Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY ***BASE CURRENCY REPORTED IN USD *** ***PREF CURRENCY REPORTED IN USD *** INV REP T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 01/01/07 TO 01/31/07 1 OF 11 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 HOLDING CURRENCY PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY EURO Cash Balance 6,513.73 8,486.86 8,486.86 Exchange Rate: Long Market Value 1.30292000000 EUR/USD Short Market Value 1.30292000000 EUR/USD Debit Balance Short Balance Net Portfolio Value 6,513.73 8,486.86 8,486.86 BRITISH POUND STERLING Cash Balance 124.97 245.43 245.43 Exchange Rate: Long Market Value 1.96399000000 GBP/USD Short Market Value 1.96399000000 GBP/USD Debit Balance 64.55- 126.77- 126.77- Short Balance Net Portfolio Value 60.42 118.66 118.66 US DOLLAR Cash Balance 3,796,921.11 3,796,921.11 3,796,921.11 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 3,796,921.11 3,796,921.11 3,796,921.11 TOTAL PORTFOLIO VALUE (USD 1 3,805,526.63 TOTAL PORTFOLIO VALUE (USD 1 3,805,526.63 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-00061460 EFTA01581982