Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

April 2005 CME Feeder Cattle

FCJ5

4/28/2005

4/29/2005

5/2/2005

111.70

April 29 2005 CME Eurodollar FRA Switches

3FJ529

4/28/2005

4/29/2005

5/2/2005

96.7900

April 2005 CME Milk

DAJ5

4/28/2005

4/29/2005

5/2/2005

14.61

April 2005 CME Class IV Milk

DKJ5

4/28/2005

4/29/2005

5/2/2005

12.61

April 2005 CME Mid-Sized Milk

JQJ5

4/28/2005

4/29/2005

5/2/2005

14.61

April 2005 CME Nonfat Dry Milk

NFJ5

4/28/2005

4/29/2005

5/2/2005

0.9156

April 29 2005 CME X-Fund 1

X1J529

4/29/2005

4/29/2005

5/2/2005

108.05

April 29 2005 CME X-Fund 2

X2J529

4/29/2005

4/29/2005

5/2/2005

103.42

May 2005 CME Brazilian Real

BRK5

4/29/2005

5/2/2005

5/3/2005

0.39505

April 2005 CME London HDD

D0J5

5/2/2005

5/2/2005

5/3/2005

228.65

April 2005 CME Paris HDD

D1J5

5/2/2005

5/2/2005

5/3/2005

194.80

April 2005 CME Amsterdam HDD

D2J5

5/2/2005

5/2/2005

5/3/2005

228.00

April 2005 CME Berlin HDD

D3J5

5/2/2005

5/2/2005

5/3/2005

237.05

April 2005 CME Stockholm HDD

D5J5

5/2/2005

5/2/2005

5/3/2005

332.40

April 2005 CME London CAT

G0J5

5/2/2005

5/2/2005

5/3/2005

311.35

April 2005 CME Paris CAT

G1J5

5/2/2005

5/2/2005

5/3/2005

346.15

April 2005 CME Amsterdam CAT

G2J5

5/2/2005

5/2/2005

5/3/2005

312.00

April 2005 CME Berlin CAT

G3J5

5/2/2005

5/2/2005

5/3/2005

302.95

April 2005 CME Stockholm CAT

G5J5

5/2/2005

5/2/2005

5/3/2005

207.60

April 2005 CME Tokyo CAT

G6J5

5/2/2005

5/2/2005

5/3/2005

15.10

April 2005 CME Osaka CAT

G7J5

5/2/2005

5/2/2005

5/3/2005

16.20

April 2005 CME Las Vegas HDD

H0J5

5/2/2005

5/2/2005

5/3/2005

49.0

April 2005 CME Atlanta HDD

H1J5

5/2/2005

5/2/2005

5/3/2005

151.0

April 2005 CME Chicago HDD

H2J5

5/2/2005

5/2/2005

5/3/2005

408.5

April 2005 CME Cincinnati HDD

H3J5

5/2/2005

5/2/2005

5/3/2005

287.0

April 2005 CME New York HDD

H4J5

5/2/2005

5/2/2005

5/3/2005

326.5

April 2005 CME Dallas/Fort Worth HDD

H5J5

5/2/2005

5/2/2005

5/3/2005

56.5

April 2005 CME Philadelphia HDD

H6J5

5/2/2005

5/2/2005

5/3/2005

301.5

April 2005 CME Portland HDD

H7J5

5/2/2005

5/2/2005

5/3/2005

382.0

April 2005 CME Tucson HDD

H8J5

5/2/2005

5/2/2005

5/3/2005

31.0

April 2005 CME Des Moines HDD

H9J5

5/2/2005

5/2/2005

5/3/2005

288.0

April 2005 CME Minneapolis HDD

HQJ5

5/2/2005

5/2/2005

5/3/2005

399.0

April 2005 CME Houston HDD

HRJ5

5/2/2005

5/2/2005

5/3/2005

21.0

April 2005 CME Sacramento HDD

HSJ5

5/2/2005

5/2/2005

5/3/2005

234.0

April 2005 CME Boston HDD

HWJ5

5/2/2005

5/2/2005

5/3/2005

464.0

April 2005 CME Kansas City HDD

HXJ5

5/2/2005

5/2/2005

5/3/2005

272.0

April 2005 CME Las Vegas CDD

K0J5

5/2/2005

5/2/2005

5/3/2005

69.0

April 2005 CME Atlanta CDD

K1J5

5/2/2005

5/2/2005

5/3/2005

12.0

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

April 2005 CME Chicago CDD

K2J5

5/2/2005

5/2/2005

5/3/2005

5.5

April 2005 CME Cincinnati CDD

K3J5

5/2/2005

5/2/2005

5/3/2005

8.5

April 2005 CME New York CDD

K4J5

5/2/2005

5/2/2005

5/3/2005

5.5

April 2005 CME Dallas/Fort Worth CDD

K5J5

5/2/2005

5/2/2005

5/3/2005

71.5

April 2005 CME Philadelphia CDD

K6J5

5/2/2005

5/2/2005

5/3/2005

9.5

April 2005 CME Portland CDD

K7J5

5/2/2005

5/2/2005

5/3/2005

0.0

April 2005 CME Tucson CDD

K8J5

5/2/2005

5/2/2005

5/3/2005

114.5

April 2005 CME Des Moines CDD

K9J5

5/2/2005

5/2/2005

5/3/2005

17.0

April 2005 CME Minneapolis CDD

KQJ5

5/2/2005

5/2/2005

5/3/2005

7.0

April 2005 CME Houston CDD

KRJ5

5/2/2005

5/2/2005

5/3/2005

101.5

April 2005 CME Sacramento CDD

KSJ5

5/2/2005

5/2/2005

5/3/2005

0.0

April 2005 CME Boston CDD

KWJ5

5/2/2005

5/2/2005

5/3/2005

4.5

April 2005 CME Kansas City CDD

KXJ5

5/2/2005

5/2/2005

5/3/2005

26.0

May 3 2005 CME Eurodollar FRA Switches

3FK503

4/29/2005

5/3/2005

5/4/2005

96.7806

May 4 2005 CME Eurodollar FRA Switches

3FK504

5/3/2005

5/4/2005

5/5/2005

96.7800

May 5 2005 CME Eurodollar FRA Switches

3FK505

5/4/2005

5/5/2005

5/6/2005

96.7715

May 6 2005 CME Eurodollar FRA Switches

3FK506

5/5/2005

5/6/2005

5/9/2005

96.7700

May 9 2005 CME Eurodollar FRA Switches

3FK509

5/6/2005

5/9/2005

5/10/2005

96.7500

May 10 2005 CME Eurodollar FRA Switches