Statement of Account INV REP
2030
T TAXPAYER ID.
UNDISCLOSED
STATEMENT PERIOD
01/01/06 TO 01/31/06
PAGE
11 OF 20
*" ALL AMOUNTS IN US DOLLAR " 4
TRADING ACTIVITY FOR THE MONTH
TYPE DATE TRANSACTION QUANTITY DESCRIPTION PRICE DEBIT CREDIT
01 01/03 MRKD/MARKET MARK TO MARKET 228,183.05
03 01/03 MRKD/MARKET MARK TO MARKET 228,183.05
03 01/03 JOURNAL 70 VALASSIS COMMUNICATIONS INC 2,026.51
OFFIiiiiiiARRANGING FLIP
TO FROM
01 01/04 MRKD/MARKET MARK TO MARKET 184,433.40
01 01/04 WIRED FUNDS PAID BY WIRE 17,009.00
FUTURES WIRE
03 01/04 MRKD/MARKET MARK TO MARKET 184,433.40
01 01/05 ADJUSTMENT ADJUST DEBIT INTEREST 18,158.43
01 01/05 MRKD/MARKET MARK TO MARKET 51,303.59
01 01/05 WIRED FUNDS PAID BY WIRE 16,682.00
FUTURES WIRE
03 01/05 MRKD/MARKET MARK TO MARKET 51,303.59
01 01/06 MRKD/MARKET MARK TO MARKET 366,149.82
03 01/06 MRKD/MARKET MARK TO MARKET 366,149.82
01 01/09 MRKD/MARKET MARK TO MARKET 382,870.05
03 01/09 MRKD/MARKET MARK TO MARKET 382,870.05
01 01/10 MRKD/MARKET MARK TO MARKET 77,803.88
03 01/10 MRKD/MARKET MARK TO MARKET 77,803.88
03 01/10 JOURNAL -6,980 TJX COMPANIES INC NEW 170,018.15
OFFSHORE ARRANGING FLIP
TO FROM
01 01/11 MRKD/MARKET MARK TO MARKET 63,321.05
03 01/11 MRKD/MARKET MARK TO MARKET 63,321.05
03 01/11 JOURNAL -6,280 TJX COMPANIES INC NEW 152,952.56
TO FROMGING FLIP
TO FROM
01 01/12 MRKD/MARKET MARK TO MARKET 192,680.41
01 01/12 WIRED FUNDS RECEIVED BY WIRE 3,012.16
03 01/12 MRKD/MARKET MARK TO MARKET 192,680.41
01 01/13 MRKD/MARKET MARK TO MARKET 30,796.64
01 01/13 WIRED FUNDS PAID BY WIRE 23,629.00
WIRE TO CITIBANK FUT MGN
CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000
ELEVEN MADISON AVENUE FAX: 212-538-5540
CREDIT SUISSE NEW YORK, NY 10010-3629
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062141
EFTA01582595