EFTA01582547.pdf

INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNISCLOSED 07/01/06 T 07/31/06 2 F StatgrngentnfoAcceleitint f Credit Suisse Securities (Europe) Limite Dd("CSSE") for information O only. This O is not 2 is0 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 31,295,480.75 31,295,480.75 31,295,480.75 1.00000000000 USD/USD Short Market Value 19,990,104.06- 19,990,104.06- 19,990,104.06- 1.00000000000 USD/USD Debit Balance 24,197,133.45- 24,197,133.45- 24,197,133.45- Short Balance 19,990,104.06 19,990,104.06 19,990,104.06 Net Portfolio Value 7,098,347.30 7,098,347.30 7,098,347.30 TOTAL PORTFOLIO VALUE (USD ) 7,411,426.14 TOTAL PORTFOLIO VALUE (USD ) 7,411,426.14 CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 li!t ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISSE NEW YORK NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062090 EFTA01582547