OMXNPR-M-7

MXN SELL

JPMorgan

JPM

BUY

MXN

FINANCIAL TRUST COMPANY INC ACCT

FX Fwd Contract SETTLE FORWARD CURRENCY

Total Inflows & Outflows

Settle Date Selection Method Description Cost Amount Amount

VALUE 222113

Settle Date Selection Method Description Quantity Local Value Local Value

JP MORGAN SECURITIES

J.P Morgan Account

AMERICAN CAPITAL LTD

Chase

BANC OF AMERICA MORTGAGE SECURMES SER

DEC

FX Fwd

8/27 Corporate Interest

LLC

8,22 Accrued Int Paid

8/27 Corporate Interest BEAR STEARNS