CHAPTER 9 ? On Page 4 of your UBPR, locate the data for the balance sheet. You will use this data to calculate k (leverage) using ?Total Assets? (not ?Total Earning Assets?). Assume the weighted-average duration of the assets is 4.65 years and the weighted-average duration of the liabilities is 1.87 years. (All students will assume these same duration assumptions.) Now, on Page 1 of your UBPR in the ?Margin Analysis? section, calculate R (present margin) based on the difference between the yield on ?Interest Income (TE) to Average Earning Assets? and ?Interest Expense to Average Earning Assets.? This is also the same as the next line, ?Net Interest Income (TE) to Average Earning Assets,? but note the separate rates. Calculate the bank?s exposure from the 32 bps expected increase in interest rates. Explain the result, and how the bank is exposed and why.

?E = -[DA ? DLk] [A] [?R/(1+R)]

CHAPTER 14 ? Again locate the amount of ?CommercialLoans? from Page 4 of your UBPR.Now,assume the loans are denominated in U.K. pounds and the amount presented on thebalance sheet is the U.S.$ equivalent of U.S.$1.55/.What would be the market value of the loans,expressed in U.S.$, if the dollar now depreciates relative to the pound toU.S.$1.74/? Did the foreign exchangerisk from the change in exchange rates benefit or harm the bank?Why?

FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Table of Contents OCC Charter # 8 County: FRANKLIN December 31, 2015 Uniform Bank Performance Report 11/8/2016 6:36:20 PM Public Report Information Introduction Table of Contents Section This uniform bank performance report covers the operations of a bank and that of a comparable Summary Ratios--Page 1 group of peer banks. It is provided as a bank management tool by the Federal Financial Income Statement $--Page 2 Institutions Examination Council. Detailed information concerning the content of this report is Noninterest Income, Expenses and Yields--Page 3 provided in the Users Guide for the Uniform Bank Performance Report found online at Balance Sheet $--Page 4 www.ffiec.gov. This report has been produced for the use of the federal regulators of financial Off Balance Sheet Items--Page 5 institutions in carrying out their supervisory responsibilities. All information contained herein was Derivative Instruments--Page 5A obtained from sources deemed reliable however no guarantee is given as to the accuracy of the Derivative Analysis--Page 5B data. The information contained in this report are not to be construed as a rating or other Balance Sheet Percentage Composition--Page 6 evaluation of a financial institution by a federal banking regulator. The quarterly report of Analysis of Credit Allowance and Loan Mix--Page 7 condition and income is the principal source of information for this report. Please refer to that Analysis of Credit Allowance and Loan Mix--Page 7A document for additional financial information and an explanation of the accounting standards Analysis of Concentrations of Credit--Page 7B that underlie data shown herein. For questions regarding content of reports contact: Analysis of Past Due, Nonaccrual & Restructured--Page 8 1-888-237-3111 or email: cdr.help@ffiec.gov Analysis of Past Due, Nonaccrual & Restructured--Page 8A Interest Rate Risk Analysis as a Percent of Assets--Page 9 Financial Institution Address: Liquidity & Funding--Page 10 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION Liquidity & Investment Portfolio--Page 10A 1111 POLARIS PARKWAY Capital Analysis--Page 11 Capital Analysis--Page 11A COLUMBUS OH Capital Analysis--Page 11B 43240- Capital Analysis--Page 11C One Quarter Annualized Income Analysis--Page 12 The Current Federal Regulator is: Securitization & Asset Sale Activities--Page 13 Office of Comptroller of the Currency Securitization & Asset Sale Activities--Page 13A Securitization & Asset Sale Activities--Page 13B The bank was established on: 1/1/1924 Fiduciary & Related Services--Page 1 Fiduciary & Related Services--Page 1A The current peer group for this bank is: 1 State Average Insured commercial banks having assets greater than $3 billion Footnotes: Bank Holding Company Information: Financial data in the Uniform Bank Performance Report may have been adjusted as a result of FRB District / ID_RSSD 4 / 1039502 information shown in footnotes below. Please refer to the Uniform Bank Performance Report JPMORGAN CHASE & CO. Users Guide online for details. NEW YORK, NY ##One or more mergers, consolidations or purchases have occurred during one or more of the quarters listed. Consequently assets prior to the date of merger may be excluded from earnings analysis. FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Summary Ratios--Page 1 Summary Ratios 11/8/2016 6:36:20 PM Public Report Earnings and Profitability Percent of Average Assets: Interest Income (TE) - Interest Expense Net Interest Income (TE) + Noninterest Income - Noninterest Expense - Provision: Loan & Lease Losses Pretax Operating Income (TE) + Realized Gains/Losses Sec Pretax Net Operating Income (TE) Net Operating Income Adjusted Net Operating Income Net Inc Attrib to Min Ints Net Income Adjusted Sub S Net Income Margin Analysis: Avg Earning Assets to Avg Assets Avg Int-Bearing Funds to Avg Assets Int Inc (TE) to Avg Earn Assets Int Expense to Avg Earn Assets Net Int Inc-TE to Avg Earn Assets Loan & Lease Analysis: Net Loss to Average Total LN&LS Earnings Coverage of Net Losses (X) LN&LS Allowance to LN&LS Not HFS LN&LS Allowance to Net Losses (X) LN&LS Allowance to Total LN&LS Total LN&LS-90+ Days Past Due -Nonaccrual -Total Liquidity Net Non Core Fund Dep New $250M Net Loans & Leases to Assets Capitalization Tier One Leverage Capital Cash Dividends to Net Income Retained Earnings to Avg Total Equity Rest+Nonac+RE Acq to Eqcap+ALLL Growth Rates Total Assets Tier One Capital Net Loans & Leases Short Term Investments 12/31/2015 BANK PG 1 PCT 12/31/2014 BANK PG 1 PCT 12/31/2013 BANK PG 1 PCT 12/31/2012 BANK PG 1 PCT 12/31/2011 BANK PG 1 PCT 1.95 0.19 1.76 1.98 2.49 3.44 0.29 3.12 1.02 2.55 5 29 5 89 46 2.02 0.22 1.80 2.00 2.62 3.52 0.30 3.19 1.01 2.66 7 36 6 90 45 2.04 0.27 1.76 1.99 2.64 3.61 0.36 3.22 1.05 2.73 6 40 7 87 42 2.27 0.33 1.94 1.95 2.92 3.81 0.46 3.33 1.13 2.75 7 35 8 84 59 2.53 0.46 2.07 2.07 2.96 4.03 0.63 3.37 1.13 2.80 8 34 9 85 59 0.06 0.12 34 0.05 0.11 33 -0.07 0.14 9 0.04 0.32 16 0.31 0.47 41 1.19 1.48 29 1.13 1.46 26 1.18 1.44 31 0.92 1.42 23 0.87 1.25 28 0.01 0.01 59 0.00 0.01 52 0.03 0.02 78 0.11 0.04 86 0.08 0.05 77 1.20 1.49 28 1.13 1.47 26 1.21 1.46 33 1.03 1.47 25 0.95 1.30 29 0.85 0.99 31 0.76 0.98 25 0.81 1.02 32 0.77 1.03 31 0.71 0.89 35 0.83 1.04 26 0.70 0.98 23 0.60 0.97 20 0.53 0.96 22 0.66 0.73 42 0.00 0.85 0.85 0.00 0.97 0.99 89 32 31 0.00 0.76 0.76 0.00 0.97 0.98 89 26 25 0.00 0.81 0.81 0.00 1.00 1.02 86 32 31 0.00 0.77 0.77 0.00 1.02 1.03 86 31 31 0.00 0.71 0.71 0.00 0.87 0.89 83 35 35 92.22 92.82 44 91.55 92.37 44 90.89 92.12 38 90.04 91.93 31 90.45 91.56 38 74.41 77.84 30 75.55 77.35 36 76.46 77.48 36 75.84 77.77 32 76.55 78.70 35 2.11 3.71 6 2.20 3.83 6 2.24 3.92 6 2.52 4.15 7 2.80 4.42 8 0.20 0.31 29 0.24 0.33 37 0.30 0.39 39 0.37 0.50 35 0.51 0.69 34 1.91 3.37 6 1.96 3.47 6 1.94 3.50 7 2.15 3.63 9 2.29 3.69 10 0.24 0.13 78 0.34 0.18 83 0.43 0.29 74 0.82 0.60 73 1.11 0.96 60 14.76 33.31 44 10.19 30.02 35 7.68 17.63 44 3.38 10.23 34 3.21 5.61 51 1.47 1.11 83 1.76 1.23 86 2.12 1.45 87 2.77 1.74 89 3.59 1.98 92 6.67 12.73 44 5.27 13.81 35 4.86 9.57 49 3.44 5.21 49 3.41 2.93 71 1.47 1.09 84 1.74 1.21 86 2.08 1.44 85 2.75 1.69 90 3.58 1.92 93 0.86 0.14 92 1.25 0.20 91 1.41 0.29 89 1.68 0.47 86 2.28 0.61 87 1.37 2.23 0.68 0.85 88 94 1.74 2.98 0.78 1.05 90 92 2.09 3.50 1.07 1.49 87 90 3.55 5.23 1.58 2.27 89 87 3.61 5.89 2.22 3.17 80 82 0.54 13.96 14 -4.36 12.87 10 6.72 12.88 31 24.16 11.68 81 30.34 15.13 82 37.89 66.73 5 30.88 65.02 3 31.84 63.50 3 32.09 60.84 5 32.02 60.44 4 8.86 9.77 30 7.97 9.83 