EFTA Document EFTA01582451

Stqtement of Psccq alt ofnt T is Statement is provid on be Credit Suisse Securities (Europe) Limited("CSSE") Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** INV REP ACCOUNT TAXPAYER ID. 20ST UNDISCLOSED CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR STATEMENT PERIOD PAGE 12/01/06 TO 12/31/06 2 OF 15 for information only. This is not a (including SIPC/excess SIPC coverage of CSSU). CSSE is not a SIPC member. HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY US DOLLAR Cash Balance Exchange Rate: Long Market Value 20,544,674.76 20,544,674.76 20,544,674.76 1.00000000000 USD/USD Short Market Value 15,867,436.49- 15,867,436.49- 15,867,436.49- 1.00000000000 USD/USD Debit Balance 12,268,309.03- 12,268,309.03- 12,268,309.03- Short Balance 15,735,586.49 15,735,586.49 15,735,586.49 Net Portfolio Value 8,144,515.73 8,144,515.73 8,144,515.73 TOTAL PORTFOLIO VALUE (USD TOTAL PORTFOLIO VALUE (USD ) ) 8,473,958.22 8,473,958.22 4i!k CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061987 EFTA01582451