Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Jan 2004 London HDD

D0F4

2/2/2004

2/2/2004

2/3/2004

373.10

Jan 2004 Paris HDD

D1F4

2/2/2004

2/2/2004

2/3/2004

402.35

Jan 2004 Amsterdam HDD

D2F4

2/2/2004

2/2/2004

2/3/2004

443.15

Jan 2004 Berlin HDD

D3F4

2/2/2004

2/2/2004

2/3/2004

595.85

Jan 2004 Stockholm HDD

D5F4

2/2/2004

2/2/2004

2/3/2004

650.70

Jan 2004 Las Vegas HDD

H0F4

2/2/2004

2/2/2004

2/3/2004

544.0

Jan 2004 Atlanta HDD

H1F4

2/2/2004

2/2/2004

2/3/2004

687.0

Jan 2004 Chicago HDD

H2F4

2/2/2004

2/2/2004

2/3/2004

1385.0

Jan 2004 Cincinnati HDD

H3F4

2/2/2004

2/2/2004

2/3/2004

1156.0

Jan 2004 New York HDD

H4F4

2/2/2004

2/2/2004

2/3/2004

1219.5

Jan 2004 Dallas/Fort Worth HDD

H5F4

2/2/2004

2/2/2004

2/3/2004

521.5

Jan 2004 Philadelphia HDD

H6F4

2/2/2004

2/2/2004

2/3/2004

1207.0

Jan 2004 Portland HDD

H7F4

2/2/2004

2/2/2004

2/3/2004

823.0

Jan 2004 Tucson HDD

H8F4

2/2/2004

2/2/2004

2/3/2004

374.5

Jan 2004 Des Moines HDD

H9F4

2/2/2004

2/2/2004

2/3/2004

1400.0

Jan 2004 Minneapolis HDD

HQF4

2/2/2004

2/2/2004

2/3/2004

1667.5

Jan 2004 Houston HDD

HRF4

2/2/2004

2/2/2004

2/3/2004

335.0

Jan 2004 Sacramento HDD

HSF4

2/2/2004

2/2/2004

2/3/2004

561.0

Jan 2004 Boston HDD

HWF4

2/2/2004

2/2/2004

2/3/2004

1374.5

Jan 2004 Kansas City HDD

HXF4

2/2/2004

2/2/2004

2/3/2004

1167.5

Feb 2004 Brazilian Real

BRG4

1/30/2004

2/2/2004

2/3/2004

0.34003

Jan 2004 Benzene

BZF4

1/30/2004

2/2/2004

2/3/2004

1.715

Jan 2004 Mixed Xylenes

MXF4

1/30/2004

2/2/2004

2/3/2004

1.56

Feb 2004 Eurodollar

EDG4

2/16/2004

2/16/2004

2/17/2004

98.8800

Feb 2004 LIBOR

EMG4

2/16/2004

2/16/2004

2/17/2004

98.9062

Feb 2004 GSCI

GIG4

2/17/2004

2/17/2004

2/18/2004

269.48

Feb 2004 13 Week US T-Bill

TBG4

2/17/2004

2/17/2004

2/18/2004

99.085

Feb 2004 Lean Hogs

LNG4

2/13/2004

2/18/2004

2/19/2004

64.04

Feb 2004 Mexican 91 Day Cetes

MBG4

2/17/2004

2/18/2004

2/19/2004

94.30

Feb 2004 Mexican 28 Day TIIE

MRG4

2/18/2004

2/18/2004

2/19/2004

94.05

Mar 2004 Brazilian Real

BRH4

2/27/2004

3/1/2004

3/2/2004

0.34319

Feb 2004 Benzene

BZG4

2/27/2004

3/1/2004

3/2/2004

1.98

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

Feb 2004 Mixed Xylenes

MXG4

2/27/2004

3/1/2004

3/2/2004

1.80

Feb 2004 London HDD

D0G4

3/2/2004

3/2/2004

3/3/2004

340.40

Feb 2004 Paris HDD

D1G4

3/2/2004

3/2/2004

3/3/2004

357.85

Feb 2004 Amsterdam HDD

D2G4

3/2/2004

3/2/2004

3/3/2004

375.95

Feb 2004 Berlin HDD

D3G4

3/2/2004

3/2/2004

3/3/2004

438.05

Feb 2004 Stockholm HDD

D5G4

3/2/2004

3/2/2004

3/3/2004

546.10

Feb 2004 Las Vegas HDD

H0G4

3/2/2004

3/2/2004

3/3/2004

469.0

Feb 2004 Atlanta HDD

H1G4

3/2/2004

3/2/2004

3/3/2004

618.0

Feb 2004 Chicago HDD

H2G4

3/2/2004

3/2/2004

3/3/2004

1091.0

Feb 2004 Cincinnati HDD

H3G4

3/2/2004

3/2/2004

3/3/2004

902.5

Feb 2004 New York HDD

H4G4

3/2/2004

3/2/2004

3/3/2004

860.0

Feb 2004 Dallas/Fort Worth HDD

H5G4

3/2/2004

3/2/2004

3/3/2004

556.5

Feb 2004 Philadelphia HDD

H6G4

3/2/2004

3/2/2004

3/3/2004

859.0

Feb 2004 Portland HDD

H7G4

3/2/2004

3/2/2004

3/3/2004

573.0

Feb 2004 Tucson HDD

H8G4

3/2/2004

3/2/2004

3/3/2004

414.0

Feb 2004 Des Moines HDD

H9G4

3/2/2004

3/2/2004

3/3/2004

1152.5

Feb 2004 Minneapolis HDD

HQG4

3/2/2004

3/2/2004

3/3/2004

1259.0

Feb 2004 Houston HDD

HRG4

3/2/2004

3/2/2004

3/3/2004

333.0

Feb 2004 Sacramento HDD

HSG4

3/2/2004

3/2/2004

3/3/2004

411.5

Feb 2004 Boston HDD

HWG4

3/2/2004

3/2/2004

3/3/2004

933.0

Feb 2004 Kansas City HDD

HXG4

3/2/2004

3/2/2004

3/3/2004

973.5