12 7.35 9.86 8 6.16 9.76 2 5.50 9.63 2 47.26 41.22 53 0.00 41.19 24 6.48 42.16 29 14.33 46.39 36 48.17 29.61 66 4.68 4.53 50 8.30 4.32 85 9.37 4.28 84 8.67 3.55 83 5.11 4.03 57 9.52 7.61 71 11.70 8.84 73 16.49 11.65 74 21.71 15.06 79 35.33 19.80 86 -7.73 7.86 13.20 -24.45 10.85 11.17 13.47 18.29 3 48 61 24 6.66 12.28 3.46 20.18 11.71 11.52 15.41 23.67 42 69 17 58 2.57 24.95 1.75 26.76 6.12 7.79 9.66 6.34 42 91 25 68 4.70 13.62 4.94 11.83 7.71 7.30 9.08 23.68 43 77 39 54 11.04 7.26 9.06 41.54 7.99 11.21 8.68 26.18 68 42 67 68 Short Term Non Core Funding Average Total Assets Total Equity Capital Net Income Number of banks in Peer Group -19.52 18.20 15 11.32 20.65 47 -25.44 11.23 14 -4.88 -2.47 48 4.40 -23.67 79 1,983,065,500 195,538,000 16,928,000 1,935,441,000 185,623,000 14,758,000 1,911,544,750 169,077,000 15,438,000 1,810,114,750 146,025,000 13,955,000 1,743,841,250 130,777,000 12,456,000 228 223 201 190 180 FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Income Statement $--Page 2 Income Statement $ 11/8/2016 6:36:22 PM Public Report Interest and Fees on Loans Income From Lease Financing Tax-Exempt Estimated Tax Benefit Income on Loans & Leases (TE) US Treas & Agency (Excl MBS) Mortgage Backed Securities Estimated Tax Benefit All Other Securities Tax-Exempt Securities Income Investment Interest Income (TE) Percent Change 1 Year 4.90 -7.84 19.37 15.78 12/31/2015 22,919,000 47,000 265,000 138,396 12/31/2014 21,848,000 51,000 222,000 119,538 12/31/2013 22,536,000 92,000 241,000 129,769 12/31/2012 23,995,000 67,000 228,000 122,769 12/31/2011 23,888,000 74,000 154,000 82,923 23,104,396 22,018,538 22,757,769 24,184,769 24,044,923 32,000 58,000 85,000 117,000 5,000 -44.83 4,224,000 815,757 3,806,000 4,706,000 685,461 4,031,000 3,799,000 406,538 3,637,000 3,576,000 302,076 3,916,000 3,183,000 165,846 5,646,000 -10.24 19.01 -5.58 1,562,000 1,273,000 755,000 561,000 308,000 22.70 8,877,757 9,480,461 7,927,538 7,911,076 8,999,846 -6.36 1,211,000 1,162,000 1,032,000 718,000 805,000 4.22 4.93 Interest on Due From Banks Int on Fed Funds Sold & Resales Trading Account Income Other Interest Income 950,000 1,210,000 1,646,000 2,346,000 2,731,000 -21.49 4,097,000 393,000 4,714,000 422,000 5,248,000 301,000 5,864,000 32,000 7,390,000 137,000 -13.09 -6.87 Total Interest Income (TE) 38,633,153 39,007,000 38,912,307 41,055,846 44,107,769 -0.96 550,000 960,000 1,235,000 1,586,000 2,627,000 -42.71 335,000 228,000 288,000 385,000 423,000 46.93 524,000 613,000 769,000 953,000 1,256,000 -14.52 253,000 397,000 317,000 259,000 436,000 -36.27 1,881,000 1,827,000 2,054,000 2,218,000 2,674,000 2.96 193,000 204,000 521,000 626,000 599,000 -5.39 3,736,000 4,229,000 5,184,000 6,027,000 8,015,000 -11.66 Net Interest Income (TE) Non-interest Income Adjusted Operating Income (TE) 34,897,153 39,343,000 34,778,000 38,625,000 33,728,307 38,081,000 35,028,846 35,244,000 36,092,769 36,076,000 0.34 1.86 74,240,153 73,403,000 71,809,307 70,272,846 72,168,769 1.14 Non-Interest Expense Provision: Loan & Lease Losses Pretax Operating Income (TE) 49,358,000 50,649,000 50,524,000 52,936,000 51,647,000 -2.55 1,210,000 915,000 -1,294,000 681,000 5,379,000 32.24 23,672,153 21,839,000 22,579,307 16,655,846 15,142,769 8.39 0 0 0 0 0 N/A 202,000 68,000 643,000 2,018,000 1,459,000 197.06 23,874,153 21,907,000 23,222,307 18,673,846 16,601,769 8.98 5,980,000 954,153 0 6,331,000 805,000 0 7,234,000 536,307 0 4,282,000 424,846 0 3,894,000 248,769 0 -5.54 18.53 N/A 6,934,153 7,136,000 7,770,307 4,706,846 4,142,769 -2.83 16,940,000 14,771,000 15,452,000 13,967,000 12,459,000 14.68 0 0 0 0 0 12,000 13,000 14,000 12,000 3,000 Int on Deposits in Foreign Off Interest on Time Dep Over $100M Interest on All Other Deposits Int on Fed Funds Purch & Repos Int Trad Liab & Oth Borrowings Int on Sub Notes & Debentures Total Interest Expense Realized G/L Hld-to-Maturity Sec Realized G/L Avail-for Sale Sec Pretax Net Operating Inc (TE) Applicable Income Taxes Current Tax Equiv Adjustment Other Tax Equiv Adjustments Applicable Income Taxes (TE) Net Operating Income Net Discontinued / Extraordinary Items Net Inc Noncontrolling Minority Interests N/A -7.69 Net Income Cash Dividends Declared Retained Earnings Memo: Net International Income 16,928,000 14,758,000 15,438,000 13,955,000 12,456,000 14.70 8,000,000 8,928,000 0 14,758,000 1,000,000 14,438,000 2,000,000 11,955,000 6,000,000 6,456,000 N/A -39.50 5,168,000 5,432,000 7,656,000 707,000 7,594,000 -4.86 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN Percent of Average Assets Personnel Expense Occupancy Expense Other Oper Exp (Incl Intangibles) Total Overhead Expense Overhead Less Nonint Inc Other Income & Expense Ratios: Efficiency Ratio Avg Personnel Exp Per Empl($000) Assets Per Employee ($Million) Yield on or Cost of: Total Loan & Leases (TE) Loans in Domestic Offices Real Estate Secured by 1-4 Fam Resi Prop All Other Loans Sec Real Estate Commercial & Industrial Individual Credit Card Agricultural Loans in Foreign Offices Total Investment Securities (TE) Total Investment Securities (Book) US Treas & Agency (Excl MBS) Mortgage Backed Securities All Other Securities Interest-Bearing Bank Balances Federal Funds Sold & Resales Total Interest Bearing Deposits Transaction accounts Other Savings Deposits Time Deps Over $100M All Other Time Deposits Foreign Office Deposits Federal Funds Purchased & Repos Other Borrowed Money Subord Notes & Debentures All Interest-Bearing Funds Non-interest Income & Expenses Fiduciary Activities Deposit Service Charges Trading, Vent Cap, Securtz Inc Inv Banking, Advisory Inc Insurance Comm & Fees Net Servicing Fees Loan & Lse Net Gains/Loss Other Net Gains/Losses Other Non-interest Income Non-interest Income Personnel Expense Occupancy Expense Goodwill Impairment Other Intangible Amortiz 12/31/2015 BANK PG 1 PCT 1.17 1.29 37 0.37 0.31 68 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Noninterest Income, Expenses and Yields--Page 3 Non Int Inc, Exp, Yields 11/8/2016 6:36:23 PM 12/31/2014 BANK PG 1 PCT 1.25 1.30 40 0.37 0.32 62 12/31/2011 BANK PG 1 PCT 1.28 1.30 43 0.40 0.34 70 12/31/2013 BANK PG 1 PCT 1.28 1.32 40 0.35 0.33 54 12/31/2012 BANK PG 1 PCT 1.33 1.32 46 0.41 0.33 73 0.94 0.90 60 1.00 0.99 55 1.02 1.02 54 1.19 1.07 63 1.28 1.13 66 2.49 0.51 2.55 1.49 46 8 2.62 0.62 2.66 1.59 45 10 2.64 0.65 2.73 1.61 42 12 2.92 0.98 2.75 1.57 59 18 2.96 0.89 2.80 1.62 59 14 66.48 60.93 71 69.00 62.53 71 70.36 63.06 69 75.33 61.55 85 71.56 62.94 75 128.67 94.68 85 128.02 90.36 86 123.33 89.52 84 117.93 86.81 83 111.44 81.78 82 10.60 9.18 77 10.99 8.82 79 9.80 9.08 80 9.30 9.41 79 9.02 9.36 82 3.36 3.51 3.69 4.33 4.30 4.35 9 14 17 3.46 3.69 3.85 4.53 4.50 4.54 8 13 16 3.66 3.94 4.02 4.74 4.71 4.71 10 17 16 3.98 4.23 4.23 5.08 5.05 5.03 11 17 15 4.22 4.46 4.37 5.36 5.33 5.28 13 16 12 3.62 4.28 17 3.77 4.40 22 3.85 4.47 26 3.99 4.71 20 4.12 5.01 17 3.87 4.38 22 4.04 4.64 21 4.48 4.92 36 4.96 5.25 42 5.27 5.42 45 3.03 3.37 10.06 2.86 2.16 4.18 5.42 8.58 4.35 3.20 10 20 56 11 29 3.27 3.62 9.76 2.73 2.15 4.37 5.80 8.97 4.42 3.58 13 20 54 6 30 3.73 4.12 10.03 2.94 2.19 4.53 6.06 8.85 4.54 3.80 21 24 56 10 29 4.18 4.74 10.48 3.19 2.59 4.90 6.37 9.01 5.01 5.05 27 23 59 9 31 4.70 5.40 10.84 3.45 2.63 5.20 6.85 10.07 5.12 4.25 37 23 56 11 32 2.90 2.35 82 2.86 2.43 75 2.37 2.36 55 2.29 2.62 32 2.79 3.03 39 2.63 2.17 82 2.65 2.24 76 2.24 2.18 56 2.21 2.45 33 2.74 2.85 42 0.27 1.57 2 0.55 1.52 8 0.79 1.42 22 1.19 1.63 36 0.07 1.80 2 2.93 2.54 2.17 2.70 93 42 2.94 2.49 2.31 2.76 87 39 2.33 2.26 2.20 2.88 63 27 2.08 2.40 2.53 3.27 27 22 1.76 4.17 3.13 3.34 4 75 0.30 0.27 79 0.34 0.26 87 0.40 0.26 87 0.62 0.26 94 1.00 0.28 94 0.59 0.44 71 0.62 0.29 80 0.72 0.35 82 0.94 0.39 83 1.13 0.28 93 0.12 0.31 13 0.15 0.31 19 0.20 0.36 24 0.28 0.46 24 0.42 0.65 24 0.11 0.05 0.64 0.37 0.22 0.21 0.18 0.77 0.74 0.23 32 9 36 16 51 0.09 0.06 0.48 0.62 0.32 0.21 0.18 0.76 0.75 0.23 31 14 21 38 82 0.09 0.08 0.64 