Stqtement of Psccq alt ofnt T is Statement is provid on be Credit Suisse Securities (Europe) Limited("CSSE") Credit Suisse Securities (USA) LLC ("CSSU") Statement. All language on back of Statement provisions) is inapplicable. Positions shown on Statement are carried by CSSE (affiliate MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY SWISS FRANC Cash Balance 270.87 Exchange Rate: Long Market Value 0.83471757000 CHF/USD Short Market Value 0.83471757000 CHF/USD Debit Balance Short Balance Net Portfolio Value 270.87 EURO Cash Balance 112,036.52 Exchange Rate: Long Market Value 1.32491001000 EUR/USD Short Market Value 1.32491001000 EUR/USD Debit Balance Short Balance Net Portfolio Value 112,036.52 BRITISH POUND STERLING Cash Balance 91,869.49 Exchange Rate: Long Market Value 1.96599002000 GBP/USD Short Market Value 1.96599002000 GBP/USD Debit Balance Short Balance Net Portfolio Value 91,869.49 INV REP ACCOUNT TAXPAYER ID. 20ST UNDISCLOSED CS SEC EUR LTD: F/B/0 FINANCIAL TRUST COMPANY INC 1 CABOT SQUARE LONDON E144QJ GBR Ihk CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010.3629 STATEMENT PERIOD PAGE 11/01/06 TO 11/30/06 1 OF 17 for information only. This is not a (including SIPC/excess SIPC coverage of CSSU). CSSE is not a SIPC member. VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY 226.09 226.09 226.09 226.09 148,438.30 148,438.30 148,438.30 148,438.30 180,614.50 180,614.50 180,614.50 180,614.50 TEL: FAX: Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062152 EFTA01582604