EFTA01582141.pdf

Statement of Account INV REP 20ST ACCOUNT 746FY TAXPAYER ID. UNDISCLOSED STATEMENT PERIOD 06/01/06 TO 06/30/06 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 6,405.13 8,188.31 8,188.31 Exchange Rate: Long Market Value 1.27840000000 EUR/USD Short Market value 1.27840000000 EUR/USD Debit Balance Short Balance Net Portfolio Value 6,405.13 8,188.31 8,188.31 BRITISH POUND STERLING Cash Balance 124.97 230.89 230.89 Exchange Rate: Long Market value 1.84757000000 GBP/USD Short Market Value 1.84757000000 GBP/USD Debit Balance 66.69- 123.21- 123.21- Short Balance Net Portfolio Value 58.28 107.68 107.68 US DOLLAR Cash Balance 3,325,565.11 3,325,565.11 3,325,565.11 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 3,325,565.11 3,325,565.11 3,325,565.11 TOTAL PORTFOLIO VALUE (USD ) 3,333,861.10 TOTAL PORTFOLIO VALUE (USD ) 3,333,861.10 CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE CREDIT SUISSE NEW YORK, NY 1C010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061649 EFTA01582141