Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 746FY UNDISCLOSED 05/01/07 TO 05/31/07 9 OF 14 "" ALL AMOUNTS IN US DOLLAR PORTFOLIO SUMMARY "" 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 1,351,971.80 100.00 Opening Balance 1,000,846.04 Purchases Equities Sales 9,381.32 Stocks Funds Received 519,821.68 Options Funds Withdrawn 530,775.13 Convertibles Net Total Cash Income 2,887.34 Short Equities Foreign Exchange 349,810.55 Other Repurchase Agreements Municipals Rev Repur Agreements Taxable Fixed Income Other 349,810.55 149,810.55 Governments di Agencies Closing Balance 1,351,971.80 Corporates Asset Backed Securities Money Markets Debt Options INCOME SUMMARY Other Assets MONTH YTD Long Market Value Short Market Value Credit Interest 2,874.48 82,816.20 Debit Balance Dividend Income Short Balance Municipal Income Repurchase Equity Govt. Income Rev Repur Equity Other Bond Income Repurchase Fails Other Income 12.86 12.86 Rev Repur Fails Div/Int Chgd Net Portfolio Value 1,351,971.80 Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 2,887.34 82,829.06 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-00061480 EFTA01582000