Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 2030 736FY UNDISCLOSED 01/01/06 TO 01/31/06 13 OF 20 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY FOR THE MONTH DESCRIPTION PRICE DEBIT CREDIT 01 01/20 MRKD/MARKET MARK TO MARKET 348,257.42 03 01/20 MRKD/MARKET MARK TO MARKET 348,257.42 03 01/20 JOURNAL -655 AMGEN 51,193.59 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 01 01/23 JOURNAL FROM 736FY0 TO 746FY0 746,888.32 736F10 TO 746FY0 USD/EUR 01 01/23 MRKD/MARKET MARK TO MARKET 231,548.74 03 01/23 MRKD/MARKET MARK TO MARKET 231,548.74 03 01/23 JOURNAL -3,270 DUKE ENERGY CORP 92,776.38 OFFSHORE ARRANGING FLIP TO 736F10 FROM 746FY0 03 01/23 JOURNAL -290 AMERICAN FINL GROUP INC 11,332.49 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/24 HMCO/MARKET MARK TO MARKET 169,527.54 01 01/24 WIRED FUNDS PAID BY WIRE 5,150.00 WIRE TO CITIBANK FUT MGN 03 01/24 MRKD/MARKET MARK TO MARKET 169,527.54 03 01/24 JOURNAL -1,450 DUKE ENERGY CORP 41,296.25 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/25 HMCO/MARKET MARK TO MARKET 65,263.73 03 01/25 MRKD/MARKET MARK TO MARKET 65,263.73 03 01/25 JOURNAL 655 AMGEN 49,813.10 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/26 MIRED/MARKET MARK TO MARKET 34,121.86 03 01/26 MRKD/MARKET MARK TO MARKET 34,121.86 03 01/26 JOURNAL -1,130 SUPERVALU INC 37,399.08 OFFSHORE ARRANGING FLIP TO 736FY0 FROM 746FY0 01 01/27 MRKD/MARKET MARK TO MARKET 244,339.85 03 01/27 MRKD/MARKET MARK TO MARKET 244,339.85 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-00062143 EFTA01582597