan Chase & Co. 0.00% due 8/24/2017

JPMorgan Chase & Co. 2.9% for quarter if Wynn Resorts stock closes at or above downside threshold level on determination date for that quarter due 2/25/2016

JPMorgan Chase & Co. 0.00% due 3/9/2016

JPMorgan Chase & Co. 0.00% due 2/25/2019

JPMorgan Chase & Co. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 2/26/2020

JPMorgan Chase & Co. 2.125% initially, stepping up to 3.125% on Feb. 24, 2018, to 3.875% on Feb. 24, 2021 and to 5% on Feb. 24, 2022; payable semiannually due 2/24/2023

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 7% if each underlying index closes at or above interest barrier on review date for that quarter; Interest barriers: 1,574.76 for S&P 500 and 920.96625 for Russell 2000; 75% of initial levels due 2/22/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10.3% if each underlying component closes at or above trigger level on review date for that quarter due 2/21/2020

JPMorgan Chase & Co. 6.00% due 5/23/2016

JPMorgan Chase & Co. 0.00% due 3/9/2016

JPMorgan Chase & Co. 0.00% due 2/18/2025

JPMorgan Chase & Co. 6.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/22/2016

JPMorgan Chase & Co. Each month, notes pay contingent coupon at annual rate of 8.5% if each underlying component closes at or above interest barrier on review date for that month; Interest barriers: 857.5098 for Russell 2000, $44.779 for iShares MSCI EAFE ETF and $28.399 for iShares MSCI Emerging Markets ETF; 70% of initial levels due 2/23/2018

JPMorgan Chase & Co. 7.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/22/2016

JPMorgan Chase & Co. 7%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/22/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 18% if Yelp shares close at or above trigger level on review date for that quarter due 2/21/2020

JPMorgan Chase & Co. 8.00% due 2/22/2016

JPMorgan Chase & Co. 3% initially, stepping up to 3.125% on Feb. 19, 2022, to 3.5% on Feb. 19, 2025, to 4% on Feb. 19, 2027 and to 5% on Feb. 19, 2029; payable semiannually due 2/19/2030

JPMorgan Chase & Co. 1.75% initially, stepping up to 2% on Feb. 19, 2018; payable semiannually due 2/19/2020

JPMorgan Chase & Co. 2.5% initially, stepping up to 3% on Feb. 19, 2020, to 4% on Feb. 19, 2023 and to 6% on Feb. 19, 2024; payable semiannually due 2/19/2025

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/2/2016

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/2/2016

JPMorgan Chase & Co. 10.8%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 3/2/2016

JPMorgan Chase & Co. 6.25% per year, payable quarterly if each index closes at or above its barrier level on the observation date for that quarter; Barrier levels: 65% of initial levels due 5/18/2016

JPMorgan Chase & Co. 1.25% initially, stepping up to 3.5% on Feb. 18, 2018; payable semiannually due 2/18/2020

JPMorgan Chase & Co. 0.00% due 8/18/2016

JPMorgan Chase & Co. 2.5% for quarter if Amgen stock closes at or above downside threshold level on determination date for that quarter due 2/16/2018

JPMorgan Chase & Co. 2.3125% for quarter if Facebook stock closes at or above downside threshold level on determination date for that quarter due 2/16/2018

JPMorgan Chase & Co. 2.25% for quarter if Qualcomm stock closes at or above downside threshold level on determination date for that quarter due 2/16/2018

JPMorgan Chase & Co. 2.79167% payable each month if index closes at or above downside threshold level on determination date for that month due 8/18/2015

JPMorgan Chase & Co. 5.375% for quarter if Transocean stock closes at or above downside threshold level on determination date for that quarter due 2/16/2018

JPMorgan Chase & Co. 0.00% due 2/16/2017

JPMorgan Chase & Co. 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/20/2020

JPMorgan Chase & Co. 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/20/2020

JPMorgan Chase & Co. 8.47%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/20/2025

JPMorgan Chase & Co. 8%, payable monthly if stock closes at or above trigger price on observation date for that month due 2/20/2020

JPMorgan Chase & Co. 0.00% due 3/2/2016

JPMorgan Chase & Co. 0.00% due 2/22/2016

JPMorgan Chase & Co. 16% per year, payable quarterly if fund closes at or above barrier level on observation date for that quarter; Coupon barrier/trigger: $30.63, 75% of initial level due 1/31/2017

JPMorgan Chase & Co. 0.00% due 3/15/2016

JPMorgan Chase & Co. 0.00% due 3/17/2016

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/24/2016

JPMorgan Chase & Co. 14.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/24/2016

JPMorgan Chase & Co. 12.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/24/2016

JPMorgan Chase & Co. 12%, payable if index closes at or above trigger level on quarterly review date due 2/9/2018

JPMorgan Chase & Co. 8.75%, payable if each stock closes at or above trigger level on quarterly review date due 2/9/2018

JPMorgan Chase & Co. 6.50% due 8/11/2016

JPMorgan Chase & Co. 0.00% due 2/18/2016

JPMorgan Chase & Co. 9%, payable quarterly if each index closes at or above its barrier level on observation date for quarter due 8/11/2016

JPMorgan Chase & Co. 3.15% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 2/11/2016

JPMorgan Chase & Co. 2.5% for quarter if Apple stock closes at or above downside threshold level on determination date for that quarter due 2/9/2018

JPMorgan Chase & Co. 3.4% for quarter if Netflix stock closes at or above downside threshold level on determination date for that quarter due 2/11/2016

JPMorgan Chase & Co. 0.00% due 2/24/2016

JPMorgan Chase & Co. 0.00% due 4/22/2016

JPMorgan Chase & Co. 0.00% due 8/10/2016

JPMorgan Chase & Co. 9.00% due 5/8/2015

JPMorgan Chase & Co. 15.25% per year, payable quarterly if each stock closes at or above interest barrier on observation date for that quarter; Interest barrier: $71.20185 for Chevron, $47.2485 for Hess and $48.5095 for Phillips 66; 65% of strike values due 8/9/2016

JPMorgan Chase & Co. 9.00% due 5/7/2015

JPMorgan Chase & Co. 0.00% due 3/7/2016

JPMorgan Chase & Co. 0.00% due 2/7/2019

JPMorgan Chase & Co. 8.7%, payable quarterly if each index closes at or above its barrier level on observation date for quarter; Barrier/trigger levels: 1,313.5525 for S&P 500, 764.08475 for Russell 2000 and 2,190.5715 for Euro Stoxx 50; 65% of initial levels due 2/7/2018

JPMorgan Chase & Co. 2.25% per quarter (9% per year), payable quarterly if each index closes at or above 75% downside threshold level on observation date for quarter due 2/6/2020

JPMorgan Chase & Co. 0.00% due 2/7/2018

JPMorgan Chase & Co. 10.10% due 2/9/2016

JPMorgan Chase & Co. 12.85%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/18/2016

JPMorgan Chase & Co. 0.00% due 2/18/2016

JPMorgan Chase & Co. 0.00% due 8/4/2016

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 0.00% due 2/18/2016

JPMorgan Chase & Co. 0.00% due 8/8/2016

JPMorgan Chase & Co. 0.00% due 8/3/2016

JPMorgan Chase & Co. 15% per year, payable quarterly if ETF closes at or above barrier level on observation date for that quarter due 2/2/2017

JPMorgan Chase & Co. 2.375% for quarter if Hess stock closes at or above downside threshold level on determination date for that quarter due 2/2/2018

JPMorgan Chase & Co. 2.375% for quarter if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 2/4/2016

JPMorgan Chase & Co. 2.625% for quarter if Micron Technology stock closes at or above downside threshold level on determination date for that quarter due 2/2/2018

JPMorgan Chase & Co. If Under Armour shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 10.5% due 2/4/2016

JPMorgan Chase & Co. 0.00% due 5/4/2016

JPMorgan Chase & Co. 0.00% due 2/2/2017

JPMorgan Chase & Co. 0.00% due 2/3/2021

JPMorgan Chase & Co. 0.00% due 8/3/2016

JPMorgan Chase & Co. 0.00% due 2/18/2016

JPMorgan Chase & Co. 10% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 2/2/2017

JPMorgan Chase & Co. 7.00% due 1/29/2016

JPMorgan Chase & Co. 8.80% due 1/29/2016

JPMorgan Chase & Co. 7.40% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 8/2/2016

JPMorgan Chase & Co. 0.00% due 3/31/2016

JPMorgan Chase & Co. 0.00% due 1/31/2019

JPMorgan Chase & Co. 0.00% due 7/29/2016

JPMorgan Chase & Co. 0.00% due 1/31/2018

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter; Coupon barriers/triggers: 836.2606 for Russell, $28.392 for EM fund; 70% of initial levels due 5/2/2016

JPMorgan Chase & Co. 9.25% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter; Coupon barriers/triggers: 1,319.2075 for S&P, $24.0305 for Brazil fund; 65% of initial levels due 5/2/2016

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter; Coupon barriers: 1,623.64 for S&P, $83.96 for fund; 80% of initial levels due 2/1/2018

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 1,420.685 for S&P 500, 836.2606 for Russell 2000; 70% of initial levels due 5/2/2016

JPMorgan Chase & Co. 8% per year multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is at least zero and index closes at or above minimum index level; payable quarterly due 1/30/2030

JPMorgan Chase & Co. 0.00% due 1/31/2017

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 0.00% due 1/31/2019

JPMorgan Chase & Co. 0.00% due 2/1/2017

JPMorgan Chase & Co. 0.00% due 2/1/2018

JPMorgan Chase & Co. 0.00% due 1/31/2018

JPMorgan Chase & Co. 8.50% due 2/1/2016

JPMorgan Chase & Co. 0.00% due 3/2/2016

JPMorgan Chase & Co. 0.00% due 7/29/2016

JPMorgan Chase & Co. 8.8% per year, payable quarterly if each stock closes at or above its barrier level on the observation date for that quarter due 1/26/2018

JPMorgan Chase & Co. 11.65%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/10/2016

JPMorgan Chase & Co. 0.00% due 6/28/2016

JPMorgan Chase & Co. 0.00% due 7/26/2018

JPMorgan Chase & Co. 2.825% per quarter, payable if stock closes at or above its 80% barrier level on observation date for that quarter due 1/26/2018

JPMorgan Chase & Co. 2.5625% per quarter, payable if stock closes at or above its 80% barrier level on observation date for that quarter due 1/26/2018

JPMorgan Chase & Co. 2.325% per quarter, payable if stock closes at or above its 80% barrier level on observation date for that quarter due 1/26/2018

JPMorgan Chase & Co. 2.0625% per quarter, payable if stock closes at or above its 80% barrier level on observation date for that quarter due 1/28/2016

JPMorgan Chase & Co. 2% per quarter, payable if index closes at or above its 80% barrier level on observation date for that quarter due 1/26/2018

JPMorgan Chase & Co. 0.00% due 2/10/2016

JPMorgan Chase & Co. 0.00% due 1/28/2019

JPMorgan Chase & Co. 0.00% due 2/26/2016

JPMorgan Chase & Co. 0.00% due 1/26/2017

JPMorgan Chase & Co. 9% per year, payable quarterly if each ETF closes at or above barrier level on observation date for that quarter due 1/25/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10% if Biogen Idec shares close at or above trigger level on review date for that quarter due 2/10/2016

JPMorgan Chase & Co. 13.1%, payable monthly due 2/10/2016

JPMorgan Chase & Co. 6.00% due 4/26/2016

JPMorgan Chase & Co. 12.00% due 1/26/2016

JPMorgan Chase & Co. 0.00% due 1/25/2018

JPMorgan Chase & Co. 0.00% due 7/26/2016

JPMorgan Chase & Co. 0.00% due 2/29/2016

JPMorgan Chase & Co. 8.25% due 4/26/2016

JPMorgan Chase & Co. 9.75% due 4/26/2016

JPMorgan Chase & Co. 10.00% due 7/26/2016

JPMorgan Chase & Co. 8.5% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 1/25/2018

JPMorgan Chase & Co. 11%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/3/2016

JPMorgan Chase & Co. 10.85%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 2/3/2016

JPMorgan Chase & Co. 0.00% due 2/3/2016

JPMorgan Chase & Co. 0.00% due 1/25/2016

JPMorgan Chase & Co. 0.00% due 7/20/2016

JPMorgan Chase & Co. 4.3125% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 1/22/2016

JPMorgan Chase & Co. 2.275% per quarter if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 1/22/2016

JPMorgan Chase & Co. 5.25% per quarter, payable if index closes at or above its 80% barrier level on observation date for that quarter due 1/20/2016

JPMorgan Chase & Co. 0.00% due 2/3/2016

JPMorgan Chase & Co. 0.00% due 1/20/2017

JPMorgan Chase & Co. 0.00% due 7/21/2015

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/22/2016

JPMorgan Chase & Co. 12.5%, payable quarterly if units clos at or above trigger price on observation date for that quarter due 7/22/2016

JPMorgan Chase & Co. 7.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/22/2016

JPMorgan Chase & Co. 9.00% due 1/22/2016

JPMorgan Chase & Co. 7% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 1/21/2020

JPMorgan Chase & Co. 0.00% due 2/19/2016

JPMorgan Chase & Co. 0.00% due 9/5/2017

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7% if each underlying index closes at or above interest barrier level on review date for that quarter due 1/19/2018

JPMorgan Chase & Co. 9.35% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 7/21/2016

JPMorgan Chase & Co. 9.4% per year, payable quarterly if each index closes at or above its barrier level on the observation date for that quarter due 1/18/2018

JPMorgan Chase & Co. 8.15% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 1/18/2018

JPMorgan Chase & Co. 11.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/27/2016

JPMorgan Chase & Co. 16%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/27/2016

JPMorgan Chase & Co. 11%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/27/2016

JPMorgan Chase & Co. 6.25% due 7/14/2016

JPMorgan Chase & Co. 0.00% due 1/28/2016

JPMorgan Chase & Co. 2.75% for each quarter that Apple stock closes at or above barrier level on determination date for that quarter due 1/14/2016

JPMorgan Chase & Co. 4% for each quarter that Celgene stock closes at or above barrier level on determination date for that quarter due 1/12/2018

JPMorgan Chase & Co. 9% due 4/14/2015

JPMorgan Chase & Co. 0.00% due 7/14/2015

JPMorgan Chase & Co. 14.6%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/27/2016

JPMorgan Chase & Co. 11% per year, payable quarterly if each asset closes at or above its barrier price on review date for that quarter due 1/12/2017

JPMorgan Chase & Co. 0.00% due 1/27/2016

JPMorgan Chase & Co. 0.00% due 1/12/2017

JPMorgan Chase & Co. 0.00% due 1/10/2018

JPMorgan Chase & Co. 0.00% due 4/8/2016

JPMorgan Chase & Co. 20.75%, payable if index closes at or above trigger level on quarterly review date due 1/20/2016

JPMorgan Chase & Co. 3% for each quarter that Apple stock closes at or above barrier level on determination date for that quarter due 1/5/2018

JPMorgan Chase & Co. 2.6% for each quarter that Facebook stock closes at or above barrier level on determination date for that quarter due 1/5/2018

JPMorgan Chase & Co. 0.00% due 2/5/2016

JPMorgan Chase & Co. 0.00% due 12/29/2015

JPMorgan Chase & Co. 0.00% due 7/6/2016

JPMorgan Chase & Co. 9%, payable if the stock closes at or above trigger level on quarterly review date due 1/5/2018

JPMorgan Chase & Co. 2.75% per quarter, payable if index closes at or above its 80% barrier level on the observation date for that quarter due 1/5/2018

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 0.00% due 4/4/2016

JPMorgan Chase & Co. 9.25% due 4/2/2015

JPMorgan Chase & Co. 8.00% due 4/4/2016

JPMorgan Chase & Co. 8.65%, payable for each month that stock closes at or above the coupon barrier on observation date for that month due 6/30/2016

JPMorgan Chase & Co. 10.5%, payable for each month that stock closes at or above the coupon barrier on observation date for that month due 6/30/2016

JPMorgan Chase & Co. 0.00% due 9/29/2016

JPMorgan Chase & Co. 9% due 4/2/2015

JPMorgan Chase & Co. 0.00% due 1/4/2017

JPMorgan Chase & Co. Accrues at 7.15% per year for each trading day that each stock is greater than or equal to its barrier price, payable monthly due 12/29/2017

JPMorgan Chase & Co. 11.85%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/29/2017

JPMorgan Chase & Co. 0.00% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 12/31/2020

JPMorgan Chase & Co. 0.00% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 3/31/2016

JPMorgan Chase & Co. 0.00% due 1/13/2016

JPMorgan Chase & Co. Contingent quarterly payment of 21% per year if index closes at or above downside threshold level on determination date for that quarter due 12/30/2015

JPMorgan Chase & Co. Annualized rate of 10% per quarter it both underlying assets close at or above the interest barrier level on a quarterly review date; Trigger/barrier levels: 811.64565 for Russell 2000, $24.61725 for iShares MSCI Brazil Capped ETF, 67.5% of initial levels due 3/29/2016

JPMorgan Chase & Co. Annualized rate of 10% per quarter it both underlying assets close at or above the interest barrier level on a quarterly review date; Trigger/barrier levels: 841.7066 for Russell 2000, $27.314 for iShares MSCI Emerging Markets ETF, 70% of initial levels due 3/29/2016

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date; Barrier/trigger levels: 1,457.519 for S&P 500, 841.7066 for Russell 2000; 70% of initial levels due 3/29/2016

JPMorgan Chase & Co. 0.00% due 12/29/2020

JPMorgan Chase & Co. 0.00% due 12/30/2016

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 8% due 6/28/2016

JPMorgan Chase & Co. 15.25% due 3/26/2015

JPMorgan Chase & Co. 0.00% due 12/30/2016

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 1/2/2018

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 1/13/2016

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/29/2017

JPMorgan Chase & Co. 10.7% annualized, payable monthly if Netflix shares close at or above coupon barrier on observation date for the month due 6/24/2016

JPMorgan Chase & Co. 10.15% annualized, payable monthly if Time Warner shares close at or above coupon barrier on observation date for the month due 6/24/2016

JPMorgan Chase & Co. 0.00% due 12/22/2017

JPMorgan Chase & Co. 6.00% due 3/24/2016

JPMorgan Chase & Co. 18% annualized, payable if fund closes at or above barrier level on quarterly review date due 12/27/2016

JPMorgan Chase & Co. 9% for first year; after that, interest will accrue at multiplier times spread of 30-year CMS rate over two-year CMS rate, subject to a minimum rate of 0% and a maximum rate of 9% per year, for each day that index closes at or above minimum level; multiplier will be four from June 24, 2015, stepping up to five on Dec. 24, 2021 and to six on Dec. 24, 2026; payable quarterly; Minimum index level: 1,552.9875, 75% of initial level due 12/24/2029

JPMorgan Chase & Co. 0.00% due 6/23/2016

JPMorgan Chase & Co. 0.00% due 1/6/2016

JPMorgan Chase & Co. 10%, payable quarterly if fund closes at or above downside threshold on review date for that quarter due 12/22/2017

JPMorgan Chase & Co. 8.85%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/22/2017

JPMorgan Chase & Co. 0.00% due 1/28/2016

JPMorgan Chase & Co. For first five years, 5% per year for each day that six-month Libor is between 0% and 4% and index closes at or above reference level; from Dec. 24, 2019 up to Dec. 24, 2024, 7% per year for each day that six-month Libor is between 0% and 5% and index closes at or above reference level; from Dec. 24, 2024 up to maturity date, 9% per year for each day that six-month Libor is between 0% and 6% and index closes at or above reference level; payable quarterly due 12/24/2029

JPMorgan Chase & Co. 0.00% due 12/24/2018

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/24/2016

JPMorgan Chase & Co. 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/24/2016

JPMorgan Chase & Co. 0.00% due 12/21/2017

JPMorgan Chase & Co. 0.00% due 12/22/2016

JPMorgan Chase & Co. 0.00% due 2/1/2016

JPMorgan Chase & Co. 12.13% due 6/22/2015

JPMorgan Chase & Co. 8.5%, payable if the stock closes at or above trigger level on quarterly review date due 3/18/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 3/18/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if each index closes at or above its barrier level on the determination date for that quarter due 12/21/2021

JPMorgan Chase & Co. 7.50% due 12/17/2015

JPMorgan Chase & Co. 8.40% due 12/17/2015

JPMorgan Chase & Co. 15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/30/2015

JPMorgan Chase & Co. 0.00% due 6/16/2016

JPMorgan Chase & Co. 3.00% due 12/17/2020

JPMorgan Chase & Co. 0.00% due 6/22/2016

JPMorgan Chase & Co. 11.15%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/17/2015

JPMorgan Chase & Co. 9.85%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/15/2017

JPMorgan Chase & Co. 11.5%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/15/2017

JPMorgan Chase & Co. 8%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/15/2017

JPMorgan Chase & Co. 0.00% due 1/20/2016

JPMorgan Chase & Co. 0.00% due 12/14/2016

JPMorgan Chase & Co. 8.00% due 3/17/2016

JPMorgan Chase & Co. 7.50% due 3/17/2016

JPMorgan Chase & Co. 0.00% due 12/14/2017

JPMorgan Chase & Co. 0.00% due 6/16/2016

JPMorgan Chase & Co. 12.75%, payable quarterly if EOG Resources stock closes at or above its coupon barrier level on observation date for quarter; Barrier level: $60.753, 70% of initial level due 12/16/2016

JPMorgan Chase & Co. 0.00% due 6/13/2016

JPMorgan Chase & Co. 6.25% due 6/13/2016

JPMorgan Chase & Co. 0.00% due 12/13/2016

JPMorgan Chase & Co. 0.00% due 6/13/2016

JPMorgan Chase & Co. 12.4%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/23/2015

JPMorgan Chase & Co. 8.2% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 12/8/2017

JPMorgan Chase & Co. 0.00% due 12/23/2015

JPMorgan Chase & Co. 10.85%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/8/2017

JPMorgan Chase & Co. 11.25%, payable quarterly if stock closes at or above downside threshold on review date for that quarter due 12/10/2015

JPMorgan Chase & Co. 0.00% due 1/11/2016

JPMorgan Chase & Co. 0.00% due 6/10/2016

JPMorgan Chase & Co. 0.00% due 1/8/2016

JPMorgan Chase & Co. 9.10% due 3/10/2015

JPMorgan Chase & Co. 0.00% due 12/7/2016

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 6/10/2016

JPMorgan Chase & Co. 9.00% due 12/10/2015

JPMorgan Chase & Co. 0.00% due 6/9/2016

JPMorgan Chase & Co. 8.75% due 6/9/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 11/29/2017

JPMorgan Chase & Co. 0.00% due 11/23/2016

JPMorgan Chase & Co. 2.4375% for each quarter that Apple stock closes at or above downside threshold level on determination date for that quarter due 12/1/2017

JPMorgan Chase & Co. 3.2625% for each quarter that Yahoo! stock closes at or above downside threshold level on determination date for that quarter due 12/3/2015

JPMorgan Chase & Co. 0.00% due 3/3/2016

JPMorgan Chase & Co. 0.00% due 1/6/2016

JPMorgan Chase & Co. 15.75%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/16/2015

JPMorgan Chase & Co. Annualized rate of 6.5% per quarter it both underliers close at or above the interest barrier level on a quarterly review date; Interest barriers: 1,658.264 for S&P 500, $85.584 for Vanguard Total Stock Market ETF, 80% of initial levels due 11/30/2017

JPMorgan Chase & Co. 0.00% due 12/1/2016

JPMorgan Chase & Co. 0.00% due 12/16/2015

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 0.00% due 1/4/2016

JPMorgan Chase & Co. 2% initially, stepping up to 3.125% on Nov. 28, 2018, to 5% on Nov. 28, 2020, to 6% on Nov. 28, 2021 and to 8% on May 28, 2022; payable semiannually due 11/28/2022

JPMorgan Chase & Co. 7.25% due 12/1/2015

JPMorgan Chase & Co. 11%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2016

JPMorgan Chase & Co. 13.35%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 5/31/2016

JPMorgan Chase & Co. 17.00% due 11/30/2015

JPMorgan Chase & Co. 7% annualized, payable monthly if Rock-Tenn shares close at or above coupon barrier on observation date for the month due 11/30/2016

JPMorgan Chase & Co. 7% annualized, payable for each quarter that both components close at or above coupon barrier level on review date for that quarter due 2/29/2016

JPMorgan Chase & Co. 9% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 2/29/2016

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 2/29/2016

JPMorgan Chase & Co. 0.00% due 11/30/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each component closes at or above its barrier level on the observation date for that quarter due 11/29/2017

JPMorgan Chase & Co. 0.00% due 2/28/2017

JPMorgan Chase & Co. 0.00% due 11/30/2017

JPMorgan Chase & Co. 0.00% due 2/29/2016

JPMorgan Chase & Co. 0.00% due 12/31/2015

JPMorgan Chase & Co. 0.00% due 11/30/2017

JPMorgan Chase & Co. 0.00% due 11/30/2018

JPMorgan Chase & Co. 0.00% due 11/30/2017

JPMorgan Chase & Co. 11.50% due 11/30/2015

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 12/9/2015

JPMorgan Chase & Co. Annualized rate of 5.75% for that month if each fund closes at or above barrier level on a monthly review date due 11/27/2017

JPMorgan Chase & Co. 0.00% due 9/26/2016

JPMorgan Chase & Co. 0.00% due 6/21/2016

JPMorgan Chase & Co. 0.00% due 5/25/2016

JPMorgan Chase & Co. 10.1% annualized for each quarter that Baidu shares close at or above downside threshold level on determination date for that quarter due 11/27/2017

JPMorgan Chase & Co. 9.4% annualized for each quarter that Hewlett-Packard stock closes at or above downside threshold level on determination date for that quarter due 11/27/2017

JPMorgan Chase & Co. 0.00% due 11/25/2016

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 12.45% due 11/25/2015

JPMorgan Chase & Co. 8%, payable if the stock closes at or above trigger level on quarterly review date due 2/24/2016

JPMorgan Chase & Co. 9.5%, payable if fund closes at or above trigger level on quarterly review date due 11/24/2015

JPMorgan Chase & Co. 0.00% due 12/24/2015

JPMorgan Chase & Co. 6.5% annualized, payable if each component closes at or above coupon barrier level on quarterly review date due 2/23/2016

JPMorgan Chase & Co. 6.00% due 11/23/2015

JPMorgan Chase & Co. 9.5% for first year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate for each day that the index closes at or above 75% of its initial level, capped at 9% with floor of zero; payable quarterly due 11/21/2029

JPMorgan Chase & Co. 0.00% due 11/23/2016

JPMorgan Chase & Co. 12.40% due 11/20/2015

JPMorgan Chase & Co. 7.8%, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter due 11/22/2016

JPMorgan Chase & Co. 0.00% due 12/2/2015

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at rate of 7% per year if each index closes at or above barrier level on determination date for that quarter due 11/19/2019

JPMorgan Chase & Co. 9% annualized for each quarter that Noble Energy stock closes at or above downside threshold level on determination date for that quarter due 11/19/2015

JPMorgan Chase & Co. 17.5% annualized for each quarter that Twitter stock closes at or above downside threshold level on determination date for that quarter due 11/19/2015

JPMorgan Chase & Co. 0.00% due 12/17/2015

JPMorgan Chase & Co. 9.25% due 2/20/2015

JPMorgan Chase & Co. 0.00% due 12/17/2015

JPMorgan Chase & Co. 11.35%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/20/2016

JPMorgan Chase & Co. 11.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/20/2016

JPMorgan Chase & Co. 11.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/20/2016

JPMorgan Chase & Co. 11.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/20/2016

JPMorgan Chase & Co. 12.05%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/20/2016

JPMorgan Chase & Co. 2% initially, stepping up to 3% on Nov. 17, 2017, to 4% on Nov. 17, 2021, to 6% on Nov. 17, 2022 and to 8% on Nov. 17, 2023; payable semiannually due 11/17/2024

JPMorgan Chase & Co. 10.30% due 11/18/2015

JPMorgan Chase & Co. 10%, payable if the stock closes at or above trigger level on quarterly review date due 12/2/2015

JPMorgan Chase & Co. 7.5% annualized, payable for each month that all components close at or above coupon barrier level on review date for that month due 11/16/2017

JPMorgan Chase & Co. 7.25% annualized, payable if each index closes at or above coupon barrier level on quarterly review date due 11/17/2015

JPMorgan Chase & Co. 7.1% annualized, payable if each component closes at or above coupon barrier level on quarterly review date due 11/16/2017

JPMorgan Chase & Co. 9.55% due 12/2/2015

JPMorgan Chase & Co. 10.00% due 12/2/2015

JPMorgan Chase & Co. 0.00% due 11/17/2016

JPMorgan Chase & Co. 0.00% due 12/15/2015

JPMorgan Chase & Co. 10.2%, payable if the stock closes at or above trigger level on quarterly review date due 11/25/2015

JPMorgan Chase & Co. 20.15%, payable if the stock closes at or above trigger level on quarterly review date due 11/25/2015

JPMorgan Chase & Co. 9.15%, payable if the stock closes at or above trigger level on quarterly review date due 11/13/2017

JPMorgan Chase & Co. 0.00% due 11/29/2016

JPMorgan Chase & Co. 0.00% due 11/16/2015

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 9.75% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 11/13/2017

JPMorgan Chase & Co. 10% annualized for each quarter that salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 11/13/2015

JPMorgan Chase & Co. 0.00% due 12/10/2015

JPMorgan Chase & Co. 9.30% due 2/10/2015

JPMorgan Chase & Co. 9.75% due 11/9/2015

JPMorgan Chase & Co. 12.00% due 11/9/2015

JPMorgan Chase & Co. 15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/18/2015

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/18/2015

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/18/2015

JPMorgan Chase & Co. 13.9%, payable if the stock closes at or above trigger level on quarterly review date due 11/18/2015

JPMorgan Chase & Co. 0.000% due 11/18/2015

JPMorgan Chase & Co. 0.00% due 11/18/2015

JPMorgan Chase & Co. 10% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 11/3/2016

JPMorgan Chase & Co. 9.5% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 11/3/2017

JPMorgan Chase & Co. 9.75% per year, payable quarterly if Baker Hughes shares close at or above downside threshold level on determination date for that quarter due 11/3/2017

JPMorgan Chase & Co. 8.86% per year, payable quarterly if Halliburton shares close at or above downside threshold level on determination date for that quarter due 11/3/2017

JPMorgan Chase & Co. 12.3% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 11/5/2015

JPMorgan Chase & Co. 15.1% per year, payable quarterly if Transocean shares close at or above downside threshold level on determination date for that quarter due 11/5/2015

JPMorgan Chase & Co. 0.000% due 11/3/2016

JPMorgan Chase & Co. 0.00% due 11/3/2016

JPMorgan Chase & Co. 0.00% due 2/4/2016

JPMorgan Chase & Co. 0.000% due 2/4/2016

JPMorgan Chase & Co. 0.000% due 11/4/2020

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/18/2015

JPMorgan Chase & Co. 13.75%, payable if the stock closes at or above trigger level on quarterly review date due 11/18/2015

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 7.7% if each underlying component closes at or above barrier level on review date for that quarter; Interest barriers: 804.6164 for Russell 2000, $43.974 for EAFE ETF and $29.064 for EM ETF; 70% of initial levels due 10/31/2019

JPMorgan Chase & Co. 15.4%, payable if the stock closes at or above trigger level on quarterly review date due 11/18/2015

JPMorgan Chase & Co. 1.5% initially, stepping up to 5% on Oct. 31, 2018; payable semiannually due 10/31/2020

JPMorgan Chase & Co. 0.00% due 2/3/2016

JPMorgan Chase & Co. 0.00% due 11/6/2015

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 1/29/2016

JPMorgan Chase & Co. 7.75% annualized, payable if each component closes at or above coupon barrier level on quarterly review date due 1/29/2016

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 1/29/2016

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. For each day that index closes at or above barrier level and Libor is at or below the reference rate, accrual at 5% for the first five years, stepping up to 8% for years six through 10 and to 11% after that; reference rate must be less than or equal to 4.5% initially, stepping up to 5% for years six through 10 and to 6% after that; payable quarterly due 10/31/2029

JPMorgan Chase & Co. 0.00% due 10/31/2016

JPMorgan Chase & Co. 12.75%, payable quarterly if stock closes at or above its coupon barrier level on observation date for quarter due 11/2/2016

JPMorgan Chase & Co. 0.00% due 10/31/2016

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 0.00% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 11.75% due 5/1/2015

JPMorgan Chase & Co. 12.50% due 2/2/2015

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 9.00% due 11/2/2015

JPMorgan Chase & Co. 9% due 1/30/2015

JPMorgan Chase & Co. 7.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/27/2017

JPMorgan Chase & Co. 13.6%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/12/2015

JPMorgan Chase & Co. 15.7%, payable if the stock closes at or above trigger level on quarterly review date due 11/12/2015

JPMorgan Chase & Co. 0.00% due 10/27/2016

JPMorgan Chase & Co. If Apple shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 10% due 10/27/2017

JPMorgan Chase & Co. If Schlumberger shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 10% due 10/27/2017

JPMorgan Chase & Co. If Whole Foods shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 10% due 10/29/2015

JPMorgan Chase & Co. 0.00% due 10/29/2018

JPMorgan Chase & Co. 5.50% due 4/28/2015

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.1% if each underlying index closes at or above barrier level on review date for that quarter due 10/26/2017

JPMorgan Chase & Co. 6.00% due 1/27/2016

JPMorgan Chase & Co. 0.00% due 10/26/2017

JPMorgan Chase & Co. 0.00% due 4/27/2016

JPMorgan Chase & Co. 9.20% due 1/27/2015

JPMorgan Chase & Co. 14.70% due 4/27/2015

JPMorgan Chase & Co. 0.00% due 12/24/2015

JPMorgan Chase & Co. 9% due 1/26/2015

JPMorgan Chase & Co. 5.600% due 1/26/2015

JPMorgan Chase & Co. 6.45% due 1/26/2015

JPMorgan Chase & Co. 4.45% due 1/26/2015

JPMorgan Chase & Co. 9.000% due 1/26/2015

JPMorgan Chase & Co. 3.750% due 1/26/2015

JPMorgan Chase & Co. 0.00% due 2/4/2016

JPMorgan Chase & Co. 0.000% due 2/4/2016

JPMorgan Chase & Co. 9.65% annualized, payable monthly if AbbVie shares close at or above coupon barrier on observation date for the month due 4/22/2016

JPMorgan Chase & Co. 8.75% annualized, payable monthly if D.R. Horton shares close at or above coupon barrier on observation date for the month due 4/22/2016

JPMorgan Chase & Co. 12.15% annualized, payable monthly if Palo Alto Networks shares close at or above coupon barrier on observation date for the month due 4/22/2016

JPMorgan Chase & Co. 11.05%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 11/4/2015

JPMorgan Chase & Co. 8.3% annualized, payable if each component closes at or above coupon barrier level on quarterly review date; Coupon barriers: 1,238.9845 for S&P, 684.6606 for Russell and 1,944.475 for Euro Stoxx; 65% of initial levels due 10/25/2021

JPMorgan Chase & Co. If Dow Chemical shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 11% due 10/20/2017

JPMorgan Chase & Co. 0.000% due 8/22/2016

JPMorgan Chase & Co. 0.00% due 10/20/2016

JPMorgan Chase & Co. 0.00% due 10/21/2021

JPMorgan Chase & Co. 0.00% due 11/4/2015

JPMorgan Chase & Co. Each month, notes pay contingent coupon at rate of 7% per year if International Paper shares close at or above coupon barrier on observation date for that month; Coupon barrier: $36.20, 80% of initial share price due 4/21/2016

JPMorgan Chase & Co. 0.00% due 10/19/2017

JPMorgan Chase & Co. 0.00% due 10/20/2016

JPMorgan Chase & Co. 0.00% due 11/19/2015

JPMorgan Chase & Co. 10.1%, payable quarterly if stock closes at or above barrier price on observation date for that period due 4/20/2016

JPMorgan Chase & Co. 12.75% due 10/19/2015

JPMorgan Chase & Co. 9.75% due 10/19/2015

JPMorgan Chase & Co. 8.00% due 10/16/2015

JPMorgan Chase & Co. 7.75% due 10/16/2015

JPMorgan Chase & Co. 13.05%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/28/2015

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/28/2015

JPMorgan Chase & Co. 7.25% annualized, payable if each component closes at or above trigger level on quarterly review date due 1/14/2016

JPMorgan Chase & Co. 0.00% due 10/19/2015

JPMorgan Chase & Co. 0.00% due 4/13/2016

JPMorgan Chase & Co. 10.00% due 10/16/2015

JPMorgan Chase & Co. 7.00% due 10/16/2015

JPMorgan Chase & Co. 6.75% due 10/16/2015

JPMorgan Chase & Co. 0.00% due 10/13/2017

JPMorgan Chase & Co. 10.50% due 10/16/2015

JPMorgan Chase & Co. 8.50% due 10/16/2015

JPMorgan Chase & Co. 10.50% due 10/15/2015

JPMorgan Chase & Co. 13%, payable semiannually if stock closes at or above barrier price on observation date for that period due 10/17/2016

JPMorgan Chase & Co. 8.00% due 10/13/2015

JPMorgan Chase & Co. 9.00% due 10/13/2015

JPMorgan Chase & Co. 8.75% annualized, payable monthly if Alcoa shares close at or above coupon barrier on observation date for the month due 4/8/2016

JPMorgan Chase & Co. 7.5% annualized, payable monthly if Anadarko shares close at or above coupon barrier on observation date for the month due 4/8/2016

JPMorgan Chase & Co. 13.3%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/21/2015

JPMorgan Chase & Co. 12.5%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/21/2015

JPMorgan Chase & Co. 0.00% due 10/8/2018

JPMorgan Chase & Co. 8.65% per year, payable quarterly if Celgene shares close at or above downside threshold level on determination date for that quarter due 10/6/2017

JPMorgan Chase & Co. 0.00% due 10/14/2016

JPMorgan Chase & Co. 6.00% due 10/11/2016

JPMorgan Chase & Co. 0.00% due 10/6/2016

JPMorgan Chase & Co. 15% per year, payable monthly if Vipshop shares close at or above coupon barrier level on observation date for that month due 10/7/2015

JPMorgan Chase & Co. 9.00% due 10/7/2015

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 10/5/2017

JPMorgan Chase & Co. 0.00% due 4/6/2017

JPMorgan Chase & Co. 7.55% due 4/7/2015

JPMorgan Chase & Co. 7.6% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 10/4/2017

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 0.00% due 1/6/2016

JPMorgan Chase & Co. 0.00% due 7/6/2015

JPMorgan Chase & Co. 0.00% due 10/5/2016

JPMorgan Chase & Co. 13% per year, payable quarterly if GameStop stock closes at or above coupon barrier level on observation date for that quarter due 10/2/2015

JPMorgan Chase & Co. 0.00% due 10/4/2017

JPMorgan Chase & Co. 12.6%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/15/2015

JPMorgan Chase & Co. Accrues at 13% per year, payable monthly, for each day that the stock closes at or above the trigger level due 9/29/2017

JPMorgan Chase & Co. 8.3%, payable if the stock closes at or above trigger level on quarterly review date due 9/29/2017

JPMorgan Chase & Co. 8%, payable if fund closes at or above trigger level on quarterly review date due 12/31/2015

JPMorgan Chase & Co. 0.00% due 12/21/2015

JPMorgan Chase & Co. 0.00% due 10/15/2015

JPMorgan Chase & Co. 0.00% due 3/30/2016

JPMorgan Chase & Co. 9.5% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 9/29/2017

JPMorgan Chase & Co. 11% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 9/29/2017

JPMorgan Chase & Co. If Broadcom shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 8.5% due 9/29/2017

JPMorgan Chase & Co. 9.40% due 12/31/2014

JPMorgan Chase & Co. 9.25% due 12/31/2014

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 10/15/2015

JPMorgan Chase & Co. 0.00% due 9/30/2016

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/31/2016

JPMorgan Chase & Co. 7%, payable monthly if stock closes at or above barrier price on observation date for that month due 9/30/2019

JPMorgan Chase & Co. 14.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/31/2016

JPMorgan Chase & Co. 6%, payable monthly if stock closes at or above barrier price on observation date for that month due 9/30/2019

JPMorgan Chase & Co. 8%, payable monthly if stock closes at or above barrier price on observation date for that month due 9/30/2019

JPMorgan Chase & Co. 8.25% due 10/1/2015

JPMorgan Chase & Co. 8.00% due 10/1/2015

JPMorgan Chase & Co. 9.25% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 12/31/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 12/31/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 12/31/2015

JPMorgan Chase & Co. 0.00% due 9/28/2017

JPMorgan Chase & Co. 0.00% due 9/30/2016

JPMorgan Chase & Co. 0.00% due 9/29/2016

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 9/30/2016

JPMorgan Chase & Co. 0.00% due 9/30/2020

JPMorgan Chase & Co. 0.00% due 12/31/2015

JPMorgan Chase & Co. 7% due 3/30/2015

JPMorgan Chase & Co. 0.00% due 9/28/2017

JPMorgan Chase & Co. 10.50% due 9/30/2015

JPMorgan Chase & Co. 0.00% due 9/28/2017

JPMorgan Chase & Co. 0.00% due 9/27/2019

JPMorgan Chase & Co. 0.00% due 11/12/2015

JPMorgan Chase & Co. 17%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/15/2015

JPMorgan Chase & Co. 11.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/7/2015

JPMorgan Chase & Co. 13.8%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 10/7/2015

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10% if each stock closes at or above trigger level on review date for that quarter due 9/22/2016

JPMorgan Chase & Co. 6.00% due 12/24/2015

JPMorgan Chase & Co. 1.5% initially, stepping up to 3.15% on Sept. 23, 2017; payable semiannually due 9/23/2019

JPMorgan Chase & Co. 0.00% due 9/28/2015

JPMorgan Chase & Co. 0.00% due 3/23/2016

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to floor of zero; each stock's performance will be equal to its return, subject to minimum of negative 10% and maximum of 7.3%; payable annually due 9/24/2019

JPMorgan Chase & Co. 2.25% for each quarter that each stock closes at or above downside threshold level on determination date for that quarter due 9/22/2017

JPMorgan Chase & Co. 2.4375% for each quarter that Seagate stock closes at or above downside threshold level on determination date for that quarter due 9/22/2017

JPMorgan Chase & Co. 0.00% due 12/24/2015

JPMorgan Chase & Co. 0.00% due 9/22/2016

JPMorgan Chase & Co. 0.00% due 9/22/2017

JPMorgan Chase & Co. 0.00% due 10/7/2015

JPMorgan Chase & Co. 8.25% due 9/24/2015

JPMorgan Chase & Co. 0.00% due 5/23/2016

JPMorgan Chase & Co. 14.8% per year, payable monthly if Twitter shares close at or above downside threshold level on determination date for that month due 9/22/2015

JPMorgan Chase & Co. 9% due 3/23/2015

JPMorgan Chase & Co. 3.25% initially, stepping up to 3.75% on Sept. 19, 2021 and to 5% on Sept. 19, 2025; payable semiannually due 9/19/2029

JPMorgan Chase & Co. 2% initially, stepping up to 3.125% on Sept. 19, 2018, to 5% on Sept. 19, 2020, to 6% on Sept. 19, 2021 and to 8% on March 19, 2022; payable semiannually due 9/19/2022

JPMorgan Chase & Co. 7.75% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 12/18/2015

JPMorgan Chase & Co. 11.2%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/30/2015

JPMorgan Chase & Co. 12.45%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/30/2015

JPMorgan Chase & Co. 16.15%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/30/2015

JPMorgan Chase & Co. 8.35% per year, payable quarterly if each stock closes at or above interest barrier on review date for that quarter due 9/15/2017

JPMorgan Chase & Co. 0.00% due 8/15/2016

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 0.00% due 9/21/2015

JPMorgan Chase & Co. 10.15%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/15/2016

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to a floor of 0% and cap of 7%; if stock's return is greater than or equal to 7%, its performance will be equal to coupon cap, otherwise, its performance will be equal to greater of its return and negative 10%; payable annually due 9/17/2019

JPMorgan Chase & Co. If American Airlines shares close at or above downside threshold on quarterly determination date, $0.2575 per note; otherwise, no contingent payment for that period due 9/15/2017

JPMorgan Chase & Co. 13.15% annualized for each quarter that U.S. Steel stock closes at or above downside threshold level on determination date for that quarter due 9/15/2017

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 8.00% due 9/18/2015

JPMorgan Chase & Co. 10% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 9/15/2016

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 9/14/2017

JPMorgan Chase & Co. 11.25% per year, payable quarterly if Vale ADSs close at or above downside threshold level on determination date for that quarter due 3/11/2016

JPMorgan Chase & Co. 0.00% due 9/13/2016

JPMorgan Chase & Co. 8.50% due 9/11/2015

JPMorgan Chase & Co. 12.6%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/23/2015

JPMorgan Chase & Co. 16.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/23/2015

JPMorgan Chase & Co. 0.00% due 1/19/2016

JPMorgan Chase & Co. 0.00% due 9/23/2015

JPMorgan Chase & Co. 0.00% due 9/9/2016

JPMorgan Chase & Co. 0.00% due 9/23/2015

JPMorgan Chase & Co. If Ford shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 8% due 9/11/2017

JPMorgan Chase & Co. 5.25% due 3/10/2016

JPMorgan Chase & Co. 0.00% due 9/23/2015

JPMorgan Chase & Co. 0.00% due 1/4/2016

JPMorgan Chase & Co. 14.1%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/16/2015

JPMorgan Chase & Co. 18%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 9/16/2015

JPMorgan Chase & Co. 0.00% due 6/16/2016

JPMorgan Chase & Co. 0.00% due 9/16/2015

JPMorgan Chase & Co. 10.25% annualized for each quarter that Chicago Bridge stock closes at or above downside threshold level on determination date for that quarter due 9/3/2015

JPMorgan Chase & Co. 10% annualized for each quarter that Micron stock closes at or above downside threshold level on determination date for that quarter due 9/3/2015

JPMorgan Chase & Co. 10.3% annualized for each quarter that salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 9/3/2015

JPMorgan Chase & Co. 8% annualized for each quarter that Under Armour stock closes at or above downside threshold level on determination date for that quarter due 9/1/2017

JPMorgan Chase & Co. If Bank of America shares close at or above downside threshold level on a quarterly determination date, notes pay a contingent payment that quarter at annualized rate of 8.25% due 9/1/2017

JPMorgan Chase & Co. 0.00% due 10/5/2015

JPMorgan Chase & Co. 0.00% due 9/16/2015

JPMorgan Chase & Co. 0.00% due 3/3/2017

JPMorgan Chase & Co. 0.00% due 9/16/2015

JPMorgan Chase & Co. 0.00% due 9/4/2015

JPMorgan Chase & Co. 0.00% due 10/1/2015

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if each stock closes at or above interest barrier on review date for that quarter; Interest barriers/trigger: $60.534 for Apple, $45.582 for Facebook, $352.872 for Google, 60% of initial prices due 8/29/2019

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if each stock closes at or above interest barrier on review date for that quarter due 8/31/2016

JPMorgan Chase & Co. 2.9375% (equivalent to 11% per year) payable quarterly if each stock closes at or above interest barrier on review date for that quarter due 8/31/2016

JPMorgan Chase & Co. 8.75% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 12/2/2015

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 12/2/2015

JPMorgan Chase & Co. 6.25% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 12/2/2015

JPMorgan Chase & Co. 8% for first year; after that, 5 times spread of 10-year CMS rate over two-year CMS rate minus 25 bps, capped at 10% and with floor of 0%; payable quarterly due 8/29/2029

JPMorgan Chase & Co. 6% per year multiplied by proportion of days on which index closes at or above reference level and Libor is 5% or less; payable quarterly due 8/29/2029

JPMorgan Chase & Co. 7% per year multiplied by proportion of days on which index closes at or above minimum index level and Libor is 6% or less; payable quarterly due 8/29/2026

JPMorgan Chase & Co. 0.00% due 3/2/2016

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 9/16/2015

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 8/31/2020

JPMorgan Chase & Co. 10-year CMS rate, subject to minimum of zero and maximum of 6.5% per year, multiplied by proportion of days on which spread of 30-year CMS rate over two-year CMS rate is greater than or equal to zero; payable quarterly due 8/29/2024

JPMorgan Chase & Co. 0.00% due 11/30/2015

JPMorgan Chase & Co. 14.80% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 8/31/2017

JPMorgan Chase & Co. 8.25% due 8/31/2015

JPMorgan Chase & Co. 8%, payable if fund closes at or above trigger level on quarterly review date due 12/1/2015

JPMorgan Chase & Co. 6.5%, payable if fund closes at or above trigger level on quarterly review date due 12/1/2015

JPMorgan Chase & Co. 0.00% due 8/29/2019

JPMorgan Chase & Co. Notes pay quarterly contingent coupon at annual rate of 9.75% if each underlying component closes at or above interest barrier on review date for that quarter due 8/25/2016

JPMorgan Chase & Co. 19.8% annualized for each quarter that Valeant stock closes at or above coupon barrier level on review date for that quarter due 9/10/2015

JPMorgan Chase & Co. 0.00% due 8/17/2017

JPMorgan Chase & Co. 15% per year, payable monthly if GameStop stock closes at or above coupon barrier level of 61% on observation date for that month (other than first and final observation dates) due 8/27/2015

JPMorgan Chase & Co. 2.0625% for each quarter that Baker Hughes stock closes at or above barrier level on determination date for that quarter due 8/25/2017

JPMorgan Chase & Co. 0.00% due 8/25/2017

JPMorgan Chase & Co. 0.00% due 2/26/2015

JPMorgan Chase & Co. 0.00% due 8/25/2017

JPMorgan Chase & Co. 0.00% due 2/27/2020

JPMorgan Chase & Co. 0.00% due 8/26/2019

JPMorgan Chase & Co. 11% annualized for each month that Valeant stock closes at or above coupon barrier level on review date for that month due 9/10/2015

JPMorgan Chase & Co. 6.00% due 11/25/2015

JPMorgan Chase & Co. 0.00% due 8/25/2016

JPMorgan Chase & Co. 9.00% due 2/25/2016

JPMorgan Chase & Co. 0.00% due 8/23/2018

JPMorgan Chase & Co. 2.15% for first 18 months; after that, Libor plus 50 bps, subject to maximum interest rate of 5.5%; payable quarterly with floor of zero due 8/25/2021

JPMorgan Chase & Co. 17% annualized for each month that Gilead stock closes at or above coupon barrier level on review date for that month due 9/2/2015

JPMorgan Chase & Co. 0.00% due 9/2/2015

JPMorgan Chase & Co. 0.00% due 8/24/2015

JPMorgan Chase & Co. 0.00% due 2/18/2016

JPMorgan Chase & Co. 10.75% per year, payable quarterly if Baidu shares close at or above downside threshold level on determination date for that quarter due 8/18/2017

JPMorgan Chase & Co. 10% per year, payable quarterly if Facebook shares close at or above downside threshold level on determination date for that quarter due 8/18/2017

JPMorgan Chase & Co. 8.5% per year, payable quarterly if Microsoft shares close at or above downside threshold level on determination date for that quarter due 8/18/2017

JPMorgan Chase & Co. 9.8% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 8/20/2015

JPMorgan Chase & Co. 0.00% due 9/18/2015

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2016

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2016

JPMorgan Chase & Co. 8.7%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2016

JPMorgan Chase & Co. Each month, notes pay contingent coupon at rate of 7% per year if Rock-Tenn shares close at or above coupon barrier on observation date for that month; Coupon barrier: $667.73, 71% of initial share price due 2/22/2016

JPMorgan Chase & Co. 9% annualized, payable if each component closes at or above trigger level on quarterly review date due 8/18/2016

JPMorgan Chase & Co. 0.00% due 2/19/2016

JPMorgan Chase & Co. 6.3% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 11/17/2015

JPMorgan Chase & Co. 12% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 8/16/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.7% if Pioneer Natural Resources shares close at or above trigger level on review date for that quarter due 8/26/2015

JPMorgan Chase & Co. 0.00% due 8/26/2015

JPMorgan Chase & Co. 0.00% due 8/17/2015

JPMorgan Chase & Co. 2.5% per quarter, payable if the fund closes at or above downside threshold level on determination date for that quarter due 8/13/2015

JPMorgan Chase & Co. 2.0375% for each quarter that Prudential stock closes at or above barrier level on determination date for that quarter due 8/11/2017

JPMorgan Chase & Co. 0.00% due 10/13/2015

JPMorgan Chase & Co. 0.00% due 2/11/2015

JPMorgan Chase & Co. 0.00% due 9/11/2015

JPMorgan Chase & Co. 9.00% due 11/14/2014

JPMorgan Chase & Co. 9.30% due 11/13/2015

JPMorgan Chase & Co. 0.00% due 8/14/2019

JPMorgan Chase & Co. 9.25% due 11/13/2015

JPMorgan Chase & Co. 9.00% due 11/13/2015

JPMorgan Chase & Co. 0.00% due 1/22/2016

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each component closes at or above its barrier level, 60% of its initial level, on the observation date for that quarter due 8/10/2018

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.85% if Lions Gate shares close at or above trigger level on review date for that quarter due 8/26/2015

JPMorgan Chase & Co. 7.25% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly review date due 8/10/2017

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 10.2% if Walgreen shares close at or above trigger level on review date for that quarter due 8/26/2015

JPMorgan Chase & Co. 13.05% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 8/11/2016

JPMorgan Chase & Co. 12.50% due 2/11/2015

JPMorgan Chase & Co. 9.00% due 8/10/2015

JPMorgan Chase & Co. 6.75% due 11/10/2015

JPMorgan Chase & Co. 9.00% due 11/10/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each index closes at or above its barrier level, 70% of its initial level, on the observation date for that quarter due 2/9/2016

JPMorgan Chase & Co. 0.00% due 8/26/2015

JPMorgan Chase & Co. 9.75% due 8/7/2015

JPMorgan Chase & Co. 13.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/29/2015

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 11.1% if CBS shares close at or above trigger level on review date for that quarter due 8/19/2015

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 14.2% if Lions Gate shares close at or above trigger level on review date for that quarter due 8/19/2015

JPMorgan Chase & Co. 0.00% due 2/4/2016

JPMorgan Chase & Co. 0.00% due 10/6/2015

JPMorgan Chase & Co. 0.00% due 8/20/2015

JPMorgan Chase & Co. 0.00% due 2/3/2016

JPMorgan Chase & Co. 7.55% annualized per quarter that each component closes at or above its barrier level on observation date for that period due 8/4/2017

JPMorgan Chase & Co. 2.9% for each quarter that Workday stock closes at or above barrier level on determination date for that quarter due 8/6/2015

JPMorgan Chase & Co. 7.90% due 11/5/2015

JPMorgan Chase & Co. 3.625% initially, stepping up to 4% on Aug. 5, 2024, to 5% on Aug. 5, 2028, to 6% on Aug. 5, 2030 and to 8% on Aug. 5, 2031; payable semiannually due 8/5/2032

JPMorgan Chase & Co. 0.00% due 2/4/2016

JPMorgan Chase & Co. 3.125% for each quarter that SanDisk stock closes at or above barrier level on determination date for that quarter due 8/3/2017

JPMorgan Chase & Co. 0.00% due 9/3/2015

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 13.75% if 3D Systems shares close at or above interest barrier on review date for that quarter due 8/4/2016

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 8.9% if Lions Gate shares close at or above trigger level on review date for that quarter due 8/4/2016

JPMorgan Chase & Co. 0.00% due 8/3/2017

JPMorgan Chase & Co. 10% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/4/2016

JPMorgan Chase & Co. 7.00% due 7/31/2015

JPMorgan Chase & Co. 8.00% due 7/31/2015

JPMorgan Chase & Co. 8.50% due 7/31/2015

JPMorgan Chase & Co. 8.60% due 7/31/2015

JPMorgan Chase & Co. 8.6% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly review date due 8/1/2019

JPMorgan Chase & Co. 14.35% due 11/3/2014

JPMorgan Chase & Co. 0.00% due 7/31/2017

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 9% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 11/2/2015

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each underlying component closes at or above barrier level on a quarterly review date due 11/2/2015

JPMorgan Chase & Co. 6.25% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly review date due 11/2/2015

JPMorgan Chase & Co. 16% annualized for each month that SolarCity stock closes at or above coupon barrier level on review date for that month due 8/2/2016

JPMorgan Chase & Co. 0.00% due 2/1/2018

JPMorgan Chase & Co. 0.00% due 7/29/2016

JPMorgan Chase & Co. 7.65% annualized per quarter that each component closes at or above its barrier level on observation date for that period due 8/2/2017

JPMorgan Chase & Co. 0.00% due 10/30/2015

JPMorgan Chase & Co. 0.00% due 8/2/2017

JPMorgan Chase & Co. 0.00% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 7/31/2017

JPMorgan Chase & Co. 14.6% annualized for each quarter that Lions Gate stock closes at or above coupon barrier level on review date for that quarter due 8/12/2015

JPMorgan Chase & Co. 7% for first year; after that, 4 times spread of 10-year CMS rate over two-year CMS rate, capped at 7% and with floor of 0%; payable quarterly due 7/30/2029

JPMorgan Chase & Co. 0.00% due 1/27/2016

JPMorgan Chase & Co. 9% annualized per quarter that each component closes at or above its barrier level on observation date for that period due 4/28/2016

JPMorgan Chase & Co. 2.625% for each quarter that Apple stock closes at or above barrier level on determination date for that quarter due 7/28/2017

JPMorgan Chase & Co. 2.625% for each quarter that Michael Kors stock closes at or above barrier level on determination date for that quarter due 7/28/2017

JPMorgan Chase & Co. 2.1875% per quarter if each index closes at or above coupon barrier level on determination date for that quarter due 7/29/2021

JPMorgan Chase & Co. 2.325% for each quarter that Walgreen stock closes at or above barrier level on determination date for that quarter due 7/28/2017

JPMorgan Chase & Co. 0.00% due 1/29/2015

JPMorgan Chase & Co. 9.20% due 10/30/2014

JPMorgan Chase & Co. 9% due 10/30/2014

JPMorgan Chase & Co. 0.00% due 1/28/2016

JPMorgan Chase & Co. 0.00% due 7/27/2018

JPMorgan Chase & Co. 0.00% due 8/10/2015

JPMorgan Chase & Co. 6.00% due 10/27/2015

JPMorgan Chase & Co. 0.00% due 1/20/2016

JPMorgan Chase & Co. 0.00% due 7/24/2017

JPMorgan Chase & Co. 11.7% annualized for each quarter that Amazon.com stock closes at or above coupon barrier level on review date for that quarter due 8/5/2015

JPMorgan Chase & Co. 9.75% annualized for each quarter that Apple stock closes at or above coupon barrier level on review date for that quarter due 8/5/2015

JPMorgan Chase & Co. 6% annualized for each quarter that Apple stock closes at or above coupon barrier level on review date for that quarter due 10/22/2015

JPMorgan Chase & Co. 8.75% annualized for each quarter that Apple stock closes at or above barrier price on review date for that quarter due 10/22/2015

JPMorgan Chase & Co. 10.65% annualized for each quarter that Cabot Oil stock closes at or above coupon barrier level on review date for that quarter due 8/5/2015

JPMorgan Chase & Co. 11.85% annualized for each quarter that Cabot Oil stock closes at or above coupon barrier level on review date for that quarter due 8/5/2015

JPMorgan Chase & Co. 11.5% annualized for each quarter that Lions Gate stock closes at or above coupon barrier level on review date for that quarter due 7/16/2015

JPMorgan Chase & Co. 8% annualized for each quarter that fund closes at or above barrier level on review date for that quarter due 10/22/2015

JPMorgan Chase & Co. 7% annualized for each quarter that Restoration Hardware stock closes at or above coupon barrier level on review date for that quarter due 7/23/2015

JPMorgan Chase & Co. 18.2% annualized for each quarter that Tesla stock closes at or above coupon barrier level on review date for that quarter due 8/5/2015

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 0.00% due 1/21/2016

JPMorgan Chase & Co. 9% annualized for each quarter that Apple stock closes at or above barrier level on determination date for that quarter due 7/21/2017

JPMorgan Chase & Co. 8.1% annualized for each quarter that Mylan stock closes at or above barrier level on determination date for that quarter due 7/23/2015

JPMorgan Chase & Co. 0.00% due 7/21/2017

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 9.30% due 10/23/2014

JPMorgan Chase & Co. 0.00% due 7/21/2017

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 0.000% due 11/27/2018

JPMorgan Chase & Co. 9.20% due 10/22/2014

JPMorgan Chase & Co. 9% due 10/22/2014

JPMorgan Chase & Co. Each quarter, notes pay contingent coupon at annual rate of 14.75% if Twitter shares close at or above interest barrier on review date for that quarter due 7/21/2016

JPMorgan Chase & Co. 0.00% due 7/21/2016

JPMorgan Chase & Co. 6.1% per year, payable quarterly if each underlying component closes at or above barrier level on a semiannual review date due 7/20/2017

JPMorgan Chase & Co. 12% due 10/20/2014

JPMorgan Chase & Co. 12.7%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/29/2015

JPMorgan Chase & Co. 15.65%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/29/2015

JPMorgan Chase & Co. 0.00% due 7/29/2015

JPMorgan Chase & Co. 0.00% due 7/20/2015

JPMorgan Chase & Co. 0.00% due 1/13/2016

JPMorgan Chase & Co. 11.85% annualized for each quarter that Under Armour stock closes at or above barrier level on determination date for that quarter due 7/16/2015

JPMorgan Chase & Co. 0.00% due 7/29/2015

JPMorgan Chase & Co. 0.00% due 7/23/2015

JPMorgan Chase & Co. 0.000% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 1/17/2017

JPMorgan Chase & Co. 0.00% due 1/13/2016

JPMorgan Chase & Co. 0.00% due 8/14/2015

JPMorgan Chase & Co. 9.30% due 10/14/2014

JPMorgan Chase & Co. 9.10% due 10/10/2014

JPMorgan Chase & Co. 13.25%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/22/2015

JPMorgan Chase & Co. 12.95%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/22/2015

JPMorgan Chase & Co. 0.00% due 7/22/2015

JPMorgan Chase & Co. 0.00% due 1/6/2016

JPMorgan Chase & Co. 10.25% annualized for each quarter that Boardwalk Pipeline stock closes at or above barrier level on determination date for that quarter due 7/9/2015

JPMorgan Chase & Co. 3.025% per quarter, payable if Melco Crown stock closes at or above barrier level on determination date for that quarter due 7/9/2015

JPMorgan Chase & Co. 8.5% annualized for each quarter that Michael Kors stock closes at or above barrier level on determination date for that quarter due 7/9/2015

JPMorgan Chase & Co. 8.25% annualized for each quarter that Under Armour stock closes at or above barrier level on determination date for that quarter due 7/9/2015

JPMorgan Chase & Co. 0.00% due 7/22/2015

JPMorgan Chase & Co. 0.00% due 7/5/2019

JPMorgan Chase & Co. 0.00% due 7/7/2017

JPMorgan Chase & Co. 0.00% due 7/22/2015

JPMorgan Chase & Co. 0.00% due 7/8/2016

JPMorgan Chase & Co. 0.00% due 7/5/2019

JPMorgan Chase & Co. 6.6% per year, payable quarterly if each underlying component closes at or above barrier level on a semiannual review date due 7/5/2019

JPMorgan Chase & Co. 9.5% for first year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 9.5%; payable quarterly due 7/3/2034

JPMorgan Chase & Co. 0.00% due 1/5/2015

JPMorgan Chase & Co. 0.00% due 7/6/2017

JPMorgan Chase & Co. 0.00% due 1/7/2020

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 0.00% due 9/3/2015

JPMorgan Chase & Co. 8.25% due 7/6/2015

JPMorgan Chase & Co. 7.00% due 7/6/2015

JPMorgan Chase & Co. 14.2%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/15/2015

JPMorgan Chase & Co. 13.7% annualized for each quarter that lululemon stock closes at or above barrier price on review date for that quarter due 7/9/2015

JPMorgan Chase & Co. 13.65% annualized for each quarter that Weatherford stock closes at or above barrier price on review date for that quarter due 7/15/2015

JPMorgan Chase & Co. 0.00% due 12/31/2015

JPMorgan Chase & Co. 0.000% due 4/25/2016

JPMorgan Chase & Co. 0.00% due 7/15/2015

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 12/29/2015

JPMorgan Chase & Co. 7.75% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 7/5/2017

JPMorgan Chase & Co. 2.875% per quarter, payable if Ciena stock closes at or above barrier level on determination date for that quarter due 7/2/2015

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 7/15/2015

JPMorgan Chase & Co. 0.00% due 9/30/2020

JPMorgan Chase & Co. 0.00% due 7/31/2015

JPMorgan Chase & Co. 0.000% due 7/31/2015

JPMorgan Chase & Co. 0.000% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. 0.000% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2015

JPMorgan Chase & Co. 11.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2015

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if Biogen Idec shares close at or above trigger level on review date for that quarter due 7/15/2015

JPMorgan Chase & Co. 8.25% per year, payable quarterly if each underlying component closes at or above barrier level on a semiannual review date due 6/30/2015

JPMorgan Chase & Co. 7.75% per year, payable quarterly if each underlying component closes at or above barrier level on a semiannual review date due 9/30/2015

JPMorgan Chase & Co. 6.75% per year, payable quarterly if each underlying index closes at or above barrier level on a semiannual review date due 9/30/2015

JPMorgan Chase & Co. 0.00% due 6/30/2017

JPMorgan Chase & Co. 5% for each day that index is at or above index strike level; payable monthly; Index strike: 1,567.624, 80% of initial level due 6/30/2021

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 0.00% due 7/31/2015

JPMorgan Chase & Co. 7% due 9/30/2014

JPMorgan Chase & Co. 7.80% due 12/30/2014

JPMorgan Chase & Co. 9.75% due 12/30/2014

JPMorgan Chase & Co. 0.00% due 6/29/2017

JPMorgan Chase & Co. 0.00% due 6/30/2020

JPMorgan Chase & Co. 7% per year, payable quarterly if each index closes at or above its coupon barrier level on quarterly observation date due 7/2/2018

JPMorgan Chase & Co. 2.8875% per quarter, payable if Amazon.com stock closes at or above barrier level on determination date for that quarter due 6/30/2017

JPMorgan Chase & Co. 9.40% due 9/29/2014

JPMorgan Chase & Co. 13.9%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/8/2015

JPMorgan Chase & Co. 14% annualized for each quarter that Mylan stock closes at or above barrier price on review date for that quarter due 7/8/2015

JPMorgan Chase & Co. 12.4% annualized for each quarter that Whole Foods stock closes at or above barrier price on review date for that quarter due 6/25/2015

JPMorgan Chase & Co. 5.9% per year, payable semiannually if each underlying index closes at or above barrier level on a semiannual review date due 6/27/2017

JPMorgan Chase & Co. 0.00% due 4/6/2016

JPMorgan Chase & Co. 0.00% due 6/26/2015

JPMorgan Chase & Co. 0.00% due 12/23/2015

JPMorgan Chase & Co. 2.1875% per quarter, payable if Apple stock closes at or above barrier level on determination date for that quarter due 6/23/2017

JPMorgan Chase & Co. 2.25% per quarter, payable if Celgene stock closes at or above barrier level on determination date for that quarter due 6/23/2017

JPMorgan Chase & Co. 2% per quarter, payable if L Brands stock closes at or above barrier level on determination date for that quarter due 6/23/2017

JPMorgan Chase & Co. 0.00% due 12/23/2016

JPMorgan Chase & Co. Interest accrues at (i) 104% times 10-year CMS rate multiplied by (ii) the proportion of days that the 10-year CMS rate minus the two-year CMS rate is greater than or equal to zero, subject to minimum rate of 0%; payable quarterly due 6/25/2029

JPMorgan Chase & Co. 9% due 9/25/2014

JPMorgan Chase & Co. 0.00% due 6/23/2017

JPMorgan Chase & Co. 6.00% due 9/24/2015

JPMorgan Chase & Co. 3.75% in years one through seven, 3.875% in years eight through 11, 4% in years 12 through 14, 5% in years 15 and 16, 6% in year 17 and 8% in year 18; payable semiannually due 6/23/2032

JPMorgan Chase & Co. 1.85% in years one through four and 3% in years five and six; payable semiannually due 6/23/2020

JPMorgan Chase & Co. Interest accrues at (i) 10-year CMS rate multiplied by (ii) the proportion of days that the 10-year CMS rate minus the two-year CMS rate is greater than or equal to zero, subject to minimum rate of 0%; payable quarterly due 6/23/2026

