EFTA Document EFTA01581899

Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD **a ***PREF CURRENCY REPORTED IN USD *** INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 07/01/05 TO 07/31/05 1 OF 20 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 Exchange Rate: 0.77770173000 0.77770173000 CHF/USD CHF/USD Cash Balance Long Market Value Short Market value Debit Short Balance Balance EURO Exchange Rate: 1.21331000000 1.21331000000 EUR/USD EUR/USD Net Portfolio Value Cash Balance Long Market value Short Market Value Debit Balance Short Balance 4.17 622.33- 5.05 755.07- 5.05 755.07- Net Portfolio Value 618.16- 750.02- 750.02- US DOLLAR Cash Balance 9,238,802.50 [repeated 3 times] Exchange Rate: 1.00000000000 1.00000000000 USD/USD USD/USD Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value 9,238,802.50 [repeated 3 times] TOTAL TOTAL PORTFOLIO VALUE (USD PORTFOLIO VALUE (USD ) ) 9,238,052.48 9,238,052.48 CREDIT FIRST I SUISSE BOSTON CREDIT SUISSE FIRST BOSTON LLC TEL ELEVEN MADISONAVENUE FAX: NEW YORK, NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061357 EFTA01581899