EFTA Document EFTA01582537

Statement of Account *" ALL AMOUNTS IN US DOLLAR *** TYPE DATE TRANSACTION 03 05/22 JOURNAL 01 05/23 JOURNAL 01 05/23 MRKD/MARKET 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 JOURNAL 01 05/23 01 05/23 03 05/23 03 05/23 JOURNAL JOURNAL MRKD/MARKET JOURNAL 03 05/23 JOURNAL CREDIT SUISSE INV REP CC T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 05/01/06 TO 05/31/06 21 OF 28 TRADING ACTIVITY FOR THE MONTH QUANTITY DESCRIPTION 1,950 PPL CORP OFFSHORE ARRANGING FLIP TO 736F20 FROM 746FY0 FROM 736FY0 TO 746FY0 7362Y0 TO 746FY0 USD/EUR MARK TO MARKET 670 CONSECO INC OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 -2,392 CONSECO INC OFFSHORE ARRANGING FLIP TO 7361'20 FROM 746FY0 -9,786 ALLERGAN INC CLOSE SHORT VS BOX -2,096 ALLERGAN INC OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 -1,200 MASCO CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -800 CMS ENERGY CORP OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -81,141 DUKE ENERGY BLDG CORP CLOSE SHORT VS BOX -6,500 CENTERPOINT ENERGY INC CLOSE SHORT VS BOX MARK TO MARKET 2,392 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 -670 CONSECO INC OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 PRICE DEBIT 56,427.35 593,155.74 17,095.32 3,329,283.68 54,439.29 CREDIT 3,329,283.68 54,439.29 199,472.28 36,372.00 10,418.32 17,095.32 TEL: 212-325.2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062080 EFTA01582537