JPMorgan Chase & Co. 10%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 7/8/2015

JPMorgan Chase & Co. 2.75% (equivalent to 11% per year) payable quarterly if Weatherford shares close at or above trigger level on review date for that quarter due 7/8/2015

JPMorgan Chase & Co. 2% initially and steps up to 3% on June 20, 2018, to 4% on June 20, 2020, to 6% on Dec. 20, 2020 and to 9% on June 20, 2021; payable semiannually due 12/20/2021

JPMorgan Chase & Co. 7.15% per year, payable quarterly if Blackstone shares close at or above barrier price on quarterly review date due 6/19/2015

JPMorgan Chase & Co. 7.70% due 6/18/2015

JPMorgan Chase & Co. 8.60% due 6/18/2015

JPMorgan Chase & Co. 8.10% due 6/18/2015

JPMorgan Chase & Co. 13.8% annualized for each quarter that General Motors stock closes at or above barrier price on review date for that quarter due 7/1/2015

JPMorgan Chase & Co. 12% annualized for each quarter that Oshkosh stock closes at or above barrier price on review date for that quarter due 7/1/2015

JPMorgan Chase & Co. 14.5% annualized for each quarter that USG stock closes at or above barrier price on review date for that quarter due 7/1/2015

JPMorgan Chase & Co. 6.75% due 6/18/2015

JPMorgan Chase & Co. 0.00% due 12/17/2015

JPMorgan Chase & Co. 0.00% due 12/16/2015

JPMorgan Chase & Co. 10% per year, payable quarterly if Peabody Energy shares close at or above downside threshold level on determination date for that quarter due 6/18/2015

JPMorgan Chase & Co. 16% per year, payable quarterly if Workday shares close at or above downside threshold level on determination date for that quarter due 6/16/2017

JPMorgan Chase & Co. 8.25% due 6/18/2015

JPMorgan Chase & Co. 9% due 9/17/2014

JPMorgan Chase & Co. 0.00% due 7/2/2015

JPMorgan Chase & Co. 0.00% due 12/14/2016

JPMorgan Chase & Co. 7.35%, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier price: $40.61, 80% of initial price due 12/11/2015

JPMorgan Chase & Co. 9.6%, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier price: $38.85, 75% of initial price due 12/11/2015

JPMorgan Chase & Co. 7.1%, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier price: $17.13, 75% of initial price due 12/11/2015

JPMorgan Chase & Co. 10% annualized for each quarter that USG stock closes at or above barrier price on review date for that quarter due 6/24/2015

JPMorgan Chase & Co. 10.95% annualized for each quarter that Valeant stock closes at or above barrier price on review date for that quarter due 6/24/2015

JPMorgan Chase & Co. 15.85% annualized for each quarter that Valeant stock closes at or above barrier price on review date for that quarter due 6/24/2015

JPMorgan Chase & Co. 0.00% due 12/9/2015

JPMorgan Chase & Co. 2.7125% per quarter, payable if Applied Materials stock closes at or above barrier level on determination date for that quarter due 6/11/2015

JPMorgan Chase & Co. 0.000% due 6/24/2015

JPMorgan Chase & Co. 0.00% due 6/2/2016

JPMorgan Chase & Co. 9.75% due 6/9/2015

JPMorgan Chase & Co. 10.50% due 6/9/2015

JPMorgan Chase & Co. 8.50% due 6/9/2015

JPMorgan Chase & Co. 10.1% per year, payable quarterly if Bank of America shares close at or above barrier price on quarterly review date due 6/17/2015

JPMorgan Chase & Co. 14.7% per year, payable quarterly if USG shares close at or above barrier price on quarterly review date due 6/17/2015

JPMorgan Chase & Co. 0.00% due 6/5/2017

JPMorgan Chase & Co. 0.00% due 6/17/2015

JPMorgan Chase & Co. 0.00% due 6/10/2015

JPMorgan Chase & Co. 0.00% due 12/2/2015

JPMorgan Chase & Co. 2.0625% per quarter, payable if Apple stock closes at or above downside threshold level on determination date for that quarter due 6/2/2017

JPMorgan Chase & Co. 2.5% per quarter, payable if Cobalt stock closes at or above downside threshold level on determination date for that quarter due 6/4/2015

JPMorgan Chase & Co. 0.00% due 6/5/2018

JPMorgan Chase & Co. 0.00% due 7/6/2015

JPMorgan Chase & Co. 0.00% due 12/4/2015

JPMorgan Chase & Co. 0.00% due 7/6/2015

JPMorgan Chase & Co. 0.00% due 6/17/2015

JPMorgan Chase & Co. 9.20% due 9/4/2014

JPMorgan Chase & Co. 0.00% due 6/2/2017

JPMorgan Chase & Co. 0.00% due 6/10/2015

JPMorgan Chase & Co. 0.00% due 8/4/2015

JPMorgan Chase & Co. 8.65% due 5/29/2015

JPMorgan Chase & Co. 6.10% due 5/29/2015

JPMorgan Chase & Co. 7.85% due 5/29/2015

JPMorgan Chase & Co. 6.30% due 5/29/2015

JPMorgan Chase & Co. 14% due 8/29/2014

JPMorgan Chase & Co. 0.00% due 5/31/2016

JPMorgan Chase & Co. 11.30% due 6/2/2015

JPMorgan Chase & Co. 9% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 5/29/2015

JPMorgan Chase & Co. 9%, payable quarterly if each underlying closes at or above 75% barrier level due 9/1/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 5/29/2015

JPMorgan Chase & Co. 6.5% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 5/29/2015

JPMorgan Chase & Co. 0.00% due 5/31/2016

JPMorgan Chase & Co. 8.6% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 11/30/2015

JPMorgan Chase & Co. 0.00% due 12/1/2016

JPMorgan Chase & Co. 10% initially; beginning May 30, 2015, 4 times spread of 30-year CMS rate over two-year CMS rate for each day that index closes at or above minimum index level, up to a cap of 10%; payable monthly; Minimum index level: 799.5407, 70% of initial level due 5/30/2034

JPMorgan Chase & Co. 0.00% due 8/31/2015

JPMorgan Chase & Co. 0.00% due 5/31/2017

JPMorgan Chase & Co. 10.75% per year, payable quarterly if Bank of America shares close at or above barrier price on quarterly review date due 6/10/2015

JPMorgan Chase & Co. 12.1% per year, payable quarterly if Lennar shares close at or above barrier price on quarterly review date due 6/10/2015

JPMorgan Chase & Co. 6.37% per year, payable semiannually if each underlying index closes at or above barrier level on a semiannual review date due 5/31/2017

JPMorgan Chase & Co. 0.00% due 11/27/2015

JPMorgan Chase & Co. 0.00% due 6/10/2015

JPMorgan Chase & Co. 0.00% due 11/25/2015

JPMorgan Chase & Co. 2.525% per quarter, payable if salesforce stock closes at or above downside threshold level on determination date for that quarter due 5/29/2015

JPMorgan Chase & Co. 0.00% due 6/11/2015

JPMorgan Chase & Co. 9% due 8/28/2014

JPMorgan Chase & Co. 13.75% due 7/31/2014

JPMorgan Chase & Co. 0.00% due 5/26/2016

JPMorgan Chase & Co. 64% of 10-year CMS rate, floor of 2%; payable quarterly due 5/28/2021

JPMorgan Chase & Co. 13.45% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 5/27/2016

JPMorgan Chase & Co. 0.00% due 6/10/2015

JPMorgan Chase & Co. 6.00% due 8/24/2015

JPMorgan Chase & Co. 0.00% due 11/25/2015

JPMorgan Chase & Co. 0.00% due 11/23/2015

JPMorgan Chase & Co. 8.75% due 5/26/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each fund closes at or above its 70% interest barrier level due 5/22/2015

JPMorgan Chase & Co. 9.50% due 5/21/2015

JPMorgan Chase & Co. 8.10% due 5/21/2015

JPMorgan Chase & Co. 8.30% due 5/21/2015

JPMorgan Chase & Co. 0.00% due 6/3/2015

JPMorgan Chase & Co. 0.00% due 11/18/2015

JPMorgan Chase & Co. 2.6875% per quarter, payable if Tesoro stock closes at or above barrier level on determination date for that quarter due 5/21/2015

JPMorgan Chase & Co. 0.00% due 6/4/2015

JPMorgan Chase & Co. 0.00% due 6/19/2015

JPMorgan Chase & Co. 0.00% due 11/21/2016

JPMorgan Chase & Co. 11.40% due 5/21/2015

JPMorgan Chase & Co. 0.00% due 3/21/2016

JPMorgan Chase & Co. 5%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 5/19/2017

JPMorgan Chase & Co. 6.5% per year, payable quarterly if Apple shares close at or above trigger level on review date for that quarter due 5/19/2015

JPMorgan Chase & Co. 6.20% due 7/24/2015

JPMorgan Chase & Co. 9% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 11/19/2015

JPMorgan Chase & Co. 0.00% due 6/2/2015

JPMorgan Chase & Co. 9.30% due 8/19/2014

JPMorgan Chase & Co. 9.50% due 8/19/2014

JPMorgan Chase & Co. 8.5% per year, payable quarterly if Aruba Networks shares close at or above trigger level on review date for that quarter due 5/18/2015

JPMorgan Chase & Co. 6%, payable if fund closes at or above trigger level on quarterly review date due 5/18/2015

JPMorgan Chase & Co. 7%, payable if each component closes at or above trigger level on quarterly review date due 5/18/2016

JPMorgan Chase & Co. 75% of 30-year CMS rate, subject to minimum interest rate of 2% per year; payable quarterly due 5/16/2024

JPMorgan Chase & Co. 7.25%, payable if fund closes at or above trigger level on quarterly review date due 5/15/2015

JPMorgan Chase & Co. 0.00% due 7/7/2016

JPMorgan Chase & Co. 12.85% annualized for each quarter that Amazon stock closes at or above barrier price on review date for that interest period due 5/28/2015

JPMorgan Chase & Co. 10.1% annualized for each quarter that Bank of America stock closes at or above barrier price on review date for that interest period due 5/28/2015

JPMorgan Chase & Co. 8%, payable if fund closes at or above trigger level on quarterly review date due 5/14/2015

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 2.8375% per quarter if HP stock closes at or above downside threshold level on determination date for that quarter due 5/14/2015

JPMorgan Chase & Co. 2.5% per quarter if Tesla stock closes at or above downside threshold level on determination date for that quarter due 5/14/2015

JPMorgan Chase & Co. 0.15% due 5/12/2017

JPMorgan Chase & Co. 0.00% due 5/12/2017

JPMorgan Chase & Co. 9.25% due 5/12/2015

JPMorgan Chase & Co. 0.00% due 5/11/2016

JPMorgan Chase & Co. 0.000% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 2/10/2015

JPMorgan Chase & Co. 9.30% due 8/11/2014

JPMorgan Chase & Co. 9% due 8/8/2014

JPMorgan Chase & Co. 12.3% annualized for each quarter that Priceline.com stock closes at or above barrier price on review date for that interest period due 5/20/2015

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 0.00% due 11/4/2015

JPMorgan Chase & Co. 2.75% per quarter if Biogen Idec stock closes at or above downside threshold level on determination date for that quarter due 5/7/2015

JPMorgan Chase & Co. 2.5% per quarter if Chipotle stock closes at or above downside threshold level on determination date for that quarter due 5/5/2017

JPMorgan Chase & Co. 2% per quarter if Mosaic stock closes at or above downside threshold level on determination date for that quarter due 5/5/2017

JPMorgan Chase & Co. 10-year CMS rate, subject to minimum interest rate of 2% per year; payable quarterly due 5/7/2021

JPMorgan Chase & Co. 0.15% due 5/5/2017

JPMorgan Chase & Co. 0.00% due 5/5/2017

JPMorgan Chase & Co. 0.000% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 3.75% in years one through four, 4% in years five through eight, 4.125% in years nine through 12, 4.5% in years 13 and 14, 5% in years 15 and 16 and 6% in years 17 and 18; payable semiannually due 5/6/2032

JPMorgan Chase & Co. 7.20% due 5/5/2016

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 10% annualized per quarter that fund closes at or above its barrier level on determination date for that quarter due 5/5/2015

JPMorgan Chase & Co. 0.00% due 6/5/2015

JPMorgan Chase & Co. 11%, payable quarterly if stock closes at or above trigger price on review date for that quarter due 5/20/2015

JPMorgan Chase & Co. 9.5% annualized for each quarter that Cliffs stock closes at or above barrier price on review date for that interest period due 5/20/2015

JPMorgan Chase & Co. 19.35% annualized for each quarter that Sears stock closes at or above barrier price on review date for that interest period due 5/20/2015

JPMorgan Chase & Co. 20% due 11/3/2014

JPMorgan Chase & Co. 7% for each quarter that peso closes at or below interest barrier due 5/7/2015

JPMorgan Chase & Co. 0.00% due 5/6/2015

JPMorgan Chase & Co. 13.75% due 7/31/2014

JPMorgan Chase & Co. 10.20% due 5/1/2015

JPMorgan Chase & Co. 22.1% per year, payable quarterly if FireEye shares close at or above trigger level on review date for that quarter due 5/13/2015

JPMorgan Chase & Co. 6.5% per year, payable quarterly if component closes at or above barrier level on review date for that quarter due 4/30/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if component closes at or above barrier level on review date for that quarter due 4/30/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if component closes at or above barrier level on review date for that quarter due 4/30/2019

JPMorgan Chase & Co. 6.5% per year, payable quarterly if component closes at or above barrier level on review date for that quarter due 4/30/2015

JPMorgan Chase & Co. 0.00% due 10/28/2016

JPMorgan Chase & Co. 10% for first year; beginning April 30, 2015, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to minimum interest rate of zero and maximum interest rate of 10% per year; payable quarterly due 4/30/2034

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 0.00% due 5/13/2015

JPMorgan Chase & Co. 0.00% due 10/28/2015

JPMorgan Chase & Co. 9% per year, payable quarterly if each index closes at or above barrier level on related coupon determination date due 10/30/2015

JPMorgan Chase & Co. 7.85% per year, payable quarterly if AIG shares close at or above downside threshold level on determination date for that quarter due 4/30/2015

JPMorgan Chase & Co. 2.25% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 4/30/2015

JPMorgan Chase & Co. 10% per year, payable quarterly if Walgreen shares close at or above downside threshold level on determination date for that quarter due 4/28/2017

JPMorgan Chase & Co. 0.00% due 10/31/2016

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 10-year CMS rate times 80%, floor of 2% per year; payable quarterly due 4/30/2024

JPMorgan Chase & Co. 30-year CMS rate times 75%, floor of 2% per year; payable quarterly due 4/30/2024

JPMorgan Chase & Co. 0.00% due 4/30/2024

JPMorgan Chase & Co. 0.00% due 4/30/2020

JPMorgan Chase & Co. 0.00% due 7/31/2015

JPMorgan Chase & Co. 0.00% due 5/13/2015

JPMorgan Chase & Co. 0.00% due 4/28/2017

JPMorgan Chase & Co. 8.50% due 4/30/2015

JPMorgan Chase & Co. 0.00% due 4/28/2016

JPMorgan Chase & Co. 9% due 7/29/2014

JPMorgan Chase & Co. 8.00% due 4/30/2015

JPMorgan Chase & Co. 0.00% due 5/13/2015

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 0.00% due 2/8/2017

JPMorgan Chase & Co. 8% annualized, payable monthly if Huntsman shares close at or above coupon barrier on observation date for the month due 10/27/2015

JPMorgan Chase & Co. 8.5% annualized, payable monthly if Nvidia shares close at or above coupon barrier on observation date for the month due 10/27/2015

JPMorgan Chase & Co. 11.3% annualized, payable monthly if Valero Energy shares close at or above coupon barrier on observation date for the month due 10/27/2015

JPMorgan Chase & Co. 10% per year, payable quarterly if fund closes at or above barrier level on review date for that quarter due 4/24/2015

JPMorgan Chase & Co. 6.2% per year, payable quarterly if fund closes at or above barrier level on review date for that quarter due 7/24/2015

JPMorgan Chase & Co. 2.1125% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 4/26/2017

JPMorgan Chase & Co. 3.25% per quarter if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 4/24/2015

JPMorgan Chase & Co. 2.5375% per quarter if closing price is at least 60% of initial price on quarterly determination date; otherwise, none due 4/24/2015

JPMorgan Chase & Co. 0.00% due 4/25/2016

JPMorgan Chase & Co. 6.6% per year, payable semiannually if each underlying index closes at or above barrier level on a semiannual review date due 4/24/2017

JPMorgan Chase & Co. 21% per year, payable quarterly if Splunk shares close at or above trigger level on review date for that quarter due 5/6/2015

JPMorgan Chase & Co. 0.00% due 5/6/2015

JPMorgan Chase & Co. 2.5%, payable annually if index closes at or above initial level on review date for that year due 4/22/2020

JPMorgan Chase & Co. 0.00% due 5/6/2015

JPMorgan Chase & Co. 0.00% due 10/22/2015

JPMorgan Chase & Co. 8.5% per year, payable quarterly if Amazon.com shares close at or above trigger level on review date for that quarter due 4/20/2017

JPMorgan Chase & Co. 0.00% due 4/21/2016

JPMorgan Chase & Co. 9% due 7/21/2014

JPMorgan Chase & Co. 9% due 10/20/2014

JPMorgan Chase & Co. 17.85% due 10/20/2014

JPMorgan Chase & Co. 12.00% due 4/20/2015

JPMorgan Chase & Co. 13.25% due 10/17/2014

JPMorgan Chase & Co. 5.10% due 10/21/2015

JPMorgan Chase & Co. 8.00% due 10/19/2015

JPMorgan Chase & Co. 7.50% due 4/17/2015

JPMorgan Chase & Co. 8.60% due 4/17/2015

JPMorgan Chase & Co. 8.00% due 4/17/2015

JPMorgan Chase & Co. 6.85% due 4/17/2015

JPMorgan Chase & Co. 8.85% due 4/17/2015

JPMorgan Chase & Co. 15.5% per year, payable quarterly if Gilead Sciences shares close at or above trigger level on review date for that quarter due 4/29/2015

JPMorgan Chase & Co. 7.1% per year, payable quarterly if each index closes at or above trigger level on review date for that quarter due 4/17/2017

JPMorgan Chase & Co. 0.00% due 5/14/2015

JPMorgan Chase & Co. 0.00% due 4/29/2015

JPMorgan Chase & Co. 0.00% due 10/15/2015

JPMorgan Chase & Co. 2.5% per quarter if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 4/17/2017

JPMorgan Chase & Co. 10% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter due 4/16/2019

JPMorgan Chase & Co. 3% per quarter if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 4/16/2015

JPMorgan Chase & Co. 0.00% due 4/19/2017

JPMorgan Chase & Co. 0.00% due 4/29/2015

JPMorgan Chase & Co. 12% due 7/16/2014

JPMorgan Chase & Co. 3.375% per quarter if closing price is at least 60% of initial price on quarterly determination date; otherwise, none due 4/13/2017

JPMorgan Chase & Co. 10% due 10/14/2014

JPMorgan Chase & Co. 0.00% due 10/15/2015

JPMorgan Chase & Co. 5.20% due 4/14/2015

JPMorgan Chase & Co. 6.85% due 4/14/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if fund closes at or above barrier level on review date for that quarter due 4/13/2015

JPMorgan Chase & Co. 0.00% due 4/24/2015

JPMorgan Chase & Co. 10.7% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 4/11/2016

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 0.00% due 4/22/2015

JPMorgan Chase & Co. 0.00% due 4/16/2015

JPMorgan Chase & Co. 0.00% due 4/22/2015

JPMorgan Chase & Co. 0.00% due 6/9/2015

JPMorgan Chase & Co. 0.00% due 10/7/2015

JPMorgan Chase & Co. 0.00% due 9/21/2015

JPMorgan Chase & Co. 0.00% due 4/22/2015

JPMorgan Chase & Co. 0.00% due 4/10/2017

JPMorgan Chase & Co. 6.50% due 4/9/2015

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 10.00% due 4/7/2015

JPMorgan Chase & Co. 0.00% due 7/6/2015

JPMorgan Chase & Co. 0.00% due 4/5/2016

JPMorgan Chase & Co. 10% per year, payable quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 1,404.255 for S&P 500, 116.445 for Euro Stoxx Banks and 4,948.7775 for FTSE 100; 75% of initial levels due 4/5/2017

JPMorgan Chase & Co. 0.00% due 4/5/2016

JPMorgan Chase & Co. 0.00% due 5/5/2015

JPMorgan Chase & Co. 0.00% due 10/3/2014

JPMorgan Chase & Co. 13.35% per year, payable quarterly if General Motors shares close at or above trigger level on review date for that quarter due 4/15/2015

JPMorgan Chase & Co. 18.6% per year, payable quarterly if Gilead Sciences shares close at or above trigger level on review date for that quarter due 4/15/2015

JPMorgan Chase & Co. 0.00% due 4/15/2015

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 3.0625% per quarter if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 3/31/2017

JPMorgan Chase & Co. 0.00% due 4/15/2015

JPMorgan Chase & Co. 0.00% due 4/16/2015

JPMorgan Chase & Co. 0.00% due 4/15/2015

JPMorgan Chase & Co. 0.00% due 4/1/2016

JPMorgan Chase & Co. 0.00% due 3/31/2016

JPMorgan Chase & Co. 0.00% due 3/31/2017

JPMorgan Chase & Co. 0.00% due 3/31/2016

JPMorgan Chase & Co. 12.5% per year, payable quarterly if Endo shares close at or above trigger level on review date for that quarter due 4/15/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 3/31/2015

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 3/31/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 3/31/2015

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 0% due 3/29/2018

JPMorgan Chase & Co. 12% for first year; beginning March 31, 2015, interest factor multiplied by proportion of days on which index closes at or above 75% of initial level, up to a cap, subject to floor of 0%; payable quarterly; interest factor is (a) 2 times (b) strike rate minus six-month Libor; strike rate will be 6% initially, stepping up to 7% on March 31, 2019 and to 8.5% on March 31, 2024; interest rate cap will be 12% initially, stepping up to 14% on March 31, 2019 and to 17% on March 31, 2024 due 3/29/2029

JPMorgan Chase & Co. 0.00% due 3/31/2016

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 8.15% for each day that six-month Libor is 6.5% or less and index is at or above minimum index level due 3/28/2029

JPMorgan Chase & Co. 8% for each day that six-month Libor is 6.5% or less and each index is at or above minimum index level due 3/28/2029

JPMorgan Chase & Co. 30-year CMS rate times 75%, floor of 2% per year; payable quarterly due 3/28/2024

JPMorgan Chase & Co. 10.5% initially; beginning March 28, 2015, 5.5 times spread of 30-year CMS rate over the five-year CMS rate less 25 bps, capped at 10.5%; payable quarterly due 3/28/2029

JPMorgan Chase & Co. 9.40% due 6/27/2014

JPMorgan Chase & Co. 13% per year, payable quarterly if Endo shares close at or above trigger level on review date for that quarter due 4/8/2015

JPMorgan Chase & Co. 18.2% per year, payable quarterly if Gilead Sciences shares close at or above trigger level on review date for that quarter due 4/8/2015

JPMorgan Chase & Co. 6.33% per year, payable semiannually if each underlying index closes at or above barrier level on a semiannual review date due 3/31/2017

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 0.00% due 1/11/2016

JPMorgan Chase & Co. 0.00% due 4/8/2015

JPMorgan Chase & Co. 0.00% due 3/30/2015

JPMorgan Chase & Co. 0.00% due 9/23/2015

JPMorgan Chase & Co. 2.325% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 3/24/2017

JPMorgan Chase & Co. 5.00% due 9/28/2015

JPMorgan Chase & Co. 6.20% due 6/25/2015

JPMorgan Chase & Co. 0.00% due 3/24/2016

JPMorgan Chase & Co. 0.00% due 3/23/2017

JPMorgan Chase & Co. 7.05% due 6/25/2014

JPMorgan Chase & Co. 9% due 6/25/2014

JPMorgan Chase & Co. 5.1% per year, payable quarterly if each index closes at or above its barrier level, 65% of its initial level, on the observation date for that quarter due 6/24/2015

JPMorgan Chase & Co. 8% for each day that six-month Libor is 6% or less and index is at or above barrier level due 3/21/2029

JPMorgan Chase & Co. 4.05% initially, stepping up to 4.25% on March 21, 2021, to 4.5% on March 21, 2025 and to 5.5% on March 21, 2029; payable semiannually due 3/21/2032

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 3.375% (equivalent to 13.5% per year) payable quarterly if AngloGold Ashanti ADSs close at or above trigger level on review date for that quarter due 4/1/2015

JPMorgan Chase & Co. 3.3125% (equivalent to 13.25% per year) payable quarterly if Weatherford shares close at or above trigger level on review date for that quarter due 4/1/2015

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 0.00% due 5/19/2015

JPMorgan Chase & Co. 0.00% due 9/16/2015

JPMorgan Chase & Co. 2.25% per quarter that each index closes at or above its 75% barrier level on the determination date for that quarter due 3/17/2017

JPMorgan Chase & Co. 3.9% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 3/19/2015

JPMorgan Chase & Co. 0.00% due 4/19/2015

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 3.0375% (equivalent to 12.15% per year) payable quarterly if each stock closes at or above trigger level on review date for that quarter due 3/18/2015

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index's closing level is greater than or equal to minimum index level, subject to floor of zero and a cap; payable quarterly due 3/18/2029

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 0.00% due 9/17/2015

JPMorgan Chase & Co. 18% per year, payable quarterly if closing price of Trulia stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 4/1/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each component closes at or above barrier level on observation date for that quarter; Barrier levels: 720.32124 for Russell, 1,126.302 for S&P 500, $40.344 for iShares MSCI EAFE; 60% of initial levels due 3/13/2018

JPMorgan Chase & Co. 10.25% due 3/13/2015

JPMorgan Chase & Co. 10.7% annualized, payable monthly if Blackstone shares close at or above coupon barrier on observation date for the month due 9/14/2015

JPMorgan Chase & Co. 9% annualized, payable monthly if Chesapeake Energy shares close at or above coupon barrier on observation date for the month due 9/14/2015

JPMorgan Chase & Co. 10.8% annualized, payable monthly if VMWare shares close at or above coupon barrier on observation date for the month due 9/14/2015

JPMorgan Chase & Co. 15.75% per year, payable quarterly if AngloGold Ashanti shares close at or above barrier price on quarterly review date due 3/25/2015

JPMorgan Chase & Co. 17.15% per year, payable quarterly if Gilead Sciences shares close at or above barrier price on quarterly review date due 3/25/2015

JPMorgan Chase & Co. 0.00% due 9/10/2015

JPMorgan Chase & Co. 2.3125% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 3/10/2017

JPMorgan Chase & Co. 0.00% due 3/25/2015

JPMorgan Chase & Co. 9% due 6/11/2014

JPMorgan Chase & Co. 2.9375% (equivalent to 11.75% per year) payable quarterly if Freeport-McMoRan shares close at or above trigger level on review date for that quarter due 3/25/2015

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on March 10, 2021, to 4.5% on March 10, 2025 and to 5.5% on March 10, 2029; payable semiannually due 3/10/2032

JPMorgan Chase & Co. 4% per quarter, payable if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 3/9/2017

JPMorgan Chase & Co. 11.40% due 9/10/2014

JPMorgan Chase & Co. 0.000% due 9/4/2015

JPMorgan Chase & Co. 10-year CMS rate times 80%, floor of 2% per year; payable quarterly due 3/6/2024

JPMorgan Chase & Co. 30-year CMS rate times 75%, floor of 2% per year; payable quarterly due 3/6/2024

JPMorgan Chase & Co. 0.000% due 11/27/2018

JPMorgan Chase & Co. 12% annualized for each quarter that Amazon shares close at or above trigger level on review date for that quarter due 3/18/2015

JPMorgan Chase & Co. 3.675% (equivalent to 14.7% per year) payable quarterly if Splunk shares close at or above trigger level on review date for that quarter due 3/18/2015

JPMorgan Chase & Co. 0.000% due 2/17/2015

JPMorgan Chase & Co. 0.00% due 9/2/2015

JPMorgan Chase & Co. 7.75% per year, payable quarterly if Apple stock closes at or above downside threshold level on determination date for that quarter due 3/4/2015

JPMorgan Chase & Co. 0.000% due 3/3/2016

JPMorgan Chase & Co. 0.00% due 9/3/2015

JPMorgan Chase & Co. 0.00% due 4/6/2015

JPMorgan Chase & Co. 0.00% due 9/1/2015

JPMorgan Chase & Co. 12.7% per year, payable each quarter if Gulfport Energy stock closes at or above barrier price on observation date for that quarter due 3/4/2016

JPMorgan Chase & Co. 5.1% per quarter, payable if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 3/3/2017

JPMorgan Chase & Co. 0.00% due 3/11/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 3/1/2019

JPMorgan Chase & Co. 0.00% due 2/29/2016

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter due 3/2/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 3/2/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 3/2/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 3/2/2015

JPMorgan Chase & Co. 0.00% due 2/28/2018

JPMorgan Chase & Co. 8.25% for first year, than 8.25% for each day that six-month Libor is 6% or less and index closes at or above 75% barrier level; floor of 0%, payable quarterly due 2/28/2029

JPMorgan Chase & Co. 0.00% due 2/29/2016

JPMorgan Chase & Co. 0.00% due 8/27/2015

JPMorgan Chase & Co. 0.00% due 2/28/2020

JPMorgan Chase & Co. 0.00% due 5/29/2015

JPMorgan Chase & Co. 15.75% due 5/30/2014

JPMorgan Chase & Co. 10% due 8/28/2014

JPMorgan Chase & Co. 9.25% due 2/27/2015

JPMorgan Chase & Co. 9.40% due 2/27/2015

JPMorgan Chase & Co. 5.65% due 2/27/2015

JPMorgan Chase & Co. 11.00% due 2/27/2015

JPMorgan Chase & Co. 10.5% annualized, payable monthly if Gilead Sciences shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $61.94, 75% of initial price due 8/27/2015

JPMorgan Chase & Co. 10% annualized, payable monthly if Tata Motors ADSs close at or above coupon barrier on observation date for the month; Coupon barrier level: $24.62, 75% of initial price due 8/27/2015

JPMorgan Chase & Co. 10.55% annualized, payable monthly if Valero Energy shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $37.67, 75% of initial price due 8/27/2015

JPMorgan Chase & Co. 11.25% annualized, payable monthly if Yahoo! shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $27.97, 75% of initial price due 8/27/2015

JPMorgan Chase & Co. 10.05%, payable quarterly if Bristol-Myers Squibb shares close at or above barrier price on review date for that quarter due 3/11/2015

JPMorgan Chase & Co. 15.85%, payable quarterly if KB Home Squibb shares close at or above barrier price on review date for that quarter due 3/11/2015

JPMorgan Chase & Co. 14.25% per year, payable quarterly if each stock closes at or above trigger level on review date for that quarter due 2/26/2015

JPMorgan Chase & Co. 16.05%, payable quarterly if Splunk Squibb shares close at or above barrier price on review date for that quarter due 3/11/2015

JPMorgan Chase & Co. 0.00% due 3/11/2015

JPMorgan Chase & Co. 0.00% due 8/26/2015

JPMorgan Chase & Co. 3.725% per quarter, payable if LinkedIn stock closes at or above downside threshold level on determination date for that quarter due 2/26/2015

JPMorgan Chase & Co. 2.25% per quarter that each index closes at or above its barrier level on the determination date for that quarter; Barrier levels: 873.47408 for Russell, 2,348.7525 for Euro Stoxx, 11,149.2525 for Nikkei; 75% of initial levels due 2/26/2019

JPMorgan Chase & Co. 2.35% per quarter, payable if Seadrill stock closes at or above downside threshold level on determination date for that quarter due 2/26/2015

JPMorgan Chase & Co. 0.00% due 2/26/2019

JPMorgan Chase & Co. 5.20% due 8/26/2015

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable quarterly if each stock closes at or above trigger level on review date for that quarter due 2/24/2015

JPMorgan Chase & Co. 6.25% due 5/26/2015

JPMorgan Chase & Co. 12% due 8/22/2014

JPMorgan Chase & Co. 0.00% due 4/5/2016

JPMorgan Chase & Co. Equal to 10-year CMS rate for each day that Libor is 6% or less; payable quarterly due 2/21/2024

JPMorgan Chase & Co. 0.00% due 8/21/2015

JPMorgan Chase & Co. 11.2%, payable quarterly if Bristol-Myers Squibb shares close at or above barrier price on review date for that quarter due 3/4/2015

JPMorgan Chase & Co. 0.00% due 2/19/2016

JPMorgan Chase & Co. 0.00% due 3/4/2015

JPMorgan Chase & Co. 10.3% per year, payable each quarter if General Motors stock closes at or above barrier price on observation date for that quarter due 2/22/2016

JPMorgan Chase & Co. 3% per quarter, payable if Amazon.com stock closes at or above downside threshold level on determination date for that quarter due 2/20/2015

JPMorgan Chase & Co. 3.0375% per quarter, payable if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 2/20/2015

JPMorgan Chase & Co. 2.5% per quarter, payable if Tesoro stock closes at or above downside threshold level on determination date for that quarter due 2/20/2015

JPMorgan Chase & Co. 10-year CMS rate times 81%, subject to a minimum of 2% per year; payable quarterly due 2/20/2024

JPMorgan Chase & Co. 0.00% due 8/19/2014

JPMorgan Chase & Co. 0.00% due 3/4/2015

JPMorgan Chase & Co. 16.75% due 8/20/2014

JPMorgan Chase & Co. 9.50% due 5/19/2014

JPMorgan Chase & Co. 13%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/20/2015

JPMorgan Chase & Co. 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/20/2015

JPMorgan Chase & Co. 9.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/20/2015

JPMorgan Chase & Co. 12.25% due 2/20/2015

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Feb. 19, 2021, to 4.5% on Feb. 19, 2025 and to 5% on Feb. 19, 2029; payable semiannually due 2/19/2032

JPMorgan Chase & Co. 7.50% due 3/26/2014

JPMorgan Chase & Co. 0.00% due 3/4/2015

JPMorgan Chase & Co. 13.9% per year, payable quarterly if closing price of Boeing stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 3/4/2015

JPMorgan Chase & Co. 0.00% due 2/17/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on review date for that quarter due 8/15/2016

JPMorgan Chase & Co. 12% due 5/15/2014

JPMorgan Chase & Co. 13.00% due 2/13/2015

JPMorgan Chase & Co. 8.4% annualized, payable monthly if Amazon shares close at or above coupon barrier on observation date for the month due 8/13/2015

JPMorgan Chase & Co. 8.6% annualized, payable monthly if Morgan Stanley shares close at or above coupon barrier on observation date for the month due 8/13/2015

JPMorgan Chase & Co. 9.3% annualized, payable monthly if Royal Caribbean shares close at or above coupon barrier on observation date for the month due 8/13/2015

JPMorgan Chase & Co. 15.5%, payable quarterly if Actavis shares close at or above barrier price on review date for that quarter due 2/25/2015

JPMorgan Chase & Co. 0.00% due 7/10/2015

JPMorgan Chase & Co. 0.00% due 2/11/2016

JPMorgan Chase & Co. 0.00% due 7/16/2015

JPMorgan Chase & Co. 0.00% due 2/12/2018

JPMorgan Chase & Co. 9.90% due 2/12/2015

JPMorgan Chase & Co. For each day that Libor is 6% or less, the coupon will accrue at a rate equal to 10-year CMS rate, subject to minimum rate of 0%; payable quarterly due 2/12/2024

JPMorgan Chase & Co. 13.45% due 8/12/2014

JPMorgan Chase & Co. 6.50% due 2/12/2015

JPMorgan Chase & Co. 0.00% due 4/6/2015

JPMorgan Chase & Co. 0.00% due 2/9/2017

JPMorgan Chase & Co. 0.00% due 2/11/2016

JPMorgan Chase & Co. 0.00% due 2/9/2017

JPMorgan Chase & Co. 0.00% due 4/6/2015

JPMorgan Chase & Co. 9% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 2/7/2017

JPMorgan Chase & Co. 8% per year, payable quarterly if each component closes at or above barrier level on observation date for that quarter due 2/6/2018

JPMorgan Chase & Co. 8.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/6/2017

JPMorgan Chase & Co. 0.00% due 2/19/2015

JPMorgan Chase & Co. 1.75% (7% per year), payable quarterly if each index closes at or above its barrier level on the determination date for that quarter due 2/5/2019

JPMorgan Chase & Co. 2.125% (8.5% per year), payable quarterly if each index closes at or above its barrier level on the determination date for that quarter due 2/5/2019

JPMorgan Chase & Co. 0.00% due 2/19/2015

JPMorgan Chase & Co. 8% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/6/2017

JPMorgan Chase & Co. 2.325% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 2/3/2017

JPMorgan Chase & Co. 2.675% per quarter if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 2/3/2017

JPMorgan Chase & Co. 12% annualized, payable monthly if Apollo shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $23.74, 75% of initial price due 7/31/2015

JPMorgan Chase & Co. 9% annualized, payable monthly if Axiall shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $29.44, 75% of initial price due 7/31/2015

JPMorgan Chase & Co. 9.1% annualized, payable monthly if priceline.com shares close at or above coupon barrier on observation date for the month; Coupon barrier level: $907.03, 80% of initial price due 7/31/2015

JPMorgan Chase & Co. 0.00% due 11/3/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying component closes at or above barrier level on review date for that quarter; Barrier levels: 796.768 for index and $26.831 for fund, 70% of initial levels due 2/2/2015

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 2/2/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 2/2/2015

JPMorgan Chase & Co. 8% per year, payable semiannually if SPDR Euro Stoxx 50 shares close at or above trigger level on review date for that six-month period due 1/31/2017

JPMorgan Chase & Co. 8.00% due 2/2/2015

JPMorgan Chase & Co. 9% per year, payable quarterly if each component closes at or above coupon barrier level on a quarterly review date due 2/2/2015

JPMorgan Chase & Co. 0.00% due 1/29/2016

JPMorgan Chase & Co. 0.00% due 1/31/2020

JPMorgan Chase & Co. 0.00% due 4/30/2015

JPMorgan Chase & Co. 7.00% due 2/2/2015

JPMorgan Chase & Co. 9.00% due 2/2/2015

JPMorgan Chase & Co. 7.05% for each quarter that spot rate is at or below barrier level for that review date due 2/6/2015

JPMorgan Chase & Co. 7% payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/1/2017

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Jan. 30, 2021, to 4.5% on Jan. 30, 2025 and to 5% on Jan. 30, 2027; payable semiannually due 1/30/2029

JPMorgan Chase & Co. 0.00% due 7/29/2015

JPMorgan Chase & Co. 0.00% due 7/30/2015

JPMorgan Chase & Co. 0.00% due 2/5/2015

JPMorgan Chase & Co. 9.5% per year, payable quarterly if Ford stock at or above trigger price that quarter due 2/11/2015

JPMorgan Chase & Co. 19.75% per year, payable quarterly if Qlik stock at or above trigger price that quarter due 2/11/2015

JPMorgan Chase & Co. 21.25% per year, payable quarterly if Valeant stock at or above trigger price that quarter due 2/11/2015

JPMorgan Chase & Co. 0.00% due 7/28/2016

JPMorgan Chase & Co. Every six months, notes pay contingent coupon at rate of 6.75% per year if each index closes at or above barrier level on observation date for that semiannual period due 1/31/2017

JPMorgan Chase & Co. 0.00% due 2/11/2015

JPMorgan Chase & Co. 2.65% per quarter if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 1/29/2015

JPMorgan Chase & Co. 0.00% due 2/27/2015

JPMorgan Chase & Co. 5.15% due 7/31/2015

JPMorgan Chase & Co. 3% (equivalent to 12% per year) payable quarterly if American Eagle stock closes at or above barrier price on review date for that quarter due 2/11/2015

JPMorgan Chase & Co. 10% per year, payable each quarter if Anadarko stock closes at or above barrier price on observation date for that quarter due 1/28/2016

JPMorgan Chase & Co. 6.50% due 4/27/2015

JPMorgan Chase & Co. 0.00% due 4/27/2016

JPMorgan Chase & Co. 0.00% due 1/26/2021

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 2/9/2015

JPMorgan Chase & Co. 7.25% due 1/23/2015

JPMorgan Chase & Co. 9.75% due 1/23/2015

JPMorgan Chase & Co. 8.20% due 1/23/2015

JPMorgan Chase & Co. 2.7875% (equivalent to 11.15% per year) payable quarterly if Apple stock closes at or above barrier price on review date for that quarter due 2/4/2015

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 2/4/2015

JPMorgan Chase & Co. 5.1% (equivalent to 20.4% per year) payable quarterly if Valeant stock closes at or above barrier price on review date for that quarter due 2/4/2015

JPMorgan Chase & Co. 0.00% due 1/22/2016

JPMorgan Chase & Co. 0.00% due 1/30/2015

JPMorgan Chase & Co. 0.00% due 7/22/2015

JPMorgan Chase & Co. 0.00% due 1/23/2015

JPMorgan Chase & Co. 8.5% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly observation date due 1/23/2017

JPMorgan Chase & Co. 10.25% per year, payable each quarter if Goldcorp stock closes at or above barrier price on observation date for that quarter due 1/25/2016

JPMorgan Chase & Co. 10.35% per year, payable quarterly if Salesforce.com shares close at or above downside threshold level on determination date for that quarter due 1/20/2017

JPMorgan Chase & Co. 9.35% per year, payable quarterly if Bank of America shares close at or above downside threshold level on determination date for that quarter due 1/20/2017

JPMorgan Chase & Co. 4.6% annualized if index closes at or above downside threshold level on observation date for that quarter; interest is payable quarterly due 1/22/2024

JPMorgan Chase & Co. 0.00% due 7/22/2014

JPMorgan Chase & Co. 0.00% due 1/29/2015

JPMorgan Chase & Co. 5.25% due 7/23/2015

JPMorgan Chase & Co. 7.500% due 1/22/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if each index closes at or above trigger price that quarter due 7/20/2016

JPMorgan Chase & Co. 0.00% due 2/4/2015

JPMorgan Chase & Co. 13.50% due 4/21/2014

JPMorgan Chase & Co. 12% due 4/17/2014

JPMorgan Chase & Co. 10.15% due 7/18/2014

JPMorgan Chase & Co. 0.00% due 7/16/2015

JPMorgan Chase & Co. 19.2% per year, payable each quarter if Goldcorp stock closes at or above barrier price on observation date for that quarter due 1/19/2016

JPMorgan Chase & Co. 0.00% due 1/20/2016

JPMorgan Chase & Co. 3.15% (equivalent to 12.6% per year) payable quarterly if Apple stock closes at or above barrier price on review date for that quarter due 1/28/2015

JPMorgan Chase & Co. 2.575% (equivalent to 10.3% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 1/28/2015

JPMorgan Chase & Co. 4.625% (equivalent to 18.5% per year) payable quarterly if Qlik stock closes at or above barrier price on review date for that quarter due 1/28/2015

JPMorgan Chase & Co. 5.75% (equivalent to 23% per year) payable quarterly if Zillow stock closes at or above barrier price on review date for that quarter due 1/28/2015

JPMorgan Chase & Co. 0.00% due 7/15/2015

JPMorgan Chase & Co. 0.00% due 1/28/2015

JPMorgan Chase & Co. 0.00% due 7/15/2015

JPMorgan Chase & Co. 11% per year, payable quarterly if D.R. Horton stock closes at or above barrier level on observation date for that quarter due 1/15/2016

JPMorgan Chase & Co. 3.0625% per quarter if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 1/15/2015

JPMorgan Chase & Co. 0.00% due 1/15/2016

JPMorgan Chase & Co. 10.50% due 1/15/2015

JPMorgan Chase & Co. 9.25% due 1/15/2015

JPMorgan Chase & Co. 0.00% due 1/11/2016

JPMorgan Chase & Co. 0.00% due 5/14/2015

JPMorgan Chase & Co. 9% due 4/14/2014

JPMorgan Chase & Co. 0.00% due 5/13/2015

JPMorgan Chase & Co. 0.00% due 1/21/2015

JPMorgan Chase & Co. 0.00% due 1/12/2018

JPMorgan Chase & Co. 3.5% (equivalent to 14% per year) payable quarterly if Qlik shares close at or above barrier price on review date for that quarter due 1/22/2015

JPMorgan Chase & Co. 0.00% due 11/12/2015

JPMorgan Chase & Co. 0.00% due 2/4/2015

JPMorgan Chase & Co. 8.30% due 1/2/2015

JPMorgan Chase & Co. 0.00% due 3/4/2015

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 12/31/2015

JPMorgan Chase & Co. 3.375% (equivalent to 13.5% per year) payable quarterly if each stock closes at or above trigger level on review date for that quarter due 12/31/2015

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 16.500% due 6/30/2014

JPMorgan Chase & Co. 19.000% due 3/31/2014

JPMorgan Chase & Co. 9.000% due 12/29/2014

JPMorgan Chase & Co. 9.250% due 12/29/2014

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable quarterly if Aeropostale shares close at or above trigger level on review date for that quarter due 1/12/2015

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if Peabody Energy shares close at or above trigger level on review date for that quarter due 1/12/2015

JPMorgan Chase & Co. 5.60% due 12/29/2014

JPMorgan Chase & Co. 9.65% due 12/29/2014

JPMorgan Chase & Co. 7.10% due 12/29/2014

JPMorgan Chase & Co. 7.80% due 6/26/2014

JPMorgan Chase & Co. 6.60% due 6/26/2014

JPMorgan Chase & Co. 14.5% per year, payable if Qlik Technologies shares close at or above trigger level on a quarterly review date; payable quarterly due 1/6/2015

JPMorgan Chase & Co. 6.5% per year, payable quarterly if each underlying closes at or above barrier level on a quarterly review date due 12/31/2014

JPMorgan Chase & Co. 7% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 12/31/2014

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 6/30/2015

JPMorgan Chase & Co. 6% per year, payable quarterly if each underlying index closes at or above barrier level on a quarterly review date due 12/31/2014

JPMorgan Chase & Co. 0.00% due 12/27/2016

JPMorgan Chase & Co. 0.00% due 9/24/2015

JPMorgan Chase & Co. 0.00% due 12/31/2015

JPMorgan Chase & Co. 0.00% due 3/4/2015

JPMorgan Chase & Co. 8.15% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly observation date due 12/27/2016

JPMorgan Chase & Co. 2.925% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 12/26/2014

JPMorgan Chase & Co. 0.00% due 6/24/2021

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 3/31/2015

JPMorgan Chase & Co. 0.00% due 12/24/2015

JPMorgan Chase & Co. 9.00% due 12/31/2014

JPMorgan Chase & Co. 6.75% due 12/24/2014

JPMorgan Chase & Co. 0.00% due 12/24/2015

JPMorgan Chase & Co. 0.00% due 3/24/2014

JPMorgan Chase & Co. 8% due 6/24/2014

JPMorgan Chase & Co. 0.00% due 12/23/2015

JPMorgan Chase & Co. 9.00% due 3/21/2014

JPMorgan Chase & Co. 9.25% due 12/24/2014

JPMorgan Chase & Co. Year-over-year change in index plus 125 bps, floor of 0%; payable monthly due 12/20/2023

JPMorgan Chase & Co. 0.00% due 12/21/2015

JPMorgan Chase & Co. 3.1% (equivalent to 12.4% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 12/30/2014

JPMorgan Chase & Co. 4% in years one through seven, 4.5% in years eight through 10, 5% in years 11 through 13 and 5.5% in years 14 and 15; payable semiannually due 12/18/2028

JPMorgan Chase & Co. 0.000% due 12/16/2016

JPMorgan Chase & Co. 0.00% due 7/6/2015

JPMorgan Chase & Co. 2.925% per quarter if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 12/16/2016

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 0.00% due 3/18/2015

JPMorgan Chase & Co. 0.000% due 12/30/2014

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 10.25% due 12/17/2014

JPMorgan Chase & Co. 2.525% (equivalent to 10.1% per year) payable quarterly if Gilead Sciences shares close at or above barrier price on review date for that quarter due 12/30/2014

JPMorgan Chase & Co. 0.00% due 12/30/2014

JPMorgan Chase & Co. 7% annualized for each day that index closes at or above reference level and six-month Libor is 6% or less; payable quarterly due 12/13/2028

JPMorgan Chase & Co. 8% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly observation date due 12/12/2017

JPMorgan Chase & Co. 10.00% due 12/12/2014

JPMorgan Chase & Co. 2.9375% (equivalent to 11.75% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 12/24/2014

JPMorgan Chase & Co. 3.5% (equivalent to 14% per year) payable quarterly if lululemon stock closes at or above barrier price on review date for that quarter due 12/24/2014

JPMorgan Chase & Co. 4.225% (equivalent to 16.9% per year) payable quarterly if Whiting Petroleum stock closes at or above barrier price on review date for that quarter due 12/24/2014

JPMorgan Chase & Co. 0.00% due 12/15/2014

JPMorgan Chase & Co. 8.5% per year, payable quarterly if each underlying component closes at or above barrier level on quarterly observation date due 12/12/2016

JPMorgan Chase & Co. 2.6375% per quarter if salesforce.com stock closes at or above downside threshold level on determination date for that quarter due 12/11/2014

JPMorgan Chase & Co. 2.5% initially; beginning on Dec. 11, 2017, Libor plus 30 bps, floor of 1%; payable quarterly due 12/11/2023

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 10.75% due 12/11/2014

JPMorgan Chase & Co. 0.00% due 12/9/2016

JPMorgan Chase & Co. 5.00% due 12/11/2015

JPMorgan Chase & Co. 7.5% per year, payable quarterly if each fund closes at or above its 75% interest barrier level due 12/8/2014

JPMorgan Chase & Co. 12% due 3/6/2014

JPMorgan Chase & Co. 9% per year payable quarterly if AIG stock closes at or above downside threshold level on determination date for that quarter due 12/4/2014

JPMorgan Chase & Co. 0.00% due 1/2/2015

JPMorgan Chase & Co. 3% (equivalent to 12% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 12/17/2014

JPMorgan Chase & Co. 3.8125% (equivalent to 15.25% per year) payable quarterly if lululemon shares close at or above barrier price on review date for that quarter due 12/17/2014

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 7.02% due 11/28/2014

JPMorgan Chase & Co. 7.57% due 11/28/2014

JPMorgan Chase & Co. 7.50% due 11/28/2014

JPMorgan Chase & Co. 7.00% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 12/4/2014

JPMorgan Chase & Co. 0.00% due 11/29/2019

JPMorgan Chase & Co. 0.00% due 1/2/2015

JPMorgan Chase & Co. 5.50% due 6/2/2014

JPMorgan Chase & Co. 7.13% due 6/2/2014

JPMorgan Chase & Co. 9.25% due 11/28/2014

JPMorgan Chase & Co. 10.50% due 12/2/2014

JPMorgan Chase & Co. 9% due 3/3/2014

JPMorgan Chase & Co. 9.75% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 11/30/2015

JPMorgan Chase & Co. 0.00% due 12/2/2015

JPMorgan Chase & Co. 6.75% per year, payable quarterly if index closes at or above trigger price that quarter due 2/27/2015

JPMorgan Chase & Co. 8.25% per year, payable quarterly if index closes at or above trigger price that quarter due 12/1/2014

JPMorgan Chase & Co. 5.00% due 12/1/2014

JPMorgan Chase & Co. 6.00% due 12/1/2014

JPMorgan Chase & Co. 4% initially, stepping up to 4.375% on Nov. 29, 2020, to 4.75% on Nov. 29, 2023, to 5% on Nov. 29, 2025, to 5.5% on Nov. 29, 2026 and to 6% on Nov. 29, 2027; payable semiannually due 11/29/2028

JPMorgan Chase & Co. 0.00% due 11/30/2015

JPMorgan Chase & Co. 7.5% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 11/30/2016

JPMorgan Chase & Co. 0.00% due 11/29/2019

JPMorgan Chase & Co. 0.00% due 2/27/2015

JPMorgan Chase & Co. 2.75% (equivalent to 11% per year) payable quarterly if Cummins shares close at or above barrier price on review date for that quarter due 12/10/2014

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable quarterly if Gilead Sciences shares close at or above barrier price on review date for that quarter due 12/10/2014

JPMorgan Chase & Co. 3.25% (equivalent to 13% per year) payable quarterly if lululemon shares close at or above barrier price on review date for that quarter due 12/10/2014

JPMorgan Chase & Co. 8.25% per year payable quarterly if Apple stock closes at or above downside threshold level on determination date for that quarter due 11/28/2014

JPMorgan Chase & Co. 10.2% per year payable quarterly if Cummins stock closes at or above downside threshold level on determination date for that quarter due 11/28/2014

JPMorgan Chase & Co. 0.00% due 12/10/2014

JPMorgan Chase & Co. 0.00% due 11/27/2015

JPMorgan Chase & Co. 0.00% due 11/27/2018

JPMorgan Chase & Co. 15% due 2/27/2014

JPMorgan Chase & Co. 8.50% due 5/28/2014

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if lululemon shares close at or above barrier price on review date for that quarter due 12/10/2014

JPMorgan Chase & Co. 0.00% due 12/10/2014

JPMorgan Chase & Co. 7.00% due 2/23/2015

JPMorgan Chase & Co. 0.00% due 5/24/2016

JPMorgan Chase & Co. 12% due 2/24/2014

JPMorgan Chase & Co. 10.00% due 11/24/2014

JPMorgan Chase & Co. 9.40% due 2/21/2014

JPMorgan Chase & Co. 7.25% per year, payable quarterly if Apple stock at or above trigger price that quarter due 11/20/2014

JPMorgan Chase & Co. 11.55% per year, payable quarterly if Dow Chemical stock at or above trigger price that quarter due 12/3/2014

JPMorgan Chase & Co. 13.9% per year, payable quarterly if Gilead Sciences stock at or above trigger price that quarter due 12/3/2014

JPMorgan Chase & Co. 10% initially; beginning Nov. 20, 2014, 4 times spread of 30-year CMS rate over five-year CMS rate less 30 bps, capped at 10%; payable quarterly due 11/20/2028

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on Nov. 20, 2018, to 3.5% on Nov. 20, 2019, to 4% on Nov. 20, 2020, to 4.5% on Nov. 20, 2021 and to 6% on Nov. 20, 2022; payable semiannually due 11/20/2023

JPMorgan Chase & Co. 0.00% due 12/10/2014

JPMorgan Chase & Co. 0.00% due 11/25/2015

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 9.40% due 2/21/2014

JPMorgan Chase & Co. 0.00% due 11/21/2014

JPMorgan Chase & Co. 11.51% due 5/14/2014

JPMorgan Chase & Co. 8.00% due 5/14/2014

JPMorgan Chase & Co. 8.12% due 5/14/2014

JPMorgan Chase & Co. 3.1125% (equivalent to 12.45% per year) payable quarterly if Cummins shares close at or above barrier price on review date for that quarter due 11/26/2014

JPMorgan Chase & Co. 2.9875% (equivalent to 11.95% per year) payable quarterly if Dow Chemical shares close at or above barrier price on review date for that quarter due 11/26/2014

JPMorgan Chase & Co. 3.875% initially, stepping up to 4.25% on Nov. 14, 2020, to 4.5% on Nov. 14, 2023 and to 5% on Nov. 14, 2026; payable semiannually due 11/14/2028

JPMorgan Chase & Co. 0.00% due 11/18/2015

JPMorgan Chase & Co. 2.4625% per quarter if Las Vegas Sands stock closes at or above downside threshold level on review date for that quarter due 11/14/2014

JPMorgan Chase & Co. 0.00% due 8/15/2016

JPMorgan Chase & Co. 0.00% due 2/12/2015

JPMorgan Chase & Co. 0.00% due 5/12/2015

JPMorgan Chase & Co. 12.50% due 11/13/2014

JPMorgan Chase & Co. 7.00% due 3/10/2014

JPMorgan Chase & Co. 12% due 2/13/2014

JPMorgan Chase & Co. 0.00% due 5/9/2014

JPMorgan Chase & Co. 11.50% due 11/10/2014

JPMorgan Chase & Co. 0.00% due 11/9/2015

JPMorgan Chase & Co. 7% per year, payable quarterly, if each underlying component closes at or above barrier level on quarterly observation date due 11/7/2016

JPMorgan Chase & Co. 8.80% due 5/8/2014

JPMorgan Chase & Co. 2.825% (equivalent to 11.3% per year) payable quarterly if Dow Chemical shares close at or above barrier price on review date for that quarter due 11/19/2014

JPMorgan Chase & Co. 2.5% (equivalent to 10% per year) payable quarterly if eBay shares close at or above barrier price on review date for that quarter due 11/19/2014

JPMorgan Chase & Co. 0.00% due 11/19/2014

JPMorgan Chase & Co. 0.00% due 1/7/2015

JPMorgan Chase & Co. 10.1% per year if stock closes at or above barrier level on any quarterly observation date; payable quarterly due 11/6/2015

JPMorgan Chase & Co. 2.1875% per quarter if Prudential stock closes at or above downside threshold level on review date for that quarter due 11/4/2016

JPMorgan Chase & Co. 10% due 5/6/2014

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/7/2014

JPMorgan Chase & Co. 10.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/7/2014

JPMorgan Chase & Co. 2.6% per quarter if Ford stock closes at or above downside threshold level on review date for that quarter due 11/4/2016

JPMorgan Chase & Co. 0.00% due 12/4/2014

JPMorgan Chase & Co. 9.30% due 2/3/2014

JPMorgan Chase & Co. 21.00% due 1/29/2014

JPMorgan Chase & Co. 20.00% due 4/29/2014

JPMorgan Chase & Co. 9.75% due 10/30/2014

JPMorgan Chase & Co. 10.50% due 10/30/2014

JPMorgan Chase & Co. 16.25% due 1/29/2014

JPMorgan Chase & Co. 12.50% due 4/29/2014

JPMorgan Chase & Co. 20.75% due 4/29/2014

JPMorgan Chase & Co. 11.25% due 1/29/2014

JPMorgan Chase & Co. 17.75% due 4/29/2014

JPMorgan Chase & Co. 10.50% due 10/30/2014

JPMorgan Chase & Co. 22.00% due 4/29/2014

JPMorgan Chase & Co. 21.50% due 4/29/2014

JPMorgan Chase & Co. 12.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/30/2015

JPMorgan Chase & Co. 18.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/30/2015

JPMorgan Chase & Co. 5.25% due 10/31/2014

JPMorgan Chase & Co. 10% initially; beginning Oct. 31, 2014, 4 times spread of 30-year CMS rate over five-year CMS rate less 15 bps, capped at 10%; payable quarterly due 10/31/2028

JPMorgan Chase & Co. 0.00% due 7/31/2015

JPMorgan Chase & Co. 0.00% due 10/30/2015

JPMorgan Chase & Co. 0.00% due 10/31/2019

JPMorgan Chase & Co. 0.00% due 1/30/2015

JPMorgan Chase & Co. 13% due 1/31/2014

JPMorgan Chase & Co. 2.75% (equivalent to 11% per year) payable quarterly if eBay shares close at or above barrier price on review date for that quarter due 11/13/2014

JPMorgan Chase & Co. 2.8% (equivalent to 11.2% per year) payable quarterly if Halliburton shares close at or above barrier price on review date for that quarter due 11/13/2014

JPMorgan Chase & Co. 5% per year multiplied by proportion of days on which six-month Libor is 6% or less; payable quarterly due 10/30/2028

JPMorgan Chase & Co. 4% in years one through seven, 4.5% in years eight and nine, 4.75% in years 10 and 11, 5% in years 12 and 13, 5.5% in year 14 and 6% in year 15; payable semiannually due 10/30/2028

JPMorgan Chase & Co. 0.00% due 11/13/2014

JPMorgan Chase & Co. 0.00% due 10/29/2015

JPMorgan Chase & Co. 12% per year, payable quarterly if Hertz shares close at or above barrier price on valuation date for that quarter due 10/30/2015

JPMorgan Chase & Co. 0.00% due 1/7/2015

JPMorgan Chase & Co. 9% due 1/29/2014

JPMorgan Chase & Co. 9.50% due 1/29/2014

JPMorgan Chase & Co. 7% per year, payable quarterly if each index closes at or above trigger price that quarter due 1/28/2015

JPMorgan Chase & Co. 0.00% due 1/7/2015

JPMorgan Chase & Co. 6.80% due 10/24/2014

JPMorgan Chase & Co. 7.00% due 10/24/2014

JPMorgan Chase & Co. 10.50% due 10/24/2014

JPMorgan Chase & Co. 7.00% due 10/24/2014

JPMorgan Chase & Co. 10.50% due 10/24/2014

JPMorgan Chase & Co. 6.75% due 10/24/2014

JPMorgan Chase & Co. 15.7% per year, payable quarterly if USG stock closes at or above barrier price on review date for that quarter due 11/5/2014

JPMorgan Chase & Co. 11% per year, payable quarterly if YUM! Brands stock closes at or above barrier price on review date for that quarter due 11/5/2014

JPMorgan Chase & Co. 0.00% due 11/5/2014

JPMorgan Chase & Co. 4% per quarter if Baidu ADSs close at or above downside threshold level on review date for that quarter due 10/21/2016

JPMorgan Chase & Co. 3% per quarter if Potash stock closes at or above downside threshold level on review date for that quarter due 10/21/2016

JPMorgan Chase & Co. 9% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate, subject to minimum of zero and maximum of 9% per year, multiplied by proportion of days on which index closes at or above index reference level; payable quarterly due 10/23/2028

JPMorgan Chase & Co. 5.45% due 4/27/2015

JPMorgan Chase & Co. 17.25% due 4/23/2014

JPMorgan Chase & Co. 0.00% due 10/21/2020

JPMorgan Chase & Co. 0.00% due 1/21/2015

JPMorgan Chase & Co. 10.4% for first three years; after that, for each day that the index closes at or above 750, (i) two times (ii) the applicable strike rate minus six-month Libor; strike rate is 5% beginning Oct. 18, 2016, stepping up to 5.5% on Oct. 18, 2018 and to 6% on Oct. 18, 2023; interest capped at 10% beginning Oct. 18, 2016, 11% beginning Oct. 18, 2018 and 12% beginning Oct. 18. 2023; payable quarterly, with minimum rate of 0% due 10/18/2028

JPMorgan Chase & Co. 9.50% due 10/20/2014

JPMorgan Chase & Co. 7.25% due 10/20/2014

JPMorgan Chase & Co. 16%, payable quarterly if USG shares close at or above trigger level on quarterly review date due 10/29/2014

JPMorgan Chase & Co. 2.35% (equivalent to 9.4% per year) payable quarterly if YUM! Brands shares close at or above barrier price on review date for that quarter due 10/29/2014

JPMorgan Chase & Co. 5.15% due 10/16/2014

JPMorgan Chase & Co. 0.00% due 4/17/2015

JPMorgan Chase & Co. 0.00% due 10/29/2014

JPMorgan Chase & Co. 11.1% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 10/19/2015

JPMorgan Chase & Co. 0.00% due 10/29/2014

JPMorgan Chase & Co. 9.50% due 10/17/2014

JPMorgan Chase & Co. 0.00% due 4/16/2015

JPMorgan Chase & Co. 0.00% due 4/17/2015

JPMorgan Chase & Co. 10.10% due 10/29/2014

JPMorgan Chase & Co. 0.00% due 10/15/2015

JPMorgan Chase & Co. 0.00% due 10/14/2016

JPMorgan Chase & Co. 0.00% due 1/14/2015

JPMorgan Chase & Co. 15.55% due 1/14/2014

JPMorgan Chase & Co. 9.85% due 4/14/2014

JPMorgan Chase & Co. 15.90% due 1/14/2014

JPMorgan Chase & Co. 0.00% due 10/14/2015

JPMorgan Chase & Co. 0.00% due 4/13/2015

JPMorgan Chase & Co. 10.65% for each quarter that peso closes above barrier level for that review date due 10/17/2014

JPMorgan Chase & Co. 2.575% (equivalent to 10.3% per year) payable quarterly if UBS shares close at or above barrier price on review date for that quarter due 10/22/2014

JPMorgan Chase & Co. 3.775% (equivalent to 15.1% per year) payable quarterly if USG shares close at or above barrier price on review date for that quarter due 10/22/2014

JPMorgan Chase & Co. For each day that the index closes at or above 1,250, 10.25% annualized for first three years, then (i) two times (ii) the applicable strike rate minus six-month Libor; strike rate is 5% beginning Oct. 9, 2016, stepping up to 5.5% on Oct. 9, 2018 and to 6% on Oct. 9, 2023; interest capped at 10% beginning Oct. 9, 2016, 11% beginning Oct. 9, 2018 and 12% beginning Oct. 9. 2023; payable quarterly, with minimum rate of 0% due 10/9/2028

JPMorgan Chase & Co. 0.00% due 10/22/2014

JPMorgan Chase & Co. 0.00% due 10/16/2014

JPMorgan Chase & Co. 2.7% per quarter if Apple stock closes at or above downside threshold level on review date for that quarter due 10/7/2016

JPMorgan Chase & Co. 0.00% due 10/22/2014

JPMorgan Chase & Co. 5.35% due 10/9/2014

JPMorgan Chase & Co. 7.60% due 10/9/2014

JPMorgan Chase & Co. 8.50% due 4/9/2014

JPMorgan Chase & Co. 14.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/10/2015

JPMorgan Chase & Co. 9.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/10/2015

JPMorgan Chase & Co. 12.15%, payable quarterly if receipt closes at or above trigger price on observation date for that quarter due 4/10/2015

JPMorgan Chase & Co. 0% due 10/22/2014

JPMorgan Chase & Co. 2% per quarter, payable if General Motors stock closes at or above downside threshold level on determination date for that quarter due 10/5/2016

JPMorgan Chase & Co. 10.5%, paid quarterly if spot rate on any quarterly review date is less than interest barrier due 10/9/2014

JPMorgan Chase & Co. 3.7625% (equivalent to 15.05% per year) payable for each quarter that USG stock closes at or above barrier price on review date for that interest period due 10/16/2014

JPMorgan Chase & Co. 0.00% due 10/30/2014

JPMorgan Chase & Co. 0.00% due 7/30/2015

JPMorgan Chase & Co. 0.00% due 10/5/2015

JPMorgan Chase & Co. 0.00% due 10/16/2014

JPMorgan Chase & Co. 12% per year, payable monthly if Tesoro stock closes at or above coupon barrier level on observation date for that month due 10/2/2014

JPMorgan Chase & Co. 12% due 1/6/2014

JPMorgan Chase & Co. 6.25% per year, payable quarterly if Zillow stock closes at or above barrier price on review date for that quarter due 10/16/2014

JPMorgan Chase & Co. 0.00% due 3/31/2015

JPMorgan Chase & Co. 0.00% due 10/3/2014

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 11.75% due 3/31/2014

JPMorgan Chase & Co. 18.25% due 12/30/2013

JPMorgan Chase & Co. 16.50% due 3/31/2014

JPMorgan Chase & Co. 15% due 12/31/2013

JPMorgan Chase & Co. 11% due 9/29/2014

JPMorgan Chase & Co. 11.50% due 9/29/2014

JPMorgan Chase & Co. 13% due 3/31/2014

JPMorgan Chase & Co. 14% due 12/31/2013

JPMorgan Chase & Co. 18% due 3/31/2014

JPMorgan Chase & Co. 10% due 9/29/2014

JPMorgan Chase & Co. 16.50% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 3/31/2015

JPMorgan Chase & Co. 0.00% due 9/30/2016

JPMorgan Chase & Co. 7.00% due 9/30/2014

JPMorgan Chase & Co. 6.50% due 9/30/2014

JPMorgan Chase & Co. 5.50% due 9/30/2014

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 2% payable annually if index�s closing level on review date for that year is greater than or equal to initial index level due 9/30/2019

JPMorgan Chase & Co. 7.75% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 9/30/2016

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 9.40% due 12/30/2013

JPMorgan Chase & Co. 9.00% due 9/30/2014

JPMorgan Chase & Co. 7.25% due 9/30/2014

JPMorgan Chase & Co. 0.00% due 9/29/2015

JPMorgan Chase & Co. 0.00% due 11/3/2014

JPMorgan Chase & Co. 0.00% due 10/16/2014

JPMorgan Chase & Co. 11.5% per year, payable quarterly if Harman stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 10/16/2014

JPMorgan Chase & Co. 13.18% per year, payable quarterly if HollyFrontier stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 10/16/2014

JPMorgan Chase & Co. 15.15% per year, payable quarterly if Sodastream stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 10/16/2014

