Statement of Account "•" ALL AMOUNTS IN SWISS FRANC •"" PORTFOLIO SUMMARY Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments b Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value The understanding of CS Sec liSk CREDIT SUISSE CURRENT VALUE INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 05/01/07 TO 05/31/07 3 OF HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 14 MONTHLY ACTIVITY SUMMARY % ASSETS DEBIT CREDIT Opening Balance 0.00 0.00 Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange 272.68 272.68 Repurchase Agreements Rev Repur Agreements Other 272.68 272.68 Closing Balance 0.00 0.00 INCOME SUMMARY MONTH YTD Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income USA LLC is that credit balances held in your account are pending reinvestment. CREDITSUISSESECURITIES(USA)LLC NEW YORK, NY 10010-3629 TEL: FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061474 EFTA01581995