EFTA Document EFTA01582417

Statement of Account ALL AMOUNTS IN US DOLLAR ••* TYPE DATE TRANSACTION QUANTITY 01 03/06 JOURNAL 01 03/06 MRKD/MARKET 03 03/06 MRKD/MARKET 01 03/07 JOURNAL 01 03/07 MRKD/MARKET 03 03/07 MRKD/MARKET 01 03/08 JOURNAL 01 03/08 JOURNAL 01 03/08 MRKD/MARKET 01 03/08 JOURNAL -2,000,000 01 03/08 JOURNAL -3,830,000 01 03/08 JOURNAL -1,600,000 01 03/08 JOURNAL -700,000 03 03/08 MRKD/MARKET 03 03/08 JOURNAL 81,697 03 03/08 JOURNAL 62,267 03 03/08 JOURNAL 73,060 li!t CREDIT SUISSE INV REP 20ST IMT TRADING ACTIVITY FOR THE MONTH DESCRIPTION TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 03/01/07 TO 03/31/07 11 OF 14 PRICE DEBIT CREDIT FROM 736FY0 TO 746FY0 MARK TO MARKET MARK TO MARKET FROM 746FY0 TO 736FY0 MARK TO MARKET MARK TO MARKET FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 FROM 736FY0 TO 746FY0 MARK TO MARKET 1,126,082.18 37,968.99 15,286.95 4,436.87 7,024,678.67 10,850.08 37,968.99 37,968.99 15,286.95 AMERICAN FINL GROUP INC CVT 1,172,119.89 01.4861 06/02/2033 TO 736FY0 FROM 746FY0 RPM INTL INC SR NT CV 33 2,389,330.42 01.3890 05/13/2033 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 HCC 2 09/01/21 2,306,606.09 02.0000 09/01/2021 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746F10 CMS 3.375 07/15/23 1,154,623.94 03.3750 07/15/2023 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 MARK TO MARKET 10,850.08 RPM INCORPORATED 1,825,927.95 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 CMS ENERGY CORP 1,057,293.60 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 HCC INSURANCE HOLDINGS INC 2,246,595.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061949 EFTA01582417