EFTA01582353

Stqtement of Psccq alt ofnt T is Statement is provid on be Credit Suisse Securities (Europe) Limited("CSSE") Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY SWISS FRANC Cash Balance 271.48 Exchange Rate: Long Market Value 0.80397485000 CHF/USD Short Market Value 0.80397485000 CHF/USD Debit Balance Short Balance Net Portfolio Value 271.48 EURO Cash Balance 112,648.48 Exchange Rate: Long Market Value 1.30292000000 EUR/USD Short Market Value 1.30292000000 EUR/USD Debit Balance Short Balance Net Portfolio Value 112,648.48 BRITISH POUND STERLING Cash Balance 92,618.14 Exchange Rate: Long Market Value 1.96399000000 GBP/USD Short Market Value 1.96399000000 GBP/USD Debit Balance Short Balance Net Portfolio Value 92,618.14 INV REP ACCOUNT TAXPAYER ID. 20ST 736FY UNDISCLOSED CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR Ihk CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 STATEMENT PERIOD PAGE 01/01/07 TO 01/31/07 1 OF 16 for information only. This is not a (including SIPC/excess SIPC coverage of CSSU). CSSE is not a SIPC member. VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY 218.26 218.26 218.26 218.26 146,771.95 146,771.95 146,771.95 146,771.95 181,901.10 181,901.10 181,901.10 181,901.10 TEL: 212-325.2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061881 EFTA01582353