1.10 0.38 0.21 0.20 0.85 0.89 0.26 27 20 29 70 80 0.07 0.11 0.74 1.14 0.50 0.25 0.23 1.05 1.12 0.30 20 20 27 52 85 0.07 0.15 0.98 1.46 0.72 0.35 0.32 1.29 1.41 0.35 11 15 27 56 87 0.25 0.40 59 0.34 0.40 72 0.20 0.48 48 0.14 0.60 27 0.23 0.81 37 1.17 2.14 0.25 1.41 3.83 0.38 56 25 30 1.37 1.79 0.29 1.49 3.95 0.40 54 14 37 1.55 2.01 0.35 1.89 3.79 0.47 49 20 40 2.31 2.16 0.44 2.40 4.32 0.60 51 18 34 2.81 2.06 0.60 2.53 4.11 0.81 56 21 34 4,016,000 4,533,000 4,120,000 4,444,000 3,760,000 4,469,000 3,383,000 4,627,000 3,341,000 4,728,000 9,784,000 8,995,000 9,673,000 6,485,000 9,262,000 3,101,000 23,000 1,181,000 352,000 198,000 16,155,000 39,343,000 23,236,000 7,427,000 0 88,000 3,358,000 41,000 156,000 176,000 34,000 17,301,000 38,625,000 24,164,000 7,173,000 0 194,000 3,218,000 47,000 3,732,000 385,000 1,424,000 11,373,000 38,081,000 24,478,000 6,623,000 0 308,000 3,162,000 45,000 1,883,000 155,000 90,000 15,414,000 35,244,000 24,043,000 7,347,000 0 638,000 4,345,000 79,000 -4,827,000 195,000 14,000 18,939,000 36,076,000 22,386,000 6,970,000 0 483,000 Other Oper Exp(incl Intangibles) Non-Interest Expense Domestic Banking Offices(#) Foreign Branches (#) Assets Per Domestic Office 18,607,000 19,118,000 19,115,000 20,908,000 21,808,000 49,358,000 5,390 30 251,062 50,649,000 5,570 30 253,299 50,524,000 5,604 31 212,154 52,936,000 5,584 32 192,293 51,647,000 5,478 33 179,191 FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Balance Sheet $--Page 4 Balance Sheet $ 11/8/2016 6:36:25 PM Public Report 12/31/2015 Assets: Real Estate Loans Commercial Loans Individual Loans Agricultural Loans Other Loans & Leases LN&LS Allowance Unearned Income Net Loans & Leases U.S. Treasury & Agency Securities Municipal Securities Foreign Debt Securities All Other Securities Interest-Bearing Bank Balances Federal Funds Sold & Resales Trading Account Assets Total Investments Total Earning Assets Nonint Cash & Due From Banks Premises, Fix Assts, Cap Leases Other Real Estate Owned Dir & Indir Inv RE Ventures Inv in Unconsolidated Subs Acceptances & Oth Assets Total Assets Average Assets During Quarter Liabilities: Demand Deposits All Now & ATS Accounts Money Market Deposit Accounts Other savings Deposits Time Deps At Or Below Insurance Limit Less: Fully Insured Brokered Deposits Core Deposits Fully Insured Brokered Deposits Time Deps Above Insurance Limit Deposits in Foreign Offices Total Deposits Federal Funds Purch & Resale Fed Home Loan Bor Mat 1 Year Oth Borrowing Mat 1 Year Acceptances & Other Liabilities Total Liabilities (Incl Mortg) Subordinated Notes & Debentures Total Bank Capital & Min Int Total Liabilities & Capital Memoranda: Officers, Shareholder Loans 12/31/2014 12/31/2013 12/31/2012 12/31/2011 Percent Change 1 1 Year Quarter 351,646,000 151,074,000 94,827,000 818,000 137,820,000 10,807,000 0 725,378,000 289,657,000 144,843,000 93,429,000 719,000 123,505,000 11,352,000 0 640,801,000 279,533,000 145,838,000 90,127,000 788,000 116,196,000 13,134,000 0 619,348,000 276,098,000 148,543,000 86,366,000 644,000 114,263,000 17,191,000 0 608,723,000 278,323,000 143,454,000 84,716,000 727,000 94,348,000 21,507,000 0 580,061,000 3.80 4.50 0.53 9.21 3.13 0.85 N/A 3.43 21.40 4.30 1.50 13.77 11.59 -4.80 N/A 13.20 101,307,000 117,293,000 109,350,000 109,379,000 114,203,000 -1.52 -13.63 43,207,000 57,697,000 82,534,000 36,991,000 81,739,000 104,473,000 27,149,000 88,973,000 108,432,000 17,987,000 113,899,000 117,071,000 12,789,000 96,759,000 130,336,000 2.36 -9.17 -9.61 16.80 -29.41 -21.00 318,423,000 473,488,000 310,495,000 122,984,000 89,086,000 -9.69 -32.75 174,002,000 242,385,000 1,019,555,000 1,744,933,000 173,329,000 268,013,000 1,255,326,000 1,896,127,000 224,357,000 258,477,000 1,127,233,000 1,746,581,000 285,291,000 318,311,000 1,084,922,000 1,693,645,000 255,018,000 319,628,000 1,017,819,000 1,597,880,000 -0.97 -3.06 -5.44 -1.95 0.39 -9.56 -18.78 -7.97 19,368,000 26,658,000 38,981,000 52,676,000 57,594,000 -5.02 -27.35 10,647,000 11,028,000 10,844,000 10,579,000 10,331,000 -1.15 -3.45 680,000 7,939,000 261,000 130,830,000 1,914,658,000 944,000 7,632,000 277,000 132,315,000 2,074,981,000 2,697,000 6,402,000 327,000 139,635,000 1,945,467,000 2,264,000 5,096,000 405,000 132,108,000 1,896,773,000 1,713,000 1,379,000 4,067,000 138,714,000 1,811,678,000 -1.02 4.06 -5.43 -2.94 -2.02 -27.97 4.02 -5.78 -1.12 -7.73 1,934,912,000 1,986,711,000 1,928,116,000 1,842,786,000 1,816,846,000 -0.45 -2.61 224,971,000 28,616,000 244,055,000 26,831,000 185,594,000 24,635,000 139,233,000 25,815,000 122,349,000 20,876,000 7.82 11.77 -7.82 6.65 713,286,000 733,162,000 696,838,000 644,324,000 593,428,000 -0.27 -2.71 43,333,000 36,300,000 30,703,000 26,568,000 21,909,000 2.89 19.37 22,765,000 24,111,000 19,808,000 26,273,000 32,694,000 -4.01 -5.58 9,315,000 7,612,000 42,000 606,000 1,543,000 -4.44 22.37 1,023,656,000 1,056,847,000 957,536,000 861,607,000 789,713,000 1.80 -3.14 9,315,000 7,612,000 42,000 606,000 1,543,000 -4.44 22.37 44,409,000 49,720,000 46,523,000 42,445,000 43,766,000 43.58 -10.68 235,560,000 1,312,940,000 325,225,000 1,439,404,000 321,935,000 1,326,036,000 341,669,000 1,246,327,000 355,716,000 1,190,738,000 -8.24 0.77 -27.57 -8.79 77,262,000 94,325,000 112,595,000 158,722,000 170,265,000 -22.32 -18.09 8,505,000 4,006,000 8,729,000 731,000 18,000 18.87 112.31 52,776,000 49,238,000 38,047,000 26,964,000 1,705,000 -5.89 7.19 50,613,000 132,092,000 55,976,000 159,815,000 51,786,000 147,836,000 57,175,000 147,452,000 42,354,000 169,213,000 -32.16 -3.58 -9.58 -17.35 76,092,000 76,447,000 74,798,000 84,034,000 77,417,000 2.46 -0.46 1,710,280,000 1,879,211,000 1,759,827,000 1,721,405,000 1,651,710,000 -2.35 -8.99 8,581,000 9,893,000 16,307,000 29,088,000 29,013,000 -1.08 -13.26 195,797,000 1,914,658,000 185,877,000 2,074,981,000 169,333,000 1,945,467,000 146,280,000 1,896,773,000 130,955,000 1,811,678,000 0.96 -2.02 5.34 -7.73 (#) Officers, Shareholder Loans ($) Held-to-Maturity Securities Available-for-Sale Securities All Brokered Deposits LN&LS in Foreign Offices Loans Held for Sale Loans not Held for Sale 4 5 4 7 10 1,397,000 1,297,000 1,477,000 1,516,000 1,576,000 17.20 7.71 49,073,000 235,672,000 9,322,000 82,509,000 1,645,000 734,540,000 49,252,000 291,244,000 17,619,000 92,683,000 6,371,000 645,782,000 24,026,000 309,878,000 6,494,000 106,768,000 11,978,000 620,504,000 7,000 358,329,000 5,329,000 108,095,000 4,406,000 621,508,000 12,000 354,075,000 1,560,000 96,947,000 2,524,000 599,044,000 -2.18 -5.63 -28.41 -5.79 -21.55 3.46 -0.36 -19.08 -47.09 -10.98 -74.18 13.74 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN 12/31/2015 Outstanding (% of Total Assets) Home Equity (1-4 Family) Credit Card Commercial RE Secured by RE 1-4 Family Residential Comml RE, Oth Const & Land Commercial RE Not Secured by RE All Other Total LN&LS Commitments Securities Underwriting Standby Letters of Credit Amount Conveyed to Others Commercial Letters of Credit Assets Securitized or Sold w/Rec Amount of Recourse Exposure Credit Derivatives Bank as Guarantor Credit Derivatives Bank as Beneficiary All Oth OffBalance Sheet Items Off-Balance Sheet Items Outstanding ($000) Home Equity (1-4 Family) Credit Card Commercial RE Secured by RE 1-4 Family Residential Commercial RE, Oth Const & Land Commercial RE Not Secured by RE All Other Securities Underwriting Memo: Unused Commit w/mat GT 1 YR Standby Letters of Credit JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Off Balance Sheet Items--Page 5 12/31/2014 12/31/2013 12/31/2012 Off Balance Sheet Items 11/8/2016 6:36:27 PM Percent Change 1 1 Year Quarter 12/31/2011 BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT 1.19 2.35 39 1.28 2.43 39 1.68 2.47 45 2.05 2.46 48 2.21 2.55 49 0.54 0.98 66 1.40 1.05 74 1.74 1.06 74 1.81 1.11 74 1.52 1.07 73 0.41 3.55 11 0.34 2.75 12 0.24 2.39 10 0.21 1.71 14 0.14 1.29 14 0.02 0.59 20 0.02 0.46 20 0.02 0.38 21 0.02 0.26 27 0.02 0.22 25 0.39 2.83 13 0.32 