Currency Prices (unknown currencies), provided by Mr. Mark Gschwind     60
     Trading Calendar. Annualized 60-day volatilities. DPY assumption:250 
                      Correlation triangle for time window
                              2006-1-2 to 2006-5-6  18:51 Sunday, August 5, 2007

                     _
                     N
                     A                 c        c        c
                     M                 u        u        u
                     E        S        r        r        r
                     _        d        1        2        3

                    Sd       1.00                           
                    cur1    -0.87     1.00                  
                    cur2    -0.90     0.81     1.00         
                    cur3    -0.88     1.00     0.83     1.00
      Currency Prices (unknown currencies), provided by Mr. Mark Gschwind     61
     Trading Calendar. Annualized 60-day volatilities. DPY assumption:250 
                      Correlation triangle for time window
                              2006-5-6 to 2006-9-7  18:51 Sunday, August 5, 2007

                     _
                     N
                     A                 c        c        c
                     M                 u        u        u
                     E        S        r        r        r
                     _        d        1        2        3

                    Sd       1.00                           
                    cur1    -0.45     1.00                  
                    cur2    -0.09     0.72     1.00         
                    cur3     0.36     0.53     0.82     1.00
      Currency Prices (unknown currencies), provided by Mr. Mark Gschwind     62
     Trading Calendar. Annualized 60-day volatilities. DPY assumption:250 
                      Correlation triangle for time window
                              2006-9-7 to 2007-1-9  18:51 Sunday, August 5, 2007

                     _
                     N
                     A                 c        c        c
                     M                 u        u        u
                     E        S        r        r        r
                     _        d        1        2        3

                    Sd       1.00                           
                    cur1    -0.32     1.00                  
                    cur2    -0.82     0.71     1.00         
                    cur3    -0.81     0.61     0.92     1.00
      Currency Prices (unknown currencies), provided by Mr. Mark Gschwind     63
     Trading Calendar. Annualized 60-day volatilities. DPY assumption:250 
                      Correlation triangle for time window
                             2007-1-9 to 2007-5-13  18:51 Sunday, August 5, 2007

                     _
                     N
                     A                 c        c        c
                     M                 u        u        u
                     E        S        r        r        r
                     _        d        1        2        3

                    Sd       1.00                           
                    cur1    -0.96     1.00                  
                    cur2     0.91    -0.92     1.00         
                    cur3    -0.85     0.84    -0.82     1.00