EFTA01582153.pdf

Statement of Account INV REP 203Q ACCOUNT TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 01/01/06 TO 01/31/06 PAGE 1 OF 12 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MULTI-CURRENCY PORTFOLIO SUMMARY •••BASE CURRENCY REPORTED IN USD ••a •••PREF CURRENCY REPORTED IN USD ••• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY EURO Cash Balance 4.17 5.06 5.06 Exchange Rate: Long Market Value 1.21486000000 EUR/USD Short Market value 1.21486000000 EUR/USD Debit Balance 651.67- 791.68- 791.68- Short Balance Net Portfolio Value 647. 50- 786.62- 786.62- BRITISH POUND STERLING Cash Balance 124.97 222.44 222.44 Exchange Rate: Long Market Value 1.78001002000 GBP/USD Short Market Value 1.78001002000 GBP/USD Debit Balance 41.28- 73.47- 73.47- Short Balance Net Portfolio Value 83.69 148.97 148.97 US DOLLAR Cash Balance 1,876,906.80 1,876,906.80 1,876,906.80 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 1,876,906.80 1,876,906.80 1,876,906.80 TOTAL PORTFOLIO VALUE (USD ) 1,876,269.15 TOTAL PORTFOLIO VALUE (USD ) 1,876,269.15 CREDIT SUISSE SECURITIES(USA) LLC TEL: liSh ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 1C010-3629 FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061662 EFTA01582153