JPMorgan Chase & Co. 8.90% due 9/26/2014

JPMorgan Chase & Co. 7.00% due 9/26/2014

JPMorgan Chase & Co. 9.45% due 9/26/2014

JPMorgan Chase & Co. 8.25% due 9/26/2014

JPMorgan Chase & Co. 14.45% per year, payable quarterly if Lennar stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 10/8/2014

JPMorgan Chase & Co. 6.5% annualized, payable semiannually if each index closes at or above interest barrier level on review date for that interest period; otherwise, no coupon will be paid for that interest period due 9/27/2016

JPMorgan Chase & Co. 0.00% due 10/8/2014

JPMorgan Chase & Co. 8.25% due 9/24/2014

JPMorgan Chase & Co. 4% initially, stepping up to 4.5% on Sept. 23, 2020, to 5% on Sept. 23, 2025, to 6% on Sept. 23, 2029, to 7% on Sept. 23, 2030 and to 8% on Sept. 23, 2031; payable semiannually due 9/23/2033

JPMorgan Chase & Co. 4% initially, stepping up to 4.5% on Sept. 23, 2018 and to 5% on Sept. 23, 2023; payable semiannually due 9/23/2028

JPMorgan Chase & Co. 0.00% due 10/27/2014

JPMorgan Chase & Co. 0.00% due 6/23/2016

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 8% for first year; after that, 4 times spread of 30-year CMS rate over five-year CMS rate less 27.5 bps, capped at 8%; payable quarterly due 9/20/2023

JPMorgan Chase & Co. 9.30% due 12/19/2013

JPMorgan Chase & Co. 12.00% due 9/19/2014

JPMorgan Chase & Co. 4.575% (equivalent to 18.3% per year), payable quarterly if Lennar stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 10/1/2014

JPMorgan Chase & Co. 4% in years one through seven, 4.75% in years eight through 10, 5.5% in years 11 through 14, 6% in years 15 through 17 and 7% in years 18 through 20; payable semiannually due 9/18/2033

JPMorgan Chase & Co. 0.00% due 12/18/2013

JPMorgan Chase & Co. 2.4% per quarter, payable if Bank of America stock closes at or above downside threshold level on determination date for that quarter due 9/16/2016

JPMorgan Chase & Co. 0.00% due 9/18/2020

JPMorgan Chase & Co. 0.00% due 10/1/2014

JPMorgan Chase & Co. 0.00% due 9/23/2016

JPMorgan Chase & Co. 14%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/18/2015

JPMorgan Chase & Co. 13.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/18/2015

JPMorgan Chase & Co. 0.00% due 3/16/2015

JPMorgan Chase & Co. 7.5% annualized for each day that index closes at or above 1,240 and six-month Libor is 6% or less; payable quarterly due 9/13/2028

JPMorgan Chase & Co. 3.875% (equivalent to 15.5% per year) payable quarterly if Expedia stock closes at or above barrier price on review date for that quarter due 9/24/2014

JPMorgan Chase & Co. 3.3125% (equivalent to 13.25% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 9/24/2014

JPMorgan Chase & Co. 4.5% (equivalent to 18% per year) payable quarterly if Lennar stock closes at or above barrier price on review date for that quarter due 9/24/2014

JPMorgan Chase & Co. 2.7625% (equivalent to 11.05% per year) payable quarterly if Macy's stock closes at or above barrier price on review date for that quarter due 9/24/2014

JPMorgan Chase & Co. 0.00% due 12/10/2015

JPMorgan Chase & Co. 0.00% due 9/24/2014

JPMorgan Chase & Co. 0.00% due 9/12/2014

JPMorgan Chase & Co. 2.5% per quarter, payable if Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 9/9/2016

JPMorgan Chase & Co. 4.5% initially; beginning Sept. 11, 2014, Libor plus 100 bps, up to a maximum rate of 7%, floor of 0%; payable quarterly due 9/11/2023

JPMorgan Chase & Co. 0.00% due 9/24/2014

JPMorgan Chase & Co. 12%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/12/2015

JPMorgan Chase & Co. 11.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/12/2015

JPMorgan Chase & Co. 0.00% due 9/9/2016

JPMorgan Chase & Co. 0.00% due 2/10/2015

JPMorgan Chase & Co. 0.00% due 9/10/2015

JPMorgan Chase & Co. 0.00% due 9/24/2014

JPMorgan Chase & Co. 0.00% due 9/16/2014

JPMorgan Chase & Co. 2.75% (equivalent to 11% per year) payable quarterly if Aeropostale stock closes at or above barrier price on review date for that quarter due 9/17/2014

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable quarterly if Ford stock closes at or above barrier price on review date for that quarter due 9/17/2014

JPMorgan Chase & Co. 3.75% (equivalent to 15% per year) payable quarterly if Peabody Energy stock closes at or above barrier price on review date for that quarter due 9/17/2014

JPMorgan Chase & Co. 4.3875% (equivalent to 17.55% per year) payable quarterly if Valeant stock closes at or above barrier price on review date for that quarter due 9/17/2014

JPMorgan Chase & Co. 0.00% due 10/6/2014

JPMorgan Chase & Co. 3.1125% per quarter, payable if Delta Air Lines stock closes at or above downside threshold level on determination date for that quarter due 9/4/2014

JPMorgan Chase & Co. 0.00% due 9/17/2014

JPMorgan Chase & Co. 4% in years one through seven, 4.5% in years eight and nine, 4.75% in years 10 and 11, 5% in years 12 and 13, 6% in year 14 and 8% in year 15; payable semiannually due 9/4/2028

JPMorgan Chase & Co. 0.00% due 9/1/2016

JPMorgan Chase & Co. 0.00% due 12/3/2015

JPMorgan Chase & Co. 8% per year, payable quarterly, if each index closes at or above barrier level on quarterly observation date due 3/4/2016

JPMorgan Chase & Co. 0.00% due 9/1/2016

JPMorgan Chase & Co. 25% due 12/4/2013

JPMorgan Chase & Co. 4.375% (equivalent to 17.5% per year), payable quarterly if each stock closes at or above trigger price on review date for that interest period due 8/31/2015

JPMorgan Chase & Co. 0.00% due 9/8/2014

JPMorgan Chase & Co. 11.75% due 3/3/2014

JPMorgan Chase & Co. 15.75% due 12/2/2013

JPMorgan Chase & Co. 15.75% due 3/3/2014

JPMorgan Chase & Co. 17.25% due 3/3/2014

JPMorgan Chase & Co. 11.50% due 3/3/2014

JPMorgan Chase & Co. 12.00% due 12/2/2013

JPMorgan Chase & Co. 16.75% due 3/3/2014

JPMorgan Chase & Co. 9.50% due 8/29/2014

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. 7.00% due 9/2/2014

JPMorgan Chase & Co. 6.25% due 9/2/2014

JPMorgan Chase & Co. 5.00% due 9/2/2014

JPMorgan Chase & Co. 0.00% due 5/29/2015

JPMorgan Chase & Co. 0.00% due 8/31/2015

JPMorgan Chase & Co. 2% per year payable annually only if index closes at or above initial level on review date for that year due 8/30/2019

JPMorgan Chase & Co. 7.6% per year, payable quarterly, if each component closes at or above barrier level on semiannual observation date due 8/31/2016

JPMorgan Chase & Co. 10% for first year; after that, five times spread of 30-year CMS rate over five-year CMS rate, subject to minimum of zero and maximum of 10% per year, multiplied by proportion of days on which index closes at or above index reference level; payable quarterly due 8/31/2028

JPMorgan Chase & Co. Year-over-year change in index plus 103 bps, floor of 1%; payable monthly due 2/29/2024

JPMorgan Chase & Co. 5.1% annualized, payable quarterly if index closes above initial level on quarterly review date due 8/31/2023

JPMorgan Chase & Co. 0.00% due 8/30/2019

JPMorgan Chase & Co. 0.00% due 9/4/2014

JPMorgan Chase & Co. 0.00% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 9/2/2014

JPMorgan Chase & Co. 0.00% due 8/31/2020

JPMorgan Chase & Co. 14% annualized for each quarter that Expedia stock closes at or above barrier price on review date for that interest period due 9/10/2014

JPMorgan Chase & Co. 12.9% annualized for each quarter that Ford stock closes at or above barrier price on review date for that interest period due 9/10/2014

JPMorgan Chase & Co. 15% annualized for each quarter that Tesoro stock closes at or above barrier price on review date for that interest period due 9/10/2014

JPMorgan Chase & Co. 0.00% due 9/4/2014

JPMorgan Chase & Co. Libor plus 105 bps multiplied by proportion of days on which Libor is 5.5% or less, subject to floor of zero; payable quarterly due 8/28/2018

JPMorgan Chase & Co. 3% (equivalent to 12% per year) payable quarterly if Barnes & Noble stock closes at or above barrier price on review date for that quarter due 9/10/2014

JPMorgan Chase & Co. 14% annualized for each quarter that McDermott stock closes at or above barrier price on review date for that interest period due 9/10/2014

JPMorgan Chase & Co. 6% annualized, payable quarterly if each component closes at or above interest barrier level on review date for that quarter due 8/25/2016

JPMorgan Chase & Co. 8% per year payable quarterly if each component closes at or above barrier level on observation date for that quarter due 8/28/2017

JPMorgan Chase & Co. 11.00% due 2/25/2014

JPMorgan Chase & Co. 7.45% per year multiplied by proportion of days on which index closes at or above 1,250 and six-month Libor is 6% or less; payable quarterly due 8/21/2028

JPMorgan Chase & Co. 10% due 2/24/2014

JPMorgan Chase & Co. 9% due 11/22/2013

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable for each quarter that Ford stock closes at or above barrier price on review date for that interest period due 9/4/2014

JPMorgan Chase & Co. 3.7% (equivalent to 14.8% per year) payable for each quarter that Tesoro stock closes at or above barrier price on review date for that interest period due 9/4/2014

JPMorgan Chase & Co. 6.00% due 11/21/2014

JPMorgan Chase & Co. 0.00% due 9/4/2014

JPMorgan Chase & Co. 2.15% (8.6% per year), payable quarterly if BlackRock stock closes at or above downside threshold level on determination date for that quarter due 8/19/2016

JPMorgan Chase & Co. 7.25% due 11/21/2014

JPMorgan Chase & Co. 10.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/23/2015

JPMorgan Chase & Co. 13.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/23/2015

JPMorgan Chase & Co. 6.25% per year, payable quarterly if index closes at or above trigger price that quarter due 9/4/2014

JPMorgan Chase & Co. 14% due 2/21/2014

JPMorgan Chase & Co. 14.50% due 2/21/2014

JPMorgan Chase & Co. 11% due 8/19/2014

JPMorgan Chase & Co. 15% due 2/21/2014

JPMorgan Chase & Co. 11% due 8/19/2014

JPMorgan Chase & Co. 13.50% due 2/21/2014

JPMorgan Chase & Co. 10.25% due 11/20/2013

JPMorgan Chase & Co. 15% due 2/21/2014

JPMorgan Chase & Co. 15.50% due 2/21/2014

JPMorgan Chase & Co. 9.50% due 8/19/2014

JPMorgan Chase & Co. 5.6625% (equivalent to 22.65% per year) payable for each quarter that Tesla Motors stock closes at or above barrier price on review date for that interest period due 9/4/2014

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Aug. 19, 2020, to 4.5% on Aug. 19, 2022, to 4.75% on Aug. 19, 2024, to 5% on Aug. 19, 2026 and to 7% on Aug. 19, 2027; payable semiannually due 8/19/2028

JPMorgan Chase & Co. 14.9% annualized for each quarter that Expedia stock closes at or above barrier price on review date for that interest period due 8/27/2014

JPMorgan Chase & Co. 14.4% annualized for each quarter that Tesoro stock closes at or above barrier price on review date for that interest period due 8/27/2014

JPMorgan Chase & Co. 0.00% due 8/13/2015

JPMorgan Chase & Co. 0.00% due 8/17/2015

JPMorgan Chase & Co. 0.00% due 8/27/2014

JPMorgan Chase & Co. 0.00% due 8/15/2014

JPMorgan Chase & Co. 2.1625% (8.65% per year), payable quarterly if Starbucks stock closes at or above downside threshold level on determination date for that quarter due 8/12/2016

JPMorgan Chase & Co. 0.00% due 8/20/2014

JPMorgan Chase & Co. 3% (equivalent to 12% per year) payable for each quarter that MGM Resorts stock closes at or above barrier price on review date for that interest period due 8/27/2014

JPMorgan Chase & Co. 0.00% due 8/10/2015

JPMorgan Chase & Co. 12.5% annualized for each quarter that eBay stock closes at or above barrier price on review date for that interest period due 8/20/2014

JPMorgan Chase & Co. 13% annualized for each quarter that Michael Kors stock closes at or above barrier price on review date for that interest period due 8/20/2014

JPMorgan Chase & Co. 0.00% due 8/8/2014

JPMorgan Chase & Co. 0.00% due 8/14/2014

JPMorgan Chase & Co. Libor plus 170 bps for each day that Libor is 6% or less, subject to minimum rate of zero; payable quarterly due 8/7/2023

JPMorgan Chase & Co. 0.00% due 8/13/2014

JPMorgan Chase & Co. 0.00% due 8/20/2014

JPMorgan Chase & Co. 0.00% due 8/6/2018

JPMorgan Chase & Co. 3% initially, stepping up to 4.5% on Aug. 5, 2020 and to 5.75% on Aug. 5, 2024; payable semiannually due 8/5/2028

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 2.5875% (10.35% per year), payable quarterly if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 8/5/2014

JPMorgan Chase & Co. 0.00% due 8/3/2017

JPMorgan Chase & Co. 0.00% due 8/6/2018

JPMorgan Chase & Co. 7% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 8/2/2016

JPMorgan Chase & Co. 2% initially; beginning Aug. 2, 2014, Libor plus 110 bps, up to a maximum rate of 7%; payable quarterly due 8/2/2023

JPMorgan Chase & Co. 8.30% due 7/31/2014

JPMorgan Chase & Co. 8.15% due 7/31/2014

JPMorgan Chase & Co. 10.06% due 7/31/2014

JPMorgan Chase & Co. 9.38% due 7/31/2014

JPMorgan Chase & Co. 9.75% due 1/31/2014

JPMorgan Chase & Co. 9.71% due 1/31/2014

JPMorgan Chase & Co. 0.00% due 8/1/2014

JPMorgan Chase & Co. 15.75% due 2/3/2014

JPMorgan Chase & Co. 19% due 2/3/2014

JPMorgan Chase & Co. 16.50% due 2/3/2014

JPMorgan Chase & Co. 15.25% due 2/3/2014

JPMorgan Chase & Co. 14% due 11/1/2013

JPMorgan Chase & Co. 15% due 11/1/2013

JPMorgan Chase & Co. 10.25% due 7/30/2014

JPMorgan Chase & Co. 0.00% due 7/29/2016

JPMorgan Chase & Co. 3.25% (equivalent to 13% per year) payable for each quarter that Michael Kors stock closes at or above barrier price on review date for that interest period due 8/13/2014

JPMorgan Chase & Co. 4.2875% (equivalent to 17.15% per year) payable for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 8/13/2014

JPMorgan Chase & Co. 8.00% due 7/31/2014

JPMorgan Chase & Co. 7.00% due 7/31/2014

JPMorgan Chase & Co. 6.50% due 7/31/2014

JPMorgan Chase & Co. 0.00% due 7/31/2015

JPMorgan Chase & Co. 0.000% due 1/30/2015

JPMorgan Chase & Co. 0.00% due 1/30/2015

JPMorgan Chase & Co. 0.000% due 1/30/2015

JPMorgan Chase & Co. 0.000% due 7/31/2015

JPMorgan Chase & Co. 2.25% in years one through four, 2.5% in year five, 4% in year six, 5% in year seven, 6% in the first half of year eight and 7% in the last half of year eight; payable semiannually due 1/31/2021

JPMorgan Chase & Co. 0.00% due 8/13/2014

JPMorgan Chase & Co. 1.25% per year payable annually only if index closes at or above initial level on review date for that year due 7/31/2019

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 4.5% annualized, payable quarterly, if index closes above initial level on quarterly review date due 7/31/2023

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 0.00% due 7/31/2019

JPMorgan Chase & Co. 0.00% due 8/13/2014

JPMorgan Chase & Co. 0.00% due 10/31/2014

JPMorgan Chase & Co. 2% in years one through three, 2.25% in year four, 3% in year five, 5% in year six, 6% in year seven and 7% in year eight; payable semiannually due 1/30/2021

JPMorgan Chase & Co. 0.00% due 7/30/2015

JPMorgan Chase & Co. 22.10% due 10/30/2013

JPMorgan Chase & Co. 9.75% due 1/30/2014

JPMorgan Chase & Co. 2.825% (equivalent to 11.3% per year) payable for each quarter that Broadcom stock closes at or above barrier price on review date for that interest period due 8/13/2014

JPMorgan Chase & Co. 15.25% per year, payable quarterly if J.C. Penney stock at or above trigger price that quarter due 7/28/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 11/21/2014

JPMorgan Chase & Co. 9.40% due 10/28/2013

JPMorgan Chase & Co. 5.25% due 7/28/2015

JPMorgan Chase & Co. 9.50% due 10/25/2013

JPMorgan Chase & Co. 16.1% annualized for each quarter that Coach stock closes at or above barrier price on review date for that interest period due 8/6/2014

JPMorgan Chase & Co. 0.00% due 7/25/2016

JPMorgan Chase & Co. 0.00% due 8/6/2014

JPMorgan Chase & Co. 7% for the first year; after that, 4 times the spread of the 30-year CMS rate over five-year CMS rate minus 25 bps, subject to maximum rate of 7% and floor of 0%; payable quarterly due 7/24/2023

JPMorgan Chase & Co. Libor plus 100 bps for each day that Libor is 5.75% or less, subject to minimum rate of zero; payable quarterly due 7/24/2018

JPMorgan Chase & Co. 18% due 1/24/2014

JPMorgan Chase & Co. 9% due 10/22/2013

JPMorgan Chase & Co. 5.50% due 1/23/2015

JPMorgan Chase & Co. 7.05% for each day that index closes at or above strike level and six-month Libor is 6% or less; payable quarterly due 7/10/2028

JPMorgan Chase & Co. 7.75% due 7/18/2014

JPMorgan Chase & Co. 16.25% due 10/21/2013

JPMorgan Chase & Co. 18.75% due 10/21/2013

JPMorgan Chase & Co. 20% due 1/22/2014

JPMorgan Chase & Co. 9.75% due 7/18/2014

JPMorgan Chase & Co. 11.25% due 1/22/2014

JPMorgan Chase & Co. 12% due 7/18/2014

JPMorgan Chase & Co. 9% due 7/18/2014

JPMorgan Chase & Co. 18% due 1/22/2014

JPMorgan Chase & Co. 19% due 10/21/2013

JPMorgan Chase & Co. 20% due 1/22/2014

JPMorgan Chase & Co. 12.25% due 1/22/2014

JPMorgan Chase & Co. 10.75% due 7/18/2014

JPMorgan Chase & Co. 2.2% (8.8% per year), payable quarterly if Ford stock closes at or above downside threshold level on determination date for that quarter due 7/18/2016

JPMorgan Chase & Co. 2.175% (8.7% per year), payable quarterly if Lowe's stock closes at or above downside threshold level on determination date for that quarter due 7/18/2016

JPMorgan Chase & Co. 17.06% annualized for each quarter that Coach stock closes at or above barrier price on review date for that interest period due 7/30/2014

JPMorgan Chase & Co. 17.9% annualized for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 7/30/2014

JPMorgan Chase & Co. 11.5% annualized for each quarter that Schlumberger stock closes at or above barrier price on review date for that interest period due 7/30/2014

JPMorgan Chase & Co. 11.1% annualized for each quarter that Sears stock closes at or above barrier price on review date for that interest period due 7/30/2014

JPMorgan Chase & Co. 0.00% due 7/16/2015

JPMorgan Chase & Co. 0.00% due 2/18/2015

JPMorgan Chase & Co. 0.00% due 7/30/2014

JPMorgan Chase & Co. 0.00% due 7/18/2014

JPMorgan Chase & Co. 0.00% due 7/24/2014

JPMorgan Chase & Co. 0.00% due 1/15/2015

JPMorgan Chase & Co. 7.5% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 1/12/2015

JPMorgan Chase & Co. 7% due 7/14/2014

JPMorgan Chase & Co. 9.30% due 10/15/2013

JPMorgan Chase & Co. 0.00% due 7/11/2019

JPMorgan Chase & Co. 9.40% due 10/10/2013

JPMorgan Chase & Co. 7% for each day that index closes at or above reference level and six-month Libor is 6% or less; payable quarterly due 7/10/2028

JPMorgan Chase & Co. 0.00% due 7/16/2014

JPMorgan Chase & Co. 9.40% due 10/8/2013

JPMorgan Chase & Co. 7% annualized, payable quarterly if each index closes at or above interest barrier level on review date for that quarter due 7/8/2016

JPMorgan Chase & Co. 0.00% due 7/23/2014

JPMorgan Chase & Co. 8% per year, payable quarterly if index closes at or above coupon barrier on observation date for that quarter due 1/8/2015

JPMorgan Chase & Co. 5% per year, payable quarterly if index closes at or above coupon barrier on observation date for that quarter due 1/8/2015

JPMorgan Chase & Co. 0.00% due 7/7/2017

JPMorgan Chase & Co. 4.5% (equivalent to 18% per year) payable for each quarter that Coach stock closes at or above barrier price on review date for that interest period due 7/16/2014

JPMorgan Chase & Co. 3.125% (equivalent to 12.5% per year) payable for each quarter that NIKE stock closes at or above barrier price on review date for that interest period due 7/16/2014

JPMorgan Chase & Co. 5.5375% (equivalent to 22.15% per year) payable for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 7/16/2014

JPMorgan Chase & Co. 0.00% due 7/2/2015

JPMorgan Chase & Co. 0.00% due 7/16/2014

JPMorgan Chase & Co. 2.875% (11.5% per year), payable quarterly if General Motors stock closes at or above downside threshold level on determination date for that quarter due 7/1/2016

JPMorgan Chase & Co. 0.00% due 7/2/2015

JPMorgan Chase & Co. 0.00% due 1/2/2015

JPMorgan Chase & Co. 6.65% per year multiplied by proportion of days on which index closes at or above index reference level and six-month Libor is 6% or less; payable quarterly due 7/3/2028

JPMorgan Chase & Co. 0.00% due 7/3/2019

JPMorgan Chase & Co. 20.75%, payable quarterly if each stock closes at or above barrier price on review date for that quarter; Barrier/trigger level: 75% of initial price due 7/1/2015

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 7.1% annualized, payable quarterly if each index closes at or above interest barrier level on review date for that interest period; otherwise, no coupon will be paid for that interest period due 6/30/2028

JPMorgan Chase & Co. 0.00% due 7/3/2014

JPMorgan Chase & Co. 19.50% due 10/1/2013

JPMorgan Chase & Co. 10.75% due 6/27/2014

JPMorgan Chase & Co. 11% due 6/27/2014

JPMorgan Chase & Co. 12% due 6/27/2014

JPMorgan Chase & Co. 9.40% due 10/1/2013

JPMorgan Chase & Co. 21% due 10/1/2013

JPMorgan Chase & Co. 20% due 10/1/2013

JPMorgan Chase & Co. 18.75% due 12/31/2013

JPMorgan Chase & Co. 12.50% due 12/31/2013

JPMorgan Chase & Co. 15.25% due 12/31/2013

JPMorgan Chase & Co. 18.00% due 12/31/2013

JPMorgan Chase & Co. 12.00% due 12/31/2013

JPMorgan Chase & Co. 8.25% due 6/30/2014

JPMorgan Chase & Co. 9.50% due 6/30/2014

JPMorgan Chase & Co. 13.00% due 6/30/2014

JPMorgan Chase & Co. 8.00% due 12/31/2014

JPMorgan Chase & Co. 12.00% due 6/30/2014

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 0.00% due 4/30/2015

JPMorgan Chase & Co. 0.00% due 6/30/2015

JPMorgan Chase & Co. 0.00% due 7/15/2014

JPMorgan Chase & Co. 9% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 6/30/2016

JPMorgan Chase & Co. 3% per year payable annually only if index closes at or above initial level on review date for that year due 6/30/2020

JPMorgan Chase & Co. 4.82% per year payable quarterly only if index level on review date for that quarter is greater than or equal to initial level due 6/30/2023

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 8.50% due 9/30/2014

JPMorgan Chase & Co. 6.50% due 12/31/2014

JPMorgan Chase & Co. 10.00% due 6/27/2014

JPMorgan Chase & Co. 9% due 9/27/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 1%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; payable annually beginning June 30, 2014 due 6/30/2020

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; payable annually beginning June 30, 2014 due 6/30/2020

JPMorgan Chase & Co. 13.3% annualized for each quarter that Bank of America stock closes at or above barrier price on review date for that interest period due 7/9/2014

JPMorgan Chase & Co. 16.7% annualized for each quarter that Coach stock closes at or above barrier price on review date for that interest period due 7/9/2014

JPMorgan Chase & Co. 11.5% annualized for each quarter that Nike stock closes at or above barrier price on review date for that interest period due 7/9/2014

JPMorgan Chase & Co. 12.1% annualized for each quarter that Schlumberger stock closes at or above barrier price on review date for that interest period due 7/9/2014

JPMorgan Chase & Co. 7.5% annualized, payable semiannually if each index closes at or above trigger level on review date for that interest period; otherwise, no coupon will be paid for that interest period due 6/28/2016

JPMorgan Chase & Co. 0.00% due 7/24/2014

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 0.00% due 3/28/2016

JPMorgan Chase & Co. 0.00% due 9/25/2014

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. Libor plus 100 bps, floor of 1% per year; payable quarterly due 6/21/2023

JPMorgan Chase & Co. 0.00% due 6/25/2015

JPMorgan Chase & Co. 0.00% due 7/9/2014

JPMorgan Chase & Co. 3.5% in years one through seven, 4% in years eight through 11, 4.5% in years 12 and 13 and 5% in years 14 and 15; payable semiannually due 6/21/2028

JPMorgan Chase & Co. Five-year CMS rate plus 15 bps, capped at 7.5% and floor of zero; payable quarterly due 6/21/2023

JPMorgan Chase & Co. Libor plus 95 bps, subject to minimum interest rate of 0.95% per year; payable quarterly due 6/21/2023

JPMorgan Chase & Co. Libor plus 115 bps, subject to minimum interest rate of zero and maximum interest rate of 7.5% per year; payable quarterly due 6/21/2023

JPMorgan Chase & Co. 0.00% due 9/22/2015

JPMorgan Chase & Co. 14% annualized for each quarter that Bank of America stock closes at or above barrier price on review date for that interest period due 7/2/2014

JPMorgan Chase & Co. 12% annualized for each quarter that Nike stock closes at or above barrier price on review date for that interest period due 7/2/2014

JPMorgan Chase & Co. 2% initially, stepping up to 2.5% on June 19, 2018, to 3% on Dec. 19, 2018, to 4% on June 19, 2019 and to 6% on Dec. 19, 2019; payable semiannually due 6/19/2020

JPMorgan Chase & Co. 2.5% per year if index closes at or above initial level on any annual review date; otherwise, no coupon for that period due 6/19/2018

JPMorgan Chase & Co. 0.00% due 8/5/2015

JPMorgan Chase & Co. 0.00% due 6/20/2014

JPMorgan Chase & Co. 7.65% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 6/19/2015

JPMorgan Chase & Co. Libor plus 115 bps, subject to minimum interest rate of zero and maximum interest rate of 7.5% per year; payable quarterly due 6/19/2023

JPMorgan Chase & Co. 0.00% due 6/19/2015

JPMorgan Chase & Co. 0.00% due 6/20/2018

JPMorgan Chase & Co. 0.00% due 7/2/2014

JPMorgan Chase & Co. 15.50% due 9/19/2013

JPMorgan Chase & Co. 14.50% due 12/19/2013

JPMorgan Chase & Co. 12% due 12/19/2013

JPMorgan Chase & Co. 18.50% due 9/19/2013

JPMorgan Chase & Co. 11.50% due 12/19/2013

JPMorgan Chase & Co. 9.35% due 9/19/2013

JPMorgan Chase & Co. 10% due 6/18/2014

JPMorgan Chase & Co. 25% due 9/19/2013

JPMorgan Chase & Co. 15% due 12/19/2013

JPMorgan Chase & Co. 11.50% due 6/18/2014

JPMorgan Chase & Co. 19.50% due 9/19/2013

JPMorgan Chase & Co. 19% due 12/19/2013

JPMorgan Chase & Co. 14.50% due 12/19/2013

JPMorgan Chase & Co. 12.50% due 6/19/2014

JPMorgan Chase & Co. 0% due 6/18/2015

JPMorgan Chase & Co. 0.00% due 6/17/2015

JPMorgan Chase & Co. 15.50% due 9/18/2013

JPMorgan Chase & Co. 12.45% due 12/18/2013

JPMorgan Chase & Co. 8.7% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 6/17/2016

JPMorgan Chase & Co. 1.8667% per quarter due 8/14/2014

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on June 14, 2018, to 4% on June 14, 2022, to 5% on June 14, 2024, to 6% on June 14, 2026 and to 7% on June 14, 2027; payable semiannually due 6/14/2028

JPMorgan Chase & Co. 18.6% annualized for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 6/25/2014

JPMorgan Chase & Co. 9.1% annualized, payable quarterly if each underlying component closes at or above interest barrier on review date for that interest period; otherwise, no coupon will be paid for that interest period due 6/11/2015

JPMorgan Chase & Co. 3.5% initially, stepping up to 4% on June 12, 2023, to 4.25% on June 12, 2025, to 4.25% on June 12, 2025, to 4.5% on June 12, 2027, to 5% on June 12, 2029, to 6% on June 12, 2031 and to 7% on June 12, 2032; payable semiannually due 6/12/2033

JPMorgan Chase & Co. 0.00% due 6/25/2014

JPMorgan Chase & Co. 0.00% due 6/13/2014

JPMorgan Chase & Co. 0.00% due 6/19/2014

JPMorgan Chase & Co. 0.00% due 12/11/2014

JPMorgan Chase & Co. 0.00% due 6/25/2014

JPMorgan Chase & Co. 10.00% due 6/10/2014

JPMorgan Chase & Co. 0.00% due 6/8/2015

JPMorgan Chase & Co. 13.08% annualized for each quarter that Bank of America stock closes at or above barrier price on review date for that interest period due 6/18/2014

JPMorgan Chase & Co. 21.33% annualized for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 6/18/2014

JPMorgan Chase & Co. 0.00% due 2/4/2015

JPMorgan Chase & Co. 0.00% due 7/3/2014

JPMorgan Chase & Co. 0.00% due 6/18/2014

JPMorgan Chase & Co. 0.00% due 6/3/2015

JPMorgan Chase & Co. 0.00% due 12/3/2014

JPMorgan Chase & Co. 5.30% due 9/4/2014

JPMorgan Chase & Co. 9.10% due 12/3/2014

JPMorgan Chase & Co. 0.000% due 2/17/2015

JPMorgan Chase & Co. 9.40% due 9/5/2013

JPMorgan Chase & Co. 4.45% (equivalent to 17.8% per year) payable for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 6/18/2014

JPMorgan Chase & Co. 0.00% due 6/5/2014

JPMorgan Chase & Co. 6.00% due 5/30/2014

JPMorgan Chase & Co. 7.00% due 5/30/2014

JPMorgan Chase & Co. 7.25% due 8/29/2014

JPMorgan Chase & Co. 11.00% due 5/30/2014

JPMorgan Chase & Co. 6.50% due 8/29/2014

JPMorgan Chase & Co. 6.00% due 8/29/2014

JPMorgan Chase & Co. 7.5% per year if each component closes at or above barrier level on review date, payable quarterly due 5/31/2018

JPMorgan Chase & Co. 8.1% annualized, payable quarterly if each underlying component closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/31/2018

JPMorgan Chase & Co. 0.00% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 5/29/2015

JPMorgan Chase & Co. 0.00% due 11/28/2014

JPMorgan Chase & Co. 8% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 5/31/2016

JPMorgan Chase & Co. 1.5%, only if index level on any annual interest review date is greater than or equal to initial level; otherwise, no interest paid for that interest period; payable annually due 5/29/2020

JPMorgan Chase & Co. 7.00% due 3/10/2014

JPMorgan Chase & Co. 3.35% per year, only if index level on any quarterly interest review date is greater than or equal to initial level; otherwise, no interest paid for that interest period; payable quarterly due 5/31/2023

JPMorgan Chase & Co. 0.00% due 8/29/2014

JPMorgan Chase & Co. 15.50% due 9/3/2013

JPMorgan Chase & Co. 14.25% due 9/3/2013

JPMorgan Chase & Co. 24% due 9/3/2013

JPMorgan Chase & Co. 19.25% due 12/4/2013

JPMorgan Chase & Co. 11.50% due 12/4/2013

JPMorgan Chase & Co. 10.50% due 5/30/2014

JPMorgan Chase & Co. 10.25% due 5/30/2014

JPMorgan Chase & Co. 15.25% due 12/4/2013

JPMorgan Chase & Co. 10.50% due 5/30/2014

JPMorgan Chase & Co. 17.50% due 12/4/2013

JPMorgan Chase & Co. 16% due 12/4/2013

JPMorgan Chase & Co. 0.00% due 12/2/2014

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of zero; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; payable annually beginning May 30, 2014 due 5/29/2020

JPMorgan Chase & Co. 4.6925% (equivalent to 18.77% per year) payable for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 6/11/2014

JPMorgan Chase & Co. 3.25% initially, stepping up to 33.5% on May 30, 2020, to 3.75% on May 30, 2023, to 4% on May 30, 2025 and to 5% on May 30, 2027; payable semiannually due 5/30/2028

JPMorgan Chase & Co. 0.00% due 6/11/2014

JPMorgan Chase & Co. 0.00% due 6/5/2014

JPMorgan Chase & Co. 0.00% due 6/11/2014

JPMorgan Chase & Co. 8% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 5/31/2016

JPMorgan Chase & Co. 1.125% initially; beginning June 4, 2014, Libor plus 50 bps, subject to minimum rate of 0.5% per year and maximum rate of 3.75% per year; payable quarterly due 6/4/2018

JPMorgan Chase & Co. 5.00% due 5/29/2015

JPMorgan Chase & Co. 6.25% annualized for each quarter that both indexes close at or above 65% barrier level for that quarter due 5/29/2014

JPMorgan Chase & Co. 0.00% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 8/28/2014

JPMorgan Chase & Co. 4% (equivalent to 16% per year) payable for each quarter that PulteGroup stock closes at or above barrier price on review date for that interest period due 6/11/2014

JPMorgan Chase & Co. 15% due 8/27/2013

JPMorgan Chase & Co. 15.90% due 11/27/2013

JPMorgan Chase & Co. 6.10% due 8/27/2013

JPMorgan Chase & Co. 0.00% due 9/4/2014

JPMorgan Chase & Co. 7.00% due 5/27/2014

JPMorgan Chase & Co. 0.00% due 5/30/2014

JPMorgan Chase & Co. 8%, annualized and payable quarterly if each component closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period; payable quarterly due 5/24/2018

JPMorgan Chase & Co. 0.00% due 11/26/2014

JPMorgan Chase & Co. 3.35% (equivalent to 13.4% per year), payable quarterly if each stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/26/2015

JPMorgan Chase & Co. 0.000% due 7/22/2014

JPMorgan Chase & Co. 2.25% initially; beginning May 2014, Libor plus 100 bps, capped at 6%; payable quarterly due 5/23/2023

JPMorgan Chase & Co. 11.4% per year, payable quarterly if Amazon.com stock at or above trigger price that quarter due 6/4/2014

JPMorgan Chase & Co. 10.9% per year, payable quarterly if Ford stock at or above trigger price that quarter due 6/4/2014

JPMorgan Chase & Co. 18% per year, payable quarterly if Valeant stock at or above trigger price that quarter due 6/4/2014

JPMorgan Chase & Co. 10.50% due 5/21/2014

JPMorgan Chase & Co. 0.00% due 6/4/2014

JPMorgan Chase & Co. 0.00% due 5/23/2014

JPMorgan Chase & Co. 4.90% due 11/20/2014

JPMorgan Chase & Co. 5.00% due 5/23/2016

JPMorgan Chase & Co. 0.00% due 5/20/2015

JPMorgan Chase & Co. 0.00% due 6/19/2014

JPMorgan Chase & Co. 0.00% due 5/18/2017

JPMorgan Chase & Co. 5.00% due 9/25/2013

JPMorgan Chase & Co. 5.00% due 8/22/2013

JPMorgan Chase & Co. 11.6% per year if each stock closes at or above interest barrier on review date, payable quarterly due 6/4/2014

JPMorgan Chase & Co. 12.6% per year if each stock closes at or above interest barrier on review date, payable quarterly due 6/4/2014

JPMorgan Chase & Co. 7.5% for the first year; after that, 2.25 times the spread of the 30-year CMS rate over two-year CMS rate minus 50 bps, subject to maximum rate of 10% and floor of 0%; payable quarterly due 5/17/2028

JPMorgan Chase & Co. 5.00% due 9/25/2013

JPMorgan Chase & Co. 5.00% due 7/22/2013

JPMorgan Chase & Co. 0.00% due 2/16/2016

JPMorgan Chase & Co. 14.25% due 8/16/2013

JPMorgan Chase & Co. 13% due 8/16/2013

JPMorgan Chase & Co. 21.25% due 8/16/2013

JPMorgan Chase & Co. 18.75% due 11/18/2013

JPMorgan Chase & Co. 11.50% due 11/18/2013

JPMorgan Chase & Co. 16.25% due 11/18/2013

JPMorgan Chase & Co. 11% due 11/18/2013

JPMorgan Chase & Co. 18.25% due 11/18/2013

JPMorgan Chase & Co. 16.25% due 11/18/2013

JPMorgan Chase & Co. 11.88% per year, payable quarterly if Amazon.com stock at or above trigger price that quarter due 5/29/2014

JPMorgan Chase & Co. 11.86% per year, payable quarterly if Ford Motor stock at or above trigger price that quarter due 5/29/2014

JPMorgan Chase & Co. 0.00% due 5/16/2014

JPMorgan Chase & Co. 2% for first year; after that, Libor plus 100 bps, subject to minimum rate of 1% per year and maximum rate of 5% per year; payable quarterly due 5/15/2023

JPMorgan Chase & Co. 0.00% due 5/22/2014

JPMorgan Chase & Co. 1.375% initially, stepping up to 3% on May 15, 2018, to 4% on May 15, 2019 and to 5% on Nov. 15, 2019; payable semiannually due 5/15/2020

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on May 15, 2020, to 4% on May 15, 2025 and to 5% on May 15, 2027; payable semiannually due 5/15/2028

JPMorgan Chase & Co. 11.25% due 5/15/2014

JPMorgan Chase & Co. 2.85% (equivalent to 11.4% per year), payable quarterly if Monster Beverage stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/29/2014

JPMorgan Chase & Co. 2.75% (equivalent to 11% per year), payable quarterly if Valeant stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/29/2014

JPMorgan Chase & Co. 2.5625% (equivalent to 10.25% per year), payable quarterly if Abercrombie & Fitch stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/29/2014

JPMorgan Chase & Co. 10% per year, payable quarterly if Goodyear stock at or above trigger price that quarter due 5/29/2014

JPMorgan Chase & Co. 3.325% (equivalent to 13.3% per year), payable quarterly if Ford stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/21/2014

JPMorgan Chase & Co. 3.15% (equivalent to 12.6% per year), payable quarterly if Occidental Petroleum stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/21/2014

JPMorgan Chase & Co. 3.0625% (equivalent to 12.25% per year), payable quarterly if Wynn Resorts stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 5/21/2014

JPMorgan Chase & Co. 0.00% due 5/21/2014

JPMorgan Chase & Co. 0.00% due 7/10/2014

JPMorgan Chase & Co. 0.00% due 5/9/2014

JPMorgan Chase & Co. 10.05% per year, payable quarterly if Foster Wheeler stock at or above trigger price that quarter due 5/21/2014

JPMorgan Chase & Co. 11.5% per year, payable quarterly if McDermott International stock at or above trigger price that quarter due 5/21/2014

JPMorgan Chase & Co. 6.00% due 5/5/2014

JPMorgan Chase & Co. 3.5% quarterly payment if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 5/2/2014

JPMorgan Chase & Co. Libor plus 105 bps, subject to minimum interest rate of zero and maximum interest rate of 7.5% per year; payable quarterly due 5/3/2023

JPMorgan Chase & Co. 15.9% per year, payable quarterly if Apple stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 10% per year, payable quarterly if General Electric stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 14.5% per year, payable quarterly if General Motors stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 11.5% per year, payable quarterly if Occidental Petroleum stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 13.35% per year, payable quarterly if Wynn Resorts stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 0.00% due 5/2/2014

JPMorgan Chase & Co. 0.00% due 11/1/2013

JPMorgan Chase & Co. 0.5% per year, only if index level on any annual interest review date is greater than or equal to initial level; otherwise, no interest paid for that interest period; payable annually due 4/30/2019

JPMorgan Chase & Co. 16% due 10/31/2013

JPMorgan Chase & Co. 8.50% due 4/29/2014

JPMorgan Chase & Co. 11% due 10/31/2013

JPMorgan Chase & Co. 20% due 7/31/2013

JPMorgan Chase & Co. 10.50% due 4/29/2014

JPMorgan Chase & Co. 19% due 7/31/2013

JPMorgan Chase & Co. 12.75% due 10/31/2013

JPMorgan Chase & Co. 18% due 10/31/2013

JPMorgan Chase & Co. 0.00% due 4/29/2016

JPMorgan Chase & Co. 6.50% due 4/30/2014

JPMorgan Chase & Co. 9.50% due 4/30/2014

JPMorgan Chase & Co. 6.00% due 7/31/2014

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on April 30, 2018, to 4% on April 30, 2024 and to 5% on April 30, 2027; payable semiannually due 4/30/2028

JPMorgan Chase & Co. 0.00% due 10/31/2014

JPMorgan Chase & Co. 0.00% due 4/30/2015

JPMorgan Chase & Co. 7.75% for the first year; after that, four times the spread of the 30-year Constant Maturity Swap rate over the five-year CMS rate minus 50 bps, subject to maximum rate of 7.75% and floor of zero; payable quarterly due 4/30/2028

JPMorgan Chase & Co. 3% per year if the index closes at or above the initial level on any quarterly review date; payable quarterly due 4/28/2023

JPMorgan Chase & Co. 0.00% due 10/31/2018

JPMorgan Chase & Co. 0.00% due 1/29/2015

JPMorgan Chase & Co. 0.00% due 5/7/2014

JPMorgan Chase & Co. 0.00% due 7/31/2014

JPMorgan Chase & Co. 1.25% initially, stepping up to 2% on April 30, 2016, to 2.5% on April 30, 2018 and to 4% on April 30, 2019; payable semiannually due 4/30/2020

JPMorgan Chase & Co. 1.25% initially, stepping up to 2% on April 30, 2016, to 2.5% on April 30, 2018, to 3.5% on April 30, 2019 and to 4.25% on April 30, 2020; payable semiannually due 10/30/2020

JPMorgan Chase & Co. 8% per year, payable quarterly if index closes at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 9% per year, payable quarterly if Men's Wearhouse stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 12.85% per year, payable quarterly if Occidental Petroleum stock at or above trigger price that quarter due 5/14/2014

JPMorgan Chase & Co. 6.00% due 10/29/2014

JPMorgan Chase & Co. 0.00% due 4/28/2016

JPMorgan Chase & Co. 9% per year if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 4/28/2016

JPMorgan Chase & Co. 10.25% due 10/29/2013

JPMorgan Chase & Co. 8.15% due 4/28/2014

JPMorgan Chase & Co. 20% due 7/29/2013

JPMorgan Chase & Co. 7.50% due 10/29/2013

JPMorgan Chase & Co. 2% for first year; after that, Libor plus 100 bps, subject to minimum rate of 1% per year and maximum rate of 6% per year; payable quarterly due 4/26/2023

JPMorgan Chase & Co. 5.25% due 4/27/2015

JPMorgan Chase & Co. 12.1% per year, payable quarterly if General Motors stock at or above trigger price that quarter due 5/7/2014

JPMorgan Chase & Co. 14.05% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 5/7/2014

JPMorgan Chase & Co. 12.1% per year, payable quarterly if Wynn Resorts stock at or above trigger price that quarter due 5/7/2014

JPMorgan Chase & Co. 6.75% due 4/24/2014

JPMorgan Chase & Co. 0% due 5/7/2014

JPMorgan Chase & Co. 8% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 4/22/2016

JPMorgan Chase & Co. 7% for the first two years; after that, four times the spread of the 30-year Constant Maturity Swap rate over the five-year CMS rate for each day that the index closes at or above 75% barrier level, subject to maximum rate of 7% and floor of zero; payable quarterly due 4/30/2028

JPMorgan Chase & Co. 0.00% due 9/22/2014

JPMorgan Chase & Co. 0.00% due 5/1/2014

JPMorgan Chase & Co. 5.00% due 10/27/2014

JPMorgan Chase & Co. 0.00% due 7/23/2014

JPMorgan Chase & Co. 0.00% due 8/6/2014

JPMorgan Chase & Co. 0.00% due 4/22/2015

JPMorgan Chase & Co. 0.00% due 5/23/2014

JPMorgan Chase & Co. 9.40% due 7/19/2013

JPMorgan Chase & Co. 13.35% per year, payable quarterly if General Motors stock at or above trigger price that quarter due 4/30/2014

JPMorgan Chase & Co. 18.6% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 4/30/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 10/22/2014

JPMorgan Chase & Co. 0.00% due 4/16/2015

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 4/21/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 7.50% due 4/16/2014

JPMorgan Chase & Co. 8.50% due 4/16/2014

JPMorgan Chase & Co. 21% due 7/17/2013

JPMorgan Chase & Co. 11% due 4/16/2014

JPMorgan Chase & Co. 0.00% due 10/15/2014

JPMorgan Chase & Co. 9.00% due 4/15/2014

JPMorgan Chase & Co. 2.1875% (equivalent to 8.75% per year), payable quarterly if General Motors stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 4/30/2014

JPMorgan Chase & Co. 3% (equivalent to 12% per year), payable quarterly if Lennar stock closes at or above barrier price on review date for that interest period; otherwise, no coupon will be paid for that interest period due 4/30/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 4/25/2014

JPMorgan Chase & Co. 0.00% due 10/14/2014

JPMorgan Chase & Co. 9.30% due 7/11/2013

JPMorgan Chase & Co. 8.00% due 4/11/2014

JPMorgan Chase & Co. 9.88% due 4/11/2014

JPMorgan Chase & Co. 7.00% due 4/11/2014

JPMorgan Chase & Co. 6.95% due 4/11/2014

JPMorgan Chase & Co. 15.25% per year, payable quarterly if Bank of America stock at or above trigger price that quarter due 4/23/2014

JPMorgan Chase & Co. 13.1% per year, payable quarterly if eBay stock at or above trigger price that quarter due 4/23/2014

JPMorgan Chase & Co. 10.00% due 10/9/2014

JPMorgan Chase & Co. 0% due 4/25/2014

JPMorgan Chase & Co. 0% due 4/23/2014

JPMorgan Chase & Co. 0% due 10/9/2014

JPMorgan Chase & Co. 0.00% due 4/23/2014

JPMorgan Chase & Co. 0.00% due 4/22/2014

JPMorgan Chase & Co. 0.00% due 4/23/2014

JPMorgan Chase & Co. 0.00% due 4/14/2014

JPMorgan Chase & Co. 0.00% due 4/16/2014

JPMorgan Chase & Co. 0.00% due 10/7/2016

JPMorgan Chase & Co. 0.00% due 4/9/2015

JPMorgan Chase & Co. 0.00% due 10/7/2016

JPMorgan Chase & Co. 8.75% due 4/9/2014

JPMorgan Chase & Co. 6.50% due 4/9/2014

JPMorgan Chase & Co. 0.00% due 11/20/2014

JPMorgan Chase & Co. 25% per year, payable quarterly, if the closing price of Vivus shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 4/4/2014

JPMorgan Chase & Co. 0.00% due 4/7/2015

JPMorgan Chase & Co. 14.9% per year, payable quarterly if Bank of America stock at or above trigger price that quarter due 4/16/2014

JPMorgan Chase & Co. 15.1% per year, payable quarterly if eBay stock at or above trigger price that quarter due 4/16/2014

JPMorgan Chase & Co. 16.7% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 4/16/2014

JPMorgan Chase & Co. 7.8% per year if each index closes at or above trigger level on review date, payable quarterly due 10/5/2015

JPMorgan Chase & Co. 0% due 4/16/2014

JPMorgan Chase & Co. 0.00% due 5/1/2014

JPMorgan Chase & Co. 0.00% due 4/16/2014

JPMorgan Chase & Co. 7.00% due 3/10/2014

JPMorgan Chase & Co. 0.00% due 5/1/2014

JPMorgan Chase & Co. 7.50% due 3/26/2014

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 0.00% due 4/1/2015

JPMorgan Chase & Co. 7% for the first year; after that, four times the spread of the 30-year CMS rate over five-year CMS rate for each day index closes at or above 660, subject to maximum rate of 7% and floor of zero; payable quarterly due 3/28/2028

JPMorgan Chase & Co. 0.00% due 3/29/2019

JPMorgan Chase & Co. 7.5% per year if each index closes at or above trigger level on review date, payable quarterly due 3/31/2015

JPMorgan Chase & Co. 6.50% due 3/31/2014

JPMorgan Chase & Co. 8.50% due 3/31/2014

JPMorgan Chase & Co. 5.50% due 3/31/2014

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 0% due 9/30/2014

JPMorgan Chase & Co. 0% due 3/31/2015

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 8.5% per year if Apple shares close at or above barrier level on observation date for quarter; payable quarterly due 3/30/2015

JPMorgan Chase & Co. 8.5% per year if each component closes at or above barrier level on observation date for quarter; payable quarterly due 3/28/2016

JPMorgan Chase & Co. 0.75% per year, only if index level on any annual interest review date is greater than or equal to initial level; otherwise, no interest paid for that interest period; payable annually due 3/29/2019

JPMorgan Chase & Co. 3.25% per year if the index closes at or above the initial level on any quarterly review date; payable quarterly due 3/31/2023

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 15% due 6/28/2013

JPMorgan Chase & Co. 7.50% due 3/27/2014

JPMorgan Chase & Co. 11% due 6/28/2013

JPMorgan Chase & Co. 17.75% due 6/28/2013

JPMorgan Chase & Co. 11% due 9/30/2013

JPMorgan Chase & Co. 9.75% due 3/27/2014

JPMorgan Chase & Co. 5.00% due 3/30/2015

JPMorgan Chase & Co. 12.25% per year, payable quarterly if Bank of America stock at or above trigger price that quarter due 4/9/2014

JPMorgan Chase & Co. 15.5% per year, payable quarterly if Coach stock at or above trigger price that quarter due 4/9/2014

JPMorgan Chase & Co. 16.5% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 4/9/2014

JPMorgan Chase & Co. 7.7% per year if each component closes at or above barrier level on review date, payable quarterly due 9/28/2015

JPMorgan Chase & Co. 8% for first year; after that, interest factor multiplied by proportion of days on which index closes at or above 685; payable quarterly due 3/27/2028

JPMorgan Chase & Co. 7.5% for the first year; after that, four times the spread of the 30-year Constant Maturity Swap rate over the five-year CMS rate for each day that the index closes at or above 75% barrier level, subject to maximum rate of 7.5% and floor of zero; payable quarterly due 3/28/2028

JPMorgan Chase & Co. 0.00% due 9/27/2017

JPMorgan Chase & Co. 0.00% due 4/9/2014

JPMorgan Chase & Co. 0.00% due 3/26/2018

JPMorgan Chase & Co. 0.00% due 4/2/2014

JPMorgan Chase & Co. 0.00% due 9/25/2014

JPMorgan Chase & Co. 10.68% per year, payable quarterly, if the closing price of Caterpillar shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 4/9/2014

JPMorgan Chase & Co. 6.70% due 3/24/2014

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on March 22, 2018, to 4% on March 22, 2022, to 5% on March 22, 2025 and to 7% on March 22, 2027; payable semiannually due 3/22/2028

JPMorgan Chase & Co. 0.00% due 3/23/2018

JPMorgan Chase & Co. 7.7% per year if each index closes at or above trigger level on review date, payable quarterly due 9/21/2015

JPMorgan Chase & Co. 3.5% initially, stepping up to 3.75% on March 21, 2023, to 4% on March 21, 2028, to 5% on March 21, 2029, to 6% on March 21, 2030, to 7% on March 21, 2031 and to 8% on March 21, 2032; payable semiannually due 3/21/2033

JPMorgan Chase & Co. 3% initially, stepping up to 3.75% on March 21, 2018 and to 4.5% on March 21, 2023; payable semiannually due 3/21/2028

JPMorgan Chase & Co. Libor plus 85 bps, subject to minimum interest rate of 1% per year; payable quarterly due 3/21/2023

JPMorgan Chase & Co. Libor plus 105 bps, subject to minimum interest rate of zero and maximum interest rate of 7% per year; payable quarterly due 3/21/2023

JPMorgan Chase & Co. 8% per year, payable quarterly if Apple stock at or above trigger price that quarter due 3/20/2018

JPMorgan Chase & Co. 11.76% per year, payable quarterly if Bank of America stock at or above trigger price that quarter due 4/2/2014

JPMorgan Chase & Co. 16.54% per year, payable quarterly if Coach stock at or above trigger price that quarter due 4/2/2014

JPMorgan Chase & Co. 25% per year, payable quarterly if J.C. Penney stock at or above trigger price that quarter due 3/20/2014

JPMorgan Chase & Co. 17.36% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 4/2/2014

JPMorgan Chase & Co. 0.000% due 4/21/2014

JPMorgan Chase & Co. 0.000% due 4/2/2014

JPMorgan Chase & Co. 0.000% due 3/21/2014

JPMorgan Chase & Co. 0.000% due 4/2/2014

JPMorgan Chase & Co. 0.00% due 11/20/2014

JPMorgan Chase & Co. 10% due 6/19/2013

JPMorgan Chase & Co. 0.00% due 6/20/2014

JPMorgan Chase & Co. 0.00% due 3/18/2015

JPMorgan Chase & Co. 9.95% due 6/17/2013

JPMorgan Chase & Co. 5.75% due 6/17/2013

JPMorgan Chase & Co. 0.00% due 3/19/2014

JPMorgan Chase & Co. 12.00% due 3/17/2014

JPMorgan Chase & Co. 7% for first three years; beginning March 13, 2016, 1.2 times strike rate minus six-month Libor for each day that index closes at or above trigger level, up to a cap; strike rate and cap, respectively, will be 6% and 7.2% from March 13, 2016 to but excluding March 13, 2018; 6.5% and 7.8% from March 13, 2018 to but excluding March 13, 2023; and 7% and 8.4% from March 13, 2023 to but excluding March 13, 2028; payable quarterly due 3/13/2028

JPMorgan Chase & Co. 7.00% due 3/10/2014

JPMorgan Chase & Co. 18% per year, payable quarterly if Coach stock at or above trigger price that quarter due 3/26/2014

JPMorgan Chase & Co. 20.28% per year, payable quarterly if Lennar stock at or above trigger price that quarter due 3/31/2014

JPMorgan Chase & Co. 7.5% per year if each index closes at or above trigger level on review date, payable quarterly due 3/13/2017

JPMorgan Chase & Co. 0.00% due 3/26/2014

JPMorgan Chase & Co. 0.00% due 3/14/2014

JPMorgan Chase & Co. 3% initially, stepping up to 4% on March 13, 2020 and to 5% on March 13, 2025; payable semiannually due 3/13/2028

JPMorgan Chase & Co. 0.000% due 3/21/2014

JPMorgan Chase & Co. 0.00% due 3/21/2014

JPMorgan Chase & Co. 6.45% due 3/7/2014

JPMorgan Chase & Co. 1.75% in years one through three, 2% in year four, 2.25% in year five, 2.5% in year six and 3% in year seven; payable semiannually due 3/7/2020

JPMorgan Chase & Co. 0.00% due 6/11/2014

JPMorgan Chase & Co. 12.65% per year, payable quarterly if Amazon.com stock at or above trigger price that quarter due 3/19/2014

JPMorgan Chase & Co. 13.4% per year, payable quarterly if Bank of America stock at or above trigger price that quarter due 3/19/2014

JPMorgan Chase & Co. 0.000% due 4/9/2014

JPMorgan Chase & Co. 0.000% due 3/19/2014

JPMorgan Chase & Co. 25.000% due 6/6/2013

JPMorgan Chase & Co. 0.00% due 11/21/2014

JPMorgan Chase & Co. 7.6% if knock-out event does not occur during monthly monitoring period; otherwise, coupon for that interest period and each subsequent interest period will be 1%; payable monthly due 3/5/2014

JPMorgan Chase & Co. 0.00% due 3/31/2014

JPMorgan Chase & Co. Contingent quarterly payment of 2% if fund closes at or above downside threshold level on a quarterly review date due 3/3/2016

JPMorgan Chase & Co. 0.00% due 8/29/2014

JPMorgan Chase & Co. 0.00% due 3/7/2014

JPMorgan Chase & Co. 0.00% due 2/28/2019

JPMorgan Chase & Co. 0.00% due 5/30/2014

JPMorgan Chase & Co. 7.25% due 2/27/2014

JPMorgan Chase & Co. 9.50% due 2/27/2014

JPMorgan Chase & Co. 9.00% due 2/27/2014

JPMorgan Chase & Co. 17.25% per year, payable quarterly if each stock closes at or above trigger level for that quarter due 3/2/2015

JPMorgan Chase & Co. 15% per year, payable quarterly if closing price of Bank of America stock is equal to or greater than trigger price; otherwise, no coupon for that interest period due 3/19/2014

JPMorgan Chase & Co. 6.00% due 2/28/2014

JPMorgan Chase & Co. 8.50% due 2/28/2014

JPMorgan Chase & Co. 5.00% due 2/28/2014

JPMorgan Chase & Co. 0.00% due 9/1/2016

JPMorgan Chase & Co. 0.00% due 8/29/2014

JPMorgan Chase & Co. 0% due 8/29/2014

JPMorgan Chase & Co. 0% due 2/27/2015

JPMorgan Chase & Co. 0.00% due 9/1/2016

JPMorgan Chase & Co. 1.25% for first two years; after that, Libor plus 52.5 bps, subject to minimum rate of 2% per year; payable quarterly due 2/28/2023

JPMorgan Chase & Co. 3.40% due 2/28/2023

JPMorgan Chase & Co. 0.00% due 8/31/2018

JPMorgan Chase & Co. 0.00% due 5/30/2014

JPMorgan Chase & Co. 0.00% due 3/5/2014

JPMorgan Chase & Co. 13.3% per year, payable quarterly if closing price of Amazon.com stock is equal to or greater than trigger price; otherwise, no coupon for that interest period due 3/12/2014

JPMorgan Chase & Co. 12% per year, payable quarterly if closing price of Bank of America stock is equal to or greater than trigger price; otherwise, no coupon for that interest period due 3/12/2014

JPMorgan Chase & Co. 3.15% in years one through seven, 3.5% in years eight through 10, 4.5% in years 11 through 13, 5.5% in year 14 and 6.5% in year 15; payable semiannually due 2/27/2028

JPMorgan Chase & Co. 7% for first three years; beginning on Feb. 27, 2016, interest factor multiplied by proportion of days on which Russell 2000 closes at or above 645; payable quarterly due 2/27/2028

JPMorgan Chase & Co. 0.00% due 3/12/2014

JPMorgan Chase & Co. 0.00% due 2/25/2016

JPMorgan Chase & Co. 10.25% due 8/27/2013

JPMorgan Chase & Co. 9.50% due 5/28/2013

JPMorgan Chase & Co. 6.50% due 2/24/2014

JPMorgan Chase & Co. 8.00% due 2/21/2014

JPMorgan Chase & Co. 10.50% due 2/24/2014

JPMorgan Chase & Co. 8.50% due 2/24/2014

JPMorgan Chase & Co. 9.50% due 2/24/2014

JPMorgan Chase & Co. 7.55% due 2/24/2014

JPMorgan Chase & Co. 14.55% per year, payable quarterly if closing price of Broadcom stock is equal to or greater than trigger price; otherwise, no coupon for that interest period due 3/5/2014

JPMorgan Chase & Co. 16.9% per year, payable quarterly if closing price of priceline.com stock is equal to or greater than trigger price; otherwise, no coupon for that interest period due 3/5/2014

JPMorgan Chase & Co. 19.6% per year, payable quarterly if closing price of Valeant stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 3/5/2014

JPMorgan Chase & Co. 7.00% due 2/21/2014

JPMorgan Chase & Co. 0.00% due 3/5/2014

JPMorgan Chase & Co. 0.00% due 5/19/2014

JPMorgan Chase & Co. 0.00% due 6/17/2014

JPMorgan Chase & Co. 0.00% due 3/5/2014

JPMorgan Chase & Co. 0.00% due 2/24/2014

JPMorgan Chase & Co. 8% per year if each component closes at or above 60% barrier level on observation date for quarter; payable quarterly due 2/22/2016

JPMorgan Chase & Co. 4.83% due 2/24/2015

JPMorgan Chase & Co. 0.00% due 1/5/2016

JPMorgan Chase & Co. 7.50% due 2/19/2014

JPMorgan Chase & Co. 8% due 2/19/2014

JPMorgan Chase & Co. 7.25% due 2/19/2014

JPMorgan Chase & Co. 18.20% due 5/16/2013

JPMorgan Chase & Co. 0.00% due 3/3/2014

JPMorgan Chase & Co. 13.55% per year, payable quarterly if closing price of Constellation stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 3/5/2014

JPMorgan Chase & Co. 1% for first two years; after that, Libor plus 50 bps, subject to minimum rate of 2% per year; payable quarterly due 2/15/2023

JPMorgan Chase & Co. 6.45% per year if each index closes at or above trigger level on review date, payable quarterly due 8/14/2014

JPMorgan Chase & Co. 5.85% per year if each index closes at or above trigger level on review date, payable quarterly due 8/14/2014

JPMorgan Chase & Co. 11.00% due 2/13/2014

JPMorgan Chase & Co. 0.00% due 2/16/2017

JPMorgan Chase & Co. 12.15% per year, payable semiannually if closing price of M.D.C. Holdings stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/26/2014

JPMorgan Chase & Co. 14.95% per year, payable quarterly if closing price of priceline.com stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/26/2014

JPMorgan Chase & Co. 8.5% per year, payable quarterly if closing price of Tenneco stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/26/2014

JPMorgan Chase & Co. 3.125% in years one through seven, 3.5% in years eight through 10, 4.375% in years 11 through 13, 5.5% in year 14 and 6.5% in year 15. payable semiannually due 2/13/2028

JPMorgan Chase & Co. 0.00% due 2/26/2014

JPMorgan Chase & Co. 8% for first year; beginning Feb. 13, 2014, interest factor multiplied by proportion of days on which Russell 2000 closes at or above 645; payable quarterly due 2/13/2028

JPMorgan Chase & Co. 5.65% for each day that index closes at or above 681.165 and Libor is 6% or less; payable quarterly due 2/8/2028

JPMorgan Chase & Co. 0.00% due 2/10/2020

JPMorgan Chase & Co. 17.1% annualized if the closing price of Coach shares is at or above barrier price for that quarter due 2/20/2014

JPMorgan Chase & Co. 18.4% annualized if the closing price of Valeant shares is at or above barrier price for that quarter due 2/20/2014

JPMorgan Chase & Co. 7% per year if each component closes at or above 60% barrier level on observation date for quarter; payable quarterly due 8/6/2015

JPMorgan Chase & Co. 9% due 5/3/2013

JPMorgan Chase & Co. 0.00% due 3/5/2014

JPMorgan Chase & Co. 0.00% due 8/2/2013

JPMorgan Chase & Co. If each index closes at or above its interest barrier on quarterly review date, the notes will earn interest for that quarter; coupon is 7% per year until Feb. 1, 2016 and 9% per year thereafter until maturity; payable quarterly; interest barrier is 70% of each index's initial level due 2/1/2019

JPMorgan Chase & Co. 0.00% due 2/5/2014

JPMorgan Chase & Co. 0.00% due 1/31/2019

JPMorgan Chase & Co. 9% due 1/30/2014

JPMorgan Chase & Co. 10% due 7/31/2013

JPMorgan Chase & Co. 8% due 7/31/2013

JPMorgan Chase & Co. 17.65% due 4/30/2013

JPMorgan Chase & Co. 8% due 1/30/2014

JPMorgan Chase & Co. 7.00% due 1/31/2014

JPMorgan Chase & Co. 10.00% due 1/31/2014

JPMorgan Chase & Co. 5.00% due 1/31/2014

JPMorgan Chase & Co. 7.50% due 1/31/2014

JPMorgan Chase & Co. 5.00% due 1/31/2014

JPMorgan Chase & Co. 0% due 7/31/2014

JPMorgan Chase & Co. 0% due 1/30/2015

JPMorgan Chase & Co. 0% due 7/31/2014

JPMorgan Chase & Co. 0% due 1/30/2015

JPMorgan Chase & Co. 3.25% initially, stepping up to 3.75% on Jan. 31, 2023, to 4.25% on Jan. 31, 2025, to 4.75% on Jan. 31, 2027, to 5.25% on Jan. 31, 2029 and to 8.5% on Jan. 31, 2031; payable semiannually due 1/31/2033

JPMorgan Chase & Co. 2.75% initially, stepping up to 3% on Jan. 31, 2017, to 3.25% on Jan. 31, 2021 and to 3.5% on Jan. 31, 2025; payable semiannually due 7/31/2025

JPMorgan Chase & Co. 0.00% due 7/31/2014

JPMorgan Chase & Co. 0.00% due 2/2/2015

JPMorgan Chase & Co. 3.6% per year if the index closes at or above the initial level on any annual coupon review date in January due 1/31/2023

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 9.35% due 5/2/2013

JPMorgan Chase & Co. 12.95% due 5/2/2013

JPMorgan Chase & Co. 7.50% due 5/2/2013

JPMorgan Chase & Co. 9.62% due 1/31/2014

JPMorgan Chase & Co. 7.00% due 1/31/2014

JPMorgan Chase & Co. 7.40% due 1/31/2014

JPMorgan Chase & Co. 7.25% due 1/31/2014

JPMorgan Chase & Co. 13.7% annualized if the closing price of Apple shares is at or above barrier price for that quarter due 2/12/2014

JPMorgan Chase & Co. 15.05% annualized if the closing price of Chipotle shares is at or above barrier price for that quarter due 2/12/2014

JPMorgan Chase & Co. 12% annualized if the closing price of each stock is at or above barrier level on quarterly review date due 2/12/2014

JPMorgan Chase & Co. 18.35% annualized if the closing price of Valeant shares is at or above barrier price for that quarter due 2/12/2014

JPMorgan Chase & Co. 10.15% annualized if the closing price of YUM! Brands shares is at or above barrier price for that quarter due 2/12/2014

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above minimum index level, subject to floor of zero and cap; cap is 8% initially, stepping down to 6.875% after one year, stepping up to 7.5% in year six and stepping up to 8.125% in year 10; interest factor is initially 8%, after one year 1.25 times difference of strike rate minus six-month Libor; strike rate is 5.5% for years two through five, 6% for years six through 10 and 6.5% from year 11 to maturity; payable quarterly due 1/30/2028

JPMorgan Chase & Co. Initially 3%, stepping up to 3.25% on Jan. 30, 2020, to 3.5% on Jan. 30, 2024, to 4% on Jan. 30, 2025, to 5% on Jan. 30, 2026 and to 6% on Jan. 30, 2027; payable semiannually due 1/30/2028

JPMorgan Chase & Co. Initially 3%, stepping up to 3.5% on Jan. 30, 2020, to 4% on Jan. 30, 2023, to 5% on Jan. 30, 2026 and to 6% on Jan. 30, 2027; payable semiannually due 1/30/2028

JPMorgan Chase & Co. 0.00% due 2/6/2014

JPMorgan Chase & Co. 0.00% due 7/29/2014

JPMorgan Chase & Co. 0.00% due 2/12/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 12.3% per year, payable quarterly if closing price of Bank of America stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/12/2014

JPMorgan Chase & Co. 10.88% per year, payable quarterly if closing price of Monster stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/12/2014

JPMorgan Chase & Co. 0.00% due 7/29/2014

JPMorgan Chase & Co. 0.00% due 2/12/2014

JPMorgan Chase & Co. 6.50% due 1/24/2014

JPMorgan Chase & Co. 2.25% if AIG stock closes at or above downside threshold level on determination date for that quarter due 1/27/2014

