EFTA01582142

Statement of Account INV REP TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 06/01/06 TO 06/30/06 2 OF 12 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING ••• ALL AMOUNTS IN EURO ••• PORTFOLIO SUMMARY CURRENT VALUE ASSETS MONTHLY ACTIVITY SUMMARY DEBIT CREDIT Cash 6,405.13 100.00 Opening Balance 2,082.42 Equities Stocks Options Convertibles Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income 1,654.83 5,977.54 Short Equities Other Municipals Taxable Fixed income Governments 6 Agencies Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance 6,405.13 Corporates Asset Backed Securities Money Markets Debt Options Other Assets INCOME SUMMARY MONTH YTD Long Market Value Short Market Value Credit Interest 415.13 1,000.49 Debit Balance Dividend Income 5,564.30 7,842.80 Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Municipal Income Govt. Income Other Bond Income Other Income 229.23 Rev Repur Fails Net Portfolio Value 6,405.13 Div/Int Chgd Loan Interest Chgd 1.89DB 366.4208 Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 5,977.54 8,706.10 The understanding of CS Sec USA LLC is that credit balances held in your account are pending reinvestment. CREDIT SUISS?\ CREDIT SUISSE SECURITIES (USA) LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061650 EFTA01582142