Statement of Account MULTI-CURRENCY PORTFOLIO SUMMARY •**BASE CURRENCY REPORTED IN USD *** ••*PREF CURRENCY REPORTED IN USD *•• HOLDING CURRENCY SWISS FRANC Exchange Rate: 0.81620659000 CHF/USD 0.81620659000 CHF/USD EURO Exchange Rate: 1.34548000000 EUR/USD 1.34548000000 EUR/USD BRITISH POUND STERLING Exchange Rate: 1.97961001000 GBP/USD 1.97961001000 GBP/USD li!k CREDIT SUISSE INV REP ali T TAXPAYER ID. STATEMENT PERIOD PAGE 20ST UNDISCLOSED 05/01/07 TO 05/31/07 1 OF HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CHRIS EDELE 9 WEST 57TH STREET, 27TH FLOOR NEW YORK NY 10019 PORTFOLIO SUMMARY VALUE IN HOLDING CURRENCY VALUE IN BASE CURRENCY VALUE IN PREF CURRENCY Cash Balance Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value Cash Balance Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value Cash Balance Long Market Value Short Market Value Debit Balance Short Balance Net Portfolio Value 6,589.24 8,865.69 8,865.69 6,589.24 8,865.69 8,865.69 61.62 121.98 121.98 61.62 121.98 121.98 CREDIT SUISSE SECURITIES ( USA) LLC ELEVEN MADISON AVENUE NEW YORK NY 10010-3629 TEL: 212-325-2000 FAX: 212-538-5540 14 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061472 EFTA01581993