EFTA Document EFTA01582519

Statement of n 20ST INV REP A NT TAXPAYER ID. STATE UNDISCLOSED 05/01/M06 ENT TOPERIOD 05/31/06 PAGE OF 28 Statement Statement s provide on beha I o Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU"I 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: 1/8/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E1440J GBR MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD ", "'PREF CURRENCY REPORTED IN USD HOLDING CURRENCY PORTFOLIO SUMMARY US DOLLAR Exchange Rate: 1.00000000000 USD/USD 1.00000000000 USD/USD CREDIT SUISSE Cash Balance Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value TOTAL PORTFOLIO VALUE (USD TOTAL PORTFOLIO VALUE (USD VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY 30,632,072.50 30,632,072.50 30,632,072.50 19,116,000.74- 19,116,000.74- 19,116,000.74- 22,424,866.83- 22,424,866.83- 22,424,866.83- 18,272,219.49 18,272,219.49 18,272,219.49 7,363,424.42 7,363,424.42 7,363,424.42 I 7,647,868.77 I 7,647,868,77 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-00062061 EFTA01582519