EFTA Document EFTA01582441

Statement of Account INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 08/01/06 TO 08/31/06 11 OF 18 ALL AMOUNTS IN US DOLLAR ••* TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 08/07 MRKD/MARKET MARK TO MARKET 172,599.56 03 08/07 JOURNAL -600 AMERICAN FINL GROUP INC 26,629.17 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/08 MRKD/MARKET MARK TO MARKET 60,763.48 01 08/08 WIRED FUNDS RECEIVED BY WIRE 861,590.81 CSFBGB2L 03 08/08 MRKD/MARKET MARK TO MARKET 60,763.48 03 08/08 JOURNAL -420 CSX CORPORATION 26,526.31 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 08/09 MRKD/MARKET MARK TO MARKET 338,890.30 01 08/09 RECEIVED 775,000 CONSECO INC CVT 03.5000 09/30/2035 CONVERSION RECEIVE 01 08/09 JOURNAL -8,307 SUPERVALU INC CLOSE SHORT VS BOX 01 08/09 DELIVERED -775,000 CONSECO INC CVT 144A 03.5000 09/30/2035 CONVERSION DELIVER 03 08/09 MRKD/MARKET MARK TO MARKET 338,890.30 03 08/09 JOURNAL 8,307 SUPERVALU INC CLOSE SHORT VS BOX 03 08/09 JOURNAL -2,500 CENTERPOINT ENERGY INC 34,612.06 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 08/10 MRKD/MARKET MARK TO MARKET 108,846.43 03 08/10 MRKD/MARKET MARK TO MARKET 108,846.43 01 08/11 MRKD/MARKET MARK TO MARKET 22,341.61 03 08/11 MRKD/MARKET MARK TO MARKET 22,341.61 01 08/14 MRKD/MARKET MARK TO MARKET 642,023.17 01 08/14 JOURNAL -775,000 CONSECO INC CVT li!k CREDIT SUISSE 03.5000 09/30/2035 CLOSE SHORT VS BOX CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061977 EFTA01582441