OMXNPR-M-7

MXN SELL

JPM

JPMorgan

BUY

MXN

FINANCIAL TRUST COMPANY INC ACCT

FX Fwd Contract SETTLE FORWARD CURRENCY

Total Inflows & Outflows

VALUE 222113

Settle Date Selection Method Description Quantity Local Value Local Value

8/27 Corporate Interest

8/27 Corporate Interest BEAR STEARNS

LLC

AMERICAN CAPITAL LTD

Chase

BANC OF AMERICA MORTGAGE SECURMES SER

FX Fwd

DEC

8,22 Accrued Int Paid

Settle Date Selection Method Description Cost Amount Amount

JP MORGAN SECURITIES

J.P Morgan Account