EFTA01582537.pdf

Statement of Account INV REP 20ST CC T TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 05/01/06 TO 05/31/06 PAGE 21 OF 28 *" ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 05/22 JOURNAL 1,950 PPL CORP 56,427.35 OFFSHORE ARRANGING FLIP TO 736F20 FROM 746FY0 01 05/23 JOURNAL FROM 736FY0 TO 746FY0 593,155.74 7362Y0 TO 746FY0 USD/EUR 01 05/23 MRKD/MARKET MARK TO MARKET 3,329,283.68 01 05/23 JOURNAL 670 CONSECO INC 17,095.32 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 05/23 JOURNAL -2,392 CONSECO INC 54,439.29 OFFSHORE ARRANGING FLIP TO 7361'20 FROM 746FY0 01 05/23 JOURNAL -9,786 ALLERGAN INC CLOSE SHORT VS BOX 01 05/23 JOURNAL -2,096 ALLERGAN INC 199,472.28 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 05/23 JOURNAL -1,200 MASCO CORP 36,372.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 05/23 JOURNAL -800 CMS ENERGY CORP 10,418.32 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 05/23 JOURNAL -81,141 DUKE ENERGY BLDG CORP CLOSE SHORT VS BOX 01 05/23 JOURNAL -6,500 CENTERPOINT ENERGY INC CLOSE SHORT VS BOX 03 05/23 MRKD/MARKET MARK TO MARKET 3,329,283.68 03 05/23 JOURNAL 2,392 CONSECO INC 54,439.29 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 05/23 JOURNAL -670 CONSECO INC 17,095.32 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 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-00062080 EFTA01582537