EFTA01581886

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY '"BASE CURRENCY REPORTED IN USD •** ** , PREF CURRENCY REPORTED IN USD ••• INV REP 20JQ ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 09/01/05 TO 09/30/05 1 OF 15 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY SWISS FRANC Cash Balance Exchange Rate: Long Market Value 0.77181933000 CHF/USD Short Market Value 0.77181 933000 CHF/USD Debit Balance Short Balance EURO Exchange Rate: 1.20106000000 1.20106000000 Net Portfolio Value Cash Balance Long Market Value EUR/USD Short Market Value EUR/USD Debit Balance Short Balance 4.17 624. 82- 5.00 750. 44- 5.00 750.44- Net Portfolio Value 62 O. 65- 74 5.44- 745.44- US DOLLAR Cash Balance 9,280,277.09 9,280,277.09 9,280,277.09 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 9,280,277.09 9,280,277.09 9,280,277.09 TOTAL PORTFOLIO VALUE (USD ) 9,279,531.65 TOTAL PORTFOLIO VALUE (USD ) 9,279,531.6'. CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL: 212-325-2000 FM: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061341 EFTA01581886