EFTA01581827.pdf

Fund: I fighlwidgc • Financial Tnnl Co. REALIZED GAIN/LOSS REPORT Duo: 101606 4:2320F31 Dale: 1 1 2006 lo 9302006 flight'%se Capital Management IllehbeIdge - Plasm% Trust Co. Par. 2 of 17 I I 2006 to 9302006 User: an CIMREM7Y: EUROPEAN MONETARY IIMT BROKER: caEurr-suisse FIRST 110till /N Opening 'Iramaction Cluing Transaction Realized P&L Trade Tn. Local Functional lead. lra. Local Functional Functional FUndlonal Functional Oh Tn.Nee Ikto Type Proceed+, I.% Rate Homed. Tra. Num Moo 'IN or Proceed% FX Rate Prom* Local I radino EN 8,666 12291569 05a305 Sit 163,700.74 0.7955 205,780.02 13294131 042106 CVS -181,639.36 0.8067 -225,151.07 -17,938.62 -22,549.74 3,178.69 -19,371.05 3984 12484960 07/1105 SHT 120.816.96 0.8205 147,245.67 13294131 04/25106 CVS -125,424.64 0.8067 -155,470.11 -4.607.68 -5.615.61 -2,608.83 4.224.44 7.535 12484960 07/2205 SFR 152,131.65 0.8205 185.410.45 13305138 04127/06 CVS -157.707.55 0.8037 -196.235.50 -5,575.90 -6.795.63 4.029.43 -10.825.06 8.255 12484960 07/22/05 Slit' 166,668.45 0.8205 203.127.17 13549016 0511006 BUN' 493,167.00 0.7838 -246,452.12 -24498.55 -32.295.11 -11,029.84 43.324.95 7,949 i24g4960 07/22/05 Siff 160,49031 0.8205 193,597.37 13549021 05/1006 cvs -177,739.61 0.7138 -226.769.12 -17,249.33 -21.022.62 -10.148.93 -31.171.53 6.913 12484960 07/2205 SETT 139.573.47 0.8205 170.105.17 13354930 05/11/06 BUY -156.164.67 0.7818 -199.742.42 -16.591.20 -20.220.53 -9.416.73 -29.637.26 1.342 12489183 07/2905 sin 27.132.42 0.8284 32,752.90 13554930 03/11/06 BUY -30,315.78 0.7818 -38,775.40 -3,183.36 -3,842.79 -2,179.70 4022.49 058 12489183 07/25.05 SIR 92,153.19 0.8284 111,24272 /3565226 091906 BUY -98,052.61 0.7757 -126,404.52 -5,899.42 -7,121.48 4,040.31 -15,161.79 942 12800128 11/1405 Siff 17.871.15 0.8543 20.918.18 13565226 03/13'06 BUN' -23264.49 0.7757 -26.123.97 -2393.34 -2.801.40 -2.401.38 -5.205.78 7,058 12800128 11/14'05 SFR 133.900.85 0.8543 156.730.94 13581997 05118/06 BUY -148,853.22 0.7859 -189.415.72 -14952.37 47,501.75 -15,183.03 -32,684.78 782 129841% 01/1906 sur 1722531 0.8272 20.82336 13581997 03118/06 Bur -16.492.38 0.7859 -20$86.55 732.66 885.72 -163.20 7.741 12984196 01/1906 SHT 170.51031 0.8272 206,129.91 13382000 091906 BUY -163.257.69 0.7859 -207,745.41 7.252.62 8.767.69 -10,383.19 4615.50 1.200129841% 01/1906 Siff 26,432-29 0.8272 31,954.00 13593059 05/22/06 cvs -24,323.22 0.7843 -31,012.11 2309.07 2.549.66 -1,607.76 941.90 15,277129441% 0915106 SITT 336,505.10 0.8272 406,801.02 13606140 0924/06 cvs -316,539.44 0.7786 -406,563.26 19,965.66 24.136.49 -23.898.73 237.76 11.000 13027737 02/0136 SR. 258.551.59 0.8213 314.825.34 13606140 05124106 CVS -227.920.00 0.7786 -292.740.45 30.631.59 37.298.36 -15.213.66 22.084.90 5.000 13553638 05'1006 SIR 114,927.36 0.7838 146,630.07 13606140 05/24106 CV'S 403,600.00 0.7786 -133,063.84 11,327.36 14,452.01 485.78 13,566.23 129,266 2,647,609.84 3,246,218.77 4.759.643.24 4472.341.78 •112.033.44 •13,11.617.36 47,545.62 ,226,122.98 SECURITY ECMIII6 Earrobold /liar 06 Future 1112871134 120805 sin 1.244.320.00 0.8530 1.453778.55 13107706 02/2806 CVS -1.231.890.00 08431 -1.461.144.73 12,430.00 14.743.22 0.00 14,743.22 11 1.244.120.00 1,458,778.55 -1,231,890.00 -1,461,144.73 12,430.00 14,743.22 0.00 14,743.22 SECURITY FGEN(816 • Euro-bobi Jun 06 Future II 13107715 02/21406 suT 1,222,870.00 0.8431 1,450,446.11 13606152 0924/06 CVs -1,212,860.00 0.7786 -1,557,797.38 10,010.00 12,856.84 0.00 12,856.84 11 1,222,870.00 1.450.446.11 •1.212,860.041 -1,557,797.38 10.010.00 12,856.84 0.00 12956.84 SECURITY FCBSII6 - Euro-sehs14 Star 06 Future 21287/136 120105 slfl 211.030.00 0.8530 247,401.02 13107761 02328/06 CVS -210.190.00 0.8431 -249.306.36 840.00 996.32 0.00 996.32 2 211,030.00 247,401.02 -210,190.00 -249,3116.36 840.00 996.32 0.00 996.32 SECURITY F6B8316. EuroothaU Jun 06 Future 1 13107767 021806 Sin I 0.1.840.00 0.8431 124,350.72 13637246 0601/06 CVS -104,485.00 0.7794 -134,059.48 355.00 455.48 0.00 455.48 104,840.00 124.350.72 -104,485.00 -134,059.48 355.00 455.48 0.00 455.48 Total for IIBIT•EUR-CSI' 1.489395.78 1,614.188.40 -1.293.449.13 -1.539.155.77 196,146.65 245.311.29 -19.695.22 225,616.07 Total for IIRFr-EUR: 1,489495.78 1,614488.40 -1,293,449.13 -1.539,155.77 196,146.6$ 245-111.29 -19,695.22 225,616.07 CorrIght (C12002-2003 Integrated Rovnots Seitems. Inc nasalPortfolso Afanager - Syl Senur 17'1110128 Confidential Treatment Requested by JPMoroan Chase JPM-SDNY-00061274 EFTA01581827