Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

August 31 2005 CME Eurodollar FRA Switches

3FQ531

8/30/2005

8/31/2005

9/1/2005

96.1300

September 1 2005 CME Eurodollar FRA Switches

3FU501

8/31/2005

9/1/2005

9/2/2005

96.1450

September 2005 CME Brazilian Real

BRU5

8/31/2005

9/1/2005

9/2/2005

0.42307

September 2 2005 CME Eurodollar FRA Switches

3FU502

9/1/2005

9/2/2005

9/6/2005

96.2390

August 2005 CME Milk

DAQ5

9/1/2005

9/2/2005

9/6/2005

13.60

August 2005 CME Mid Sized Milk

JQQ5

9/1/2005

9/2/2005

9/6/2005

13.60

August 2005 CME Class IV Milk

DKQ5

9/1/2005

9/2/2005

9/6/2005

13.44

August 2005 CME Nonfat Dry Milk

NFQ5

9/1/2005

9/2/2005

9/6/2005

0.9601

August 2005 CME London CAT

G0Q5

9/2/2005

9/2/2005

9/6/2005

561.80

August 2005 CME Paris CAT

G1Q5

9/2/2005

9/2/2005

9/6/2005

581.55

August 2005 CME Amsterdam CAT

G2Q5

9/2/2005

9/2/2005

9/6/2005

506.15

August 2005 CME Berlin CAT

G3Q5

9/2/2005

9/2/2005

9/6/2005

537.30

August 2005 CME Essen CAT

G4Q5

9/2/2005

9/2/2005

9/6/2005

499.50

August 2005 CME Stockholm CAT

G5Q5

9/2/2005

9/2/2005

9/6/2005

538.60

August 2005 CME Tokyo CAT

G6Q5

9/2/2005

9/2/2005

9/6/2005

28.05

August 2005 CME Osaka CAT

G7Q5

9/2/2005

9/2/2005

9/6/2005

28.72

August 2005 CME Barcelona CAT

G8Q5

9/2/2005

9/2/2005

9/6/2005

759.55

August 2005 CME Rome CAT

G9Q5

9/2/2005

9/2/2005

9/6/2005

729.70

August 2005 CME Madrid CAT

GQQ5

9/2/2005

9/2/2005

9/6/2005

793.15

August 2005 CME Las Vegas CDD

K0Q5

9/2/2005

9/2/2005

9/6/2005

761.5

August 2005 CME Atlanta CDD

K1Q5

9/2/2005

9/2/2005

9/6/2005

451.5

August 2005 CME Chicago CDD

K2Q5

9/2/2005

9/2/2005

9/6/2005

288.0

August 2005 CME Cincinnati CDD

K3Q5

9/2/2005

9/2/2005

9/6/2005

393.5

August 2005 CME New York CDD

K4Q5

9/2/2005

9/2/2005

9/6/2005

492.5

August 2005 CME Dallas/Fort Worth CDD

K5Q5

9/2/2005

9/2/2005

9/6/2005

676.0

August 2005 CME Philadelphia CDD

K6Q5

9/2/2005

9/2/2005

9/6/2005

453.5

August 2005 CME Portland CDD

K7Q5

9/2/2005

9/2/2005

9/6/2005

182.5

August 2005 CME Tucson CDD

K8Q5

9/2/2005

9/2/2005

9/6/2005

586.0

August 2005 CME Des Moines CDD

K9Q5

9/2/2005

9/2/2005

9/6/2005

323.0

August 2005 CME Detroit CDD

KKQ5

9/2/2005

9/2/2005

9/6/2005

306.5

August 2005 CME Minneapolis CDD

KQQ5

9/2/2005

9/2/2005

9/6/2005

210.0

August 2005 CME Houston CDD

KRQ5

9/2/2005

9/2/2005

9/6/2005

607.5

August 2005 CME Sacramento CDD

KSQ5

9/2/2005

9/2/2005

9/6/2005

349.5

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

August 2005 CME Salt Lake City CDD

KUQ5

9/2/2005

9/2/2005

9/6/2005

375.0

August 2005 CME Baltimore CDD

KVQ5

9/2/2005

9/2/2005

9/6/2005

391.0

August 2005 CME Boston CDD

KWQ5

9/2/2005

9/2/2005

9/6/2005

289.5

August 2005 CME Kansas City CDD

KXQ5

9/2/2005

9/2/2005

9/6/2005

406.5

September 2 2005 CME X-Fund 1

X1U502

9/2/2005

9/2/2005

9/6/2005

102.62

September 5 2005 CME Eurodollar FRA Switches

3FU505

9/2/2005

9/5/2005

9/7/2005

96.2237

September 6 2005 CME Eurodollar FRA Switches

3FU506

9/5/2005

9/6/2005

9/7/2005

96.2100

September 7 2005 CME Eurodollar FRA Switches

3FU507

9/6/2005

9/7/2005

9/8/2005

96.2019

September 8 2005 CME Eurodollar FRA Switches

3FU508

9/7/2005

9/8/2005

9/9/2005

96.1662

September 2005 CME Japanese Government Bond

JBU5

9/7/2005

9/8/2005

9/9/2005

140.05

September 9 2005 CME Eurodollar FRA Switches

3FU509

9/8/2005

9/9/2005

9/12/2005

96.1500

September 2005 CME Yen Denominated Nikkei Stock Average

N1U5

9/8/2005

9/9/2005

9/12/2005

12610.03

September 2005 CME Nikkei 225

NKU5

9/8/2005

9/9/2005

9/12/2005

12610.03

September 12 2005 CME Eurodollar FRA Switches

3FU512

9/9/2005

9/12/2005

9/13/2005

96.1431

September 13 2005 CME Eurodollar FRA Switches

3FU513

9/12/2005

9/13/2005

9/14/2005

96.1300

September 14 2005 CME Eurodollar FRA Switches

3FU514

9/13/2005

9/14/2005

9/15/2005

96.1256

September 2005 CME Russian Ruble

RUU5

9/15/2005

9/15/2005

9/16/2005

0.035251

September 15 2005 CME Eurodollar FRA Switches

3FU515

9/14/2005

9/15/2005

9/16/2005

96.1144

September 2005 CME CPI

CUU5

9/15/2005

9/15/2005

9/16/2005

95.8848

September 2005 CME Euroyen

EYU5

9/16/2005

9/16/2005

9/20/2005

99.9110

September 16 2005 CME Eurodollar FRA Switches

3FU516

9/15/2005

9/16/2005

9/19/2005

96.1100

September 2005 CME E-mini S&P 500

ESU5

9/16/2005

9/16/2005

9/19/2005

1232.79

September 2005 CME S&P 500

SPU5

9/15/2005

9/16/2005

9/19/2005

1232.79

September 2005 CME S&P MidCap 400

MDU5

9/15/2005

9/16/2005

9/19/2005