REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 3/31/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num Trade Date SECURITY TYPE: FUTURE SECURITY FGBMH6 - Euro-bobl Mar 06 Future 11 12871134 11 12871136 12/08/05 SHT 12/08/05 SHT 1,244,320.00 1,244,320.00 SECURITY FGBSH6 - Euro-schatz Mar 06 Future 2 2 SECURITY TYPE: STOCK SECURITY DPWGn.DE - DEUTSCHE POST AG 7,000 12291569 7,000 12291569 14,000 Total for HBFT-EUR: 05/25/05 SEL 05/25/05 SEL 132,230.00 132,230.00 264,460.00 1,719,810.00 0.7955 0.7955 166,219.72 13074675 166,219.72 13153271 332,439.44 2,038,619.01 02/16/06 03/14/06 CVS CVS -154,130.76 -147,857.43 -301,988.19 -1,744,068.19 EFTA01592509