EFTA01582141

Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 746FY UNDISCLOSED 06/01/06 TO 06/30/06 1 OF HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 12 MULTI-CURRENCY PORTFOLIO SUMMARY •••BASE CURRENCY REPORTED IN USD ••a •••PREF CURRENCY REPORTED IN USD ••• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN EURO Cash Balance Exchange Rate: Long Market Value 1.27840000000 EUR/USD Short Market value 1.27840000000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY VALUE IN 6,405.13 BASE CURRENCY VALUE IN 8,188.31 PREF CURRENCY 8,188.31 Net Portfolio Value 6,405.13 8,188.31 8,188.31 BRITISH POUND STERLING Cash Balance 124.97 230.89 230.89 Exchange Rate: Long Market value 1.84757000000 GBP/USD Short Market Value 1.84757000000 GBP/USD Debit Balance 66.69- 123.21- 123.21- Short Balance Net Portfolio Value 58.28 107.68 107.68 US DOLLAR Cash Balance 3,325,565.11 [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 3,325,565.11 [repeated 3 times] TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 3,333,861.10 3,333,861.10 CREDIT SUISSE CREDIT SUISSE SECURITIES(USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 1C010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061649 EFTA01582141