5,290,541 SPOT CURRENCY TRANSACTION - SALE BUY USD SELL MXN SPOT RATE : 10.632182900 TRADE 2/20/04 VALUE 2/24/04 REP: FX TO COVER MATURITY OF MXN FX DEPOSIT U S DOLLAR MEXICAN NEW PESO Feb 25 Redemption - 56,250,000 3 MONTH MXN BULLISH FX DEPOSIT 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDO

ay 01, 2004 - May 31, 2004 Page 21 of 78 Settlement Date Realized Type Settled continued May 4 May 10 Purchase May 5 May 10 Purchase 3 MONTH MXN FX DEPOSIT 100% PRINCIPAL PROTECTED IN USD JP MORGAN CHASE LONDON 8/5/2004 3 MONTH FX EUR FX DEPOSIT 100% PRINCIPAL PROTECTED IN EUROS JPMORGAN CHASE LONDO