EFTA01582362

Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 01/01/07 TO 01/31/07 10 OF 16 TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 01 01/02 MRED/MARKET MARK TO MARKET 11,494.73 03 01/02 MRKD/MARKET MARK TO MARKET 11,494.73 01 01/03 MRKD/MARKET MARK TO MARKET 92,560.02 03 01/03 MIRED/MARKET MARK TO MARKET 92,560.02 01 01/04 MRKD/MARKET MARK TO MARKET 100,026.29 03 01/04 MRKD/MARKET MARK TO MARKET 100,026.29 01 01/05 WIRED FUNDS PAID BY WIRE 9,191.00 WIRE TO CITIBANK FUT MGN 01 01/08 MIRED/MARKET MARK TO MARKET 1,593,496.83 01 01/08 JOURNAL -37,214 PPL CORP CLOSE SHORT VS BOX 03 01/08 MRKD/MARKET MARK TO MARKET 1,593,496.83 03 01/08 JOURNAL 37,214 PPL CORP CLOSE SHORT VS BOX 01 01/09 MRKD/MARKET MARK TO MARKET 124,584.38 03 01/09 MIRED/MARKET MARK TO MARKET 124,584.38 03 01/09 JOURNAL -5,000 RPM INCORPORATED 110,900.97 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 01/09 JOURNAL -5,500 CENTERPOINT ENERGY INC 94,074.17 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 01/10 MIRED/MARKET MARK TO MARKET 1,968.68 01 01/10 DELIVERED -380,000 UNISOURCE ENERGY CORP CVT 144A 04.5000 03/01/2035 CONVERSION DELIVER 01 01/10 JOURNAL -680,000 UNISOURCE ENERGY CORP SR NT CV 4. 758,876.60 04.5000 03/01/2035 TO 736FY0 FROM 746FY0 01 01/10 RECEIVED 380,000 UNISOURCE ENERGY CORP SR NT CV 4. 04.5000 03/01/2035 CONVERSION RECEIVE 03 01/10 MIRED/MARKET MARK TO MARKET 1,968.68 03 01/10 JOURNAL 1,103 MASCO CORP 32,232.60 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 li!k CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 TEL: FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061890 EFTA01582362