Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 05/01/07 TO 05/31/07 2 OF 14 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY US DOLLAR Cash Balance 1,351,971.80 1,351,971.80 1,351,971.80 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 1,351,971.80 1,351,971.80 1,351,971.80 TOTAL PORTFOLIO VALUE (USD ) 1,360,959.47 TOTAL PORTFOLIO VALUE (USD ) 1,360,959.47 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES ( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061473 EFTA01581994