EFTA01582432.pdf

INV REP NT TAXPAYER ID. STATEMENT PERIOD PAGE sthtfttmentstAccempt 20ST UNDISCLOSED 08/01/06 TO 08/31/06 2 OF 18 f Credit Suisse Securities ( urope) 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/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 VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY US DOLLAR Cash Balance Exchange Rate: Long Market Value 26,834,837.57 26,834,837.57 26,834,837.57 1.00000000000 USD/USD Short Market Value 16,566,710.82- 16,566,710.82- 16,566,710.82- 1.00000000000 USD/USD Debit Balance 18,731,135.02- 18,731,135.02- 18,731,135.02- Short Balance 16,566,710.82 16,566,710.82 16,566,710.82 Net Portfolio Value 8,103,702.55 8,103,702.55 8,103,702.55 TOTAL PORTFOLIO VALUE (USD ) 8,419,366.31 TOTAL PORTFOLIO VALUE (USD ) 8,419,366.31 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 li!t ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061968 EFTA01582432