Statement of Account INV REP
20ST
TAXPAYER ID.
UNDISCLOSED
STATEMENT PERIOD
01/01/07 TO 01/31/07
PAGE
10 OF 16
*** ALL AMOUNTS IN US DOLLAR ***
TRADING ACTIVITY FOR THE MONTH
TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT
01 01/02 MRED/MARKET MARK TO MARKET 11,494.73
03 01/02 MRKD/MARKET MARK TO MARKET 11,494.73
01 01/03 MRKD/MARKET MARK TO MARKET 92,560.02
03 01/03 MIRED/MARKET MARK TO MARKET 92,560.02
01 01/04 MRKD/MARKET MARK TO MARKET 100,026.29
03 01/04 MRKD/MARKET MARK TO MARKET 100,026.29
01 01/05 WIRED FUNDS PAID BY WIRE 9,191.00
WIRE TO CITIBANK FUT MGN
01 01/08 MIRED/MARKET MARK TO MARKET 1,593,496.83
01 01/08 JOURNAL -37,214 PPL CORP
CLOSE SHORT VS BOX
03 01/08 MRKD/MARKET MARK TO MARKET 1,593,496.83
03 01/08 JOURNAL 37,214 PPL CORP
CLOSE SHORT VS BOX
01 01/09 MRKD/MARKET MARK TO MARKET 124,584.38
03 01/09 MIRED/MARKET MARK TO MARKET 124,584.38
03 01/09 JOURNAL -5,000 RPM INCORPORATED 110,900.97
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
03 01/09 JOURNAL -5,500 CENTERPOINT ENERGY INC 94,074.17
OFFSHORE ARRANGING FLIP
TO 736F10 FROM 746FY0
01 01/10 MIRED/MARKET MARK TO MARKET 1,968.68
01 01/10 DELIVERED -380,000 UNISOURCE ENERGY CORP CVT 144A
04.5000 03/01/2035
CONVERSION DELIVER
01 01/10 JOURNAL -680,000 UNISOURCE ENERGY CORP SR NT CV 4. 758,876.60
04.5000 03/01/2035
TO 736FY0 FROM 746FY0
01 01/10 RECEIVED 380,000 UNISOURCE ENERGY CORP SR NT CV 4.
04.5000 03/01/2035
CONVERSION RECEIVE
03 01/10 MIRED/MARKET MARK TO MARKET 1,968.68
03 01/10 JOURNAL 1,103 MASCO CORP 32,232.60
OFFSHORE ARRANGING FLIP
TO 736FY0 FROM 746FY0
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