EFTA01582459.pdf

Statement of Account INV REP 20ST ACCOUNT 736FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 12/01/06 TO 12/31/06 PAGE 11 OF 15 *** ALL AMOUNTS IN US DOLLAR *** TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 01 12/06 MRKD/MARKET MARK TO MARKET 112,858.97 01 12/06 TND -3,000,000 PPL ENERGY SUPPLY LLC CVT "CONTRA" 3,000,000.00 02.6250 05/15/2023 TENDER CREDIT 03 12/06 MRKD/MARKET MARK TO MARKET 112,858.97 03 12/06 JOURNAL -1,400 RPM INCORPORATED 28,202.13 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 12/06 JOURNAL 2,000 CBRL GROUP INC 84,768.00 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 12/06 JOURNAL 15,957 PPL CORP 586,276.14 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 12/07 MRKD/MARKET MARK TO MARKET 140,514.18 03 12/07 MRKD/MARKET MARK TO MARKET 140,514.18 01 12/08 MRKD/MARKET MARK TO MARKET 53,959.97 03 12/08 MRKD/MARKET MARK TO MARKET 53,959.97 03 12/08 JOURNAL 950 PPL CORP 34,679.28 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 12/11 MRKD/MARKET MARK TO MARKET 116,375.37 03 12/11 MRKD/MARKET MARK TO MARKET 116,375.37 01 12/12 MRKD/MARKET MARK TO MARKET 23,565.30 03 12/12 MRKD/MARKET MARK TO MARKET 23,565.30 03 12/12 JOURNAL -10 RPM INCORPORATED 205.59 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 12/13 MRKD/MARKET MARK TO MARKET 112,434.66 01 12/13 WIRED FUNDS PAID BY WIRE 9,202.00 WIRE TO CITIBANK FUT MGN 03 12/13 MRKD/MARKET MARK TO MARKET 112,434.66 01 12/14 MRKD/MARKET MARK TO MARKET 169,444.56 03 12/14 MRKD/MARKET MARK TO MARKET 169,444.56 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-00061996 EFTA01582459