EFTA01582577

Statement of Account *" ALL AMOUNTS IN US DOLLAR *** INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 736FY UNDISCLOSED 06/01/06 TO 06/30/06 14 OF 20 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE DESCRIPTION MONTH PRICE DEBIT CREDIT 01 06/19 MRKD/MARKET MARK TO MARKET 676,866.39 01 06/19 JOURNAL 775,000 CONSECO INC CVT 03.5000 09/30/2035 JNL SHORT A/C TO MARGIN A/C 03 06/19 MRKD/MARKET MARK TO MARKET 676,866.39 03 06/19 JOURNAL -775,000 CONSECO INC CVT 03.5000 09/30/2035 JNL SHORT A/C TO MARGIN A/C 03 06/19 JOURNAL 400 AMERICAN FINL GROUP INC 16,410.60 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 06/20 MRKD/MARKET MARK TO MARKET 99,448.55 03 06/20 MRKD/MARKET MARK TO MARKET 99,448.55 03 06/20 JOURNAL 1,000 MASCO CORP 27,985.50 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 06/21 MRKD/MARKET MARK TO MARKET 197,255.32 01 06/21 JOURNAL -2,000 TJX COMPANIES INC NEW 45,339.80 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 06/21 MRKD/MARKET MARK TO MARKET 197,255.32 03 06/21 JOURNAL 2,000 TJX COMPANIES INC NEW 45,339.80 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 06/22 MRKD/MARKET MARK TO MARKET 60,001.79 03 06/22 MRKD/MARKET MARK TO MARKET 60,001.79 01 06/23 NNW/MARKET NARK TO MARKET 23,601.62 03 06/23 NNW/MARKET MARK TO MARKET 23,601.62 01 06/26 MRKD/MARKET MARK TO MARKET 141,129.26 03 06/26 MRED/NARKET MARK TO MARKET 141,129.26 01 06/27 MRKD/MARKET MARK TO MARKET 166,009.15 03 06/27 MRKD/MARKET NARK TO MARKET 166,009.15 03 06/27 JOURNAL 150 VALASSIS COMMUNICATIONS INC 3,996.03 OFFSHORE ARRANGING FLIP CREDIT SUISSE TO 736FY0 FROM 746FY0 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062123 EFTA01582577