REALIZED GAIN/LOSS REPORT
Dam: 0624'06 II:49:41AM
ilighbridge Capital Maitagement
Ilighbridge - Financial Trust Co. Page:
I I 2006 io 3.31/2006 User
47URREN(79: BRITISH FOUND
BROKER: CREDIT-RISSE FIR' IFOSI ON
Opening Transaction Closing Transaction Realized I',el.
Trade Tn. local Functional 'trade Ira. local Functional Functional I undue:al Emotional
M. Tv Pmceette EN Rate freed. Cr,. Num moo 'I's Protonic FS Rate IRonede Local I radino I.i.
60,000 020806 mg 439,494.00 0.5729 767,114.80 02,23106 CVS 489,600.00 0.5736 453,495.20 -50,106.00 -87.347.28 0.00 47,347.28
0 01/31:06 surr -1,241,425.00 0.5658 -2,194,218.69 0.00 0.00 0.00 0.00 0.01 0.01
10.100 01/31/06 SHT 64.135.00 0.5658 113.358.61 02/1006 CVS -78.780.00 0.5745 -137.128.41 -14.645.00 -25.491.82 0.00 -25.491.82
10.245 01/31/06 sin.. 65.055.75 0.5658 114,986.04 02/1006 CVS .74911.00 0.5745 ,139,097.08 -14,855.25 -25,857.79 0.00 •25.857.79
10.400 01/31106 stir 64040.00 0.5658 116.72E70 02/13106 cvs 41.01600 0.5728 -141.449.89 -14.976.00 -26.147.35 0.00 -24147.35
10.430 01/31106 stir 66230.50 0.5658 117.062.41 0243/06 CVS 41354.00 0.5728 -141040.02 -15.123.50 -26.401.87 0.00 -26.404.87
35,800 01/31/06 SHT 227,330.00 0.5658 401,805.78 02/14106 CVS -279,240.00 05737 -484757.21 -51,910.00 -90,486.92 0.00 -90,436.92
13,845 01/31/06 slit 87,915.75 0.5658 155,391.09 02/17/06 CVS -114,221.25 0.5762 -198,219.56 -26,305.50 -45,650.56 0.00 -45,650.56
104.680 01/31/06 SIIT 664.718.00 0.5658 1.174.689.07 02'23/06 CVS 454.188.80 03736 -1.489.064.63 -189.470.80 -330.294.97 0.00 -330.294.97
164680 02/23'06 Siff 1,343.788.80 0.5736 2.342.559.83 03128106 CVS -1,361.903.60 05722 4,379,994.64 .18.114.80 .31,656.52 0.00 .31,656.52
615,610 3,015,91030 5.227.513.58 4661,639.65 -8.161465.13 ,404,304.35 ,704,887.66 0.01 .704,88745
SECURITY LADS - LADBROKES PLC
283.150 12/31105 sin- 1.025.003.00 0.5820 1.761.108.90 01/31106 CVs -1.046.239.25 03658 -1.019.227.87 -21.236.25 -37.535.07 0.00 -37.535.07
0 01/3106 SHIT 4046.239.25 0.5658 -1,849,227.87 0.00 0.00 0.00 000 -0.02 -0.02
62,115 01/31106 sin. 229,514.93 0.5658 405,667.63 02/23106 CVS -232,931.2$ 0.5736 -406,057.40 -3,416.33 -5,955.51 0.00 -5,955.51
221,035 01/31106 SIIT 816.72433 0.5658 1.443.560.24 02/23106 CVS 432.19678 0.5736 -1,450727.04 -15.472.45 -26.972.36 0.00 -24972.36
11.000 02/17/06 strr 41.932.00 0.5762 72,768.79 02/23/06 CVS 41,415.00 05736 -72.196.70 517.00 901.26 0.00 901.26
12.000 0310306 SICr 43,989.60 0.5705 77,102.77 03/21006 CVS 46140.00 05722 40,631.96 -7,150.40 -3,757.93 0.00 -3,757.93
232.035 02/2306 sin. 873.611.78 0.5736 1.522.923.74 03/28/06 CVS -892.174.58 03722 -1.559.119.69 -18,562.80 -32.439.42 0.00 -32.439.42
244,035 03:28'06 SHIT 938,314.58 0.5722 1,639,751.64 03/31/06 CVS -949,296.15 05732 -1,656,094.60 40,981.57 -19,157.90 0.00 -19,157.90
1.065,370 2,922,850.97 5,873455.84 4.040.393.01 -7,074,055.26 41,302.86 -124916.93 .062 424,916.95
Total for irstrr-cam 83,324.50 15004.10 4511.18096 815,130.25 .18,201.76 .33,100.50 -0.01 43,100.51
Come:gig (c) 2002.200 integratedBesmear Sflms, Inc lima!PoeticiseManager • Sql Server ITAI0128
Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061302
EFTA01581853