2.19 13 0.22 1.91 12 0.19 1.40 15 0.12 1.02 15 0.24 0.07 82 0.45 0.09 88 0.44 0.09 87 0.28 0.09 84 0.25 0.08 85 20.58 11.28 84 17.32 11.28 80 15.96 11.47 75 14.45 10.74 72 13.88 10.12 73 22.97 20.45 64 20.79 19.97 60 20.06 19.60 57 18.80 18.09 56 18.00 17.12 59 0.00 0.00 99 0.00 0.00 98 0.00 0.00 97 0.00 0.00 96 0.00 0.00 96 6.23 0.76 97 9.63 0.87 98 11.08 1.01 98 6.44 1.08 96 7.05 1.23 96 3.91 0.04 99 5.04 0.06 99 6.04 0.06 99 0.88 0.06 95 1.14 0.07 95 0.22 0.02 93 0.24 0.03 91 0.30 0.04 91 0.34 0.04 93 0.32 0.04 92 10.27 0.70 94 11.99 0.67 94 6.36 0.63 92 7.90 0.81 93 8.97 0.73 93 0.13 0.07 83 0.14 0.07 83 0.16 0.10 83 0.22 0.11 84 0.19 0.11 81 74.45 0.04 99 101.13 0.03 99 136.11 0.04 99 159.34 0.04 99 161.23 0.04 98 76.65 0.03 99 103.55 0.03 99 138.10 0.03 99 156.09 0.03 98 157.58 0.04 98 10.43 0.55 97 16.07 0.39 97 15.51 0.37 97 17.81 0.33 97 19.90 0.30 97 201.23 25.02 98 263.41 24.75 98 327.52 25.28 99 366.71 24.66 98 373.04 24.26 98 22,799,000 26,637,000 32,763,000 38,795,000 39,985,000 -2.14 -14.41 10,384,000 29,062,000 33,842,000 34,371,000 27,586,000 -53.40 -64.27 7,936,000 7,031,000 4,653,000 3,983,000 2,563,000 3.13 12.87 401,000 383,000 322,000 407,000 321,000 -13.02 4.70 7,535,000 6,648,000 4,331,000 3,576,000 2,242,000 4.16 13.34 4,581,000 9,378,000 8,567,000 5,375,000 4,454,000 -74.92 -51.15 394,040,000 359,368,000 310,407,000 274,090,000 251,546,000 0.55 9.65 0 0 0 0 0 N/A N/A 361,923,000 264,218,000 248,654,000 187,080,000 163,502,000 -2.71 36.98 119,351,000 199,798,000 215,614,000 122,219,000 127,698,000 -5.45 -40.26 Amount Conveyed to Others Commercial Letters of Credit Assets Securitized or Sold w/recourse Amount of Recourse Exposure Credit Derivatives Bank as Guarantor Credit Derivatives Bank as Beneficiary All Oth OffBalance Sheet Items Off-Balance Sheet Items 74,778,000 104,669,000 117,519,000 16,688,000 20,683,000 -7.90 -28.56 4,281,000 5,070,000 5,879,000 6,364,000 5,723,000 -3.06 -15.56 196,686,000 248,687,000 123,763,000 149,886,000 162,535,000 -6.62 -20.91 2,532,000 2,856,000 3,197,000 4,137,000 3,373,000 -14.26 -11.34 1,425,451,000 2,098,495,000 2,647,936,000 3,022,223,000 2,920,886,000 -17.45 -32.07 1,467,588,000 2,148,744,000 2,686,627,000 2,960,665,000 2,854,854,000 -17.21 -31.70 199,792,000 333,481,000 301,722,000 337,768,000 360,528,000 -17.41 -40.09 3,852,889,000 5,465,751,000 6,371,773,000 6,955,739,000 6,758,358,000 -15.25 -29.51 FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Derivative Instruments--Page 5A Derivative Instruments 11/8/2016 6:36:29 PM Public Report Notional Amount ($000) Derivative Contracts Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Derivatives Position Future and Forwards Written Options Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter Swaps Held-for-Trading Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Non-Traded Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market Derivative Contracts (RBC Def) One Year or Less Over 1 Year to 5 Years Over 5 Years Gross Negative Fair Value Gross Positive Fair Value Held-for-Trading Non-Traded Memo: Marked-to-Market Current Credit Exposure All Derivatives Credit Losses Off_BS Derivatives Past Due Derivatives Instruments: Fair Value Carried as Assets Impact Nontraded Derivatives Contracts: Increase (Decr) in Interest Inc Increase (Decr) in Interest Exp Increase (Decr) in Nonint ALLOC Increase (Decr) in Net Income 12/31/2015 12/31/2014 12/31/2013 12/31/2012 12/31/2011 48,246,409,000 36,730,210,000 9,601,850,000 59,395,823,000 47,991,818,000 9,537,973,000 64,700,808,000 54,455,924,000 8,527,127,000 62,878,039,000 52,089,699,000 8,709,947,000 64,376,016,000 53,708,319,000 8,682,638,000 1,914,349,000 1,866,032,000 1,717,757,000 2,078,393,000 1,985,059,000 10,009,296,000 4,789,662,000 541,735,000 4,247,927,000 5,177,554,000 946,518,000 4,231,036,000 28,269,897,000 14,651,533,000 5,338,609,000 545,596,000 4,793,013,000 5,632,651,000 951,977,000 4,680,674,000 33,773,030,000 14,746,158,000 5,314,841,000 595,719,000 4,719,122,000 5,375,290,000 765,125,000 4,610,165,000 39,264,519,000 15,412,803,000 5,236,577,000 703,804,000 4,532,773,000 5,246,003,000 757,143,000 4,488,860,000 36,982,656,000 11,574,436,000 5,261,713,000 679,604,000 4,582,109,000 5,346,720,000 925,133,000 4,421,587,000 42,193,147,000 47,770,087,000 36,395,209,000 9,460,529,000 58,688,962,000 47,415,807,000 9,411,074,000 64,012,325,000 53,919,103,000 8,382,151,000 62,157,851,000 51,551,761,000 8,539,882,000 63,747,610,000 53,221,718,000 8,563,640,000 1,914,349,000 1,862,081,000 1,711,071,000 2,066,208,000 1,962,252,000 476,322,000 335,001,000 141,321,000 706,861,000 576,011,000 126,899,000 688,483,000 536,821,000 144,976,000 720,188,000 537,938,000 170,065,000 628,406,000 486,601,000 118,998,000 0 3,951,000 6,686,000 12,185,000 22,807,000 476,322,000 706,861,000 688,483,000 720,188,000 628,406,000 54,108,952,000 49,039,165,000 54,668,682,000 53,086,779,000 54,058,939,000 27,075,343,000 16,906,946,000 10,126,663,000 36,108,259,000 7,817,401,000 5,113,505,000 41,142,924,000 8,340,011,000 5,185,747,000 38,410,622,000 8,730,996,000 5,945,161,000 37,665,336,000 9,769,584,000 6,624,019,000 936,759,000 955,146,000 952,423,000 2,723,000 2,723,000 1,225,276,000 1,239,019,000 1,228,079,000 10,940,000 10,940,000 1,067,671,000 1,089,522,000 1,078,160,000 11,362,000 11,362,000 1,504,066,000 1,524,301,000 1,513,579,000 10,722,000 10,722,000 1,658,920,000 1,691,655,000 1,674,434,000 17,221,000 17,221,000 143,490,000 154,149,000 124,239,000 158,136,000 172,723,000 -12,000 0 -7,000 -38,000 -9,000 0 0 0 0 0 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Derivative Analysis--Page 5B Derivative Analysis 11/8/2016 6:36:29 PM Public Report Percent of Notional Amounts Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Derivatives Position Futures and Forwards Written Options Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter Swaps Held-for-Trading Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Non-Traded Interest Rate Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market Derivative Contracts (RBC Def) One Year or Less Over 1 Year to 5 Years Over 5 Years Gross Negative Fair Value Gross Positive Fair Value By Tier One Capital: Gross Negative Fair Value (x) Gross Positive Fair Value (x) Held-for-Trading (x) Non-Traded (x) Non-Traded Marked-toMkt(x) Current Credit Exposure (x) Credit Losses on Derivatives Past Due Derivative Instruments: Fair Value Carried as Assets Other Ratios: Cur Credit Exposure/Risk WT AST Credit Losses on Derivatives/CR Allow Impact Nontraded Derivatives Contracts: Incr(Dec) Interest Inc/Net Inc Incr(Dec) Interest Exp/Net Inc Incr(Dec) Nonint ALLOC/Net Inc Incr(Dec) Net Income/Net Inc 12/31/2015 BANK PG 1 PCT 76.13 88.19 11 19.90 2.97 89 12/31/2014 BANK PG 1 PCT 80.80 84.07 17 16.06 4.91 86 12/31/2013 BANK PG 1 PCT 84.17 84.46 16 13.18 4.50 86 12/31/2012 BANK PG 1 PCT 82.84 84.89 18 13.85 5.01 85 12/31/2011 BANK PG 1 PCT 83.43 83.20 19 13.49 4.95 85 3.97 0.38 91 3.14 0.60 88 2.65 0.75 88 3.31 1.03 85 3.08 1.01 86 20.75 9.93 1.12 8.80 10.73 1.96 8.77 58.59 14.73 10.82 0.01 10.49 2.20 0.01 1.97 56.86 69 65 96 63 89 97 88 36 24.67 8.99 0.92 8.07 9.48 1.60 7.88 56.86 17.89 11.60 0.01 11.40 2.37 0.01 2.19 53.42 70 63 95 62 86 96 84 39 22.79 8.21 0.92 7.29 8.31 1.18 7.13 60.69 16.28 9.22 0.02 8.98 3.28 0.02 3.11 57.16 72 63 94 61 79 95 77 39 24.51 8.33 1.12 7.21 8.34 1.20 7.14 58.82 21.33 11.96 0.02 11.75 2.87 0.02 2.72 49.66 63 54 95 52 83 96 81 45 17.98 8.17 1.06 7.12 8.31 1.44 6.87 65.54 18.69 11.60 0.04 11.39 3.79 0.05 3.07 49.51 60 61 95 59 78 94 78 49 99.01 75.44 19.61 30.96 25.67 1.42 90 77 92 98.81 79.83 15.84 33.86 29.29 1.84 87 79 90 98.94 83.34 12.96 36.81 32.00 2.12 86 78 90 98.85 81.99 13.58 32.55 28.79 2.43 84 82 89 99.02 82.67 13.30 32.11 27.80 2.32 85 81 88 3.97 0.09 97 3.14 0.11 94 2.64 0.16 93 3.29 0.23 92 3.05 0.19 92 0.99 0.69 0.29 24.41 34.13 0.23 9 10 83 1.19 0.97 0.21 21.48 28.26 0.41 