EFTA Document EFTA01582363

Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 01/01/07 TO 01/31/07 11 OF 16 TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 01/10 JOURNAL 8,215 UNISOURCE ENERGY CORP HLDGS CO 300,422.55 OFFSHORE ARRANGING FLIP 01 01/11 MRKD/MARKET ZIPIPUIr M ET 112,709.76 03 01/11 MRKD/MARKET MARK TO MARKET 112,709.76 01 01/12 MRKD/MARKET MARK TO MARKET 21,839.44 03 01/12 MRKD/MARKET MARK TO MARKET 21,839.44 01 01/16 MRKD/MARKET MARK TO MARKET 67,370.64 03 01/16 MRKD/MARKET MARE TO MARKET 67,370.64 01 01/17 MRXD/MARKET MARK TO MARKET 41,656.61 01 01/17 JOURNAL -380,000 UNISOURCE ENERGY CORP SR NT CV 4. 424,078.10 04.5000 03/01/2035 TO IIIIII FRCM 01 01/17 JOURNAL 680,000 UNISCURCE ENERGY CORP SR NT CV 4. 758,876.60 04.5000 03/01/2035 03 01/17 MRXD/MARKET TA IRIARK FRasi ET 41,656.61 03 01/17 JOURNAL -2,100 CBRL GROUP INC 96,083.25 OFFSHORE ARRANGING FLIP 01 01/18 MRKD/MARKET WIFIA RIFR(CM ET 73,482.55 03 01/18 MRXD/MARKET MARE TO MARKET 73,482.55 01 01/19 MRKD/MARKET MARK TO MARKET 16,210.30 03 01/19 MRKD/MARKET MARK TO MARKET 16,210.30 03 01/19 JOURNAL -2,100 RPM INCORPORATED 46,875.18 OFFSHORE ARRANGING FLIP TO IIIIII FROM 03 01/19 JOURNAL -1,050 CBRU-GROUP INC 49,396.28 01 01/22 MRKD/MARKET OFFSHORE ARRANGING FLIP tTtUFFILFR <OM ET 72,228.55 01 01/22 TND 4,000,000 MASCO CORP CVT CONTRA li!k CREDIT SUISSE 07/20/2031 TENDER CHARGE 01/22/07 ON 4000000 SHARES CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061891 EFTA01582363