JPMorgan Chase & Co. 12.04% per year, payable quarterly if closing price of Occidental Petroleum stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/5/2014

JPMorgan Chase & Co. 12.28% per year, payable quarterly if closing price of Starbucks stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/5/2014

JPMorgan Chase & Co. 10.76% per year, payable quarterly if closing price of YUM! stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/5/2014

JPMorgan Chase & Co. 0.000% due 2/5/2014

JPMorgan Chase & Co. 0.000% due 1/27/2014

JPMorgan Chase & Co. 0.000% due 7/23/2014

JPMorgan Chase & Co. 0.000% due 2/21/2014

JPMorgan Chase & Co. 10% due 1/23/2014

JPMorgan Chase & Co. 5.350% due 7/25/2014

JPMorgan Chase & Co. 4.900% due 4/28/2014

JPMorgan Chase & Co. 11.45% per year, payable quarterly if closing price of Boeing stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 2/5/2014

JPMorgan Chase & Co. 0.00% due 2/21/2014

JPMorgan Chase & Co. 0.00% due 7/22/2013

JPMorgan Chase & Co. 0.00% due 2/5/2014

JPMorgan Chase & Co. 9% due 1/21/2014

JPMorgan Chase & Co. 10% due 7/19/2013

JPMorgan Chase & Co. 9.75% due 1/21/2014

JPMorgan Chase & Co. 17% due 4/19/2013

JPMorgan Chase & Co. 13% due 4/19/2013

JPMorgan Chase & Co. 8% due 7/19/2013

JPMorgan Chase & Co. 17.7% annualized if the closing price of each stock is at or above trigger level on monthly review date due 1/20/2015

JPMorgan Chase & Co. 8% per year if each index closes at or above its interest barrier on review date for that quarter due 1/16/2019

JPMorgan Chase & Co. 7% for one year; after that, 1.3 times the strike rate mines six-month Libor, up to a cap, for each day that index closes above trigger level; strike rate will be 5% from Jan. 18, 2014 to Jan. 18, 2018, stepping to 6% from Jan. 18, 2018 to Jan. 18, 2023 and to 6.5% from Jan. 18, 2023 to Jan. 18, 2028; capped at 6.5% from Jan. 18, 2014 to Jan. 18, 2018, stepping to 7.8% from Jan. 18, 2018 to Jan. 18, 2023 and to 8.45% from Jan. 18, 2023 to Jan. 18, 2028 due 1/18/2028

JPMorgan Chase & Co. 8% for one year; after that, 1.3 times the strike rate mines six-month Libor, up to a cap, for each day that index closes above trigger level; strike rate will be 5.25% from Jan. 18, 2014 to Jan. 18, 2018, stepping to 6% from Jan. 18, 2018 to Jan. 18, 2023 and to 6.5% from Jan. 18, 2023 to Jan. 18, 2028; capped at 6.825% from Jan. 18, 2014 to Jan. 18, 2018, stepping to 7.8% from Jan. 18, 2018 to Jan. 18, 2023 and to 8.45% from Jan. 18, 2023 to Jan. 18, 2028 due 1/18/2028

JPMorgan Chase & Co. 12.65% annualized if the closing price of Caterpillar shares is at or above barrier price for that quarter due 1/29/2014

JPMorgan Chase & Co. 12.25% annualized if the closing price of Occidental Petroleum shares is at or above barrier price for that quarter due 1/29/2014

JPMorgan Chase & Co. 7% per year if each index closes at or above trigger level on review date, payable quarterly due 1/16/2019

JPMorgan Chase & Co. 0.00% due 1/17/2014

JPMorgan Chase & Co. 11% annualized, payable quarterly, if Bank of America shares closed at or above barrier price due 1/16/2015

JPMorgan Chase & Co. 0.00% due 7/15/2015

JPMorgan Chase & Co. 13% per year, payable semiannually if closing price of K12 stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/29/2014

JPMorgan Chase & Co. 11.25% per year, payable quarterly if closing price of YUM! stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/29/2014

JPMorgan Chase & Co. 0.00% due 7/14/2014

JPMorgan Chase & Co. 9% due 4/12/2013

JPMorgan Chase & Co. 8% per year if each component closes at or above 65% barrier level on observation date for quarter; payable quarterly due 7/11/2014

JPMorgan Chase & Co. 0.00% due 4/11/2014

JPMorgan Chase & Co. 9% due 4/11/2013

JPMorgan Chase & Co. 18.1% per year, payable quarterly if closing price of Apple stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/23/2014

JPMorgan Chase & Co. 0.00% due 1/8/2015

JPMorgan Chase & Co. 0.000% due 1/23/2014

JPMorgan Chase & Co. 0.000% due 5/22/2014

JPMorgan Chase & Co. 6.000% due 7/10/2014

JPMorgan Chase & Co. 0.00% due 2/6/2014

JPMorgan Chase & Co. 5.25% due 7/7/2014

JPMorgan Chase & Co. 0.00% due 2/6/2014

JPMorgan Chase & Co. 0.00% due 1/7/2014

JPMorgan Chase & Co. 0.00% due 1/2/2015

JPMorgan Chase & Co. 0.00% due 3/31/2014

JPMorgan Chase & Co. 9% due 4/3/2013

JPMorgan Chase & Co. 9.54% due 1/3/2014

JPMorgan Chase & Co. 8.00% due 1/3/2014

JPMorgan Chase & Co. 7.92% due 1/3/2014

JPMorgan Chase & Co. 16.05% annualized if the closing price of Sears shares is at or above barrier price on the two review dates, which are July 11, 2013 and Jan. 10, 2014; interest is payable semiannually due 1/15/2014

JPMorgan Chase & Co. 0.00% due 1/6/2014

JPMorgan Chase & Co. 0.00% due 12/31/2018

JPMorgan Chase & Co. 8.50% due 12/30/2013

JPMorgan Chase & Co. 8% due 12/30/2013

JPMorgan Chase & Co. 16% due 3/28/2013

JPMorgan Chase & Co. 13.50% due 3/28/2013

JPMorgan Chase & Co. 12.75% due 3/28/2013

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above 575, subject to floor of zero and cap of 8% initially and 6.6% beginning Dec. 31, 2013; interest factor is initially 8% and beginning Dec. 31, 2013 is (a) 1.1 times (b) 6% minus six-month Libor; payable quarterly due 12/31/2027

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 25% per year, payable quarterly if closing price of Apple stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/8/2014

JPMorgan Chase & Co. 17.8% per year, payable quarterly if closing price of Bank of America stock is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/8/2014

JPMorgan Chase & Co. 17.1% annualized if the closing price of Citigroup shares is at or above barrier price for that quarter due 1/8/2014

JPMorgan Chase & Co. 7.00% due 12/31/2013

JPMorgan Chase & Co. 10.00% due 12/31/2013

JPMorgan Chase & Co. 7.00% due 12/31/2013

JPMorgan Chase & Co. 5.00% due 12/31/2013

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above minimum index level of 630; interest factor and Libor strike level both initially 4.5%, stepping up to 5.5% on Dec. 27, 2017 and to 6% on Dec. 27, 2022, subject to floor of zero; payable quarterly due 12/27/2027

JPMorgan Chase & Co. 9.25% due 12/27/2013

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 0.00% due 1/10/2014

JPMorgan Chase & Co. 8.1% per year if each component closes at or above 60% barrier level on observation date for quarter; payable quarterly due 6/29/2015

JPMorgan Chase & Co. 0.00% due 12/31/2014

JPMorgan Chase & Co. 10% due 12/30/2013

JPMorgan Chase & Co. Initially 3.1%, stepping up to 3.15% on Dec. 24, 2017, to 3.25% on Dec. 24, 2022, to 4% on Dec. 24, 2027, to 5% on Dec. 24, 2028, to 6% on Dec. 24, 2029, to 7% on Dec. 24, 2030 and to 8% on Dec. 24, 2031; payable semiannually due 12/24/2032

JPMorgan Chase & Co. 0.00% due 3/25/2014

JPMorgan Chase & Co. 11.50% due 3/25/2013

JPMorgan Chase & Co. 7.8% per year if each index closes at or above trigger level on review date, payable quarterly due 12/24/2014

JPMorgan Chase & Co. 7% per year if each index closes at or above trigger level on review date, payable quarterly due 12/24/2014

JPMorgan Chase & Co. 7.20% due 12/24/2013

JPMorgan Chase & Co. 9.00% due 12/24/2013

JPMorgan Chase & Co. 0.00% due 1/27/2014

JPMorgan Chase & Co. Initially 3%, stepping up to 3.375% on Dec. 21, 2019, to 3.625% on Dec. 21, 2022, to 4% on Dec. 21, 2024, to 4.5% on Dec. 21, 2025, to 5.5% on Dec. 21, 2026 and to 6% on June 21, 2017; payable semiannually due 12/21/2027

JPMorgan Chase & Co. Initially 3%, stepping up to 3.25% on Dec. 21, 2017, to 3.5% on Dec. 21, 2021, to 3.75% on Dec. 21, 2024, to 4.25% on Dec. 21, 2026, to 5% on Dec. 21, 2028, to 6% on Dec. 21, 2030, to 7% on Dec. 21, 2032 and to 8% on Dec. 21, 2034; payable semiannually due 12/21/2037

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above minimum index level of 600; interest factor is 8.5% for the first year, 1.3 times 5% minus six-month Libor for years two through five, 1.3 times 5.5% minus six-month Libor for years six through 10 and 1.2 to 1.3 times 6% minus six-month Libor for years 11 to 15, subject to floor of zero; payable quarterly due 12/21/2027

JPMorgan Chase & Co. 8% annualized, payable quarterly, if each index closes at or above barrier level for that quarter due 6/23/2014

JPMorgan Chase & Co. 2.85% if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 12/20/2013

JPMorgan Chase & Co. 0.00% due 9/24/2014

JPMorgan Chase & Co. 22.65% per year, payable quarterly if the closing price of Apple shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/2/2014

JPMorgan Chase & Co. 18.05% per year, payable quarterly if the closing price of Bank of America shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/2/2014

JPMorgan Chase & Co. 17.05% per year, payable quarterly if the closing price of Citigroup shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 1/2/2014

JPMorgan Chase & Co. 0.00% due 12/20/2013

JPMorgan Chase & Co. 0.00% due 6/18/2015

JPMorgan Chase & Co. 11.20% due 6/18/2013

JPMorgan Chase & Co. 14.70% due 3/18/2013

JPMorgan Chase & Co. 8% due 6/18/2013

JPMorgan Chase & Co. 5.20% due 3/18/2013

JPMorgan Chase & Co. 5.90% due 6/18/2013

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on Dec. 17, 2022, to 3.5% on Dec. 17, 2024, to 5% on Dec. 17, 2025 and to 6% on Dec. 17, 2026; payable semiannually due 12/17/2027

JPMorgan Chase & Co. 8% due 12/16/2013

JPMorgan Chase & Co. 8.50% due 6/17/2013

JPMorgan Chase & Co. 10.25% due 3/15/2013

JPMorgan Chase & Co. 9% due 3/15/2013

JPMorgan Chase & Co. 9.25% due 6/17/2013

JPMorgan Chase & Co. 8% for the first year; after that, (i) 1.25 times (ii) a strike rate minus six-month Libor for every day that the S&P 500 is at least 1,070.88, subject to a maximum interest rate; strike rate is 5% beginning Dec. 14, 2013, stepping up to 5.5% on Dec. 14, 2017 and to 6% on Dec. 14, 2022; maximum interest rate is 6.25% beginning Dec. 14, 2013, stepping up to 6.875% on Dec. 14, 2017 and to 7.5% on Dec. 14, 2022 due 12/14/2027

JPMorgan Chase & Co. 0.00% due 3/14/2014

JPMorgan Chase & Co. 0.000% due 7/15/2014

JPMorgan Chase & Co. 3.15% initially, stepping up to 3.25% on Dec. 12, 2017, to 3.5% on Dec. 12, 2022, to 4% on Dec. 12, 2027, to 6% on Dec. 12, 2028, to 8% on Dec. 12, 2029, to 10% on Dec. 12, 2030 and to 12% on Dec. 12, 2031; payable semiannually due 12/12/2032

JPMorgan Chase & Co. 0.00% due 6/12/2014

JPMorgan Chase & Co. 0.000% due 6/11/2014

JPMorgan Chase & Co. 0.00% due 3/11/2014

JPMorgan Chase & Co. 0.00% due 1/8/2014

JPMorgan Chase & Co. 10.000% due 12/4/2013

JPMorgan Chase & Co. 16.08% per year, payable quarterly if the closing price of Bank of America shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 12/18/2013

JPMorgan Chase & Co. 0.00% due 2/26/2014

JPMorgan Chase & Co. 0.00% due 12/12/2013

JPMorgan Chase & Co. 0.00% due 1/3/2014

JPMorgan Chase & Co. 0.00% due 6/2/2014

JPMorgan Chase & Co. 0.00% due 12/6/2013

JPMorgan Chase & Co. 0.00% due 5/31/2013

JPMorgan Chase & Co. 8.50% due 5/31/2013

JPMorgan Chase & Co. 9% due 12/2/2013

JPMorgan Chase & Co. 9.50% due 5/31/2013

JPMorgan Chase & Co. 8% due 12/2/2013

JPMorgan Chase & Co. 10% due 12/2/2013

JPMorgan Chase & Co. 8.75% due 5/31/2013

JPMorgan Chase & Co. 15% due 2/28/2013

JPMorgan Chase & Co. 11.25% due 5/31/2013

JPMorgan Chase & Co. 13.50% due 5/31/2013

JPMorgan Chase & Co. 17.25% due 2/28/2013

JPMorgan Chase & Co. 11.50% due 5/31/2013

JPMorgan Chase & Co. 7.00% due 11/29/2013

JPMorgan Chase & Co. 10.00% due 11/29/2013

JPMorgan Chase & Co. 6.00% due 11/29/2013

JPMorgan Chase & Co. 7.00% due 11/29/2013

JPMorgan Chase & Co. 3% initially, stepping up to 3.25% on Nov. 30, 2019, to 3.5% on Nov. 30, 2022, to 4% on Nov. 30, 2024, to 4.5% on Nov. 15, 2025 and to 5% on Nov. 15, 2026; payable semiannually due 11/30/2027

JPMorgan Chase & Co. 0.00% due 5/30/2014

JPMorgan Chase & Co. 0.00% due 12/6/2013

JPMorgan Chase & Co. 3.75% if MetLife stock closes at or above downside threshold level on determination date for that quarter due 11/29/2013

JPMorgan Chase & Co. 0.75% if index level on any annual interest review date is at or above initial level; payable annually due 11/30/2018

JPMorgan Chase & Co. 0.00% due 12/18/2013

JPMorgan Chase & Co. 0.00% due 2/28/2018

JPMorgan Chase & Co. 0.00% due 11/30/2018

JPMorgan Chase & Co. 0.00% due 11/28/2014

JPMorgan Chase & Co. 0.00% due 1/28/2014

JPMorgan Chase & Co. 0.00% due 12/26/2013

JPMorgan Chase & Co. 0.00% due 12/5/2013

JPMorgan Chase & Co. 0.00% due 2/28/2014

JPMorgan Chase & Co. 8.90% due 11/26/2013

JPMorgan Chase & Co. 7.05% due 11/25/2013

JPMorgan Chase & Co. 6.00% due 5/28/2014

JPMorgan Chase & Co. 6.25% due 5/28/2014

JPMorgan Chase & Co. 8% per year if each index closes at or above trigger level on review date, payable quarterly due 11/24/2014

JPMorgan Chase & Co. 0.00% due 5/22/2014

JPMorgan Chase & Co. 18.7% per year, payable quarterly if the closing price of Apple shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 12/4/2013

JPMorgan Chase & Co. 20.2% per year, payable quarterly if the closing price of Citigroup shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 12/4/2013

JPMorgan Chase & Co. 14.5% per year, payable quarterly if the closing price of Wells Fargo shares is equal to or greater than barrier price; otherwise, no coupon for that interest period due 12/4/2013

JPMorgan Chase & Co. 0.00% due 11/28/2013

JPMorgan Chase & Co. 0.00% due 12/4/2013

JPMorgan Chase & Co. 0.00% due 11/22/2013

JPMorgan Chase & Co. 10% due 11/20/2013

JPMorgan Chase & Co. 9% due 2/22/2013

JPMorgan Chase & Co. 2.75% initially, stepping up to 3.375% on Oct. 30, 2017, to 4% on Oct. 30, 2022, to 4.5% on Oct. 30, 2025 and to 5% on Oct. 30, 2026; payable semiannually due 10/30/2027

JPMorgan Chase & Co. 0.00% due 5/19/2014

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 5/15/2015

JPMorgan Chase & Co. 13.75% per year if Chipotle shares close at or above trigger level on review date for that quarter due 11/27/2013

JPMorgan Chase & Co. 18.05% per year if Citigroup shares close at or above trigger level on review date for that quarter due 11/27/2013

JPMorgan Chase & Co. 12.2% per year if Wells Fargo shares close at or above trigger level on review date for that quarter due 11/27/2013

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Nov. 15, 2022, to 4% on Nov. 15, 2024, to 5% on Nov. 15, 2025 and to 6% on Nov. 15, 2026; payable semiannually due 11/15/2027

JPMorgan Chase & Co. 0.00% due 11/18/2013

JPMorgan Chase & Co. 0.00% due 11/27/2013

JPMorgan Chase & Co. The greater of zero and a rate equal to (i) 5.1 times (ii) 10-year CMS rate minus 2%; maximum rate is 20.4%; payable at maturity due 11/15/2017

JPMorgan Chase & Co. 6.30% due 5/16/2014

JPMorgan Chase & Co. 6.50% due 5/12/2014

JPMorgan Chase & Co. 8.05% per year, payable quarterly if each underlying component closes at or above barrier level on observation date for that quarter due 5/13/2015

JPMorgan Chase & Co. 9.000% due 2/13/2013

JPMorgan Chase & Co. 16% per year, payable semiannually, if the closing price of Abercrombie & Fitch shares is equal to or greater than trigger price; otherwise, no coupon for that interest period due 11/27/2013

JPMorgan Chase & Co. 10.75% per year, payable semiannually, if the closing price of Apple shares is equal to or greater than trigger price; otherwise, no coupon for that interest period due 11/27/2013

JPMorgan Chase & Co. 0% due 11/20/2013

JPMorgan Chase & Co. 17% per year if Barnes & Noble shares close at or above trigger level on review date for that quarter due 11/27/2013

JPMorgan Chase & Co. 0.00% due 2/10/2014

JPMorgan Chase & Co. 17.15% due 2/8/2013

JPMorgan Chase & Co. 17.75% per year if Chipotle shares close at or above trigger level on review date for that quarter due 11/20/2013

JPMorgan Chase & Co. 8.9% per year if fund closes at or above trigger level on review date for that quarter due 11/20/2013

JPMorgan Chase & Co. 0.00% due 11/15/2013

JPMorgan Chase & Co. 2.425% if Qualcomm shares close at or above downside threshold level on review date for that quarter due 11/5/2015

JPMorgan Chase & Co. 5.59% due 2/10/2014

JPMorgan Chase & Co. 0.000% due 10/31/2014

JPMorgan Chase & Co. 8.708% due 9/30/2013

JPMorgan Chase & Co. 7.000% due 9/30/2013

JPMorgan Chase & Co. 7.35% due 9/5/2013

JPMorgan Chase & Co. 8.25% due 5/5/2014

JPMorgan Chase & Co. 0.00% due 11/7/2013

JPMorgan Chase & Co. 9.50% due 5/3/2013

JPMorgan Chase & Co. 9% due 10/31/2013

JPMorgan Chase & Co. 11% due 5/2/2013

JPMorgan Chase & Co. 7.50% due 10/31/2013

JPMorgan Chase & Co. 9% due 2/5/2013

JPMorgan Chase & Co. 20.05% per year, payable quarterly, if the closing price of Apple shares is equal to or greater than trigger price; otherwise, no coupon for that quarter due 11/14/2013

JPMorgan Chase & Co. 8.50% due 10/31/2013

JPMorgan Chase & Co. 7.50% due 10/31/2013

JPMorgan Chase & Co. 10.00% due 10/31/2013

JPMorgan Chase & Co. 10.50% due 10/31/2013

JPMorgan Chase & Co. 6.00% due 10/31/2013

JPMorgan Chase & Co. 7.00% due 10/31/2013

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 10/31/2014

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 1/29/2014

JPMorgan Chase & Co. 0.75% if index level on any annual interest review date is at or above initial level; payable annually due 10/31/2018

JPMorgan Chase & Co. 11.5% per year if neither component falls to or below knock-in level during monthly observation period; otherwise, 1% for that period and afterward; payable monthly due 10/30/2013

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 0.00% due 10/31/2014

JPMorgan Chase & Co. 0.00% due 1/31/2014

JPMorgan Chase & Co. 2.75% initially, stepping up to 3.375% on Oct. 30, 2017, to 4% on Oct. 30, 2022, to 4.5% on Oct. 30, 2025 and to 5% on Oct. 30, 2026; payable semiannually due 10/30/2027

JPMorgan Chase & Co. 17.65% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/31/2013

JPMorgan Chase & Co. Initially 3%, stepping up to 4% on Oct. 31, 2022, to 4.5% on Oct. 31, 2024, to 5.5% on Oct. 31, 2026, to 6.5% on Oct. 31, 2028 and to 7.75% on Oct. 31, 2030; payable semiannually due 10/31/2032

JPMorgan Chase & Co. 0.00% due 4/29/2014

JPMorgan Chase & Co. 0.00% due 10/29/2014

JPMorgan Chase & Co. If UnitedHealth stock closes at or above downside threshold level on quarterly determination date, $0.2075 per note; otherwise, no contingent payment will be made that quarter due 10/25/2013

JPMorgan Chase & Co. 0.00% due 4/29/2013

JPMorgan Chase & Co. 9% due 1/29/2013

JPMorgan Chase & Co. 14.65% due 1/29/2013

JPMorgan Chase & Co. 10.00% due 10/29/2013

JPMorgan Chase & Co. 0.00% due 1/28/2014

JPMorgan Chase & Co. 14.50% due 1/28/2013

JPMorgan Chase & Co. 7.15% due 10/25/2013

JPMorgan Chase & Co. 0.00% due 1/27/2014

JPMorgan Chase & Co. 0.00% due 11/27/2013

JPMorgan Chase & Co. 10.50% due 10/25/2013

JPMorgan Chase & Co. 19.55% per year, payable quarterly, if the closing price of Apple shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 11/6/2013

JPMorgan Chase & Co. 19% per year, payable quarterly, if the closing price of Priceline.com shares is equal to or greater than trigger price due 11/6/2013

JPMorgan Chase & Co. 11.05% due 10/31/2013

JPMorgan Chase & Co. 0.00% due 10/31/2013

JPMorgan Chase & Co. 0.00% due 10/25/2013

JPMorgan Chase & Co. 12.05% per year, payable quarterly, if the closing price of Apple shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 11/6/2013

JPMorgan Chase & Co. 0.00% due 11/22/2013

JPMorgan Chase & Co. 5.65% due 4/28/2014

JPMorgan Chase & Co. 13.55% per year, payable quarterly, if the closing price of Las Vegas Sands shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 11/6/2013

JPMorgan Chase & Co. 16.25% due 4/23/2013

JPMorgan Chase & Co. 14% per year, payable quarterly, if the closing price of Caterpillar shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 11/6/2013

JPMorgan Chase & Co. 0.14 due 1/22/2013

JPMorgan Chase & Co. 11.25% due 4/19/2013

JPMorgan Chase & Co. 0.1215 due 1/22/2013

JPMorgan Chase & Co. 0.1275 due 1/22/2013

JPMorgan Chase & Co. 9.50% due 4/19/2013

JPMorgan Chase & Co. 13% per year, payable quarterly, if the closing price of Abercrombie shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 10/31/2013

JPMorgan Chase & Co. 19.25% per year, payable quarterly, if the closing price of Apple shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 10/30/2013

JPMorgan Chase & Co. 13.6% per year, payable quarterly, if the closing price of Caterpillar shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 10/30/2013

JPMorgan Chase & Co. 16.55% per year, payable quarterly, if the closing price of Priceline.com shares is equal to or greater than trigger price due 10/30/2013

JPMorgan Chase & Co. 0.00% due 10/24/2013

JPMorgan Chase & Co. 0.00% due 10/30/2013

JPMorgan Chase & Co. 0.00% due 4/17/2014

JPMorgan Chase & Co. 10% due 4/17/2013

JPMorgan Chase & Co. 10.25% due 10/17/2013

JPMorgan Chase & Co. 9.45% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/17/2013

JPMorgan Chase & Co. 11.17% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/17/2013

JPMorgan Chase & Co. 0.00% due 1/8/2014

JPMorgan Chase & Co. 9.25% due 1/14/2013

JPMorgan Chase & Co. 13.45% annualized, payable quarterly, if Caterpillar shares closed at or above trigger price due 10/23/2013

JPMorgan Chase & Co. 16.21%, annualized, if shares close at or above interest barrier on quarterly review date due 10/23/2013

JPMorgan Chase & Co. 8% per year if each index closes at or above trigger level on review date, payable quarterly due 10/9/2014

JPMorgan Chase & Co. 8.65% annualized, payable quarterly, if Wells Fargo shares closed at or above trigger price due 10/23/2013

JPMorgan Chase & Co. 0.000% due 10/18/2013

JPMorgan Chase & Co. 0.00% due 10/23/2013

JPMorgan Chase & Co. 0.000% due 10/23/2013

JPMorgan Chase & Co. 0.000% due 10/15/2013

JPMorgan Chase & Co. 0.000% due 10/23/2013

JPMorgan Chase & Co. 0.000% due 7/10/2018

JPMorgan Chase & Co. 10.000% due 10/10/2013

JPMorgan Chase & Co. 9.000% due 1/10/2013

JPMorgan Chase & Co. 10.3% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/10/2013

JPMorgan Chase & Co. 9.6% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/10/2013

JPMorgan Chase & Co. 16.000% due 4/9/2013

JPMorgan Chase & Co. 13.950% due 4/9/2013

JPMorgan Chase & Co. 0.00% due 10/5/2017

JPMorgan Chase & Co. 23.000% due 1/7/2013

JPMorgan Chase & Co. 0.000% due 10/8/2013

JPMorgan Chase & Co. 5.000% due 4/4/2013

JPMorgan Chase & Co. 0.000% due 10/6/2014

JPMorgan Chase & Co. 13.9% annualized, payable quarterly, if Caterpillar shares closed at or above trigger price due 10/17/2013

JPMorgan Chase & Co. 14.5% annualized, payable quarterly, if Citigroup shares closed at or above trigger price due 10/17/2013

JPMorgan Chase & Co. 0.00% due 4/2/2014

JPMorgan Chase & Co. 0.00% due 10/3/2014

JPMorgan Chase & Co. 9% due 1/3/2013

JPMorgan Chase & Co. 0.00% due 10/3/2013

JPMorgan Chase & Co. 0.00% due 10/1/2014

JPMorgan Chase & Co. 0.00% due 3/29/2018

JPMorgan Chase & Co. 9.75% due 9/27/2013

JPMorgan Chase & Co. 8.75% due 9/27/2013

JPMorgan Chase & Co. 9.50% due 3/28/2013

JPMorgan Chase & Co. 9% due 9/27/2013

JPMorgan Chase & Co. 10.50% due 3/28/2013

JPMorgan Chase & Co. 12.50% due 3/28/2013

JPMorgan Chase & Co. 9% due 9/27/2013

JPMorgan Chase & Co. 13.75% due 3/28/2013

JPMorgan Chase & Co. 13.50% due 3/28/2013

JPMorgan Chase & Co. 16.50% due 12/31/2012

JPMorgan Chase & Co. 11% due 12/31/2012

JPMorgan Chase & Co. 12.50% due 3/28/2013

JPMorgan Chase & Co. 9.50% due 3/28/2013

JPMorgan Chase & Co. 5.00% due 10/1/2013

JPMorgan Chase & Co. 10.000% due 9/30/2013

JPMorgan Chase & Co. 7.000% due 3/31/2014

JPMorgan Chase & Co. 10.000% due 9/30/2013

JPMorgan Chase & Co. 7.000% due 9/30/2013

JPMorgan Chase & Co. 6.500% due 3/31/2014

JPMorgan Chase & Co. 0.000% due 3/31/2014

JPMorgan Chase & Co. 0.00% due 3/31/2014

JPMorgan Chase & Co. If basket closes at or above initial level on any annual review date, 15.5% for that year due 9/30/2015

JPMorgan Chase & Co. 1% per year, only if index level on any annual interest review date is greater than or equal to initial level; otherwise, no interest paid for that interest period; payable annually due 9/28/2018

JPMorgan Chase & Co. 0.00% due 9/29/2017

JPMorgan Chase & Co. 0.00% due 9/30/2014

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 13.1% per year, payable quarterly, if the closing price of Caterpillar shares is equal to or greater than trigger price; otherwise, no coupon paid for that quarter due 10/9/2013

JPMorgan Chase & Co. 9.50% due 9/26/2013

JPMorgan Chase & Co. 0.00% due 10/9/2013

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 0.00% due 3/26/2014

JPMorgan Chase & Co. Initially 1%; beginning Sept. 24, 2013, Libor plus 70 bps, subject to minimum interest rate of 1% per year and maximum interest rate of 4% per year; payable quarterly due 9/24/2017

JPMorgan Chase & Co. 0.00% due 12/26/2013

JPMorgan Chase & Co. 7.40% due 9/24/2013

JPMorgan Chase & Co. 0.00% due 10/28/2013

JPMorgan Chase & Co. 8.25% due 3/22/2013

JPMorgan Chase & Co. 9% due 12/24/2012

JPMorgan Chase & Co. 9% due 12/20/2012

JPMorgan Chase & Co. 7.00% due 9/19/2013

JPMorgan Chase & Co. 2.25% initially, stepping up to 3% on Sept. 19, 2016 and to 4% on Sept. 19, 2020; payable semiannually due 9/19/2024

JPMorgan Chase & Co. 0.00% due 10/2/2013

JPMorgan Chase & Co. 0.00% due 9/19/2013

JPMorgan Chase & Co. 0.000% due 3/19/2014

JPMorgan Chase & Co. 0.00% due 3/18/2014

JPMorgan Chase & Co. 0.50% due 9/18/2019

JPMorgan Chase & Co. 7.00% due 3/17/2014

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 0.00% due 10/2/2013

JPMorgan Chase & Co. 0.00% due 9/23/2013

JPMorgan Chase & Co. 0.00% due 3/18/2014

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.4%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; payable annually beginning Sept. 13, 2013 due 9/17/2019

JPMorgan Chase & Co. 3% for first 10 years, steps up to 5% on Sept. 17, 2022 and to 7.6% on Sept. 17, 2032; payable monthly due 9/17/2032

JPMorgan Chase & Co. 9.10% due 12/13/2012

JPMorgan Chase & Co. 12.05% annualized if shares close at or above interest barrier on quarterly review date due 9/25/2013

JPMorgan Chase & Co. 0.000% due 9/25/2013

JPMorgan Chase & Co. 0.000% due 9/12/2013

JPMorgan Chase & Co. 0.000% due 10/10/2013

JPMorgan Chase & Co. 0.000% due 3/12/2014

JPMorgan Chase & Co. 9.000% due 9/12/2013

JPMorgan Chase & Co. 10.500% due 9/11/2013

JPMorgan Chase & Co. 0.00% due 9/10/2014

JPMorgan Chase & Co. 8.5% annualized if each index closes at or above trigger level on review date, payable quarterly due 9/10/2014

JPMorgan Chase & Co. 10% annualized if each index closes at or above trigger level on review date, payable quarterly due 9/10/2014

JPMorgan Chase & Co. 8.00% due 9/10/2013

JPMorgan Chase & Co. 18% annualized if shares close at or above interest barrier on quarterly review date due 9/18/2013

JPMorgan Chase & Co. 6.00% due 9/5/2013

JPMorgan Chase & Co. If Apple stock closes at or above downside threshold level on quarterly determination date, $0.339 per note; otherwise, no contingent payment will be made that quarter due 9/5/2013

JPMorgan Chase & Co. 10.25% due 8/30/2013

JPMorgan Chase & Co. 9.25% due 8/30/2013

JPMorgan Chase & Co. 10.00% due 8/30/2013

JPMorgan Chase & Co. 9.00% due 5/31/2013

JPMorgan Chase & Co. 10.50% due 8/30/2013

JPMorgan Chase & Co. 7.000% due 8/30/2013

JPMorgan Chase & Co. 8.000% due 8/30/2013

JPMorgan Chase & Co. 11.00% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 2/28/2014

JPMorgan Chase & Co. 0.000% due 8/29/2014

JPMorgan Chase & Co. 0.000% due 2/28/2014

JPMorgan Chase & Co. 0.000% due 8/29/2014

JPMorgan Chase & Co. 0.000% due 2/28/2014

JPMorgan Chase & Co. 2% in years one in two, 2.25% in years three and four, 2.75% in years five and six, 3% in years seven and eight, 4% in year nine and 5% in year 10; payable semiannually due 8/30/2022

JPMorgan Chase & Co. Initially 3%; steps up to 3.5% on Aug. 30, 2017, to 4% on Aug. 30, 2022 and to 5% on Aug. 30, 2027; payable semiannually due 8/30/2032

JPMorgan Chase & Co. If index closes at or above initial level on any annual review date, 1%; otherwise, no interest payment for that year due 8/31/2018

JPMorgan Chase & Co. If index closes at or above initial level on any annual review date, 1.5%; otherwise, no interest payment for that year due 8/31/2017

JPMorgan Chase & Co. 0.000% due 8/31/2017

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 0.000% due 8/31/2018

JPMorgan Chase & Co. 0.000% due 11/29/2013

JPMorgan Chase & Co. 3% initially, stepping up to 3.5% on Aug. 30, 2019, to 4.5% on Aug. 30, 2024, to 5.75% on Aug. 3025 and to 7% on Aug. 30, 2026; payable monthly due 8/30/2027

JPMorgan Chase & Co. 0.00% due 3/4/2014

JPMorgan Chase & Co. 0.75% initially; beginning Aug. 30, 2013, Libor plus 75 bps, floor of 1% and capped at 5%; payable quarterly due 8/30/2017

JPMorgan Chase & Co. 7.00% due 8/30/2013

JPMorgan Chase & Co. 19.75%, annualized, if shares close at or above interest barrier on quarterly review date due 9/11/2013

JPMorgan Chase & Co. 17.45%, annualized, if shares close at or above interest barrier on quarterly review date due 9/11/2013

JPMorgan Chase & Co. 16.6%, annualized, if shares close at or above interest barrier on quarterly review date due 9/11/2013

JPMorgan Chase & Co. 0.00% due 9/11/2013

JPMorgan Chase & Co. 3.375% initially; beginning Aug. 29, 2014, Libor plus 120 bps, capped at 6.5% and floor of 0%; payable quarterly due 8/29/2024

JPMorgan Chase & Co. 0.00% due 11/29/2013

JPMorgan Chase & Co. 7.00% due 12/3/2013

JPMorgan Chase & Co. 0.000% due 9/11/2013

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 7.00% due 8/27/2013

JPMorgan Chase & Co. 0.00% due 2/27/2014

JPMorgan Chase & Co. 0.00% due 2/26/2014

JPMorgan Chase & Co. 0.00% due 9/25/2014

JPMorgan Chase & Co. 15.25% due 8/27/2013

JPMorgan Chase & Co. 0.00% due 8/25/2015

JPMorgan Chase & Co. 15.65%, annualized, if shares close at or above interest barrier on quarterly review date due 9/5/2013

JPMorgan Chase & Co. 16.85%, annualized, if shares close at or above interest barrier on quarterly review date due 9/5/2013

JPMorgan Chase & Co. 0.00% due 9/10/2013

JPMorgan Chase & Co. 0.00% due 2/21/2014

JPMorgan Chase & Co. 0.00% due 8/21/2017

JPMorgan Chase & Co. 9.50% due 11/21/2012

JPMorgan Chase & Co. 13% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/22/2013

JPMorgan Chase & Co. 12.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/22/2013

JPMorgan Chase & Co. 12.7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/22/2013

JPMorgan Chase & Co. 11.50% due 2/21/2013

JPMorgan Chase & Co. 9% due 11/20/2012

JPMorgan Chase & Co. 8.50% due 8/20/2013

JPMorgan Chase & Co. 11% due 8/20/2013

JPMorgan Chase & Co. 14% due 8/20/2013

JPMorgan Chase & Co. 14.35% annualized if shares close at or above 75% of strike price, the interest barrier, on quarterly review date due 9/3/2013

JPMorgan Chase & Co. 0.00% due 11/19/2013

JPMorgan Chase & Co. 0.00% due 10/3/2014

JPMorgan Chase & Co. 15.45% annualized if shares close at or above interest barrier on quarterly review date due 8/28/2013

JPMorgan Chase & Co. 0.00% due 8/28/2013

JPMorgan Chase & Co. 0.00% due 8/13/2015

JPMorgan Chase & Co. 0% due 8/16/2013

JPMorgan Chase & Co. 16% due 11/15/2012

JPMorgan Chase & Co. 12.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/15/2013

JPMorgan Chase & Co. 13.4% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/15/2013

JPMorgan Chase & Co. 13.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/15/2013

JPMorgan Chase & Co. 10% due 8/13/2013

JPMorgan Chase & Co. 0.00% due 9/9/2013

JPMorgan Chase & Co. 16.65% annualized if shares close at or above interest barrier on quarterly review date due 8/21/2013

JPMorgan Chase & Co. 0.00% due 8/21/2013

JPMorgan Chase & Co. 0.00% due 2/12/2014

JPMorgan Chase & Co. 13.50% due 2/7/2013

JPMorgan Chase & Co. 0% due 1/6/2014

JPMorgan Chase & Co. 8.50% due 8/2/2013

JPMorgan Chase & Co. 12.20% due 11/5/2012

JPMorgan Chase & Co. If Apple shares close at or above trigger level on review date, 4% coupon will be paid that quarter (equivalent to 16% per year); if Apple shares close below trigger level, no coupon will be paid that quarter due 8/28/2013

JPMorgan Chase & Co. 0.00% due 7/31/2014

JPMorgan Chase & Co. 0.00% due 8/14/2013

JPMorgan Chase & Co. 0.00% due 8/2/2013

JPMorgan Chase & Co. If MetLife stock closes at or above downside threshold on quarterly determination date, $0.4063 per note; otherwise, no contingent payment will be made for that period due 8/1/2013

JPMorgan Chase & Co. 0.00% due 10/31/2013

JPMorgan Chase & Co. 9.25% due 7/31/2013

JPMorgan Chase & Co. 9.25% due 1/31/2013

JPMorgan Chase & Co. 9% due 11/1/2012

JPMorgan Chase & Co. 8.50% due 7/31/2013

JPMorgan Chase & Co. 11% due 1/31/2013

JPMorgan Chase & Co. 8% due 11/4/2013

JPMorgan Chase & Co. Interest factor times proportion of days on which S&P 500 closes at or above 80% of initial level, subject to floor of zero and a variable cap; interest factor is 7% for the first year, two times 4% minus six-month Libor for years two through five, two times 6% minus six-month Libor for years six through 10 and two times 8% minus six-month Libor for years 11 to 15; cap is 7% for the first year, 8% for years two through five, 12% for years six through 10 and 16% for years 11 through 15; payable quarterly due 7/31/2027

JPMorgan Chase & Co. 0.00% due 7/30/2015

JPMorgan Chase & Co. If each index closes at or above trigger level on review date, notes will pay 2.2% coupon that quarter (equivalent to 8.8% per year) due 7/31/2014

JPMorgan Chase & Co. If each index closes at or above trigger level on review date, notes will pay 2.575% coupon that quarter (equivalent to 10.3% per year) due 7/31/2014

JPMorgan Chase & Co. 10.00% due 7/31/2013

JPMorgan Chase & Co. 7.00% due 7/31/2013

JPMorgan Chase & Co. 11.00% due 7/31/2013

JPMorgan Chase & Co. 0.00% due 1/31/2014

JPMorgan Chase & Co. 0.00% due 7/31/2014

JPMorgan Chase & Co. 0.00% due 1/31/2014

JPMorgan Chase & Co. If index closes at or above initial level on any annual review date, 2%; otherwise, no interest payment for that year due 7/31/2018

JPMorgan Chase & Co. 0.00% due 7/29/2016

JPMorgan Chase & Co. 0.00% due 7/31/2018

JPMorgan Chase & Co. 0.00% due 10/31/2013

JPMorgan Chase & Co. 0.00% due 7/30/2015

JPMorgan Chase & Co. If Chicago Bridge & Iron shares close at or above trigger level on review date, 2.4375% coupon will be paid that quarter (equivalent to 9.75% per year); if Chicago Bridge & Iron shares close below trigger level, no coupon will be paid that quarter due 8/12/2013

JPMorgan Chase & Co. Interest factor multiplied by proportion of days on which index closes at or above minimum index level; interest factor is 9% for first year; after that, interest factor is greater of (a) 2% per year and (b) (i) 1.2 times (ii) 6% per year minus six-month Libor, subject to floor of zero and cap of 7.2% per year; payable quarterly; Minimum index level: 576.9825, 75% of initial level due 7/30/2027

JPMorgan Chase & Co. 0.00% due 1/30/2013

JPMorgan Chase & Co. 10.25% due 7/30/2013

JPMorgan Chase & Co. If Chipotle shares close at or above trigger level on review date, 3% coupon will be paid that quarter (equivalent to 12% per year); if Chipotle shares close below trigger level, no coupon will be paid that quarter due 8/9/2013

JPMorgan Chase & Co. If Itau Unibanco ADSs close at or above trigger level on review date, 3.8875% coupon will be paid that quarter (equivalent to 15.55% per year); if Itau Unibanco ADSs close below trigger level, no coupon will be paid that quarter due 8/9/2013

JPMorgan Chase & Co. 10.000% due 10/29/2012

JPMorgan Chase & Co. 11.5% annualized if shares close at or above interest barrier on quarterly review date due 8/8/2013

JPMorgan Chase & Co. 13.2% annualized if shares close at or above interest barrier on quarterly review date due 8/8/2013

JPMorgan Chase & Co. 14.5% annualized if shares close at or above interest barrier on quarterly review date due 8/8/2013

JPMorgan Chase & Co. 10.50% due 10/26/2012

JPMorgan Chase & Co. 13.50% due 10/26/2012

JPMorgan Chase & Co. 16.8%, annualized, if shares close at or above interest barrier on quarterly review date due 8/7/2013

JPMorgan Chase & Co. 10.7%, annualized, if shares close at or above interest barrier on quarterly review date due 7/31/2013

JPMorgan Chase & Co. 7.50% due 7/25/2013

JPMorgan Chase & Co. 0.00% due 1/24/2014

JPMorgan Chase & Co. 0.00% due 8/7/2013

JPMorgan Chase & Co. 9.00% due 1/25/2013

JPMorgan Chase & Co. 0.00% due 1/23/2015

JPMorgan Chase & Co. 9% due 10/25/2012

JPMorgan Chase & Co. 10% due 7/25/2013

JPMorgan Chase & Co. 10% due 1/25/2013

JPMorgan Chase & Co. 10.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/24/2013

JPMorgan Chase & Co. 13.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/24/2013

JPMorgan Chase & Co. 10.50% due 7/23/2013

JPMorgan Chase & Co. 0.00% due 1/23/2013

JPMorgan Chase & Co. 10.7%, annualized, if shares close at or above interest barrier on quarterly review date due 7/31/2013

JPMorgan Chase & Co. 5.60% due 1/18/2013

JPMorgan Chase & Co. 0.000% due 7/29/2013

JPMorgan Chase & Co. 15.60% due 1/15/2013

JPMorgan Chase & Co. 10.000% due 7/12/2013

JPMorgan Chase & Co. 9.000% due 7/12/2013

JPMorgan Chase & Co. If GE shares close at or above trigger level on review date, 2.93% coupon will be paid that quarter (equivalent to 11.72% per year); if GE shares close below trigger level, no coupon will be paid that quarter due 7/24/2013

JPMorgan Chase & Co. 9.000% due 10/11/2012

JPMorgan Chase & Co. 9% due 10/11/2012

JPMorgan Chase & Co. 10% per year, payable quarterly if ETF's shares close at or above trigger price on observation date for that quarter due 1/10/2014

JPMorgan Chase & Co. 6% per year, payable quarterly if trust's shares close at or above trigger price on observation date for that quarter due 1/10/2014

JPMorgan Chase & Co. 0.000% due 1/10/2014

JPMorgan Chase & Co. If Starbucks shares close at or above trigger level on review date, 3.6125% coupon will be paid that quarter (equivalent to 14.45% per year); if Starbucks shares close below trigger level, no coupon will be paid that quarter due 7/17/2013

JPMorgan Chase & Co. 0.000% due 8/13/2015

JPMorgan Chase & Co. 0.00% due 1/4/2018

JPMorgan Chase & Co. Interest factor times proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 1,000; interest factor is 5.75% for first six years, 6.25% for years seven through nine, 7% for years 10 through 12 and 8% for years 13 to 15; payable quarterly due 7/5/2027

JPMorgan Chase & Co. If Las Vegas Sands stock closes at or above downside threshold on quarterly determination date, $0.4688 per note; otherwise, no contingent payment will be made for that period due 7/3/2013

JPMorgan Chase & Co. 0.00% due 8/1/2013

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 10% due 6/28/2013

JPMorgan Chase & Co. 9% due 12/31/2012

JPMorgan Chase & Co. 8% due 6/28/2013

JPMorgan Chase & Co. 15% due 12/31/2012

JPMorgan Chase & Co. 12.50% due 12/31/2012

JPMorgan Chase & Co. 13.50% due 12/31/2012

JPMorgan Chase & Co. 12.00% due 6/28/2013

JPMorgan Chase & Co. 8.00% due 6/28/2013

JPMorgan Chase & Co. 12.50% due 6/28/2013

JPMorgan Chase & Co. 0.00% due 6/30/2014

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 0% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 7/17/2013

JPMorgan Chase & Co. 0.00% due 6/29/2018

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 6/28/2019

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 10% due 9/28/2012

JPMorgan Chase & Co. If Starbucks shares close at or above trigger level on review date, 3.95% coupon will be paid that quarter (equivalent to 15.8% per year); if Starbucks shares close below trigger level, no coupon will be paid that quarter due 7/10/2013

JPMorgan Chase & Co. 0.00% due 7/10/2013

JPMorgan Chase & Co. If Las Vegas Sands stock closes at or above downside threshold on quarterly determination date, $0.5375 per note; otherwise, no contingent payment will be made for that period due 6/27/2013

JPMorgan Chase & Co. 15.00% due 7/3/2013

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 7/1/2013

JPMorgan Chase & Co. 13.25% due 12/27/2012

JPMorgan Chase & Co. 7.250% due 6/25/2013

JPMorgan Chase & Co. 0.00% due 6/24/2014

JPMorgan Chase & Co. 9.50% due 6/26/2013

JPMorgan Chase & Co. Par times (a) one plus return of PR index times (b) a monthly dividend rate equal to monthly return of TR index minus monthly return of PR index; payable monthly due 6/23/2014

JPMorgan Chase & Co. If Citigroup shares close at or above trigger level on review date, 5.265% coupon will be paid that quarter (equivalent to 21.06% per year); if Citigroup shares close below trigger level, no coupon will be paid that quarter due 7/3/2013

JPMorgan Chase & Co. 0.000% due 12/20/2017

JPMorgan Chase & Co. 13.750% due 9/20/2012

JPMorgan Chase & Co. 11.750% due 12/20/2012

JPMorgan Chase & Co. 12.750% due 9/20/2012

JPMorgan Chase & Co. 11.750% due 12/20/2012

JPMorgan Chase & Co. 10.500% due 12/20/2012

JPMorgan Chase & Co. 10.000% due 6/20/2013

JPMorgan Chase & Co. 12.000% due 12/20/2012

JPMorgan Chase & Co. 9.000% due 6/20/2013

JPMorgan Chase & Co. 19.500% due 9/20/2012

JPMorgan Chase & Co. 17.150% due 9/20/2012

JPMorgan Chase & Co. 15.750% due 9/20/2012

JPMorgan Chase & Co. 13.000% due 12/20/2012

JPMorgan Chase & Co. 0.000% due 6/21/2013

JPMorgan Chase & Co. 10.700% due 6/20/2013

JPMorgan Chase & Co. 10.680% due 6/20/2013

JPMorgan Chase & Co. 9% due 9/18/2012

JPMorgan Chase & Co. 8.25% due 6/14/2013

JPMorgan Chase & Co. If Union Pacific shares close at or above trigger level on review date, 4.8125% coupon will be paid that quarter (equivalent to 19.25% per year); if Union Pacific shares close below trigger level, no coupon will be paid that quarter due 6/26/2013

JPMorgan Chase & Co. 9% for one year; then for each day that S&P 500 closes at or above 940 strike level, 1.25 times the 7% annualized rate minus six-month Libor, capped at 8.75% and floor of zero; payable quarterly due 6/13/2027

JPMorgan Chase & Co. 5.80% due 12/13/2012

JPMorgan Chase & Co. 0.00% due 6/26/2013

JPMorgan Chase & Co. 10% due 12/13/2012

JPMorgan Chase & Co. 0.00% due 6/14/2013

JPMorgan Chase & Co. 9.000% due 9/12/2012

JPMorgan Chase & Co. 17.50% due 9/10/2012

JPMorgan Chase & Co. 10.80% due 6/10/2013

JPMorgan Chase & Co. 10.000% due 12/7/2012

JPMorgan Chase & Co. 10.00% due 12/7/2012

JPMorgan Chase & Co. 10.11% due 12/7/2012

JPMorgan Chase & Co. 10.42% due 12/7/2012

JPMorgan Chase & Co. 8.50% due 12/7/2012

JPMorgan Chase & Co. If GE shares close at or above trigger level on review date, 3.925% coupon will be paid that quarter (equivalent to 15.7% per year); if GE shares close below trigger level, no coupon will be paid that quarter due 6/19/2013

JPMorgan Chase & Co. 8.50% due 6/6/2013

JPMorgan Chase & Co. 0% due 6/12/2013

JPMorgan Chase & Co. 10% due 12/6/2012

JPMorgan Chase & Co. 18.65% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/5/2013

JPMorgan Chase & Co. 0.00% due 6/5/2013

JPMorgan Chase & Co. 11.40% due 5/31/2013

JPMorgan Chase & Co. 16.50% due 8/31/2012

JPMorgan Chase & Co. 10% due 5/31/2013

JPMorgan Chase & Co. 22.50% due 8/31/2012

JPMorgan Chase & Co. 10% due 5/31/2013

JPMorgan Chase & Co. 20.50% due 8/31/2012

JPMorgan Chase & Co. 12.25% due 5/31/2013

JPMorgan Chase & Co. 9.00% due 5/31/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are May 28, 2013, May 27, 2014, May 26, 2015, May 25, 2016, May 25, 2017 and May 25, 2018; coupon is payable annually due 5/31/2018

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.25%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are May 28, 2013, May 27, 2014, May 26, 2015 and May 25, 2016; coupon is payable annually due 5/31/2016

JPMorgan Chase & Co. 13.000% due 5/31/2013

JPMorgan Chase & Co. 9.000% due 5/31/2013

JPMorgan Chase & Co. 14.250% due 5/31/2013

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 5/30/2014

JPMorgan Chase & Co. 0.000% due 11/29/2013

JPMorgan Chase & Co. 6.65% per year for each day that index closes at or above 1,000 and six-month Libor is less than or equal to 6%; payable quarterly due 5/31/2027

JPMorgan Chase & Co. 0.000% due 6/3/2013

JPMorgan Chase & Co. 0.000% due 5/31/2018

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 0.000% due 6/12/2013

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.00% due 6/12/2013

JPMorgan Chase & Co. 0.00% due 5/30/2014

JPMorgan Chase & Co. 0.00% due 8/30/2013

JPMorgan Chase & Co. 16.25% due 11/29/2012

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.00% due 11/29/2013

JPMorgan Chase & Co. 0.00% due 6/25/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 8.20% due 5/24/2013

JPMorgan Chase & Co. 0.00% due 10/28/2013

JPMorgan Chase & Co. 21.12% due 6/5/2013

JPMorgan Chase & Co. 0.00% due 9/21/2012

JPMorgan Chase & Co. 0.00% due 6/5/2013

JPMorgan Chase & Co. 0.00% due 5/31/2018

JPMorgan Chase & Co. 0.00% due 6/5/2013

JPMorgan Chase & Co. 10% due 11/23/2012

JPMorgan Chase & Co. 0.00% due 6/20/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 6.45% due 5/22/2013

JPMorgan Chase & Co. 9% for one year; then for each day that S&P 500 closes at or above 985 strike level, 1.2 times the 7% annualized rate minus six-month Libor, capped at 8.4% and floor of zero; payable quarterly due 5/21/2027

JPMorgan Chase & Co. 0.00% due 8/20/2013

JPMorgan Chase & Co. 0.00% due 8/18/2016

JPMorgan Chase & Co. 9% due 8/20/2012

JPMorgan Chase & Co. 18.15% annualized if shares close at or above interest barrier on quarterly review date due 5/30/2013

JPMorgan Chase & Co. 10.00% due 11/16/2012

JPMorgan Chase & Co. 0.00% due 11/14/2013

JPMorgan Chase & Co. 0.00% due 5/20/2013

JPMorgan Chase & Co. 0.00% due 5/16/2013

JPMorgan Chase & Co. 0.00% due 6/17/2013

JPMorgan Chase & Co. 0.00% due 5/16/2014

JPMorgan Chase & Co. 0.00% due 5/30/2013

JPMorgan Chase & Co. 0.00% due 8/15/2013

JPMorgan Chase & Co. 18.50% due 8/16/2012

JPMorgan Chase & Co. 20% due 8/16/2012

JPMorgan Chase & Co. 13% due 8/16/2012

JPMorgan Chase & Co. 12.000% due 5/15/2013

JPMorgan Chase & Co. 0.000% due 11/15/2012

JPMorgan Chase & Co. 0.000% due 5/15/2014

JPMorgan Chase & Co. 11.350% due 11/16/2012

JPMorgan Chase & Co. 3.5% initially, stepping up to 3.75% on May 14, 2017, to 4% on May 14, 2022, to 5% on May 14, 2024 and to 6% on May 14, 2026; payable semiannually due 5/14/2027

JPMorgan Chase & Co. 0.000% due 5/28/2013

JPMorgan Chase & Co. 12.000% due 5/14/2013

JPMorgan Chase & Co. 12.100% due 5/14/2013

JPMorgan Chase & Co. 11.50% due 5/10/2013

JPMorgan Chase & Co. 11.50% due 11/14/2012

JPMorgan Chase & Co. 12.85% due 11/14/2012

JPMorgan Chase & Co. 8.250% due 5/10/2013

JPMorgan Chase & Co. 16.6% annualized if shares close at or above trigger level on quarterly review date due 5/22/2013

JPMorgan Chase & Co. 0.000% due 5/10/2013

JPMorgan Chase & Co. 0.000% due 5/22/2013

JPMorgan Chase & Co. 10.000% due 5/9/2013

JPMorgan Chase & Co. 0.000% due 11/5/2012

JPMorgan Chase & Co. 0.000% due 5/15/2013

JPMorgan Chase & Co. 0.000% due 5/13/2013

JPMorgan Chase & Co. 10.600% due 4/4/2013

JPMorgan Chase & Co. 7.900% due 4/4/2013

JPMorgan Chase & Co. Quarterly payment of $0.2168 per note if closing share price is at or above downside threshold level on quarterly determination date; otherwise, no contingent payment due 5/2/2013

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. If stock closes at or above interest barrier on any quarterly review date, 21.85% per year; otherwise, 0%; payable quarterly;Interest barrier: $25.125, 75% of initial price due 5/15/2013

JPMorgan Chase & Co. 0.00% due 5/15/2013

JPMorgan Chase & Co. 11.50% due 5/1/2013

JPMorgan Chase & Co. 0.00% due 5/3/2013

JPMorgan Chase & Co. 15.000% due 7/31/2012

JPMorgan Chase & Co. 11.25% due 10/31/2012

JPMorgan Chase & Co. 21.000% due 7/31/2012

JPMorgan Chase & Co. 18.000% due 7/31/2012

JPMorgan Chase & Co. 16.100% due 7/31/2012

JPMorgan Chase & Co. 19.000% due 7/31/2012

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.25%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are April 25, 2013, April 25, 2014, April 27, 2015, April 26, 2016, April 25, 2017 and April 25, 2018; coupon is payable annually due 4/30/2018

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are April 25, 2013, April 25, 2014, April 27, 2015 and April 26, 2016; coupon is payable annually due 4/29/2016

JPMorgan Chase & Co. 10.500% due 4/30/2013

JPMorgan Chase & Co. 5.000% due 4/30/2013

JPMorgan Chase & Co. 0.00% due 4/30/2014

JPMorgan Chase & Co. 0.00% due 10/31/2013

JPMorgan Chase & Co. 0.000% due 10/31/2013

JPMorgan Chase & Co. 4% in years one through five, 4.25% in years six through 10, 4.5% in years 11 through 15 and 5% in years 16 through 20; payable semiannually due 4/30/2032

JPMorgan Chase & Co. 9% for first year; then at an annualized rate for each day that S&P 500 closes at or above 950; interest factor is (a) 1.25 times (b) 7% annualized minus six-month Libor, up to a maximum rate of 8.75% with floor of zero; payable quarterly due 4/30/2027

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to minimum coupon of 0.5% per year; if basket stock�s underlying return is greater than or equal to zero, its performance will be 8%, and if its underlying return is negative, its performance will be the greater of its return and negative 20%; payable annually due 4/30/2018

JPMorgan Chase & Co. 0.000% due 7/29/2016

JPMorgan Chase & Co. 0.000% due 10/30/2015

JPMorgan Chase & Co. 0.00% due 4/30/2018

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. 8.750% due 4/30/2013

JPMorgan Chase & Co. 10.000% due 4/30/2013

JPMorgan Chase & Co. 2% initially; beginning April 27, 2013, Libor plus 90 bps, subject to floor of 1% and cap of 6%; payable quarterly due 4/27/2017

JPMorgan Chase & Co. 0.000% due 5/9/2013

JPMorgan Chase & Co. 10.750% due 4/26/2013

JPMorgan Chase & Co. 17.4% annualized if shares close at or above interest barrier on quarterly review date due 5/8/2013

JPMorgan Chase & Co. 16.4% annualized if shares close at or above interest barrier on quarterly review date due 5/8/2013

JPMorgan Chase & Co. 0.000% due 5/8/2013

JPMorgan Chase & Co. 0.000% due 10/27/2014

JPMorgan Chase & Co. 0.000% due 5/2/2013

JPMorgan Chase & Co. 0.000% due 5/7/2013

JPMorgan Chase & Co. 0.000% due 5/8/2013

JPMorgan Chase & Co. 13.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/25/2013

JPMorgan Chase & Co. 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/25/2013

JPMorgan Chase & Co. 13% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/25/2013

JPMorgan Chase & Co. 8.250% due 4/26/2013

JPMorgan Chase & Co. 9.900% due 4/26/2013

JPMorgan Chase & Co. 9.100% due 4/26/2013

JPMorgan Chase & Co. 7.25% due 4/24/2013

JPMorgan Chase & Co. 0.000% due 10/24/2013

JPMorgan Chase & Co. 8.50% due 4/23/2013

JPMorgan Chase & Co. 0.000% due 2/7/2014

JPMorgan Chase & Co. 10.000% due 4/19/2013

JPMorgan Chase & Co. 21.4% annualized if shares close at or above interest barrier on quarterly review date; Interest barrier: $6.419, 70% of initial share price due 5/1/2013

JPMorgan Chase & Co. 11.50% due 4/18/2013

JPMorgan Chase & Co. 0.00% due 4/19/2013

JPMorgan Chase & Co. 0.000% due 5/1/2013

JPMorgan Chase & Co. 10% due 10/18/2012

JPMorgan Chase & Co. 11.75% due 10/18/2012

JPMorgan Chase & Co. 14.25% due 7/18/2012

JPMorgan Chase & Co. 18.50% due 7/18/2012

JPMorgan Chase & Co. 12.25% due 7/18/2012

JPMorgan Chase & Co. 17% due 7/16/2012

JPMorgan Chase & Co. 0.00% due 10/25/2013

JPMorgan Chase & Co. 7% per year for each day that six-month Libor is 6% or less and Russell 2000 closes at or above 620; payable quarterly due 4/17/2027

JPMorgan Chase & Co. 7% per year for each day that six-month Libor is 6% or less and S&P 500 closes at or above 1,125; payable quarterly due 4/16/2027

JPMorgan Chase & Co. 9% initially; beginning April 13, 2013, for each day that index closes at or above 950, interest factor of (a) 1.25 times (b) 7.2% annualized minus Libor, floor of zero and capped at 9%; payable quarterly due 4/13/2027

JPMorgan Chase & Co. 0.000% due 12/24/2014

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 7/12/2013

JPMorgan Chase & Co. 17.00% due 4/24/2013

JPMorgan Chase & Co. 10.9% annualized if shares close at or above trigger level on quarterly review date due 4/24/2013

JPMorgan Chase & Co. 10.00% due 4/11/2013

JPMorgan Chase & Co. 0.00% due 4/12/2013

JPMorgan Chase & Co. 0.00% due 4/24/2013

JPMorgan Chase & Co. 11.85% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/11/2013

JPMorgan Chase & Co. 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/11/2013

JPMorgan Chase & Co. 19.50% due 10/10/2012

JPMorgan Chase & Co. If Apple shares close at or above trigger level on review date, 4.05% coupon will be paid that quarter (equivalent to 16.2% per year); if Apple shares close below trigger level, no coupon will be paid that quarter due 4/17/2013

JPMorgan Chase & Co. If Wells Fargo shares close at or above interest barrier on review date, 2.5125% coupon will be paid that quarter (equivalent to 10.05% per year); if Wells Fargo shares close below interest barrier, no coupon will be paid that quarter; Interest barrier: $27.312, 80% of initial share price due 4/17/2013

JPMorgan Chase & Co. 0.00% due 4/17/2013

JPMorgan Chase & Co. 0.00% due 4/11/2013

JPMorgan Chase & Co. 0.00% due 4/17/2013

JPMorgan Chase & Co. 0.00% due 5/2/2013

JPMorgan Chase & Co. 11.50% due 9/28/2012

JPMorgan Chase & Co. 12% due 6/29/2012

JPMorgan Chase & Co. 15.75% due 6/29/2012

JPMorgan Chase & Co. 14.50% due 9/28/2012

JPMorgan Chase & Co. 15% due 6/29/2012

JPMorgan Chase & Co. 17% due 9/28/2012

JPMorgan Chase & Co. 8.50% due 3/28/2013

JPMorgan Chase & Co. 9.40% due 3/28/2013

JPMorgan Chase & Co. 7.76% due 3/28/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are March 25, 2013, March 26, 2014, March 26, 2015 and March 28, 2016; coupon is payable annually due 3/31/2016

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.5%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are March 25, 2013, March 26, 2014, March 26, 2015, March 28, 2016, March 28, 2017 and March 26, 2018; coupon is payable annually due 3/29/2018

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 0.00% due 3/31/2014

JPMorgan Chase & Co. 0.00% due 9/30/2013

JPMorgan Chase & Co. 9% for first year; beginning March 30, 2013, interest factor multiplied by proportion of days on which S&P 500 closes at or above 835; interest factor is (a) 1.25 times (b) 7% per year minus Libor, subject to minimum of zero and maximum of 8.75% per year due 3/30/2027

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to a minimum coupon of 1%; if basket stock's underlying return is greater than or equal to zero, its performance will be equal to 7.5%, and if its underlying return is negative, its performance will be the greater of the return and negative 30%; payable annually due 3/29/2018

JPMorgan Chase & Co. 0.00% due 9/30/2015

JPMorgan Chase & Co. 0.00% due 6/30/2016

JPMorgan Chase & Co. 0.00% due 9/28/2018

JPMorgan Chase & Co. 0.00% due 6/28/2013

JPMorgan Chase & Co. If Wells Fargo shares close at or above interest barrier on review date, 2.75% coupon will be paid that quarter (equivalent to 11% per year); if Wells Fargo shares close below interest barrier, no coupon will be paid that quarter; Interest barrier: $26.824, 80% of initial share price due 4/10/2013

JPMorgan Chase & Co. 3.5% initially, steps up to 4% on March 28, 2017, to 5% on March 28, 2022, to 6.5% on March 28, 2025 and to 7.5% on March 28, 2026 due 3/28/2027

JPMorgan Chase & Co. 0.00% due 4/10/2013

JPMorgan Chase & Co. Initially 2.1%; beginning March 28, 2014, Libor plus 160 bps, subject to minimum rate of 0% and a maximum rate of 5.95% per year; payable quarterly due 3/28/2019

JPMorgan Chase & Co. 0.00% due 4/10/2013

JPMorgan Chase & Co. 0.00% due 3/30/2015

JPMorgan Chase & Co. 0.00% due 4/10/2013

JPMorgan Chase & Co. 7.50% due 3/26/2013

JPMorgan Chase & Co. 0.00% due 4/26/2013

JPMorgan Chase & Co. 10.250% due 3/25/2013

JPMorgan Chase & Co. 0.000% due 3/27/2020

JPMorgan Chase & Co. 7.250% due 3/25/2013

JPMorgan Chase & Co. If share price finishes at or above trigger level on quarterly review date, 3.15% that quarter; otherwise, no coupon paid that quarter due 4/4/2013

JPMorgan Chase & Co. 8% for first year; beginning March 21, 2013, interest factor multiplied by proportion of days on which S&P 500 closes at or above 930; interest factor is (a) 1.2 times (b) 7% per year minus Libor, subject to minimum of zero and maximum of 8.4% per year due 3/21/2027

JPMorgan Chase & Co. 0.00% due 4/4/2013

JPMorgan Chase & Co. 10% due 6/21/2012

JPMorgan Chase & Co. 0.00% due 4/4/2013

JPMorgan Chase & Co. 10.62% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 3/21/2013

JPMorgan Chase & Co. 9.86% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 3/21/2013

JPMorgan Chase & Co. 2.75% initially; beginning March 20, 2013, Libor plus 90 bps, subject to floor of 0.19% and cap of 6%; payable quarterly due 3/20/2017

JPMorgan Chase & Co. 0.000% due 9/20/2012

JPMorgan Chase & Co. 10.000% due 6/20/2012

JPMorgan Chase & Co. 0.00% due 4/18/2013

JPMorgan Chase & Co. 0.00% due 6/17/2013

JPMorgan Chase & Co. 10% due 6/18/2012

JPMorgan Chase & Co. 13.50% due 9/17/2012

JPMorgan Chase & Co. 12% due 6/18/2012

JPMorgan Chase & Co. 14.60% due 6/19/2012

JPMorgan Chase & Co. 18.25% due 6/18/2012

JPMorgan Chase & Co. 14.60% due 6/18/2012

JPMorgan Chase & Co. 22.50% due 6/18/2012

JPMorgan Chase & Co. For each day that six-month Libor is 6% or less and S&P 500 closes at or above 950, an annualized rate of 5.5% initially, stepping to 6.5% on March 16, 2017, to 7.5% on March 16, 2022, to 8.5% on March 16, 2024 and to 10% on March 16, 2026; payable quarterly due 3/16/2027

JPMorgan Chase & Co. 10.000% due 3/15/2013

JPMorgan Chase & Co. 0.00% due 3/15/2013

JPMorgan Chase & Co. 0.00% due 3/27/2013

JPMorgan Chase & Co. 10% due 6/14/2012

JPMorgan Chase & Co. 0.00% due 3/27/2013

JPMorgan Chase & Co. 6.5% per year times proportion of days on which six-month Libor is 6% or less and Russell 2000 closes at or above 670; payable quarterly due 3/14/2022

JPMorgan Chase & Co. 0.000% due 4/15/2013

JPMorgan Chase & Co. 0.000% due 3/13/2014

JPMorgan Chase & Co. 0.00% due 9/12/2013

JPMorgan Chase & Co. 0.00% due 3/12/2014

JPMorgan Chase & Co. 3.5% for the first five years, stepping up to 3.75% on March 9, 2017, to 4% on March 9, 2020, to 4.5% on March 9, 2022 and to 5% on March 9, 2023; payable semiannually due 3/9/2024

