EFTA01582632.pdf

Statement of Account INV REP 20.30 ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 04/01/06 TO 04/30/06 PAGE 14 OF 25 *** ALL AMOUNTS IN US DOLLAR o° TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 04/06 JOURNAL -700 CS% CORPORATION 42,716.04 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/06 JOURNAL -800 DUKE ENERGY HLDG CORP 23,525.51 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 04/07 MRKD/MARKET HARK TO MARKET 327,829.93 01 04/07 JOURNAL -100,000 CONSECO INC CVT 112,998.06 03.5000 09/30/2035 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/07 MRKD/MARKET MARK TO MARKET 327,829.93 03 04/07 JOURNAL 3,000 CONSECO INC 76,830.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 04/07 JOURNAL -1,200 MASCO CORP 39,745.53 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 04/10 JOURNAL WIRE POSTED IN ERROR 16,168.00 AS OF 3/31 FR 74681 TO 736FY 01 04/10 MRKD/MARKET MARK TO MARKET 80,841.65 01 04/10 JOURNAL 250,000 CENTERPOINT ENERGY INC CUT SER 286,926.79 03.7500 05/15/2023 TO 736FY0 FROM 746FY0 03 04/10 NNW/MARKET MARK TO MARKET 80,841.65 03 04/10 JOURNAL -14,030 CENTERPOINT ENERGY INC 172,283.08 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 04/11 MRKD/MARKET MARK TO MARKET 312,574.61 01 04/11 WIRED FUNDS PAID BY WIRE 13,485.00 WIRE TO CITIBANK FUT MGN 01 04/11 JOURNAL -200,000 CONSECO INC CVT 226,963.89 03.5000 09/30/2035 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-00062183 EFTA01582632