Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST 736FY UNDISCLOSED 06/01/06 TO 06/30/06 12 OF 20 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 01 06/01 MRKD/MARKET MARK TO MARKET 273,137.81 03 06/01 MRKD/MARKET MARK TO MARKET 273,137.81 03 06/01 JOURNAL 1,000 CBRL GROUP INC 36,997.74 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 06/02 JOURNAL FROM 736FY0 TO 746FY0 6,069.48 736FY0 TO 746FY0 USD/EUR 01 06/02 MRKD/MARKET MARK TO MARKET 128,399.57 03 06/02 MRKD/MARKET MARK TO MARKET 128,399.57 03 06/02 JOURNAL -1,000 PPL CORP 30,215.87 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 06/05 MRKD/MARKET MARK TO MARKET 351,709.10 01 06/05 WIRED FUNDS PAID BY WIRE 30,788.00 WIRE TO CITIBANK FUT MRN 03 06/05 HMO/MARKET MARK TO MARKET 351,709.10 01 06/06 MRKD/MARKET MARK TO MARKET 48,171.85 03 06/06 MRKD/MARKET MARK TO MARKET 48,171.85 03 06/06 JOURNAL -960 PPL CORP 29,238.49 OFFSHORE ARRANGING FLIP TO 736F10 FROM 7461'10 01 06/07 MRKD/MARKET MARK TO MARKET 49,005.01 01 06/07 WIRED FUNDS PAID BY WIRE 5,538.00 WIRE TO CITIBANK FUT MRN 03 06/07 HMO/MARKET MARK TO MARKET 49,005.01 03 06/07 JOURNAL -3,700 CENTERPOINT ENERGY INC 45,619.22 OFFSHORE ARRANGING FLIP TO 7368'10 FROM 746FY0 01 06/08 MRKD/MARKET MARK TO MARKET 25,145.53 03 06/08 HMO/MARKET MARK TO MARKET 25,145.53 01 06/09 MRKD/MARKET MARK TO MARKET 134,918.20 03 06/09 HMO/MARKET MARK TO MARKET 134,918.20 01 06/12 MRKD/MARKET MARK TO MARKET 71,837.07 03 06/12 MRKD/MARKET MARK TO MARKET 71,837.07 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-00062121 EFTA01582575