JPMorgan Chase & Co. 8.00% due 3/11/2013

JPMorgan Chase & Co. 0.00% due 3/7/2017

JPMorgan Chase & Co. 0.00% due 3/20/2013

JPMorgan Chase & Co. 3% initially; beginning March 7, 2013, Libor plus 115 bps, subject to floor of 1.15% and cap of 5.5%; payable quarterly due 3/7/2017

JPMorgan Chase & Co. 0.00% due 3/20/2013

JPMorgan Chase & Co. 0.000% due 3/20/2013

JPMorgan Chase & Co. 10% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 3/7/2013

JPMorgan Chase & Co. 10.5% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 3/7/2013

JPMorgan Chase & Co. 13.9% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 3/7/2013

JPMorgan Chase & Co. 8.250% due 3/6/2013

JPMorgan Chase & Co. 7.75% due 3/5/2013

JPMorgan Chase & Co. 3.75% initially, stepping up to 4% on March 2, 2017, to 4.5% on March 2, 2022, to 5.5% on March 2, 2024 and to 7% on March 2, 2026; payable semiannually due 3/2/2027

JPMorgan Chase & Co. 0.00% due 5/31/2013

JPMorgan Chase & Co. 11.20% due 5/31/2012

JPMorgan Chase & Co. 9.50% due 8/31/2012

JPMorgan Chase & Co. 13.25% due 8/31/2012

JPMorgan Chase & Co. 15.50% due 8/31/2012

JPMorgan Chase & Co. 17.00% due 8/31/2012

JPMorgan Chase & Co. 13.00% due 8/31/2012

JPMorgan Chase & Co. 13.00% due 5/31/2012

JPMorgan Chase & Co. 15.50% due 5/31/2012

JPMorgan Chase & Co. 21.00% due 5/31/2012

JPMorgan Chase & Co. 16.25% due 5/31/2012

JPMorgan Chase & Co. 9.51% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/28/2013

JPMorgan Chase & Co. 10.48% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/28/2013

JPMorgan Chase & Co. 9.41% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/28/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.25%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Feb. 25, 2013, Feb. 25, 2014, Feb. 24, 2015 and Feb. 24, 2016; coupon is payable annually due 2/29/2016

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Feb. 25, 2013, Feb. 25, 2014, Feb. 24, 2015, Feb. 24, 2016, Feb. 23, 2017 and Feb. 23, 2018; coupon is payable annually due 2/28/2018

JPMorgan Chase & Co. If ETF closes at or above trigger level on quarterly review date, 1.75% that quarter; otherwise, no coupon paid that quarter due 2/27/2015

JPMorgan Chase & Co. 0.00% due 8/30/2013

JPMorgan Chase & Co. 0% due 8/30/2013

JPMorgan Chase & Co. 0% due 2/28/2014

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to a minimum coupon of 1%; if basket stock�s underlying return is greater than or equal to zero, its performance will be equal to 8.5%, and if its underlying return is negative, its performance will be the greater of the return and negative 30%; payable annually due 2/28/2018

JPMorgan Chase & Co. 0.00% due 3/13/2013

JPMorgan Chase & Co. 0.00% due 2/29/2016

JPMorgan Chase & Co. 0.00% due 2/28/2018

JPMorgan Chase & Co. 0.00% due 5/30/2013

JPMorgan Chase & Co. 0.00% due 2/27/2014

JPMorgan Chase & Co. 0.00% due 3/13/2013

JPMorgan Chase & Co. 0.000% due 3/1/2013

JPMorgan Chase & Co. 8% in year one; after that, interest factor times proportion of days on which Libor is 8.4% or less and S&P 500 closes at or above 895; interest factor equals 1.2 times the difference of 7% minus Libor; payable quarterly due 2/28/2027

JPMorgan Chase & Co. 6.5% per year times proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 890; payable quarterly due 2/28/2027

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.15%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Feb. 22, 2013, Feb. 24, 2014, Feb. 24, 2015, Feb. 24, 2016 and Feb. 22, 2017; coupon is payable annually due 2/27/2017

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Feb. 25, 2013, Feb. 25, 2014, Feb. 24, 2015, Feb. 24, 2016, Feb. 23, 2017 and Feb. 20, 2018; coupon is payable annually due 2/27/2018

JPMorgan Chase & Co. 7.500% due 2/25/2013

JPMorgan Chase & Co. 0.000% due 3/6/2013

JPMorgan Chase & Co. If Apple stock closes at or above downside threshold level on quarterly determination date, $0.30 per note; otherwise, no contingent payment will be made that quarter due 2/22/2013

JPMorgan Chase & Co. 4% initially, stepping up to 4.25% on Feb. 23, 2017, to 4.5% on Feb. 23, 2022, to 5% on Feb. 23, 2025 and to 6% on Feb. 23, 2026; payable semiannually due 2/23/2027

JPMorgan Chase & Co. 0.000% due 3/25/2013

JPMorgan Chase & Co. 0.000% due 3/6/2013

JPMorgan Chase & Co. 15.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2013

JPMorgan Chase & Co. 18.76% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2013

JPMorgan Chase & Co. 15% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/22/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 3/4/2013

JPMorgan Chase & Co. 8.500% due 11/20/2012

JPMorgan Chase & Co. 0.00% due 3/1/2013

JPMorgan Chase & Co. 0.00% due 5/17/2012

JPMorgan Chase & Co. 0.00% due 5/17/2013

JPMorgan Chase & Co. 6.5% annualized for each day that six-month Libor is 6% or less and S&P 500 closes at or above 890; payable quarterly due 2/17/2027

JPMorgan Chase & Co. 0.000% due 2/20/2013

JPMorgan Chase & Co. 14.000% due 8/17/2012

JPMorgan Chase & Co. 12.250% due 8/17/2012

JPMorgan Chase & Co. 11.000% due 8/17/2012

JPMorgan Chase & Co. 12.000% due 5/17/2012

JPMorgan Chase & Co. 19.500% due 5/17/2012

JPMorgan Chase & Co. 16.250% due 5/17/2012

JPMorgan Chase & Co. 14.000% due 5/17/2012

JPMorgan Chase & Co. If ETF closes at or above trigger level on review date, 3.1625% that quarter; otherwise, no coupon paid that quarter; review dates are May 22, Aug. 22, 2012, Nov. 21, 2012 and Feb. 22, 2013 due 2/27/2013

JPMorgan Chase & Co. 0.00% due 2/27/2013

JPMorgan Chase & Co. 0.00% due 2/19/2013

JPMorgan Chase & Co. 0.00% due 2/27/2013

JPMorgan Chase & Co. 0.000% due 2/13/2014

JPMorgan Chase & Co. 9.000% due 2/13/2013

JPMorgan Chase & Co. 20.000% due 8/10/2012

JPMorgan Chase & Co. 6.200% due 2/12/2013

JPMorgan Chase & Co. If ETF closes at or above trigger level on review date, 3.25% that quarter; otherwise, no coupon paid that quarter; review dates are May 15, Aug. 15, 2012, Nov. 15, 2012 and Feb. 15, 2013 due 2/21/2013

JPMorgan Chase & Co. 0.000% due 2/21/2013

JPMorgan Chase & Co. 0.000% due 2/7/2013

JPMorgan Chase & Co. 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/7/2013

JPMorgan Chase & Co. 0.000% due 11/5/2012

JPMorgan Chase & Co. 3% initially; beginning Feb. 6, 2013, Libor plus 135 bps, subject to floor of 1.75% and cap of 6.5%; payable quarterly due 2/6/2017

JPMorgan Chase & Co. 19% due 5/7/2012

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 1.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Jan. 28, 2013, Jan. 28, 2014, Jan. 27, 2015, Jan. 26, 2016, Jan. 26, 2017, Jan. 26, 2018 and Jan. 31, 2019; coupon is payable annually due 2/7/2019

JPMorgan Chase & Co. 8.00% due 2/5/2013

JPMorgan Chase & Co. 0% due 8/5/2013

JPMorgan Chase & Co. 11.05% due 8/3/2012

JPMorgan Chase & Co. 12.850% due 8/3/2012

JPMorgan Chase & Co. 8.100% due 2/6/2013

JPMorgan Chase & Co. If ETF closes at or above trigger level on review date, 3.25% that quarter; otherwise, no coupon paid that quarter; review dates are May 8, 2012, Aug. 8, 2012, Nov. 8, 2012 and Feb. 8, 2013 due 2/13/2013

JPMorgan Chase & Co. 0.00% due 2/1/2013

JPMorgan Chase & Co. 12.25% due 7/31/2012

JPMorgan Chase & Co. 11.25% due 7/31/2012

JPMorgan Chase & Co. 13.65% due 7/31/2012

JPMorgan Chase & Co. 10.75% due 7/31/2012

JPMorgan Chase & Co. 10.25% due 7/31/2012

JPMorgan Chase & Co. 11.15% due 4/30/2012

JPMorgan Chase & Co. 15.50% due 7/31/2012

JPMorgan Chase & Co. 16.25% due 4/30/2012

JPMorgan Chase & Co. 16.00% due 4/30/2012

JPMorgan Chase & Co. 13.50% due 4/30/2012

JPMorgan Chase & Co. 16.25% due 4/30/2012

JPMorgan Chase & Co. 12.00% due 4/30/2012

JPMorgan Chase & Co. 20.00% due 4/30/2012

JPMorgan Chase & Co. 16.00% due 4/30/2012

JPMorgan Chase & Co. 0.00% due 2/13/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Jan. 28, 2013, Jan. 28, 2014, Jan. 27, 2015 and Jan. 26, 2016; coupon is payable annually due 1/29/2016

JPMorgan Chase & Co. 0.00% due 2/7/2013

JPMorgan Chase & Co. 0.00% due 7/31/2013

JPMorgan Chase & Co. 0% due 7/31/2013

JPMorgan Chase & Co. 0% due 1/31/2014

JPMorgan Chase & Co. 0% due 7/31/2013

JPMorgan Chase & Co. 0.00% due 1/31/2018

JPMorgan Chase & Co. 0% due 4/30/2013

JPMorgan Chase & Co. 11.50% due 4/30/2012

JPMorgan Chase & Co. 7% per year multiplied by proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 890; payable quarterly due 1/31/2017

JPMorgan Chase & Co. 10.00% due 1/31/2013

JPMorgan Chase & Co. 11.000% due 1/30/2013

JPMorgan Chase & Co. Contingent payment of 2.25% if General Electric stock closes at or above downside threshold level on any quarterly determination date due 1/30/2013

JPMorgan Chase & Co. 0.000% due 7/25/2013

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 2.125% initially, stepping up to 3% on Jan. 30, 2015; payable semiannually due 1/30/2017

JPMorgan Chase & Co. 12.50% due 4/30/2012

JPMorgan Chase & Co. Initially 5%; beginning Jan. 27, 2013, Libor plus 220 bps, subject to minimum rate of 0% and a maximum rate of 7% per year; payable quarterly due 1/27/2022

JPMorgan Chase & Co. 18.850% due 7/27/2012

JPMorgan Chase & Co. 10.00% due 7/26/2012

JPMorgan Chase & Co. 8.01% due 7/26/2012

JPMorgan Chase & Co. 9.65% due 7/26/2012

JPMorgan Chase & Co. 8.15% due 7/26/2012

JPMorgan Chase & Co. 0.00% due 2/4/2013

JPMorgan Chase & Co. 0.00% due 2/6/2013

JPMorgan Chase & Co. 0.00% due 1/28/2013

JPMorgan Chase & Co. 0.00% due 2/6/2013

JPMorgan Chase & Co. 0.00% due 1/25/2016

JPMorgan Chase & Co. Initially 2.625%; beginning on Jan. 24, 2014, Libor plus 225 bps, subject to minimum rate of 0% and a maximum of 6.5% per year; payable quarterly due 1/24/2019

JPMorgan Chase & Co. 16.7% unless a knock-in event occurs, in which case 1% for that and each subsequent interest period; payable monthly due 1/24/2013

JPMorgan Chase & Co. 0.00% due 2/4/2013

JPMorgan Chase & Co. 0.00% due 2/22/2013

JPMorgan Chase & Co. 0.00% due 4/22/2013

JPMorgan Chase & Co. 0.000% due 1/28/2013

JPMorgan Chase & Co. 0.000% due 7/19/2013

JPMorgan Chase & Co. 0.000% due 1/30/2013

JPMorgan Chase & Co. 16.500% due 4/19/2012

JPMorgan Chase & Co. 12.500% due 7/19/2012

JPMorgan Chase & Co. 14.450% due 4/19/2012

JPMorgan Chase & Co. 10.750% due 7/19/2012

JPMorgan Chase & Co. 11.250% due 7/19/2012

JPMorgan Chase & Co. 10.500% due 4/19/2012

JPMorgan Chase & Co. 19.500% due 4/19/2012

JPMorgan Chase & Co. 12.000% due 7/19/2012

JPMorgan Chase & Co. 18.000% due 4/19/2012

JPMorgan Chase & Co. 0.000% due 1/30/2013

JPMorgan Chase & Co. 12.5% per year, payable quarterly only if the shares close at or above trigger price on observation date for that quarter due 1/18/2013

JPMorgan Chase & Co. 13.75% per year, payable quarterly only if the shares close at or above trigger price on observation date for that quarter due 1/18/2013

JPMorgan Chase & Co. 9.89% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 1/18/2013

JPMorgan Chase & Co. 8.06% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 1/18/2013

JPMorgan Chase & Co. 11.000% due 7/19/2012

JPMorgan Chase & Co. 10.000% due 7/19/2012

JPMorgan Chase & Co. 12.500% due 7/19/2012

JPMorgan Chase & Co. 8.500% due 1/17/2013

JPMorgan Chase & Co. 18.90% due 7/13/2012

JPMorgan Chase & Co. 15.60% due 4/13/2012

JPMorgan Chase & Co. 17.50% due 7/13/2012

JPMorgan Chase & Co. 9.00% due 1/14/2013

JPMorgan Chase & Co. 0.00% due 1/24/2013

JPMorgan Chase & Co. 8.65% due 1/11/2013

JPMorgan Chase & Co. 7.57% due 1/11/2013

JPMorgan Chase & Co. 9.85% due 1/11/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 16.55% due 3/30/2012

JPMorgan Chase & Co. 14.25% due 6/29/2012

JPMorgan Chase & Co. 12.50% due 6/29/2012

JPMorgan Chase & Co. 14.25% due 3/30/2012

JPMorgan Chase & Co. 12% due 4/2/2012

JPMorgan Chase & Co. 17.80% due 3/30/2012

JPMorgan Chase & Co. 13.60% due 4/2/2012

JPMorgan Chase & Co. 14% due 3/30/2012

JPMorgan Chase & Co. 13% due 6/29/2012

JPMorgan Chase & Co. 17.50% due 6/29/2012

JPMorgan Chase & Co. 12.25% due 6/29/2012

JPMorgan Chase & Co. 0.00% due 12/31/2013

JPMorgan Chase & Co. 10% due 12/28/2012

JPMorgan Chase & Co. 0.000% due 12/29/2014

JPMorgan Chase & Co. 0.000% due 1/9/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 0.75%; index factor equals one divided by number of interest determination dates that have occurred to date including current interest determination date; interest determination dates are Dec. 26, 2012, Dec. 26, 2013, Dec. 26, 2014 and Dec. 28, 2015; coupon is payable annually due 12/31/2015

JPMorgan Chase & Co. 0.00% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 12/31/2013

JPMorgan Chase & Co. 0.00% due 1/9/2013

JPMorgan Chase & Co. Sum of weighted performances of basket stocks, subject to a minimum coupon of 2.5% per year; if basket stock�s underlying return is greater than or equal to zero, its performance will be equal to 6% per year, and if its underlying return is negative, its performance will be the greater of the return and negative 20%; payable semiannually due 6/29/2018

JPMorgan Chase & Co. 0.00% due 12/29/2017

JPMorgan Chase & Co. 0.00% due 3/28/2013

JPMorgan Chase & Co. 10.00% due 12/27/2012

JPMorgan Chase & Co. 15.000% due 3/23/2012

JPMorgan Chase & Co. 11.50% due 12/21/2012

JPMorgan Chase & Co. 20.35% due 12/24/2012

JPMorgan Chase & Co. 10.000% due 12/21/2012

JPMorgan Chase & Co. 10.250% due 12/21/2012

JPMorgan Chase & Co. 0.00% due 1/7/2013

JPMorgan Chase & Co. 0.00% due 12/24/2012

JPMorgan Chase & Co. 10.00% due 12/20/2012

JPMorgan Chase & Co. 0.000% due 6/20/2013

JPMorgan Chase & Co. 0.00% due 1/18/2013

JPMorgan Chase & Co. 12% due 3/19/2012

JPMorgan Chase & Co. 0.000% due 12/26/2012

JPMorgan Chase & Co. 19.50% due 3/16/2012

JPMorgan Chase & Co. 13.00% due 6/18/2012

JPMorgan Chase & Co. 19.50% due 3/16/2012

JPMorgan Chase & Co. 13.75% due 6/18/2012

JPMorgan Chase & Co. Initially 3.25%; beginning Dec. 15, 2012, Libor plus 150 bps, subject to minimum rate of 2% per year; payable quarterly due 12/15/2016

JPMorgan Chase & Co. 13.50% due 3/15/2012

JPMorgan Chase & Co. 9.94% due 12/14/2012

JPMorgan Chase & Co. 10.20% due 12/14/2012

JPMorgan Chase & Co. 18.00% due 6/14/2012

JPMorgan Chase & Co. 0.000% due 12/15/2014

JPMorgan Chase & Co. 0.000% due 9/30/2025

JPMorgan Chase & Co. 0.000% due 1/10/2013

JPMorgan Chase & Co. 14.000% due 12/7/2012

JPMorgan Chase & Co. 0.00% due 6/11/2013

JPMorgan Chase & Co. 0.00% due 3/11/2013

JPMorgan Chase & Co. 9.700% due 6/8/2012

JPMorgan Chase & Co. 10.340% due 6/8/2012

JPMorgan Chase & Co. 0.000% due 12/19/2012

JPMorgan Chase & Co. 0.000% due 1/7/2013

JPMorgan Chase & Co. 0.000% due 8/31/2016

JPMorgan Chase & Co. 0.00% due 12/6/2013

JPMorgan Chase & Co. 0.000% due 12/18/2012

JPMorgan Chase & Co. 0% due 5/28/2013

JPMorgan Chase & Co. 0.00% due 3/5/2013

JPMorgan Chase & Co. 0.00% due 3/4/2013

JPMorgan Chase & Co. 9.80% due 6/4/2012

JPMorgan Chase & Co. 0.000% due 6/3/2013

JPMorgan Chase & Co. 13.850% due 12/4/2012

JPMorgan Chase & Co. Initially 1.5%; beginning Dec. 1, 2012, Libor plus 80 bps, with a floor of zero and cap of 4%; payable quarterly due 12/1/2014

JPMorgan Chase & Co. 11.70% due 11/30/2012

JPMorgan Chase & Co. 10.50% due 11/30/2012

JPMorgan Chase & Co. 10.15% due 11/30/2012

JPMorgan Chase & Co. 10.10% due 11/30/2012

JPMorgan Chase & Co. 9.70% due 11/30/2012

JPMorgan Chase & Co. 14.00% due 11/30/2012

JPMorgan Chase & Co. 12.500% due 5/31/2012

JPMorgan Chase & Co. 0.000% due 12/10/2012

JPMorgan Chase & Co. 4% in years one through five, 4.25% in years six through eight, 4.5% in years nine and 10, 5% in years 11 and 12, 6% in year 13, 8% in year 14 and 10% in year 15; payable semiannually due 11/30/2026

JPMorgan Chase & Co. 0.000% due 12/10/2012

JPMorgan Chase & Co. 3% in years one through three, 3.5% in years four through six, 4% in year seven, 5.5% in year eight, 7.5% in year nine and 9.5% in year 10; payable semiannually due 11/29/2021

JPMorgan Chase & Co. 4% for first year; beginning Nov. 29, 2012, year-over-year change in CPI plus 110 bps, capped at 7%, floor of 0%; payable monthly due 11/29/2018

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 1%; index factor equals one divided by number of coupon determination dates that have occurred to date including current coupon determination date; payable annually due 11/28/2016

JPMorgan Chase & Co. 0.00% due 5/28/2013

JPMorgan Chase & Co. 0.00% due 11/27/2013

JPMorgan Chase & Co. 0.00% due 12/10/2012

JPMorgan Chase & Co. 0.000% due 11/30/2016

JPMorgan Chase & Co. 0.000% due 11/28/2017

JPMorgan Chase & Co. 0.00% due 5/25/2012

JPMorgan Chase & Co. 0.00% due 2/27/2013

JPMorgan Chase & Co. 13.50% due 5/31/2012

JPMorgan Chase & Co. 16.50% due 5/31/2012

JPMorgan Chase & Co. 17.50% due 2/29/2012

JPMorgan Chase & Co. 13.25% due 5/31/2012

JPMorgan Chase & Co. 12.25% due 5/31/2012

JPMorgan Chase & Co. 15% due 2/29/2012

JPMorgan Chase & Co. 14% due 2/29/2012

JPMorgan Chase & Co. 17.25% due 2/29/2012

JPMorgan Chase & Co. 12.50% due 2/29/2012

JPMorgan Chase & Co. 13.50% due 5/31/2012

JPMorgan Chase & Co. 14.25% due 2/29/2012

JPMorgan Chase & Co. 19.50% due 2/29/2012

JPMorgan Chase & Co. 13.750% due 2/29/2012

JPMorgan Chase & Co. 0% due 5/28/2013

JPMorgan Chase & Co. Initially 3.25%; beginning Nov. 25, 2012, Libor plus 130 bps, with a floor of 1.5%; payable quarterly due 11/25/2016

JPMorgan Chase & Co. 0.000% due 11/26/2013

JPMorgan Chase & Co. 0.00% due 12/5/2012

JPMorgan Chase & Co. 3.25% initially; beginning on Nov. 23, 2012, Libor plus 130 bps, floor of 1.5%; payable quarterly due 11/23/2016

JPMorgan Chase & Co. 5.02% per year multiplied by proportion of days on which six-month Libor is 6% or less and S&P 500 closes at or above 865; payable quarterly due 11/23/2021

JPMorgan Chase & Co. 12.81% due 11/26/2012

JPMorgan Chase & Co. 10.66% due 11/26/2012

JPMorgan Chase & Co. 10.44% due 11/26/2012

JPMorgan Chase & Co. 12.89% due 11/26/2012

JPMorgan Chase & Co. 9.59% due 5/22/2012

JPMorgan Chase & Co. 25% due 2/23/2012

JPMorgan Chase & Co. 16% due 2/23/2012

JPMorgan Chase & Co. 0.00% due 5/21/2013

JPMorgan Chase & Co. 14.20% due 2/22/2012

JPMorgan Chase & Co. 0.00% due 5/17/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 18.00% due 5/18/2012

JPMorgan Chase & Co. 12.00% due 11/16/2012

JPMorgan Chase & Co. 11.00% due 5/18/2012

JPMorgan Chase & Co. 13.25% due 5/18/2012

JPMorgan Chase & Co. 12.00% due 11/16/2012

JPMorgan Chase & Co. 3% in years one through four, 3.75% in years five and six, 4.5% in years seven and eight, 6% in years nine and 10, 7.5% in years 11 and 12, 9.5% in years 13 and 14 and 11.5% in year 15; payable semiannually due 11/25/2026

JPMorgan Chase & Co. 10.000% due 11/16/2012

JPMorgan Chase & Co. 9.000% due 5/16/2012

JPMorgan Chase & Co. 3.125% initially; beginning on Nov. 15, 2012, Libor plus 135 bps, capped at 6%; payable quarterly due 11/15/2016

JPMorgan Chase & Co. 12.550% due 11/27/2012

JPMorgan Chase & Co. 0.000% due 11/15/2012

JPMorgan Chase & Co. 0.000% due 11/21/2012

JPMorgan Chase & Co. 0.000% due 11/7/2013

JPMorgan Chase & Co. Initially 4%, stepping up to 4.5% on Nov. 7, 2016, to 5% on Nov. 7, 2021 and to 6% on Nov. 7, 2024; payable semiannually due 11/7/2026

JPMorgan Chase & Co. 8.040% due 5/7/2012

JPMorgan Chase & Co. 0.000% due 11/13/2012

JPMorgan Chase & Co. 4.25% initially, stepping up to 4.75% on Nov. 3, 2016, to 5.25% on Nov. 3, 2021 and to 6.25% on Nov. 3, 2026; payable semiannually due 11/3/2031

JPMorgan Chase & Co. 0.000% due 2/4/2013

JPMorgan Chase & Co. 0.000% due 11/15/2012

JPMorgan Chase & Co. 0.000% due 12/24/2014

JPMorgan Chase & Co. 0.000% due 11/15/2012

JPMorgan Chase & Co. 0.000% due 2/2/2012

JPMorgan Chase & Co. 11.210% due 4/30/2012

JPMorgan Chase & Co. 10.210% due 4/30/2012

JPMorgan Chase & Co. 9.980% due 4/30/2012

JPMorgan Chase & Co. 11.570% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 5/2/2013

JPMorgan Chase & Co. 20.000% due 1/31/2012

JPMorgan Chase & Co. 13.000% due 4/30/2012

JPMorgan Chase & Co. 12.500% due 1/31/2012

JPMorgan Chase & Co. 12.000% due 4/30/2012

JPMorgan Chase & Co. 16.250% due 1/31/2012

JPMorgan Chase & Co. 13.000% due 1/31/2012

JPMorgan Chase & Co. 20.000% due 1/31/2012

JPMorgan Chase & Co. 16.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 10.300% due 10/31/2012

JPMorgan Chase & Co. 9.200% due 10/31/2012

JPMorgan Chase & Co. 9.990% due 10/31/2012

JPMorgan Chase & Co. 10.000% due 10/31/2012

JPMorgan Chase & Co. 0.00% due 4/30/2013

JPMorgan Chase & Co. 0% due 4/30/2013

JPMorgan Chase & Co. 0% due 10/31/2013

JPMorgan Chase & Co. 0% due 12/31/2012

JPMorgan Chase & Co. 0% due 4/30/2013

JPMorgan Chase & Co. 3.5% for the first three years, stepping up to 3.75% on Oct. 31, 2014, to 4% on Oct. 31, 2017, to 4.25% on Oct. 31, 2018, to 4.5% on Oct. 31, 2019, to 5% on Oct. 31, 2020, to 6.5% on Oct. 31, 2021 and to 8% on Oct. 31, 2022; payable semiannually due 10/31/2023

JPMorgan Chase & Co. 0.00% due 10/31/2017

JPMorgan Chase & Co. 0% due 1/31/2013

JPMorgan Chase & Co. 0% due 11/5/2012

JPMorgan Chase & Co. 3.75% in years one through five, 4% in years six and seven, 4.25% in years eight and nine, 5% in years 10 and 11, 7% in years 12 and 13 and 10% in years 14 and 15; payable semiannually due 10/28/2026

JPMorgan Chase & Co. 0% due 11/30/2012

JPMorgan Chase & Co. 0.00% due 11/7/2012

JPMorgan Chase & Co. 0.00% due 1/25/2013

JPMorgan Chase & Co. 11.00% due 10/29/2012

JPMorgan Chase & Co. 11.080% due 4/26/2012

JPMorgan Chase & Co. 11.750% due 4/26/2012

JPMorgan Chase & Co. 11.530% due 4/26/2012

JPMorgan Chase & Co. 10.590% due 4/26/2012

JPMorgan Chase & Co. 10.350% due 4/26/2012

JPMorgan Chase & Co. 10.100% due 4/26/2012

JPMorgan Chase & Co. 3.6% initially; beginning on Oct. 26, 2013, Libor plus 150 bps, capped at 6.75%; payable quarterly due 10/26/2018

JPMorgan Chase & Co. 18.000% due 1/25/2012

JPMorgan Chase & Co. 8.400% due 4/25/2012

JPMorgan Chase & Co. 0.00% due 11/5/2012

JPMorgan Chase & Co. 14% due 10/24/2012

JPMorgan Chase & Co. 16.50% due 10/24/2012

JPMorgan Chase & Co. 10.500% due 4/23/2012

JPMorgan Chase & Co. 0.000% due 1/22/2013

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 1.5%; index factor equals one divided by number of coupon determination dates that have occurred to date including current coupon determination date; payable annually due 10/22/2018

JPMorgan Chase & Co. Rate equal to index return multiplied by index factor, subject to minimum rate of 2%; index factor equals one divided by number of coupon determination dates that have occurred to date including current coupon determination date; payable annually due 10/22/2018

JPMorgan Chase & Co. 0.000% due 4/18/2013

JPMorgan Chase & Co. 9.700% due 4/19/2012

JPMorgan Chase & Co. 0.000% due 10/22/2018

JPMorgan Chase & Co. 0.000% due 10/18/2013

JPMorgan Chase & Co. 0.000% due 4/19/2013

JPMorgan Chase & Co. 13.250% due 4/19/2012

JPMorgan Chase & Co. 25.000% due 1/19/2012

JPMorgan Chase & Co. 19.000% due 1/19/2012

JPMorgan Chase & Co. 13.500% due 4/19/2012

JPMorgan Chase & Co. 19.500% due 1/19/2012

JPMorgan Chase & Co. 25.000% due 1/19/2012

JPMorgan Chase & Co. 15.000% due 1/19/2012

JPMorgan Chase & Co. 17.000% due 1/19/2012

JPMorgan Chase & Co. 0.000% due 10/29/2012

JPMorgan Chase & Co. 10.500% due 10/19/2012

JPMorgan Chase & Co. 8.750% due 10/19/2012

JPMorgan Chase & Co. 8.000% due 10/19/2012

JPMorgan Chase & Co. 9.900% due 4/19/2012

JPMorgan Chase & Co. 7.000% due 4/19/2012

JPMorgan Chase & Co. 9.550% due 4/19/2012

JPMorgan Chase & Co. 8.710% due 4/19/2012

JPMorgan Chase & Co. 10.850% due 4/19/2012

JPMorgan Chase & Co. 10.120% due 4/19/2012

JPMorgan Chase & Co. 0.000% due 4/16/2013

JPMorgan Chase & Co. 4% for first year; after that, year-over-year change in CPI plus 100 bps, capped at 7%, floor of 0%; payable monthly due 10/14/2021

JPMorgan Chase & Co. 0.00% due 10/24/2012

JPMorgan Chase & Co. 12.500% due 10/15/2012

JPMorgan Chase & Co. 0.000% due 10/18/2012

JPMorgan Chase & Co. 0.000% due 10/22/2012

JPMorgan Chase & Co. 9.250% due 10/15/2012

JPMorgan Chase & Co. 12.250% due 10/15/2012

JPMorgan Chase & Co. 15.25% if either component does not fall to or below 50% of its initial level during a monthly observation period; otherwise, 2% for that period and thereafter; payable monthly due 10/10/2012

JPMorgan Chase & Co. 0.00% due 5/14/2012

JPMorgan Chase & Co. 0.000% due 10/11/2013

JPMorgan Chase & Co. 0.000% due 10/19/2012

JPMorgan Chase & Co. 0.000% due 10/17/2012

JPMorgan Chase & Co. 0.000% due 4/5/2012

JPMorgan Chase & Co. 0.000% due 10/12/2012

JPMorgan Chase & Co. 0% due 10/31/2012

JPMorgan Chase & Co. 10.25% due 3/30/2012

JPMorgan Chase & Co. 21% due 12/30/2011

JPMorgan Chase & Co. 12.75% due 3/30/2012

JPMorgan Chase & Co. 14.25% due 3/30/2012

JPMorgan Chase & Co. 14.80% due 3/30/2012

JPMorgan Chase & Co. 10% due 3/30/2012

JPMorgan Chase & Co. 18.25% due 12/30/2011

JPMorgan Chase & Co. 15% due 12/30/2011

JPMorgan Chase & Co. 17.50% due 3/30/2012

JPMorgan Chase & Co. 25% due 12/30/2011

JPMorgan Chase & Co. 12.50% due 3/30/2012

JPMorgan Chase & Co. 16% due 12/30/2011

JPMorgan Chase & Co. 10.00% due 9/30/2012

JPMorgan Chase & Co. 0.000% due 3/28/2013

JPMorgan Chase & Co. 0.000% due 9/30/2013

JPMorgan Chase & Co. 0.000% due 3/28/2013

JPMorgan Chase & Co. 14.850% due 9/28/2012

JPMorgan Chase & Co. 18.150% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 10/12/2012

JPMorgan Chase & Co. 0.000% due 12/31/2012

JPMorgan Chase & Co. 18.000% due 12/30/2011

JPMorgan Chase & Co. 20.000% due 9/28/2012

JPMorgan Chase & Co. 15.500% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 10/5/2012

JPMorgan Chase & Co. 20.000% due 9/28/2012

JPMorgan Chase & Co. 10.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 10/11/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 8.700% due 10/1/2012

JPMorgan Chase & Co. 9.700% due 3/29/2012

JPMorgan Chase & Co. 0.000% due 10/5/2012

JPMorgan Chase & Co. 0.000% due 10/11/2012

JPMorgan Chase & Co. 3% initially; beginning on Sept. 28, 2012, Libor plus 100 bps, capped at 6.5%; payable quarterly due 9/28/2016

JPMorgan Chase & Co. 0.000% due 3/28/2012

JPMorgan Chase & Co. 20.900% due 3/28/2012

JPMorgan Chase & Co. 0.000% due 9/27/2012

JPMorgan Chase & Co. 12.000% due 9/28/2012

JPMorgan Chase & Co. 10.250% due 9/28/2012

JPMorgan Chase & Co. 12.65% due 3/28/2012

JPMorgan Chase & Co. 15.75% due 3/28/2012

JPMorgan Chase & Co. 11.00% due 3/28/2012

JPMorgan Chase & Co. 14.50% due 3/28/2012

JPMorgan Chase & Co. 8.00% due 3/28/2012

JPMorgan Chase & Co. 13.65% due 3/28/2012

JPMorgan Chase & Co. 14.50% due 3/28/2012

JPMorgan Chase & Co. 11.25% due 3/28/2012

JPMorgan Chase & Co. 8.50% due 3/28/2012

JPMorgan Chase & Co. 11.65% due 3/28/2012

JPMorgan Chase & Co. 13.00% due 3/28/2012

JPMorgan Chase & Co. 4% for first five years; steps up to 4.5% on Sept. 28, 2016, to 5% on Sept. 28, 2021 and to 6% on Sept. 28, 2024; payable semiannually due 9/28/2026

JPMorgan Chase & Co. 4% for first five years, stepping up to 4.5% on Sept. 28, 2016, to 5% on Sept. 28, 2021 and to 6% on Sept. 28, 2024; payable semiannually due 9/28/2026

JPMorgan Chase & Co. 2.25% for first two years, stepping up to 2.5% on Sept. 28, 2013, to 3% on Sept. 28, 2014, to 3.25% on Sept. 28, 2015, to 4% on Sept. 28, 2016 and to 5% on Sept. 28, 2017; payable semiannually due 9/28/2018

JPMorgan Chase & Co. 3.5% for first five years, stepping up to 3.75% on Sept. 27, 2016, to 4.5% on Sept. 27, 2019, to 5.5% on Sept. 27, 2021 and to 6.5% on Sept. 27, 2022; payable semiannually due 9/27/2023

JPMorgan Chase & Co. 14.80% due 12/27/2011

JPMorgan Chase & Co. 20.000% due 12/28/2011

JPMorgan Chase & Co. 0.000% due 10/4/2012

JPMorgan Chase & Co. 18.000% due 3/26/2012

JPMorgan Chase & Co. 10.000% due 3/26/2012

JPMorgan Chase & Co. 16.900% due 12/27/2011

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 10.020% due 3/22/2012

JPMorgan Chase & Co. 8.250% due 9/20/2012

JPMorgan Chase & Co. 0.000% due 3/21/2013

JPMorgan Chase & Co. 10.250% due 9/21/2012

JPMorgan Chase & Co. 0.000% due 10/3/2012

JPMorgan Chase & Co. 3% initially; beginning on Sept. 21, 2012, Libor plus 100 bps, capped at 6%; payable quarterly due 9/21/2016

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 9.650% due 3/22/2012

JPMorgan Chase & Co. 9.750% due 3/22/2012

JPMorgan Chase & Co. 10.300% due 9/24/2012

JPMorgan Chase & Co. 21.750% due 12/20/2011

JPMorgan Chase & Co. 11.500% due 9/21/2012

JPMorgan Chase & Co. 13.600% due 9/21/2012

JPMorgan Chase & Co. 13.90% due 12/16/2011

JPMorgan Chase & Co. 21.400% due 3/15/2012

JPMorgan Chase & Co. 25.000% due 12/15/2011

JPMorgan Chase & Co. 14.100% due 3/15/2012

JPMorgan Chase & Co. 11.000% due 9/17/2012

JPMorgan Chase & Co. 16.150% due 3/15/2012

JPMorgan Chase & Co. 25.000% due 12/15/2011

JPMorgan Chase & Co. 16.000% due 3/15/2012

JPMorgan Chase & Co. 12.000% due 9/17/2012

JPMorgan Chase & Co. 9.750% due 3/15/2012

JPMorgan Chase & Co. 0.000% due 9/26/2012

JPMorgan Chase & Co. 0.000% due 3/14/2013

JPMorgan Chase & Co. Initially 4%; beginning on Sept. 14, 2013, Libor plus 150 bps, subject to cap of 6.5%; payable quarterly due 9/14/2021

JPMorgan Chase & Co. 0.000% due 9/13/2012

JPMorgan Chase & Co. 9.750% due 9/14/2012

JPMorgan Chase & Co. 11.750% due 9/14/2012

JPMorgan Chase & Co. 15.500% due 12/13/2011

JPMorgan Chase & Co. 0.000% due 9/19/2012

JPMorgan Chase & Co. 4.5% for first 10 years, stepping up to 5% on Sept. 8, 2021 and to 6% on Sept. 8, 2026; payable semiannually due 9/8/2031

JPMorgan Chase & Co. 4% for first five years, stepping up to 4.25% on Sept. 8, 2016, to 4.5% on Sept. 8, 2019, to 5% on Sept. 8, 2021, to 6% on Sept. 8, 2023 and to 7.5% on Sept. 8, 2025; payable semiannually due 9/8/2026

JPMorgan Chase & Co. 0.000% due 9/19/2012

JPMorgan Chase & Co. 0.000% due 9/13/2012

JPMorgan Chase & Co. 16.150% due 3/6/2012

JPMorgan Chase & Co. 18% due 11/30/2011

JPMorgan Chase & Co. 17.75% due 11/30/2011

JPMorgan Chase & Co. 18.50% due 11/30/2011

JPMorgan Chase & Co. 17% due 2/29/2012

JPMorgan Chase & Co. 12.50% due 11/30/2011

JPMorgan Chase & Co. 15.75% due 2/29/2012

JPMorgan Chase & Co. 10.15% due 2/29/2012

JPMorgan Chase & Co. 10.50% due 2/29/2012

JPMorgan Chase & Co. 9.00% due 2/29/2012

JPMorgan Chase & Co. 0.000% due 8/29/2014

JPMorgan Chase & Co. 0.000% due 2/28/2013

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 9/7/2012

JPMorgan Chase & Co. 10.000% due 8/31/2012

JPMorgan Chase & Co. 0.000% due 9/12/2012

JPMorgan Chase & Co. Initially 4%; beginning on Aug. 31, 2013, Libor plus 150 bps, subject to cap of 6.5%; payable quarterly due 8/31/2021

JPMorgan Chase & Co. Initially 3.75%; beginning on Aug. 30, 2013, Libor plus 150 bps, subject to cap of 8%; payable quarterly due 8/30/2021

JPMorgan Chase & Co. 0.000% due 10/1/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 10.000% due 8/31/2012

JPMorgan Chase & Co. 12.750% due 11/30/2011

JPMorgan Chase & Co. 0.000% due 3/1/2012

JPMorgan Chase & Co. 0.00% due 8/31/2016

JPMorgan Chase & Co. Initially 3%; beginning Aug. 30, 2014, Libor plus 150 bps, with a maximum rate of 7% and floor of 0%; payable quarterly due 8/30/2021

JPMorgan Chase & Co. 0.00% due 9/7/2012

JPMorgan Chase & Co. 25.000% due 11/30/2011

JPMorgan Chase & Co. 17.000% due 11/30/2011

JPMorgan Chase & Co. 16.500% due 11/29/2011

JPMorgan Chase & Co. 0.000% due 3/15/2012

JPMorgan Chase & Co. 4% in years one through five, 4.5% in years six through nine and 5% in years 10 through 12.; payable semiannually due 8/25/2023

JPMorgan Chase & Co. 15.65% due 8/23/2012

JPMorgan Chase & Co. 0.00% due 9/6/2012

JPMorgan Chase & Co. 20% per year unless any underlying component closes below its initial level by more than its knock-in buffer amount, in which case coupon will be 3% from then on; payable monthly due 8/24/2012

JPMorgan Chase & Co. 0.000% due 9/6/2012

JPMorgan Chase & Co. 15.500% due 11/25/2011

JPMorgan Chase & Co. 7.50% due 11/27/2012

JPMorgan Chase & Co. 0.00% due 8/23/2012

JPMorgan Chase & Co. 10.00% due 8/24/2012

JPMorgan Chase & Co. 9.50% due 8/24/2012

JPMorgan Chase & Co. 10.50% due 8/24/2012

JPMorgan Chase & Co. 10.50% due 8/23/2012

JPMorgan Chase & Co. 0.000% due 2/22/2013

JPMorgan Chase & Co. 0.000% due 8/14/2015

JPMorgan Chase & Co. 12.500% due 11/23/2011

JPMorgan Chase & Co. 0.000% due 8/31/2012

JPMorgan Chase & Co. 19.500% due 2/24/2012

JPMorgan Chase & Co. 0.000% due 12/22/2011

JPMorgan Chase & Co. 0.000% due 9/4/2012

JPMorgan Chase & Co. 13.000% due 2/23/2012

JPMorgan Chase & Co. 13.750% due 11/21/2011

JPMorgan Chase & Co. 10.750% due 2/21/2012

JPMorgan Chase & Co. 0.000% due 8/21/2013

JPMorgan Chase & Co. 0.000% due 8/18/2016

JPMorgan Chase & Co. 21.000% due 11/18/2011

JPMorgan Chase & Co. 16.630% due 11/18/2011

JPMorgan Chase & Co. 0.000% due 8/23/2012

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. 2% for first two years, stepping up to 2.25% on Aug. 17, 2013, to 2.5% on Aug. 17, 2014, to 3% on Aug. 17, 2015 and to 4% on Aug. 17, 2016; payable semiannually due 2/17/2017

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. Year-over-year change in CPI plus 100 bps, capped at 7%, floor of 0%; payable monthly due 8/17/2022

JPMorgan Chase & Co. 0.000% due 2/15/2013

JPMorgan Chase & Co. 0.000% due 2/17/2012

JPMorgan Chase & Co. 24.000% due 11/17/2011

JPMorgan Chase & Co. 15.300% due 2/17/2012

JPMorgan Chase & Co. 24.000% due 2/17/2012

JPMorgan Chase & Co. 16.650% due 2/17/2012

JPMorgan Chase & Co. 11.850% due 11/17/2011

JPMorgan Chase & Co. 28.150% due 11/17/2011

JPMorgan Chase & Co. 9.150% due 2/16/2012

JPMorgan Chase & Co. 0.000% due 2/17/2012

JPMorgan Chase & Co. 8.750% due 8/17/2012

JPMorgan Chase & Co. 8.250% due 8/17/2012

JPMorgan Chase & Co. 7.500% due 8/17/2012

JPMorgan Chase & Co. 11.80% due 2/17/2012

JPMorgan Chase & Co. 0.000% due 8/14/2015

JPMorgan Chase & Co. 0.000% due 8/14/2014

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. 10.500% due 2/16/2012

JPMorgan Chase & Co. 12.000% due 8/16/2012

JPMorgan Chase & Co. 15.320% due 2/16/2012

JPMorgan Chase & Co. 9.000% due 2/15/2012

JPMorgan Chase & Co. 0.000% due 8/15/2016

JPMorgan Chase & Co. 0.000% due 11/16/2012

JPMorgan Chase & Co. 0.000% due 2/14/2013

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. 0.000% due 8/13/2015

JPMorgan Chase & Co. Libor plus 155 bps, floor of 2.5% and cap of 8%; payable quarterly due 8/26/2021

JPMorgan Chase & Co. Libor plus 80 bps, floor of 2.5% and cap of 9%; payable quarterly due 8/23/2021

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. 0.000% due 2/15/2013

JPMorgan Chase & Co. 10.25% due 2/13/2012

JPMorgan Chase & Co. 13.25% due 2/13/2012

JPMorgan Chase & Co. 0.000% due 8/14/2013

JPMorgan Chase & Co. 0.000% due 9/13/2012

JPMorgan Chase & Co. 0.000% due 8/13/2013

JPMorgan Chase & Co. 36.000% due 2/13/2012

JPMorgan Chase & Co. 2% in year one, 2.25% in year two, 2.5% in year three, 3% in year four, 3.5% in year five and 4% in year six; payable semiannually due 2/10/2017

JPMorgan Chase & Co. 0.000% due 8/22/2012

JPMorgan Chase & Co. 0.000% due 1/9/2015

JPMorgan Chase & Co. 0.000% due 8/22/2012

JPMorgan Chase & Co. 10.000% due 2/9/2012

JPMorgan Chase & Co. 0.000% due 9/10/2012

JPMorgan Chase & Co. 10.800% due 2/9/2012

JPMorgan Chase & Co. 0.000% due 8/21/2012

JPMorgan Chase & Co. 10.500% due 2/8/2012

JPMorgan Chase & Co. 0.000% due 11/8/2012

JPMorgan Chase & Co. 9.36% due 2/7/2012

JPMorgan Chase & Co. 0.000% due 9/7/2012

JPMorgan Chase & Co. 0.000% due 8/15/2012

JPMorgan Chase & Co. 0.000% due 8/10/2012

JPMorgan Chase & Co. Initially 3%; beginning Aug. 10, 2012, Libor plus 190 bps; maximum of 6.25%; payable quarterly due 8/10/2021

JPMorgan Chase & Co. 0.000% due 8/10/2012

JPMorgan Chase & Co. 0.000% due 8/14/2012

JPMorgan Chase & Co. Initially 3.25%; beginning Aug. 10, 2012, Libor plus 110 bps, subject to cap of 6%; payable quarterly due 8/10/2017

JPMorgan Chase & Co. 4.75% for the first five years, stepping up to 5% on July 29, 2016, to 5.25% on July 29, 2021, to 5.5% on July 29, 2026 and to 7% on July 29, 2029; payable semiannually due 7/29/2031

JPMorgan Chase & Co. 0.000% due 2/1/2019

JPMorgan Chase & Co. 13.500% due 10/31/2011

JPMorgan Chase & Co. 15.250% due 1/31/2012

JPMorgan Chase & Co. 12.000% due 10/31/2011

JPMorgan Chase & Co. 12.750% due 1/31/2012

JPMorgan Chase & Co. 16.500% due 1/31/2012

JPMorgan Chase & Co. 13.000% due 1/31/2012

JPMorgan Chase & Co. 14.500% due 1/31/2012

JPMorgan Chase & Co. 13.250% due 10/31/2011

JPMorgan Chase & Co. 18.500% due 10/31/2011

JPMorgan Chase & Co. 16.500% due 10/31/2011

JPMorgan Chase & Co. 15.750% due 10/31/2011

JPMorgan Chase & Co. 12.500% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 11/1/2012

JPMorgan Chase & Co. 0.000% due 7/27/2012

JPMorgan Chase & Co. 0.000% due 1/31/2013

JPMorgan Chase & Co. 0.000% due 7/31/2014

JPMorgan Chase & Co. 0.000% due 1/31/2013

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. 4% for the first five years; steps up to 4.5% on July 29, 2016 and to 5% on July 29, 2019; payable semiannually due 7/29/2023

JPMorgan Chase & Co. 10.000% due 7/31/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 12.750% due 10/30/2011

JPMorgan Chase & Co. 12.000% due 10/31/2011

JPMorgan Chase & Co. 12.100% due 1/30/2012

JPMorgan Chase & Co. 0.000% due 8/30/2012

JPMorgan Chase & Co. 10.350% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 8/8/2012

JPMorgan Chase & Co. 2% for two years; after that, year-over-year change in CPI plus 100 bps, capped at 7%, floor of 0%; payable monthly due 7/27/2018

JPMorgan Chase & Co. Initially 2.375%; beginning July 27, 2013, Libor plus 50 bps, subject to cap of 6%; payable quarterly due 7/27/2016

JPMorgan Chase & Co. 0.000% due 7/26/2012

JPMorgan Chase & Co. 8.640% due 7/27/2012

JPMorgan Chase & Co. 9.670% due 7/27/2012

JPMorgan Chase & Co. 0.000% due 8/28/2012

JPMorgan Chase & Co. 0.000% due 7/24/2015

JPMorgan Chase & Co. 0.000% due 7/26/2012

JPMorgan Chase & Co. 11.500% due 10/24/2011

JPMorgan Chase & Co. 9.300% due 1/24/2012

JPMorgan Chase & Co. 15.000% due 1/23/2012

JPMorgan Chase & Co. 0.000% due 7/26/2012

JPMorgan Chase & Co. 4.3% for two years; beginning on June 23, 2013, Libor plus 100 bps, subject to floor of zero and cap of 7% per year; payable quarterly due 7/20/2021

JPMorgan Chase & Co. 0.000% due 10/22/2012

JPMorgan Chase & Co. 7.500% due 10/26/2012

JPMorgan Chase & Co. 0.000% due 8/1/2012

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 8/1/2012

JPMorgan Chase & Co. 0.000% due 7/26/2012

JPMorgan Chase & Co. 0.000% due 8/20/2012

JPMorgan Chase & Co. 14.500% due 1/20/2012

JPMorgan Chase & Co. 15.500% due 10/20/2011

JPMorgan Chase & Co. 14.750% due 1/20/2012

JPMorgan Chase & Co. 16.000% due 1/20/2012

JPMorgan Chase & Co. 12.500% due 1/20/2012

JPMorgan Chase & Co. 12.000% due 1/20/2012

JPMorgan Chase & Co. 17.750% due 10/20/2011

JPMorgan Chase & Co. 16.250% due 10/20/2011

JPMorgan Chase & Co. 16.650% due 10/20/2011

JPMorgan Chase & Co. 15.250% due 1/20/2012

JPMorgan Chase & Co. 18.500% due 10/20/2011

JPMorgan Chase & Co. 16.750% due 10/20/2011

JPMorgan Chase & Co. 0.000% due 7/19/2012

JPMorgan Chase & Co. 9.500% due 7/20/2012

JPMorgan Chase & Co. 9.000% due 7/20/2012

JPMorgan Chase & Co. 9.250% due 7/20/2012

JPMorgan Chase & Co. 10.750% due 1/20/2012

JPMorgan Chase & Co. 8.000% due 1/18/2012

JPMorgan Chase & Co. 18.000% due 40925

JPMorgan Chase & Co. 0.000% due 7/11/2014

JPMorgan Chase & Co. 0.000% due 7/13/2016

JPMorgan Chase & Co. 0.000% due 7/25/2012

JPMorgan Chase & Co. 16.000% due 10/14/2011

JPMorgan Chase & Co. 12.500% due 10/14/2011

JPMorgan Chase & Co. 9.000% due 1/12/2012

JPMorgan Chase & Co. 21.500% due 10/13/2011

JPMorgan Chase & Co. 11.250% due 1/12/2012

JPMorgan Chase & Co. 9.240% due 1/9/2012

JPMorgan Chase & Co. 16.000% due 10/11/2011

JPMorgan Chase & Co. 0.000% due 7/17/2012

JPMorgan Chase & Co. 12.75% per year if no component falls to or below 65% of its initial level; otherwise 4% for the monthly monitoring period in which knock-out occurs and each subsequent period; payable monthly due 6/29/2012

JPMorgan Chase & Co. 14.350% due 12/30/2011

JPMorgan Chase & Co. 16.550% due 9/30/2011

JPMorgan Chase & Co. 12.750% due 12/30/2011

JPMorgan Chase & Co. 16.000% due 12/30/2011

JPMorgan Chase & Co. 14.650% due 12/30/2011

JPMorgan Chase & Co. 19.000% due 9/30/2011

JPMorgan Chase & Co. 15.700% due 9/30/2011

JPMorgan Chase & Co. 17.000% due 9/30/2011

JPMorgan Chase & Co. 17.450% due 9/30/2011

JPMorgan Chase & Co. 16.500% due 9/30/2011

JPMorgan Chase & Co. 12.650% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 10.000% due 6/29/2012

JPMorgan Chase & Co. 11.500% due 6/29/2012

JPMorgan Chase & Co. 0.000% due 12/31/2012

JPMorgan Chase & Co. 10.000% due 6/29/2012

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 12/31/2012

JPMorgan Chase & Co. 0.000% due 6/30/2014

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 10.800% due 9/30/2011

JPMorgan Chase & Co. 7% for one year; after that, 7% per day that six-month Libor is less than 6% and index is at least 920; payable quarterly due 6/30/2026

JPMorgan Chase & Co. 0.000% due 7/11/2012

JPMorgan Chase & Co. 0.000% due 6/29/2017

JPMorgan Chase & Co. 0.000% due 6/29/2016

JPMorgan Chase & Co. 12.000% due 12/30/2011

JPMorgan Chase & Co. 19.000% due 12/30/2011

JPMorgan Chase & Co. 3.25% for first five years, stepping up to 4.5% on June 30, 2016, to 6% on June 30, 2018 and to 7.75% on June 30, 2020; payable semiannually due 6/30/2021

JPMorgan Chase & Co. 4% for first four years, stepping up to 4.5% on June 28, 2015, to 5% on June 28, 2019 and to 6% on June 28, 2021; payable semiannually due 6/28/2023

JPMorgan Chase & Co. 13.500% due 9/28/2011

JPMorgan Chase & Co. 0.000% due 7/10/2012

JPMorgan Chase & Co. 12.50% due 9/27/2011

JPMorgan Chase & Co. 20.000% due 9/27/2011

JPMorgan Chase & Co. 9.470% due 6/27/2012

JPMorgan Chase & Co. 11.000% due 6/27/2012

JPMorgan Chase & Co. 0.000% due 7/26/2012

JPMorgan Chase & Co. 3.25% in years one through five, 5% in years six through eight, 7% in years nine and 10; payable semiannually due 6/24/2021

JPMorgan Chase & Co. 0.000% due 12/24/2012

JPMorgan Chase & Co. 0.000% due 7/6/2012

JPMorgan Chase & Co. 4% for two years; beginning on June 23, 2013, Libor plus 100 basis points, subject to floor of zero and cap of 6.5% per year; payable quarterly due 6/23/2021

JPMorgan Chase & Co. 2.25% for one year; after that, year-over-year change in CPI plus 50 bps, capped at 6%, floor of 0%; payable monthly due 6/23/2016

JPMorgan Chase & Co. 0.000% due 7/5/2012

JPMorgan Chase & Co. 20.000% due 12/22/2011

JPMorgan Chase & Co. 0.000% due 6/21/2012

JPMorgan Chase & Co. 12.500% due 9/21/2011

JPMorgan Chase & Co. 0.000% due 6/20/2013

JPMorgan Chase & Co. 0.000% due 7/19/2012

JPMorgan Chase & Co. 17.000% due 9/19/2011

JPMorgan Chase & Co. 13.250% due 12/19/2011

JPMorgan Chase & Co. 15.000% due 9/19/2011

JPMorgan Chase & Co. 11.750% due 12/19/2011

JPMorgan Chase & Co. 14.250% due 12/19/2011

JPMorgan Chase & Co. 15.750% due 9/19/2011

JPMorgan Chase & Co. 14.250% due 12/19/2011

JPMorgan Chase & Co. 18.000% due 9/19/2011

JPMorgan Chase & Co. 12.250% due 9/19/2011

JPMorgan Chase & Co. 13.250% due 9/19/2011

JPMorgan Chase & Co. 16.650% due 9/19/2011

JPMorgan Chase & Co. 15.500% due 12/19/2011

JPMorgan Chase & Co. 20.000% due 9/19/2011

JPMorgan Chase & Co. 2% for first year, stepping up to 2.25% on June 15, 2012, to 2.5% on June 15, 2013, to 3% on June 15, 2014, to 3.5% on June 15, 2015 and to 4% on June 15, 2016; payable semiannually due 12/15/2016

JPMorgan Chase & Co. 0.000% due 6/27/2012

JPMorgan Chase & Co. 0.000% due 6/21/2012

JPMorgan Chase & Co. 4.25% for two years; after that, year-over-year change in CPI plus 175 bps, subject to cap, floor of 0%; cap is 6% for years three through six, 7% years seven through nine and 8% years 10 through 12; payable monthly due 6/15/2023

JPMorgan Chase & Co. 0.000% due 6/27/2012

JPMorgan Chase & Co. 0.000% due 6/14/2012

JPMorgan Chase & Co. 16.250% due 12/15/2011

JPMorgan Chase & Co. 0.000% due 7/16/2012

JPMorgan Chase & Co. 8.000% due 12/12/2011

JPMorgan Chase & Co. 5% in years one through five, 5.25% in years six through 10, 5.5% in years 11 through 15 and 6.25% in years 16 through 20; payable semiannually due 6/10/2031

JPMorgan Chase & Co. 12.000% due 9/9/2011

JPMorgan Chase & Co. 0.000% due 6/10/2013

JPMorgan Chase & Co. 0.000% due 6/15/2012

JPMorgan Chase & Co. 0.000% due 6/20/2012

JPMorgan Chase & Co. 22.10% due 9/8/2011

JPMorgan Chase & Co. 12.90% due 9/6/2011

JPMorgan Chase & Co. 10.000% due 5/31/2012

JPMorgan Chase & Co. 0.000% due 6/7/2012

JPMorgan Chase & Co. 0.000% due 6/13/2012

JPMorgan Chase & Co. 10.000% due 12/1/2011

JPMorgan Chase & Co. 10.000% due 6/1/2012

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 15.000% due 8/30/2011

JPMorgan Chase & Co. 18.000% due 8/30/2011

JPMorgan Chase & Co. 12.750% due 8/30/2011

JPMorgan Chase & Co. 21.750% due 8/30/2011

JPMorgan Chase & Co. 21.000% due 8/30/2011

JPMorgan Chase & Co. 18.000% due 8/30/2011

JPMorgan Chase & Co. 14.250% due 8/30/2011

JPMorgan Chase & Co. 18.000% due 8/30/2011

JPMorgan Chase & Co. 10.000% due 5/31/2012

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 3.25% in years one through five, 4% in year six, 5% in year seven, 6% in year eight, 7.25% in year nine and 8.5% in year 10; payable semiannually due 5/31/2021

JPMorgan Chase & Co. 10.000% due 5/31/2012

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 5/31/2013

JPMorgan Chase & Co. 4.25% for one year; after that, year-over-year change in CPI plus 150 bps, capped at 7%, floor of 0%; payable monthly due 5/31/2021

JPMorgan Chase & Co. 0.000% due 5/31/2013

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 11/30/2011

JPMorgan Chase & Co. 11.500% due 5/31/2012

JPMorgan Chase & Co. 11.000% due 5/31/2012

JPMorgan Chase & Co. 13.000% due 5/31/2012

JPMorgan Chase & Co. 17.500% due 5/31/2012

JPMorgan Chase & Co. 15.750% due 5/31/2012

JPMorgan Chase & Co. 10.000% due 5/31/2012

JPMorgan Chase & Co. 5.25% for first year; thereafter, Libor plus 100 bps, capped at 7%, floor of 0%; payable quarterly due 5/27/2021

JPMorgan Chase & Co. 5% for first two years; thereafter, Libor plus 100 bps, capped at 5.5%, floor of 0%; payable quarterly due 5/27/2021

JPMorgan Chase & Co. 0.000% due 5/30/2012

JPMorgan Chase & Co. 0.000% due 11/29/2012

JPMorgan Chase & Co. 0.000% due 5/30/2012

JPMorgan Chase & Co. 16.700% due 8/31/2011

JPMorgan Chase & Co. 13.300% due 8/31/2011

JPMorgan Chase & Co. 15.250% due 11/30/2011

JPMorgan Chase & Co. 5% initially, steps up to 5.15% on May 26, 2016 and to 5.35% on May 26, 2021; payable semiannually due 5/26/2026

JPMorgan Chase & Co. 0.000% due 6/1/2012

JPMorgan Chase & Co. 0.000% due 6/6/2012

JPMorgan Chase & Co. 12.750% due 8/25/2011

JPMorgan Chase & Co. 0.000% due 11/26/2012

JPMorgan Chase & Co. 10.800% due 5/25/2012

JPMorgan Chase & Co. 8.520% due 5/25/2012

JPMorgan Chase & Co. 0.000% due 5/22/2014

JPMorgan Chase & Co. 10.900% due 5/18/2012

JPMorgan Chase & Co. 14.370% due 11/22/2011

JPMorgan Chase & Co. 12.680% due 11/22/2011

JPMorgan Chase & Co. 12.000% due 5/22/2012

JPMorgan Chase & Co. 7.200% due 5/18/2012

JPMorgan Chase & Co. 0.000% due 5/24/2012

JPMorgan Chase & Co. 4% initially, steps up to 5.5% on May 18, 2016 and to 6.5% on May 18, 2021; payable semiannually due 5/18/2026

JPMorgan Chase & Co. 0.000% due 5/31/2012

JPMorgan Chase & Co. 15.000% due 8/18/2011

JPMorgan Chase & Co. 13.000% due 11/18/2011

JPMorgan Chase & Co. 14.000% due 8/18/2011

JPMorgan Chase & Co. 15.000% due 11/18/2011

JPMorgan Chase & Co. 15.500% due 11/18/2011

JPMorgan Chase & Co. 20.500% due 8/18/2011

JPMorgan Chase & Co. 17.350% due 8/18/2011

JPMorgan Chase & Co. 13.000% due 8/18/2011

JPMorgan Chase & Co. 16.250% due 11/18/2011

JPMorgan Chase & Co. 20.500% due 11/18/2011

JPMorgan Chase & Co. 7.500% due 5/17/2012

JPMorgan Chase & Co. 22.750% due 11/17/2011

JPMorgan Chase & Co. 19.000% due 8/17/2011

JPMorgan Chase & Co. 0.000% due 5/31/2012

JPMorgan Chase & Co. 11.250% due 11/17/2011

JPMorgan Chase & Co. 0.000% due 6/14/2012

JPMorgan Chase & Co. 17.500% due 11/16/2011

JPMorgan Chase & Co. 5% in years one through five, 5.1% in years six through 10 and 5.2% in years 11 through 15; payable semiannually due 5/12/2026

JPMorgan Chase & Co. 14.000% due 11/15/2011

JPMorgan Chase & Co. 0.000% due 5/23/2012

JPMorgan Chase & Co. 18.000% due 8/11/2011

JPMorgan Chase & Co. 12.000% due 8/11/2011

JPMorgan Chase & Co. 0.000% due 5/18/2012

JPMorgan Chase & Co. 13.500% due 11/14/2011

JPMorgan Chase & Co. 8.000% due 11/10/2011

JPMorgan Chase & Co. 13.100% due 11/10/2011

JPMorgan Chase & Co. 0.000% due 9/30/2025

JPMorgan Chase & Co. 21.500% due 8/8/2011

JPMorgan Chase & Co. 0.000% due 5/16/2012

JPMorgan Chase & Co. 0.000% due 11/1/2012

JPMorgan Chase & Co. 0.000% due 5/16/2012

JPMorgan Chase & Co. 20.125% due 11/3/2011

JPMorgan Chase & Co. 10.800% due 11/1/2011

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 0.000% due 4/30/2013

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 10.000% due 4/30/2012

JPMorgan Chase & Co. 12.250% due 7/29/2011

JPMorgan Chase & Co. 10.750% due 4/27/2012

JPMorgan Chase & Co. 13.500% due 7/29/2011

JPMorgan Chase & Co. 11.500% due 10/31/2011

JPMorgan Chase & Co. 13.750% due 10/31/2011

JPMorgan Chase & Co. 11.750% due 10/31/2011

JPMorgan Chase & Co. 15.000% due 10/31/2011

JPMorgan Chase & Co. 9.500% due 4/27/2012

JPMorgan Chase & Co. 10.000% due 4/27/2012

JPMorgan Chase & Co. 15.000% due 7/29/2011

JPMorgan Chase & Co. 19.500% due 7/29/2011

JPMorgan Chase & Co. 14.500% due 7/29/2011

JPMorgan Chase & Co. 15.250% due 10/31/2011

JPMorgan Chase & Co. 16.000% due 7/29/2011

JPMorgan Chase & Co. 12.000% due 10/31/2011

JPMorgan Chase & Co. 19.000% due 10/31/2011

JPMorgan Chase & Co. 15.750% due 7/29/2011

JPMorgan Chase & Co. 12.000% due 10/31/2011

JPMorgan Chase & Co. 11.250% due 10/31/2011

JPMorgan Chase & Co. 10.500% due 4/27/2012

JPMorgan Chase & Co. 0.000% due 10/25/2012

JPMorgan Chase & Co. 5% for one year; thereafter, Libor plus 85 bps, capped at 8%, floor of 0%; payable quarterly due 4/28/2021

JPMorgan Chase & Co. 0.000% due 5/24/2012

JPMorgan Chase & Co. 14.80% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 5/9/2012

JPMorgan Chase & Co. 12.000% due 7/26/2011

JPMorgan Chase & Co. 16.05% due 10/25/2011

JPMorgan Chase & Co. 13.50% due 7/25/2011

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 10.000% due 10/21/2011

JPMorgan Chase & Co. 0.000% due 5/2/2012

JPMorgan Chase & Co. 6.000% due 4/19/2012

JPMorgan Chase & Co. 8.000% due 4/19/2012

JPMorgan Chase & Co. 20.250% due 10/19/2011

JPMorgan Chase & Co. 12.000% due 4/18/2012

JPMorgan Chase & Co. 17.250% due 4/18/2012

JPMorgan Chase & Co. 13.750% due 4/18/2012

JPMorgan Chase & Co. 0.000% due 4/19/2012

JPMorgan Chase & Co. 15.000% due 10/18/2011

JPMorgan Chase & Co. 14.000% due 10/18/2011

JPMorgan Chase & Co. 0.000% due 4/25/2012

JPMorgan Chase & Co. 17.000% due 7/13/2011

JPMorgan Chase & Co. 12.750% due 10/13/2011

JPMorgan Chase & Co. 0.000% due 4/25/2012

JPMorgan Chase & Co. 21.000% due 7/12/2011

JPMorgan Chase & Co. 12.750% due 7/11/2011

JPMorgan Chase & Co. 0.000% due 7/10/2012

JPMorgan Chase & Co. 4% for first two years; after that, year-over-year change in Consumer Price Index plus 200 bps, maximum of 7.75%, minimum of 0%; payable monthly due 4/8/2022

JPMorgan Chase & Co. 0.000% due 10/8/2015

JPMorgan Chase & Co. 15.500% due 7/7/2011

JPMorgan Chase & Co. 0.000% due 4/13/2012

JPMorgan Chase & Co. 0.000% due 4/18/2012

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 4/5/2012

JPMorgan Chase & Co. 14.650% due 7/5/2011

JPMorgan Chase & Co. 11.850% due 10/4/2011

JPMorgan Chase & Co. 12.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 3/28/2013

JPMorgan Chase & Co. 17.250% due 6/30/2011

JPMorgan Chase & Co. 13.750% due 9/30/2011

JPMorgan Chase & Co. 9.250% due 3/30/2012

JPMorgan Chase & Co. 9.000% due 9/30/2011

JPMorgan Chase & Co. 13.650% due 9/30/2011

JPMorgan Chase & Co. 10.500% due 3/30/2012

JPMorgan Chase & Co. 10.650% due 3/30/2012

JPMorgan Chase & Co. 16.500% due 6/30/2011

JPMorgan Chase & Co. 18.850% due 6/30/2011

JPMorgan Chase & Co. 16.750% due 6/30/2011

JPMorgan Chase & Co. 9.250% due 3/30/2012

JPMorgan Chase & Co. 16.000% due 6/30/2011

JPMorgan Chase & Co. 9.500% due 3/30/2012

JPMorgan Chase & Co. 9.000% due 3/30/2012

JPMorgan Chase & Co. 14.750% due 6/30/2011

JPMorgan Chase & Co. 20.000% due 6/30/2011

JPMorgan Chase & Co. 14.250% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 3/28/2013

JPMorgan Chase & Co. 10.000% due 3/30/2012

JPMorgan Chase & Co. 3% for two years; thereafter, year-over-year change in CPI plus 200 bps, subject to floor of zero and cap of 6% per year from March 30, 2013 and stepping up to 8% on March 30, 2016 and to 9% on March 30, 2019; payable monthly due 3/30/2021

