EFTA01582080

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP i NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 10/01/06 TO 10/31/06 1 OF 14 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN EURO Cash Balance Exchange Rate: Long Market Value 1.27640000000 EUR/USD Short Market Value 1.27640000000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY 6,461.20 VALUE IN BASE CURRENCY VALUE IN 8,247.07 PREF CURRENCY 8,247.07 Net Portfolio Value 6,461.20 8,247.07 8,247.07 BRITISH POUND STERLING Cash Balance 124.97 238.37 238.37 Exchange Rate: Long Market Value 1.90747000000 GBP/USD Short Market Value 1.90747000000 GBP/USD Debit Balance 65.47- 124.88- 124.88- Short Balance Net Portfolio Value 59.50 113.49 113.49 US DOLLAR Cash Balance 3,647,060.98 [repeated 3 times] Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 3,647,060.98 [repeated 3 times] TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 3,655,421.54 3,655,421.54 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC TEL ELEVEN MADISON AVENUE FAX NEW YORK NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061579 EFTA01582080