Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

May 2003 Las Vegas CDD

K0K03

6/2/2003

6/2/2003

6/3/2003

414.0

May 2003 Atlanta CDD

K1K03

6/2/2003

6/2/2003

6/3/2003

133.0

May 2003 Chicago CDD

K2K03

6/2/2003

6/2/2003

6/3/2003

5.0

May 2003 Cincinnati CDD

K3K03

6/2/2003

6/2/2003

6/3/2003

29.0

May 2003 New York CDD

K4K03

6/2/2003

6/2/2003

6/3/2003

8.0

May 2003 Dallas/Fort Worth CDD

K5K03

6/2/2003

6/2/2003

6/3/2003

325.0

May 2003 Philadelphia CDD

K6K03

6/2/2003

6/2/2003

6/3/2003

22.5

May 2003 Portland CDD

K7K03

6/2/2003

6/2/2003

6/3/2003

14.0

May 2003 Tucson CDD

K8K03

6/2/2003

6/2/2003

6/3/2003

396.5

May 2003 Des Moines CDD

K9K03

6/2/2003

6/2/2003

6/3/2003

25.5

Jun 2003 Brazilian Real

BRM03

5/30/2003

6/2/2003

6/3/2003

0.33720

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 Japanese Government Bond

JBM03

6/10/2003

6/10/2003

6/11/2003

144.98

Jun 2003 Nikkei 225

NKM03

6/12/2003

6/13/2003

6/16/2003

8928.6

Jun 2003 S&P TOPIX 150

TXM03

6/12/2003

6/13/2003

6/16/2003

745.62

Jun 2003 Euroyen

EYM03

6/13/2003

6/16/2003

6/17/2003

99.922

Jun 2003 Eurodollar

EDM03

6/16/2003

6/16/2003

6/17/2003

98.9400

Jun 2003 Euroyen-LIBOR

ELM03

6/13/2003

6/16/2003

6/17/2003

99.943

Jun 2003 LIBOR

EMM03

6/16/2003

6/16/2003

6/17/2003

98.8925

Jun 2003 GSCI

GIM03

6/16/2003

6/16/2003

6/17/2003

234.94

Jun 2003 13 Week US T-Bill

TBM03

6/16/2003

6/16/2003

6/17/2003

99.16

Jun 2003 Russian Ruble

RUM03

6/16/2003

6/16/2003

6/17/2003

0.032876

Jun 2003 10-year Swap Rate

S0M03

6/16/2003

6/16/2003

6/17/2003

96.551

Jun 2003 2-year Swap Rate

S2M03

6/16/2003

6/16/2003

6/17/2003

98.700

Jun 2003 5-year Swap Rate

S5M03

6/16/2003

6/16/2003

6/17/2003

96.617

Jun 2003 Lean Hogs

LNM03

6/13/2003

6/17/2003

6/18/2003

67.22

Jun 2003 Mexican 91 Day Cetes

MBM03

6/17/2003

6/18/2003

6/19/2003

94.62

Jun 2003 Mexican 28-Day TIIE

MRM03

6/18/2003

6/18/2003

6/19/2003

93.83

Jun 2003 Russell 1000

RSM03

6/20/2003

6/20/2003

6/23/2003

532.55

Jun 2003 E-mini Russell 2000

ERM03

6/20/2003

6/20/2003

6/23/2003

451.07

Jun 2003 Russell 2000

RLM03

6/19/2003

6/20/2003

6/23/2003

451.07

Jun 2003 S&P Europe Telecom

02M03

6/19/2003

6/20/2003

6/23/2003

976.02

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Jun 2003 S&P Europe IT

03M03

6/19/2003

6/20/2003

6/23/2003

873.81

Jun 2003 S&P Europe Financials

04M03

6/19/2003

6/20/2003

6/23/2003

867.78

Jun 2003 S&P Europe 350

05M03

6/19/2003

6/20/2003

6/23/2003

872.58

Jun 2003 S&P Smallcap 600

EPM03

6/20/2003

6/20/2003

6/23/2003

221.90

Jun 2003 E-mini S&P 500

ESM03

6/20/2003

6/20/2003

6/23/2003

1001.56

Jun 2003 Fortune e-50 Index

FEM03

6/20/2003

6/20/2003

6/23/2003

269.59

Jun 2003 Financial SPCTR

FSM03

6/20/2003

6/20/2003

6/23/2003

338.71

Jun 2003 S&P Midcap 400

MDM03

6/19/2003

6/20/2003

6/23/2003

487.02

Jun 2003 E-mini S&P Midcap 400

MEM03

6/20/2003

6/20/2003

6/23/2003

487.02

Jun 2003 Nasdaq-100

NDM03

6/19/2003

6/20/2003

6/23/2003

1238.08

Jun 2003 E-mini Nasdaq-100

NQM03

6/20/2003

6/20/2003

6/23/2003

1238.08

Jun 2003 S&P 500 Barra/Growth Index

SGM03

6/19/2003

6/20/2003

6/23/2003

509.50

Jun 2003 S&P 500

SPM03

6/19/2003

6/20/2003

6/23/2003

1001.56

Jun 2003 S&P 500 Barra/Value Index

SUM03

6/19/2003

6/20/2003

6/23/2003

488.63

Jun 2003 Tech-Comm SPCTR

TSM03

6/20/2003

6/20/2003

6/23/2003

198.76

Jul 2003 Brazilian Real

BRN03

6/30/2003

7/1/2003

7/2/2003

0.34819

Jun 2003 Benzene

BZM03

6/30/2003

7/1/2003

7/2/2003

1.30

Jun 2003 Mixed Xylenes

MXM03

6/30/2003

7/1/2003

7/2/2003

1.12