EFTA Document EFTA01582566

Statement of n 20$ T INv REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 736FY UNDISCLOSED 06/01/06 TO 06/30/06 PAGE 2 OF 20 his 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"I 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/8/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144OJ GBR MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN "'PREF CURRENCY REPORTED IN HOLDING CURRENCY US DOLLAR Exchange Rate: 1.00000000000 USD/USD 1.00000000000 USD/USD TOTAL TOTAL CREDIT SUISSE USD ", USD PORTFOLIO SUMMARY Cash Balance VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY Long Market Value 31,158,911.25 31,158,911.25 31,158,911.25 Short Market valve 19,474,097.94- 19,479,097.94- 19,474,097.94- Debit Balance 24,124,492.59- 24,124,492.59- 24,124,492.59- Short Balance 19,474,097.94 19,474,097.94 19,474,097.94 Net Portfolio Value 7,034,418.66 7,034,418.66 7,034,418.66 PORTFOLIO VALUE (USD I 7,320,175.99 PORTFOLIO VALUE (USD I 7,320,175.99 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-00062111 EFTA01582566