EFTA01582586.pdf

Statement of n STATEMENT PERIOD 01/01/06 TO 01/31/06 PAGE 2 OF 20 his Statement s on beha provide r o Credit Suisse Securities (Europe) Limited( •CSSE ) tor information only. This is not a Credit Suisse Securities (USA) LLC ("CSSU"I 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 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 45,361,131.64 45,361,131.64 45,361,131.64 1.00000000000 USD/USD Short Market Value 30,385,448.13- 30,385,448.13- 30,385,448.13- 1.00000000000 USD/USD Debit Balance 37,168,290.09- 37,168,290.09- 37,168,290.09- Short Balance 30,385,448.13 30,385,448.13 30,385,448.13 Net Portfolio Value 8,192,841.55 8,192,841.55 8,192,841.55 TOTAL PORTFOLIO VALUE (USD I 8,501,283.78 TOTAL PORTFOLIO VALUE (USD I 8,501,283.78 A) LLC CREDIT SUISSE Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062132 EFTA01582586