EFTA01582092

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP A NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 09/01/06 TO 09/30/06 1 OF HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 12 •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN EURO Cash Balance Exchange Rate: Long Market Value 1.26857000000 EUR/USD Short Market Value 1.26857000000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY 6,445.97 VALUE IN BASE CURRENCY VALUE IN 8,177.16 PREF CURRENCY 8,177.16 Net Portfolio Value 6,445.97 8,177.16 8,177.16 BRITISH POUND STERLING Cash Balance 124.97 233.87 233.87 Exchange Rate: Long Market Value 1.87143002000 GBP/USD Short Market Value 1.87143002000 GBP/USD Debit Balance 65.77- 123.08- 123.08- Short Balance Net Portfolio Value 59.20 110.79 110.79 US DOLLAR Cash Balance 3,576,843.57 [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 3,576,843.57 [repeated 3 times] TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 3,585,131.52 3,585,131.52 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-00061594 EFTA01582092