EFTA01582393.pdf

INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 736FY UNDISCLOSED 02/01/07 TO 02/28/07 2 OF St atgrngeanfoAcc e Nnt f Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not 15 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/8/0 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 14,991,311.90 14,991,311.90 14,991,311.90 1.00000000000 USD/USD Short Market Value 13,791,850.95- 13,791,850.95- 13,791,850.95- 1.00000000000 USD/USD Debit Balance 6,648,287.98- 6,648,287.98- 6,648,287.98- Short Balance 13,656,400.95 13,656,400.95 13,656,400.95 Net Portfolio Value 8,207,573.92 8,207,573.92 8,207,573.92 TOTAL PORTFOLIO VALUE (USD ) 8,539,921.96 TOTAL PORTFOLIO VALUE (USD ) 8,539,921.96 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 4i!k ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061924 EFTA01582393