JPMorgan Chase & Co. 4.125% until Sept. 30, 2012; thereafter, Libor plus 50 bps, capped at 7%, floor of 2%; payable quarterly due 3/30/2021

JPMorgan Chase & Co. 0.000% due 3/30/2017

JPMorgan Chase & Co. 2.5% for one year; thereafter, Libor plus 100 bps, capped at 6.5%; floor of zero; payable quarterly due 3/29/2018

JPMorgan Chase & Co. 17.500% due 9/29/2011

JPMorgan Chase & Co. 5% initially, steps up to 5.5% on March 29, 2018 and to 6% on March 29, 2024; payable semiannually due 3/29/2031

JPMorgan Chase & Co. 11.580% due 3/29/2012

JPMorgan Chase & Co. 10.000% due 9/29/2011

JPMorgan Chase & Co. 2% for one year; thereafter, year-over-year change in CPI plus 80 bps, subject to floor of zero and cap of 6%; payable monthly due 4/8/2016

JPMorgan Chase & Co. 18.750% due 9/28/2011

JPMorgan Chase & Co. Initially 5%, steps up to 5.5% on March 25, 2017 and to 6% on March 25, 2023; payable semiannually due 3/25/2031

JPMorgan Chase & Co. 13.150% due 3/23/2012

JPMorgan Chase & Co. 19.150% due 3/23/2012

JPMorgan Chase & Co. 15.200% due 3/23/2012

JPMorgan Chase & Co. 0.000% due 9/21/2012

JPMorgan Chase & Co. 0.000% due 4/4/2012

JPMorgan Chase & Co. 0.000% due 3/29/2012

JPMorgan Chase & Co. 0.000% due 9/24/2012

JPMorgan Chase & Co. 0.000% due 3/29/2012

JPMorgan Chase & Co. 20.500% due 9/23/2011

JPMorgan Chase & Co. 13.150% due 9/23/2011

JPMorgan Chase & Co. 13.850% due 6/23/2011

JPMorgan Chase & Co. 10.000% due 9/23/2011

JPMorgan Chase & Co. 8.800% due 3/21/2012

JPMorgan Chase & Co. 9.000% due 3/21/2012

JPMorgan Chase & Co. 17.000% due 6/21/2011

JPMorgan Chase & Co. 0.000% due 9/19/2012

JPMorgan Chase & Co. 19.000% due 6/17/2011

JPMorgan Chase & Co. 0.000% due 3/21/2012

JPMorgan Chase & Co. 0.000% due 3/28/2012

JPMorgan Chase & Co. 0.000% due 10/24/2013

JPMorgan Chase & Co. 0.000% due 12/6/2012

JPMorgan Chase & Co. 10.000% due 9/15/2011

JPMorgan Chase & Co. 0.000% due 4/12/2012

JPMorgan Chase & Co. 15.650% due 6/14/2011

JPMorgan Chase & Co. 12.000% due 6/10/2011

JPMorgan Chase & Co. 0.000% due 9/9/2011

JPMorgan Chase & Co. 11.750% due 9/9/2011

JPMorgan Chase & Co. 10.000% due 9/7/2011

JPMorgan Chase & Co. 14.500% due 9/14/2011

JPMorgan Chase & Co. 0.000% due 2/1/2012

JPMorgan Chase & Co. 11.750% due 6/6/2011

JPMorgan Chase & Co. 12.000% due 6/6/2011

JPMorgan Chase & Co. 0.000% due 9/7/2011

JPMorgan Chase & Co. 17.000% due 9/6/2011

JPMorgan Chase & Co. 0.000% due 3/14/2012

JPMorgan Chase & Co. 4% for two years; thereafter, year-over-year change in CPI plus 200 bps, capped at 8%; payable monthly due 2/25/2021

JPMorgan Chase & Co. 0.000% due 3/14/2012

JPMorgan Chase & Co. 10.000% due 9/2/2011

JPMorgan Chase & Co. 0.000% due 8/30/2011

JPMorgan Chase & Co. 11.550% due 5/31/2011

JPMorgan Chase & Co. 15.250% due 6/1/2011

JPMorgan Chase & Co. 28.000% due 6/1/2011

JPMorgan Chase & Co. 25.250% due 5/31/2011

JPMorgan Chase & Co. 20.000% due 6/1/2011

JPMorgan Chase & Co. 17.250% due 6/1/2011

JPMorgan Chase & Co. 11.500% due 9/1/2011

JPMorgan Chase & Co. 19.500% due 6/1/2011

JPMorgan Chase & Co. 20.250% due 6/1/2011

JPMorgan Chase & Co. 18.000% due 6/1/2011

JPMorgan Chase & Co. 12.000% due 8/31/2011

JPMorgan Chase & Co. 10.500% due 2/28/2012

JPMorgan Chase & Co. 13.500% due 2/28/2012

JPMorgan Chase & Co. 0.000% due 8/31/2012

JPMorgan Chase & Co. 13.000% due 5/31/2011

JPMorgan Chase & Co. 13.750% due 8/31/2011

JPMorgan Chase & Co. 9.000% due 2/29/2012

JPMorgan Chase & Co. 12.500% due 8/31/2011

JPMorgan Chase & Co. 11.250% due 5/31/2011

JPMorgan Chase & Co. 14.250% due 5/31/2011

JPMorgan Chase & Co. 24.000% due 5/31/2011

JPMorgan Chase & Co. 15.250% due 5/31/2011

JPMorgan Chase & Co. 18.000% due 5/31/2011

JPMorgan Chase & Co. 9.000% due 2/29/2012

JPMorgan Chase & Co. 12.400% due 2/29/2012

JPMorgan Chase & Co. 10.750% due 8/31/2011

JPMorgan Chase & Co. 15.500% due 8/31/2011

JPMorgan Chase & Co. 14.250% due 8/31/2011

JPMorgan Chase & Co. 10.250% due 2/29/2012

JPMorgan Chase & Co. 8% for first year; after that, 8% per year multiplied by proportion of days on which six-month Libor is between 0% and 6.5% and the S&P 500 is greater than or equal to 900; payable quarterly due 2/28/2026

JPMorgan Chase & Co. 0.000% due 3/1/2012

JPMorgan Chase & Co. 12.000% due 8/29/2011

JPMorgan Chase & Co. 10.000% due 2/28/2012

JPMorgan Chase & Co. 4% for two years; thereafter, year-over-year change in CPI plus 200 bps, capped at 8%; payable monthly due 2/25/2021

JPMorgan Chase & Co. 0.000% due 3/6/2012

JPMorgan Chase & Co. 0.000% due 12/21/2011

JPMorgan Chase & Co. 0.000% due 3/7/2012

JPMorgan Chase & Co. 0.000% due 8/23/2012

JPMorgan Chase & Co. 0.000% due 8/23/2011

JPMorgan Chase & Co. 10.000% due 8/24/2011

JPMorgan Chase & Co. 0.000% due 3/6/2012

JPMorgan Chase & Co. 0.000% due 3/7/2012

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 12.000% due 8/22/2011

JPMorgan Chase & Co. 14.750% due 5/19/2011

JPMorgan Chase & Co. 14.500% due 8/18/2011

JPMorgan Chase & Co. 8% for each day that six-month Libor is 6.5% or less and the S&P 500 closes at or above 925; payable quarterly due 2/17/2026

JPMorgan Chase & Co. 0.000% due 2/21/2014

JPMorgan Chase & Co. 4.5% initially, steps up to 5% on Feb. 17, 2016 and to 6% on Feb. 17, 2021, payable semiannually due 2/17/2026

JPMorgan Chase & Co. 10.200% due 2/21/2012

JPMorgan Chase & Co. 12.650% due 2/21/2012

JPMorgan Chase & Co. 0.000% due 2/29/2012

JPMorgan Chase & Co. 0.000% due 2/17/2012

JPMorgan Chase & Co. 12.500% due 8/16/2011

JPMorgan Chase & Co. 10.800% due 8/16/2011

JPMorgan Chase & Co. 8.250% due 2/16/2012

JPMorgan Chase & Co. 8.500% due 2/16/2012

JPMorgan Chase & Co. 10.250% due 2/16/2012

JPMorgan Chase & Co. 12.500% due 2/16/2012

JPMorgan Chase & Co. 13.000% due 2/16/2012

JPMorgan Chase & Co. 10.250% due 2/16/2012

JPMorgan Chase & Co. 7.800% due 2/16/2012

JPMorgan Chase & Co. 7.000% due 8/16/2011

JPMorgan Chase & Co. 10.000% due 8/15/2011

JPMorgan Chase & Co. 13.000% due 2/14/2012

JPMorgan Chase & Co. 14.250% due 5/12/2011

JPMorgan Chase & Co. 14.000% due 8/11/2011

JPMorgan Chase & Co. 4.125% for first five years, 5.25% for second five years and 6.5% for last five years; payable semiannually due 2/10/2026

JPMorgan Chase & Co. 7% per day that spread between the 30-year and 10-year CMS rates is at least zero; payable quarterly due 2/9/2026

JPMorgan Chase & Co. 0.000% due 2/23/2012

JPMorgan Chase & Co. 0.000% due 2/7/2013

JPMorgan Chase & Co. 11.500% due 11/8/2011

JPMorgan Chase & Co. 8.250% due 11/8/2011

JPMorgan Chase & Co. 0.000% due 2/8/2013

JPMorgan Chase & Co. 0.000% due 8/5/2011

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 14.000% due 5/3/2011

JPMorgan Chase & Co. 0.000% due 2/15/2012

JPMorgan Chase & Co. 0.000% due 10/24/2013

JPMorgan Chase & Co. 11.000% due 11/2/2011

JPMorgan Chase & Co. 13.000% due 5/2/2011

JPMorgan Chase & Co. 20.000% due 4/29/2011

JPMorgan Chase & Co. 0.000% due 2/3/2012

JPMorgan Chase & Co. 8.700% due 7/29/2011

JPMorgan Chase & Co. 8.000% due 7/29/2011

JPMorgan Chase & Co. 9.500% due 7/29/2011

JPMorgan Chase & Co. 7.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 0.000% due 1/31/2013

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 9.800% due 1/31/2012

JPMorgan Chase & Co. 14.250% due 4/29/2011

JPMorgan Chase & Co. 9.500% due 1/31/2012

JPMorgan Chase & Co. 10.000% due 1/31/2012

JPMorgan Chase & Co. 10.500% due 4/29/2011

JPMorgan Chase & Co. 15.000% due 4/29/2011

JPMorgan Chase & Co. 9.500% due 1/31/2012

JPMorgan Chase & Co. 9.000% due 7/29/2011

JPMorgan Chase & Co. 10.750% due 1/31/2012

JPMorgan Chase & Co. 22.500% due 4/29/2011

JPMorgan Chase & Co. 18.000% due 4/29/2011

JPMorgan Chase & Co. 8.500% due 7/29/2011

JPMorgan Chase & Co. 20.000% due 4/29/2011

JPMorgan Chase & Co. 10.000% due 7/29/2011

JPMorgan Chase & Co. 9.500% due 7/29/2011

JPMorgan Chase & Co. 13.500% due 7/29/2011

JPMorgan Chase & Co. 12.000% due 1/31/2012

JPMorgan Chase & Co. 11.500% due 1/31/2012

JPMorgan Chase & Co. 10.000% due 7/29/2011

JPMorgan Chase & Co. 11.000% due 1/31/2012

JPMorgan Chase & Co. 10.500% due 1/31/2012

JPMorgan Chase & Co. 8.500% due 1/31/2012

JPMorgan Chase & Co. 9.500% due 1/31/2012

JPMorgan Chase & Co. 8.250% due 1/31/2012

JPMorgan Chase & Co. 13.500% due 1/31/2012

JPMorgan Chase & Co. 11.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 7/30/2012

JPMorgan Chase & Co. 16.200% due 4/28/2011

JPMorgan Chase & Co. 0.000% due 2/8/2012

JPMorgan Chase & Co. 4.25% for years one through five, 5.25% through year 10 and 6.5% through year 15; payable semiannually due 1/26/2026

JPMorgan Chase & Co. 7.25% per year multiplied by proportion of days on which six-month Libor is 7% or less and index�s closing level is 900 or more; payable quarterly due 1/26/2026

JPMorgan Chase & Co. 0.000% due 2/8/2012

JPMorgan Chase & Co. 0.000% due 1/27/2012

JPMorgan Chase & Co. 0.000% due 2/24/2012

JPMorgan Chase & Co. 20.000% due 4/26/2011

JPMorgan Chase & Co. 29.000% due 4/25/2011

JPMorgan Chase & Co. 15.000% due 4/25/2011

JPMorgan Chase & Co. 0.000% due 1/25/2012

JPMorgan Chase & Co. 0.000% due 7/23/2012

JPMorgan Chase & Co. 7.000% due 7/25/2011

JPMorgan Chase & Co. 12.250% due 7/21/2011

JPMorgan Chase & Co. 9.500% due 7/21/2011

JPMorgan Chase & Co. 0.000% due 1/27/2012

JPMorgan Chase & Co. 17.000% due 7/21/2011

JPMorgan Chase & Co. 9.000% due 1/20/2012

JPMorgan Chase & Co. 10.500% due 1/20/2012

JPMorgan Chase & Co. 8.000% due 1/20/2012

JPMorgan Chase & Co. 9.250% due 1/20/2012

JPMorgan Chase & Co. 11.000% due 1/20/2012

JPMorgan Chase & Co. 13.000% due 1/20/2012

JPMorgan Chase & Co. 0.000% due 2/1/2012

JPMorgan Chase & Co. 0.000% due 7/20/2012

JPMorgan Chase & Co. 0.000% due 1/25/2012

JPMorgan Chase & Co. 15.500% due 1/18/2012

JPMorgan Chase & Co. 13.000% due 7/18/2011

JPMorgan Chase & Co. 13.500% due 7/14/2011

JPMorgan Chase & Co. 8.500% due 10/14/2011

JPMorgan Chase & Co. 12.000% due 10/14/2011

JPMorgan Chase & Co. 0.000% due 1/25/2012

JPMorgan Chase & Co. 0.000% due 1/20/2012

JPMorgan Chase & Co. 0.000% due 1/25/2012

JPMorgan Chase & Co. 20.000% due 4/12/2011

JPMorgan Chase & Co. 0.000% due 1/13/2012

JPMorgan Chase & Co. 0.000% due 7/12/2012

JPMorgan Chase & Co. 0.000% due 1/9/2015

JPMorgan Chase & Co. 10.000% due 1/11/2012

JPMorgan Chase & Co. 12.000% due 4/8/2011

JPMorgan Chase & Co. 16.500% due 1/10/2012

JPMorgan Chase & Co. 12.000% due 6/11/2011

JPMorgan Chase & Co. 20.000% due 4/7/2011

JPMorgan Chase & Co. 13.750% due 4/7/2011

JPMorgan Chase & Co. 0.000% due 1/9/2012

JPMorgan Chase & Co. 0.000% due 1/6/2012

JPMorgan Chase & Co. 9.000% due 12/30/2011

JPMorgan Chase & Co. 10.700% due 12/30/2011

JPMorgan Chase & Co. 9.000% due 12/30/2011

JPMorgan Chase & Co. For each day that six-month Libor is 6.5% or less and the S&P 500 closes at 900 or more, 7.75% for five years, 8.25% for next five years and 8.75% thereafter; payable quarterly due 12/30/2025

JPMorgan Chase & Co. 0.000% due 6/27/2012

JPMorgan Chase & Co. 7.000% due 6/29/2011

JPMorgan Chase & Co. 0.000% due 6/28/2012

JPMorgan Chase & Co. 4.25% for two years; thereafter, Libor plus 100 bps, capped at 7%; payable quarterly due 12/30/2020

JPMorgan Chase & Co. 10.000% due 6/29/2011

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 0.000% due 12/28/2012

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 1.5% for one year; thereafter, Libor plus 100 bps, capped at 6.5%; payable quarterly due 12/30/2015

JPMorgan Chase & Co. 0.000% due 12/26/2014

JPMorgan Chase & Co. 10.000% due 6/28/2011

JPMorgan Chase & Co. 9.000% due 12/28/2011

JPMorgan Chase & Co. 11.500% due 6/28/2011

JPMorgan Chase & Co. 13.750% due 3/28/2011

JPMorgan Chase & Co. 10.000% due 6/28/2011

JPMorgan Chase & Co. 13.500% due 6/28/2011

JPMorgan Chase & Co. 11.000% due 12/28/2011

JPMorgan Chase & Co. 10.500% due 12/28/2011

JPMorgan Chase & Co. 12.500% due 6/28/2011

JPMorgan Chase & Co. 10.250% due 12/28/2011

JPMorgan Chase & Co. 12.250% due 12/28/2011

JPMorgan Chase & Co. 4% for years one through five, 5% for years six through 10, 6% for years 11 through 15 and 7.5% for years 16 through 20; payable semiannually due 12/23/2030

JPMorgan Chase & Co. 0.000% due 12/24/2014

JPMorgan Chase & Co. 3.8% for first five years, 5% for second five years and 6% for last five years; payable semiannually due 12/22/2025

JPMorgan Chase & Co. 0.000% due 5/3/2012

JPMorgan Chase & Co. Sum of weighted returns of basket stocks, subject to floor of zero; each stock�s return subject to floor of negative 20% and cap of 9.6%; payable annually due 12/22/2014

JPMorgan Chase & Co. 10.000% due 6/21/2011

JPMorgan Chase & Co. 10.300% due 6/21/2011

JPMorgan Chase & Co. 0.000% due 12/22/2011

JPMorgan Chase & Co. 0.000% due 6/20/2012

JPMorgan Chase & Co. 8.000% due 12/20/2011

JPMorgan Chase & Co. 0.000% due 12/21/2015

JPMorgan Chase & Co. 0.000% due 4/17/2012

JPMorgan Chase & Co. 20.000% due 3/17/2011

JPMorgan Chase & Co. 9.600% due 6/16/2011

JPMorgan Chase & Co. 10.000% due 12/16/2011

JPMorgan Chase & Co. 0.000% due 12/29/2011

JPMorgan Chase & Co. 4% for first five years, 4.5% for second five years and 5.5% for last five years; payable semiannually due 12/15/2025

JPMorgan Chase & Co. For each day that six-month Libor is 6.5% or less and the S&P 500 closes at 900 or more, 7.25% for five years, 7.75% for next five years and 8.25% thereafter; payable quarterly due 12/15/2025

JPMorgan Chase & Co. 0.000% due 12/23/2011

JPMorgan Chase & Co. 10.500% due 12/15/2011

JPMorgan Chase & Co. 11.000% due 12/15/2011

JPMorgan Chase & Co. 9.000% due 12/15/2011

JPMorgan Chase & Co. 10.000% due 12/15/2011

JPMorgan Chase & Co. 8.250% due 6/14/2011

JPMorgan Chase & Co. 0.000% due 6/20/2012

JPMorgan Chase & Co. 12.000% due 3/10/2011

JPMorgan Chase & Co. 10.000% due 12/9/2011

JPMorgan Chase & Co. 0.000% due 12/21/2011

JPMorgan Chase & Co. 7.000% due 6/8/2011

JPMorgan Chase & Co. 0.000% due 12/21/2011

JPMorgan Chase & Co. 0.000% due 12/16/2011

JPMorgan Chase & Co. 0.000% due 2/2/2012

JPMorgan Chase & Co. 0.000% due 2/6/2012

JPMorgan Chase & Co. 0.000% due 12/6/2012

JPMorgan Chase & Co. For each day that six-month Libor is 6.5% or less and the S&P 500 closes at 900 or more, 7% for five years, 7.5% for next five years and 8% thereafter; payable quarterly due 12/3/2025

JPMorgan Chase & Co. 0.000% due 12/12/2011

JPMorgan Chase & Co. 0.000% due 6/4/2012

JPMorgan Chase & Co. 6.000% due 12/9/2011

JPMorgan Chase & Co. 0.000% due 12/1/2011

JPMorgan Chase & Co. 0.000% due 11/28/2014

JPMorgan Chase & Co. 0.000% due 11/30/2016

JPMorgan Chase & Co. 13.650% due 2/28/2011

JPMorgan Chase & Co. 10.750% due 5/31/2011

JPMorgan Chase & Co. 10.000% due 11/30/2011

JPMorgan Chase & Co. 11.000% due 5/31/2011

JPMorgan Chase & Co. 10.610% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 11/30/2016

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 5/31/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 12/28/2011

JPMorgan Chase & Co. 0.000% due 12/7/2011

JPMorgan Chase & Co. 10.250% due 2/28/2011

JPMorgan Chase & Co. 11.800% due 2/28/2011

JPMorgan Chase & Co. 10.000% due 11/30/2011

JPMorgan Chase & Co. 10.000% due 5/31/2011

JPMorgan Chase & Co. 15.500% due 2/28/2011

JPMorgan Chase & Co. 13.450% due 5/31/2011

JPMorgan Chase & Co. 10.900% due 2/28/2011

JPMorgan Chase & Co. 11.100% due 11/30/2011

JPMorgan Chase & Co. 21.500% due 2/28/2011

JPMorgan Chase & Co. 10.500% due 5/31/2011

JPMorgan Chase & Co. 13.350% due 2/28/2011

JPMorgan Chase & Co. 13.300% due 5/31/2011

JPMorgan Chase & Co. 9.500% due 11/30/2011

JPMorgan Chase & Co. 12.000% due 2/28/2011

JPMorgan Chase & Co. 10.250% due 5/31/2011

JPMorgan Chase & Co. 8.000% due 11/30/2011

JPMorgan Chase & Co. 10.000% due 11/30/2011

JPMorgan Chase & Co. 8.500% due 11/30/2011

JPMorgan Chase & Co. 10.000% due 11/30/2011

JPMorgan Chase & Co. 4% for five years, 4.5% through year 10, 5% through year 15 and 7% thereafter; payable semiannually due 11/26/2030

JPMorgan Chase & Co. 0.000% due 11/28/2011

JPMorgan Chase & Co. 0.000% due 12/7/2011

JPMorgan Chase & Co. 0.000% due 9/30/2025

JPMorgan Chase & Co. 0.000% due 12/2/2011

JPMorgan Chase & Co. 19.200% due 2/24/2011

JPMorgan Chase & Co. 10.250% due 5/24/2011

JPMorgan Chase & Co. 0.00% due 11/21/2014

JPMorgan Chase & Co. 12.000% due 5/23/2011

JPMorgan Chase & Co. 10.000% due 11/22/2011

JPMorgan Chase & Co. 0.000% due 11/22/2011

JPMorgan Chase & Co. 0.000% due 11/28/2011

JPMorgan Chase & Co. 9.000% due 5/19/2011

JPMorgan Chase & Co. 0.000% due 11/18/2011

JPMorgan Chase & Co. 0.000% due 11/30/2011

JPMorgan Chase & Co. Initially 3%; beginning Nov. 17, 2011, Libor plus 90 bps, subject to cap of 7%; payable quarterly due 11/17/2017

JPMorgan Chase & Co. 8.000% due 8/17/2011

JPMorgan Chase & Co. 17.300% due 11/18/2011

JPMorgan Chase & Co. 14.700% due 2/16/2011

JPMorgan Chase & Co. 7.200% due 5/16/2011

JPMorgan Chase & Co. 0.000% due 12/1/2011

JPMorgan Chase & Co. Libor, capped at 6%, floor of 1.6%; payable quarterly due 11/16/2015

JPMorgan Chase & Co. 9.500% due 2/15/2011

JPMorgan Chase & Co. 8.500% due 11/16/2011

JPMorgan Chase & Co. 10.000% due 11/16/2011

JPMorgan Chase & Co. 0.000% due 11/15/2012

JPMorgan Chase & Co. 0.000% due 5/15/2012

JPMorgan Chase & Co. 10.000% due 11/15/2011

JPMorgan Chase & Co. 10.000% due 5/12/2011

JPMorgan Chase & Co. 17.000% due 5/12/2011

JPMorgan Chase & Co. 0.000% due 11/23/2011

JPMorgan Chase & Co. 0.000% due 11/8/2013

JPMorgan Chase & Co. 0.000% due 11/17/2011

JPMorgan Chase & Co. 8.150% due 5/10/2011

JPMorgan Chase & Co. 10.000% due 11/10/2011

JPMorgan Chase & Co. 10.500% due 11/10/2011

JPMorgan Chase & Co. 5% for one year; thereafter, Libor plus 125 bps, capped at 7%, floor of 0%; payable quarterly due 11/9/2020

JPMorgan Chase & Co. 10.000% due 11/9/2011

JPMorgan Chase & Co. 10.500% due 11/10/2011

JPMorgan Chase & Co. 4% for five years, 5% for next five year and 6% thereafter; payable semiannually due 11/8/2030

JPMorgan Chase & Co. 0.000% due 11/23/2011

JPMorgan Chase & Co. 9.500% due 8/5/2011

JPMorgan Chase & Co. 10.500% due 5/5/2011

JPMorgan Chase & Co. 0.000% due 5/9/2012

JPMorgan Chase & Co. 0.000% due 11/1/2011

JPMorgan Chase & Co. 15.000% due 2/1/2011

JPMorgan Chase & Co. 0.000% due 10/31/2016

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 5.25% per year multiplied by proportion of days on which six-month Libor is 5.75% or less due 10/29/2025

JPMorgan Chase & Co. 10.000% due 4/29/2011

JPMorgan Chase & Co. Three-month Libor plus 50 bps per year, capped at 9%, floor of 2.625%; payable quarterly due 10/29/2020

JPMorgan Chase & Co. Libor plus 40 bps, capped at 7%, floor of 3%; payable quarterly due 10/29/2020

JPMorgan Chase & Co. 2% for two years; thereafter, Libor plus 50 bps, capped at 6%, floor of 0%; payable quarterly due 10/29/2015

JPMorgan Chase & Co. 0.000% due 10/31/2014

JPMorgan Chase & Co. 0.000% due 10/31/2016

JPMorgan Chase & Co. 16.000% due 1/31/2011

JPMorgan Chase & Co. 11.250% due 4/29/2011

JPMorgan Chase & Co. 14.750% due 1/31/2011

JPMorgan Chase & Co. 10.150% due 10/28/2011

JPMorgan Chase & Co. 11.000% due 4/29/2011

JPMorgan Chase & Co. 13.250% due 1/31/2011

JPMorgan Chase & Co. 10.500% due 4/29/2011

JPMorgan Chase & Co. 13.250% due 4/29/2011

JPMorgan Chase & Co. 25.000% due 1/31/2011

JPMorgan Chase & Co. 15.750% due 1/31/2011

JPMorgan Chase & Co. 10.000% due 10/28/2011

JPMorgan Chase & Co. 10.000% due 4/29/2011

JPMorgan Chase & Co. 0.000% due 10/29/2012

JPMorgan Chase & Co. 2% for two years; thereafter, Libor plus 70 bps, capped at 6%, floor of 0%; payable quarterly due 10/28/2015

JPMorgan Chase & Co. 0.000% due 10/24/2013

JPMorgan Chase & Co. 0.000% due 10/28/2011

JPMorgan Chase & Co. 10.000% due 10/27/2011

JPMorgan Chase & Co. 8.000% due 10/27/2011

JPMorgan Chase & Co. 10.000% due 10/27/2011

JPMorgan Chase & Co. 0.000% due 1/25/2012

JPMorgan Chase & Co. 0.000% due 4/25/2012

JPMorgan Chase & Co. 13.250% due 4/26/2011

JPMorgan Chase & Co. 0.000% due 4/24/2012

JPMorgan Chase & Co. 0.000% due 10/24/2013

JPMorgan Chase & Co. 23.650% due 1/24/2011

JPMorgan Chase & Co. 9.500% due 10/24/2011

JPMorgan Chase & Co. 13.150% due 4/21/2011

JPMorgan Chase & Co. 0.000% due 4/19/2012

JPMorgan Chase & Co. 0.000% due 8/19/2012

JPMorgan Chase & Co. 0.000% due 4/18/2012

JPMorgan Chase & Co. 11.300% due 10/19/2011

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 10/26/2011

JPMorgan Chase & Co. For each day that six-month Libor is 6.5% or less and the S&P 500 closes at 790 or more, 6.1% for five years, 7.1% for next five years and 8.1% thereafter; payable quarterly due 10/14/2025

JPMorgan Chase & Co. 0.000% due 3/13/2015

JPMorgan Chase & Co. 8.000% due 10/14/2011

JPMorgan Chase & Co. 10.000% due 10/14/2011

JPMorgan Chase & Co. 0.000% due 4/13/2012

JPMorgan Chase & Co. 12.100% due 10/14/2011

JPMorgan Chase & Co. 11.000% due 4/12/2011

JPMorgan Chase & Co. 0.000% due 10/26/2011

JPMorgan Chase & Co. 13.250% due 1/10/2011

JPMorgan Chase & Co. 20.000% due 1/10/2011

JPMorgan Chase & Co. 16.250% due 4/8/2011

JPMorgan Chase & Co. 12.000% due 4/8/2011

JPMorgan Chase & Co. 16.750% due 1/10/2011

JPMorgan Chase & Co. 0.000% due 9/30/2025

JPMorgan Chase & Co. 8.000% due 4/6/2011

JPMorgan Chase & Co. 0.000% due 4/6/2011

JPMorgan Chase & Co. 12.200% due 1/4/2011

JPMorgan Chase & Co. 0.000% due 10/18/2011

JPMorgan Chase & Co. 11.350% due 4/1/2011

JPMorgan Chase & Co. 10.900% due 3/31/2011

JPMorgan Chase & Co. 10.100% due 3/31/2011

JPMorgan Chase & Co. 10.150% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 10/3/2011

JPMorgan Chase & Co. 0.000% due 9/30/2016

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 3/30/2012

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 3/30/2012

JPMorgan Chase & Co. 17.250% due 12/31/2010

JPMorgan Chase & Co. 10.500% due 9/30/2011

JPMorgan Chase & Co. 12.50% due 3/31/2011

JPMorgan Chase & Co. 13.250% due 3/31/2011

JPMorgan Chase & Co. 13.750% due 9/30/2011

JPMorgan Chase & Co. 17.750% due 12/31/2010

JPMorgan Chase & Co. 15.500% due 12/31/2010

JPMorgan Chase & Co. 19.500% due 3/31/2011

JPMorgan Chase & Co. 15.000% due 9/30/2011

JPMorgan Chase & Co. 17.000% due 3/31/2011

JPMorgan Chase & Co. 10.500% due 9/30/2011

JPMorgan Chase & Co. 15.500% due 3/31/2011

JPMorgan Chase & Co. 10.000% due 9/30/2011

JPMorgan Chase & Co. 10.250% due 9/30/2011

JPMorgan Chase & Co. 9.000% due 9/30/2011

JPMorgan Chase & Co. 10.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 3/29/2012

JPMorgan Chase & Co. 0.000% due 10/27/2011

JPMorgan Chase & Co. 14.000% due 12/30/2010

JPMorgan Chase & Co. 12.750% due 3/29/2011

JPMorgan Chase & Co. 13.200% due 9/28/2011

JPMorgan Chase & Co. 0.000% due 3/28/2012

JPMorgan Chase & Co. 17.500% due 10/4/2011

JPMorgan Chase & Co. 5% up to but excluding March 24, 2013; after that, 10-year CMS rate, with a floor of zero and cap of 7%; payable quarterly due 9/24/2025

JPMorgan Chase & Co. 12.500% due 3/24/2011

JPMorgan Chase & Co. 16.000% due 3/24/2011

JPMorgan Chase & Co. 6.350% due 3/23/2011

JPMorgan Chase & Co. 10.000% due 9/22/2011

JPMorgan Chase & Co. 0.000% due 10/25/2011

JPMorgan Chase & Co. 9.500% due 3/22/2011

JPMorgan Chase & Co. 9.250% due 3/22/2011

JPMorgan Chase & Co. 0.000% due 3/20/2012

JPMorgan Chase & Co. 19.000% due 9/20/2011

JPMorgan Chase & Co. 4% initially, Libor plus 120 bps from Sept. 17, 2011, maximum of 7%, minimum of 0% due 9/17/2020

JPMorgan Chase & Co. 20.000% due 12/17/2010

JPMorgan Chase & Co. 9.000% due 3/17/2011

JPMorgan Chase & Co. 0.000% due 9/19/2011

JPMorgan Chase & Co. 24.000% due 12/16/2010

JPMorgan Chase & Co. 0.000% due 9/16/2011

JPMorgan Chase & Co. 9% for first year; after that, four times the spread of the 10-year CMS rate over the two-year CMS rate minus 0.125%, with a floor of zero and cap of 9%; payable quarterly due 9/15/2025

JPMorgan Chase & Co. 10.000% due 9/15/2011

JPMorgan Chase & Co. 0.000% due 8/31/2012

JPMorgan Chase & Co. 9.500% due 3/14/2011

JPMorgan Chase & Co. 0.000% due 3/14/2012

JPMorgan Chase & Co. 15.000% due 3/14/2011

JPMorgan Chase & Co. 11.000% due 9/13/2011

JPMorgan Chase & Co. 2.5% initially, Libor plus 75 bps from Sept. 10, 2011, maximum of 6%, minimum of 1% due 9/10/2015

JPMorgan Chase & Co. 0.000% due 9/26/2011

JPMorgan Chase & Co. 0.000% due 3/9/2012

JPMorgan Chase & Co. 0.000% due 3/12/2012

JPMorgan Chase & Co. 0.000% due 3/6/2012

JPMorgan Chase & Co. 0.000% due 9/19/2011

JPMorgan Chase & Co. 21.000% due 12/2/2010

JPMorgan Chase & Co. 14.000% due 8/31/2011

JPMorgan Chase & Co. 11.500% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 3/1/2012

JPMorgan Chase & Co. 0.000% due 2/29/2012

JPMorgan Chase & Co. 0.000% due 8/31/2012

JPMorgan Chase & Co. 12.000% due 2/28/2011

JPMorgan Chase & Co. 12.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 8/29/2014

JPMorgan Chase & Co. 15.750% due 11/30/2010

JPMorgan Chase & Co. 10.500% due 8/31/2011

JPMorgan Chase & Co. 16.000% due 2/28/2011

JPMorgan Chase & Co. 10.750% due 2/28/2011

JPMorgan Chase & Co. 12.500% due 2/28/2011

JPMorgan Chase & Co. 13.000% due 2/28/2011

JPMorgan Chase & Co. 21.000% due 11/30/2010

JPMorgan Chase & Co. 11.500% due 8/31/2011

JPMorgan Chase & Co. 9.500% due 8/31/2011

JPMorgan Chase & Co. 15.500% due 11/30/2010

JPMorgan Chase & Co. 12.250% due 11/30/2010

JPMorgan Chase & Co. 10.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 2/29/2012

JPMorgan Chase & Co. 13.000% due 2/28/2011

JPMorgan Chase & Co. 9.000% due 8/31/2011

JPMorgan Chase & Co. 13.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 8/29/2012

JPMorgan Chase & Co. 0.000% due 3/1/2012

JPMorgan Chase & Co. 7.500% due 12/1/2010

JPMorgan Chase & Co. 14.400% due 11/30/2010

JPMorgan Chase & Co. 17.850% due 11/30/2010

JPMorgan Chase & Co. 14.100% due 11/30/2010

JPMorgan Chase & Co. 15.150% due 11/30/2010

JPMorgan Chase & Co. 13.800% due 11/30/2010

JPMorgan Chase & Co. 8.500% due 2/25/2011

JPMorgan Chase & Co. 0.000% due 8/26/2013

JPMorgan Chase & Co. 28.000% due 11/26/2010

JPMorgan Chase & Co. 10.000% due 8/25/2011

JPMorgan Chase & Co. 12.840% due 9/1/2011

JPMorgan Chase & Co. 10.000% due 8/25/2011

JPMorgan Chase & Co. 14.550% due 2/25/2011

JPMorgan Chase & Co. 17.850% due 2/25/2011

JPMorgan Chase & Co. 22.000% due 2/25/2011

JPMorgan Chase & Co. 8.000% due 8/23/2011

JPMorgan Chase & Co. 12.000% due 8/19/2011

JPMorgan Chase & Co. 10.250% due 2/22/2011

JPMorgan Chase & Co. 16.000% due 11/19/2010

JPMorgan Chase & Co. 12.000% due 8/19/2011

JPMorgan Chase & Co. 15.200% due 2/23/2011

JPMorgan Chase & Co. 13.750% due 2/23/2011

JPMorgan Chase & Co. 9% for first year; after that, four times the spread of the 10-year CMS rate over the two-year CMS rate, with a floor of 0% and cap of 9%; payable quarterly due 8/18/2025

JPMorgan Chase & Co. 2% for years 1 through 4, 4.5% for years 5 through 7, 5.5% for years 8 through 9, 6.5% for years 10 through 11, 7.5% for years 12 through 13, 10.5% for years 14 through 15 due 8/18/2025

JPMorgan Chase & Co. 10.000% due 8/18/2011

JPMorgan Chase & Co. 8.000% due 2/17/2011

JPMorgan Chase & Co. 4% for first year; after that three-month Libor plus 1.5% for each day three-month Libor is between 0% and 7%; floor of 0%, cap of 7%; payable quarterly due 8/17/2020

JPMorgan Chase & Co. 0.000% due 2/13/2012

JPMorgan Chase & Co. 0.000% due 2/10/2011

JPMorgan Chase & Co. 10.000% due 8/11/2011

JPMorgan Chase & Co. 14.000% due 8/10/2011

JPMorgan Chase & Co. 11.250% due 2/10/2011

JPMorgan Chase & Co. 13.750% due 2/11/2011

JPMorgan Chase & Co. 10.000% due 11/8/2010

JPMorgan Chase & Co. 12.900% due 11/8/2010

JPMorgan Chase & Co. 0.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 8/11/2011

JPMorgan Chase & Co. 13.250% due 8/3/2011

JPMorgan Chase & Co. 0.000% due 8/1/2013

JPMorgan Chase & Co. 13.100% due 11/2/2010

JPMorgan Chase & Co. 8.850% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 12.000% due 1/31/2011

JPMorgan Chase & Co. 12.000% due 7/29/2011

JPMorgan Chase & Co. 15.850% due 1/31/2011

JPMorgan Chase & Co. 14.850% due 10/29/2010

JPMorgan Chase & Co. 11.000% due 7/29/2011

JPMorgan Chase & Co. 13.500% due 1/31/2011

JPMorgan Chase & Co. 13.000% due 4/29/2011

JPMorgan Chase & Co. 22.000% due 10/29/2010

JPMorgan Chase & Co. 19.500% due 10/29/2010

JPMorgan Chase & Co. 8.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 7/27/2012

JPMorgan Chase & Co. 0.000% due 12/28/2011

JPMorgan Chase & Co. 4% for years 1 through 4, 4.25% for years 5 through 10, 6.25% for years 11 through 15 due 7/29/2025

JPMorgan Chase & Co. 3.5% for years 1 through 5, 4.25% for years 6 through 7, 5.25% for years 8 through 9, 6.25% for years 10 through 11, 7.25% for years 12 through 13, 10% for years 14 through 15 due 7/28/2025

JPMorgan Chase & Co. 0.000% due 1/26/2012

JPMorgan Chase & Co. 1% plus 4.25 times the 10-year CMS rate minus 500 bps, capped at 13.75% and floor of 1%; payable annually due 7/30/2015

JPMorgan Chase & Co. 0.000% due 8/4/2011

JPMorgan Chase & Co. 14.000% due 1/27/2011

JPMorgan Chase & Co. 0.000% due 2/14/2012

JPMorgan Chase & Co. 11.250% due 10/27/2010

JPMorgan Chase & Co. 0.000% due 7/25/2013

JPMorgan Chase & Co. 10.750% due 1/25/2011

JPMorgan Chase & Co. 10.600% due 1/25/2011

JPMorgan Chase & Co. 13.250% due 7/26/2011

JPMorgan Chase & Co. 0.000% due 1/26/2012

JPMorgan Chase & Co. 0.000% due 7/15/2011

JPMorgan Chase & Co. 16.000% due 1/21/2011

JPMorgan Chase & Co. 11.500% due 7/21/2011

JPMorgan Chase & Co. 14.250% due 1/21/2011

JPMorgan Chase & Co. 14.500% due 1/21/2011

JPMorgan Chase & Co. 11.750% due 7/21/2011

JPMorgan Chase & Co. 16.750% due 10/21/2010

JPMorgan Chase & Co. 10.250% due 7/21/2011

JPMorgan Chase & Co. 27.750% due 10/21/2010

JPMorgan Chase & Co. 22.000% due 10/21/2010

JPMorgan Chase & Co. 10.000% due 7/21/2011

JPMorgan Chase & Co. 8.250% due 7/21/2011

JPMorgan Chase & Co. 8.650% due 7/21/2011

JPMorgan Chase & Co. 8.500% due 7/21/2011

JPMorgan Chase & Co. 0.000% due 8/10/2011

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 10.000% due 1/20/2011

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 7/13/2012

JPMorgan Chase & Co. 0.000% due 1/12/2012

JPMorgan Chase & Co. 0.000% due 8/5/2011

JPMorgan Chase & Co. 17.500% due 1/13/2011

JPMorgan Chase & Co. 15.000% due 1/13/2011

JPMorgan Chase & Co. 14.250% due 10/14/2010

JPMorgan Chase & Co. 15.000% due 1/12/2011

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 7/8/2011

JPMorgan Chase & Co. 0.000% due 1/6/2012

JPMorgan Chase & Co. 17.150% due 10/6/2010

JPMorgan Chase & Co. 0.000% due 8/2/2011

JPMorgan Chase & Co. 18.000% due 7/1/2011

JPMorgan Chase & Co. 11.000% due 12/31/2010

JPMorgan Chase & Co. 12.850% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 13.250% due 12/31/2010

JPMorgan Chase & Co. 12.900% due 6/30/2011

JPMorgan Chase & Co. 10.750% due 6/30/2011

JPMorgan Chase & Co. 14.500% due 12/31/2010

JPMorgan Chase & Co. 11.750% due 6/30/2011

JPMorgan Chase & Co. 13.000% due 9/30/2010

JPMorgan Chase & Co. 12.750% due 12/31/2010

JPMorgan Chase & Co. 16.000% due 12/31/2010

JPMorgan Chase & Co. 14.500% due 9/30/2010

JPMorgan Chase & Co. 15.000% due 9/30/2010

JPMorgan Chase & Co. 10.750% due 6/30/2011

JPMorgan Chase & Co. 12.750% due 12/31/2010

JPMorgan Chase & Co. 21.000% due 12/31/2010

JPMorgan Chase & Co. 27.000% due 9/30/2010

JPMorgan Chase & Co. 12.500% due 12/31/2010

JPMorgan Chase & Co. 11.750% due 6/30/2011

JPMorgan Chase & Co. 22.250% due 9/30/2010

JPMorgan Chase & Co. 11.000% due 6/30/2011

JPMorgan Chase & Co. 14.000% due 12/31/2010

JPMorgan Chase & Co. 19.000% due 9/30/2010

JPMorgan Chase & Co. 10.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 6/27/2012

JPMorgan Chase & Co. 12.250% due 12/29/2010

JPMorgan Chase & Co. 0.000% due 12/27/2011

JPMorgan Chase & Co. 1.650% due 6/15/2015

JPMorgan Chase & Co. 10.500% due 12/27/2010

JPMorgan Chase & Co. 0.000% due 6/24/2011

JPMorgan Chase & Co. 0.000% due 7/21/2011

JPMorgan Chase & Co. 9.800% due 6/22/2011

JPMorgan Chase & Co. 9.500% due 6/22/2011

JPMorgan Chase & Co. 1.8% initially, Libor from Sept. 18, 2010, maximum of 6%, minimum of 1.8% due 6/18/2014

JPMorgan Chase & Co. 10.000% due 12/20/2010

JPMorgan Chase & Co. 17.500% due 11/18/2010

JPMorgan Chase & Co. 9.500% due 12/16/2010

JPMorgan Chase & Co. 0.000% due 6/23/2011

JPMorgan Chase & Co. 1.650% due 6/15/2015

JPMorgan Chase & Co. 15.350% due 9/15/2010

JPMorgan Chase & Co. 0.000% due 6/14/2012

JPMorgan Chase & Co. 4.5% for years 1 through 5, 5% for years 6 through 10, 5.5% for years 11 through 15, 7.5% for years 16 through 20 due 6/11/2030

JPMorgan Chase & Co. 12.000% due 6/14/2011

JPMorgan Chase & Co. 0.000% due 12/9/2011

JPMorgan Chase & Co. 0.000% due 6/24/2011

JPMorgan Chase & Co. 4% initially, Libor plus 150 bps from June 11, 2011, maximum of 7%, minimum of 0% due 6/11/2020

JPMorgan Chase & Co. 0.000% due 6/9/2015

JPMorgan Chase & Co. 17.750% due 9/10/2010

JPMorgan Chase & Co. 12.300% due 12/8/2010

JPMorgan Chase & Co. 18.000% due 9/9/2010

JPMorgan Chase & Co. 15.750% due 12/7/2010

JPMorgan Chase & Co. 11.000% due 12/7/2010

JPMorgan Chase & Co. 15.450% due 12/7/2010

JPMorgan Chase & Co. 10.150% due 12/7/2010

JPMorgan Chase & Co. 13.200% due 12/6/2010

JPMorgan Chase & Co. 17.000% due 12/6/2010

JPMorgan Chase & Co. 0.000% due 8/25/2011

JPMorgan Chase & Co. 0.000% due 12/1/2011

JPMorgan Chase & Co. 0.000% due 12/5/2011

JPMorgan Chase & Co. 0.000% due 6/13/2011

JPMorgan Chase & Co. 0.000% due 6/17/2011

JPMorgan Chase & Co. 0.000% due 6/4/2012

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 11.250% due 5/31/2011

JPMorgan Chase & Co. 14.120% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 5/31/2016

JPMorgan Chase & Co. 0.000% due 11/30/2011

JPMorgan Chase & Co. 0.000% due 5/31/2012

JPMorgan Chase & Co. 24.000% due 8/30/2010

JPMorgan Chase & Co. 13.250% due 5/27/2011

JPMorgan Chase & Co. 21.000% due 11/30/2010

JPMorgan Chase & Co. 13.750% due 5/27/2011

JPMorgan Chase & Co. 14.500% due 5/27/2011

JPMorgan Chase & Co. 12.250% due 5/27/2011

JPMorgan Chase & Co. 20.000% due 8/30/2010

JPMorgan Chase & Co. 15.250% due 5/27/2011

JPMorgan Chase & Co. 27.500% due 8/30/2010

JPMorgan Chase & Co. 18.500% due 11/30/2010

JPMorgan Chase & Co. 17.750% due 11/30/2010

JPMorgan Chase & Co. 14.250% due 11/30/2010

JPMorgan Chase & Co. 11.750% due 11/30/2010

JPMorgan Chase & Co. 23.000% due 11/30/2010

JPMorgan Chase & Co. 30.500% due 8/30/2010

JPMorgan Chase & Co. 14.750% due 5/27/2011

JPMorgan Chase & Co. 25.750% due 11/30/2010

JPMorgan Chase & Co. 14.500% due 11/30/2010

JPMorgan Chase & Co. 24.250% due 8/30/2010

JPMorgan Chase & Co. 21.000% due 8/30/2010

JPMorgan Chase & Co. 22.000% due 8/30/2010

JPMorgan Chase & Co. 15.500% due 12/1/2010

JPMorgan Chase & Co. 15.000% due 5/27/2011

JPMorgan Chase & Co. 9.750% due 5/27/2011

JPMorgan Chase & Co. 0.000% due 5/29/2012

JPMorgan Chase & Co. 0% due 11/28/2011

JPMorgan Chase & Co. 0.000% due 11/30/2011

JPMorgan Chase & Co. 0.000% due 12/10/2010

JPMorgan Chase & Co. 0.000% due 8/26/2010

JPMorgan Chase & Co. 18.250% due 8/26/2010

JPMorgan Chase & Co. 29.500% due 8/26/2010

JPMorgan Chase & Co. 18.200% due 8/26/2010

JPMorgan Chase & Co. 13.600% due 5/26/2011

JPMorgan Chase & Co. 25.100% due 8/26/2010

JPMorgan Chase & Co. 28.500% due 8/26/2010

JPMorgan Chase & Co. 0.000% due 5/25/2011

JPMorgan Chase & Co. 23.000% due 8/25/2010

JPMorgan Chase & Co. 10.000% due 5/25/2011

JPMorgan Chase & Co. 1.800% due 5/12/2015

JPMorgan Chase & Co. 18.370% due 11/24/2010

JPMorgan Chase & Co. 4.25% for years 1 through 5, 5% for years 6 through 10, 6% for years 11 through 13, 7% for years 14 through 15 due 5/21/2025

JPMorgan Chase & Co. 0.000% due 11/23/2010

JPMorgan Chase & Co. 13.380% due 5/20/2011

JPMorgan Chase & Co. 0.000% due 6/20/2011

JPMorgan Chase & Co. 0.000% due 6/22/2011

JPMorgan Chase & Co. 0.000% due 8/22/2011

JPMorgan Chase & Co. 0.000% due 8/20/2010

JPMorgan Chase & Co. 0.000% due 6/1/2011

JPMorgan Chase & Co. 2% initially, Libor plus 100 bps from May 19, 2011, maximum of 5% for years 2 and 3, 5.25% for year 4, 5.75% for year 5, minimum of 0% due 5/19/2015

JPMorgan Chase & Co. 0.000% due 12/3/2010

JPMorgan Chase & Co. 0.000% due 5/27/2011

JPMorgan Chase & Co. 13.25% due 8/19/2010

JPMorgan Chase & Co. 10.000% due 11/19/2010

JPMorgan Chase & Co. 0.000% due 5/18/2012

JPMorgan Chase & Co. 0.000% due 5/17/2012

JPMorgan Chase & Co. 0.000% due 5/16/2011

JPMorgan Chase & Co. 0.000% due 6/14/2011

JPMorgan Chase & Co. 0.000% due 6/15/2011

JPMorgan Chase & Co. 64.250% due 7/15/2010

JPMorgan Chase & Co. 0.000% due 5/15/2012

JPMorgan Chase & Co. 8.500% due 5/13/2011

JPMorgan Chase & Co. 0.000% due 5/20/2011

JPMorgan Chase & Co. 0.000% due 11/15/2011

JPMorgan Chase & Co. 17.750% due 11/12/2010

JPMorgan Chase & Co. 0.000% due 5/8/2012

JPMorgan Chase & Co. 1.800% due 5/12/2015

JPMorgan Chase & Co. 0.000% due 11/10/2011

JPMorgan Chase & Co. 34.000% due 8/10/2010

JPMorgan Chase & Co. 8.250% due 11/9/2010

JPMorgan Chase & Co. 0.000% due 5/19/2011

JPMorgan Chase & Co. 0.000% due 5/13/2011

JPMorgan Chase & Co. 0.000% due 5/9/2012

JPMorgan Chase & Co. 0.000% due 5/19/2011

JPMorgan Chase & Co. 0.000% due 5/2/2011

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 11/1/2010

JPMorgan Chase & Co. 12.900% due 11/1/2010

JPMorgan Chase & Co. 10.500% due 11/1/2010

JPMorgan Chase & Co. 13.850% due 7/30/2010

JPMorgan Chase & Co. 9.000% due 4/29/2011

JPMorgan Chase & Co. 9.500% due 10/29/2010

JPMorgan Chase & Co. 10.000% due 4/29/2011

JPMorgan Chase & Co. 17.000% due 7/30/2010

JPMorgan Chase & Co. 10.000% due 7/30/2010

JPMorgan Chase & Co. 10.000% due 10/29/2010

JPMorgan Chase & Co. 10.000% due 4/29/2011

JPMorgan Chase & Co. 12.000% due 4/29/2011

JPMorgan Chase & Co. 20.000% due 7/30/2010

JPMorgan Chase & Co. 13.750% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 8.000% due 4/29/2011

JPMorgan Chase & Co. 8.500% due 4/29/2011

JPMorgan Chase & Co. 10.000% due 4/29/2011

JPMorgan Chase & Co. 0.000% due 4/26/2012

JPMorgan Chase & Co. 0.000% due 1/9/2012

JPMorgan Chase & Co. 3.65% for years 1 through 5, 5.5% for years 6 through 9, 8% for years 10 through 12 due 4/29/2022

JPMorgan Chase & Co. 0.000% due 5/13/2011

JPMorgan Chase & Co. 0.000% due 5/12/2011

JPMorgan Chase & Co. 0.000% due 5/2/2012

JPMorgan Chase & Co. 5% for the first year; beginning April 28, 2011, year-over-year change in index plus 208 bps with cap of 8.5% and floor of 0%; payable monthly due 4/28/2020

JPMorgan Chase & Co. 9.150% due 4/27/2011

JPMorgan Chase & Co. 11.90% due 4/27/2011

JPMorgan Chase & Co. 25.750% due 6/28/2010

JPMorgan Chase & Co. 11.500% due 10/27/2010

JPMorgan Chase & Co. 0.000% due 10/25/2011

JPMorgan Chase & Co. 44.350% due 6/24/2010

JPMorgan Chase & Co. 0.000% due 5/23/2011

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 4/25/2012

JPMorgan Chase & Co. 32.500% due 6/21/2010

JPMorgan Chase & Co. 10.250% due 4/21/2011

JPMorgan Chase & Co. 10.000% due 4/21/2011

JPMorgan Chase & Co. 0.000% due 4/18/2013

JPMorgan Chase & Co. 20.000% due 7/20/2010

JPMorgan Chase & Co. 15.250% due 10/20/2010

JPMorgan Chase & Co. 0.000% due 4/28/2011

JPMorgan Chase & Co. 24.250% due 6/14/2010

JPMorgan Chase & Co. 10.000% due 4/13/2011

JPMorgan Chase & Co. 12.150% due 4/14/2011

JPMorgan Chase & Co. 0.000% due 7/21/2011

JPMorgan Chase & Co. 1.800% due 3/27/2015

JPMorgan Chase & Co. 0.000% due 10/11/2011

JPMorgan Chase & Co. 0.000% due 4/8/2014

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 4/2/2012

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 4/1/2011

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 3/30/2012

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 4/14/2011

JPMorgan Chase & Co. 22.500% due 7/1/2010

JPMorgan Chase & Co. 14.000% due 9/30/2010

JPMorgan Chase & Co. 9.000% due 9/30/2010

JPMorgan Chase & Co. 13.250% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 3/28/2012

JPMorgan Chase & Co. 3.5% for years 1 through 5, 4.5% for year 6, 5.5% for year 7, 7% year 8, 8.5% for year 9, 10% for year 10 due 3/26/2020

JPMorgan Chase & Co. 1.800% due 3/27/2015

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 4/7/2011

JPMorgan Chase & Co. 0.000% due 9/22/2011

JPMorgan Chase & Co. 8.500% due 9/23/2010

JPMorgan Chase & Co. 8.250% due 3/22/2011

JPMorgan Chase & Co. 0.000% due 4/21/2011

JPMorgan Chase & Co. 19.250% due 6/21/2010

JPMorgan Chase & Co. 9.000% due 3/19/2012

JPMorgan Chase & Co. 10.000% due 3/19/2012

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 11.000% due 9/17/2010

JPMorgan Chase & Co. 14.000% due 6/17/2010

JPMorgan Chase & Co. 9.000% due 3/17/2011

JPMorgan Chase & Co. 13.750% due 9/17/2010

JPMorgan Chase & Co. 12.500% due 6/17/2010

JPMorgan Chase & Co. 11.250% due 3/17/2011

JPMorgan Chase & Co. 9.050% due 9/16/2010

JPMorgan Chase & Co. 0.000% due 6/17/2011

JPMorgan Chase & Co. 0.000% due 6/14/2011

JPMorgan Chase & Co. 0.000% due 3/24/2011

JPMorgan Chase & Co. 0.000% due 9/1/2011

JPMorgan Chase & Co. 14.000% due 6/10/2010

JPMorgan Chase & Co. 0.000% due 9/8/2011

JPMorgan Chase & Co. 8.000% due 3/4/2011

JPMorgan Chase & Co. 16.000% due 9/7/2010

JPMorgan Chase & Co. 0.000% due 3/1/2012

JPMorgan Chase & Co. 0.000% due 8/30/2011

JPMorgan Chase & Co. 0.000% due 9/1/2011

JPMorgan Chase & Co. 9.600% due 8/31/2010

JPMorgan Chase & Co. 8.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 2/29/2012

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 4% for years 1 through 5, 5% for years 6 through 10, 8% for years 11 through 15 due 2/26/2025

JPMorgan Chase & Co. 10.750% due 2/28/2011

JPMorgan Chase & Co. 13.250% due 8/26/2010

JPMorgan Chase & Co. 10.500% due 8/26/2010

JPMorgan Chase & Co. 10.500% due 2/28/2011

JPMorgan Chase & Co. 9.500% due 2/28/2011

JPMorgan Chase & Co. 21.000% due 5/27/2010

JPMorgan Chase & Co. 14.500% due 8/26/2010

JPMorgan Chase & Co. 11.000% due 8/26/2010

JPMorgan Chase & Co. 17.250% due 5/27/2010

JPMorgan Chase & Co. 17.000% due 5/27/2010

JPMorgan Chase & Co. 0.000% due 8/26/2011

JPMorgan Chase & Co. 0.000% due 3/29/2011

JPMorgan Chase & Co. 0.000% due 5/5/2011

JPMorgan Chase & Co. 0.000% due 2/23/2012

JPMorgan Chase & Co. 0.000% due 2/25/2013

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 5/26/2010

JPMorgan Chase & Co. 38.500% due 4/22/2010

JPMorgan Chase & Co. 0.000% due 2/24/2012

JPMorgan Chase & Co. 0.000% due 8/18/2011

JPMorgan Chase & Co. 0.000% due 2/19/2013

JPMorgan Chase & Co. 0.000% due 5/17/2011

JPMorgan Chase & Co. 8.280% due 11/17/2010

JPMorgan Chase & Co. 0.000% due 3/23/2011

JPMorgan Chase & Co. 10.250% due 8/17/2010

JPMorgan Chase & Co. 12.000% due 8/17/2010

JPMorgan Chase & Co. 0.000% due 4/18/2011

JPMorgan Chase & Co. 10.000% due 2/15/2011

JPMorgan Chase & Co. 10.000% due 2/16/2011

JPMorgan Chase & Co. 9.250% due 2/14/2013

JPMorgan Chase & Co. 13.850% due 8/12/2010

JPMorgan Chase & Co. 0.000% due 2/17/2011

JPMorgan Chase & Co. 0.000% due 2/9/2012

JPMorgan Chase & Co. 0.000% due 8/11/2011

JPMorgan Chase & Co. 9.250% due 11/9/2010

JPMorgan Chase & Co. 0.000% due 8/8/2011

JPMorgan Chase & Co. 0.000% due 2/7/2012

JPMorgan Chase & Co. 0.000% due 8/5/2011

JPMorgan Chase & Co. 9.000% due 2/7/2011

JPMorgan Chase & Co. 26.650% due 4/7/2010

JPMorgan Chase & Co. 0.000% due 2/10/2011

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 8.500% due 8/2/2010

JPMorgan Chase & Co. 12.250% due 4/30/2010

JPMorgan Chase & Co. 12.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 1/31/2011

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 10.000% due 4/29/2010

JPMorgan Chase & Co. 11.000% due 7/29/2010

JPMorgan Chase & Co. 13.000% due 7/29/2010

JPMorgan Chase & Co. 12.000% due 7/29/2010

JPMorgan Chase & Co. 12.250% due 1/31/2011

JPMorgan Chase & Co. 23.250% due 4/29/2010

JPMorgan Chase & Co. 11.500% due 1/31/2011

JPMorgan Chase & Co. 10.500% due 7/29/2010

JPMorgan Chase & Co. 14.500% due 4/29/2010

JPMorgan Chase & Co. 9.500% due 1/31/2011

JPMorgan Chase & Co. 14.500% due 7/29/2010

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 1/27/2012

JPMorgan Chase & Co. 0.000% due 2/3/2011

JPMorgan Chase & Co. 0.000% due 7/23/2010

JPMorgan Chase & Co. 0.000% due 2/4/2011

JPMorgan Chase & Co. 0.000% due 7/21/2010

JPMorgan Chase & Co. 11.250% due 4/21/2010

JPMorgan Chase & Co. 16.750% due 4/21/2010

JPMorgan Chase & Co. 0.000% due 1/26/2011

JPMorgan Chase & Co. 9.250% due 1/19/2011

JPMorgan Chase & Co. 10.000% due 1/20/2011

JPMorgan Chase & Co. 0.000% due 1/13/2012

JPMorgan Chase & Co. 10.000% due 1/14/2011

JPMorgan Chase & Co. 0.000% due 7/6/2011

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 15.000% due 4/1/2010

JPMorgan Chase & Co. 12.750% due 7/1/2010

JPMorgan Chase & Co. 15.750% due 4/1/2010

JPMorgan Chase & Co. 10.000% due 12/31/2010

JPMorgan Chase & Co. 11.500% due 12/31/2010

JPMorgan Chase & Co. 10.500% due 12/31/2010

JPMorgan Chase & Co. 15.250% due 7/1/2010

JPMorgan Chase & Co. 11.000% due 7/1/2010

JPMorgan Chase & Co. 10.750% due 4/1/2010

JPMorgan Chase & Co. 0.000% due 1/31/2011

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 1/14/2011

JPMorgan Chase & Co. 0.000% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 12/31/2014

JPMorgan Chase & Co. 0.000% due 12/31/2015

JPMorgan Chase & Co. 0.000% due 12/31/2014

JPMorgan Chase & Co. 12.000% due 6/25/2010

JPMorgan Chase & Co. 10.000% due 6/25/2010

JPMorgan Chase & Co. 12.000% due 6/25/2010

JPMorgan Chase & Co. 10.000% due 6/25/2010

JPMorgan Chase & Co. 0.000% due 6/27/2011

JPMorgan Chase & Co. 0.000% due 6/23/2015

JPMorgan Chase & Co. 0.000% due 6/23/2010

JPMorgan Chase & Co. 0.000% due 6/22/2011

JPMorgan Chase & Co. 0.000% due 2/16/2011

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 5/13/2010

JPMorgan Chase & Co. 0.000% due 3/11/2010

JPMorgan Chase & Co. 19.750% due 6/2/2010

JPMorgan Chase & Co. 12.000% due 2/26/2010

JPMorgan Chase & Co. 10.000% due 2/26/2010

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 6/2/2011

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 10.000% due 11/30/2010

JPMorgan Chase & Co. 11.500% due 11/30/2010

JPMorgan Chase & Co. 15.000% due 5/27/2010

JPMorgan Chase & Co. 12.000% due 11/30/2010

JPMorgan Chase & Co. 13.500% due 11/30/2010

JPMorgan Chase & Co. 11.500% due 11/30/2010

JPMorgan Chase & Co. 14.500% due 5/27/2010

JPMorgan Chase & Co. 22.000% due 3/1/2010

JPMorgan Chase & Co. 18.500% due 5/27/2010

JPMorgan Chase & Co. 25.000% due 3/1/2010

JPMorgan Chase & Co. 10.500% due 11/30/2010

JPMorgan Chase & Co. 12.000% due 11/30/2010

JPMorgan Chase & Co. 16.500% due 3/1/2010

JPMorgan Chase & Co. 13.500% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 11/25/2011

JPMorgan Chase & Co. 0.000% due 8/27/2010

JPMorgan Chase & Co. 0.000% due 12/1/2010

JPMorgan Chase & Co. 17.150% due 5/27/2010

JPMorgan Chase & Co. 0.000% due 2/16/2011

JPMorgan Chase & Co. 18.650% due 5/10/2010

JPMorgan Chase & Co. 10.200% due 2/4/2010

JPMorgan Chase & Co. 17.250% due 5/5/2010

JPMorgan Chase & Co. 11.750% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 5/2/2011

JPMorgan Chase & Co. 0.000% due 2/1/2011

JPMorgan Chase & Co. 0.000% due 5/2/2011

JPMorgan Chase & Co. 13.500% due 11/1/2010

JPMorgan Chase & Co. 10.500% due 10/29/2010

JPMorgan Chase & Co. 11.000% due 11/1/2010

JPMorgan Chase & Co. 11.250% due 11/1/2010

JPMorgan Chase & Co. 13.000% due 4/30/2010

JPMorgan Chase & Co. 12.500% due 10/29/2010

JPMorgan Chase & Co. 16.250% due 4/30/2010

JPMorgan Chase & Co. 11.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 11.400% due 10/25/2010

JPMorgan Chase & Co. 9.800% due 10/20/2011

JPMorgan Chase & Co. 9.750% due 10/20/2011

JPMorgan Chase & Co. 0.000% due 4/20/2010

JPMorgan Chase & Co. 0.000% due 10/22/2010

JPMorgan Chase & Co. 13.000% due 10/15/2010

JPMorgan Chase & Co. 12.000% due 10/15/2010

JPMorgan Chase & Co. 12.500% due 4/14/2010

JPMorgan Chase & Co. 10.000% due 10/15/2010

JPMorgan Chase & Co. 11.000% due 4/14/2010

JPMorgan Chase & Co. L-30 due 10/20/2010

JPMorgan Chase & Co. 0.000% due 1/12/2011

JPMorgan Chase & Co. 0.000% due 10/15/2010

JPMorgan Chase & Co. 15.000% due 4/7/2010

JPMorgan Chase & Co. 0.000% due 10/13/2010

JPMorgan Chase & Co. 0.000% due 11/3/2010

JPMorgan Chase & Co. 0.000% due 11/2/2010

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 3/30/2011

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 10/8/2010

JPMorgan Chase & Co. 0.000% due 10/7/2010

JPMorgan Chase & Co. 12.000% due 3/31/2010

JPMorgan Chase & Co. 11.000% due 3/31/2010

JPMorgan Chase & Co. 11.000% due 9/30/2010

JPMorgan Chase & Co. 10.500% due 9/30/2010

JPMorgan Chase & Co. 20.000% due 3/31/2010

JPMorgan Chase & Co. 13.500% due 9/30/2010

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 17.750% due 10/1/2010

JPMorgan Chase & Co. 0.000% due 9/26/2011

JPMorgan Chase & Co. 29.000% due 12/24/2009

JPMorgan Chase & Co. 0.000% due 3/23/2010

JPMorgan Chase & Co. 0.000% due 9/30/2010

JPMorgan Chase & Co. 0.000% due 10/1/2010

JPMorgan Chase & Co. 20.500% due 12/21/2009

JPMorgan Chase & Co. 0.000% due 3/21/2011

JPMorgan Chase & Co. 0.000% due 9/19/2012

JPMorgan Chase & Co. 0.000% due 9/25/2010

JPMorgan Chase & Co. 13.000% due 9/16/2010

JPMorgan Chase & Co. 12.500% due 9/16/2010

JPMorgan Chase & Co. 13.000% due 3/16/2010

JPMorgan Chase & Co. 10.500% due 9/16/2010

JPMorgan Chase & Co. 15.000% due 3/16/2010

JPMorgan Chase & Co. 13.500% due 3/16/2010

JPMorgan Chase & Co. 17.850% due 3/15/2010

JPMorgan Chase & Co. 15.000% due 3/15/2010

JPMorgan Chase & Co. 0.000% due 9/17/2010

JPMorgan Chase & Co. 0.000% due 12/9/2010

JPMorgan Chase & Co. 0.000% due 9/10/2010

JPMorgan Chase & Co. 0.000% due 6/2/2010

JPMorgan Chase & Co. 0.000% due 9/30/2010

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 5/3/2010

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 8/31/2012

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 10.750% due 3/1/2010

JPMorgan Chase & Co. 12.750% due 8/31/2010

JPMorgan Chase & Co. 12.000% due 3/1/2010

JPMorgan Chase & Co. 11.000% due 8/31/2010

JPMorgan Chase & Co. 13.000% due 3/1/2010

JPMorgan Chase & Co. 10.750% due 8/31/2010

JPMorgan Chase & Co. 12.250% due 3/1/2010

JPMorgan Chase & Co. 10.500% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 2/24/2011

JPMorgan Chase & Co. 12.050% due 8/24/2010

JPMorgan Chase & Co. 11.600% due 8/23/2010

JPMorgan Chase & Co. 0.000% due 8/26/2010

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 5/24/2010

JPMorgan Chase & Co. 11.750% due 2/18/2010

JPMorgan Chase & Co. 12.250% due 2/18/2010

JPMorgan Chase & Co. 13.500% due 2/18/2010

JPMorgan Chase & Co. 12.500% due 2/18/2010

JPMorgan Chase & Co. 0.000% due 9/16/2010

JPMorgan Chase & Co. 0.000% due 5/17/2010

JPMorgan Chase & Co. 0.000% due 8/19/2010

JPMorgan Chase & Co. 0.000% due 8/8/2011

JPMorgan Chase & Co. 0.000% due 2/7/2011

JPMorgan Chase & Co. 0.000% due 5/6/2010

JPMorgan Chase & Co. 12.50% due 8/3/2010

JPMorgan Chase & Co. 9.250% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 1/31/2011

