EFTA01582451.pdf

Stqtement of Psccq nt T is Statement is provid INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD UNDISCLOSED 12/01/06 TO 12/31/06 PAGE 2 OF 15 on be alt of Credit Suisse Securities (Europe) Limited("CSSE") for information only. This is not a 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 20,544,674.76 20,544,674.76 20,544,674.76 1.00000000000 USD/USD Short Market Value 15,867,436.49- 15,867,436.49- 15,867,436.49- 1.00000000000 USD/USD Debit Balance 12,268,309.03- 12,268,309.03- 12,268,309.03- Short Balance 15,735,586.49 15,735,586.49 15,735,586.49 Net Portfolio Value 8,144,515.73 8,144,515.73 8,144,515.73 TOTAL PORTFOLIO VALUE (USD ) 8,473,958.22 TOTAL PORTFOLIO VALUE (USD ) 8,473,958.22 CREDIT SUISSE SECURITIES (USA) LLC 4i!k ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 10010.3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061987 EFTA01582451