EFTA01582443.pdf

Statement of Account INV REP 20ST T TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 08/01/06 TO 08/31/06 PAGE 13 OF 18 ^' ALL AMOUNTS IN US DOLLAR "' TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 08/17 MRKD/MARKET MARK TO MARKET 16,988.32 01 08/18 MRKD/MARKET MARK TO MARKET 32,779.34 01 08/18 JOURNAL -75,000 GENERAL MTRS CORP CV C 33 1,591,601.02 06.2500 07/15/2033 OFFW ARRANGING FLIP TO FROM 03 08/18 MRKD/MARKET MAR RKET 32,779.34 03 08/18 JOURNAL 29,500 GENERAL MOTORS 901,520.00 OFFSHORE ARRANGING FLIP TO IlligFROM 03 08/18 JOURNAL -2,000 CMS CORP 28,239.33 OFFSHORE ARRANGING FLIP TO liptFROM 01 08/21 MRKD/MARKET MAR RKET 449,550.44 03 08/21 MRKD/MARKET MARK TO MARKET 449,550.44 03 08/21 SOLD -15,369 CSX CORPORATION N/A 01 08/22 MRKD/MARKET MARK TO MARKET 47,359.44 01 08/22 JOURNAL -2,000,000 VNO 3.875 04/15/25 2,430,000.28 03.8750 04/15/2025 TO mitFROM 03 08/22 MRKD/MARKET MAR RKET 47,359.44 03 08/22 JOURNAL 15,783 VORNADO REALTY TR 1,615,547.88 OFFSHORE ARRANGING FLIP TO IIRILFROM 01 08/23 MRKD/MARKET MAR RKET 179,506.55 01 08/23 WIRED FUNDS PAID BY WIRE 5,765.00 WIRE TO CITIBANK FUT MGN 03 08/23 MRKD/MARKET MARK TO MARKET 179,506.55 01 08/24 MRKD/MARKET MARK TO MARKET 56,081.63 01 08/24 JOURNAL -1,800 CENTERPOINT ENERGY INC 25,640.10 OFFSHORE ARRANGING FLIP TO IIIIILFROM 03 08/24 MRKD/MARKET MAR RKET 56,081.63 01 08/25 MRKD/MARKET MARK TO MARKET 23,202.56 CREDIT SUISSE SECURMES(USA)LLC TEL: li!k FAX: CREDIT SUISSE NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061979 EFTA01582443