Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Oct 2003 Brazilian Real

BRV03

9/30/2003

10/1/2003

10/2/2003

0.34207

Sep 2003 Benzene

BZU03

9/30/2003

10/1/2003

10/2/2003

1.58

Sep 2003 Mixed Xylenes

MXU03

9/30/2003

10/1/2003

10/2/2003

1.51

Sep 2003 Atlanta Seasonal CDD Index

AKU03

10/2/2003

10/2/2003

10/3/2003

1484.0

Sep 2003 Philadelphia Seasonal CDD Index

FKU03

10/2/2003

10/2/2003

10/3/2003

1235.5

Sep 2003 Des Moines Seasonal CDD Index

JKU03

10/2/2003

10/2/2003

10/3/2003

1064.0

Sep 2003 Las Vegas CDD

K0U03

10/2/2003

10/2/2003

10/3/2003

581.5

Sep 2003 Atlanta CDD

K1U03

10/2/2003

10/2/2003

10/3/2003

228.5

Sep 2003 Chicago CDD

K2U03

10/2/2003

10/2/2003

10/3/2003

70.5

Sep 2003 Cincinnati CDD

K3U03

10/2/2003

10/2/2003

10/3/2003

73.0

Sep 2003 New York CDD

K4U03

10/2/2003

10/2/2003

10/3/2003

148.5

Sep 2003 Dallas/Fort Worth CDD

K5U03

10/2/2003

10/2/2003

10/3/2003

286.0

Sep 2003 Philadelphia CDD

K6U03

10/2/2003

10/2/2003

10/3/2003

162.5

Sep 2003 Portland CDD

K7U03

10/2/2003

10/2/2003

10/3/2003

95.0

Sep 2003 Tucson CDD

K8U03

10/2/2003

10/2/2003

10/3/2003

532.0

Sep 2003 Des Moines CDD

K9U03

10/2/2003

10/2/2003

10/3/2003

89.0

Sep 2003 Chicago Seasonal CDD Index

KHU03

10/2/2003

10/2/2003

10/3/2003

659.5

Sep 2003 Minneapolis CDD

KQU03

10/2/2003

10/2/2003

10/3/2003

104.0

Sep 2003 Houston CDD

KRU03

10/2/2003

10/2/2003

10/3/2003

380.0

Sep 2003 Sacramento HDD

KSU03

10/2/2003

10/2/2003

10/3/2003

261.5

Sep 2003 Cincinnati Seasonal CDD Index

KTU03

10/2/2003

10/2/2003

10/3/2003

793.0

Sep 2003 Boston CDD

KWU03

10/2/2003

10/2/2003

10/3/2003

52.5

Sep 2003 Kansas City CDD

KXU03

10/2/2003

10/2/2003

10/3/2003

82.5

Sep 2003 New York Seasonal CDD Index

KYU03

10/2/2003

10/2/2003

10/3/2003

1111.5

Sep 2003 Portland Seasonal CDD Index

RKU03

10/2/2003

10/2/2003

10/3/2003

577.5

Sep 2003 Dallas Seasonal CDD Index

TKU03

10/2/2003

10/2/2003

10/3/2003

2364.0

Sep 2003 Tucson Seasonal CDD Index

VKU03

10/2/2003

10/2/2003

10/3/2003

2958.5

Sep 2003 Las Vegas Seasonal CDD Index

WKU03

10/2/2003

10/2/2003

10/3/2003

3384.0

Sep 2003 Milk

DAU03

10/2/2003

10/3/2003

10/6/2003

14.30

Sep 2003 Class IV Milk

DKU03

10/2/2003

10/3/2003

10/6/2003

10.05

Sep 2003 Mid-Sized Milk

JQU03

10/2/2003

10/3/2003

10/6/2003

14.30

Sep 2003 Nonfat Dry Milk

NFU03

10/2/2003

10/3/2003

10/6/2003

0.8111

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Oct 2003 Eurodollar

EDV03

10/13/2003

10/13/2003

10/14/2003

98.8500

Oct 2003 LIBOR

EMV03

10/13/2003

10/13/2003

10/14/2003

98.8800

Oct 2003 13 Week US T-Bill

TBV03

10/14/2003

10/14/2003

10/15/2003

99.10

Oct 2003 GSCI

GIV03

10/15/2003

10/15/2003

10/16/2003

249.93*

Oct 2003 Mexican 91 Day Cetes

MBV03

10/14/2003

10/15/2003

10/16/2003

94.34

Oct 2003 Mexican 28 Day TIIE

MRV03

10/15/2003

10/15/2003

10/16/2003

94.16

Oct 2003 Lean Hogs

LNV03

10/14/2003

10/16/2003

10/17/2003

54.15

Oct 2003 Milk

DAV03

10/30/2003

10/31/2003

11/3/2003

14.39

Oct 2003 Class IV Milk

DKV03

10/30/2003

10/31/2003

11/3/2003

10.16

Oct 2003 Mid-Sized Milk

JQV03

10/30/2003

10/31/2003

11/3/2003

14.39

Oct 2003 Nonfat Dry Milk

NFV03

10/30/2003

10/31/2003

11/3/2003

0.8109

Oct 2003 Feeder Cattle

FCV03

10/30/2003

10/31/2003

11/3/2003

106.98

Nov 2003 Brazilian Real

BRX03

10/31/2003

11/3/2003

11/4/2003

0.35012

Oct 2003 Benzene

BZV03

10/31/2003

11/3/2003

11/4/2003

1.51

Oct 2003 Mixed Xylenes

MXV03

10/31/2003

11/3/2003

11/4/2003

1.29