12 14 82 1.06 0.83 0.22 23.66 27.33 0.38 13 13 83 1.15 0.86 0.27 25.93 34.08 0.44 15 15 84 0.98 0.76 0.18 26.46 32.56 0.50 14 16 81 0.00 0.06 85 0.01 0.10 86 0.01 0.13 85 0.02 0.26 84 0.04 0.20 87 0.99 24.41 9 1.19 21.48 12 1.06 23.66 13 1.15 25.93 15 0.98 26.46 14 112.15 80.88 99 82.56 76.92 37 84.49 80.62 36 84.43 77.02 44 83.97 76.74 43 56.12 35.04 20.99 18.85 24.38 28.77 86 61 42 60.79 13.16 8.61 20.88 24.95 22.44 86 37 34 63.59 12.89 8.02 21.19 24.94 24.89 88 37 31 61.09 13.89 9.46 27.69 22.55 17.21 83 40 43 58.51 15.18 10.29 27.53 25.87 14.03 83 37 49 1.94 1.98 1.09 1.16 83 85 2.06 2.09 1.27 1.23 78 82 1.65 1.68 1.17 1.30 71 70 2.39 2.42 1.79 1.56 64 72 2.58 2.63 2.12 1.83 61 69 5.54 0.02 99 7.81 0.02 99 7.64 0.02 99 13.45 0.03 98 16.85 0.04 98 5.64 282.29 2.81 0.02 0.64 0.56 99 98 93 7.90 374.07 4.51 0.02 0.63 0.45 99 98 97 7.80 458.12 4.93 0.02 0.73 0.43 99 98 97 13.63 555.84 6.44 0.03 0.95 0.53 98 98 97 17.19 647.67 6.38 0.04 1.01 0.52 98 98 97 2.81 0.56 93 4.51 0.45 97 4.93 0.43 97 6.44 0.53 97 6.38 0.52 97 0.85 -0.01 0.01 0.00 99 0 0.98 0.00 0.01 0.00 99 91 0.89 -0.01 0.01 0.00 99 1 1.41 -0.03 0.02 0.00 99 1 1.75 -0.01 0.03 0.00 99 0 0.00 0.00 97 0.00 0.00 98 0.00 0.00 96 0.00 0.00 94 0.00 0.00 94 11.35 0.15 99 12.53 0.16 99 10.33 0.18 99 14.43 0.30 98 16.56 0.41 98 -0.11 0.00 0 0.00 0.00 91 -0.05 0.00 1 -0.22 0.01 1 -0.04 0.02 0 N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A N/A 0.00 N/A FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH OCC Charter # 8 County: FRANKLIN Balance Sheet Percentage Composition--Page 6 Balance Sheet % 11/8/2016 6:36:31 PM Public Report 12/31/2015 BANK PG 1 PCT 0.24 0.39 53 34.26 65.86 6 0.55 0.75 27 33.95 66.11 3 12/31/2014 BANK PG 1 PCT 0.37 0.33 66 31.62 64.02 4 0.62 0.83 29 31.37 64.01 3 12/31/2013 BANK PG 1 PCT 0.29 0.47 52 31.85 62.46 4 0.79 0.97 33 31.36 62.63 3 19.98 3.83 94 19.05 4.27 95 14.12 4.45 90 6.18 5.01 71 5.80 5.37 67 8.76 0.21 98 9.98 0.27 97 12.18 0.32 97 14.17 0.37 97 13.58 0.37 97 12.94 2.49 13.09 0.12 3.03 15.20 99 60 46 13.30 2.17 14.78 0.12 2.91 15.63 98 60 55 14.49 0.29 17.35 0.17 2.40 16.93 98 47 59 17.00 0.00 19.29 0.26 2.06 17.91 98 34 62 19.69 0.00 18.49 0.30 1.78 17.59 98 35 59 91.21 91.47 48 90.64 90.82 49 89.79 90.41 42 88.77 90.08 36 88.91 89.53 43 1.13 1.25 41 1.42 1.46 45 1.97 1.53 74 2.80 1.54 91 2.18 1.48 82 0.54 1.08 25 0.55 1.13 24 0.55 1.16 24 0.57 1.15 26 0.56 1.16 25 0.04 0.38 0.01 6.69 8.79 100.00 0.14 0.03 0.01 5.65 8.53 100.00 34 92 81 65 51 99 0.07 0.36 0.02 6.95 9.36 100.00 0.21 0.03 0.02 5.89 9.18 100.00 40 93 79 61 50 99 0.12 0.30 0.02 7.25 10.21 100.00 0.27 0.02 0.02 6.22 9.59 100.00 42 93 78 59 57 99 0.11 0.15 0.14 7.46 11.23 100.00 0.37 0.02 0.02 6.40 9.92 100.00 34 90 88 60 63 99 0.17 0.08 0.22 7.86 11.09 100.00 0.46 0.02 0.02 6.83 10.47 100.00 35 87 90 60 56 99 7.25 0.79 97 10.53 0.91 98 9.24 1.11 98 6.77 1.14 96 7.12 1.29 96 11.26 1.35 7.82 2.19 77 41 10.29 1.26 7.52 2.10 73 41 8.35 1.21 7.00 2.09 65 42 6.54 1.19 6.64 2.14 51 43 6.22 1.12 6.29 2.20 54 40 36.24 35.07 51 35.66 34.39 52 34.13 33.61 51 33.16 32.12 52 30.09 29.58 49 2.03 14.07 15 1.72 13.72 13 1.51 13.06 13 1.35 11.86 14 1.20 10.02 14 1.19 10.86 7 1.13 11.60 8 1.20 12.69 7 1.61 13.70 9 2.17 16.31 9 0.45 3.93 27 0.23 3.06 28 0.01 3.09 20 0.06 2.96 25 0.13 3.24 25 51.63 69.68 10 49.83 70.22 9 46.38 69.16 10 43.79 67.24 12 40.68 64.99 14 0.45 3.93 27 0.23 3.06 28 0.01 3.09 20 0.06 2.96 25 0.13 3.24 25 2.08 3.13 41 2.03 3.00 41 2.03 3.12 41 2.45 3.33 43 1.88 3.72 29 13.88 68.04 0.24 79.42 96 6 16.37 68.45 0.30 79.30 96 7 17.68 66.11 0.44 79.07 96 7 18.55 64.85 0.62 78.07 95 7 21.29 63.97 0.97 77.18 96 8 4.76 1.82 83 5.76 2.00 87 7.85 2.31 92 9.67 2.65 93 10.36 3.27 91 2.77 3.74 51 2.40 3.34 51 2.06 2.92 53 0.51 2.92 35 0.13 2.68 25 10.64 0.46 98 10.00 0.50 97 10.32 0.55 97 11.46 0.78 96 12.35 1.11 96 13.20 11.40 61 13.10 10.70 64 16.29 11.21 76 19.43 11.85 82 20.41 13.62 79 3.79 1.08 97 3.91 1.10 97 4.39 1.22 98 4.44 1.40 95 4.34 1.38 95 90.00 88.18 75 90.52 88.00 83 90.74 87.84 84 90.93 87.78 86 91.14 87.77 87 0.45 0.14 82 0.57 0.14 83 1.33 0.17 92 1.58 0.24 92 1.65 0.33 89 9.55 100.00 11.60 100.00 22 99 8.91 100.00 11.75 100.00 13 99 7.93 100.00 11.85 100.00 5 99 7.49 100.00 11.84 100.00 5 99 7.20 100.00 11.75 100.00 6 99 Memo: All Brokered Deposits Insured Brokered Deposits 0.69 0.45 4.46 3.93 26 27 0.54 0.23 3.51 3.06 33 28 0.30 0.01 3.52 3.09 27 20 0.25 0.06 3.42 2.96 29 25 0.14 0.13 3.61 3.24 23 25 Loans HFS as a % Loans 0.68 0.60 69 1.15 0.51 83 0.90 0.72 68 0.49 0.98 50 0.51 0.77 58 Percent of Average Assets Loans Held For Sale Loans Not Held For Sale Less: LN&LS Allowance Net Loans & Leases Interest-Bearing Bank Balances Federal Funds Sold & Resales Trading Account Assets Held-to-Maturity Securities Available-for-Sale Securities Total Earning Assets Nonint Cash & Due From Banks Premises, Fix Assts & Cap Leases Other Real Estate Owned Dir & Indir Inv RE Ventures Inv in Unconsolidated Subs Acceptances & Other Assets Total Non-Earning Assets Total Assets Standby Letters of Credit Liabilities Demand Deposits All NOW & ATS Accounts Money Market Deposit Accounts Other Savings Deposits Time Deps At or Below Insurance Limit Less: Fully Insured Brokered Deposits Core Deposits Fully Insured Brokered Deposits Time Deps Above Insurance Limit Deposits in Foreign Offices Total Deposits Federal Funds Purch & Repos Total Fed Home Loan Borrowings Total Other Borrowings Memo: Sht Ter N Core Funding Acceptances & Other Liabilities Total Liabilities (Incl Mortg) Subordinated Notes & Debentures Total Bank Capital & Min Int Total Liabilities & Capital 12/31/2012 BANK PG 1 PCT 0.16 0.61 37 33.00 60.56 5 1.04 1.13 45 32.12 60.77 4 12/31/2011 BANK PG 1 PCT 0.17 0.49 41 32.42 60.42 7 1.24 1.28 50 31.34 60.37 4 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN Analysis Ratios Loss Provision to Average Assets Recoveries to Prior Credit Loss Net Loss to Average Total LN&LS Gross Loss to Average Total LN&LS Recoveries to Average Total LN&LS LN&LS Allowance to LN&LS Not HFS LN&LS Allowance to Total LN&LS LN&LS Allowance to Net Losses (X) LN&LS Allowance to Nonaccrual LN&LS (X) Earnings Coverage of Net Losses (X) Net Losses by Type of LN&LS Real Estate Loans Construction & Land Development 1-4 Family Construction Other Construction & Land Secured by Farmland 1-4 Family Residential Loans Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Loans Non-Farm Non-Residential Mtg Owner Occupied Nonfarm Nonresidential Other Nonfarm Nonresidential RE Loans in Foreign Offices Financial Institution Loans Agricultural Loans Commercial and Industrial Loans Loans to Individuals Credit Card Plans Auto Loans Non-Depository, Other & Muni Loans Loans to Foreign Governments Lease Financing Leases to Individuals All Other Leases Supplemental: Loans to Finance Comml Real Estate Change: Credit Allowance ($000) Beginning Balance Gross Credit Losses 12/31/2015 BANK PG 1 PCT JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Analysis of Credit Allowance and Loan Mix--Page 7 Allowance & Loan Mixa 11/8/2016 6:36:33 PM 12/31/2014 BANK PG 1 PCT 12/31/2011 BANK PG 1 PCT 12/31/2013 BANK PG 1 PCT 12/31/2012 BANK PG 1 PCT 0.06 0.12 34 0.05 0.11 33 -0.07 0.14 9 0.04 0.32 16 0.31 0.47 41 27.50 43.55 31 25.42 35.79 44 18.24 24.18 37 15.13 17.30 48 9.76 12.68 47 0.24 0.13 78 0.34 0.18 83 0.43 0.29 74 0.82 0.60 73 1.11 0.96 60 0.36 0.23 76 0.49 0.30 78 0.61 0.44 75 1.01 0.77 71 1.31 1.13 60 0.12 0.10 68 0.15 0.12 64 0.18 0.14 64 0.19 0.15 65 0.21 0.17 64 1.47 1.11 83 1.76 1.23 86 2.12 1.45 87 2.77 1.74 89 3.59 1.98 92 1.47 1.09 84 1.74 1.21 86 2.08 1.44 85 2.75 1.69 90 3.58 1.92 93 6.67 12.73 44 5.27 13.81 35 4.86 9.57 49 3.44 5.21 49 3.41 2.93 71 1.07 2.11 23 1.00 2.01 22 0.99 1.68 25 0.77 1.45 24 0.99 1.21 45 14.76 33.31 44 10.19 30.02 35 7.68 17.63 44 3.38 10.23 34 3.21 5.61 51 0.09 0.04 73 0.18 0.10 75 0.42 0.26 77 1.21 0.63 79 1.32 1.03 64 -0.04 -0.04 33 -0.09 0.00 28 -0.27 0.30 