Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 736FY UNDISCLOSED 07/01/06 TO 07/31/06 16 OF 20 TYPE ALL AMOUNTS IN US DOLLAR ••* DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 03 07/28 JOURNAL -1,000 CMS ENERGY CORP 13,994.47 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 07/31 MRKD/MARKET MARK TO MARKET 9,959.21 01 07/31 WIRED FUNDS PAID BY WIRE 16,375.00 WIRE TO FUTURES 01 07/31 JOURNAL 1,700 SUPERVALU INC 49,946.68 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 03 07/31 MRKD/MARKET MARK TO MARKET 9,959.21 03 07/31 JOURNAL 700 CSX CORPORATION 42,022.47 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 07/31 JOURNAL -2,800 CENTERPOINT ENERGY INC 37,704.48 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 07/31 JOURNAL -400 PPL CORP 13,620.58 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES ( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062104 EFTA01582560