EFTA01592202

CREDIT SUISSE SECURITIES (USA) LLC STATEMENT DATE: 29 SEP 2006 ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 ACCOUNT NUMBER: HIGHBRIDGE CAPITAL MANAGEMENT FINANCIAL TRUST COMPANY INC. CHRIS EDELE 27TH FLOOR 9 WEST 57TH STREET NEW YORK, N.Y. 10019 TRADE SETTL AT R1 LONG OPEN SHORT 28* POSITIONS CONTRACT DESCRIPTION 28 DEC 06 CBT 5Y T-NOTE SPREAD EX PRICE S.P. 105-16.5 CC 01 105-03.5 US DEBIT/CREDIT 1SEP06 11,375.OODR 11,375.OODR BEGINNING BALANCE NET DEPOSIT/WITHDRAWAL ENDING BALANCE OPEN TRADE EQUITY TOTAL EQUITY LONG MARKET VALUE OF OPTIONS SHORT MARKET VALUE OF OPTIONS NET LIQUIDITY MARKET VALUE-SEC ON DEP-TOTAL INITIAL MARGIN REQUIREMENT MAINTENANCE MARGIN REQUIREMENT MARGIN DEFICIT EXCESS CASH PENDING EXCESS/DEFICIT CURRENCY CONVERSION RATE TO US CONVERTED ACCOUNT VALUE AT MKT PROT0 ** USD SEGREGATED TOTAL** 8,419.94 30,624.35DR .00 30,624.35DR 11,375.OODR 41,999.35DR .00 .00 41,999.35DR .00 15,120.00 11,200.00 57,119.35DR .00 57,119.35DR 1.00000000 41,999.35DR .00 8,419.94 .00 8,419.94 .00 .00 8,419.94 .00 [repeated 4 times] 8,419.94 8,419.94 1.87143000 15,757.33 36,614.97 .00 36,614.97 .00 36,614.97 .00 .00 36,614.97 .00 [repeated 4 times] 36,614.97 36,614.97 1.26857000 46,448.65 31,581.62 * * **** GBP SECURED *** **** EUR SECURED * * * * * CONVERTED PROT1 .00 31,581.62 11,375.00DR 20,206.62 .00 .00 20,206.62 .00 15,120.00 11,200.00 57,119.35DR 62,205.98 5,086.63 1.00000000 20,206.62 PROT2