Statement of Account INV REP NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 05/01/07 TO 05/31/07 7 OF 14 "" ALL AMOUNTS IN BRITISH PORTFOLIO SUMMARY POUND STERLING "" HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 MONTHLY ACTIVITY SUMMARY CURRENT VALUE % ASSETS DEBIT CREDIT Cash 61.62 100.00 Opening Balance 61.32 Purchases Equities Sales Stocks Funds Received 94,242.64 Options Funds Withdrawn Convertibles Net Total Cash Income 0.30 Short Equities Foreign Exchange 94,242.64 Other Repurchase Agreements Municipals Rev Repur Agreements Taxable Fixed Income Other 94,242.64 94,242.64 Governments di Agencies Closing Balance 61.62 Corporates Asset Backed Securities Money Markets Debt Options INCOME SUMMARY Other Assets MONTH YTD Long Market Value Short Market Value Credit Interest 0.30 1.51 Debit Balance Dividend Income Short Balance Municipal Income Repurchase Equity Govt. Income Rev Repur Equity Other Bond Income Repurchase Fails Other Income Rev Repur Fails Div/Int Chgd Net Portfolio Value 61.62 Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 0.30 I . 51 The understanding of CS Sec liSk CREDIT SUISSE USA LLC is that credit balances held in your account are pending reinvestment. CREDIT SUISSE SECURITIES(USA)LLC ELEVEN MADISON AVENUE NEW YORK, NY 10010-3629 TEL FAX Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061478 EFTA01581998