EFTA01582142.pdf

Statement of Account INV REP 20ST TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 06/01/06 TO 06/30/06 PAGE 2 OF 12 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING ••• ALL AMOUNTS IN EURO ••• PORTFOLIO SUMMARY MONTHLY ACTIVITY SUMMARY CURRENT VALUE ASSETS DEBIT CREDIT Cash 6,405.13 100.00 Opening Balance 2,082.42 Purchases Equities Sales Stocks Funds Received Options Funds Withdrawn 1,654.83 Convertibles Net Total Cash Income 5,977.54 Short Equities Foreign Exchange Other Repurchase Agreements Municipals Rev Repur Agreements Taxable Fixed income Other Governments 6 Agencies Closing Balance 6,405.13 Corporates Asset Backed Securities Money Markets Debt Options INCOME SUMMARY Other Assets MONTH YTD Long Market Value Short Market Value Credit Interest 415.13 1,000.49 Debit Balance Dividend Income 5,564.30 7,842.80 Short Balance Municipal Income Repurchase Equity Govt. Income Rev Repur Equity Other Bond Income Repurchase Fails Other Income 229.23 Rev Repur Fails Div/Int Chgd Net Portfolio Value 6,405.13 Loan Interest Chgd 1.89DB 366.4208 Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 5,977.54 8,706.10 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. CREDIT SUISSE SECURITIES(USA) LLC TEL: 212-325-2000 ELEVEN MADISON AVENUE FAX: 212-538-5540 CREDIT SUISS?\ NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061650 EFTA01582142