EFTA Document EFTA01582442

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 08/01/06 TO 08/31/06 12 OF 18 ALL AMOUNTS IN US DOLLAR ••* TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 08/14 MRKD/MARKET MARK TO MARKET 642,023.17 03 08/14 JOURNAL 775,000 CONSECO INC CVT 03.5000 09/30/2035 CLOSE SHORT VS BOX 03 08/14 JOURNAL 800 EDO CORPORATION 17,596.56 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/15 MRKD/MARKET MARK TO MARKET 152,629.66 01 08/15 JOURNAL 775,000 CONSECO INC CVT 831,601.01 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/15 JOURNAL -775,000 CONSECO INC CVT 144A 831,601.01 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 08/15 MRKD/MARKET MARK TO MARKET 152,629.66 01 08/16 MRKD/MARKET MARK TO MARKET 388,511.25 01 08/16 WIRED FUNDS PAID BY WIRE 12,081.00 WIRE TO CITIBANK FUT MRN 01 08/16 JOURNAL -775,000 CONSECO INC CVT 831,601.01 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/16 JOURNAL 775,000 CONSECO INC CVT 144A 831,601.01 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 08/16 MRKD/MARKET MARK TO MARKET 388,511.25 03 08/16 JOURNAL 280 CSX CORPORATION 16,508.59 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/17 MRKD/MARKET MARK TO MARKET 16,988.32 01 08/17 WIRED FUNDS PAID BY WIRE 10,770.00 WIRE TO CITIBANK FUT MRN li!t CREDIT SUISSE 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-00061978 EFTA01582442