EFTA01582248

Statement of Account INV REP 20.30 ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 07/01/05 TO 07/31/05 PAGE 18 OF 23 4" ALL AMOUNTS IN US DOLLAR "' TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT 01 07/25 MRKD/MARKET MARK TO MARKET 81,085.13 01 07/25 WIRED FUNDS PAID BY WIRE 22,351.00 WIRE TO CITIBANK 03 07/25 MRKD/MARKET MARK TO MARKET 81,085.13 01 07/26 JOURNAL FROM 736FY0 TO 746FY0 891,944.14 736FY0 TO 746FY0 USD/EUR 01 07/26 MRKD/MARKET MARK TO MARKET 180,106.86 01 07/26 JOURNAL 6,500,000 SCOTTISH POWER PLC BOND 7,719,291.67 04.0000 07/29/2049 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 07/26 MRKD/MARKET MARK TO MARKET 180,106.86 01 07/27 JOURNAL FROM 746FY0 TO 736FY0 1,160,725.61 746FY0 TO 736FY0 USD/EUR 01 07/27 MRKD/MARKET MARK TO MARKET 219,143.82 01 07/27 JOURNAL -4,000,000 MASCO CORP CVT ZERO COUPON 1,886,820.00 07/20/2031 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 07/27 JOURNAL 200,000 RPM INTL INC SR NT CV 33 112,071.03 01.3890 05/13/2033 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 07/27 JOURNAL 4,000,000 MASCO CORP CVT 1,886,820.00 07/20/2031 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 07/27 JOURNAL 125,000 CHENIERE ENERGY INC CVT 144A 125,000.00 02.2500 08/01/2012 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 07/27 MRKD/MARKET MARK TO MARKET 219,143.82 03 07/27 JOURNAL -3,240 RPM INCORPORATED 61,298.23 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 CREDIT SUISSE FIRST BOSTON LLC CREDIT FIRST ELEVEN MADISONAVENUE TEL: FAX: SUISSE I BOSTON NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061764 EFTA01582248