|
Commodity |
Symbol |
Last Trade Date |
Settlement Date |
Remove Positions |
Settlement Price/Time |
|
September
2004 Brazilian Real |
BRU4 |
|
|
|
0.34085 |
|
September
1 2004 Eurodollar FRA Switches |
3FU401 |
8/31/2004 |
9/1/2004 |
9/2/2004 |
98.20 |
|
August
2004 London CAT |
G0Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
602.50 |
|
August
2004 Paris CAT |
G1Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
635.40 |
|
August
2004 Amsterdam CAT |
G2Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
599.70 |
|
August
2004 Berlin CAT |
G3Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
627.60 |
|
August
2004 Stockholm CAT |
G5Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
586.25 |
|
August 2004
Tokyo CAT |
G6Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
27.16 |
|
August
2004 Osaka CAT |
G7Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
28.43 |
|
August
2004 Las Vegas CDD |
K0Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
758.5 |
|
August
2004 Atlanta CDD |
K1Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
364.5 |
|
August
2004 Chicago CDD |
K2Q4 |
9/2/2004 |
9/2/2004 |
|
118.0 |
|
August
2004 Cincinnati CDD |
K3Q4 |
9/2/2004 |
9/2/2004 |
|
187.0 |
|
August
2004 New York CDD |
K4Q4 |
9/2/2004 |
9/2/2004 |
|
321.5 |
|
August
2004 Dallas/Fort Worth CDD |
K5Q4 |
9/2/2004 |
9/2/2004 |
|
511.5 |
|
August
2004 Philadelphia CDD |
K6Q4 |
9/2/2004 |
9/2/2004 |
|
309.0 |
|
August
2004 Portland CDD |
K7Q4 |
9/2/2004 |
9/2/2004 |
|
204.0 |
|
August
2004 Tucson CDD |
K8Q4 |
9/2/2004 |
9/2/2004 |
|
616.5 |
|
August
2004 Des Moines CDD |
K9Q4 |
9/2/2004 |
9/2/2004 |
9/3/2004 |
146.5 |
|
August
2004 Minneapolis CDD |
KQQ4 |
9/2/2004 |
9/2/2004 |
|
94.5 |
|
August 2004
Houston CDD |
KRQ4 |
9/2/2004 |
9/2/2004 |
|
563.0 |
|
August
2004 Sacramento CDD |
KSQ4 |
9/2/2004 |
9/2/2004 |
|
328.0 |
|
August
2004 Boston CDD |
KWQ4 |
9/2/2004 |
9/2/2004 |
|
223.0 |
|
August
2004 Kansas City CDD |
KXQ4 |
9/2/2004 |
9/2/2004 |
|
237.0 |
|
September
2 2004 Eurodollar FRA Switches |
3FU402 |
9/1/2004 |
9/2/2004 |
|
98.19 |
|
August
2004 Milk |
DAQ4 |
9/2/2004 |
9/3/2004 |
9/6/2004 |
14.04 |
|
August
2004 Class IV Milk |
DKQ4 |
9/2/2004 |
9/3/2004 |
9/6/2004 |
12.46 |
|
August
2004 Mid-Sized Milk |
JQQ4 |
9/2/2004 |
9/3/2004 |
9/6/2004 |
14.04 |
|
August
2004 Nonfat Dry Milk |
NFQ4 |
9/2/2004 |
9/3/2004 |
9/6/2004 |
0.8584 |
|
September
3 2004 Eurodollar FRA Switches |
3FU403 |
9/2/2004 |
9/3/2004 |
9/6/2004 |
98.18 |
|
September
6 2004 Eurodollar FRA Switches |
3FU406 |
9/3/2004 |
9/7/2004 |
9/8/2004 |
98.15 |
|
September
7 2004 Eurodollar FRA Switches |
3FU407 |
9/6/2004 |
9/7/2004 |
9/8/2004 |
98.14 |
|
Commodity |
Symbol |
Last Trade Date |
Settlement Date |
Remove Positions |
Settlement Price/Time |
|
September
2004 Japanese Government Bond |
JBU4 |
9/7/2004 |
9/8/2004 |
9/9/2004 |
137.13 |
|
September
8 2004 Eurodollar FRA Switches |
3FU408 |
9/7/2004 |
9/8/2004 |
9/9/2004 |
98.1375 |
|
September
9 2004 Eurodollar FRA Switches |
3FU409 |
9/8/2004 |
9/9/2004 |
9/10/2004 |
98.13 |
|
September
2004 Yen Denominated Nikkei Stock Average |
N1U4 |
9/9/2004 |
9/10/2004 |
9/13/2004 |
11067.33 |
|
September
2004 Nikkei 225 |
NKU4 |
9/9/2004 |
9/10/2004 |
9/13/2004 |
11067.33 |
|
September
10 2004 Eurodollar FRA Switches |
3FU410 |
9/9/2004 |
9/10/2004 |
9/13/2004 |
98.1256 |
|
September
2004 S&P TOPIX 150 |
TXU4 |
9/9/2004 |
9/10/2004 |
9/13/2004 |
936.98 |
|
September
2004 Euroyen |
EYU4 |
9/10/2004 |
9/13/2004 |
9/14/2004 |
99.9200 |
|
September
13 2004 Eurodollar FRA Switches |
3FU413 |
9/10/2004 |
9/13/2004 |
9/14/2004 |
98.1200 |
|
September
2004 Eurodollar |
EDU4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
98.1200 |
|
September
2004 Euroyen-LIBOR |
ELU4 |
9/10/2004 |
9/13/2004 |
|
99.9470 |
|
September
2004 LIBOR |
EMU4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
98.2400 |
|
September
2004 13 Week US T-Bill |
TBU4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
98.36 |
|
September
2004 10-year Swap Rate |
S0U4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
95.399 |
|
September
2004 2-year Swap Rate |
S2U4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
97.148 |
|
September
2004 5-year Swap Rate |
S5U4 |
9/13/2004 |
9/13/2004 |
9/14/2004 |
96.189 |
|
September
14 2004 Eurodollar FRA Switches |
3FU414 |
9/13/2004 |
9/14/2004 |
9/15/2004 |
98.12 |
|
September
2004 Mexican 91 Day Cetes |
MBU4 |
9/13/2004 |
9/14/2004 |
9/15/2004 |
92.33 |
|
September
15 2004 Eurodollar FRA Switches |
3FU415 |
9/14/2004 |
9/15/2004 |
9/16/2004 |
98.1119 |
|
September
2004 Mexican 28 Day TIIE |
MRU4 |
9/15/2004 |
9/15/2004 |
9/16/2004 |
92.25 |
|
September
2004 Russian Ruble |
RUU4 |
9/15/2004 |
9/15/2004 |
9/16/2004 |
0.034228 |
|
September
16 2004 Eurodollar FRA Switches |
3FU416 |
9/15/2004 |
9/16/2004 |
9/17/2004 |
98.0900 |
|
September
2004 GSCI |
GIU4 |
9/16/2004 |
9/16/2004 |
9/17/2004 |
302.75 |
|
September
2004 CPI |
CUU4 |
9/16/2004 |
9/16/2004 |
9/17/2004 |
