Statement of Account *" ALL AMOUNTS IN US DOLLAR " 4 INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE 2030 UNDISCLOSED 01/01/06 TO 01/31/06 11 OF 20 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR DESCRIPTION THE MONTH 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 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-00062141 EFTA01582595