19 0.00 1.36 31 0.35 2.87 30 -0.48 0.00 0.00 -0.02 -0.05 0.01 6 68 81 -0.62 -0.05 -0.42 -0.08 -0.01 0.03 12 35 2 -2.19 -0.06 1.24 0.06 0.26 0.06 7 29 94 0.48 -0.05 0.00 0.93 1.44 0.22 64 15 59 3.54 0.05 0.00 2.41 2.83 0.38 71 23 52 0.12 0.09 69 0.25 0.15 75 0.53 0.32 76 1.55 0.60 86 1.62 0.80 80 0.38 0.02 0.95 0.00 0.12 0.06 0.22 -0.01 89 43 86 29 0.57 0.05 1.61 0.00 0.17 0.12 0.42 0.03 88 47 88 20 0.99 0.15 3.47 0.00 0.41 0.25 0.85 0.12 81 53 89 54 2.24 0.82 7.61 0.08 0.79 0.48 1.80 0.34 85 75 94 56 2.14 0.94 7.12 0.16 0.90 0.66 1.87 0.71 83 70 93 49 0.01 0.02 55 0.01 0.08 38 0.24 0.19 63 0.27 0.40 53 0.33 0.67 39 0.03 0.04 63 0.07 0.08 60 0.29 0.19 72 0.30 0.36 57 0.25 0.53 43 -0.02 0.01 28 -0.05 0.06 14 0.19 0.18 63 0.24 0.44 51 0.41 0.76 45 0.00 0.04 77 0.14 0.05 84 0.33 0.56 75 0.32 0.59 85 0.00 0.82 63 0.00 -0.24 -0.01 0.06 97 6 -0.01 0.36 0.00 0.04 5 91 -0.03 0.00 0.00 0.09 5 75 -0.02 0.00 0.00 0.13 4 68 0.03 -0.27 0.00 0.26 94 6 0.18 0.20 52 0.23 0.18 70 0.33 0.32 61 0.16 0.51 31 1.09 0.81 72 1.11 2.40 0.47 0.72 2.37 0.19 76 52 75 1.43 2.98 0.42 0.81 2.39 0.19 79 64 74 1.40 3.18 0.38 0.96 2.51 0.13 73 64 76 1.73 3.86 0.48 1.09 2.37 0.20 74 76 75 2.15 5.25 0.39 1.35 3.58 0.45 75 71 62 0.11 0.14 66 0.15 0.26 65 0.07 0.23 61 0.11 0.41 58 0.12 0.79 50 0.00 0.00 94 0.00 0.00 95 0.00 0.00 90 0.00 0.00 95 0.00 -0.10 94 0.00 N/A 0.00 0.13 0.20 0.11 61 N/A 66 -0.16 N/A -0.16 0.13 -1.04 0.08 10 N/A 9 0.00 N/A 0.00 0.02 -1.45 0.02 64 N/A 66 -0.10 N/A -0.10 0.17 0.09 0.12 10 N/A 10 0.00 N/A 0.00 0.19 -0.32 0.14 55 N/A 58 0.00 0.00 89 -0.01 0.00 15 -0.19 0.02 8 -0.06 0.41 8 1.57 0.17 91 11,352,000 13,134,000 17,191,000 21,507,000 22,435,000 2,480,000 3,124,000 3,820,000 6,135,000 7,484,000 Memo: Loans HFS Writedown Recoveries Net Credit Losses Provision: Loan & Lease Losses Other Adjustments LN&LS Allowance Average Total Loans & Leases 5,000 72,000 53,000 41,000 222,000 859,000 1,621,000 971,000 2,153,000 1,119,000 2,701,000 1,132,000 5,003,000 1,173,000 6,311,000 1,210,000 915,000 -1,294,000 681,000 5,379,000 -134,000 10,807,000 -544,000 11,352,000 -62,000 13,134,000 6,000 17,191,000 4,000 21,507,000 687,899,250 636,613,500 621,289,750 608,179,000 570,458,250 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Analysis of Credit Allowance and Loan Mix--Page 7A 12/31/2015 Loan Mix, % Average Gross LN&LS Real Estate Loans Construction & Development 1-4 Family Construction Other Const & Land Development Secured by Farmland 1-4 Family Residential Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Non-Farm Non-Residential Owner Occupied NonFarm Non-Residential Other Non-Farm NonResidential RE Loans in Foreign Offices Financial Institution Loans Agricultural Loans Commercial & Industrial Loans Loans to Individuals Credit Card Loans Auto Loans Municipal Loans Non-Depository and Other Loans to Foreign Governments Lease Financing Receivables Leases to Individuals All Other Leases Supplemental: Loans to Finance Comml Real Est Foreign Office Loans & Leases Memorandum (% of Avg Tot Loans): Loans & Lease Commitments Officer, Shareholder Loans Officer, Shareholder Loans to Assets Other Real Estate Owned % Assets Construction & Land Development Farmland 1-4 Family Multifamily Non-Farm Non-Residential Foreclosed GNMA Foreign Offices Subtotal Direct and Indirect Inv Total Asset Servicing % Assets Mortgage Servicing w/ Recourse Mortgage Servicing w/o Recourse 12/31/2014 12/31/2013 Allowance & Loan Mixb 11/8/2016 6:36:34 PM 12/31/2012 12/31/2011 BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT 46.24 63.84 24 44.29 63.67 19 44.24 63.37 18 45.16 63.98 18 49.41 65.62 22 0.82 4.99 15 0.69 4.54 14 0.59 4.28 9 0.68 4.69 15 0.84 6.10 13 0.06 1.00 18 0.05 0.87 19 0.06 0.77 17 0.07 0.80 19 0.07 1.09 19 0.76 3.79 17 0.64 3.29 15 0.53 3.36 11 0.62 3.53 16 0.77 4.55 14 0.04 33.04 8.20 24.35 0.49 7.89 4.03 0.78 23.10 3.99 17.45 0.64 3.85 25.38 32 77 80 74 47 85 7 0.04 31.42 9.87 20.90 0.65 7.41 4.25 0.75 23.93 4.36 17.69 0.75 3.39 25.10 31 70 85 63 51 85 9 0.04 32.26 11.33 20.10 0.83 6.67 4.29 0.69 24.48 4.48 17.98 0.86 3.30 25.12 29 71 92 61 53 85 8 0.04 34.00 12.29 20.62 1.09 5.88 4.32 0.71 25.83 4.91 18.71 1.05 2.76 24.61 31 73 92 61 56 84 11 0.04 38.63 14.26 22.92 1.46 5.71 4.02 0.76 25.24 5.05 17.57 1.26 2.70 25.51 28 83 95 72 59 84 11 2.13 9.76 13 2.25 9.40 16 2.25 9.62 15 2.15 9.52 17 1.92 9.82 17 1.90 15.14 7 2.00 14.63 9 2.03 14.40 8 2.17 13.31 9 2.11 14.52 11 0.43 0.22 86 0.48 0.22 84 0.40 0.18 86 0.24 0.19 83 0.16 0.14 83 2.39 0.10 0.04 0.48 96 56 3.23 0.12 0.06 0.46 95 58 4.00 0.12 0.10 0.41 95 58 4.18 0.11 0.11 0.44 96 53 4.10 0.12 0.12 0.42 96 53 18.88 19.74 55 19.53 20.15 56 19.89 20.40 52 19.68 19.58 56 17.45 17.99 53 13.50 3.81 6.53 2.29 16.39 5.80 0.30 2.12 1.39 2.76 80 94 81 75 92 14.25 4.08 6.63 2.15 16.17 5.61 0.34 2.04 1.20 2.58 82 93 82 75 92 13.98 3.88 6.51 1.95 15.58 5.58 0.34 1.95 1.08 2.30 82 93 84 75 93 13.98 4.02 6.48 1.72 14.98 6.12 0.41 1.95 0.99 1.89 80 93 84 74 94 14.21 3.80 6.93 1.18 13.30 6.32 0.40 1.89 0.87 1.84 81 92 85 69 93 0.15 0.00 96 0.16 0.00 95 0.11 0.00 94 0.01 0.00 93 0.01 0.00 92 0.06 0.00 0.06 0.64 0.00 0.59 52 89 54 0.10 0.00 0.10 0.69 0.00 0.63 56 87 57 0.13 0.00 0.13 0.80 0.00 0.73 54 84 55 0.17 0.00 0.17 0.81 0.00 0.74 54 83 54 0.23 0.00 0.23 0.81 0.01 0.71 58 83 58 2.14 0.47 90 1.67 0.42 88 1.28 0.42 85 1.27 0.43 84 1.39 0.44 85 12.76 0.16 98 16.16 0.18 98 17.61 0.24 98 16.79 0.25 97 14.30 0.25 97 60.68 32.65 87 67.09 33.41 87 62.49 33.07 88 58.06 32.18 86 55.70 30.10 87 0.19 0.44 47 0.20 0.49 47 0.24 0.50 48 0.25 0.53 50 0.27 0.52 48 0.07 0.30 41 0.06 0.32 40 0.08 0.31 42 0.08 0.32 42 0.09 0.32 43 0.00 0.05 22 0.00 0.07 22 0.00 0.11 18 0.00 0.16 17 0.00 0.21 20 0.00 0.02 0.00 0.00 0.02 0.00 0.00 0.03 0.00 0.04 0.00 0.00 75 45 66 26 95 92 0.00 0.03 0.00 0.00 0.04 0.00 0.00 0.04 0.00 0.06 0.00 0.00 70 52 58 23 95 91 0.00 0.03 0.00 0.00 0.09 0.00 0.00 0.05 0.00 0.08 0.00 0.00 70 52 56 18 96 89 0.00 0.04 0.00 0.00 0.07 0.00 0.00 0.07 0.01 0.09 0.00 0.00 66 46 45 21 94 88 0.00 0.05 0.00 0.01 0.11 0.00 0.00 0.09 0.01 0.11 0.00 0.00 61 44 49 24 97 93 0.04 0.38 0.42 0.14 0.03 0.20 34 92 79 0.07 0.36 0.43 0.21 0.03 0.27 40 93 72 0.12 0.30 0.42 0.27 0.02 0.33 42 93 66 0.11 0.15 0.26 0.37 0.02 0.43 34 90 44 0.17 0.08 0.25 0.46 0.02 0.51 35 87 36 0.78 0.03 95 0.97 0.04 94 1.34 0.04 95 1.94 0.06 96 3.50 0.03 98 34.44 7.52 89 35.65 6.84 91 41.07 7.62 91 43.95 8.04 91 46.49 7.73 90 Other Financial Assets Total 20.03 55.25 1.35 10.34 96 91 17.76 54.38 1.19 9.46 97 92 16.04 58.45 1.05 9.94 96 93 16.07 61.95 1.02 10.46 96 93 16.79 66.78 1.06 10.43 96 93 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Analysis of Concentrations of Credit--Page 7B 12/31/2015 Loan & Leases as a % of Total Capital Real Estate Loans Construction & Development 1-4 Family Construction Other Const & Land Development Secured by Farmland 1-4 Family Residential Home Equity Loans 1-4 Family 1st Lien Loans 1-4 Family Jr Lien Loans Multifamily Non-Farm Non-Residential Owner Occupied NonFarm Non-Residential Other Non-Farm NonResidential RE Loans in Foreign Offices Financial Institution Loans Agricultural Loans Commercial & Industrial Loans Loans to Individuals Credit Card Loans Auto Loans Municipal Loans Non-Depository and Other Loans to Foreign Governments Lease Financing Receivables Leases to Individuals All Other Leases Supplemental: Loans to Finance Commercial Real Estate Foreign Office Loans & Leases Commercial Real Estate Loans as a % of Total Capital: Non-owner OCC Commercial Real Estate Total Commercial Real Estate Commercial Real Estate Loans as a % of Total LN&LS: Construction & Development Non-owner OCC Commercial Real Estate Total Commercial Real Estate 12/31/2014 12/31/2013 12/31/2012 Concentrations of Credit 11/8/2016 6:36:36 PM 12/31/2011 BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT 191.88 421.05 10 167.11 403.86 10 168.91 386.79 11 187.96 375.73 15 204.62 381.78 17 3.35 34.81 13 2.88 29.95 