EFTA Document EFTA01582640

Statement of n 2030 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 03/01/06 TO 03/31/06 1 OF 22 his Statement s provide on beha t o Credit Suisse Securities (Europe) Limited("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/O FINANCIAL TRUST COMPANY INC 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN ***PREF CURRENCY REPORTED IN HOLDING CURRENCY SWISS FRANC Exchange Rate: 0.76730071000 0.76730071000 EURO Exchange Rate: 1.21220001000 1.21220001000 CHF/USD CHF/USD EUR/USD EUR/USD BRITISH POUND STERLING Exchange Rate: 1.73633002000 GBP/USD 1.73633002000 GBP/USD CREDIT SUISSE USD **a USD *** PORTFOLIO SUMMARY VALUE IN Cash Balance Long Market Value Short Market value Debit Balance Short Balance HOLDING CURRENCY VALUE IN 268.55 BASE CURRENCY VALUE IN 206.05 PREF CURRENCY 206.05 Net Portfolio Value 268.55 206.05 206.05 Cash Balance Long Market Value 4,298,280.00 5,210,375.05 5,210,375.05 Short Market Value 3,320,887.44- 9,025,579.78- 4,025,579.78- Debit Balance 4,136,621.90- 5,014,413.10- 5,014,413.10- Short Balance 3,320,887.44 4,025,579.78 4,025,579.78 Net Portfolio Value 161,658.10 195,961.95 195,961.95 Cash Balance 112,023.44 194,509.66 194,509.66 Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value 112,023.44 194,509.66 194,509.66 CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 1C010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062196 EFTA01582640