| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| Feb 2003 Milk |
DAG03 |
2/27/03 |
2/28/03 |
3/3/03 |
9.66 |
| Feb 2003 Class IV Milk |
DKG03 |
2/27/03 |
2/28/03 |
3/3/03 |
9.81 |
| Feb 2003 Mid-Sized Milk |
JQG03 |
2/27/03 |
2/28/03 |
3/3/03 |
9.66 |
| Feb 2003 Nonfat Dry Milk |
NFG03 |
2/27/03 |
2/28/03 |
3/3/03 |
0.8111 |
| Feb 2003 Las Vegas HDD |
H0G03 |
3/3/03 |
3/3/03 |
3/4/03 |
375.5 |
| Feb 2003 Atlanta HDD |
H1G03 |
3/3/03 |
3/3/03 |
3/4/03 |
524.0 |
| Feb 2003 Chicago HDD |
H2G03 |
3/3/03 |
3/3/03 |
3/4/03 |
1160.0 |
| Feb 2003 Cincinnati HDD |
H3G03 |
3/3/03 |
3/3/03 |
3/4/03 |
1026.5 |
| Feb 2003 New York HDD |
H4G03 |
3/3/03 |
3/3/03 |
3/4/03 |
974.0 |
| Feb 2003 Dallas/Fort Worth HDD |
H5G03 |
3/3/03 |
3/3/03 |
3/4/03 |
545.5 |
| Feb 2003 Philadelphia HDD |
H6G03 |
3/3/03 |
3/3/03 |
3/4/03 |
985.5 |
| Feb 2003 Portland HDD |
H7G03 |
3/3/03 |
3/3/03 |
3/4/03 |
580.0 |
| Feb 2003 Tucson HDD |
H8G03 |
3/3/03 |
3/3/03 |
3/4/03 |
287.5 |
| Feb 2003 Des Moines HDD |
H9G03 |
3/3/03 |
3/3/03 |
3/4/03 |
1211.0 |
| Mar 2003 Brazilian Real |
BRH03 |
2/28/03 |
3/3/03 |
3/4/03 |
0.28065 |
| Feb 2003 Benzene |
BZG03 |
2/28/03 |
3/3/03 |
3/4/03 |
1.95 |
| Feb 2003 Mixed Xylenes |
MXG03 |
2/28/03 |
3/3/03 |
3/4/03 |
1.325 |
| Mar 2003 Japanese Government Bond |
JBH03 |
3/10/03 |
3/10/03 |
3/11/03 |
143.34 |
| Mar 2003 Nikkei 225 |
NKH03 |
3/13/03 |
3/14/03 |
3/17/03 |
7947.4 |
| Mar 2003 S&P 500 TOPIX 150 |
TXH03 |
3/13/03 |
3/14/03 |
3/17/03 |
673.92 |
| Mar 2003 Euroyen |
EYH03 |
3/14/03 |
3/17/03 |
3/18/03 |
99.910 |
| Mar 2003 Eurodollar |
EDH03 |
3/17/03 |
3/17/03 |
3/18/03 |
98.7394 |
| Mar 2003 Euroyen-LIBOR |
ELH03 |
3/14/03 |
3/17/03 |
3/18/03 |
99.943 |
| Mar 2003 LIBOR |
EMH03 |
3/17/03 |
3/17/03 |
3/18/03 |
98.7187 |
| Mar 2003 GSCI |
GIH03 |
3/17/03 |
3/17/03 |
3/18/03 |
251.46 |
| Mar 2003 13 Week US T-Bill |
TBH03 |
3/17/03 |
3/17/03 |
3/18/03 |
98.885 |
| Mar 2003 Russian Ruble |
RUH03 |
3/17/03 |
3/17/03 |
3/18/03 |
0.031864 |
| Mar 2003 10-year Swap Rate |
S0H03 |
3/17/03 |
3/17/03 |
3/18/03 |
95.762 |
| Mar 2003 2-year Swap Rate |
S2H03 |
3/17/03 |
3/17/03 |
3/18/03 |
98.119 |
| Mar 2003 5-year Swap Rate |
S5H03 |
3/17/03 |
3/17/03 |
3/18/03 |
96.80 |
| Mar 2003 E-mini Russell 2000 |
ERH03 |
3/21/03 |
3/21/03 |
3/24/03 |
372.83 |
| Mar 2003 Russell 2000 |
RLH03 |
3/20/03 |
3/21/03 |
3/24/03 |
372.83 |