15 2.31 26.68 11 2.37 24.59 12 3.35 32.31 14 0.26 6.95 18 0.21 5.78 16 0.18 4.91 17 0.26 4.57 19 0.27 5.65 18 3.09 26.53 13 2.67 21.69 15 2.13 19.69 11 2.11 19.53 13 3.08 24.26 15 0.15 138.42 29.42 107.35 1.65 32.10 15.99 4.83 149.54 26.18 113.46 3.97 26.87 170.01 29 47 55 51 31 64 6 0.15 117.83 34.49 81.20 2.14 28.98 15.66 4.45 150.55 27.80 111.50 4.59 22.88 161.90 31 38 58 37 35 66 9 0.13 120.94 40.16 77.97 2.80 27.25 16.30 4.15 148.01 27.40 108.85 4.92 20.16 155.03 29 39 65 35 37 68 8 0.15 139.38 51.48 83.93 3.96 26.38 18.39 4.19 157.01 28.57 115.28 5.90 17.19 138.77 29 44 74 37 40 74 10 0.14 157.67 57.33 94.86 5.48 24.55 18.00 4.34 151.39 30.65 106.14 7.10 16.32 150.10 25 51 76 48 45 72 12 8.35 61.15 12 8.32 59.92 15 8.49 59.25 14 9.52 56.28 16 8.47 57.89 14 7.64 102.61 6 7.35 95.22 8 7.80 89.50 7 8.88 79.25 10 9.53 81.31 11 1.87 1.37 82 1.62 1.27 79 2.00 1.42 82 1.28 0.91 83 0.92 0.73 83 8.80 0.45 0.21 3.04 95 53 10.85 0.41 0.30 2.89 95 52 13.35 0.48 0.48 2.62 95 51 16.46 0.44 0.51 2.62 96 49 20.74 0.53 0.59 2.52 96 51 73.63 125.34 27 72.71 125.92 28 74.77 123.30 31 84.67 118.35 38 84.73 107.40 41 51.74 14.91 25.97 9.84 64.66 36.90 1.77 13.57 9.53 16.42 69 92 75 61 89 53.90 15.64 25.07 8.13 62.27 34.93 1.98 13.72 8.24 15.28 70 91 74 64 90 54.46 15.82 25.09 8.25 60.90 34.69 2.09 13.04 7.51 13.26 71 93 75 66 91 58.79 16.41 27.08 8.10 68.99 36.48 2.41 12.57 6.69 10.59 73 92 79 68 93 62.28 18.60 28.92 6.68 61.81 36.33 2.61 11.87 5.81 10.09 74 92 79 65 94 0.49 0.00 96 0.56 0.00 97 0.62 0.01 95 0.08 0.00 94 0.06 0.00 93 0.21 0.00 0.21 3.77 0.00 3.51 51 90 52 0.30 0.00 0.30 3.97 0.00 3.61 52 88 53 0.44 0.00 0.44 4.66 0.01 4.26 51 86 53 0.62 0.00 0.62 4.68 0.01 4.30 53 84 53 0.81 0.00 0.81 4.19 0.04 3.70 55 84 57 9.08 3.08 85 7.20 2.73 82 5.21 2.45 80 4.79 2.45 77 6.42 2.30 83 45.02 0.65 96 53.47 0.90 97 64.51 1.04 97 73.59 1.04 98 71.28 1.09 98 52.17 180.80 13 46.41 162.66 15 42.57 150.67 15 42.42 137.11 17 43.86 143.96 17 60.52 252.09 10 54.73 233.59 12 51.06 219.49 11 51.93 201.87 15 52.32 210.09 13 0.83 5.20 13 0.77 4.62 16 0.60 4.27 11 0.56 4.08 13 0.76 5.36 14 12.99 27.15 16 12.34 25.10 18 11.14 24.38 18 9.95 22.92 17 9.92 24.41 17 15.07 37.77 13 14.55 35.75 13 13.36 35.34 13 12.19 33.55 13 11.83 35.58 14 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Analysis of Past Due, Nonaccrual & Restructured--Page 8 12/31/2015 % of Non-Current LN&LS by Loan Type Real Estate LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Const & Land Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 1-4 Fam Cons & L Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Other Const & Land Dev-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Secured by Farmland-90+ Day P/D -Nonaccrual -Total -30-89 DAYS P/D 1-4 Family Mtg-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Home Equity Loans -90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 1-4 Family 1st Lien Lns-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D 1-4 Family Jr Lien Lns-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Multifamily Loans-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Non-Farm Non-Res Mtg-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Own Occ Non-Farm NonRes-90+ Days P/D -Nonaccrual 12/31/2014 12/31/2013 PD, Nonacc & Rest Loans-a 11/8/2016 6:36:38 PM 12/31/2012 12/31/2011 BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT 1.64 0.17 93 2.59 0.28 94 2.94 0.39 92 3.49 0.66 89 4.59 0.81 89 2.51 4.15 1.32 0.77 1.00 0.41 93 94 92 3.62 6.21 1.67 1.04 1.41 0.49 95 94 93 4.44 7.38 1.66 1.48 2.04 0.65 95 94 91 7.55 11.04 1.89 2.20 3.15 0.89 94 93 86 7.05 11.64 2.14 2.99 4.24 1.00 89 90 84 0.15 0.07 81 0.74 0.21 85 0.39 0.47 76 2.27 1.02 81 1.73 1.55 78 0.46 0.60 1.39 0.59 0.75 0.20 56 57 95 0.38 1.12 0.60 1.15 1.71 0.26 39 55 81 0.79 1.18 0.45 2.39 3.48 0.35 35 31 70 1.84 4.11 0.89 5.22 7.43 0.89 30 41 63 5.68 7.41 0.75 8.18 11.24 0.98 43 42 55 1.91 0.08 94 4.16 0.16 93 5.15 0.50 92 8.36 0.99 90 12.50 2.02 89 5.10 7.01 4.03 0.50 0.74 0.25 93 93 96 4.71 8.86 2.22 1.21 1.95 0.25 86 87 93 6.53 11.68 0.00 2.22 3.60 0.32 85 85 50 7.05 15.40 0.00 4.41 6.84 0.72 72 80 40 12.50 25.00 0.00 8.10 12.30 1.04 72 80 40 0.00 0.07 68 0.47 0.21 83 0.00 0.44 58 1.52 1.09 78 0.79 1.50 76 0.07 0.07 1.16 0.59 0.77 0.17 35 32 93 0.04 0.52 0.47 1.12 1.68 0.24 27 40 75 0.31 0.31 0.48 2.36 3.46 0.33 29 21 70 1.19 2.71 1.00 5.37 7.76 0.88 27 28 68 5.08 5.87 0.81 7.94 11.05 0.96 43 36 59 0.00 0.10 77 0.00 0.14 76 0.00 0.17 76 0.00 0.33 70 0.00 0.62 70 0.00 0.00 0.00 0.83 1.22 0.17 43 39 53 1.98 1.98 0.79 1.09 1.56 0.17 80 74 90 4.27 4.27 0.00 2.16 2.83 0.27 84 80 54 1.37 1.37 0.00 2.20 3.17 0.31 59 51 48 1.60 1.60 1.06 2.39 3.97 0.40 57 47 79 2.26 3.34 5.61 1.73 0.28 1.05 1.47 0.70 91 91 91 89 3.65 4.93 8.58 2.25 0.37 1.35 1.91 0.80 94 93 93 93 4.08 5.90 9.98 2.18 0.50 1.69 2.49 1.02 93 93 93 85 4.66 9.79 14.45 2.33 0.68 2.17 3.18 1.15 90 94 94 83 5.89 8.55 14.44 2.59 0.80 2.30 3.41 1.28 92 92 95 85 1.19 0.07 97 1.31 0.08 97 1.01 0.09 93 1.70 0.18 94 1.83 0.19 95 2.99 4.18 1.01 0.92 1.09 0.45 87 89 83 2.98 4.29 1.04 0.99 1.18 0.48 86 92 86 3.07 4.08 1.14 1.05 1.24 0.53 88 91 83 2.99 4.68 1.30 1.02 1.34 0.62 89 92 81 1.08 2.91 1.75 0.87 1.16 0.69 66 87 89 2.58 0.33 91 4.72 0.46 94 5.79 0.68 92 6.64 0.87 93 8.64 1.03 93 3.44 6.02 1.93 1.04 1.53 0.72 91 91 89 5.78 10.50 2.77 1.33 2.09 0.84 95 94 93 7.43 13.22 2.71 1.79 2.90 1.11 94 94 88 14.17 20.82 2.96 2.32 3.59 1.23 96 97 84 13.42 22.06 3.06 2.75 4.18 1.47 97 97 83 0.56 0.22 83 0.94 0.30 85 0.65 0.35 80 1.03 0.53 81 0.77 0.52 75 3.57 4.14 1.75 2.11 2.57 0.89 73 72 79 3.80 4.75 1.97 2.11 2.71 0.96 75 76 81 3.82 4.47 2.11 2.44 3.34 1.18 73 71 79 5.29 6.32 2.47 3.00 4.13 1.39 80 76 80 2.43 3.19 3.07 2.57 3.55 1.46 57 55 86 0.02 0.03 82 0.00 0.07 71 0.02 0.13 72 0.02 0.32 68 0.02 0.38 70 0.15 0.17 0.13 0.21 0.28 0.08 64 60 77 0.26 0.26 0.11 0.29 0.47 0.14 64 57 66 0.45 0.47 0.20 0.53 0.90 0.19 62 55 68 0.67 0.69 0.48 1.15 1.76 0.42 56 50 68 1.32 1.34 0.46 1.99 2.92 0.52 54 48 61 0.01 0.06 60 0.05 0.13 65 0.04 0.19 64 0.11 0.27 66 0.19 0.39 68 0.78 0.79 0.31 0.53 0.62 0.19 71 64 76 0.94 0.99 0.62 0.78 0.96 0.23 66 57 88 1.33 1.38 0.65 1.17 1.47 0.35 61 51 77 1.75 1.87 0.82 1.67 2.30 0.48 53 49 77 2.36 2.55 0.89 2.27 2.99 0.64 54 47 68 0.01 0.06 64 0.00 0.13 54 0.03 0.19 65 0.05 0.32 60 0.00 0.31 48 0.97 0.72 67 1.00 0.88 62 1.45 1.27 61 1.74 1.81 56 2.50 2.24 58 -Total -30-89 DAYS P/D Other Non-Farm Non-Res90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D RE Lns in Foreign Offices90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Supplemental: LNS Fin Coml RE-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Non-Current LN&LS ($000) 90 Days and Over Past Due Total Nonaccrual LN&LS Total Non-Current LN&LS LN&LS 30-89 Days Past Due Gtyd LN&LS 90+ Days P/D Gtyd LN&LS on Nonaccrual Gtyd LN&LS 30-89 Days P/D Restructured LN&LS 90+ Days P/D Restructured LN&LS Nonaccrual Restructured LN&LS 30-89 Days P/D Current 1-4 Family Restru LN&LS Current Other Restructured LN&LS Loans Secured 1-4 RE in Foreclosure Other Real Estate Owned 0.98 0.34 0.83 0.22 63 70 1.00 0.30 1.09 0.29 54 58 1.48 0.81 1.59 0.41 51 81 1.79 0.93 2.49 0.54 46 77 2.50 0.73 2.87 0.59 48 64 0.01 0.05 62 0.10 0.14 74 0.06 0.19 69 0.18 0.32 70 0.36 0.46 75 0.57 0.58 0.29 0.39 0.48 0.15 71 63 76 0.88 0.98 0.97 0.66 0.88 0.18 67 61 95 1.20 1.26 0.46 1.11 1.46 0.30 62 54 73 1.76 1.95 0.71 1.63 2.22 0.48 60 50 70 2.24 2.60 1.04 2.30 3.25 0.66 54 48 73 0.00 0.11 77 0.00 0.06 84 0.00 0.13 75 0.00 0.01 85 0.00 0.60 78 0.00 0.00 0.00 1.83 1.95 0.50 66 61 66 0.11 0.11 0.00 1.88 1.94 0.71 68 63 68 0.42 0.42 0.00 0.90 1.03 0.66 62 56 56 0.05 0.05 0.00 4.98 5.69 0.55 55 55 65 0.08 0.08 0.00 8.02 8.62 0.82 52 52 63 0.00 0.00 94 0.00 0.00 88 0.00 0.00 89 0.00 0.00 88 0.00 0.00 86 0.20 0.20 0.19 0.06 0.07 0.03 88 87 90 0.00 0.00 0.10 0.13 0.17 0.05 71 68 86 0.07 0.07 0.57 0.22 0.24 0.04 74 72 92 0.01 0.01 0.31 0.23 0.28 0.08 67 