EFTA Document EFTA01582565

Statement of n 20ST INv REP AC.COUNT TAXPAYER ID. ST UNDISCLOSED 06/A01/06 TEMENT TOPERIOD 06/30/06 PAGE 1 OF 20 Statement Statement s provide on beha t o Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement (including SIPC/excess SIPC coverage provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate of CSSU). CSSE is not a SIPC member. CS SEC EUR LTD: F/B/O FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD **a ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN SWISS FRANC Cash Balance Exchange Rate: Long Market Value 0.81718707000 CHF/USD Short Market value 0.81718707000 CHF/USD Debit Balance Short Balance HOLDING CURRENCY VALUE IN 269.34 BASE CURRENCY VALUE IN 220.10 Net Portfolio Value 269.34 220.10 EURO Exchange Rate: Cash Balance Long Market Value 1,056,897.10 1,351,137.25 1.27840000000 EUR/USD Short Market Value 983,562.58- 1,257,386.40- 1.27840000000 EUR/USD Debit Balance 963,824.50- 1,232,153.24- Short Balance 983,562.58 1,257,386.40 Net Portfolio Value 93,072.60 118,984.01 BRITISH POUND STERLING Cash Balance 90,147.18 166,553.22 Exchange Rate: 1.84757000000 1.84757000000 GBP/USD GBP/USD Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value 90,147.18 166,553.22 CREDIT SUISSE CREDIT SUISSE SECURITIES(USA) LLC TEL ELEVEN MADISON AVENUE FAX NEW YORK, NY 1C010-3629 PREF CURRENCY 220.10 220.10 1,351,137.25 1,257,386.40- 1,232,153.24- 1,257,386.40 118,984.01 166,553.22 166,553.22 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062110 EFTA01582565