Statement of Account *** ALL AMOUNTS IN US DOLLAR " 4 INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20.30 UNDISCLOSED 09/01/06 TO 09/30/06 16 OF 25 TRADING ACTIVITY FOR THE MONTH TYPE DATE TRANSACTION QUANTITY DESCRIPTION 03 04/12 JOURNAL 6,000 CONSECO INC OFFSHORE ARRANGING FLIP TO FROM 03 04/12 JOURNAL -6,000 CONSECO INC OFFSHORE ARRANGING FLIP TO FROM 03 04/12 JOURNAL 380 AMERICAN FINL GROUP INC OFFSHORE ARRANGING FLIP TO FROM 01 04/13 MRKD/MARKET MARK TO MARKET 03 04/13 MRKD/MARKET MARK TO MARKET 03 04/13 JOURNAL 6,200 TJX COMPANIES INC NEW OFFSHORE ARRANGING FLIP TO FROM 03 04/13 JOURNAL -650 RPM INCORPORATED OFFSHORE ARRANGING FLIP TO FROM 03 04/13 JOURNAL 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO FROM 03 04/13 JOURNAL 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO FROM 03 04/13 JOURNAL 3,000 CENTERPOINT ENERGY INC OFFSHORE ARRANGING FLIP TO FROM 03 04/13 JOURNAL 4,890 PPL CORP OFFSHORE ARRANGING FLIP TO FROM 01 04/17 MRED/MARKET MARK TO MARKET 03 04/17 MRKD/MARKET MARK TO MARKET 03 04/17 JOURNAL 800 DUKE ENERGY HLDG CORP OFFSHORE ARRANGING FLIP TO FROM CREDIT SUISSE PRICE DEBIT CREDIT 159,620.00 15,836.58 29,656.77 151,377.39 36,313.80 36,313.80 36,313.80 140,716.22 133,698.64 22,843.20 CREDIT SUISSE SECURITIES(USA) LLC TEL: ELEVEN MADISON AVENUE FAX: NEW YORK, NY 18010-3629 154,620.00 29,656.77 12,559.17 133,648.64 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062185 EFTA01582633