Statement of Account INV REP
20ST
ACCOUNT
746FY
TAXPAYER ID.
UNDISCLOSED
STATEMENT PERIOD
05/01/06 TO 05/31/06
PAGE
22 OF 26
*" ALL AMOUNTS IN US DOLLAR •"
TRADING ACTIVITY FOR THE MONTH
TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT
01 05/23 JOURNAL S/D FINANCING RETURN 398,992.08
FROM 746FY0 TO 2FBEE0
01 05/23 MRKD/MARKET MARK TO MARKET 283,606.57
01 05/23 JOURNAL S/D FINANCING 398,992.08
FROM 2F8EE0 TO 746FY0
01 05/23 JOURNAL FROM 736FY0 TO 746FY0 593,155.74
736FY0 TO 746FY0 USD/EUR
01 05/23 JOURNAL -670 CONSECO INC 17,095.32
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
01 05/23 JOURNAL 2,392 CONSECO INC 54,439.29
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
01 05/23 JOURNAL 2,096 ALLERGAN INC 199,472.28
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
01 05/23 JOURNAL 1,200 MASCO CORP 36,372.00
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
01 05/23 JOURNAL 800 CMS ENERGY CORP 10,418.32
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
03 05/23 MRED/MARKET MARK TO MARKET 283,606.57
03 05/23 JOURNAL 670 CONSECO INC 17,095.32
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
03 05/23 JOURNAL -2,392 CONSECO INC 54,439.29
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
03 05/23 JOURNAL -2,006 ALLERGAN INC 193,200.40
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
03 05/23 JOURNAL -2,096 ALLERGAN INC 199,472.28
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000
ELEVEN MADISON AVENUE FAX: 212-538-5540
CREDIT aUISSE)1.tt NEW YORK, NY 10010-3629
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061628
EFTA01582123