EFTA01582460.pdf

Statement of Account INV REP 20ST ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 12/01/06 TO 12/31/06 PAGE 12 OF 15 *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 01 12/15 MRED/MARKET MARK TO MARKET 27,549.13 03 12/15 MRKD/MARKET MARK TO MARKET 27,549.13 01 12/18 MRKD/MARKET MARK TO MARKET 451,526.29 03 12/18 MRKD/MARKET MARK TO MARKET 451,526.29 03 12/18 JOURNAL -2,000 CENTERPOINT ENERGY INC 32,784.75 OFFSHORE ARRANGING FLIP TO 736F70 FROM 746FY0 03 12/18 JOURNAL 1,000 PPL CORP 36,348.10 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 12/19 MRED/MARKET MARK TO MARKET 73,072.74 03 12/19 MRKD/MARKET MARK TO MARKET 73,072.74 03 12/19 JOURNAL 2,000 PPL CORP 72,649.36 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 12/20 MRKD/MARKET MARK TO MARKET 14,312.99 03 12/20 MRXD/MARKET MARK TO MARKET 14,312.99 01 12/21 MIRED/MARKET MARK TO MARKET 392,533.61 03 12/21 MRKD/MARKET MARK TO MARKET 392,533.61 03 12/21 SOLD -11,270 AMERICAN FINL GROUP INC N/A 01 12/22 MRKD/MARKET MARK TO MARKET 80,291.64 03 12/22 MIRED/MARKET MARK TO MARKET 80,291.64 01 12/26 MRKD/MARKET MARK TO MARKET 148,247.38 03 12/26 MRED/MARKET MARK TO MARKET 148,247.38 01 12/27 MRKD/MARKET MARK TO MARKET 109,547.09 03 12/27 MRED/MARKET MARK TO MARKET 109,547.09 01 12/28 MRKD/MARKET MARK TO MARKET 60,406.51 03 12/28 MRKD/MARKET MARK TO MARKET 60,406.51 03 12/28 JOURNAL 1,585 PPL CORP 57,416.63 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 12/29 MRKD/MARKET MARK TO MARKET 44,090.60 03 12/29 MRKD/MARKET MARK TO MARKET 44,090.60 CREDIT SUISSE SECURITIES (USA) LLC TEL: 212-325.2000 li!t ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 10010.3629 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061997 EFTA01582460