EFTA01582095

Statement of Account "" ALL AMOUNTS IN BRITISH POUND STERLING "" PORTFOLIO SUMMARY Cash Equities Stocks Options Convertibles Short Equities Other Municipals INV REP i NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 09/01/06 TO 09/30/06 4 OF HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 CURRENT VALUE % ASSETS 124.97 100.00 MONTHLY ACTIVITY SUMMARY Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements DEBIT CREDIT 58.89 0.31 12 Taxable Fixed Income Governments di Agencies Corporates Other Closing Balance 59.20 Asset Backed Securities Money Markets Debt Options INCOME SUMMARY Other Assets MONTH YTD Long Market Value Short Market Value Credit Interest 0.31 2.74 Debit Balance 65.77- Dividend Income Short Balance Municipal Income Repurchase Equity Govt. Income Rev Repur Equity Other Bond Income Repurchase Fails Other Income Rev Repur Fails Div/Int Chgd Net Portfolio Value 59.20 Loan Interest Chgd 26.92DB Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 0.31 24.18DB The understanding of CS Sec liSk CREDIT SUISSE USA LLC is that credit balances held in your account are pending reinvestment. CREDIT SUISSE SECURITIES(USA)LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061597 EFTA01582095