Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

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

Jun 2003 Las Vegas CDD

K0M03

7/2/2003

7/2/2003

7/3/2003

682.5

Jun 2003 Atlanta CDD

K1M03

7/2/2003

7/2/2003

7/3/2003

287.0

Jun 2003 Chicago CDD

K2M03

7/2/2003

7/2/2003

7/3/2003

90.0

Jun 2003 Cincinnati CDD

K3M03

7/2/2003

7/2/2003

7/3/2003

115.0

Jun 2003 New York CDD

K4M03

7/2/2003

7/2/2003

7/3/2003

164.5

Jun 2003 Dallas/Fort Worth CDD

K5M03

7/2/2003

7/2/2003

7/3/2003

420.0

Jun 2003 Philadelphia CDD

K6M03

7/2/2003

7/2/2003

7/3/2003

214.5

Jun 2003 Portland CDD

K7M03

7/2/2003

7/2/2003

7/3/2003

105.0

Jun 2003 Tucson CDD

K8M03

7/2/2003

7/2/2003

7/3/2003

621.0

Jun 2003 Des Moines CDD

K9M03

7/2/2003

7/2/2003

7/3/2003

193.0

Jun 2003 Milk

DAM03

7/2/2003

7/3/2003

7/7/2003

9.75

Jun 2003 Class IV Milk

DKM03

7/2/2003

7/3/2003

7/7/2003

9.76

Jun 2003 Mid-Sized Milk

JQM03

7/2/2003

7/3/2003

7/7/2003

9.75

Jun 2003 Nonfat Dry Milk

NFM03

7/2/2003

7/3/2003

7/4/2003

0.8040

Jun 2003 Quarterly Bankruptcy Index

QBM03

7/10/2003

7/11/2003

7/14/2003

437.624

Jul 2003 Eurodollar

EDN03

7/14/2003

7/14/2003

7/15/2003

98.8969

Jul 2003 LIBOR

EMN03

7/14/2003

7/14/2003

7/15/2003

98.8969

Jul 2003 13 Week US T-Bill

TBN03

7/14/2003

7/14/2003

7/15/2003

99.12

Jul 2003 GSCI

GIN03

7/16/2003

7/16/2003

7/17/2003

233.77

Jul 2003 Mexican 91 Day Cetes

MBN03

7/15/2003

7/16/2003

7/17/2003

94.39

Jul 2003 Mexican 28 Day TIIE

MRN03

7/16/2003

7/16/2003

7/17/2003

94.42

Jul 2003 Lean Hogs

LNN03

7/15/2003

7/17/2003

7/18/2003

62.25

Jul 2003 Milk

DAN03

7/31/2003

8/1/2003

8/4/2003

11.78

Jul 2003 Class IV Milk

DKN03

7/31/2003

8/1/2003

8/4/2003

9.95

Jul 2003 Mid-Sized Milk

JQN03

7/31/2003

8/1/2003

8/4/2003

11.78

Jul 2003 Nonfat Dry Milk

NFN03

7/31/2003

8/1/2003

8/4/2003

0.8072

Aug 2003 Brazilian Real

BRQ03

7/31/2003

8/1/2003

8/4/2003

0.33721

Jul 2003 Benzene

BZN03

7/31/2003

8/1/2003

8/4/2003

1.24

Jul 2003 Mixed Xylenes

MXN03

7/31/2003

8/1/2003

8/4/2003

1.265