Published: Jul 30, 2012 7:11 PM EDT
Updated: Jul 30, 2012 8:57 PM EDT

LEE COUNTY, Fla. -- Aubrey Lee Price is accused of swindling millions of dollars from people. The FBI wants to know what happened to him. He supposedly boarded the Key West Express headed to Fort Myers last month but hasn't been heard from since. 

Now the federal government is interviewing a number of people here in southwest Florida about the mystery.

It seems like something out of a Hollywood movie. The FBI says Aubrey Lee Price, an investment advisor and former minister left a suicide note and vanished into thin air.

Here is a link to the FBI's Wanted Poster:

But those who rode the Key West Express on June 16th, back to Fort Myers tell WINK News they don't believe Price ever got on board. They believe the missing millionaire is taking investigators for a ride.   The last known video of Aubrey Lee Price is seen June 16th.

The location: Key West.   This video, released by the FBI -- shows the Georgia-based investment advisor eventually checking a bag to board the Key West Express.

The FBI says someone claimed that bag in Fort Myers Beach, but who-- agents don't know.

And Price after his tropical trip, has vanished into thin air.   "There's no way someone could leap off the back of the boat without someone seeing it."

Kathy Kausalik and Crystal Ferone were on that boat ride visiting the Kys for veterinarian conference. Afew weeks later they got a call from the FDIC -- asking questions about a man -- they never saw.  

The missing banker is accused of defrauding more than 100 investors in Florida and Georgia out of $40 million. Earlier, authorities say he left a suicide note.

 But these two -- in an interview exclusive to WINK News say they don't believe a man with millions would do that for an instant.  

They tell us the boat was packed, and anyone jumping overboard would be seen immediately.

The FBI believes Price boarded the boat.

These two suspect he handed in his ticket but slipped away in the Keys getting away with millions.    

The women also tell us in the photos, Price is seen wearing thick long sleeves: not your typical clothing for a hot day in June. They say he would stick out easily in a crowd.

The FBI tells WINK News t's not ruling out suicide but is assuming Price is on the run. Now there's a $20 thousand reward for any information leading to his arrest.