EFTA01581853

REALIZED GAIN/LOSS REPORT ilighbridge Capital Maitagement Ilighbridge - Financial Trust Co. I I 2006 io 3.31/2006 Dam: 0624'06 II:49:41AM Page: User 47URREN(79: BROKER: BRITISH FOUND CREDIT-RISSE FIR' IFOSI ON Opening Transaction Closing Transaction Realized I',el. Trade Tn. M. Tv local Pmceette EN Rate Functional 'trade freed. Cr,. Num moo Ira. 'I's local Protonic FS Rate Functional IRonede Local Functional I radino I undue:al I.i. Emotional 60,000 020806 mg 439,494.00 0.5729 767,114.80 02,23106 CVS 489,600.00 0.5736 453,495.20 -50,106.00 -87.347.28 0.00 47,347.28 0 01/31:06 surr -1,241,425.00 0.5658 -2,194,218.69 0.00 0.00 0.00 0.00 0.01 0.01 10.100 01/31/06 SHT 64.135.00 0.5658 113.358.61 02/1006 CVS -78.780.00 0.5745 -137.128.41 -14.645.00 -25.491.82 0.00 -25.491.82 10.245 01/31/06 sin.. 65.055.75 0.5658 114,986.04 02/1006 CVS .74911.00 0.5745 ,139,097.08 -14,855.25 -25,857.79 0.00 •25.857.79 10.400 01/31106 stir 64040.00 0.5658 116.72E70 02/13106 cvs 41.01600 0.5728 -141.449.89 -14.976.00 -26.147.35 0.00 -24147.35 10.430 01/31106 stir 66230.50 0.5658 117.062.41 0243/06 CVS 41354.00 0.5728 -141040.02 -15.123.50 -26.401.87 0.00 -26.404.87 35,800 01/31/06 SHT 227,330.00 0.5658 401,805.78 02/14106 CVS -279,240.00 05737 -484757.21 -51,910.00 -90,486.92 0.00 -90,436.92 13,845 01/31/06 slit 87,915.75 0.5658 155,391.09 02/17/06 CVS -114,221.25 0.5762 -198,219.56 -26,305.50 -45,650.56 0.00 -45,650.56 104.680 01/31/06 SIIT 664.718.00 0.5658 1.174.689.07 02'23/06 CVS 454.188.80 03736 -1.489.064.63 -189.470.80 -330.294.97 0.00 -330.294.97 164680 02/23'06 Siff 1,343.788.80 0.5736 2.342.559.83 03128106 CVS -1,361.903.60 05722 4,379,994.64 .18.114.80 .31,656.52 0.00 .31,656.52 615,610 3,015,91030 5.227.513.58 4661,639.65 -8.161465.13 ,404,304.35 ,704,887.66 0.01 .704,88745 SECURITY LADS - LADBROKES PLC 283.150 12/31105 sin- 1.025.003.00 0.5820 1.761.108.90 01/31106 CVs -1.046.239.25 03658 -1.019.227.87 -21.236.25 -37.535.07 0.00 -37.535.07 0 01/3106 SHIT 4046.239.25 0.5658 -1,849,227.87 0.00 0.00 0.00 000 -0.02 -0.02 62,115 01/31106 sin. 229,514.93 0.5658 405,667.63 02/23106 CVS -232,931.2$ 0.5736 -406,057.40 -3,416.33 -5,955.51 0.00 -5,955.51 221,035 01/31106 SIIT 816.72433 0.5658 1.443.560.24 02/23106 CVS 432.19678 0.5736 -1,450727.04 -15.472.45 -26.972.36 0.00 -24972.36 11.000 02/17/06 strr 41.932.00 0.5762 72,768.79 02/23/06 CVS 41,415.00 05736 -72.196.70 517.00 901.26 0.00 901.26 12.000 0310306 SICr 43,989.60 0.5705 77,102.77 03/21006 CVS 46140.00 05722 40,631.96 -7,150.40 -3,757.93 0.00 -3,757.93 232.035 02/2306 sin. 873.611.78 0.5736 1.522.923.74 03/28/06 CVS -892.174.58 03722 -1.559.119.69 -18,562.80 -32.439.42 0.00 -32.439.42 244,035 03:28'06 SHIT 938,314.58 0.5722 1,639,751.64 03/31/06 CVS -949,296.15 05732 -1,656,094.60 40,981.57 -19,157.90 0.00 -19,157.90 1.065,370 2,922,850.97 5,873455.84 4.040.393.01 -7,074,055.26 41,302.86 -124916.93 .062 424,916.95 Total for irstrr-cam 83,324.50 15004.10 4511.18096 815,130.25 .18,201.76 .33,100.50 -0.01 43,100.51 Come:gig (c) 2002.200 integrated Besmear Sflms, Inc lima! Poeticise Manager • Sql Server ITAI0128 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061302 EFTA01581853