Statement of Account INV REP 20ST ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE 746FY UNDISCLOSED 07/01/06 TO 07/31/06 2 OF 14 "•" ALL AMOUNTS IN EURO "" 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Cash 6,414.20 100.00 Opening Balance 6,405.13 Equities Stocks Options Convertibles Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income 9.07 Short Equities Other Municipals Taxable Fixed Income Governments di Agencies Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance 6,414.20 Corporates Asset Backed Securities Money Markets Debt Options Other Assets INCOME SUMMARY MONTH YTD Long Market Value Short Market Value Credit Interest 9.07 1,009.56 Debit Balance Dividend Income 7,842.80 Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Municipal Income Govt. Income Other Bond Income Other Income 229.23 Rev Repur Fails Net Portfolio Value 6,414.20 Div/Int Chgd Loan Interest Chgd 366.42DB Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income 9.07 8,715.17 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 10O10-3629 TEL: 212-325-2000 FAX: 212-538-5540 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061635 EFTA01582129