Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

March 31 2005 CME Eurodollar FRA Switches

3FH531

3/30/2005

3/31/2005

4/1/2005

96.8800

April 1 2005 CME X-Fund 2

X2J501

4/1/2005

4/1/2005

4/4/2005

99.06

April 1 2005 CME Eurodollar FRA Switches

3FJ501

3/31/2005

4/1/2005

4/4/2005

96.8800

April 2005 CME Brazilian Real

BRJ5

3/31/2005

4/1/2005

4/4/2005

0.37507

March 2005 CME Milk

DAH5

3/31/2005

4/1/2005

4/4/2005

14.08

March 2005 CME Class IV Milk

DKH5

3/31/2005

4/1/2005

4/4/2005

12.66

March 2005 CME Mid-Sized Milk

JQH5

3/31/2005

4/1/2005

4/4/2005

14.08

March 2005 CME Nonfat Dry Milk

NFH5

3/31/2005

4/1/2005

4/4/2005

0.9083

April 4 2005 CME Eurodollar FRA Switches

3FJ504

4/1/2005

4/4/2005

4/5/2005

96.8800

March 2005 CME Boston Seasonal HDD Index

A0H5

4/4/2005

4/4/2005

4/5/2005

4607.5

March 2005 CME Houston Seasonal HDD Index

A2H5

4/4/2005

4/4/2005

4/5/2005

1156.5

March 2005 CME Kansas City Seasonal HDD Index

A4H5

4/4/2005

4/4/2005

4/5/2005

4041.0

March 2005 CME Minneapolis Seasonal HDD Index

A5H5

4/4/2005

4/4/2005

4/5/2005

5774.5

March 2005 CME Sacramento Seasonal HDD Index

A9H5

4/4/2005

4/4/2005

4/5/2005

2211.0

March 2005 CME Atlanta Seasonal HDD Index

AHH5

4/4/2005

4/4/2005

4/5/2005

2329.5

March 2005 CME London HDD

D0H5

4/4/2005

4/4/2005

4/5/2005

309.45

March 2005 CME Paris HDD

D1H5

4/4/2005

4/4/2005

4/5/2005

317.10

March 2005 CME Amsterdam HDD

D2H5

4/4/2005

4/4/2005

4/5/2005

363.85

March 2005 CME Berlin HDD

D3H5

4/4/2005

4/4/2005

4/5/2005

449.95

March 2005 CME Stockholm HDD

D5H5

4/4/2005

4/4/2005

4/5/2005

612.20

March 2005 CME Philadelphia Seasonal HDD Index

FHH5

4/4/2005

4/4/2005

4/5/2005

3987.5

March 2005 CME Tokyo CAT

G6H5

4/4/2005

4/4/2005

4/5/2005

8.96

March 2005 CME Osaka CAT

G7H5

4/4/2005

4/4/2005

4/5/2005

9.17

March 2005 CME Las Vegas HDD

H0H5

4/4/2005

4/4/2005

4/5/2005

181.0

March 2005 CME Atlanta HDD

H1H5

4/4/2005

4/4/2005

4/5/2005

401.0

March 2005 CME Chicago HDD

H2H5

4/4/2005

4/4/2005

4/5/2005

930.0

March 2005 CME Cincinnati HDD

H3H5

4/4/2005

4/4/2005

4/5/2005

808.0

March 2005 CME New York HDD

H4H5

4/4/2005

4/4/2005

4/5/2005

816.5

March 2005 CME Dallas/Fort Worth HDD

H5H5

4/4/2005

4/4/2005

4/5/2005

265.5

March 2005 CME Philadelphia HDD

H6H5

4/4/2005

4/4/2005

4/5/2005

789.5

March 2005 CME Portland HDD

H7H5

4/4/2005

4/4/2005

4/5/2005

465.5

March 2005 CME Tucson HDD

H8H5

4/4/2005

4/4/2005

4/5/2005

190.0

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

March 2005 CME Des Moines HDD

H9H5

4/4/2005

4/4/2005

4/5/2005

786.5

March 2005 CME Chicago Seasonal HDD Index

HHH5

4/4/2005

4/4/2005

4/5/2005

4857.0

March 2005 CME Minneapolis HDD

HQH5

4/4/2005

4/4/2005

4/5/2005

1029.0

March 2005 CME Houston HDD

HRH5

4/4/2005

4/4/2005

4/5/2005

150.5

March 2005 CME Sacramento HDD

HSH5

4/4/2005

4/4/2005

4/5/2005

273.0

March 2005 CME Cincinnati Seasonal HDD Index

HTH5

4/4/2005

4/4/2005

4/5/2005

4054.5

March 2005 CME Boston HDD

HWH5

4/4/2005

4/4/2005

4/5/2005

923.0

March 2005 CME Kansas City HDD

HXH5

4/4/2005

4/4/2005

4/5/2005

662.5

March 2005 CME New York Seasonal HDD Index

HYH5

4/4/2005

4/4/2005

4/5/2005

4007.0

March 2005 CME Des Moines Seasonal HDD Index

JHH5

4/4/2005

4/4/2005

4/5/2005

4806.5

March 2005 CME London Seasonal HDD Index

P0H5

4/4/2005

4/4/2005

4/5/2005

1683.65

March 2005 CME Paris Seasonal HDD Index

P1H5

4/4/2005

4/4/2005

4/5/2005

1881.05

March 2005 CME Amsterdam Seasonal HDD Index

P2H5

4/4/2005

4/4/2005

4/5/2005

1948.05

March 2005 CME Berlin Seasonal HDD Index

P3H5

4/4/2005

4/4/2005

4/5/2005

2308.00

March 2005 CME Stockholm Seasonal HDD Index

P5H5

4/4/2005

4/4/2005

4/5/2005

2693.00

March 2005 CME Portland Seasonal HDD Index

RHH5

4/4/2005

4/4/2005

4/5/2005

3038.0

March 2005 CME Dallas Seasonal HDD Index

THH5

4/4/2005

4/4/2005

4/5/2005

1855.5

March 2005 CME Tokyo Seasonal CAT Index

V6H5

4/4/2005

4/4/2005

4/5/2005

9.30

March 2005 CME Osaka Seasonal CAT Index

V7H5

4/4/2005

4/4/2005

4/5/2005

9.37

March 2005 CME Tucson Seasonal HDD Index

VHH5

4/4/2005

4/4/2005

4/5/2005

1438.5

March 2005 CME Las Vegas Seasonal HDD Index

WHH5

4/4/2005

4/4/2005

4/5/2005

1766.0

April 5 2005 CME Eurodollar FRA Switches

3FJ505

4/4/2005

4/5/2005

4/6/2005

96.8775

April 6 2005 CME Eurodollar FRA Switches

3FJ506

4/5/2005

4/6/2005

4/7/2005

96.8769

April 7 2005 CME Eurodollar FRA Switches

3FJ507

4/6/2005

4/7/2005

4/8/2005

96.8700

April 8 2005 CME Eurodollar FRA Switches

3FJ508

4/7/2005

4/8/2005

4/11/2005

96.8700

April 2005 CME Yen Denominated Nikkei Stock Average

N1J5

4/7/2005

4/8/2005

4/11/2005

11871.54

April 11 2005 CME Eurodollar FRA Switches

3FJ511

4/8/2005

4/11/2005

4/12/2005

96.8600

April 12 2005 CME Eurodollar FRA Switches

3FJ512

4/11/2005

4/12/2005

4/13/2005

96.8594