CREDIT SUISSE SECURITIES (USA) LLC STATEMENT DATE: 31 MAR 2006 HIGHBRIDGE CAPITAL MANAGEMENT FINANCIAL TRUST COMPANY INC. OPEN POSITIONS TRADE SETTL AT LONG SHORT CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT 27FEB06 R1 20 JUN 06 CBT 10Y TNOTE 01 107-21 US 25,312.40 SPREAD 20* S.P. 106-12.5 25,312.40 28FEB06 R1 53 JUN 06 CBT SY T-NOTE 01 104-31 US 28,156.25 SPREAD 53* S.P. 104-14 28,156.25 28FEB06 FG 4 JUN 06 LIF LONG GILT 05 113.35 BP 6,800.00 4* S.P. 111.65 6,800.00 28FEB06 F9- 11 JUN 06 EURX EUR-BOBL 27 111.17 EU 12,100.00 11* S.P. 110.07 12,100.00 28FEB06 F9 JUN 06 EURX E-SCHATZ 27 104.840 EU 380.00 1* S.P. 104.460 380.00 ** USD SEGREGATED ** **** GBP SECURED *** EFTA01592556