EFTA01581985

Statement of Account "' ALL AMOUNTS IN BRITISH POUND STERLING *** PORTFOLIO SUMMARY Cash Equities Stocks Options Convertibles Short Equities Other Municipals Taxable Fixed Income Governments 6 Agencies Corporates Asset Backed Securities Money Markets Debt Options Other Assets Long Market Value Short Market Value Debit Balance Short Balance Repurchase Equity Rev Repur Equity Repurchase Fails Rev Repur Fails Net Portfolio Value The understanding of CS Sec liSk CREDIT SUISSE INV REP ACCOUNT TAXPAYER ID. STATEMENT PERIOD PAGE UNDISCLOSED 01/01/07 TO 01/31/07 4 OF 11 HIGHBRIDGE CAPITAL MANAGEMENT - FTC FINANCIAL TRUST COMPANY INC - PENDING CURRENT VALUE '75 ASSETS 124.97 100.00 64.55- 60.42 MONTHLY ACTIVITY SUMMARY Opening Balance Purchases Sales Funds Received Funds Withdrawn Net Total Cash Income Foreign Exchange Repurchase Agreements Rev Repur Agreements Other Closing Balance INCOME SUMMARY Credit Interest Dividend Income Municipal Income Govt. Income Other Bond Income Other Income Div/Int Chgd Loan Interest Chgd Repurchse Int Chgd Rev Repur Int Income Net Total Cash Income DEBIT MONTH 0.31 0.31 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: CREDIT 60.11 0.31 60.42 YTD 0.31 0.31 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00061463 EFTA01581985