EFTA Document EFTA01582504

sthtfttmentstAccempt INV REP A 20ST f Credit Suisse Securities (Eur Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language o provisions) is inapplicable. Positions shown on Statement are carried MULTI-CURRENCY PORTFOLIO SUMMARY NT TAXPAYER ID. UNDISCLOSED ope) Limited("CSSE") n back of Statement by CSSE (affiliate CS SEC EUR LTD: F/8/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR STATEMENT PERIOD PAGE 09/01/06 TO 09/30/06 2 OF 17 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 25,489,222.50 25,489,222.50 25,489,222.50 1.00000000000 USD/USD Short Market Value 17,149,789.89- 17,149,789.89- 17,149,789.89- 1.00000000000 USD/USD Debit Balance 17,326,007.53- 17,326,007.53- 17,326,007.53- Short Balance 17,149,789.89 17,149,789.89 17,149,789.89 Net Portfolio Value 8,163,214.97 8,163,214.97 8,163,214.97 TOTAL TOTAL PORTFOLIO VALUE (USD PORTFOLIO VALUE (USD ) ) 8,475,456.20 8,475,456.20 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062043 EFTA01582504