65 85 0.11 0.11 0.87 0.49 0.60 0.10 63 62 91 6,361,000 10,075,000 16,436,000 8,126,000 11,334,000 19,460,000 8,900,000 13,214,000 22,114,000 10,498,000 22,209,000 32,707,000 13,710,000 21,702,000 35,412,000 7,388,000 8,172,000 7,571,000 8,252,000 8,854,000 284,000 31,000 236,000 360,000 34,000 286,000 421,000 38,000 310,000 513,000 66,000 373,000 614,000 794,000 1,097,000 535,000 948,000 1,006,000 28,000 3,480,000 4,816,000 5,621,000 6,571,000 10,462,000 5,117,000 939,000 1,093,000 1,157,000 827,000 1,982,000 7,005,000 8,216,000 11,304,000 9,161,000 23,447,000 408,000 513,000 672,000 939,000 1,471,000 8,544,000 10,498,000 14,745,000 22,394,000 26,364,000 680,000 944,000 2,697,000 2,264,000 1,713,000 FDIC Certificate # 628 OCC Charter # 8 Public Report FRB District/ID_RSSD 4 / 852218 County: FRANKLIN JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Analysis of Past Due, Nonaccrual & Restructured--Page 8A 12/31/2015 % of Non-Current LN&LS by Loan Type Financial Institution LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Coml & Indust LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Agricultural LNS-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Loans to Individuals-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Credit Card Plans-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Auto Loans -Nonaccrual -Total -30-89 DAYS P/D Non-depository, Other and Muni-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Lease Financing-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Leases to Individuals-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D All Other Leases-90+ Days P/D -Nonaccrual -Total -30-89 DAYS P/D Total LN&LS-90+ Days Past Due -Nonaccrual -Total -30-89 DAYS P/D Other Pertinent Ratios: Non-Cur LN&LS to-LN&LS Allowance -Equity Capital 12/31/2014 12/31/2013 PD, Nonacc & Rest Loans-b 11/8/2016 6:36:41 PM 12/31/2012 12/31/2011 BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT BANK PG 1 PCT 0.06 0.00 96 0.00 0.15 96 0.03 0.00 96 0.00 0.00 94 0.00 0.00 92 0.00 0.06 0.00 0.00 0.00 0.04 96 96 95 0.00 0.00 0.00 0.00 0.15 0.04 98 96 95 0.00 0.03 0.00 0.01 0.00 0.02 95 95 95 0.00 0.00 0.02 0.00 0.00 0.01 93 93 91 0.00 0.00 0.00 0.00 0.02 0.04 91 87 89 0.05 0.03 75 0.03 0.04 68 0.03 0.05 60 0.05 0.10 62 0.05 0.16 61 0.56 0.61 0.23 0.74 0.80 0.23 48 48 63 0.28 0.31 0.52 0.57 0.66 0.25 40 38 80 0.45 0.47 0.52 0.65 0.75 0.27 45 41 84 0.83 0.88 0.66 0.92 1.17 0.37 55 50 72 1.23 1.28 0.54 1.29 1.68 0.51 53 48 62 0.00 0.01 84 0.42 0.00 96 0.25 0.02 92 0.00 0.01 84 0.00 0.03 75 0.00 0.00 0.12 0.42 0.51 0.12 54 52 71 0.14 0.56 1.53 0.40 0.49 0.10 62 76 96 0.38 0.63 1.78 0.28 0.58 0.16 77 77 93 0.31 0.31 0.00 0.36 0.48 0.23 70 66 54 0.14 0.14 0.28 0.58 0.83 0.22 58 56 68 0.54 0.10 91 0.59 0.12 90 0.70 0.20 86 0.89 0.20 88 1.03 0.30 85 0.40 0.94 1.58 0.21 0.36 0.74 76 84 84 0.45 1.04 1.64 0.21 0.40 0.84 78 85 81 0.26 0.96 1.77 0.24 0.54 1.00 68 75 81 0.28 1.17 1.98 0.29 0.59 1.09 61 77 79 0.24 1.27 1.99 0.33 0.77 1.34 57 72 72 0.76 0.52 62 0.62 0.45 60 0.74 0.45 69 0.95 0.50 73 1.26 0.52 79 0.00 0.76 0.76 0.09 0.68 1.02 76 54 36 0.00 0.62 0.67 0.08 0.63 1.04 77 50 32 0.00 0.74 0.84 0.10 0.68 0.98 73 56 45 0.00 0.95 1.05 0.17 0.79 1.09 72 62 46 0.00 1.26 1.28 0.30 0.93 1.20 66 64 54 0.00 0.24 0.24 1.38 0.02 0.18 0.22 0.73 65 72 67 79 0.00 0.26 0.26 1.28 0.02 0.19 0.24 0.75 63 75 70 75 0.00 0.29 0.29 1.19 0.03 0.21 0.26 1.11 54 73 69 64 0.00 0.39 0.39 1.28 0.05 0.23 0.34 1.25 51 77 70 65 0.00 0.29 0.29 1.07 0.05 0.31 0.43 1.52 51 69 60 49 0.00 0.00 79 0.01 0.01 83 0.01 0.01 82 0.02 0.01 84 0.01 0.02 76 0.09 0.09 0.67 0.08 0.10 0.08 79 74 93 0.07 0.08 0.93 0.10 0.13 0.13 73 68 91 0.01 0.02 0.60 0.13 0.19 0.13 64 61 90 0.07 0.09 0.45 0.14 0.22 0.19 68 60 81 0.50 0.51 0.63 0.35 0.46 0.23 74 70 84 0.00 0.01 82 0.00 0.01 82 0.00 0.01 79 0.00 0.01 78 0.00 0.02 71 0.00 0.00 6.15 0.24 0.27 0.21 57 53 98 0.00 0.00 0.19 0.15 0.17 0.18 56 51 71 0.00 0.00 0.00 0.22 0.25 0.35 54 50 48 0.00 0.00 0.00 0.49 0.52 0.29 48 44 44 0.00 0.00 0.09 0.78 0.84 0.52 43 39 46 N/A 0.00 N/A N/A 0.01 N/A N/A 0.00 N/A N/A 0.04 N/A N/A 0.09 N/A N/A N/A N/A 0.09 0.10 0.46 N/A N/A N/A N/A N/A N/A 0.55 0.58 0.50 N/A N/A N/A N/A N/A N/A 1.04 1.06 1.00 N/A N/A N/A N/A N/A N/A 0.40 0.59 0.96 N/A N/A N/A N/A N/A N/A 0.20 0.34 1.11 N/A N/A N/A 0.00 0.01 83 0.00 0.01 83 0.00 0.01 78 0.00 0.01 78 0.00 0.02 71 0.00 0.00 6.15 0.28 0.32 0.20 56 52 98 0.00 0.00 0.19 0.13 0.15 0.16 58 54 72 0.00 0.00 0.00 0.23 0.28 0.38 53 49 47 0.00 0.00 0.00 0.39 0.43 0.28 48 43 44 0.00 0.00 0.09 0.93 1.05 0.55 40 37 46 0.86 0.14 92 1.25 0.20 91 1.41 0.29 89 1.68 0.47 86 2.28 0.61 87 1.37 2.23 1.00 0.68 0.85 0.41 88 94 89 1.74 2.98 1.25 0.78 1.05 0.48 90 92 90 2.09 3.50 1.20 1.07 1.49 0.60 87 90 88 3.55 5.23 1.32 1.58 2.27 0.77 89 87 81 3.61 5.89 1.47 2.22 3.17 0.96 80 82 79 152.09 87.09 84 171.42 95.30 83 168.37 109.75 78 190.26 134.97 75 164.65 164.40 62 8.41 5.01 82 10.48 5.87 84 13.08 8.18 80 22.40 11.88 82 27.08 17.09 78 % Total P/D LN&LS-Incl Nonaccrual Non Curr LNS+OREO to LNS+OREO Non-Curr Restruct Debt/Gr LN&LS Curr+Non-Curr Restruct/GR LN&LS Current Restruct LN&LS Loans Sec 1-4 Fam RE in Forclosure as % Total Loans Sec 1-4 Fam RE Gtyd LN&LS 90+ P/D / LN&LS 90+ P/D Gtyd Nonaccrual LN&LS / Nonaccrual LN&LS Gtyd LN&LS 30-89 P/D / LN&LS 30-89 P/D 3.24 1.28 91 4.24 1.56 92 4.69 2.11 91 6.54 3.05 87 7.36 4.17 83 2.32 1.05 90 3.12 1.35 88 3.91 1.91 86 5.57 2.82 83 6.15 3.95 79 0.73 0.20 94 1.01 0.24 93 1.20 0.35 93 1.68 0.52 91 1.43 0.52 88 1.73 0.66 88 2.35 0.81 90 3.09 1.08 89 3.29 1.34 85 5.57 1.37 96 1.01 0.40 82 1.34 0.50 84 1.89 0.65 87 1.61 0.79 80 4.14 0.80 97 3.37 0.39 94 5.14 0.60 94 7.37 0.79 97 10.94 1.08 97 12.29 1.16 98 4.46 6.75 69 4.43 11.31 62 4.73 15.69 59 4.89 14.76 63 4.48 17.95 54 0.31 2.16 45 0.30 3.45 43 0.29 4.13 42 0.30 3.44 45 3.66 4.08 73 3.19 2.40 73 3.50 4.12 69 4.09 5.58 65 4.52 6.81 66 12.39 8.78 73 FDIC Certificate # 628 FRB District/ID_RSSD 4 / 852218 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION ; COLUMBUS , OH Interest Rate Risk OCC Charter # 8 County: FRANKLIN Interest Rate Risk Analysis as a Percent of Assets--Page 9 11/8/2016 6:36:43 PM Public Report 12/31/2015 BANK PG 1 PCT 12/31/2014 BANK PG 1 PCT 12/31/2013 BANK PG 1 PCT 12/31/2012 BANK PG 1 PCT 12/31/2011 BANK PG 1 PCT 14.55 17.19 43 11.25 17.16 30 11.08 17.38 26 10.36 17.70 24 11.26 17.21 29 10.21 4.77 85 7.49 4.73 78 6.85 4.74 76 5.85 5.01 69 5.85 4.38 69 2.02 5.88 23 1.88 5.68 23 2.19 5.64 26 2.23 5.37 28 2.61 5.42 34 36.07 63.13 5 33.06 61.48 4 34.37 60.24 5 36.22 57.21 9 35.33 56.58 8 2.19 1.86 65 1.85 2.07 55 1.52 2.01 50 1.23 1.92 46 1.16 1.86 47 4.61 11.23 15 4.03 10.69 13 4.35 10.32 13 4.37 8.68 22 4.19 7.16 27 12.41 7.17 81 9.34 7.31 70 8.37 7.19 69 7.08 7.42 58 7.01 6.72 62 CMO'S Total Avg Life Over 3 Years 2.17 0.95 4.57 3.36 36 30 2.97 0.83 4.68 3.26 42 31 3.53 0.69 4.89 3.46 48 29 4.12 1.39 5.23 2.28 51 45 4.94 4.21 5.16 2.03 58 81 Structured Notes Mortgage Servicing (FV) Total 0.00 0.35 0.35 0.04 0.08 0.16 74 87 79 0.00 0.36 0.36 0.08 0.08 0.20 72 88 76 0.00 0.49 0.49 0.10 0.08 0.24 71 92 78 0.00 0.40 0.40 0.11 0.07 0.22 73 91 75 0.00 0.40 0.40 0.16 0.07 0.29 64 90 73 12.31 2.56 201.23 14.91 3.14 25.02 41 60 98 14.04 2.37 263.41 15.06 3.02 24.75 54 59 98 15.93 1.24 327.52 15.95 2.79 25.28 59 55 99 18.89 0.00 366.71 17.39 2.09 24.66 60 36 98 19.54 0.00 373.04 17.59 1.83 24.26 62 38 98 0.08 0.02 84 0.09 0.04 77 -0.02 -0.04 35 0.00 0.07 49 0.00 0.06 51 0.89 0.29 84 1.21 0.50 80 -0.21 -0.48 33 0.00 0.79 49 0.00 0.65 51 Contractual Mat/Reprice Data Loans/Securities Over 3 Year Liabilities Over 3 Year Net Over 3 Year Position 24.21 0.70 23.51 42.95 1.78 40.90 12 33 13 19.87 0.55 19.32 42.70 1.86 40.58 7 24 6 19.74 0.50 19.24 42.48 2.05 40.13 6 21 8 19.19 0.74 18.45 37.68 2.08 35.16 9 31 10 22.01 0.54 21.47 34.68 2.38 31.82 16 23 20 Loans/Securities Over 1 Year Liabilities Over 1 Year Net Over 1 Year Position 29.02 0.98 28