EFTA01582031.pdf

Statement of Account INV REP 20ST T TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 03/01/07 TO 03/31/07 PAGE 10 OF 13 ALL AMOUNTS IN US DOLLAR "" TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 03 03/08 MRKD/MARKET MARK TO MARKET 1,700.50 03 03/08 JOURNAL -81,697 RPM INCORPORATED 1,825,927.95 O T FFtP O 03 03/08 JOURNAL -62,267 CMS ENERGY CORP 1,057,293.60 TO 03 03/08 JOURNAL -73,060 HCC INSURANCE HOLDINGS INC 2,246,595.00 OFFSHORE ARRANGING FLIP TO 03 03/08 JOURNAL -34,010 AMERICAN FINL GROUP INC 1,136,274.07 OFFSHORE ARRANGING FLIP TO 01 03/08 SOLD -2,000,000 AMERICAN FINL GROUP INC CVT 58.20970 1,172,119.89 01.4861 06/02/2033 DONE AT CITIGROUP GLOBAL MARKETS, INC. 01 03/08 SOLD -1,600,000 HCC 2 09/01/21 144.12399 2,306,606.09 02.0000 09/01/2021 DONE AT CITIGROUP GLOBAL MARKETS, INC. 03 03/08 BOUGHT 73,060 HCC INSURANCE HOLDINGS INC 30.70000 2,246,595.00 DONE AT CITIGROUP GLOBAL MARKETS, INC. 03 03/08 BOUGHT 34,010 AMERICAN FINL GROUP INC 33.40999 1,137,974.57 CORRECTION DONE AT CITIGROUP GLOBAL MARKETS, INC. 01 03/08 SOLD -700,000 CMS 3.375 07/15/23 164.44940 1,154,623.94 03.3750 07/15/2023 DONE AT J.P. MORGAN SECURITIES, INC. 01 03/08 SOLD -3,830,000 RPM INTL INC SR NT CV 33 61.94089 2,389,330.42 01.3890 05/13/2033 DONE AT MERRILL LYNCH, PIERCE, FENNER AND SMITH, INC. CREDIT SUISSE SECURITIES(USA) LLC TEL: li!t CREDIT SUISSE ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061520 EFTA01582031