EFTA Document EFTA01582488

INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE St atgrngeanfoAcc eNnt 20ST UNDISCLOSED 10/01/06 TO 10/31/06 2 OF f Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not 17 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 1 CABOT SQUARE LONDON E144QJ GBR MULTI-CURRENCY PORTFOLIO SUMMARY •**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 23,573,763.75 23,573,763.75 23,573,763.75 1.00000000000 USD/USD Short Market Value 17,806,125.65- 17,806,125.65- 17,806,125.65- 1.00000000000 USD/USD Debit Balance 15,449,255.52- 15,449,255.52- 15,449,255.52- Short Balance 17,681,750.65 17,681,750.65 17,681,750.65 Net Portfolio Value 8,000,133.23 8,000,133.23 8,000,133.23 TOTAL TOTAL PORTFOLIO VALUE (USD PORTFOLIO VALUE (USD ) ) 8,317,529.47 8,317,529.47 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC TEL: ELEVEN MADISON AVENUE FAX: NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062025 EFTA01582488