JPMorgan Chase & Co. 20.000% due 10/30/2009

JPMorgan Chase & Co. 10.000% due 7/30/2010

JPMorgan Chase & Co. 15.000% due 1/29/2010

JPMorgan Chase & Co. 11.000% due 7/30/2010

JPMorgan Chase & Co. 14.000% due 1/29/2010

JPMorgan Chase & Co. 25.000% due 10/30/2009

JPMorgan Chase & Co. 20.000% due 10/30/2009

JPMorgan Chase & Co. 15.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 7/31/2014

JPMorgan Chase & Co. 0.000% due 8/12/2010

JPMorgan Chase & Co. 0.000% due 1/28/2010

JPMorgan Chase & Co. 0.000% due 7/23/2014

JPMorgan Chase & Co. 0.000% due 1/27/2010

JPMorgan Chase & Co. 0.000% due 1/22/2010

JPMorgan Chase & Co. 0.000% due 1/18/2011

JPMorgan Chase & Co. 0.000% due 8/19/2010

JPMorgan Chase & Co. 13.000% due 7/15/2010

JPMorgan Chase & Co. 10.000% due 7/15/2010

JPMorgan Chase & Co. 13.500% due 7/15/2010

JPMorgan Chase & Co. 14.000% due 7/15/2010

JPMorgan Chase & Co. 0.000% due 7/26/2010

JPMorgan Chase & Co. 17.400% due 1/13/2010

JPMorgan Chase & Co. 0.000% due 10/8/2010

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 8/2/2010

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. L-5 due 7/9/2010

JPMorgan Chase & Co. 17.000% due 9/30/2009

JPMorgan Chase & Co. 10.500% due 6/30/2010

JPMorgan Chase & Co. 15.000% due 6/30/2010

JPMorgan Chase & Co. 13.750% due 12/31/2009

JPMorgan Chase & Co. 10.750% due 6/30/2010

JPMorgan Chase & Co. 10.000% due 6/30/2010

JPMorgan Chase & Co. 19.000% due 9/30/2009

JPMorgan Chase & Co. 17.25% due 12/31/2009

JPMorgan Chase & Co. 11.400% due 6/30/2010

JPMorgan Chase & Co. 0.000% due 6/30/2010

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 0.000% due 7/9/2010

JPMorgan Chase & Co. 10.500% due 6/25/2010

JPMorgan Chase & Co. 25.00% due 9/23/2009

JPMorgan Chase & Co. 0.000% due 12/28/2009

JPMorgan Chase & Co. 15.000% due 6/18/2010

JPMorgan Chase & Co. 0.000% due 6/30/2010

JPMorgan Chase & Co. 11.250% due 6/17/2010

JPMorgan Chase & Co. 18.000% due 12/17/2009

JPMorgan Chase & Co. 14.000% due 6/15/2010

JPMorgan Chase & Co. 19.000% due 6/15/2010

JPMorgan Chase & Co. 11.500% due 6/15/2010

JPMorgan Chase & Co. 12.000% due 6/15/2010

JPMorgan Chase & Co. 0.000% due 12/10/2010

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 6/8/2012

JPMorgan Chase & Co. 0.000% due 12/4/2009

JPMorgan Chase & Co. 23.000% due 12/3/2009

JPMorgan Chase & Co. 0.000% due 6/30/2010

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 18.000% due 11/30/2009

JPMorgan Chase & Co. 19.000% due 11/30/2009

JPMorgan Chase & Co. 17.000% due 8/28/2009

JPMorgan Chase & Co. 30.000% due 8/28/2009

JPMorgan Chase & Co. 12.000% due 5/28/2010

JPMorgan Chase & Co. 10.250% due 11/30/2009

JPMorgan Chase & Co. 10.500% due 5/28/2010

JPMorgan Chase & Co. 14.000% due 11/30/2009

JPMorgan Chase & Co. 11.000% due 5/28/2010

JPMorgan Chase & Co. 16.000% due 8/28/2009

JPMorgan Chase & Co. 10.750% due 5/28/2010

JPMorgan Chase & Co. a per-year rate equal to the 10-year CMS rate plus the greater of (a) the spread of the 10-year CMS rate over 4.5% and (b) zero, subject to a maximum rate of 20%; payable quarterly due 5/27/2014

JPMorgan Chase & Co. a per-year rate equal to the 10-year CMS rate plus the greater of (a) the spread of the 10-year CMS rate over 4.75% and (b) zero, subject to a maximum rate of 15%; payable quarterly due 5/22/2016

JPMorgan Chase & Co. 0.000% due 6/25/2010

JPMorgan Chase & Co. 0.000% due 11/24/2010

JPMorgan Chase & Co. 0.000% due 11/18/2010

JPMorgan Chase & Co. 0.000% due 5/26/2010

JPMorgan Chase & Co. 0.000% due 5/4/2011

JPMorgan Chase & Co. 0.000% due 11/12/2009

JPMorgan Chase & Co. 17.000% due 11/13/2009

JPMorgan Chase & Co. 13.250% due 11/13/2009

JPMorgan Chase & Co. 18.000% due 11/13/2009

JPMorgan Chase & Co. 13.000% due 5/13/2010

JPMorgan Chase & Co. 10.000% due 5/13/2010

JPMorgan Chase & Co. 11.000% due 5/13/2010

JPMorgan Chase & Co. 0.000% due 12/14/2009

JPMorgan Chase & Co. 0.000% due 12/10/2010

JPMorgan Chase & Co. 24.750% due 8/7/2009

JPMorgan Chase & Co. 30.000% due 8/7/2009

JPMorgan Chase & Co. 0.000% due 11/5/2009

JPMorgan Chase & Co. 0.000% due 7/22/2009

JPMorgan Chase & Co. 0.000% due 5/2/2011

JPMorgan Chase & Co. 0.000% due 5/28/2010

JPMorgan Chase & Co. 0.000% due 1/31/2013

JPMorgan Chase & Co. 22.000% due 7/31/2009

JPMorgan Chase & Co. 12.500% due 4/30/2010

JPMorgan Chase & Co. 20.000% due 10/30/2009

JPMorgan Chase & Co. 15.000% due 10/30/2009

JPMorgan Chase & Co. 10.000% due 4/30/2010

JPMorgan Chase & Co. 15.000% due 7/31/2009

JPMorgan Chase & Co. 10.750% due 4/30/2010

JPMorgan Chase & Co. 16.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 4/29/2011

JPMorgan Chase & Co. 0.000% due 4/25/2012

JPMorgan Chase & Co. 0.000% due 10/23/2009

JPMorgan Chase & Co. 0.000% due 10/25/2010

JPMorgan Chase & Co. 3% for the first year; beginning April 17, 2010, 1.5 times year-over-year change in index with a floor of 0%; payable monthly due 4/17/2014

JPMorgan Chase & Co. 0.000% due 4/17/2012

JPMorgan Chase & Co. 0.000% due 7/13/2009

JPMorgan Chase & Co. 0.000% due 4/13/2011

JPMorgan Chase & Co. 0.000% due 3/12/2012

JPMorgan Chase & Co. 0.000% due 7/3/2012

JPMorgan Chase & Co. 12.000% due 10/13/2009

JPMorgan Chase & Co. 20.000% due 10/13/2009

JPMorgan Chase & Co. 20.250% due 10/13/2009

JPMorgan Chase & Co. 12.300% due 4/8/2011

JPMorgan Chase & Co. 0.000% due 4/7/2011

JPMorgan Chase & Co. 0.000% due 7/7/2009

JPMorgan Chase & Co. an amount equal to the difference between the payouts on the index and the accrued tracking fee; payable quarterly due 5/24/2024

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 3/31/2014

JPMorgan Chase & Co. 0.000% due 9/30/2010

JPMorgan Chase & Co. 17.500% due 9/30/2009

JPMorgan Chase & Co. 11.500% due 3/31/2010

JPMorgan Chase & Co. 14.000% due 3/31/2010

JPMorgan Chase & Co. 25.000% due 6/30/2009

JPMorgan Chase & Co. 21.000% due 6/30/2009

JPMorgan Chase & Co. 11.250% due 3/31/2010

JPMorgan Chase & Co. 10.500% due 3/31/2010

JPMorgan Chase & Co. 15.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 4/8/2010

JPMorgan Chase & Co. 0.000% due 9/27/2010

JPMorgan Chase & Co. 40.000% due 6/23/2009

JPMorgan Chase & Co. 0.000% due 3/25/2010

JPMorgan Chase & Co. 0.000% due 3/18/2011

JPMorgan Chase & Co. 0.000% due 9/17/2009

JPMorgan Chase & Co. 0.000% due 6/17/2009

JPMorgan Chase & Co. 0.000% due 9/17/2010

JPMorgan Chase & Co. 0.000% due 9/23/2009

JPMorgan Chase & Co. 0.000% due 3/18/2010

JPMorgan Chase & Co. 0.000% due 3/11/2011

JPMorgan Chase & Co. 0.000% due 9/10/2010

JPMorgan Chase & Co. 0.000% due 9/11/2009

JPMorgan Chase & Co. 11.500% due 3/11/2010

JPMorgan Chase & Co. 20.000% due 6/11/2009

JPMorgan Chase & Co. 18.000% due 6/11/2009

JPMorgan Chase & Co. 10.500% due 3/11/2010

JPMorgan Chase & Co. 30.000% due 6/11/2009

JPMorgan Chase & Co. 0.000% due 9/13/2010

JPMorgan Chase & Co. 0.000% due 4/8/2010

JPMorgan Chase & Co. 0.000% due 9/9/2009

JPMorgan Chase & Co. 0.000% due 9/8/2010

JPMorgan Chase & Co. 0.000% due 4/7/2010

JPMorgan Chase & Co. 0.000% due 9/1/2009

JPMorgan Chase & Co. 0.000% due 3/18/2010

JPMorgan Chase & Co. 0.000% due 3/11/2010

JPMorgan Chase & Co. 32.000% due 8/27/2009

JPMorgan Chase & Co. 0.000% due 3/29/2010

JPMorgan Chase & Co. 0.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 3/29/2010

JPMorgan Chase & Co. 0.000% due 2/27/2015

JPMorgan Chase & Co. 0.000% due 2/27/2014

JPMorgan Chase & Co. 0.000% due 3/3/2010

JPMorgan Chase & Co. 10.500% due 2/26/2010

JPMorgan Chase & Co. 23.000% due 5/27/2009

JPMorgan Chase & Co. 26.500% due 8/27/2009

JPMorgan Chase & Co. 22.250% due 2/26/2010

JPMorgan Chase & Co. 20.000% due 5/27/2009

JPMorgan Chase & Co. 10.000% due 2/26/2010

JPMorgan Chase & Co. 12.850% due 2/26/2010

JPMorgan Chase & Co. 30.000% due 5/27/2009

JPMorgan Chase & Co. 10.000% due 2/26/2010

JPMorgan Chase & Co. 30.000% due 5/27/2009

JPMorgan Chase & Co. 10.250% due 2/26/2010

JPMorgan Chase & Co. 0.00% due 3/1/2011

JPMorgan Chase & Co. 0.000% due 8/27/2009

JPMorgan Chase & Co. 0.000% due 8/26/2010

JPMorgan Chase & Co. 0.000% due 3/26/2010

JPMorgan Chase & Co. 0.000% due 3/9/2010

JPMorgan Chase & Co. 0.000% due 5/21/2009

JPMorgan Chase & Co. 0.000% due 3/2/2011

JPMorgan Chase & Co. 0.000% due 8/17/2010

JPMorgan Chase & Co. 13% due 8/17/2009

JPMorgan Chase & Co. 23.500% due 5/18/2009

JPMorgan Chase & Co. 15% due 8/17/2009

JPMorgan Chase & Co. 11.50% due 8/17/2009

JPMorgan Chase & Co. 13% due 8/17/2009

JPMorgan Chase & Co. 22.000% due 5/18/2009

JPMorgan Chase & Co. 25.000% due 5/18/2009

JPMorgan Chase & Co. 0.000% due 2/10/2011

JPMorgan Chase & Co. 0.000% due 2/24/2011

JPMorgan Chase & Co. 0.000% due 8/10/2010

JPMorgan Chase & Co. 0.00% due 2/16/2011

JPMorgan Chase & Co. 0.000% due 2/3/2012

JPMorgan Chase & Co. 0.000% due 2/16/2011

JPMorgan Chase & Co. 15.000% due 8/4/2009

JPMorgan Chase & Co. 0.000% due 2/3/2011

JPMorgan Chase & Co. 14.000% due 7/31/2009

JPMorgan Chase & Co. 0.000% due 3/3/2010

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 3/3/2010

JPMorgan Chase & Co. 0.000% due 1/31/2012

JPMorgan Chase & Co. 0.000% due 1/31/2014

JPMorgan Chase & Co. 0.000% due 1/30/2015

JPMorgan Chase & Co. 0.000% due 1/30/2014

JPMorgan Chase & Co. 0.000% due 2/3/2010

JPMorgan Chase & Co. 16.250% due 7/30/2009

JPMorgan Chase & Co. 9.250% due 1/29/2010

JPMorgan Chase & Co. 16.000% due 7/30/2009

JPMorgan Chase & Co. 16.000% due 4/30/2009

JPMorgan Chase & Co. 20.000% due 4/30/2009

JPMorgan Chase & Co. 10.250% due 7/30/2009

JPMorgan Chase & Co. 26.000% due 4/30/2009

JPMorgan Chase & Co. 15.000% due 7/30/2009

JPMorgan Chase & Co. 10.000% due 1/29/2010

JPMorgan Chase & Co. 33.800% due 4/30/2009

JPMorgan Chase & Co. 14.000% due 7/30/2009

JPMorgan Chase & Co. 17.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 8/26/2009

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 12/29/2014

JPMorgan Chase & Co. 0.000% due 2/7/2011

JPMorgan Chase & Co. 0.000% due 2/10/2010

JPMorgan Chase & Co. 0.000% due 7/24/2009

JPMorgan Chase & Co. 0.000% due 2/2/2010

JPMorgan Chase & Co. 0.000% due 2/19/2010

JPMorgan Chase & Co. 0.000% due 7/21/2010

JPMorgan Chase & Co. 0.000% due 7/21/2009

JPMorgan Chase & Co. 0.000% due 2/3/2010

JPMorgan Chase & Co. 15.000% due 7/20/2009

JPMorgan Chase & Co. 12.750% due 1/20/2010

JPMorgan Chase & Co. 11.250% due 1/20/2010

JPMorgan Chase & Co. 22.750% due 7/20/2009

JPMorgan Chase & Co. 11.250% due 1/20/2010

JPMorgan Chase & Co. 14.000% due 7/20/2009

JPMorgan Chase & Co. 8.000% due 1/20/2010

JPMorgan Chase & Co. 30.000% due 7/20/2009

JPMorgan Chase & Co. 17.250% due 7/20/2009

JPMorgan Chase & Co. 0.000% due 2/18/2010

JPMorgan Chase & Co. 0.000% due 7/15/2010

JPMorgan Chase & Co. 0.000% due 1/27/2010

JPMorgan Chase & Co. 0.000% due 7/13/2009

JPMorgan Chase & Co. 23.438% due 9/11/2009

JPMorgan Chase & Co. 0.000% due 6/29/2010

JPMorgan Chase & Co. 0.000% due 12/29/2014

JPMorgan Chase & Co. 0.000% due 12/29/2011

JPMorgan Chase & Co. 0.000% due 6/29/2010

JPMorgan Chase & Co. 0.000% due 12/29/2010

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 6/29/2011

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 1/4/2010

JPMorgan Chase & Co. 13.000% due 6/30/2009

JPMorgan Chase & Co. 18.000% due 6/30/2009

JPMorgan Chase & Co. 11.000% due 6/30/2009

JPMorgan Chase & Co. 25.000% due 6/30/2009

JPMorgan Chase & Co. 0.000% due 12/28/2011

JPMorgan Chase & Co. 0.000% due 12/30/2013

JPMorgan Chase & Co. 0.000% due 1/6/2010

JPMorgan Chase & Co. 0.000% due 1/19/2010

JPMorgan Chase & Co. 16.000% due 6/18/2009

JPMorgan Chase & Co. 0.000% due 12/31/2009

JPMorgan Chase & Co. 0.000% due 12/18/2009

JPMorgan Chase & Co. 17.500% due 6/17/2009

JPMorgan Chase & Co. 21.200% due 6/17/2009

JPMorgan Chase & Co. 28.600% due 6/17/2009

JPMorgan Chase & Co. 15.700% due 6/17/2009

JPMorgan Chase & Co. 0.000% due 1/19/2010

JPMorgan Chase & Co. 0.000% due 12/16/2009

JPMorgan Chase & Co. 0.000% due 6/11/2009

JPMorgan Chase & Co. 0.000% due 3/12/2009

JPMorgan Chase & Co. 20.000% due 6/11/2009

JPMorgan Chase & Co. 11.000% due 6/11/2009

JPMorgan Chase & Co. 0.000% due 12/9/2010

JPMorgan Chase & Co. 0.000% due 11/28/2014

JPMorgan Chase & Co. 0.000% due 5/29/2015

JPMorgan Chase & Co. 0.000% due 11/30/2009

JPMorgan Chase & Co. 0.000% due 5/28/2010

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 15.300% due 5/28/2009

JPMorgan Chase & Co. 16.200% due 2/27/2009

JPMorgan Chase & Co. 21.900% due 5/28/2009

JPMorgan Chase & Co. 16.800% due 2/27/2009

JPMorgan Chase & Co. 13.600% due 11/27/2009

JPMorgan Chase & Co. 14.000% due 11/27/2009

JPMorgan Chase & Co. 11.500% due 11/27/2009

JPMorgan Chase & Co. 0.000% due 5/26/2010

JPMorgan Chase & Co. 0.000% due 5/27/2009

JPMorgan Chase & Co. 0.000% due 12/3/2009

JPMorgan Chase & Co. 0.000% due 11/25/2011

JPMorgan Chase & Co. 0.000% due 2/25/2009

JPMorgan Chase & Co. 0.000% due 5/26/2009

JPMorgan Chase & Co. 0.000% due 2/25/2009

JPMorgan Chase & Co. 0.000% due 12/28/2009

JPMorgan Chase & Co. 0.000% due 5/21/2009

JPMorgan Chase & Co. 31.200% due 2/20/2009

JPMorgan Chase & Co. 0.000% due 11/17/2011

JPMorgan Chase & Co. 0.000% due 1/4/2010

JPMorgan Chase & Co. 15.500% due 11/19/2009

JPMorgan Chase & Co. 24.600% due 11/19/2009

JPMorgan Chase & Co. 21.300% due 11/19/2009

JPMorgan Chase & Co. 0.000% due 5/18/2010

JPMorgan Chase & Co. 21.750% due 5/18/2009

JPMorgan Chase & Co. 0.000% due 5/12/2010

JPMorgan Chase & Co. 0.000% due 11/12/2010

JPMorgan Chase & Co. 17.500% due 11/12/2009

JPMorgan Chase & Co. 15.000% due 5/7/2009

JPMorgan Chase & Co. 22.800% due 5/7/2009

JPMorgan Chase & Co. 0.000% due 11/8/2011

JPMorgan Chase & Co. 0.000% due 5/5/2010

JPMorgan Chase & Co. 0.000% due 5/6/2009

JPMorgan Chase & Co. 0.000% due 11/13/2009

JPMorgan Chase & Co. 0.000% due 10/31/2013

JPMorgan Chase & Co. 0.000% due 11/30/2009

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 11/30/2009

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 10/31/2014

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 10/30/2015

JPMorgan Chase & Co. 24.000% due 1/30/2009

JPMorgan Chase & Co. 14.000% due 4/30/2009

JPMorgan Chase & Co. 27.000% due 1/30/2009

JPMorgan Chase & Co. 16.300% due 10/30/2009

JPMorgan Chase & Co. 27.100% due 1/30/2009

JPMorgan Chase & Co. 14.500% due 10/30/2009

JPMorgan Chase & Co. 13.500% due 1/30/2009

JPMorgan Chase & Co. 13.250% due 1/30/2009

JPMorgan Chase & Co. 13.500% due 1/30/2009

JPMorgan Chase & Co. 21.000% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 10/28/2010

JPMorgan Chase & Co. 0.000% due 4/29/2011

JPMorgan Chase & Co. 0.000% due 11/10/2009

JPMorgan Chase & Co. 10.650% due 10/29/2009

JPMorgan Chase & Co. 0.000% due 11/27/2009

JPMorgan Chase & Co. 0.000% due 10/26/2010

JPMorgan Chase & Co. 0.000% due 11/20/2009

JPMorgan Chase & Co. 0.000% due 4/22/2010

JPMorgan Chase & Co. 0.000% due 11/20/2009

JPMorgan Chase & Co. 0.000% due 4/21/2009

JPMorgan Chase & Co. 0.000% due 10/21/2010

JPMorgan Chase & Co. 0.000% due 11/3/2009

JPMorgan Chase & Co. 0.000% due 4/21/2010

JPMorgan Chase & Co. 0.000% due 10/21/2010

JPMorgan Chase & Co. 0.000% due 10/28/2009

JPMorgan Chase & Co. 0.000% due 10/26/2009

JPMorgan Chase & Co. 13.000% due 4/14/2009

JPMorgan Chase & Co. 0.000% due 10/24/2011

JPMorgan Chase & Co. 0.000% due 10/22/2009

JPMorgan Chase & Co. 0.000% due 10/14/2010

JPMorgan Chase & Co. 16.000% due 10/16/2009

JPMorgan Chase & Co. 0.000% due 1/12/2009

JPMorgan Chase & Co. 0.000% due 10/26/2009

JPMorgan Chase & Co. 19.600% due 10/9/2009

JPMorgan Chase & Co. 30.000% due 1/9/2009

JPMorgan Chase & Co. 41.000% due 1/9/2009

JPMorgan Chase & Co. 19.500% due 1/9/2009

JPMorgan Chase & Co. 0.000% due 10/22/2009

JPMorgan Chase & Co. 150% of the year-over-year change in the index, with a floor of 0%; payable monthly due 10/7/2011

JPMorgan Chase & Co. 0.000% due 1/7/2009

JPMorgan Chase & Co. 0.000% due 10/15/2009

JPMorgan Chase & Co. 0.000% due 9/30/2013

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 160% of the year-over-year change in the index, with a floor of 0%; payable monthly due 9/30/2013

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 0.000% due 9/30/2014

JPMorgan Chase & Co. 0.000% due 9/30/2013

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 0.000% due 5/29/2009

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 3/30/2011

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 9/30/2013

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 10.000% due 3/31/2009

JPMorgan Chase & Co. 13.500% due 9/30/2009

JPMorgan Chase & Co. 10.500% due 3/31/2009

JPMorgan Chase & Co. 9.000% due 9/30/2009

JPMorgan Chase & Co. 15.500% due 12/31/2008

JPMorgan Chase & Co. 13.250% due 12/31/2008

JPMorgan Chase & Co. 13.250% due 3/31/2009

JPMorgan Chase & Co. 11.500% due 3/31/2009

JPMorgan Chase & Co. 13.500% due 9/30/2009

JPMorgan Chase & Co. 16.000% due 3/31/2009

JPMorgan Chase & Co. 23.300% due 3/31/2009

JPMorgan Chase & Co. 20.000% due 12/31/2008

JPMorgan Chase & Co. 13.250% due 12/31/2008

JPMorgan Chase & Co. 30.000% due 12/31/2008

JPMorgan Chase & Co. 23.500% due 12/31/2008

JPMorgan Chase & Co. 13.250% due 3/31/2009

JPMorgan Chase & Co. 14.050% due 9/30/2009

JPMorgan Chase & Co. 14.600% due 3/31/2009

JPMorgan Chase & Co. 21.500% due 12/31/2008

JPMorgan Chase & Co. 11.000% due 9/30/2009

JPMorgan Chase & Co. 15.500% due 12/31/2008

JPMorgan Chase & Co. 10.000% due 9/30/2009

JPMorgan Chase & Co. 14.000% due 3/31/2009

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 140% of the year-over-year change in the index, with a floor of 0%; payable monthly due 9/30/2013

JPMorgan Chase & Co. 1.5% per year plus year-over-year change in index; floor of 0%; payable monthly due 9/26/2013

JPMorgan Chase & Co. 0.000% due 10/8/2009

JPMorgan Chase & Co. 0.000% due 3/24/2011

JPMorgan Chase & Co. 0.000% due 10/8/2009

JPMorgan Chase & Co. 22.750% due 3/30/2009

JPMorgan Chase & Co. 0.000% due 11/22/2010

JPMorgan Chase & Co. 13.000% due 9/17/2009

JPMorgan Chase & Co. 0.000% due 3/16/2009

JPMorgan Chase & Co. 0.000% due 12/16/2008

JPMorgan Chase & Co. 23.750% due 3/16/2009

JPMorgan Chase & Co. 0.000% due 10/15/2009

JPMorgan Chase & Co. 0.000% due 9/15/2010

JPMorgan Chase & Co. 21.000% due 3/16/2009

JPMorgan Chase & Co. 18.500% due 3/16/2009

JPMorgan Chase & Co. 11.000% due 9/11/2009

JPMorgan Chase & Co. 10.000% due 9/11/2009

JPMorgan Chase & Co. 13.900% due 9/11/2009

JPMorgan Chase & Co. 11.850% due 9/11/2009

JPMorgan Chase & Co. 31.000% due 12/12/2008

JPMorgan Chase & Co. 20.250% due 12/12/2008

JPMorgan Chase & Co. 10.000% due 3/12/2009

JPMorgan Chase & Co. 14.800% due 3/12/2009

JPMorgan Chase & Co. 22.600% due 12/12/2008

JPMorgan Chase & Co. 10.250% due 3/12/2009

JPMorgan Chase & Co. 18.00% due 3/12/2009

JPMorgan Chase & Co. 13.50% due 3/12/2009

JPMorgan Chase & Co. 0.000% due 9/13/2011

JPMorgan Chase & Co. 0.000% due 3/10/2014

JPMorgan Chase & Co. 0.000% due 12/10/2008

JPMorgan Chase & Co. 1.35 times year-over-year change in index; floor of 0%; payable monthly due 9/9/2011

JPMorgan Chase & Co. 0.000% due 3/8/2010

JPMorgan Chase & Co. 14.000% due 3/5/2009

JPMorgan Chase & Co. 21.000% due 12/5/2008

JPMorgan Chase & Co. 24.800% due 12/5/2008

JPMorgan Chase & Co. 0.000% due 3/4/2010

JPMorgan Chase & Co. 0.000% due 10/5/2009

JPMorgan Chase & Co. 18.462% due 10/5/2009

JPMorgan Chase & Co. 21.150% due 3/3/2009

JPMorgan Chase & Co. 35.600% due 12/3/2008

JPMorgan Chase & Co. 14.400% due 3/9/2009

JPMorgan Chase & Co. 130% of year-over-year change in index; floor of 0%; payable monthly due 9/2/2011

JPMorgan Chase & Co. 13% due 11/28/2008

JPMorgan Chase & Co. 21.40% due 3/2/2009

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 2/26/2010

JPMorgan Chase & Co. 150% of year-over-year change in index; floor of 0%; payable monthly due 8/29/2013

JPMorgan Chase & Co. 0.000% due 8/29/2014

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 4/30/2009

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 8/30/2013

JPMorgan Chase & Co. 10.500% due 8/28/2009

JPMorgan Chase & Co. 14.300% due 8/28/2009

JPMorgan Chase & Co. 12.250% due 8/28/2009

JPMorgan Chase & Co. 10.000% due 8/28/2009

JPMorgan Chase & Co. 25.000% due 11/28/2008

JPMorgan Chase & Co. 11.000% due 2/27/2009

JPMorgan Chase & Co. 10.500% due 8/28/2009

JPMorgan Chase & Co. 12.000% due 2/27/2009

JPMorgan Chase & Co. 10.000% due 2/27/2009

JPMorgan Chase & Co. 20.000% due 2/27/2009

JPMorgan Chase & Co. 21.000% due 11/28/2008

JPMorgan Chase & Co. 12.000% due 8/28/2009

JPMorgan Chase & Co. 14.250% due 2/27/2009

JPMorgan Chase & Co. 11.000% due 2/27/2009

JPMorgan Chase & Co. 12.500% due 2/27/2009

JPMorgan Chase & Co. 17.000% due 11/28/2008

JPMorgan Chase & Co. 13.250% due 2/27/2009

JPMorgan Chase & Co. 8.000% due 8/28/2009

JPMorgan Chase & Co. 15.000% due 11/28/2008

JPMorgan Chase & Co. 22.500% due 11/28/2008

JPMorgan Chase & Co. 15.000% due 2/27/2009

JPMorgan Chase & Co. 20.500% due 11/28/2008

JPMorgan Chase & Co. 30.000% due 11/28/2008

JPMorgan Chase & Co. 20.500% due 11/28/2008

JPMorgan Chase & Co. 13.000% due 11/28/2008

JPMorgan Chase & Co. 15.000% due 2/27/2009

JPMorgan Chase & Co. 11.000% due 2/27/2009

JPMorgan Chase & Co. 14.000% due 2/27/2009

JPMorgan Chase & Co. 1.32 times year-over-year change in index; floor of 0%; payable monthly due 8/28/2013

JPMorgan Chase & Co. 13.000% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 8/19/2009

JPMorgan Chase & Co. 11.000% due 8/25/2009

JPMorgan Chase & Co. 0.000% due 8/22/2012

JPMorgan Chase & Co. 0.000% due 8/23/2010

JPMorgan Chase & Co. 0.000% due 6/23/2010

JPMorgan Chase & Co. 0.000% due 7/2/2013

JPMorgan Chase & Co. 19.000% due 2/20/2009

JPMorgan Chase & Co. 0.000% due 2/19/2010

JPMorgan Chase & Co. 0.000% due 8/20/2012

JPMorgan Chase & Co. 13.000% due 8/20/2009

JPMorgan Chase & Co. 0.000% due 2/18/2009

JPMorgan Chase & Co. 17.75% due 8/14/2009

JPMorgan Chase & Co. 0.000% due 4/6/2009

JPMorgan Chase & Co. 0.000% due 8/12/2010

JPMorgan Chase & Co. 0.000% due 8/27/2009

JPMorgan Chase & Co. 12.500% due 8/13/2009

JPMorgan Chase & Co. 10.000% due 8/13/2009

JPMorgan Chase & Co. 24.250% due 11/13/2008

JPMorgan Chase & Co. 10.000% due 2/13/2009

JPMorgan Chase & Co. 13.500% due 8/13/2009

JPMorgan Chase & Co. 18.000% due 11/13/2008

JPMorgan Chase & Co. 9.000% due 8/13/2009

JPMorgan Chase & Co. 12.000% due 2/13/2009

JPMorgan Chase & Co. 8.500% due 8/13/2009

JPMorgan Chase & Co. 13.500% due 2/13/2009

JPMorgan Chase & Co. 14.000% due 11/14/2008

JPMorgan Chase & Co. 13.500% due 11/13/2008

JPMorgan Chase & Co. 24.000% due 11/13/2008

JPMorgan Chase & Co. 14.000% due 2/6/2009

JPMorgan Chase & Co. 0.000% due 8/9/2010

JPMorgan Chase & Co. 10.750% due 2/6/2009

JPMorgan Chase & Co. 12.500% due 2/6/2009

JPMorgan Chase & Co. 8.250% due 2/6/2009

JPMorgan Chase & Co. 0.000% due 8/20/2009

JPMorgan Chase & Co. 0.000% due 2/5/2010

JPMorgan Chase & Co. 0.000% due 2/4/2011

JPMorgan Chase & Co. 10.750% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 8/6/2009

JPMorgan Chase & Co. 1.355 times year-over-year change in index; floor of 0%; payable monthly due 7/31/2013

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. 0.000% due 7/31/2014

JPMorgan Chase & Co. 0.000% due 7/31/2013

JPMorgan Chase & Co. 0.000% due 1/31/2011

JPMorgan Chase & Co. 0.000% due 8/2/2012

JPMorgan Chase & Co. 18.900% due 10/31/2008

JPMorgan Chase & Co. 10.500% due 7/31/2009

JPMorgan Chase & Co. 10.500% due 10/31/2008

JPMorgan Chase & Co. 15.600% due 7/31/2009

JPMorgan Chase & Co. 10.750% due 7/31/2009

JPMorgan Chase & Co. 24.000% due 10/31/2008

JPMorgan Chase & Co. 15.400% due 7/31/2009

JPMorgan Chase & Co. 10.500% due 1/30/2009

JPMorgan Chase & Co. 13.750% due 1/30/2009

JPMorgan Chase & Co. 13.250% due 7/31/2009

JPMorgan Chase & Co. 23.000% due 10/31/2008

JPMorgan Chase & Co. 11.000% due 10/31/2008

JPMorgan Chase & Co. 8.000% due 1/30/2009

JPMorgan Chase & Co. 17.500% due 1/30/2009

JPMorgan Chase & Co. 20.500% due 10/31/2008

JPMorgan Chase & Co. 9.000% due 7/31/2009

JPMorgan Chase & Co. 11.500% due 7/31/2009

JPMorgan Chase & Co. 9.000% due 7/31/2009

JPMorgan Chase & Co. 12.000% due 1/30/2009

JPMorgan Chase & Co. 10.000% due 1/30/2009

JPMorgan Chase & Co. 13.500% due 1/30/2009

JPMorgan Chase & Co. 10.000% due 1/30/2009

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 22.000% due 10/31/2008

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 12.000% due 1/30/2009

JPMorgan Chase & Co. 13.000% due 7/31/2009

JPMorgan Chase & Co. 21.000% due 10/31/2008

JPMorgan Chase & Co. 15.500% due 10/31/2008

JPMorgan Chase & Co. 12.000% due 1/30/2009

JPMorgan Chase & Co. 12.250% due 1/30/2009

JPMorgan Chase & Co. 14.000% due 1/30/2009

JPMorgan Chase & Co. 19.000% due 10/31/2008

JPMorgan Chase & Co. 10.000% due 1/30/2009

JPMorgan Chase & Co. 20.250% due 1/30/2009

JPMorgan Chase & Co. 10.000% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 7/30/2013

JPMorgan Chase & Co. 1.2 times year-over-year change in index; floor of 0%; payable monthly due 7/30/2013

JPMorgan Chase & Co. 0.000% due 11/12/2009

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 1/28/2010

JPMorgan Chase & Co. 0.000% due 7/28/2011

JPMorgan Chase & Co. 1.35 times year-over-year change in index; floor of 0%; payable monthly due 7/28/2013

JPMorgan Chase & Co. 0.000% due 7/23/2010

JPMorgan Chase & Co. 0.000% due 7/28/2011

JPMorgan Chase & Co. 0.000% due 8/21/2009

JPMorgan Chase & Co. 0.000% due 7/22/2011

JPMorgan Chase & Co. 0.000% due 7/23/2013

JPMorgan Chase & Co. 0.000% due 7/23/2012

JPMorgan Chase & Co. 0.000% due 7/23/2013

JPMorgan Chase & Co. 0.000% due 7/23/2014

JPMorgan Chase & Co. 0.000% due 8/5/2010

JPMorgan Chase & Co. 0.000% due 7/16/2010

JPMorgan Chase & Co. 18.500% due 1/23/2009

JPMorgan Chase & Co. 26.700% due 1/23/2009

JPMorgan Chase & Co. 0.000% due 4/21/2010

JPMorgan Chase & Co. 0.000% due 7/20/2011

JPMorgan Chase & Co. 0.000% due 10/20/2008

JPMorgan Chase & Co. 33.000% due 1/21/2009

JPMorgan Chase & Co. 26.000% due 1/21/2009

JPMorgan Chase & Co. 0.000% due 7/23/2009

JPMorgan Chase & Co. 0.000% due 1/14/2010

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 4/16/2009

JPMorgan Chase & Co. 0.000% due 10/16/2008

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 7/20/2009

JPMorgan Chase & Co. 0.000% due 2/12/2010

JPMorgan Chase & Co. 0.000% due 7/14/2010

JPMorgan Chase & Co. 17.000% due 10/10/2008

JPMorgan Chase & Co. 15.000% due 1/9/2009

JPMorgan Chase & Co. 20.000% due 10/10/2008

JPMorgan Chase & Co. 9.000% due 7/10/2009

JPMorgan Chase & Co. 17.500% due 10/10/2008

JPMorgan Chase & Co. 18.000% due 1/9/2009

JPMorgan Chase & Co. 13.25% until July 21, 2009; from July 21, 2009 to July 21, 2013, 12 times the spread of the 30-year CMS rate over the two-year CMS rate; thereafter, 15 times the spread; cap of 13% per year, floor of 0%; payable quarterly due 7/21/2023

JPMorgan Chase & Co. 0.000% due 7/22/2009

JPMorgan Chase & Co. 0.000% due 2/8/2010

JPMorgan Chase & Co. 21.600% due 10/8/2008

JPMorgan Chase & Co. 10.000% due 7/2/2009

JPMorgan Chase & Co. 26.000% due 10/8/2008

JPMorgan Chase & Co. 0.000% due 7/16/2009

JPMorgan Chase & Co. 0.000% due 7/2/2013

JPMorgan Chase & Co. 18.150% due 12/31/2008

JPMorgan Chase & Co. 20.000% due 1/2/2009

JPMorgan Chase & Co. 13.500% due 12/31/2008

JPMorgan Chase & Co. 16.000% due 12/31/2008

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 12/31/2009

JPMorgan Chase & Co. 0.000% due 6/28/2012

JPMorgan Chase & Co. 0.000% due 12/31/2009

JPMorgan Chase & Co. 0.000% due 6/30/2014

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 12/31/2010

JPMorgan Chase & Co. 10.500% due 6/30/2009

JPMorgan Chase & Co. 13.500% due 12/31/2008

JPMorgan Chase & Co. 15.750% due 12/31/2008

JPMorgan Chase & Co. 11.000% due 12/31/2008

JPMorgan Chase & Co. 18.000% due 9/30/2008

JPMorgan Chase & Co. 14.000% due 6/30/2009

JPMorgan Chase & Co. 11.000% due 6/30/2009

JPMorgan Chase & Co. 10.000% due 6/30/2009

JPMorgan Chase & Co. 14.000% due 9/30/2008

JPMorgan Chase & Co. 16.000% due 6/30/2009

JPMorgan Chase & Co. 13.900% due 9/30/2008

JPMorgan Chase & Co. 10.900% due 6/30/2009

JPMorgan Chase & Co. 13.000% due 12/31/2008

JPMorgan Chase & Co. 14.000% due 12/31/2008

JPMorgan Chase & Co. 11.000% due 12/31/2008

JPMorgan Chase & Co. 13.500% due 12/31/2008

JPMorgan Chase & Co. 18.500% due 9/30/2008

JPMorgan Chase & Co. 13.000% due 9/30/2008

JPMorgan Chase & Co. 12.500% due 12/31/2008

JPMorgan Chase & Co. 10.750% due 6/30/2009

JPMorgan Chase & Co. 9.000% due 6/30/2009

JPMorgan Chase & Co. 13.250% due 9/30/2008

JPMorgan Chase & Co. 11.500% due 12/31/2008

JPMorgan Chase & Co. 15.750% due 12/31/2008

JPMorgan Chase & Co. 11.500% due 12/31/2008

JPMorgan Chase & Co. 15.000% due 12/31/2008

JPMorgan Chase & Co. 17.500% due 9/30/2008

JPMorgan Chase & Co. 11.250% due 6/30/2009

JPMorgan Chase & Co. 9.000% due 6/30/2009

JPMorgan Chase & Co. 18.000% due 12/31/2008

JPMorgan Chase & Co. 14.400% due 12/31/2008

JPMorgan Chase & Co. 18.000% due 9/30/2008

JPMorgan Chase & Co. 14.500% due 12/31/2008

JPMorgan Chase & Co. 10.500% due 12/31/2008

JPMorgan Chase & Co. 12.500% due 12/31/2008

JPMorgan Chase & Co. 14.750% due 6/30/2009

JPMorgan Chase & Co. 12.000% due 6/30/2009

JPMorgan Chase & Co. 20.000% due 9/30/2008

JPMorgan Chase & Co. 16.250% due 9/30/2008

JPMorgan Chase & Co. 10.000% due 6/30/2009

JPMorgan Chase & Co. 12.500% due 12/31/2008

JPMorgan Chase & Co. 17.500% due 12/31/2008

JPMorgan Chase & Co. 12.500% due 12/31/2008

JPMorgan Chase & Co. 13.000% due 12/31/2008

JPMorgan Chase & Co. 15.000% due 12/31/2008

JPMorgan Chase & Co. 20.500% due 9/30/2008

JPMorgan Chase & Co. 0.000% due 7/14/2010

JPMorgan Chase & Co. 14.000% due 12/31/2008

JPMorgan Chase & Co. 20.000% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 1/4/2010

JPMorgan Chase & Co. 19.150% due 12/30/2008

JPMorgan Chase & Co. 15.600% due 12/30/2008

JPMorgan Chase & Co. 12.500% due 9/30/2008

JPMorgan Chase & Co. 19.600% due 12/30/2008

JPMorgan Chase & Co. 11.000% due 10/3/2008

JPMorgan Chase & Co. 12.000% due 9/25/2008

JPMorgan Chase & Co. 9.000% due 12/26/2008

JPMorgan Chase & Co. 0.000% due 12/24/2009

JPMorgan Chase & Co. 1.45 times year-over-year change in index; floor of 0%; payable monthly due 6/24/2013

JPMorgan Chase & Co. 10.250% due 12/24/2008

JPMorgan Chase & Co. 0.000% due 12/23/2009

JPMorgan Chase & Co. 0.000% due 12/23/2010

JPMorgan Chase & Co. 0.000% due 6/18/2010

JPMorgan Chase & Co. 0.000% due 9/22/2008

JPMorgan Chase & Co. 0.000% due 12/22/2010

JPMorgan Chase & Co. 10.500% due 6/23/2009

JPMorgan Chase & Co. 0.000% due 12/18/2009

JPMorgan Chase & Co. 7.25% per year for first year; beginning June 18, 2009, 7.25% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 6/18/2018

JPMorgan Chase & Co. 0.000% due 7/2/2009

JPMorgan Chase & Co. 150% of year-over-year change in index; floor of 0%; payable monthly due 6/18/2015

JPMorgan Chase & Co. 0.000% due 7/1/2009

JPMorgan Chase & Co. 11.000% due 9/17/2008

JPMorgan Chase & Co. 14.000% due 9/17/2008

JPMorgan Chase & Co. 0.000% due 6/30/2009

JPMorgan Chase & Co. 0.000% due 12/13/2012

JPMorgan Chase & Co. 0.000% due 9/15/2008

JPMorgan Chase & Co. 13.750% due 9/12/2008

JPMorgan Chase & Co. 0.000% due 6/12/2009

JPMorgan Chase & Co. 12.000% due 12/12/2008

JPMorgan Chase & Co. 0.000% due 6/24/2009

JPMorgan Chase & Co. 0.000% due 12/11/2009

JPMorgan Chase & Co. 14.000% due 9/11/2008

JPMorgan Chase & Co. 13.500% due 12/11/2008

JPMorgan Chase & Co. 14.000% due 9/11/2008

JPMorgan Chase & Co. 10.000% due 6/11/2009

JPMorgan Chase & Co. 12.000% due 12/11/2008

JPMorgan Chase & Co. 18.500% due 9/11/2008

JPMorgan Chase & Co. 9.000% due 6/11/2009

JPMorgan Chase & Co. 16.500% due 9/11/2008

JPMorgan Chase & Co. 17.000% due 9/11/2008

JPMorgan Chase & Co. 14.000% due 12/11/2008

JPMorgan Chase & Co. 0.000% due 9/10/2009

JPMorgan Chase & Co. 17.700% due 12/9/2008

JPMorgan Chase & Co. 17.850% due 12/9/2008

JPMorgan Chase & Co. 0.000% due 6/6/2013

JPMorgan Chase & Co. 0.000% due 6/7/2010

JPMorgan Chase & Co. 0.000% due 6/22/2009

JPMorgan Chase & Co. 0.000% due 6/4/2010

JPMorgan Chase & Co. 8.000% due 12/4/2008

JPMorgan Chase & Co. 8.500% due 12/4/2008

JPMorgan Chase & Co. 28.000% due 9/5/2008

JPMorgan Chase & Co. 7.600% due 12/4/2008

JPMorgan Chase & Co. 9.000% due 12/3/2008

JPMorgan Chase & Co. 0.000% due 6/5/2009

JPMorgan Chase & Co. 20.500% due 9/2/2008

JPMorgan Chase & Co. 19.000% due 12/2/2008

JPMorgan Chase & Co. 0.000% due 11/30/2009

JPMorgan Chase & Co. 7.5% per year, payable annually, unless any basket index closes below 72.5% of initial level; in that case, interest ceases to accrue due 5/31/2011

JPMorgan Chase & Co. 1.4% per year times year-over-year change in index; floor of 0% due 5/30/2013

JPMorgan Chase & Co. 0.000% due 5/31/2013

JPMorgan Chase & Co. 0.000% due 5/30/2014

JPMorgan Chase & Co. 0.000% due 3/31/2009

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 10.000% due 5/29/2009

JPMorgan Chase & Co. 12.500% due 5/29/2009

JPMorgan Chase & Co. 10.350% due 5/29/2009

JPMorgan Chase & Co. 14.000% due 8/29/2008

JPMorgan Chase & Co. 10.600% due 5/29/2009

JPMorgan Chase & Co. 11.250% due 5/29/2009

JPMorgan Chase & Co. 13.250% due 5/29/2009

JPMorgan Chase & Co. 11.250% due 5/29/2009

JPMorgan Chase & Co. 14.000% due 8/29/2008

JPMorgan Chase & Co. 10.300% due 5/29/2009

JPMorgan Chase & Co. 12.500% due 8/29/2008

JPMorgan Chase & Co. 11.450% due 5/9/2009

JPMorgan Chase & Co. 11.500% due 12/1/2008

JPMorgan Chase & Co. 14.750% due 12/1/2008

JPMorgan Chase & Co. 11.500% due 8/29/2008

JPMorgan Chase & Co. 14.000% due 12/1/2008

JPMorgan Chase & Co. 14.000% due 5/29/2009

JPMorgan Chase & Co. 18.500% due 8/29/2009

JPMorgan Chase & Co. 18.000% due 8/29/2008

JPMorgan Chase & Co. 17.250% due 8/29/2008

JPMorgan Chase & Co. 10.000% due 8/29/2008

JPMorgan Chase & Co. 10.250% due 12/1/2008

JPMorgan Chase & Co. 11.250% due 12/1/2008

JPMorgan Chase & Co. 15.000% due 12/1/2008

JPMorgan Chase & Co. 17.000% due 8/29/2008

JPMorgan Chase & Co. 9.500% due 5/9/2009

JPMorgan Chase & Co. 19.000% due 8/29/2008

JPMorgan Chase & Co. 10.500% due 12/1/2008

JPMorgan Chase & Co. 15.000% due 12/1/2008

JPMorgan Chase & Co. 13.250% due 12/1/2008

JPMorgan Chase & Co. 12.500% due 12/1/2008

JPMorgan Chase & Co. 15.000% due 12/1/2008

JPMorgan Chase & Co. 12.500% due 12/1/2008

JPMorgan Chase & Co. 14.500% due 12/1/2008

JPMorgan Chase & Co. 12.000% due 12/1/2008

JPMorgan Chase & Co. 15.000% due 8/29/2008

JPMorgan Chase & Co. 10.750% due 5/9/2009

JPMorgan Chase & Co. 11.250% due 12/1/2008

JPMorgan Chase & Co. 20.000% due 12/1/2009

JPMorgan Chase & Co. 10.000% due 12/1/2008

JPMorgan Chase & Co. 13.000% due 12/1/2008

JPMorgan Chase & Co. 10.000% due 12/1/2008

JPMorgan Chase & Co. 14.000% due 12/1/2008

JPMorgan Chase & Co. 13.500% due 5/9/2009

JPMorgan Chase & Co. 11.750% due 12/1/2008

JPMorgan Chase & Co. 13.000% due 12/1/2008

JPMorgan Chase & Co. 13.000% due 8/29/2008

JPMorgan Chase & Co. 16.750% due 12/1/2008

JPMorgan Chase & Co. 9.000% due 5/29/2009

JPMorgan Chase & Co. 13.500% due 12/1/2008

JPMorgan Chase & Co. 20.000% due 12/1/2008

JPMorgan Chase & Co. 17.000% due 12/1/2008

JPMorgan Chase & Co. 10.750% due 12/1/2008

JPMorgan Chase & Co. 0.000% due 6/11/2009

JPMorgan Chase & Co. 15.420% due 11/28/2008

JPMorgan Chase & Co. 12.400% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 6/10/2010

JPMorgan Chase & Co. 0.000% due 5/25/2023

JPMorgan Chase & Co. 0.000% due 5/24/2010

JPMorgan Chase & Co. 14.750% due 8/27/2008

JPMorgan Chase & Co. 16.000% due 11/24/2008

JPMorgan Chase & Co. 13.000% due 5/22/2009

JPMorgan Chase & Co. 17.800% due 11/24/2008

JPMorgan Chase & Co. 12.000% due 5/22/2009

JPMorgan Chase & Co. 0.000% due 5/23/2011

JPMorgan Chase & Co. 0.000% due 11/22/2013

JPMorgan Chase & Co. 0.000% due 6/4/2009

JPMorgan Chase & Co. 0.000% due 11/22/2010

JPMorgan Chase & Co. 0.000% due 5/20/2010

JPMorgan Chase & Co. 9.500% due 11/20/2008

JPMorgan Chase & Co. 0.000% due 5/17/2013

JPMorgan Chase & Co. 10.250% due 11/19/2008

JPMorgan Chase & Co. 20.700% due 11/19/2008

JPMorgan Chase & Co. 0.000% due 5/28/2009

JPMorgan Chase & Co. 7.05% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0% due 5/14/2018

JPMorgan Chase & Co. 0.000% due 5/29/2009

JPMorgan Chase & Co. 21.000% due 8/14/2008

JPMorgan Chase & Co. 0.000% due 5/10/2010

JPMorgan Chase & Co. 16.550% due 8/12/2008

JPMorgan Chase & Co. 1.4% per year times year-over-year change in index; floor of 0% due 5/8/2013

JPMorgan Chase & Co. 9.250% due 5/8/2009

JPMorgan Chase & Co. 0.000% due 5/20/2009

JPMorgan Chase & Co. 14.500% due 11/7/2008

JPMorgan Chase & Co. 10.500% due 11/7/2008

JPMorgan Chase & Co. 16.500% due 8/7/2008

JPMorgan Chase & Co. 16.000% due 8/7/2008

JPMorgan Chase & Co. 18.500% due 5/7/2009

JPMorgan Chase & Co. 17.000% due 11/7/2008

JPMorgan Chase & Co. 17.500% due 8/7/2008

JPMorgan Chase & Co. 13.000% due 5/7/2009

JPMorgan Chase & Co. 18.500% due 11/6/2008

JPMorgan Chase & Co. 0.000% due 5/4/2011

JPMorgan Chase & Co. for each monthly interest period, 150% of the year-over-year change in the index on the determination date with a floor of zero due 5/1/2013

JPMorgan Chase & Co. 0.000% due 10/31/2008

JPMorgan Chase & Co. 0.000% due 4/30/2013

JPMorgan Chase & Co. 0.000% due 5/14/2009

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 5/1/2009

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 5/18/2009

JPMorgan Chase & Co. 0.000% due 4/30/2014

JPMorgan Chase & Co. 0.000% due 4/30/2013

JPMorgan Chase & Co. 0.000% due 8/31/2009

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 0.000% due 5/8/2009

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 20.000% due 10/31/2008

JPMorgan Chase & Co. 14.250% due 7/31/2008

JPMorgan Chase & Co. 11.000% due 4/30/2009

JPMorgan Chase & Co. 16.000% due 7/31/2008

JPMorgan Chase & Co. 16.250% due 4/30/2009

JPMorgan Chase & Co. 10.750% due 4/30/2009

JPMorgan Chase & Co. 15.000% due 7/31/2008

JPMorgan Chase & Co. 10.750% due 4/30/2009

JPMorgan Chase & Co. 8.500% due 4/30/2009

JPMorgan Chase & Co. 9.000% due 4/30/2009

JPMorgan Chase & Co. 10.000% due 4/30/2009

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 10.000% due 4/30/2009

JPMorgan Chase & Co. 17.250% due 7/31/2008

JPMorgan Chase & Co. 15.500% due 10/31/2008

JPMorgan Chase & Co. 9.000% due 4/30/2009

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 14.000% due 10/31/2008

JPMorgan Chase & Co. 15.000% due 10/31/2008

JPMorgan Chase & Co. 10.000% due 4/30/2009

JPMorgan Chase & Co. 9.000% due 10/31/2008

JPMorgan Chase & Co. 10.050% due 4/30/2009

JPMorgan Chase & Co. 12.000% due 4/30/2009

JPMorgan Chase & Co. 17.500% due 10/31/2008

JPMorgan Chase & Co. 15.000% due 7/31/2008

JPMorgan Chase & Co. 11.000% due 4/30/2009

JPMorgan Chase & Co. 10.000% due 4/30/2009

JPMorgan Chase & Co. 16.000% due 7/31/2008

JPMorgan Chase & Co. 14.000% due 10/31/2008

JPMorgan Chase & Co. 16.650% due 4/30/2009

JPMorgan Chase & Co. 15.500% due 4/30/2009

JPMorgan Chase & Co. 20.500% due 7/31/2008

JPMorgan Chase & Co. 15.500% due 7/31/2008

JPMorgan Chase & Co. 10.150% due 4/30/2009

JPMorgan Chase & Co. 10.500% due 4/30/2009

JPMorgan Chase & Co. 16.500% due 10/31/2008

JPMorgan Chase & Co. 12.750% due 10/31/2008

JPMorgan Chase & Co. 14.000% due 10/31/2008

JPMorgan Chase & Co. 16.000% due 10/31/2008

JPMorgan Chase & Co. 15.000% due 10/31/2008

JPMorgan Chase & Co. 18.000% due 10/31/2008

JPMorgan Chase & Co. 0.000% due 4/29/2011

JPMorgan Chase & Co. 12.000% due 4/29/2009

JPMorgan Chase & Co. 9.25% per year until April 28, 2010; thereafter, 50 times spread of 30-year CMS rate over 10-year CMS rate; floor of 0%; maximum of 13%; reset and payable quarterly due 4/28/2023

JPMorgan Chase & Co. 0.000% due 12/29/2008

JPMorgan Chase & Co. 0.000% due 4/26/2010

JPMorgan Chase & Co. 0.000% due 5/1/2009

JPMorgan Chase & Co. 13.330% due 1/23/2009

JPMorgan Chase & Co. 17.000% due 10/24/2008

JPMorgan Chase & Co. 11.000% due 10/24/2008

JPMorgan Chase & Co. 0.000% due 4/29/2010

JPMorgan Chase & Co. 0.000% due 5/1/2009

JPMorgan Chase & Co. 0.000% due 4/14/2009

JPMorgan Chase & Co. 0.000% due 4/25/2013

JPMorgan Chase & Co. 0.000% due 10/21/2010

JPMorgan Chase & Co. 10.000% due 10/23/2008

JPMorgan Chase & Co. 9.000% due 4/23/2009

JPMorgan Chase & Co. 17.500% due 10/23/2008

JPMorgan Chase & Co. 0.000% due 10/22/2009

JPMorgan Chase & Co. 11.000% due 10/22/2008

JPMorgan Chase & Co. 10.000% due 10/22/2008

JPMorgan Chase & Co. 15.600% due 10/22/2008

JPMorgan Chase & Co. 11.000% due 10/17/2008

JPMorgan Chase & Co. 0.000% due 4/24/2009

JPMorgan Chase & Co. 0.000% due 3/11/2009

JPMorgan Chase & Co. 33.800% due 10/14/2008

JPMorgan Chase & Co. 0.000% due 12/6/2010

JPMorgan Chase & Co. 0.000% due 9/7/2010

JPMorgan Chase & Co. 0.000% due 12/6/2010

JPMorgan Chase & Co. 0.000% due 9/7/2010

JPMorgan Chase & Co. 13.500% due 10/14/2008

JPMorgan Chase & Co. 24.750% due 7/15/2008

JPMorgan Chase & Co. 0.000% due 4/20/2011

JPMorgan Chase & Co. 0.000% due 4/21/2009

JPMorgan Chase & Co. 17.000% due 7/9/2008

JPMorgan Chase & Co. 11.000% due 10/9/2008

JPMorgan Chase & Co. 15.000% due 7/9/2008

JPMorgan Chase & Co. 10.250% due 4/9/2009

JPMorgan Chase & Co. 13.250% due 10/9/2008

JPMorgan Chase & Co. 10.000% due 4/9/2009

JPMorgan Chase & Co. 10.000% due 10/9/2008

JPMorgan Chase & Co. 21.000% due 7/9/2008

JPMorgan Chase & Co. 0.000% due 4/8/2011

JPMorgan Chase & Co. 15.000% due 8/8/2008

JPMorgan Chase & Co. 0.000% due 4/8/2010

JPMorgan Chase & Co. 0.000% due 10/7/2008

JPMorgan Chase & Co. 0.000% due 4/8/2010

JPMorgan Chase & Co. 0.000% due 4/14/2010

JPMorgan Chase & Co. 15.000% due 7/7/2008

JPMorgan Chase & Co. 14.000% due 7/7/2008

JPMorgan Chase & Co. 20.000% due 10/3/2008

JPMorgan Chase & Co. 0.000% due 7/6/2009

JPMorgan Chase & Co. 0.000% due 4/14/2009

JPMorgan Chase & Co. 15.000% due 10/2/2008

JPMorgan Chase & Co. 15.300% due 10/2/2008

JPMorgan Chase & Co. 13.600% due 9/30/2008

JPMorgan Chase & Co. 13.500% due 9/30/2008

JPMorgan Chase & Co. 0.000% due 3/31/2011

JPMorgan Chase & Co. 0.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 3/31/2014

JPMorgan Chase & Co. 0.000% due 10/1/2012

JPMorgan Chase & Co. 0.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 6/30/2009

JPMorgan Chase & Co. 14.000% due 6/30/2008

JPMorgan Chase & Co. 0.000% due 4/3/2009

JPMorgan Chase & Co. 12.000% due 9/30/2008

JPMorgan Chase & Co. 11.750% due 9/30/2008

JPMorgan Chase & Co. 18.000% due 6/30/2008

JPMorgan Chase & Co. 15.500% due 9/30/2008

JPMorgan Chase & Co. 18.900% due 10/3/2008

JPMorgan Chase & Co. 10.500% due 3/31/2009

JPMorgan Chase & Co. 11.300% due 9/30/2008

JPMorgan Chase & Co. 17.000% due 6/30/2008

JPMorgan Chase & Co. 11.000% due 3/31/2009

JPMorgan Chase & Co. 8.500% due 3/31/2009

JPMorgan Chase & Co. 13.500% due 9/30/2008

JPMorgan Chase & Co. 10.250% due 3/31/2009

JPMorgan Chase & Co. 9.500% due 3/31/2009

JPMorgan Chase & Co. 9.000% due 9/30/2008

JPMorgan Chase & Co. 9.000% due 3/31/2009

JPMorgan Chase & Co. 13.000% due 6/30/2008

JPMorgan Chase & Co. 18.000% due 6/30/2008

JPMorgan Chase & Co. 16.000% due 9/30/2008

JPMorgan Chase & Co. 15.500% due 3/31/2009

JPMorgan Chase & Co. 11.000% due 9/30/2008

JPMorgan Chase & Co. 14.000% due 3/29/2009

JPMorgan Chase & Co. 8.500% due 3/31/2009

JPMorgan Chase & Co. 10.000% due 9/30/2008

JPMorgan Chase & Co. 14.000% due 9/30/2008

JPMorgan Chase & Co. 16.000% due 9/30/2008

JPMorgan Chase & Co. 10.000% due 9/30/2008

JPMorgan Chase & Co. 9.000% due 3/31/2009

JPMorgan Chase & Co. 16.000% due 9/30/2008

JPMorgan Chase & Co. 10.000% due 3/31/2009

JPMorgan Chase & Co. 26.900% due 3/31/2009

JPMorgan Chase & Co. 14.700% due 6/30/2008

JPMorgan Chase & Co. 9.000% due 9/30/2008

JPMorgan Chase & Co. 21.500% due 6/30/2008

JPMorgan Chase & Co. 11.000% due 9/30/2008

JPMorgan Chase & Co. 8.250% due 3/31/2009

JPMorgan Chase & Co. 14.000% due 9/30/2008

JPMorgan Chase & Co. 10.000% due 9/30/2008

JPMorgan Chase & Co. 14.250% due 9/30/2008

JPMorgan Chase & Co. 12.000% due 9/30/2008

JPMorgan Chase & Co. 16.000% due 9/29/2008

JPMorgan Chase & Co. 27.500% due 9/29/2008

JPMorgan Chase & Co. 7.25% per year when the 30-year CMS rate is greater than or equal to the 10-year CMS rate; floor of 1.5%; payable and reset due 4/10/2023

JPMorgan Chase & Co. 10.000% due 7/3/2008

JPMorgan Chase & Co. 10.400% due 9/26/2008

JPMorgan Chase & Co. 9.500% due 9/26/2008

JPMorgan Chase & Co. 0.000% due 4/3/2009

JPMorgan Chase & Co. 0.000% due 4/5/2011

JPMorgan Chase & Co. 0.000% due 6/25/2008

JPMorgan Chase & Co. 0.000% due 4/3/2009

JPMorgan Chase & Co. 0.000% due 3/26/2010

JPMorgan Chase & Co. 0.000% due 3/26/2012

JPMorgan Chase & Co. 16.500% due 6/24/2008

JPMorgan Chase & Co. 17.500% due 9/26/2008

JPMorgan Chase & Co. 0.000% due 9/21/2009

JPMorgan Chase & Co. 0.000% due 4/22/2009

JPMorgan Chase & Co. 0.000% due 3/20/2012

JPMorgan Chase & Co. 0.000% due 3/26/2009

JPMorgan Chase & Co. 0.000% due 9/17/2009

JPMorgan Chase & Co. 0.000% due 3/26/2009

JPMorgan Chase & Co. 11.000% due 9/30/2008

JPMorgan Chase & Co. 25.000% due 9/19/2008

JPMorgan Chase & Co. 27.000% due 6/24/2008

JPMorgan Chase & Co. 11.000% due 3/19/2009

JPMorgan Chase & Co. 0.000% due 6/18/2009

JPMorgan Chase & Co. 0.000% due 9/17/2012

JPMorgan Chase & Co. 0.000% due 3/18/2010

JPMorgan Chase & Co. 0.000% due 6/16/2008

JPMorgan Chase & Co. 0.000% due 3/11/2009

JPMorgan Chase & Co. 15.250% due 9/12/2008

JPMorgan Chase & Co. 18.000% due 9/12/2008

JPMorgan Chase & Co. 0.000% due 3/19/2010

JPMorgan Chase & Co. 0.000% due 3/12/2013

JPMorgan Chase & Co. 0.000% due 9/12/2008

JPMorgan Chase & Co. 0.000% due 3/20/2009

JPMorgan Chase & Co. 16.000% due 9/11/2008

JPMorgan Chase & Co. 10.250% due 3/11/2009

JPMorgan Chase & Co. 12.850% due 3/11/2009

JPMorgan Chase & Co. 15.000% due 9/11/2008

JPMorgan Chase & Co. 25.600% due 3/11/2009

JPMorgan Chase & Co. 13.000% due 9/11/2008

JPMorgan Chase & Co. 32.000% due 6/11/2008

JPMorgan Chase & Co. 15.000% due 6/11/2008

JPMorgan Chase & Co. 16.000% due 9/11/2008

JPMorgan Chase & Co. 15.000% due 9/11/2008

JPMorgan Chase & Co. 9.000% due 3/11/2009

JPMorgan Chase & Co. 14.000% due 6/11/2008

JPMorgan Chase & Co. 11.750% due 9/10/2008

JPMorgan Chase & Co. 0.000% due 3/8/2010

JPMorgan Chase & Co. 0.000% due 3/13/2009

JPMorgan Chase & Co. 11.000% due 9/5/2008

JPMorgan Chase & Co. 10.000% due 9/5/2008

JPMorgan Chase & Co. 0.000% due 3/3/2009

JPMorgan Chase & Co. 0.000% due 4/14/2009

JPMorgan Chase & Co. 27.000% due 8/29/2008

JPMorgan Chase & Co. 11.500% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 8/28/2009

JPMorgan Chase & Co. 0.000% due 2/26/2010

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 2/28/2014

JPMorgan Chase & Co. 0.000% due 2/28/2013

JPMorgan Chase & Co. 0.000% due 5/29/2009

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 8/30/2012

JPMorgan Chase & Co. 13.000% due 5/30/2008

JPMorgan Chase & Co. 14.000% due 8/29/2008

JPMorgan Chase & Co. 11.500% due 2/27/2009

JPMorgan Chase & Co. 10.250% due 8/29/2008

JPMorgan Chase & Co. 13.000% due 8/29/2008

JPMorgan Chase & Co. 15.000% due 5/30/2008

JPMorgan Chase & Co. 10.000% due 8/29/2008

JPMorgan Chase & Co. 34.900% due 2/27/2009

JPMorgan Chase & Co. 9.000% due 3/2/2009

JPMorgan Chase & Co. 11.000% due 8/29/2008

JPMorgan Chase & Co. 19.250% due 5/30/2008

JPMorgan Chase & Co. 8.000% due 2/27/2009

JPMorgan Chase & Co. 14.000% due 2/27/2009

JPMorgan Chase & Co. 12.000% due 8/29/2008

JPMorgan Chase & Co. 10.000% due 8/29/2008

JPMorgan Chase & Co. 13.500% due 8/29/2008

JPMorgan Chase & Co. 15.500% due 5/30/2008

JPMorgan Chase & Co. 13.000% due 8/29/2008

JPMorgan Chase & Co. 12.000% due 8/29/2008

JPMorgan Chase & Co. 9.000% due 2/27/2009

JPMorgan Chase & Co. 13.000% due 2/27/2009

JPMorgan Chase & Co. 10.250% due 2/27/2009

JPMorgan Chase & Co. 14.000% due 5/30/2008

JPMorgan Chase & Co. 15.350% due 5/30/2008

JPMorgan Chase & Co. 10.000% due 8/29/2008

JPMorgan Chase & Co. 14.000% due 8/29/2008

JPMorgan Chase & Co. 18.000% due 8/29/2008

JPMorgan Chase & Co. 12.000% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 4/30/2009

JPMorgan Chase & Co. 20.750% due 8/28/2008

JPMorgan Chase & Co. 10.500% due 5/30/2008

JPMorgan Chase & Co. 20.000% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 2/25/2011

JPMorgan Chase & Co. 0.000% due 3/8/2011

JPMorgan Chase & Co. 0.000% due 3/6/2009

JPMorgan Chase & Co. 0.000% due 3/31/2009

JPMorgan Chase & Co. 11.950% due 6/20/2008

JPMorgan Chase & Co. 19.000% due 8/28/2008

JPMorgan Chase & Co. 23.000% due 8/27/2008

JPMorgan Chase & Co. 0.000% due 2/26/2013

JPMorgan Chase & Co. 13.050% due 2/26/2009

JPMorgan Chase & Co. 7.25% per year times the proportion of days on which six-month Libor is less than or equal to 7%; payable quarterly due 3/3/2018

