Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Apr 2003 Benzene

BZJ03

4/30/2003

4/30/2003

5/1/2003

1.90

Apr 2003 Mixed Xylenes

MXJ03

4/30/2003

4/30/2003

5/1/2003

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 Las Vegas HDD

H0J03

5/2/2003

5/2/2003

5/5/2003

113.5

Apr 2003 Atlanta HDD

H1J03

5/2/2003

5/2/2003

5/5/2003

124.0

Apr 2003 Chicago HDD

H2J03

5/2/2003

5/2/2003

5/5/2003

512.5

Apr 2003 Cincinnati HDD

H3J03

5/2/2003

5/2/2003

5/5/2003

290.5

Apr 2003 New York HDD

H4J03

5/2/2003

5/2/2003

5/5/2003

480.5

Apr 2003 Dallas/Fort Worth HDD

H5J03

5/2/2003

5/2/2003

5/5/2003

53.5

Apr 2003 Philadelphia HDD

H6J03

5/2/2003

5/2/2003

5/5/2003

378.0

Apr 2003 Portland HDD

H7J03

5/2/2003

5/2/2003

5/5/2003

426.0

Apr 2003 Tucson HDD

H8J03

5/2/2003

5/2/2003

5/5/2003

69.5

Apr 2003 Des Moines HDD

H9J03

5/2/2003

5/2/2003

5/5/2003

392.0

Apr 2003 Mid-Sized Milk

JQJ03

5/1/2003

5/2/2003

5/5/2003

9.41

Apr 2003 Las Vegas CDD

K0J03

5/2/2003

5/2/2003

5/5/2003

49.5

Apr 2003 Atlanta CDD

K1J03

5/2/2003

5/2/2003

5/5/2003

23.0

Apr 2003 Chicago CDD

K2J03

5/2/2003

5/2/2003

5/5/2003

12.0

Apr 2003 Cincinnati CDD

K3J03

5/2/2003

5/2/2003

5/5/2003

12.5

Apr 2003 New York CDD

K4J03

5/2/2003

5/2/2003

5/5/2003

6.5

Apr 2003 Dallas/Fort Worth CDD

K5J03

5/2/2003

5/2/2003

5/5/2003

112.5

Apr 2003 Philadelphia CDD

K6J03

5/2/2003

5/2/2003

5/5/2003

7.0

Apr 2003 Portland CDD

K7J03

5/2/2003

5/2/2003

5/5/2003

0.0

Apr 2003 Tucson CDD

K8J03

5/2/2003

5/2/2003

5/5/2003

90.5

Apr 2003 Des Moines CDD

K9J03

5/2/2003

5/2/2003

5/5/2003

22.5

Apr 2003 Nonfat Dry Milk

NFJ03

5/1/2003

5/2/2003

5/5/2003

0.8030

May 2003 GSCI

GIK03

5/15/2003

5/15/2003

5/16/2003

234.79

May 2003 Lean Hogs

LNK03

5/14/2003

5/16/2003

5/19/2003

60.35

May 2003 Eurodollar

EDK03

5/19/2003

5/19/2003

5/20/2003

98.7212

May 2003 LIBOR

EMK03

5/19/2003

5/19/2003

5/20/2003

98.6825

May 2003 13 Week US T-Bill

TBK03

5/19/2003

5/19/2003

5/20/2003

98.98

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

May 2003 Mexican 91 day CETES

MBK03

5/20/2003

5/21/2003

5/22/2003

94.20

May 2003 Mexican 28-day TIIE

MRK03

5/21/2003

5/21/2003

5/22/2003

94.20

May 2003 Feeder Cattle

FCK03

5/22/2003

5/23/2003

5/26/2003

81.03

May 2003 Milk

DAK03

5/29/2003

5/30/2003

6/2/2003

9.71

May 2003 Class IV Milk

DKK03

5/29/2003

5/30/2003

6/2/2003

9.74

May 2003 Mid-Sized Milk

JQK03

5/29/2003

5/30/2003

6/2/2003

9.71

May 2003 Nonfat Dry Milk

NFK03

5/29/2003

5/30/2003

6/2/2003

0.8040

May 2003 Benzene

BZK03

5/30/2003

6/2/2003

6/3/2003

1.25

May 2003 Mixed Xylenes

MXK03

5/30/2003

6/2/2003

6/3/2003

1.035

Jun 2003 Brazilian Real

BRM03

5/30/2003

6/2/2003

6/3/2003

0.33720