Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

February 1 2005 Eurodollar FRA Switches

3FG501

1/31/2005

2/1/2005

2/2/2005

97.2500

February 2005 Brazilian Real

BRG5

1/31/2005

2/1/2005

2/2/2005

0.38098

February 2 2005 Eurodollar FRA Switches

3FG502

2/1/2005

2/2/2005

2/3/2005

97.2500

January 2005 London HDD

D0F5

2/2/2005

2/2/2005

2/3/2005

351.55

January 2005 Paris HDD

D1F5

2/2/2005

2/2/2005

2/3/2005

396.05

January 2005 Amsterdam HDD

D2F5

2/2/2005

2/2/2005

2/3/2005

384.75

January 2005 Berlin HDD

D3F5

2/2/2005

2/2/2005

2/3/2005

461.20

January 2005 Stockholm HDD

D5F5

2/2/2005

2/2/2005

2/3/2005

520.80

January 2005 Tokyo CAT

G6F5

2/2/2005

2/2/2005

2/3/2005

6.13

January 2005 Osaka CAT

G7F5

2/2/2005

2/2/2005

2/3/2005

6.17

January 2005 Las Vegas HDD

H0F5

2/2/2005

2/2/2005

2/3/2005

422.0

January 2005 Atlanta HDD

H1F5

2/2/2005

2/2/2005

2/3/2005

563.0

January 2005 Chicago HDD

H2F5

2/2/2005

2/2/2005

2/3/2005

1255.5

January 2005 Cincinnati HDD

H3F5

2/2/2005

2/2/2005

2/3/2005

979.0

January 2005 New York HDD

H4F5

2/2/2005

2/2/2005

2/3/2005

1062.0

January 2005 Dallas/Fort Worth HDD

H5F5

2/2/2005

2/2/2005

2/3/2005

488.0

January 2005 Philadelphia HDD

H6F5

2/2/2005

2/2/2005

2/3/2005

1029.0

January 2005 Portland HDD

H7F5

2/2/2005

2/2/2005

2/3/2005

721.0

January 2005 Tucson HDD

H8F5

2/2/2005

2/2/2005

2/3/2005

329.0

January 2005 Des Moines HDD

H9F5

2/2/2005

2/2/2005

2/3/2005

1349.0

January 2005 Minneapolis HDD

HQF5

2/2/2005

2/2/2005

2/3/2005

1531.5

January 2005 Houston HDD

HRF5

2/2/2005

2/2/2005

2/3/2005

308.5

January 2005 Sacramento HDD

HSF5

2/2/2005

2/2/2005

2/3/2005

602.0

January 2005 Boston HDD

HWF5

2/2/2005

2/2/2005

2/3/2005

1186.0

January 2005 Kansas City HDD

HXF5

2/2/2005

2/2/2005

2/3/2005

1138.0

February 3 2005 Eurodollar FRA Switches

3FG503

2/2/2005

2/3/2005

2/4/2005

97.2300

February 4 2005 CME X-Fund 1

X1G504

2/4/2005

2/4/2005

2/7/2005

97.96

February 4 2005 CME X-Fund 2

X2G504

2/4/2005

2/4/2005

2/7/2005

103.87

February 4 2005 Eurodollar FRA Switches

3FG504

2/3/2005

2/4/2005

2/7/2005

97.2300

January 2005 Milk

DAF5

2/3/2005

2/4/2005

2/7/2005

14.14

January 2005 Class IV Milk

DKF5

2/3/2005

2/4/2005

2/7/2005

12.52

January 2005 Mid-Sized Milk

JQF5

2/3/2005

2/4/2005

2/7/2005

14.14

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

January 2005 Nonfat Dry Milk

NFF5

2/3/2005

2/4/2005

2/7/2005

0.8906

February 7 2005 Eurodollar FRA Switches

3FG507

2/4/2005

2/7/2005

2/8/2005

97.2300

February 8 2005 Eurodollar FRA Switches

3FG508

2/7/2005

2/8/2005

2/9/2005

97.2294

February 9 2005 Eurodollar FRA Switches

3FG509

2/8/2005

2/9/2005

2/10/2005

97.2256

February 10 2005 Eurodollar FRA Switches

3FG510

2/9/2005

2/10/2005

2/11/2005

97.2100

February 11 2005 Eurodollar FRA Switches

3FG511

2/10/2005

2/11/2005

2/14/2005

97.2056

February 2005 Yen Denominated Nikkei Stock Average

N1G5

2/10/2005

2/11/2005

2/14/2005

11413.71

February 2005 13 Week US T-Bill

TBG5

2/14/2005

2/14/2005

2/15/2005

97.46

February 14 2005 Eurodollar FRA Switches

3FG514

2/11/2005

2/14/2005

2/15/2005

97.2000

February 2005 Eurodollar

EDG5

2/14/2005

2/14/2005

2/15/2005

97.2000

February 2005 LIBOR

EMG5

2/14/2005

2/14/2005

2/15/2005

97.4100

February 2005 GSCI

GIG5

2/15/2005

2/15/2005

2/16/2005

326.69

February 15 2005 Eurodollar FRA Switches

3FG515

2/14/2005

2/15/2005

2/16/2005

97.19

February 2005 Mexican 91 Day Cetes

MBG5

2/15/2005

2/16/2005

2/17/2005

90.72

February 2005 Mexican 28 Day TIIE

MRG5

2/16/2005

2/16/2005

2/17/2005

90.53

February 16 2005 Eurodollar FRA Switches

3FG516

2/15/2005

2/16/2005

2/17/2005

97.18

February 2005 Lean Hogs

LNG5

2/14/2005

2/16/2005

2/17/2005

67.86

February 17 2005 Eurodollar FRA Switches

3FG517

2/16/2005

2/17/2005

2/18/2005

97.1525

February 18 2005 CME X-Fund 1

X1G518

2/18/2005

2/18/2005

2/21/2005

97.42

February 18 2005 CME X-Fund 2

X2G518

2/18/2005

2/18/2005

2/21/2005

101.27

February 18 2005 Eurodollar FRA Switches

3FG518

2/17/2005

2/18/2005

2/21/2005

97.1500

February 21 2005 Eurodollar FRA Switches

3FG521

2/18/2005

2/22/2005

2/23/2005

97.1400

February 22 2005 Eurodollar FRA Switches

3FG522

2/21/2005

2/22/2005

2/23/2005

97.1300

February 23 2005 Eurodollar FRA Switches

3FG523

2/22/2005

2/23/2005

2/24/2005

97.1269

February 24 2005 Eurodollar FRA Switches

3FG524

2/23/2005

2/24/2005

2/25/2005

97.1100

February 25 2005 Eurodollar FRA Switches

3FG525

2/24/2005

2/25/2005

2/28/2005

97.0900

February 28 2005 Eurodollar FRA Switches

3FG528

2/25/2005

2/28/2005

3/1/2005