EFTA01582538.pdf

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 05/01/06 TO 05/31/06 PAGE 22 OF 28 *" ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 05/23 JOURNAL 9,786 ALLERGAN INC CLOSE SHORT VS BOX 03 05/23 JOURNAL 2,006 ALLERGAN INC 193,200.40 OFFSHORE ARRANGING FLIP TO FROM 03 05/23 JOURNAL 2,096 ALLERGAN INC 199,472.28 OFFSHORE ARRANGING FLIP TO FROM 03 05/23 JOURNAL 550 MASCO CORP 17,077.61 OFFSHORE ARRANGING FLIP TO FROM 03 05/23 JOURNAL 1,200 MASCO CORP 36,372.00 OFFSHORE ARRANGING FLIP TO FROM 03 05/23 JOURNAL 800 CMS ENERGY CORP 10,418.32 OFFSHORE ARRANGING FLIP TO FROM 03 05/23 JOURNAL 81,141 DUKE ENERGY HLDG CORP CLOSE SHORT VS BOX 03 05/23 JOURNAL 6,500 CENTERPOINT ENERGY INC CLOSE SHORT VS BOX 01 05/24 MRKD/MARKET MARK TO MARKET 145,207.09 01 05/24 JOURNAL -4,346 DUKE ENERGY HLDG CORP 120,781.19 OFFSHORE ARRANGING FLIP TO FROM 03 05/24 MRKD/MARKET MARK TO MARKET 145,207.09 03 05/24 JOURNAL 3,753 ALLERGAN INC 359,121.03 OFFSHORE ARRANGING FLIP TO FROM 03 05/24 JOURNAL 510 VALASSIS COMMUNICATIONS INC 14,485.38 OFFSHORE ARRANGING FLIP TO FROM 03 05/24 JOURNAL 650 VORNADO REALTY TR 58,521.19 OFFSHORE ARRANGING FLIP TO FROM CREDIT SUISSE SECURITIES(USA) LLC TEL: ELEVEN MADISON AVENUE FAX: CREDIT SUISSE NEW YORK, NY 10310-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062081 EFTA01582538