Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY INV REP i NT TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 02/01/07 TO 02/28/07 1 OF 12 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 EURO Cash Balance Exchange Rate: Long Market Value 1.32307001000 EUR/USD Short Market Value 1.32307001000 EUR/USD Debit Balance Short Balance HOLDING CURRENCY 6,532.48 VALUE IN BASE CURRENCY VALUE IN 8,642.92 PREF CURRENCY 8,642.92 Net Portfolio Value 6,532.48 8,642.92 8,642.92 BRITISH POUND STERLING Cash Balance 124.97 245.40 245.40 Exchange Rate: Long Market Value 1.96372003000 GBP/USD Short Market Value 1.96372003000 GBP/USD Debit Balance 64.24- 126.14- 126.14- Short Balance Net Portfolio Value 60.73 119.26 119.26 US DOLLAR Cash Balance 3,822,460.94 3,822,460.94 3,822,460.94 Exchange Rate: Long Market Value 1.00000000000 USD/USD Short Market Value 1.00000000000 USD/USD Debit Balance Short Balance Net Portfolio Value 3,822,460.94 3,822,460.94 3,822,460.94 TOTAL PORTFOLIO VALUE (USD ) TOTAL PORTFOLIO VALUE (USD ) 3,831,223.12 3,831,223.12 li!t CREDIT SUISSE CREDIT SUISSE SECURITIES (USA) LLC TEL ELEVEN MADISON AVENUE FAX NEW YORK NY 10010-3629 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061498 EFTA01582014