EFTA01582519.pdf

Statement of Statement n INV REP 20ST A NT TAXPAYER ID. UNDISCLOSED STATE 05/01/M06 ENT TO PERIOD 05/31/06 PAGE OF s provide on beha I o Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a 28 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 VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY US DOLLAR Cash Balance Exchange Rate: Long Market Value 30,632,072.50 30,632,072.50 30,632,072.50 1.00000000000 USD/USD Short Market Value 19,116,000.74 - 19,116,000.74- 19,116,000.74- 1.00000000000 USD/USD Debit Balance 22,424,866.83- 22,424,866.83- 22,424,866.83- Short Balance 18,272,219.49 18,272,219.49 18,272,219.49 Net Portfolio Value 7,363,424.42 7,363,424.42 7,363,424.42 TOTAL PORTFOLIO VALUE (USD I 7,647,868.77 TOTAL PORTFOLIO VALUE (USD I 7,647,868,77 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062061 EFTA01582519