EFTA01582041

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 08/01/06 TO 08/31/06 1 OF 13 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN EURO Cash Balance Exchange Rate: Long Market Value 1.28112000000 EUR/USD Short Market Value 1.28112000000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY 6,430.38 VALUE IN BASE CURRENCY VALUE IN 8,238.08 PREF CURRENCY 8,238.08 Net Portfolio Value 6,430.38 8,238.08 8,238.08 BRITISH POUND STERLING Cash Balance 124.97 238.04 238.04 Exchange Rate: Long Market Value 1.90480000000 GBP/USD Short Market Value 1.90480000000 GBP/USD Debit Balance 66.08- 125.86- 125.86- Short Balance Net Portfolio Value 58.89 112.18 112.18 US DOLLAR Cash Balance 3,555,096.91 [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 3,555,096.91 [repeated 3 times] TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 3,563,447.17 3,563,447.17 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-00061535 EFTA01582041