Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Mar 2003 Benzene

BZH03

3/31/2003

3/31/2003

4/1/2003

1.83

Mar 2003 Mixed Xylenes

MXH03

3/31/2003

3/31/2003

4/1/2003

1.40

Apr 2003 Brazilian Real

BRJ03

3/31/2003

4/1/2003

4/2/2003

0.29823

Mar 2003 Las Vegas HDD

H0H03

4/2/2003

4/2/2003

4/3/2003

192.5

Mar 2003 Atlanta HDD

H1H03

4/2/2003

4/2/2003

4/3/2003

292.0

Mar 2003 Chicago HDD

H2H03

4/2/2003

4/2/2003

4/3/2003

877.5

Mar 2003 Cincinnati HDD

H3H03

4/2/2003

4/2/2003

4/3/2003

621.0

Mar 2003 New York HDD

H4H03

4/2/2003

4/2/2003

4/3/2003

700.0

Mar 2003 Dallas/Fort Worth HDD

H5H03

4/2/2003

4/2/2003

4/3/2003

286.5

Mar 2003 Philadelphia HDD

H6H03

4/2/2003

4/2/2003

4/3/2003

632.0

Mar 2003 Portland HDD

H7H03

4/2/2003

4/2/2003

4/3/2003

497.0

Mar 2003 Tucson HDD

H8H03

4/2/2003

4/2/2003

4/3/2003

182.0

Mar 2003 Des Moines HDD

H9H03

4/2/2003

4/2/2003

4/3/2003

852.0

Mar 2003 Milk

DAH03

4/3/2003

4/4/2003

4/7/2003

9.11

Mar 2003 Class IV Milk

DKH03

4/3/2003

4/4/2003

4/7/2003

9.79

Mar 2003 Mid-Sized Milk

JQH03

4/3/2003

4/4/2003

4/7/2003

9.11

Mar 2003 Nonfat Dry Milk

NFH03

4/3/2003

4/4/2003

4/7/2003

0.8051

Mar 2003 Quarterly Bankruptcy Index

QBH03

4/10/2003

4/11/2003

4/14/2003

411.190

Apr 2003 Eurodollar

EDJ03

4/14/2003

4/14/2003

4/15/2003

98.6987

Apr 2003 LIBOR

EMJ03

4/14/2003

4/14/2003

4/15/2003

98.6887

Apr 2003 13 Week US T-Bill

TBJ03

4/14/2003

4/14/2003

4/15/2003

98.835

Apr 2003 GSCI

GIJ03

4/15/2003

4/15/2003

4/16/2003

228.62

Apr 2003 Lean Hogs

LNJ03

4/14/2003

4/16/2003

4/17/2003

49.92

Apr 2003 Feeder Cattle

FCJ03

4/17/2003

4/21/2003

4/22/2003

79.39

Apr 2003 Benzene

BZJ03

4/30/2003

5/1/2003

5/2/2003

1.90

Apr 2003 Mixed Xylenes

MXJ03

4/30/2003

5/1/2003

5/2/2003

1.40

May 2003 Brazilian Real

BRK03

4/30/2003

5/1/2003

5/2/2003

0.34604

Apr 2003 Milk

DAJ03

5/1/2003

5/2/2003

5/5/2003

9.41

Apr 2003 Class IV Milk

DKJ03

5/1/2003

5/2/2003

5/5/2003

9.73

Apr 2003 Mid-Sized Milk

JQJ03

5/1/2003

5/2/2003

5/5/2003

9.41

Apr 2003 Nonfat Dry Milk

NFJ03

5/1/2003

5/2/2003

5/5/2003

0.8030