EFTA01581851.pdf

REALIZED GAIN/LOSS REPORT Date: 04/2406 11:49:41MI HIghbrIdge Capital Management illabrIdge • Financial Trust Co. Page: I of 7 1/1/2006 to 3131/2006 Uwe asantos CURRENCY: EUROPEAN MONETARY lThlT BROKER CREDIT-SUISSE FIRST BOSTON Opening Transaction Closing Transaction Realized P&L Trade Trs. Local Functional Trade 'Ira. Local Functional Functional Functional Functional Otv Tr:. Nam riot• TYPe Proceeds EX Rate Proceeds Tn. Num Ism Tsp. Proceeds FX Rate Proceeds Local leadin° EN SECURITY TYPE }IMRE SIDCI.:RIIY EGIMIII6 - Eisro.bobl Mar 06 Mute II 12871134 120805 Siff 1,244,320.00 0.8530 1.458.778.55 13107706 02:28/06 CVS -1,231,890.00 0.8431 4.461.144.73 12,430.00 14,743.22 0.00 14,743.22 II 1,244,320.00 1.498.778.55 4,231,891.0i -L461,144.73 12430.00 14,743.22 OM 14,74312 SECURITY ICBS116 - Euro-whatt Mar 06 Future 2 12871136 120805 SILT 211.030.00 0.8530 247.401.02 13/07761 02/28/06 CyS -210.190.00 0.8431 -249306.36 840.00 996.32 0.00 996.32 2 211,030.00 247,401.02 -210,190.00 -249,306.36 840.00 996.32 OAKI 996.32 SECURITY TYPE: STOCK SECURITY DPWQ.DE - DEUTSCHE POST AG 7.000 12291569 05+2595 SU. 132.230.00 0.7955 166.21932 13074675 024606 CVS -154.130.76 0.8414 -183.176.70 -21.900.76 -27.530.35 10,573.37 -16,956.98 7.000 12291569 05,2505 SE. 132,230.00 0.7955 166,219.72 13153271 03/14/06 CVS -147,857.43 0.8377 476,504.81 -15,627.43 -19,644.46 9,359.38 -10,285.08 14,010 264.460.00 332,439.44 -301.988.19 ,359,681.51 .37.528.19 .47.174.81 19,932.75 -27.142.06 Total for 11BFT•FAUR: 1,719,810.00 2,038,619.01 -1,744,068.19 -2,070,132.60 -24.258.19 41,435.27 19,932.75 -11302.52 Coronglo (c) 2002.20O integratedBooms: Spirems. Inc linealPartial:0.31door,, • SolSow, PPA10128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061300 EFTA01581851