EFTA Document EFTA01582547

StatgrngentnfoAcceleitint INV REP T TAXPAYER ID. STATEMENT PERIOD 20ST UNISCLOSED 07/01/06 T 07/31/06 PAGE 2 F f Credit Suisse Securities (Europe) LimiteDd("CSSE") for information O only. This O is not i2s0 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 31,295,480.75 31,295,480.75 31,295,480.75 1.00000000000 USD/USD Short Market Value 19,990,104.06- 19,990,104.06- 19,990,104.06- 1.00000000000 USD/USD Debit Balance 24,197,133.45- 24,197,133.45- 24,197,133.45- Short Balance 19,990,104.06 19,990,104.06 19,990,104.06 Net Portfolio Value 7,098,347.30 7,098,347.30 7,098,347.30 TOTAL TOTAL PORTFOLIO VALUE (USD PORTFOLIO VALUE (USD ) ) 7,411,426.14 7,411,426.14 li!t CREDIT SUISSE 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-00062090 EFTA01582547