Statement of Account *** ALL AMOUNTS IN US DOLLAR *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 03/01/06 TO 03/31/06 15 OF 22 TYPE DATE TRANSACTION QUANTITY TRADING ACTIVITY DESCRIPTION FOR THE MONTH PRICE DEBIT CREDIT 03 03/20 MRKD/MARKET MARK TO MARKET 348,509.90 03 03/20 JOURNAL -1,400 CONSECO INC 35,735.86 OFFSHORE ARRANGING FLIP TO FROM 03 03/20 JOURNAL -2,300 DUKE ENERGY CORP 66,910.92 OFFSHORE ARRANGING FLIP TO FROM 03 03/20 JOURNAL -640 CS% CORPORATION 37,503.03 OFFSHORE ARRANGING FLIP TO FROM 01 03/21 MRKD/MARKET MARK TO MARKET 217,448.10 01 03/21 WIRED FUNDS PAID BY WIRE 8,707.00 WIRE TO CITIBANK FUT MGN 03 03/21 MRKD/MARKET MARK TO MARKET 217,448.10 03 03/21 JOURNAL -600 DUKE ENERGY CORP 17,643.53 OFFSHORE ARRANGING FLIP TO FROM 01 03/22 MRKD/MARKET MARK TO MARKET 271,252.01 03 03/22 MRKD/MARKET MARK TO MARKET 271,252.01 03 03/22 JOURNAL -1,200 MASCO CORP 38,669.17 OFFSHORE ARRANGING FLIP TO FROM 03 03/22 JOURNAL -500 CBRL GROUP INC 23,335.76 OFFSHORE ARRANGING FLIP TO FROM 01 03/23 MRKD/MARKET MARK TO MARKET 177,123.64 03 03/23 MRKD/MARKET MARK TO MARKET 177,123.64 01 03/24 MRKD/MARKET MARK TO MARKET 6,065.28 03 03/24 MRKD/MARKET MARK TO MARKET 6,065.28 01 03/27 WIRED FUNDS PAID BY WIRE 28,795.00 WIRE TO CITIBANK FUT MGN 01 03/27 MRKD/MARKET MARK TO MARKET 8,927.68 01 03/27 JOURNAL 6,500 CENTERPOINT ENERGY INC 78,748.80 OFFSHORE ARRANGING FLIP TO FROM CREDIT SUISSE CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 1C010-3629 TEL: FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00062210 EFTA01582653