EFTA01582354.pdf

Stqtement of gsccq nt T is Statement is provid INV REP 20ST ACCOUNT 736FY TAXPAYER ID. STATEMENT PERIOD UNDISCLOSED 01/01/07 TO 01/31/07 PAGE 2 OF 16 on be alt of Credit Suisse Securities (Europe) 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 17,089,796.25 17,089,796.25 17,089,796.25 1.00000000000 USD/USD Short Market Value 14,753,999.24- 14,753,999.24- 14,753,999.24- 1.00000000000 USD/USD Debit Balance 8,763,559.91- 8,763,559.91- 8,763,559.91- Short Balance 14,619,899.24 14,619,899.24 14,619,899.24 Net Portfolio Value 8,192,136.34 8,192,136.34 8,192,136.34 TOTAL PORTFOLIO VALUE (USD ) 8,521,027.65 TOTAL PORTFOLIO VALUE (USD ) 8,521,027.65 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-00061882 EFTA01582354