EFTA Document EFTA01582450

Statement of Psccqqnt INV REP TAXPAYER ID. STATEMENT PERIOD 20ST PAGE UNDISCLOSED 12/01/06 TO 12/31/06 1 OF 15 is Statement is provid on be a of Credit Suisse Securities "ted("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement (including SIPC/excess SIPC coverage provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate of CSSU). CSSE is not a SIPC member. CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY PORTFOLIO SUMMARY SWISS FRANC Cash Balance Exchange Rate: Long Market Value 0.81920880000 CHF/USD Short Market Value 0.81920880000 CHF/USD Debit Balance Short Balance Net Portfolio Value EURO Cash Balance Exchange Rate: Long Market Value 1.31755001000 EUR/USD Short Market Value 1.31755001000 EUR/USD Debit Balance Short Balance Net Portfolio Value BRITISH POUND STERLING Cash Balance Exchange Rate: Long Market Value 1.96485001000 GBP/USD Short Market Value 1.96485001000 GBP/USD Ihk CREDIT SUISSE Debit Balance Short Balance Net Portfolio Value VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY 271.17 222.14 222.14 271.17 222.14 222.14 112,325.84 147,994.91 147,994.91 112,325.84 147,994.91 147,994.91 92,233.73 181,225.44 181,225.44 92,233.73 181,225.44 181,225.44 CREDIT SUISSE SECURITIES (USA) LLC TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061986 EFTA01582450