Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 203Q UNDISCLOSED 01/01/06 TO 01/31/06 1 OF 12 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 ••a •••PREF CURRENCY REPORTED IN USD ••• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN EURO Cash Balance Exchange Rate: Long Market Value 1.21486000000 EUR/USD Short Market value 1.21486000000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY VALUE IN 4.17 651.67- BASE CURRENCY VALUE IN 5.06 791.68- PREF CURRENCY 5.06 791.68- Net Portfolio Value 647. 50- 786.62- 786. 62- BRITISH POUND STERLING Cash Balance 124 . 97 222.44 222 . 44 Exchange Rate: Long Market Value 1.78001002000 GBP/USD Short Market Value 1.78001002000 GBP/USD Debit Balance 41.28- 73.47- 73.47- Short Balance Net Portfolio Value 83.69 148.97 148.97 US DOLLAR Cash Balance 1,876,906.80 1,876,906.80 1,876,906.80 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 1,876,906.80 1,876,906.80 1,876,906.80 TOTAL PORTFOLIO VALUE (USD ) 1,876,269.15 TOTAL PORTFOLIO VALUE (USD ) 1,876,269.15 liSh CREDIT SUISSE CREDIT SUISSE SECURITIES(USA) LLC TEL: ELEVEN MADISON AVENUE FAX NEW YORK, NY 1C010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061662 EFTA01582153