Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

August 2 2005 CME Eurodollar FRA Switches

3FQ502

8/1/2005

8/2/2005

8/3/2005

96.2800

July 2005 CME London CAT

G0N5

8/2/2005

8/2/2005

8/3/2005

579.25

July 2005 CME Paris CAT

G1N5

8/2/2005

8/2/2005

8/3/2005

630.40

July 2005 CME Amsterdam CAT

G2N5

8/2/2005

8/2/2005

8/3/2005

549.75

July 2005 CME Berlin CAT

G3N5

8/2/2005

8/2/2005

8/3/2005

610.00

July 2005 CME Essen CAT

G4N5

8/2/2005

8/2/2005

8/3/2005

567.50

July 2005 CME Stockholm CAT

G5N5

8/2/2005

8/2/2005

8/3/2005

594.95

July 2005 CME Tokyo CAT

G6N5

8/2/2005

8/2/2005

8/3/2005

25.62

July 2005 CME Osaka CAT

G7N5

8/2/2005

8/2/2005

8/3/2005

27.51

July 2005 CME Barcelona CAT

G8N5

8/2/2005

8/2/2005

8/3/2005

791.80

July 2005 CME Rome CAT

G9N5

8/2/2005

8/2/2005

8/3/2005

785.60

July 2005 CME Madrid CAT

GQN5

8/2/2005

8/2/2005

8/3/2005

839.85

July 2005 CME Las Vegas CDD

K0N5

8/2/2005

8/2/2005

8/3/2005

938.5

July 2005 CME Atlanta CDD

K1N5

8/2/2005

8/2/2005

8/3/2005

447.0

July 2005 CME Chicago CDD

K2N5

8/2/2005

8/2/2005

8/3/2005

328.0

July 2005 CME Cincinnati CDD

K3N5

8/2/2005

8/2/2005

8/3/2005

385.0

July 2005 CME New York CDD

K4N5

8/2/2005

8/2/2005

8/3/2005

420.5

July 2005 CME Dallas/Fort Worth CDD

K5N5

8/2/2005

8/2/2005

8/3/2005

623.0

July 2005 CME Philadelphia CDD

K6N5

8/2/2005

8/2/2005

8/3/2005

429.5

July 2005 CME Portland CDD

K7N5

8/2/2005

8/2/2005

8/3/2005

168.5

July 2005 CME Tucson CDD

K8N5

8/2/2005

8/2/2005

8/3/2005

792.5

July 2005 CME Des Moines CDD

K9N5

8/2/2005

8/2/2005

8/3/2005

391.0

July 2005 CME Detroit CDD

KKN5

8/2/2005

8/2/2005

8/3/2005

321.5

July 2005 CME Minneapolis CDD

KQN5

8/2/2005

8/2/2005

8/3/2005

365.5

July 2005 CME Houston CDD

KRN5

8/2/2005

8/2/2005

8/3/2005

602.5

July 2005 CME Sacramento CDD

KSN5

8/2/2005

8/2/2005

8/3/2005

427.5

July 2005 CME Salt Lake City CDD

KUN5

8/2/2005

8/2/2005

8/3/2005

490.0

July 2005 CME Baltimore CDD

KVN5

8/2/2005

8/2/2005

8/3/2005

401.0

July 2005 CME Boston CDD

KWN5

8/2/2005

8/2/2005

8/3/2005

266.5

July 2005 CME Kansas City CDD

KXN5

8/2/2005

8/2/2005

8/3/2005

431.5

August 3 2005 CME Eurodollar FRA Switches

3FQ503

8/2/2005

8/3/2005

8/4/2005

96.2669

August 4 2005 CME Eurodollar FRA Switches

3FQ504

8/3/2005

8/4/2005

8/5/2005

96.2531

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

August 5 2005 CME X-Fund 1

X1Q505

8/5/2005

8/5/2005

8/8/2005

105.18

August 5 2005 CME X-Fund 2

X2Q505

8/5/2005

8/5/2005

8/8/2005

93.58

August 5 2005 CME Eurodollar FRA Switches

3FQ505

8/4/2005

8/5/2005

8/8/2005

96.2500

July 2005 CME Milk

DAN5

8/4/2005

8/5/2005

8/8/2005

14.35

July 2005 CME Class IV Milk

DKN5

8/4/2005

8/5/2005

8/8/2005

13.17

July 2005 CME Mid-Sized Milk

JQN5

8/4/2005

8/5/2005

8/8/2005

14.35

July 2005 CME Nonfat Dry Milk

NFN5

8/4/2005

8/5/2005

8/8/2005

0.9389

August 8 2005 CME Eurodollar FRA Switches

3FQ508

8/5/2005

8/8/2005

8/9/2005

96.2400

August 9 2005 CME Eurodollar FRA Switches

3FQ509

8/8/2005

8/9/2005

8/10/2005

96.2200

August 10 2005 CME Eurodollar FRA Switches

3FQ510

8/9/2005

8/10/2005

8/11/2005

96.2200

August 11 2005 CME Eurodollar FRA Switches

3FQ511

8/10/2005

8/11/2005

8/12/2005

96.2100

August 12 2005 CME Eurodollar FRA Switches

3FQ512

8/11/2005

8/12/2005

8/15/2005

96.2100

August 2005 CME Yen Denominated Nikkei Stock Average

N1Q5

8/11/2005

8/12/2005

8/15/2005

12273.06

August 2005 CME 13 Week US T-Bill

TBQ5

8/15/2005

8/15/2005

8/16/2005

96.5300

August 2005 CME GSCI

GIQ5

8/15/2005

8/15/2005

8/16/2005

435.82

August 15 2005 CME Eurodollar FRA Switches

3FQ515

8/12/2005

8/15/2005

8/16/2005

96.2031

August 2005 CME Eurodollar

EDQ5

8/15/2005

8/15/2005

8/16/2005

96.2031

August 2005 CME LIBOR

EMQ5

8/15/2005

8/15/2005

8/16/2005

96.4175

August 16 2005 CME Eurodollar FRA Switches

3FQ516

8/15/2005

8/16/2005

8/17/2005

96.1981

August 2005 CME Lean Hogs

LNQ5

8/12/2005

8/16/2005

8/17/2005

69.61

August 2005 CME Mexican 91 Day Cetes

MBQ5

8/16/2005

8/17/2005

8/18/2005

90.31

August 2005 CME Mexican 28 Day TIIE

MRQ5

8/17/2005

8/17/2005

8/18/2005

89.97

August 17 2005 CME Eurodollar FRA Switches

3FQ517

8/16/2005

8/17/2005

8/18/2005

96.1900

August 18 2005 CME Eurodollar FRA Switches

3FQ518

8/17/2005

8/18/2005

8/19/2005

96.1800

August 19 2005 CME X-Fund 1