EFTA01581816.pdf

CREDIT SUISSE SECURITIES (USA) LLC STATEMENT DATE: 29 SEP 2006 ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ACCOUNT NUMBER: C 120PW 746FY HIGHBRIOGE CAPITAL MANAGEMENT FINANCIAL TRUST COMPANY INC. CHRIS EDELE 27TH FLOOR 9 WEST 57TH STREET NEW YORK, H.Y. 10019 OP E N P OS I T I ONS TRADE SETTL AT LONG SHORT CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT 1SEP06 RI 28 DEC 06 CBT 51 T-NOTE 01 105-03.5 US 11,375.00DR SPREAD 28* S.P. 105-16.5 11, 375.00CR .• USD SEGREGATED •• 99' 9 GBP SECURED •`• ••„ EUR SECURED •'• " CONVERTED TOTAL•• BEGINNING BALANCE 30,624.35DR 8,419.94 36,614.97 31,561.62 NET DEPOSIT/WITHDRAWAL .00 .00 .00 .00 ENDING BALANCE 30,624.35DR 8,419.94 36,614.97 31,581.62 OPEN TRADE EQUITY 11,375.00DR .00 .00 11,375.000R TOTAL EQUITY 41,999.35DR 8,419.94 36,614.97 20,206.62 LONG MARKET VALUE OF OPTIONS .00 .00 .D0 .00 SHORT MARKET VALUE OF OPTIONS .00 .00 .00 .00 NET LIQUIDITY 41,999.35DR 8,419.94 36,614.97 20,206.62 MARKET VALUE-SEC ON DEP-TOTAL .00 .00 .00 .00 INITIAL MARGIN REQUIREMENT 15,120.00 .00 .00 15,120.00 MAINTENANCE MARGIN REQUIREMENT 11,200.00 .00 .00 11,200.00 MARGIN DEFICIT 57,I19.35DR .00 .00 57419.35DR EXCESS CASH .00 8,419.94 36,614.97 62,205.98 PENDING EXCESS/DEFICIT 57,I19.35DR 8,419.94 36,614.97 5,086.63 CURRENCY CONVERSION RATE TO US 1.00000000 1.87143000 1.26857000 1.00000000 CONVERTED ACCOUNT VALUE AT MKT 41,999.35DR 15,157.33 46,448.65 20,206.62 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061260 EFTA01581816