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 1287

to 9/30/2006 REALIZED GAIN/LOSS REPORT Highbridge Capital Management Highbridge - Financial Trust Co. 1/1/2006 to 9/30/2006 CURRENCY: BROKER: EUROPEAN MONETARY UNIT CREDIT-SUISSE FIRST BOSTON Qty Trx. Num 12582066 Trade Date Trx. Type 08/25/05 BUY Opening Transaction Local Proceeds FX Rate SECURI