EFTA01582340

!El itillEtrilomts9fiaorawIllictitredit Suisse Securities INV REP Mties UNDISCLOSED •t (El.ktyli!N)TijimAXPAYER ID. Pa . ) 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 CS SEC EUR LTD: F/8/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E1440J GBR STATEMENT PERIOD PAGE 06/01/07 TO 06/30/07 1 OF 13 for information only. This is not a (including SIPC/excess SIPC coverage of CSSU). CSSE is not a SIPC member. MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** "'PREF CURRENCY REPORTED IN USD "' HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY SWISS FRANC Cash Balance 0.14 0.11 0.11 Exchange Rate: Long Market Value 0.81849135000 CHF/USD Short Market Value 0.81849135000 CHF/USD Debit Balance Short Balance Net Portfolio Value 0.14 0.11 0.11 EURO Cash Balance Exchange Rate: Long Market Value 1.35331001000 EUR/USD Short Market Value 1.35331001000 EUR/USD Debit Balance 6,609.69- 8,944.95- 8,944.95- Short Balance Net Portfolio Value 6,609.69- 8,944.95- 8,944.95- BRITISH POUND STERLING Cash Balance Exchange Rate: Long Market Value 2.00773000000 GBP/USD Short Market Value 2.00773000000 GBP/USD Debit Balance 61.93- 124.33- 124.33- Short Balance Net Portfolio Value 61.93- 124.33- 124.33- li!b CREDIT SUISSE 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-00061868 EFTA01582340