EFTA Document EFTA01582432

sthtfttmentstAccempt INV REP 20ST f Credit Suisse Securities ( uro Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on provisions) is inapplicable. Positions shown on Statement are carried MULTI-CURRENCY PORTFOLIO SUMMARY NT TAXPAYER ID. UNDISCLOSED pe) Limited("CSSE") back of Statement by CSSE (affiliate CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR STATEMENT PERIOD PAGE 08/01/06 TO 08/31/06 2 OF 18 for information only. This is not a (including SIPC/excess SIPC coverage of CSSU). CSSE is not a SIPC member. •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY PORTFOLIO SUMMARY US DOLLAR Cash Balance VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY Exchange Rate: Long Market Value 26,834,837.57 26,834,837.57 26,834,837.57 1.00000000000 USD/USD Short Market Value 16,566,710.82- 16,566,710.82- 16,566,710.82- 1.00000000000 USD/USD Debit Balance 18,731,135.02- 18,731,135.02- 18,731,135.02- Short Balance 16,566,710.82 16,566,710.82 16,566,710.82 Net Portfolio Value 8,103,702.55 8,103,702.55 8,103,702.55 TOTAL TOTAL PORTFOLIO VALUE (USD PORTFOLIO VALUE (USD ) ) 8,419,366.31 8,419,366.31 li!t 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-00061968 EFTA01582432