Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

November 30 2005 CME Eurodollar FRA Switches

3FX530

11/29/2005

11/30/2005

12/1/2005

95.5800

December 1 2005 CME Eurodollar FRA Switches

3FZ501

11/30/2005

12/1/2005

12/2/2005

95.5600

December 2005 CME Brazilian Real

BRZ5

11/30/2005

12/1/2005

12/2/2005

0.45310

November 2005 CME Amsterdam Frost Day

FZX5

12/2/2005

12/2/2005

12/5/2005

0.00

December 2 2005 CME Eurodollar FRA Switches

3FZ502

12/1/2005

12/2/2005

12/5/2005

95.5531

November 2005 CME Cash-Settled Butter

CBX5

12/1/2005

12/2/2005

12/5/2005

1.4578

November 2005 CME London HDD

D0X5

12/2/2005

12/2/2005

12/5/2005

327.20

November 2005 CME London October Heating Seasonal Strip

D0VX5

12/2/2005

12/2/2005

12/5/2005

436.25

November 2005 CME Paris HDD

D1X5

12/2/2005

12/2/2005

12/5/2005

349.40

November 2005 CME Paris October Heating Seasonal Strip

D1VX5

12/2/2005

12/2/2005

12/5/2005

423.70

November 2005 CME Amsterdam HDD

D2X5

12/2/2005

12/2/2005

12/5/2005

320.40

November 2005 CME Amsterdam October Heating Seasonal Strip

D2VX5

12/2/2005

12/2/2005

12/5/2005

447.90

November 2005 CME Berlin HDD

D3X5

12/2/2005

12/2/2005

12/5/2005

397.05

November 2005 CME Berlin October Heating Seasonal Strip

D3VX5

12/2/2005

12/2/2005

12/5/2005

580.65

November 2005 CME Essen HDD

D4X5

12/2/2005

12/2/2005

12/5/2005

370.20

November 2005 CME Essen October Heating Seasonal Strip

D4VX5

12/2/2005

12/2/2005

12/5/2005

502.80

November 2005 CME Stockholm HDD

D5X5

12/2/2005

12/2/2005

12/5/2005

422.65

November 2005 CME Stockholm October Heating Seasonal Strip

D5VX5

12/2/2005

12/2/2005

12/5/2005

701.45

November 2005 CME Barcelona HDD

D8X5

12/2/2005

12/2/2005

12/5/2005

153.35

November 2005 CME Barcelona October Heating Seasonal Strip

D8VX5

12/2/2005

12/2/2005

12/5/2005

156.75

November 2005 CME Rome HDD

D9X5

12/2/2005

12/2/2005

12/5/2005

185.05

November 2005 CME Rome October Heating Seasonal Strip

D9VX5

12/2/2005

12/2/2005

12/5/2005

235.95

November 2005 CME Milk

DAX5

12/1/2005

12/2/2005

12/5/2005

13.35

November 2005 CME Class IV Milk

DKX5

12/1/2005

12/2/2005

12/5/2005

12.90

November 2005 CME Madrid HDD

DQX5

12/2/2005

12/2/2005

12/5/2005

284.15

November 2005 CME Madrid October Heating Seasonal Strip

DQVX5

12/2/2005

12/2/2005

12/5/2005

356.35

November 2005 CME Tokyo CAT

G6X5

12/2/2005

12/2/2005

12/5/2005

13.26

November 2005 CME Osaka CAT

G7X5

12/2/2005

12/2/2005

12/5/2005

13.67

November 2005 CME Las Vegas HDD

H0X5

12/2/2005

12/2/2005

12/5/2005

188.0

November 2005 CME Las Vegas October Heating Seasonal Strip

H0VX5

12/2/2005

12/2/2005

12/5/2005

197.0

November 2005 CME Atlanta HDD

H1X5

12/2/2005

12/2/2005

12/5/2005

313.0

November 2005 CME Atlanta October Heating Seasonal Strip

H1VX5

12/2/2005

12/2/2005

12/5/2005

441.5

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

November 2005 CME Chicago HDD

H2X5

12/2/2005

12/2/2005

12/5/2005

690.0

November 2005 CME Chicago October Heating Seasonal Strip

H2VX5

12/2/2005

12/2/2005

12/5/2005

1035.5

November 2005 CME Cincinnati HDD

H3X5

12/2/2005

12/2/2005

12/5/2005

584.0

November 2005 CME Cincinnati October Heating Seasonal Strip

H3VX5

12/2/2005

12/2/2005

12/5/2005

894.0

November 2005 CME New York HDD

H4X5

12/2/2005

12/2/2005

12/5/2005

418.0

November 2005 CME New York October Heating Seasonal Strip

H4VX5

12/2/2005

12/2/2005

12/5/2005

620.0

November 2005 CME Dallas/Fort Worth HDD

H5X5

12/2/2005

12/2/2005

12/5/2005

198.5

November 2005 CME Dallas/Fort Worth October Heating Seasonal Strip

H5VX5

12/2/2005

12/2/2005

12/5/2005

265.5

November 2005 CME Philadelphia HDD

H6X5

12/2/2005

12/2/2005

12/5/2005

472.0

November 2005 CME Philadelphia October Heating Seasonal Strip

H6VX5

12/2/2005

12/2/2005

12/5/2005

699.0

November 2005 CME Portland HDD

H7X5

12/2/2005

12/2/2005

12/5/2005

628.5

November 2005 CME Portland October Heating Seasonal Strip

H7VX5

12/2/2005

12/2/2005

12/5/2005

898.5

November 2005 CME Tucson HDD

H8X5

12/2/2005

12/2/2005

12/5/2005

124.5

November 2005 CME Tucson October Heating Seasonal Strip

H8VX5

12/2/2005

12/2/2005

12/5/2005

124.5

November 2005 CME Des Moines HDD

H9X5

12/2/2005

12/2/2005

12/5/2005

687.0

November 2005 CME Des Moines October Heating Seasonal Strip

H9VX5

12/2/2005

12/2/2005

12/5/2005

1050.5

November 2005 CME Salt Lake City October Heating Seasonal Strip

HAVX5

12/2/2005

12/2/2005

12/5/2005

1041.5

November 2005 CME Detroit HDD

HKX5

12/2/2005

12/2/2005

12/5/2005

653.5

November 2005 CME Detroit October Heating Seasonal Strip

HKVX5

12/2/2005

12/2/2005

12/5/2005

989.0

November 2005 CME Minneapolis HDD

HQX5

12/2/2005

12/2/2005

12/5/2005

853.0

November 2005 CME Minneapolis October Heating Seasonal Strip

HQVX5

12/2/2005

12/2/2005

12/5/2005

1275.5

November 2005 CME Houston HDD

HRX5

12/2/2005

12/2/2005

12/5/2005

142.0

November 2005 CME Houston October Heating Seasonal Strip

HRVX5

12/2/2005

12/2/2005

12/5/2005

179.5

November 2005 CME Sacramento HDD

HSX5

12/2/2005

12/2/2005

12/5/2005

313.5

November 2005 CME Sacramento October Heating Seasonal Strip

HSVX5

12/2/2005

12/2/2005

12/5/2005

393.0

November 2005 CME Salt Lake City HDD

HUX5

12/2/2005

12/2/2005

12/5/2005