EFTA Document EFTA01582443

Statement of Account ^' ALL AMOUNTS IN US DOLLAR "' INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 08/01/06 TO 08/31/06 13 OF 20ST 18 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 03 08/17 MRKD/MARKET MARK TO MARKET 16,988.32 01 08/18 MRKD/MARKET MARK TO MARKET 32,779.34 01 08/18 JOURNAL -75,000 GENERAL MTRS CORP CV C 33 1,591,601.02 06.2500 07/15/2033 OFFW ARRANGING FLIP TO FROM 03 08/18 MRKD/MARKET MAR RKET 32,779.34 03 08/18 JOURNAL 29,500 GENERAL MOTORS 901,520.00 OFFSHORE ARRANGING FLIP TO IlligFROM 03 08/18 JOURNAL -2,000 CMS CORP 28,239.33 OFFSHORE ARRANGING FLIP TO liptFROM 01 08/21 MRKD/MARKET MAR RKET 449,550.44 03 08/21 MRKD/MARKET MARK TO MARKET 449,550.44 03 08/21 SOLD -15,369 CSX CORPORATION N/A 01 08/22 MRKD/MARKET MARK TO MARKET 47,359.44 01 08/22 JOURNAL -2,000,000 VNO 3.875 04/15/25 2,430,000.28 03.8750 04/15/2025 TO mitFROM 03 08/22 MRKD/MARKET MAR RKET 47,359.44 03 08/22 JOURNAL 15,783 VORNADO REALTY TR 1,615,547.88 OFFSHORE ARRANGING FLIP TO IIRILFROM 01 08/23 MRKD/MARKET MAR RKET 179,506.55 01 08/23 WIRED FUNDS PAID BY WIRE 5,765.00 WIRE TO CITIBANK FUT MGN 03 08/23 MRKD/MARKET MARK TO MARKET 179,506.55 01 08/24 MRKD/MARKET MARK TO MARKET 56,081.63 01 08/24 JOURNAL -1,800 CENTERPOINT ENERGY INC 25,640.10 OFFSHORE ARRANGING FLIP TO IIIIILFROM 03 08/24 MRKD/MARKET MAR RKET 56,081.63 01 08/25 MRKD/MARKET MARK TO MARKET 23,202.56 li!k CREDIT SUISSE CREDIT SUISSE SECURMES(USA)LLC NEW YORK, NY 10010-3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061979 EFTA01582443