JPMorgan Chase & Co. 7.800% due 8/22/2008

JPMorgan Chase & Co. 8.500% due 8/22/2008

JPMorgan Chase & Co. 8.600% due 8/22/2008

JPMorgan Chase & Co. 8.900% due 8/22/2008

JPMorgan Chase & Co. 18.500% due 8/22/2008

JPMorgan Chase & Co. 0.000% due 3/6/2009

JPMorgan Chase & Co. 0.000% due 3/8/2011

JPMorgan Chase & Co. 0.000% due 2/18/2010

JPMorgan Chase & Co. 15.000% due 5/21/2008

JPMorgan Chase & Co. 0.000% due 3/20/2009

JPMorgan Chase & Co. 11.500% due 8/20/2008

JPMorgan Chase & Co. 20.000% due 8/20/2008

JPMorgan Chase & Co. 0.000% due 2/25/2009

JPMorgan Chase & Co. 12.250% due 8/19/2008

JPMorgan Chase & Co. 0.000% due 2/20/2009

JPMorgan Chase & Co. 29.000% due 8/15/2008

JPMorgan Chase & Co. 0.000% due 2/20/2009

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 0.000% due 2/20/2009

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 16.500% due 8/13/2008

JPMorgan Chase & Co. 12.000% due 8/13/2008

JPMorgan Chase & Co. 14.300% due 8/13/2008

JPMorgan Chase & Co. 12.000% due 8/13/2008

JPMorgan Chase & Co. 30.600% due 5/13/2008

JPMorgan Chase & Co. 26.000% due 5/13/2008

JPMorgan Chase & Co. 0.000% due 2/19/2010

JPMorgan Chase & Co. 0.000% due 8/13/2008

JPMorgan Chase & Co. 9.300% due 2/12/2009

JPMorgan Chase & Co. 18.850% due 8/12/2008

JPMorgan Chase & Co. 0.000% due 2/11/2009

JPMorgan Chase & Co. 0.000% due 2/11/2010

JPMorgan Chase & Co. 15.750% due 8/11/2008

JPMorgan Chase & Co. 0.000% due 2/13/2009

JPMorgan Chase & Co. 20.650% due 5/8/2008

JPMorgan Chase & Co. 10.650% due 2/9/2009

JPMorgan Chase & Co. 0.000% due 2/18/2009

JPMorgan Chase & Co. 0.000% due 2/3/2012

JPMorgan Chase & Co. 0.000% due 2/20/2009

JPMorgan Chase & Co. 0.000% due 2/4/2009

JPMorgan Chase & Co. 20.250% due 8/5/2008

JPMorgan Chase & Co. 0.000% due 3/20/2009

JPMorgan Chase & Co. 14.500% due 2/2/2009

JPMorgan Chase & Co. 0.000% due 7/31/2009

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 0.000% due 7/31/2009

JPMorgan Chase & Co. 0.000% due 1/31/2011

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 5/1/2009

JPMorgan Chase & Co. 0.000% due 7/31/2009

JPMorgan Chase & Co. 14.000% due 7/31/2008

JPMorgan Chase & Co. 10.000% due 4/30/2008

JPMorgan Chase & Co. 25.000% due 4/30/2008

JPMorgan Chase & Co. 17.000% due 4/30/2008

JPMorgan Chase & Co. 9.690% due 1/30/2009

JPMorgan Chase & Co. 13.000% due 7/31/2008

JPMorgan Chase & Co. 12.000% due 1/30/2009

JPMorgan Chase & Co. 14.000% due 4/30/2008

JPMorgan Chase & Co. 12.500% due 7/31/2008

JPMorgan Chase & Co. 14.250% due 7/31/2008

JPMorgan Chase & Co. 27.250% due 4/30/2008

JPMorgan Chase & Co. 15.000% due 7/31/2008

JPMorgan Chase & Co. 9.250% due 1/30/2009

JPMorgan Chase & Co. 20.800% due 7/31/2008

JPMorgan Chase & Co. 15.750% due 1/30/2009

JPMorgan Chase & Co. 19.000% due 7/31/2008

JPMorgan Chase & Co. 12.000% due 7/31/2008

JPMorgan Chase & Co. 8.500% due 1/30/2009

JPMorgan Chase & Co. 10.000% due 7/31/2008

JPMorgan Chase & Co. 10.500% due 4/30/2008

JPMorgan Chase & Co. 10.000% due 1/30/2009

JPMorgan Chase & Co. 11.000% due 7/31/2008

JPMorgan Chase & Co. 8.000% due 1/30/2009

JPMorgan Chase & Co. 18.500% due 1/30/2009

JPMorgan Chase & Co. 14.750% due 7/31/2008

JPMorgan Chase & Co. 18.000% due 7/31/2008

JPMorgan Chase & Co. 10.750% due 1/30/2009

JPMorgan Chase & Co. 15.000% due 7/31/2008

JPMorgan Chase & Co. 10.450% due 7/31/2008

JPMorgan Chase & Co. 10.450% due 7/30/2008

JPMorgan Chase & Co. 18.000% due 1/30/2009

JPMorgan Chase & Co. 18.400% due 7/31/2008

JPMorgan Chase & Co. 15.100% due 7/31/2008

JPMorgan Chase & Co. 20.800% due 7/31/2008

JPMorgan Chase & Co. 16.700% due 7/31/2008

JPMorgan Chase & Co. 0.000% due 2/12/2009

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 3/3/2009

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 15.000% due 7/31/2008

JPMorgan Chase & Co. 10.800% due 1/30/2009

JPMorgan Chase & Co. 12.500% due 4/30/2008

JPMorgan Chase & Co. 20.000% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 7.5% until Feb. 8, 2010; thereafter, 7.5% times proportion of days on which spread of 30-year CMS rate over 10-year CMS rate is at least 0% due 2/8/2023

JPMorgan Chase & Co. 0.000% due 4/29/2008

JPMorgan Chase & Co. 0.000% due 1/29/2009

JPMorgan Chase & Co. 24.000% due 7/28/2008

JPMorgan Chase & Co. Until Aug. 5, 2008, 8.9%; after that, Libor plus 520 bps times proportion of days on which either the ratio of the Sifma Municipal Swap index to Libor is no more than 77% or average level of Libor is no more than 3%; capped at lesser of 17% and 1.9 times Libor plus 100 bps; floor of 0% due 2/5/2038

JPMorgan Chase & Co. 0.000% due 2/26/2009

JPMorgan Chase & Co. 8.000% due 1/26/2009

JPMorgan Chase & Co. 20.950% due 4/25/2008

JPMorgan Chase & Co. 0.000% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 1/28/2011

JPMorgan Chase & Co. 17.100% due 7/28/2008

JPMorgan Chase & Co. 0.000% due 1/21/2010

JPMorgan Chase & Co. 0.000% due 1/20/2011

JPMorgan Chase & Co. 8.500% due 1/16/2009

JPMorgan Chase & Co. 0.000% due 1/23/2009

JPMorgan Chase & Co. 0.000% due 1/25/2011

JPMorgan Chase & Co. 0.000% due 2/18/2009

JPMorgan Chase & Co. 20.000% due 4/16/2008

JPMorgan Chase & Co. 0.000% due 1/25/2010

JPMorgan Chase & Co. 0.000% due 1/23/2009

JPMorgan Chase & Co. 21.500% due 7/15/2008

JPMorgan Chase & Co. 0.000% due 2/12/2009

JPMorgan Chase & Co. 14.000% due 7/11/2008

JPMorgan Chase & Co. 0.000% due 1/18/2011

JPMorgan Chase & Co. 12.750% due 7/10/2008

JPMorgan Chase & Co. 13.000% due 7/10/2008

JPMorgan Chase & Co. 15.000% due 7/10/2008

JPMorgan Chase & Co. 14.000% due 7/10/2008

JPMorgan Chase & Co. 20.750% due 7/10/2008

JPMorgan Chase & Co. 0.000% due 1/9/2009

JPMorgan Chase & Co. 16.000% due 4/7/2008

JPMorgan Chase & Co. 19.250% due 4/7/2008

JPMorgan Chase & Co. 9.450% due 1/2/2009

JPMorgan Chase & Co. 22.000% due 3/31/2008

JPMorgan Chase & Co. 21.100% due 6/26/2008

JPMorgan Chase & Co. 0.000% due 6/28/2013

JPMorgan Chase & Co. 0.000% due 1/9/2009

JPMorgan Chase & Co. 0.000% due 1/7/2009

JPMorgan Chase & Co. 0.000% due 1/10/2011

JPMorgan Chase & Co. 0.000% due 12/31/2009

JPMorgan Chase & Co. 0.000% due 1/27/2009

JPMorgan Chase & Co. 14.000% due 6/30/2008

JPMorgan Chase & Co. 22.500% due 6/30/2008

JPMorgan Chase & Co. 20.000% due 6/30/2008

JPMorgan Chase & Co. 16.000% due 3/31/2008

JPMorgan Chase & Co. 11.000% due 12/31/2008

JPMorgan Chase & Co. 13.000% due 6/30/2008

JPMorgan Chase & Co. 18.000% due 12/29/2008

JPMorgan Chase & Co. 23.500% due 6/30/2008

JPMorgan Chase & Co. 10.000% due 12/31/2008

JPMorgan Chase & Co. 20.000% due 3/31/2008

JPMorgan Chase & Co. 23.500% due 6/30/2008

JPMorgan Chase & Co. 9.500% due 12/31/2008

JPMorgan Chase & Co. 15.000% due 3/31/2008

JPMorgan Chase & Co. 9.500% due 12/31/2008

JPMorgan Chase & Co. 16.000% due 6/30/2008

JPMorgan Chase & Co. 25.000% due 3/31/2008

JPMorgan Chase & Co. 0.000% due 6/25/2009

JPMorgan Chase & Co. 0.000% due 6/26/2013

JPMorgan Chase & Co. 20.600% due 6/25/2008

JPMorgan Chase & Co. 0.000% due 1/23/2009

JPMorgan Chase & Co. 36.800% due 6/20/2008

JPMorgan Chase & Co. 0.000% due 6/25/2009

JPMorgan Chase & Co. 0.000% due 12/23/2010

JPMorgan Chase & Co. 0.000% due 3/21/2012

JPMorgan Chase & Co. 0.000% due 6/22/2009

JPMorgan Chase & Co. 0.000% due 12/21/2010

JPMorgan Chase & Co. 17.000% due 4/3/2008

JPMorgan Chase & Co. 0.000% due 12/31/2008

JPMorgan Chase & Co. 0.000% due 1/7/2009

JPMorgan Chase & Co. 9% for first year; after that, 9% base interest rate multiplied by the proportion of days on which the spread of the 30-year CMS rate minus the two-year CMS rate is greater than or equal to 0% and six-month Libor is less than or equal to 6.5%; payable monthly due 12/28/2022

JPMorgan Chase & Co. 0.000% due 1/6/2011

JPMorgan Chase & Co. 0.000% due 1/5/2009

JPMorgan Chase & Co. 0.000% due 2/4/2009

JPMorgan Chase & Co. 0.000% due 1/7/2009

JPMorgan Chase & Co. 11.400% due 6/13/2008

JPMorgan Chase & Co. 0.000% due 12/30/2008

JPMorgan Chase & Co. 0.000% due 12/10/2010

JPMorgan Chase & Co. 15.500% due 6/12/2008

JPMorgan Chase & Co. 15.000% due 6/12/2008

JPMorgan Chase & Co. 14.000% due 6/12/2008

JPMorgan Chase & Co. 10.000% due 12/12/2008

JPMorgan Chase & Co. 21.000% due 6/12/2008

JPMorgan Chase & Co. 14.000% due 6/12/2008

JPMorgan Chase & Co. 10.000% due 12/12/2008

JPMorgan Chase & Co. 14.000% due 6/10/2008

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 6/8/2009

JPMorgan Chase & Co. 24.000% due 3/6/2008

JPMorgan Chase & Co. 0.000% due 12/13/2010

JPMorgan Chase & Co. 0.000% due 1/5/2009

JPMorgan Chase & Co. 0.000% due 6/3/2009

JPMorgan Chase & Co. 25.000% due 3/7/2008

JPMorgan Chase & Co. 0.000% due 1/2/2009

JPMorgan Chase & Co. 16.000% due 3/4/2008

JPMorgan Chase & Co. 4.75% unless any basket index closes below 60% of initial level; in that case, interest ceases to accrue due 11/30/2010

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 1/2/2009

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 5/31/2013

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 13.000% due 5/30/2008

JPMorgan Chase & Co. 18.550% due 5/30/2008

JPMorgan Chase & Co. 10.250% due 11/28/2008

JPMorgan Chase & Co. 12.950% due 11/28/2008

JPMorgan Chase & Co. 24.600% due 5/30/2008

JPMorgan Chase & Co. 18.000% due 2/29/2008

JPMorgan Chase & Co. 25.600% due 2/29/2008

JPMorgan Chase & Co. 14.000% due 5/30/2008

JPMorgan Chase & Co. 13.200% due 5/30/2008

JPMorgan Chase & Co. 10.250% due 11/28/2008

JPMorgan Chase & Co. 14.000% due 2/29/2008

JPMorgan Chase & Co. 18.000% due 2/29/2008

JPMorgan Chase & Co. 23.000% due 2/29/2008

JPMorgan Chase & Co. 9.250% due 11/28/2008

JPMorgan Chase & Co. 15.000% due 5/30/2008

JPMorgan Chase & Co. 17.250% due 5/30/2008

JPMorgan Chase & Co. 18.000% due 2/29/2008

JPMorgan Chase & Co. 12.500% due 5/30/2008

JPMorgan Chase & Co. 22.500% due 5/30/2008

JPMorgan Chase & Co. 13.000% due 5/30/2008

JPMorgan Chase & Co. 11.750% due 11/28/2008

JPMorgan Chase & Co. 10.750% due 11/28/2008

JPMorgan Chase & Co. 16.000% due 2/29/2008

JPMorgan Chase & Co. 15.000% due 5/30/2008

JPMorgan Chase & Co. 14.000% due 2/29/2008

JPMorgan Chase & Co. 15.000% due 2/29/2008

JPMorgan Chase & Co. 0.000% due 5/29/2009

JPMorgan Chase & Co. 39.000% due 5/30/2008

JPMorgan Chase & Co. 14.500% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 11/26/2010

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 0.000% due 11/26/2010

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 11/30/2010

JPMorgan Chase & Co. 0.000% due 12/1/2008

JPMorgan Chase & Co. 0.000% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 5/21/2009

JPMorgan Chase & Co. 0.000% due 5/21/2013

JPMorgan Chase & Co. 0.000% due 11/21/2012

JPMorgan Chase & Co. 10.000% due 11/21/2008

JPMorgan Chase & Co. 39.000% due 2/22/2008

JPMorgan Chase & Co. 14.000% due 5/21/2008

JPMorgan Chase & Co. 0.000% due 5/20/2009

JPMorgan Chase & Co. 21.000% due 2/20/2008

JPMorgan Chase & Co. 16.400% due 2/22/2008

JPMorgan Chase & Co. 14.500% due 5/20/2008

JPMorgan Chase & Co. 12.500% due 4/18/2008

JPMorgan Chase & Co. 28.000% due 2/15/2008

JPMorgan Chase & Co. 13.200% due 5/16/2008

JPMorgan Chase & Co. 15.200% due 5/16/2008

JPMorgan Chase & Co. 32.000% due 2/15/2008

JPMorgan Chase & Co. 0.000% due 11/15/2011

JPMorgan Chase & Co. 0.000% due 11/21/2008

JPMorgan Chase & Co. 0.000% due 12/15/2008

JPMorgan Chase & Co. 0.000% due 11/21/2008

JPMorgan Chase & Co. 0.000% due 12/12/2008

JPMorgan Chase & Co. 10.500% due 11/14/2008

JPMorgan Chase & Co. 20.000% due 2/15/2008

JPMorgan Chase & Co. 0.000% due 5/14/2009

JPMorgan Chase & Co. 0.000% due 12/11/2008

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 18.200% due 5/14/2008

JPMorgan Chase & Co. 0.000% due 12/15/2008

JPMorgan Chase & Co. 0.000% due 5/9/2008

JPMorgan Chase & Co. 10.000% due 5/9/2008

JPMorgan Chase & Co. 16.500% due 11/7/2008

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 0.000% due 1/7/2009

JPMorgan Chase & Co. 0.000% due 11/14/2008

JPMorgan Chase & Co. 0.000% due 12/5/2008

JPMorgan Chase & Co. 0.000% due 11/13/2008

JPMorgan Chase & Co. 0.000% due 11/5/2010

JPMorgan Chase & Co. 11.250% due 5/7/2008

JPMorgan Chase & Co. 10.750% due 11/7/2008

JPMorgan Chase & Co. 10.250% due 5/7/2008

JPMorgan Chase & Co. 11.100% due 5/7/2008

JPMorgan Chase & Co. 11.500% due 5/8/2008

JPMorgan Chase & Co. 9.000% due 11/7/2008

JPMorgan Chase & Co. 9.250% due 5/7/2008

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 16.000% due 2/5/2008

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 0.000% due 5/4/2009

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 0.000% due 11/9/2010

JPMorgan Chase & Co. 0.000% due 10/30/2009

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 0.000% due 12/3/2008

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 4/30/2013

JPMorgan Chase & Co. 0.000% due 10/31/2012

JPMorgan Chase & Co. 0.000% due 6/30/2009

JPMorgan Chase & Co. 14.750% due 1/31/2008

JPMorgan Chase & Co. 14.250% due 1/31/2008

JPMorgan Chase & Co. 9.200% due 10/31/2008

JPMorgan Chase & Co. 12.500% due 4/30/2008

JPMorgan Chase & Co. 18.000% due 4/30/2008

JPMorgan Chase & Co. 9.000% due 10/31/2008

JPMorgan Chase & Co. 13.750% due 1/31/2008

JPMorgan Chase & Co. 21.500% due 4/30/2008

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 18.000% due 10/31/2008

JPMorgan Chase & Co. 11.000% due 10/31/2008

JPMorgan Chase & Co. 17.750% due 10/31/2008

JPMorgan Chase & Co. 18.000% due 1/31/2008

JPMorgan Chase & Co. 13.000% due 10/31/2008

JPMorgan Chase & Co. 20.000% due 4/30/2008

JPMorgan Chase & Co. 18.000% due 4/30/2008

JPMorgan Chase & Co. 21.000% due 1/31/2008

JPMorgan Chase & Co. 12.000% due 4/30/2008

JPMorgan Chase & Co. 16.000% due 4/30/2008

JPMorgan Chase & Co. 17.000% due 1/31/2008

JPMorgan Chase & Co. 13.250% due 4/30/2008

JPMorgan Chase & Co. 19.000% due 4/30/2008

JPMorgan Chase & Co. 10.000% due 10/31/2008

JPMorgan Chase & Co. 12.000% due 4/30/2008

JPMorgan Chase & Co. 11.000% due 10/31/2008

JPMorgan Chase & Co. 12.250% due 11/6/2008

JPMorgan Chase & Co. 9.000% due 10/31/2008

JPMorgan Chase & Co. 22.000% due 1/31/2008

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 14.400% due 10/30/2008

JPMorgan Chase & Co. 16.000% due 10/30/2008

JPMorgan Chase & Co. 0.000% due 1/28/2011

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 25.900% due 4/25/2008

JPMorgan Chase & Co. 12.200% due 10/27/2008

JPMorgan Chase & Co. 0.000% due 11/25/2008

JPMorgan Chase & Co. 0.000% due 11/1/2010

JPMorgan Chase & Co. 0.000% due 11/24/2008

JPMorgan Chase & Co. 0.000% due 1/14/2009

JPMorgan Chase & Co. 0.000% due 11/24/2008

JPMorgan Chase & Co. 0.000% due 4/20/2009

JPMorgan Chase & Co. 0.000% due 4/18/2013

JPMorgan Chase & Co. 0.000% due 10/18/2012

JPMorgan Chase & Co. 0.000% due 11/24/2008

JPMorgan Chase & Co. 0.000% due 10/17/2012

JPMorgan Chase & Co. 15.000% due 4/17/2008

JPMorgan Chase & Co. 10.000% due 10/17/2008

JPMorgan Chase & Co. 9.000% due 10/17/2008

JPMorgan Chase & Co. 10.500% due 4/17/2008

JPMorgan Chase & Co. 13.500% due 4/17/2008

JPMorgan Chase & Co. 17.800% due 4/17/2008

JPMorgan Chase & Co. 11.500% due 4/17/2008

JPMorgan Chase & Co. 9.000% due 10/16/2008

JPMorgan Chase & Co. 0.000% due 10/15/2010

JPMorgan Chase & Co. 0.000% due 1/15/2009

JPMorgan Chase & Co. 0.000% due 4/15/2009

JPMorgan Chase & Co. 0.000% due 10/7/2008

JPMorgan Chase & Co. 14.000% due 10/14/2008

JPMorgan Chase & Co. 0.000% due 10/17/2008

JPMorgan Chase & Co. 0.000% due 10/19/2010

JPMorgan Chase & Co. 15.000% due 1/11/2008

JPMorgan Chase & Co. 35.000% due 1/11/2008

JPMorgan Chase & Co. 15.500% due 1/11/2008

JPMorgan Chase & Co. 13.000% due 1/11/2008

JPMorgan Chase & Co. 17.500% due 1/11/2008

JPMorgan Chase & Co. 0.000% due 10/16/2008

JPMorgan Chase & Co. 0.000% due 4/9/2009

JPMorgan Chase & Co. 0.000% due 4/9/2008

JPMorgan Chase & Co. 15.500% due 1/11/2008

JPMorgan Chase & Co. 0.000% due 10/14/2010

JPMorgan Chase & Co. 0.000% due 10/13/2010

JPMorgan Chase & Co. 0.000% due 10/16/2008

JPMorgan Chase & Co. 0.000% due 10/23/2008

JPMorgan Chase & Co. 30.500% due 3/28/2008

JPMorgan Chase & Co. 24.000% due 12/28/2007

JPMorgan Chase & Co. 0.000% due 9/30/2010

JPMorgan Chase & Co. 0.000% due 3/28/2013

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 10/31/2008

JPMorgan Chase & Co. 13.500% due 12/28/2007

JPMorgan Chase & Co. 10.500% due 3/28/2008

JPMorgan Chase & Co. 18.750% due 12/28/2007

JPMorgan Chase & Co. 17.600% due 3/28/2008

JPMorgan Chase & Co. 14.500% due 3/28/2008

JPMorgan Chase & Co. 13.000% due 9/29/2008

JPMorgan Chase & Co. 10.000% due 9/29/2008

JPMorgan Chase & Co. 9.500% due 9/29/2008

JPMorgan Chase & Co. 12.500% due 3/28/2008

JPMorgan Chase & Co. 10.750% due 9/29/2008

JPMorgan Chase & Co. 10.500% due 3/28/2008

JPMorgan Chase & Co. 28.500% due 12/28/2007

JPMorgan Chase & Co. 14.200% due 3/28/2008

JPMorgan Chase & Co. 13.000% due 3/28/2008

JPMorgan Chase & Co. 10.000% due 9/29/2008

JPMorgan Chase & Co. 20.500% due 3/28/2008

JPMorgan Chase & Co. 16.000% due 3/28/2008

JPMorgan Chase & Co. 13.500% due 12/28/2007

JPMorgan Chase & Co. 10.250% due 3/28/2008

JPMorgan Chase & Co. 10.250% due 9/29/2008

JPMorgan Chase & Co. 17.500% due 3/28/2008

JPMorgan Chase & Co. 18.000% due 3/28/2008

JPMorgan Chase & Co. 20.000% due 12/28/2007

JPMorgan Chase & Co. 11.500% due 9/29/2008

JPMorgan Chase & Co. 16.000% due 12/28/2007

JPMorgan Chase & Co. 15.000% due 12/28/2007

JPMorgan Chase & Co. 13.750% due 3/28/2008

JPMorgan Chase & Co. 14.250% due 3/28/2008

JPMorgan Chase & Co. 18.000% due 3/28/2008

JPMorgan Chase & Co. 0.000% due 3/30/2009

JPMorgan Chase & Co. 0.000% due 10/1/2010

JPMorgan Chase & Co. 0.000% due 10/3/2008

JPMorgan Chase & Co. 11.000% due 12/26/2007

JPMorgan Chase & Co. 0.000% due 10/2/2008

JPMorgan Chase & Co. 22.000% due 3/25/2008

JPMorgan Chase & Co. 0.000% due 10/4/2010

JPMorgan Chase & Co. 0.000% due 10/1/2010

JPMorgan Chase & Co. 10.700% due 9/22/2008

JPMorgan Chase & Co. 0.000% due 9/29/2010

JPMorgan Chase & Co. 0.000% due 9/27/2010

JPMorgan Chase & Co. 0.000% due 3/19/2012

JPMorgan Chase & Co. 0.000% due 3/19/2013

JPMorgan Chase & Co. 0.000% due 9/19/2012

JPMorgan Chase & Co. 13.500% due 3/19/2008

JPMorgan Chase & Co. 13.000% due 9/24/2008

JPMorgan Chase & Co. 10.100% due 3/19/2008

JPMorgan Chase & Co. 14.500% due 3/27/2008

JPMorgan Chase & Co. 12.000% due 12/26/2007

JPMorgan Chase & Co. 10.000% due 9/15/2008

JPMorgan Chase & Co. 0.000% due 9/17/2010

JPMorgan Chase & Co. 0.000% due 9/19/2008

JPMorgan Chase & Co. 0.000% due 9/20/2010

JPMorgan Chase & Co. 14.100% due 3/28/2008

JPMorgan Chase & Co. 18.000% due 3/12/2008

JPMorgan Chase & Co. 10.300% due 3/12/2008

JPMorgan Chase & Co. 9.250% due 3/12/2008

JPMorgan Chase & Co. 9.000% due 3/12/2008

JPMorgan Chase & Co. 14.000% due 3/12/2008

JPMorgan Chase & Co. 0.000% due 9/12/2011

JPMorgan Chase & Co. 20.018% due 12/28/2007

JPMorgan Chase & Co. 0.000% due 9/10/2010

JPMorgan Chase & Co. 11.350% due 9/8/2008

JPMorgan Chase & Co. 0.000% due 9/15/2010

JPMorgan Chase & Co. 12.500% due 3/10/2008

JPMorgan Chase & Co. 0.000% due 9/14/2010

JPMorgan Chase & Co. 0.000% due 12/4/2008

JPMorgan Chase & Co. 0.000% due 9/11/2008

JPMorgan Chase & Co. 0.000% due 3/5/2009

JPMorgan Chase & Co. 0.000% due 9/12/2008

JPMorgan Chase & Co. 0.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 10/3/2008

JPMorgan Chase & Co. 19.600% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 9/10/2010

JPMorgan Chase & Co. 0.000% due 9/30/2008

JPMorgan Chase & Co. 0.000% due 8/21/2008

JPMorgan Chase & Co. 0.000% due 8/31/2009

JPMorgan Chase & Co. 0.000% due 9/30/2008

JPMorgan Chase & Co. 13.500% due 8/29/2008

JPMorgan Chase & Co. 16.500% due 11/30/2007

JPMorgan Chase & Co. 12.000% due 2/29/2008

JPMorgan Chase & Co. 10.000% due 11/30/2007

JPMorgan Chase & Co. 16.500% due 2/29/2008

JPMorgan Chase & Co. 11.000% due 8/29/2008

JPMorgan Chase & Co. 16.200% due 11/30/2007

JPMorgan Chase & Co. 15.000% due 8/29/2008

JPMorgan Chase & Co. 15.350% due 8/29/2008

JPMorgan Chase & Co. 13.000% due 2/29/2008

JPMorgan Chase & Co. 10.000% due 8/29/2008

JPMorgan Chase & Co. 16.000% due 11/30/2007

JPMorgan Chase & Co. 14.500% due 2/29/2008

JPMorgan Chase & Co. 16.500% due 2/29/2008

JPMorgan Chase & Co. 9.800% due 8/29/2008

JPMorgan Chase & Co. 14.000% due 11/30/2007

JPMorgan Chase & Co. 13.000% due 8/29/2008

JPMorgan Chase & Co. 17.500% due 2/29/2008

JPMorgan Chase & Co. 9.500% due 8/29/2008

JPMorgan Chase & Co. 12.000% due 8/29/2008

JPMorgan Chase & Co. 12.250% due 8/29/2008

JPMorgan Chase & Co. 11.500% due 8/29/2008

JPMorgan Chase & Co. 14.500% due 2/29/2008

JPMorgan Chase & Co. 37.500% due 2/29/2008

JPMorgan Chase & Co. 38.500% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 9/9/2008

JPMorgan Chase & Co. 0.000% due 8/26/2008

JPMorgan Chase & Co. 15.000% due 2/28/2008

JPMorgan Chase & Co. 12.100% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 8/13/2008

JPMorgan Chase & Co. 0.000% due 8/31/2009

JPMorgan Chase & Co. 0.000% due 8/27/2012

JPMorgan Chase & Co. 15.100% due 2/29/2008

JPMorgan Chase & Co. 0.000% due 8/30/2010

JPMorgan Chase & Co. 0.000% due 11/20/2008

JPMorgan Chase & Co. 0.000% due 9/24/2008

JPMorgan Chase & Co. 0.000% due 2/25/2009

JPMorgan Chase & Co. 0.000% due 2/22/2013

JPMorgan Chase & Co. 0.000% due 8/22/2011

JPMorgan Chase & Co. 0.000% due 8/19/2010

JPMorgan Chase & Co. 0.000% due 8/22/2011

JPMorgan Chase & Co. 14.000% due 8/21/2008

JPMorgan Chase & Co. 0.000% due 8/19/2009

JPMorgan Chase & Co. 14.750% due 2/15/2008

JPMorgan Chase & Co. 0.000% due 8/23/2010

JPMorgan Chase & Co. 0.000% due 1/3/2008

JPMorgan Chase & Co. 12.250% due 8/14/2008

JPMorgan Chase & Co. 39.000% due 8/14/2008

JPMorgan Chase & Co. 12.000% due 8/15/2008

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 9/11/2008

JPMorgan Chase & Co. 0.000% due 8/19/2010

JPMorgan Chase & Co. 0.000% due 8/15/2008

JPMorgan Chase & Co. 9.35% plus eight times the difference between 67% of the average weekly Libor rate and the average Sifma index level; floor of 0%; payable quarterly due 8/13/2022

JPMorgan Chase & Co. 9.3% plus eight times the difference between 67% of the average weekly Libor rate and the average Sifma Municipal Swap index level; floor of 0%; payable quarterly due 8/13/2022

JPMorgan Chase & Co. 10% plus 10 times the difference between 67% of the average weekly Libor rate and the average Sifma Municipal Swap index level; floor of 0%; payable quarterly due 8/13/2022

JPMorgan Chase & Co. 9.95% plus 10 times the difference between 67% of the average weekly Libor rate and the average Sifma Municipal Swap index level; floor of 0%; payable quarterly due 8/13/2022

JPMorgan Chase & Co. 0.000% due 8/15/2008

JPMorgan Chase & Co. 0.000% due 11/6/2008

JPMorgan Chase & Co. 0.000% due 7/30/2008

JPMorgan Chase & Co. 9.250% due 2/8/2008

JPMorgan Chase & Co. 9.500% due 8/8/2008

JPMorgan Chase & Co. 13.000% due 2/8/2008

JPMorgan Chase & Co. 12.000% due 8/8/2008

JPMorgan Chase & Co. 17.000% due 2/8/2008

JPMorgan Chase & Co. 13.000% due 8/7/2008

JPMorgan Chase & Co. 0.000% due 8/13/2008

JPMorgan Chase & Co. 0.000% due 1/3/2008

JPMorgan Chase & Co. 0.000% due 8/16/2010

JPMorgan Chase & Co. 0.000% due 8/13/2008

JPMorgan Chase & Co. 0.000% due 8/7/2008

JPMorgan Chase & Co. 15.000% due 2/4/2008

JPMorgan Chase & Co. 0.000% due 8/11/2010

JPMorgan Chase & Co. 0.000% due 8/6/2008

JPMorgan Chase & Co. 17.500% due 2/4/2008

JPMorgan Chase & Co. 0.000% due 10/2/2008

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 9/10/2008

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 8/8/2008

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 13.550% due 2/1/2008

JPMorgan Chase & Co. 12.750% due 7/31/2008

JPMorgan Chase & Co. 0.000% due 7/29/2010

JPMorgan Chase & Co. 0.000% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 0.000% due 8/31/2008

JPMorgan Chase & Co. 0.000% due 7/29/2011

JPMorgan Chase & Co. 12.000% due 7/31/2008

JPMorgan Chase & Co. 13.100% due 1/31/2008

JPMorgan Chase & Co. 9.000% due 7/31/2008

JPMorgan Chase & Co. 13.000% due 1/31/2008

JPMorgan Chase & Co. 10.000% due 1/31/2008

JPMorgan Chase & Co. 20.000% due 10/31/2007

JPMorgan Chase & Co. 14.000% due 1/31/2008

JPMorgan Chase & Co. 18.000% due 10/31/2007

JPMorgan Chase & Co. 10.000% due 7/30/2008

JPMorgan Chase & Co. 10.000% due 7/31/2008

JPMorgan Chase & Co. 10.900% due 7/31/2008

JPMorgan Chase & Co. 12.050% due 1/31/2008

JPMorgan Chase & Co. 10.000% due 7/31/2008

JPMorgan Chase & Co. 14.000% due 10/31/2007

JPMorgan Chase & Co. 16.250% due 1/31/2008

JPMorgan Chase & Co. 13.000% due 1/31/2008

JPMorgan Chase & Co. 10.000% due 7/31/2008

JPMorgan Chase & Co. 14.000% due 1/31/2008

JPMorgan Chase & Co. 11.500% due 1/31/2008

JPMorgan Chase & Co. 15.000% due 1/31/2008

JPMorgan Chase & Co. 15.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 7/23/2009

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 8/1/2008

JPMorgan Chase & Co. 16.000% due 1/28/2008

JPMorgan Chase & Co. 0.000% due 9/23/2008

JPMorgan Chase & Co. 0.000% due 7/20/2011

JPMorgan Chase & Co. 0.000% due 1/22/2009

JPMorgan Chase & Co. 0.000% due 1/23/2013

JPMorgan Chase & Co. 0.000% due 7/20/2011

JPMorgan Chase & Co. 0.000% due 7/22/2009

JPMorgan Chase & Co. 0.000% due 7/23/2008

JPMorgan Chase & Co. 0.000% due 7/23/2010

JPMorgan Chase & Co. 0.000% due 8/18/2008

JPMorgan Chase & Co. 0.000% due 8/15/2008

JPMorgan Chase & Co. 67.000% due 10/18/2007

JPMorgan Chase & Co. 0.000% due 7/17/2008

JPMorgan Chase & Co. 0.000% due 7/9/2009

JPMorgan Chase & Co. 0.000% due 8/13/2008

JPMorgan Chase & Co. 9.000% due 1/11/2008

JPMorgan Chase & Co. 10.000% due 1/11/2008

JPMorgan Chase & Co. 0.000% due 7/7/2011

JPMorgan Chase & Co. 0.000% due 9/2/2010

JPMorgan Chase & Co. 0.000% due 7/12/2010

JPMorgan Chase & Co. 0.000% due 1/7/2008

JPMorgan Chase & Co. 0.000% due 6/30/2011

JPMorgan Chase & Co. 21.000% due 10/2/2007

JPMorgan Chase & Co. 0.000% due 6/30/2010

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 20.000% due 12/28/2007

JPMorgan Chase & Co. 16.100% due 6/30/2008

JPMorgan Chase & Co. 10.200% due 6/30/2008

JPMorgan Chase & Co. 14.000% due 6/30/2008

JPMorgan Chase & Co. 10.000% due 12/28/2007

JPMorgan Chase & Co. 20.000% due 12/28/2007

JPMorgan Chase & Co. 25.000% due 12/28/2007

JPMorgan Chase & Co. 9.000% due 6/30/2008

JPMorgan Chase & Co. 11.000% due 6/30/2008

JPMorgan Chase & Co. 13.000% due 12/28/2007

JPMorgan Chase & Co. 16.000% due 12/28/2007

JPMorgan Chase & Co. 20.000% due 9/28/2007

JPMorgan Chase & Co. 18.000% due 9/28/2007

JPMorgan Chase & Co. 11.000% due 12/28/2007

JPMorgan Chase & Co. 25.000% due 9/28/2007

JPMorgan Chase & Co. 20.000% due 9/28/2007

JPMorgan Chase & Co. 11.500% due 6/30/2008

JPMorgan Chase & Co. 20.000% due 9/28/2007

JPMorgan Chase & Co. 12.250% due 6/30/2008

JPMorgan Chase & Co. 12.000% due 12/28/2007

JPMorgan Chase & Co. 15.000% due 12/28/2007

JPMorgan Chase & Co. 20.000% due 12/28/2007

JPMorgan Chase & Co. 10.000% due 6/30/2008

JPMorgan Chase & Co. 12.000% due 12/28/2007

JPMorgan Chase & Co. 27.390% due 12/31/2007

JPMorgan Chase & Co. 0.000% due 7/25/2008

JPMorgan Chase & Co. 0.000% due 7/3/2008

JPMorgan Chase & Co. 0.000% due 6/25/2009

JPMorgan Chase & Co. 0.000% due 7/6/2010

JPMorgan Chase & Co. 0.000% due 12/27/2007

JPMorgan Chase & Co. 10.000% due 12/27/2007

JPMorgan Chase & Co. 10.050% due 12/27/2007

JPMorgan Chase & Co. 13.000% due 12/27/2007

JPMorgan Chase & Co. 0.000% due 6/28/2010

JPMorgan Chase & Co. 0.000% due 6/18/2012

JPMorgan Chase & Co. 0.000% due 6/26/2008

JPMorgan Chase & Co. 0.000% due 9/18/2008

JPMorgan Chase & Co. 0.000% due 9/14/2007

JPMorgan Chase & Co. 25.100% due 12/14/2007

JPMorgan Chase & Co. 0.000% due 6/21/2010

JPMorgan Chase & Co. 24.000% due 12/13/2007

JPMorgan Chase & Co. 0.000% due 6/19/2008

JPMorgan Chase & Co. 13.000% due 12/12/2007

JPMorgan Chase & Co. 14.000% due 9/28/2007

JPMorgan Chase & Co. 10.000% due 6/13/2008

JPMorgan Chase & Co. 12.500% due 6/13/2008

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 5/29/2008

JPMorgan Chase & Co. 10.250% due 12/11/2007

JPMorgan Chase & Co. 0.000% due 6/12/2008

JPMorgan Chase & Co. 0.000% due 9/10/2008

JPMorgan Chase & Co. 0.000% due 1/9/2009

JPMorgan Chase & Co. 0.000% due 6/30/2008

JPMorgan Chase & Co. 0.000% due 6/7/2010

JPMorgan Chase & Co. 0.000% due 4/10/2008

JPMorgan Chase & Co. 0.000% due 5/23/2008

JPMorgan Chase & Co. 0.000% due 5/27/2010

JPMorgan Chase & Co. 0.000% due 5/28/2010

JPMorgan Chase & Co. 0.000% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 11/30/2012

JPMorgan Chase & Co. 0.000% due 5/31/2011

JPMorgan Chase & Co. 0.000% due 5/29/2009

JPMorgan Chase & Co. 9.250% due 5/30/2008

JPMorgan Chase & Co. 10.000% due 8/31/2007

JPMorgan Chase & Co. 9.150% due 5/30/2008

JPMorgan Chase & Co. 25.000% due 8/31/2007

JPMorgan Chase & Co. 14.000% due 8/31/2007

JPMorgan Chase & Co. 12.000% due 11/30/2007

JPMorgan Chase & Co. 20.000% due 11/30/2007

JPMorgan Chase & Co. 10.250% due 5/30/2008

JPMorgan Chase & Co. 14.250% due 8/31/2007

JPMorgan Chase & Co. 8.250% due 5/30/2008

JPMorgan Chase & Co. 10.000% due 5/30/2008

JPMorgan Chase & Co. 15.750% due 11/30/2007

JPMorgan Chase & Co. 10.000% due 5/30/2008

JPMorgan Chase & Co. 12.000% due 11/30/2007

JPMorgan Chase & Co. 13.000% due 11/30/2007

JPMorgan Chase & Co. 11.000% due 5/30/2008

JPMorgan Chase & Co. 19.000% due 8/31/2007

JPMorgan Chase & Co. 0.000% due 12/3/2008

JPMorgan Chase & Co. 11.400% due 11/29/2007

JPMorgan Chase & Co. 11.000% due 5/23/2008

JPMorgan Chase & Co. 29.350% due 11/29/2007

JPMorgan Chase & Co. 0.000% due 11/26/2008

JPMorgan Chase & Co. 0.000% due 6/1/2010

JPMorgan Chase & Co. 0.000% due 5/29/2008

JPMorgan Chase & Co. 9.000% due 5/23/2008

JPMorgan Chase & Co. 20.000% due 8/24/2007

JPMorgan Chase & Co. 0.000% due 6/20/2008

JPMorgan Chase & Co. 20.000% due 11/21/2007

JPMorgan Chase & Co. 34.000% due 8/21/2007

JPMorgan Chase & Co. 0.000% due 5/12/2008

JPMorgan Chase & Co. 25.000% due 11/19/2007

JPMorgan Chase & Co. 9.750% due 5/19/2008

JPMorgan Chase & Co. 0.000% due 5/24/2010

JPMorgan Chase & Co. 0.000% due 12/17/2008

JPMorgan Chase & Co. 0.000% due 5/22/2008

JPMorgan Chase & Co. 0.000% due 5/24/2010

JPMorgan Chase & Co. 0.000% due 6/16/2008

JPMorgan Chase & Co. 0.000% due 7/23/2008

JPMorgan Chase & Co. 0.000% due 5/29/2008

JPMorgan Chase & Co. 10.385% due 9/26/2007

JPMorgan Chase & Co. 0.000% due 5/19/2010

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 10.150% due 5/12/2008

JPMorgan Chase & Co. 0.000% due 11/14/2008

JPMorgan Chase & Co. 0.000% due 5/10/2010

JPMorgan Chase & Co. 0.000% due 5/15/2008

JPMorgan Chase & Co. 0.000% due 12/31/2008

JPMorgan Chase & Co. 30.000% due 8/10/2007

JPMorgan Chase & Co. 28.500% due 8/8/2007

JPMorgan Chase & Co. 0.000% due 4/25/2008

JPMorgan Chase & Co. 0.000% due 5/4/2011

JPMorgan Chase & Co. 17.000% due 8/7/2007

JPMorgan Chase & Co. 0.000% due 10/31/2008

JPMorgan Chase & Co. 0.000% due 5/8/2008

JPMorgan Chase & Co. 0.000% due 5/12/2010

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 11.000% due 4/30/2008

JPMorgan Chase & Co. 0.000% due 4/30/2009

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 4/21/2008

JPMorgan Chase & Co. 0.000% due 10/31/2008

JPMorgan Chase & Co. 0.000% due 4/30/2012

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 10/31/2014

JPMorgan Chase & Co. 0.000% due 5/30/2008

JPMorgan Chase & Co. 18.000% due 10/30/2007

JPMorgan Chase & Co. 11.000% due 4/30/2008

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 4/30/2008

JPMorgan Chase & Co. 10.000% due 7/27/2007

JPMorgan Chase & Co. 10.000% due 10/26/2007

JPMorgan Chase & Co. 11.000% due 4/28/2008

JPMorgan Chase & Co. 13.500% due 7/27/2007

JPMorgan Chase & Co. 9.300% due 4/28/2008

JPMorgan Chase & Co. 22.000% due 7/27/2007

JPMorgan Chase & Co. 16.000% due 4/28/2008

JPMorgan Chase & Co. 11.000% due 4/28/2008

JPMorgan Chase & Co. 9.000% due 4/28/2008

JPMorgan Chase & Co. 13.500% due 4/28/2008

JPMorgan Chase & Co. 10.500% due 7/27/2007

JPMorgan Chase & Co. 12.000% due 10/26/2007

JPMorgan Chase & Co. 9.050% due 4/28/2008

JPMorgan Chase & Co. 18.000% due 7/27/2007

JPMorgan Chase & Co. 14.000% due 10/26/2007

JPMorgan Chase & Co. 12.000% due 10/26/2007

JPMorgan Chase & Co. 15.000% due 10/26/2007

JPMorgan Chase & Co. 10.250% due 4/28/2008

JPMorgan Chase & Co. 11.200% due 10/26/2007

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 23.500% due 7/25/2007

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 11.000% due 4/24/2008

JPMorgan Chase & Co. 0.000% due 4/26/2010

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 27.700% due 7/18/2007

JPMorgan Chase & Co. 0.000% due 4/11/2008

JPMorgan Chase & Co. 0.000% due 4/16/2013

JPMorgan Chase & Co. 0.000% due 4/16/2008

JPMorgan Chase & Co. 0.000% due 4/30/2010

JPMorgan Chase & Co. 0.000% due 4/15/2010

JPMorgan Chase & Co. 0.000% due 4/26/2010

JPMorgan Chase & Co. 0.000% due 4/2/2008

JPMorgan Chase & Co. 0.000% due 4/12/2008

JPMorgan Chase & Co. 0.000% due 4/2/2008

JPMorgan Chase & Co. 0.000% due 12/21/2007

JPMorgan Chase & Co. 8.000% due 10/5/2007

JPMorgan Chase & Co. 25.000% due 7/5/2007

JPMorgan Chase & Co. 0.000% due 4/12/2010

JPMorgan Chase & Co. 0.000% due 4/9/2008

JPMorgan Chase & Co. 19.200% due 7/5/2007

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 3/31/2009

JPMorgan Chase & Co. 0.000% due 9/30/2008

JPMorgan Chase & Co. 0.000% due 9/28/2012

JPMorgan Chase & Co. 0.000% due 9/30/2010

JPMorgan Chase & Co. 0.000% due 9/30/2014

JPMorgan Chase & Co. 0.000% due 3/31/2009

JPMorgan Chase & Co. 0.000% due 3/29/2012

JPMorgan Chase & Co. 17.200% due 9/28/2007

JPMorgan Chase & Co. 14.400% due 3/28/2008

JPMorgan Chase & Co. 0.000% due 4/6/2010

JPMorgan Chase & Co. 0.000% due 9/23/2009

JPMorgan Chase & Co. 0.000% due 3/31/2008

JPMorgan Chase & Co. 9.500% due 9/28/2007

JPMorgan Chase & Co. 13.250% due 9/28/2007

JPMorgan Chase & Co. 9.500% due 9/28/2007

JPMorgan Chase & Co. 18.250% due 9/28/2007

JPMorgan Chase & Co. 16.000% due 9/28/2007

JPMorgan Chase & Co. 10.000% due 3/28/2008

JPMorgan Chase & Co. 9.250% due 3/28/2008

JPMorgan Chase & Co. 18.000% due 6/29/2007

JPMorgan Chase & Co. 8.500% due 3/28/2008

JPMorgan Chase & Co. 16.000% due 3/28/2008

JPMorgan Chase & Co. 13.500% due 6/29/2007

JPMorgan Chase & Co. 13.000% due 3/28/2008

JPMorgan Chase & Co. 24.000% due 6/29/2007

JPMorgan Chase & Co. 18.000% due 9/26/2007

JPMorgan Chase & Co. 0.000% due 3/26/2008

JPMorgan Chase & Co. 10.000% due 3/27/2008

JPMorgan Chase & Co. 12.000% due 3/26/2008

JPMorgan Chase & Co. 0.000% due 3/20/2008

JPMorgan Chase & Co. 20.000% due 6/25/2007

JPMorgan Chase & Co. 0.000% due 3/28/2008

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 0.000% due 3/31/2009

JPMorgan Chase & Co. 0.000% due 3/24/2010

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 0.000% due 3/12/2009

JPMorgan Chase & Co. 0.000% due 3/24/2010

JPMorgan Chase & Co. 0.000% due 5/12/2008

JPMorgan Chase & Co. 7.275% due 6/20/2007

JPMorgan Chase & Co. 9.000% due 9/12/2007

JPMorgan Chase & Co. 0.000% due 3/7/2008

JPMorgan Chase & Co. 0.000% due 3/5/2008

JPMorgan Chase & Co. 18.000% due 6/11/2007

JPMorgan Chase & Co. 0.000% due 3/10/2010

JPMorgan Chase & Co. 0.000% due 6/11/2008

JPMorgan Chase & Co. 0.000% due 2/29/2008

JPMorgan Chase & Co. 0.000% due 3/12/2008

JPMorgan Chase & Co. 0.000% due 3/13/2008

JPMorgan Chase & Co. 0.000% due 3/4/2008

JPMorgan Chase & Co. 25.000% due 6/6/2007

JPMorgan Chase & Co. 11.000% due 3/4/2008

JPMorgan Chase & Co. 0.000% due 1/30/2009

JPMorgan Chase & Co. 0.000% due 2/28/2013

JPMorgan Chase & Co. 0.000% due 2/28/2014

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 0.000% due 3/5/2008

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 0.000% due 3/5/2008

JPMorgan Chase & Co. 0.000% due 3/3/2010

JPMorgan Chase & Co. 0.000% due 8/31/2010

JPMorgan Chase & Co. 0.000% due 2/27/2015

JPMorgan Chase & Co. 0.000% due 2/27/2009

JPMorgan Chase & Co. 0.000% due 8/29/2008

JPMorgan Chase & Co. 0.000% due 3/5/2008

JPMorgan Chase & Co. 16.000% due 8/31/2007

JPMorgan Chase & Co. 15.250% due 2/27/2008

JPMorgan Chase & Co. 9.000% due 2/27/2008

JPMorgan Chase & Co. 20.000% due 2/27/2008

JPMorgan Chase & Co. 10.000% due 2/27/2008

JPMorgan Chase & Co. 9.100% due 2/27/2008

JPMorgan Chase & Co. 14.200% due 2/27/2008

JPMorgan Chase & Co. 18.000% due 5/31/2007

JPMorgan Chase & Co. 13.000% due 8/31/2007

JPMorgan Chase & Co. 10.000% due 2/27/2008

JPMorgan Chase & Co. 13.000% due 8/31/2007

JPMorgan Chase & Co. 11.000% due 2/27/2008

JPMorgan Chase & Co. 11.500% due 5/31/2007

JPMorgan Chase & Co. 19.000% due 8/23/2007

JPMorgan Chase & Co. 0.000% due 3/3/2010

JPMorgan Chase & Co. 0.000% due 2/23/2009

JPMorgan Chase & Co. 0.000% due 2/27/2008

JPMorgan Chase & Co. 20.400% due 5/18/2007

JPMorgan Chase & Co. 0.000% due 2/12/2008

JPMorgan Chase & Co. 0.000% due 2/21/2008

JPMorgan Chase & Co. 0.000% due 1/10/2008

JPMorgan Chase & Co. 0.000% due 8/11/2008

JPMorgan Chase & Co. 0.000% due 2/10/2009

JPMorgan Chase & Co. 0.000% due 2/18/2010

JPMorgan Chase & Co. 0.000% due 2/4/2010

JPMorgan Chase & Co. 0.000% due 2/18/2010

JPMorgan Chase & Co. 0.000% due 8/15/2007

JPMorgan Chase & Co. 0.000% due 1/29/2010

JPMorgan Chase & Co. 0.000% due 2/9/2010

JPMorgan Chase & Co. 9.150% due 1/30/2008

JPMorgan Chase & Co. 10.450% due 1/30/2008

JPMorgan Chase & Co. 12.000% due 1/30/2008

JPMorgan Chase & Co. 9.500% due 1/30/2008

JPMorgan Chase & Co. 10.950% due 1/30/2008

JPMorgan Chase & Co. 12.000% due 1/30/2008

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 2/6/2008

JPMorgan Chase & Co. 0.000% due 1/29/2009

JPMorgan Chase & Co. 0.000% due 7/30/2010

JPMorgan Chase & Co. 0.000% due 1/30/2015

JPMorgan Chase & Co. 0.000% due 7/31/2008

JPMorgan Chase & Co. 0.000% due 7/31/2012

JPMorgan Chase & Co. 13.350% due 1/30/2008

JPMorgan Chase & Co. 14.700% due 1/30/2008

JPMorgan Chase & Co. 18.000% due 1/30/2008

JPMorgan Chase & Co. 11.000% due 1/30/2008

JPMorgan Chase & Co. 12.300% due 1/30/2008

JPMorgan Chase & Co. 13.200% due 1/30/2008

JPMorgan Chase & Co. 10.500% due 1/30/2008

JPMorgan Chase & Co. 11.450% due 1/30/2008

JPMorgan Chase & Co. 12.450% due 1/30/2008

JPMorgan Chase & Co. 0.000% due 12/30/2008

JPMorgan Chase & Co. 0.000% due 1/30/2008

JPMorgan Chase & Co. 0.000% due 1/31/2008

JPMorgan Chase & Co. 0.000% due 1/22/2008

JPMorgan Chase & Co. 0.000% due 1/24/2008

JPMorgan Chase & Co. 0.000% due 1/14/2009

JPMorgan Chase & Co. 0.000% due 1/21/2009

JPMorgan Chase & Co. 15.750% due 12/31/2007

JPMorgan Chase & Co. 0.000% due 1/14/2009

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 0.000% due 1/3/2008

JPMorgan Chase & Co. 10.500% due 12/31/2007

JPMorgan Chase & Co. 14.250% due 12/31/2007

JPMorgan Chase & Co. 11.450% due 12/31/2007

JPMorgan Chase & Co. 12.500% due 12/31/2007

JPMorgan Chase & Co. 18.500% due 12/31/2007

JPMorgan Chase & Co. 15.750% due 12/31/2007

JPMorgan Chase & Co. 8.800% due 12/31/2007

JPMorgan Chase & Co. 13.800% due 12/31/2007

JPMorgan Chase & Co. 10.700% due 6/26/2007

JPMorgan Chase & Co. 15.700% due 12/31/2007

JPMorgan Chase & Co. 10.400% due 12/31/2007

JPMorgan Chase & Co. 13.850% due 12/31/2007

JPMorgan Chase & Co. 0.000% due 1/21/2010

JPMorgan Chase & Co. 0.000% due 6/29/2012

JPMorgan Chase & Co. 0.000% due 12/29/2008

JPMorgan Chase & Co. 0.000% due 1/9/2008

JPMorgan Chase & Co. 0.000% due 12/19/2007

JPMorgan Chase & Co. 0.000% due 12/21/2007

JPMorgan Chase & Co. 0.000% due 4/13/2007

JPMorgan Chase & Co. 0.000% due 5/31/2010

JPMorgan Chase & Co. 0.000% due 12/26/2008

JPMorgan Chase & Co. 0.000% due 5/30/2014

JPMorgan Chase & Co. 0.000% due 12/31/2008

JPMorgan Chase & Co. 0.000% due 6/30/2008

JPMorgan Chase & Co. 0.000% due 12/30/2011

JPMorgan Chase & Co. 0.000% due 2/26/2008

JPMorgan Chase & Co. 9.750% due 12/27/2007

JPMorgan Chase & Co. 0.000% due 1/7/2010

JPMorgan Chase & Co. 0.000% due 1/21/2010

JPMorgan Chase & Co. 0.000% due 1/24/2008

JPMorgan Chase & Co. 0.000% due 12/12/2007

JPMorgan Chase & Co. 0.000% due 6/17/2008

JPMorgan Chase & Co. 0.000% due 12/22/2009

JPMorgan Chase & Co. 0.000% due 1/20/2010

JPMorgan Chase & Co. 0.000% due 12/20/2007

JPMorgan Chase & Co. 0.000% due 12/11/2008

JPMorgan Chase & Co. 0.000% due 12/19/2007

JPMorgan Chase & Co. 11.000% due 12/10/2007

JPMorgan Chase & Co. 0.000% due 1/16/2008

JPMorgan Chase & Co. 0.000% due 12/12/2007

JPMorgan Chase & Co. 0.000% due 12/19/2007

JPMorgan Chase & Co. 0.000% due 1/4/2008

JPMorgan Chase & Co. 0.000% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 5/28/2010

JPMorgan Chase & Co. 0.000% due 11/29/2013

JPMorgan Chase & Co. 0.000% due 11/28/2008

JPMorgan Chase & Co. 0.000% due 5/30/2008

JPMorgan Chase & Co. 0.000% due 11/30/2011

JPMorgan Chase & Co. 0.000% due 12/9/2009

JPMorgan Chase & Co. 0.000% due 12/27/2007

JPMorgan Chase & Co. 0.000% due 1/25/2008

JPMorgan Chase & Co. 18.500% due 11/27/2007

JPMorgan Chase & Co. 11.500% due 11/27/2007

JPMorgan Chase & Co. 25.900% due 5/31/2007

JPMorgan Chase & Co. 13.500% due 11/27/2007

JPMorgan Chase & Co. 15.000% due 11/27/2007

JPMorgan Chase & Co. 20.500% due 5/31/2007

JPMorgan Chase & Co. 13.000% due 11/27/2007

JPMorgan Chase & Co. 11.500% due 11/27/2007

JPMorgan Chase & Co. 11.250% due 11/27/2007

JPMorgan Chase & Co. 20.000% due 5/24/2007

JPMorgan Chase & Co. 0.000% due 11/25/2009

JPMorgan Chase & Co. 0.000% due 1/21/2010

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 0.000% due 5/29/2008

JPMorgan Chase & Co. 0.000% due 5/20/2009

JPMorgan Chase & Co. 0.000% due 11/21/2007

JPMorgan Chase & Co. 0.000% due 11/25/2009

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 0.000% due 11/28/2007

JPMorgan Chase & Co. 0.000% due 11/16/2009

JPMorgan Chase & Co. 12.400% due 11/16/2007

JPMorgan Chase & Co. 0.000% due 11/21/2007

JPMorgan Chase & Co. 0.000% due 11/18/2009

JPMorgan Chase & Co. 12.250% due 11/9/2007

JPMorgan Chase & Co. 0.000% due 11/21/2007

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 4/10/2007

JPMorgan Chase & Co. 0.000% due 4/11/2007

JPMorgan Chase & Co. 0.000% due 6/11/2008

JPMorgan Chase & Co. 0.000% due 4/10/2007

JPMorgan Chase & Co. 0.000% due 11/8/2007

JPMorgan Chase & Co. 0.000% due 11/15/2007

JPMorgan Chase & Co. 0.000% due 5/7/2008

JPMorgan Chase & Co. 0.000% due 11/30/2007

JPMorgan Chase & Co. 0.000% due 10/31/2011

JPMorgan Chase & Co. 0.000% due 4/30/2014

JPMorgan Chase & Co. 20.000% due 4/30/2007

JPMorgan Chase & Co. 9.000% due 4/30/2007

JPMorgan Chase & Co. 20.000% due 10/30/2007

JPMorgan Chase & Co. 21.000% due 10/30/2007

JPMorgan Chase & Co. 16.000% due 10/26/2007

JPMorgan Chase & Co. 0.000% due 11/4/2009

JPMorgan Chase & Co. 0.000% due 4/2/2008

JPMorgan Chase & Co. 0.000% due 10/18/2010

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 14.500% due 10/25/2007

JPMorgan Chase & Co. 10.100% due 10/25/2007

JPMorgan Chase & Co. 10.500% due 10/25/2007

JPMorgan Chase & Co. 14.000% due 10/25/2007

JPMorgan Chase & Co. 10.350% due 10/25/2007

JPMorgan Chase & Co. 17.000% due 10/25/2007

JPMorgan Chase & Co. 13.750% due 10/25/2007

JPMorgan Chase & Co. 18.250% due 10/25/2007

JPMorgan Chase & Co. 10.300% due 10/25/2007

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 10/24/2007

JPMorgan Chase & Co. 0.000% due 3/27/2008

JPMorgan Chase & Co. 0.000% due 10/28/2009

JPMorgan Chase & Co. 0.000% due 4/23/2008

JPMorgan Chase & Co. 0.000% due 10/21/2009

JPMorgan Chase & Co. 0.000% due 10/17/2007

JPMorgan Chase & Co. 0.000% due 3/19/2008

JPMorgan Chase & Co. 0.000% due 10/17/2007

JPMorgan Chase & Co. 0.000% due 10/21/2009

JPMorgan Chase & Co. 0.000% due 10/15/2009

JPMorgan Chase & Co. 0.000% due 10/11/2007

JPMorgan Chase & Co. 0.000% due 9/30/2011

JPMorgan Chase & Co. 0.000% due 10/1/2009

JPMorgan Chase & Co. 0.000% due 10/11/2007

JPMorgan Chase & Co. 0.000% due 3/12/2008

JPMorgan Chase & Co. 0.000% due 10/11/2007

JPMorgan Chase & Co. 0.000% due 10/8/2009

JPMorgan Chase & Co. 0.000% due 10/3/2007

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 3/31/2010

JPMorgan Chase & Co. 0.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 9/30/2013

JPMorgan Chase & Co. 0.000% due 1/9/2008

JPMorgan Chase & Co. 0.000% due 10/5/2007

JPMorgan Chase & Co. 0.000% due 10/6/2009

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 10/3/2007

JPMorgan Chase & Co. 0.000% due 3/5/2008

JPMorgan Chase & Co. 0.000% due 10/5/2007

JPMorgan Chase & Co. 14.750% due 9/28/2007

JPMorgan Chase & Co. 10.000% due 9/28/2007

JPMorgan Chase & Co. 13.000% due 9/28/2007

JPMorgan Chase & Co. 9.250% due 9/28/2007

JPMorgan Chase & Co. 20.000% due 9/27/2007

JPMorgan Chase & Co. 14.000% due 9/28/2007

JPMorgan Chase & Co. 10.500% due 9/28/2007

JPMorgan Chase & Co. 17.500% due 9/24/2007

JPMorgan Chase & Co. 0.000% due 9/30/2008

JPMorgan Chase & Co. 0.000% due 9/23/2008

JPMorgan Chase & Co. 0.000% due 9/30/2009

JPMorgan Chase & Co. 0.000% due 9/26/2007

JPMorgan Chase & Co. 10.000% due 9/18/2007

JPMorgan Chase & Co. 10.750% due 9/18/2007

JPMorgan Chase & Co. 0.000% due 9/23/2009

JPMorgan Chase & Co. 0.000% due 9/16/2009

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 10.000% due 9/6/2007

JPMorgan Chase & Co. 0.000% due 8/31/2011

JPMorgan Chase & Co. 0.000% due 8/28/2009

JPMorgan Chase & Co. 0.000% due 9/10/2009

JPMorgan Chase & Co. 0.000% due 12/12/2007

JPMorgan Chase & Co. 16.000% due 8/31/2007

JPMorgan Chase & Co. 19.000% due 8/31/2007

JPMorgan Chase & Co. 10.000% due 8/31/2007

JPMorgan Chase & Co. 17.500% due 8/31/2007

JPMorgan Chase & Co. 9.500% due 8/31/2007

JPMorgan Chase & Co. 32.000% due 8/29/2007

JPMorgan Chase & Co. 0.000% due 9/2/2009

JPMorgan Chase & Co. 0.000% due 9/5/2007

JPMorgan Chase & Co. 0.000% due 10/31/2007

JPMorgan Chase & Co. 0.000% due 9/6/2007

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 0.000% due 8/26/2009

JPMorgan Chase & Co. 0.000% due 8/29/2007

JPMorgan Chase & Co. 0.000% due 11/21/2007

JPMorgan Chase & Co. 0.000% due 8/19/2009

JPMorgan Chase & Co. 0.000% due 11/15/2007

JPMorgan Chase & Co. 0.000% due 8/13/2009

JPMorgan Chase & Co. 0.000% due 8/15/2007

JPMorgan Chase & Co. 0.000% due 10/11/2007

JPMorgan Chase & Co. 0.000% due 8/6/2009

JPMorgan Chase & Co. 0.000% due 9/6/2007

JPMorgan Chase & Co. 0.000% due 11/7/2007

JPMorgan Chase & Co. 10.250% due 7/25/2007

JPMorgan Chase & Co. 15.500% due 7/25/2007

JPMorgan Chase & Co. 0.000% due 8/1/2007

JPMorgan Chase & Co. 0.000% due 7/25/2007

JPMorgan Chase & Co. 0.000% due 7/29/2009

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 8/1/2007

JPMorgan Chase & Co. 0.000% due 1/30/2008

JPMorgan Chase & Co. 0.000% due 1/31/2008

JPMorgan Chase & Co. 0.000% due 7/29/2009

JPMorgan Chase & Co. 0.000% due 7/25/2007

JPMorgan Chase & Co. 0.000% due 1/9/2008

JPMorgan Chase & Co. 0.000% due 7/18/2007

JPMorgan Chase & Co. 0.000% due 8/15/2007

JPMorgan Chase & Co. 0.000% due 9/17/2007

JPMorgan Chase & Co. 0.000% due 10/17/2007

JPMorgan Chase & Co. 0.000% due 11/23/2007

JPMorgan Chase & Co. 0.000% due 7/16/2009

JPMorgan Chase & Co. 0.000% due 4/11/2007

JPMorgan Chase & Co. 0.000% due 10/4/2007

JPMorgan Chase & Co. 0.000% due 6/28/2011

JPMorgan Chase & Co. 0.000% due 7/8/2009

JPMorgan Chase & Co. 0.000% due 7/12/2007

JPMorgan Chase & Co. 10.000% due 6/28/2007

JPMorgan Chase & Co. 22.000% due 6/28/2007

JPMorgan Chase & Co. 0.000% due 7/8/2009

JPMorgan Chase & Co. 0.000% due 12/26/2007

JPMorgan Chase & Co. 0.000% due 7/27/2007

JPMorgan Chase & Co. 0.000% due 5/15/2009

JPMorgan Chase & Co. 0.000% due 7/5/2007

JPMorgan Chase & Co. 0.000% due 10/3/2007

JPMorgan Chase & Co. 0.000% due 6/30/2009

JPMorgan Chase & Co. 0.000% due 6/20/2007

JPMorgan Chase & Co. 0.000% due 10/18/2007

JPMorgan Chase & Co. 0.000% due 6/23/2009

JPMorgan Chase & Co. 0.000% due 4/5/2007

JPMorgan Chase & Co. 0.000% due 6/20/2007

JPMorgan Chase & Co. 0.000% due 6/13/2007

JPMorgan Chase & Co. 0.000% due 12/12/2007

JPMorgan Chase & Co. 0.000% due 7/10/2009

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 0.000% due 6/2/2009

JPMorgan Chase & Co. 0.000% due 12/5/2007

JPMorgan Chase & Co. 0.000% due 5/15/2009

JPMorgan Chase & Co. 0.000% due 11/19/2007

JPMorgan Chase & Co. 0.000% due 4/28/2011

JPMorgan Chase & Co. 0.000% due 10/29/2007

JPMorgan Chase & Co. 0.000% due 4/26/2013

JPMorgan Chase & Co. 0.000% due 11/9/2007

JPMorgan Chase & Co. 0.000% due 4/5/2011

JPMorgan Chase & Co. 0.000% due 5/3/2007

JPMorgan Chase & Co. 0.000% due 4/17/2009

JPMorgan Chase & Co. 0.000% due 4/16/2007

JPMorgan Chase & Co. 0.000% due 3/22/2011

JPMorgan Chase & Co. 0.000% due 3/26/2007

JPMorgan Chase & Co. 0.000% due 8/28/2007

JPMorgan Chase & Co. 0.000% due 2/28/2011

JPMorgan Chase & Co. 0.000% due 6/8/2007

JPMorgan Chase & Co. 0.000% due 8/16/2007

JPMorgan Chase & Co. 0.000% due 2/10/2011

JPMorgan Chase & Co. 0.000% due 1/31/2008

JPMorgan Chase & Co. 0.000% due 5/18/2007

JPMorgan Chase & Co. 0.000% due 7/30/2009

JPMorgan Chase & Co. 0.000% due 3/1/2007

JPMorgan Chase & Co. 0.000% due 12/27/2010

JPMorgan Chase & Co. 0.000% due 1/16/2009

JPMorgan Chase & Co. 0.000% due 11/29/2011

JPMorgan Chase & Co. 0.000% due 3/9/2007

JPMorgan Chase & Co. 0.000% due 2/23/2007

JPMorgan Chase & Co. 0.000% due 11/13/2006

JPMorgan Chase & Co. 0.000% due 10/29/2010

JPMorgan Chase & Co. 0.000% due 2/16/2007

JPMorgan Chase & Co. 0.000% due 11/26/2008

JPMorgan Chase & Co. 0.000% due 9/24/2010

JPMorgan Chase & Co. 0.000% due 10/24/2008

JPMorgan Chase & Co. 0.000% due 9/12/2008

JPMorgan Chase & Co. 0.000% due 12/20/2006

JPMorgan Chase & Co. 0.000% due 8/24/2007

JPMorgan Chase & Co. 0.000% due 7/31/2008

JPMorgan Chase & Co. 0.000% due 6/27/2008

JPMorgan Chase & Co. 0.000% due 7/16/2008

JPMorgan Chase & Co. 0.000% due 4/27/2010

JPMorgan Chase & Co. 0.000% due 8/9/2006

JPMorgan Chase & Co. 0.000% due 11/8/2013

JPMorgan Chase & Co. 13.900% due 12/23/2008

JPMorgan Chase & Co. 12.000% due 12/1/2008

JPMorgan Chase & Co. due 11/14/2008

JPMorgan Chase & Co. due 11/16/2009

JPMorgan Chase & Co. due 12/1/2008

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