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 EFTA01592202 ** 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 .00 .00 .00 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 .00 .00 .00 36,614.97 36,614.97 1.26857000 46,448.65 31,581.62 * * **** GBP SECURED *** **** EUR SECURED * * * * * CONVERTED EFTA01592203 .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 EFTA01592204