EFTA01582248

Statement of Account 4 " ALL AMOUNTS IN US DOLLAR "' TYPE DATE TRANSACTION 01 07/25 MRKD/MARKET 01 07/25 WIRED 03 07/25 MRKD/MARKET 01 07/26 JOURNAL 01 07/26 MRKD/MARKET 01 07/26 JOURNAL 03 07/26 MRKD/MARKET 01 07/27 JOURNAL 01 07/27 MRKD/MARKET 01 07/27 JOURNAL 01 07/27 JOURNAL 01 07/27 JOURNAL 01 07/27 JOURNAL 03 07/27 MRKD/MARKET 03 07/27 JOURNAL CREDIT FIRST I SUISSE BOSTON 4,000,000 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD 20.30 UNDISCLOSED 07/01/05 TO 07/31/05 TRADING ACTIVITY FOR THE MONTH QUANTITY DESCRIPTION 6,500,000 -4,000,000 MARK TO MARKET FUNDS PAID BY WIRE WIRE TO CITIBANK MARK TO MARKET FROM 736FY0 TO 746FY0 736FY0 TO 746FY0 USD/EUR MARK TO MARKET SCOTTISH POWER PLC BOND 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 MARK TO MARKET FROM 746FY0 TO 736FY0 746FY0 TO 736FY0 USD/EUR MARK TO MARKET MASCO CORP CVT ZERO COUPON 07/20/2031 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 200,000 RPM INTL INC SR NT CV 33 01.3890 05/13/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MASCO CORP CVT 07/20/2031 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 125,000 CHENIERE ENERGY INC CVT 144A 02.2500 08/01/2012 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET -3,240 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISONAVENUE NEW YORK, NY 10010-3629 PRICE DEBIT 22,351.00 81,085.13 891,944.14 180,106.86 7,719,291.67 219,143.82 112,071.03 1,886,820.00 125,000.00 TEL: FAX: PAGE 18 OF 23 CREDIT 81,085.13 180,106.86 1,160,725.61 1,886,820.00 219,143.82 61,298.23 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061764 EFTA01582248