Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

January 31 2006 CME Eurodollar FRA Switches

3FF631

1/30/2006

1/31/2006

2/1/2006

95.32

February 1 2006 CME Eurodollar FRA Switches

3FG601

1/31/2006

2/1/2006

2/2/2006

95.31

February 2006 CME Brazilian Real

BRG6

1/31/2006

2/1/2006

2/2/2006

0.45126

February 2 2006 CME Eurodollar FRA Switches

3FG602

2/1/2006

2/2/2006

2/3/2006

95.2900

January 2006 CME London HDD

D0F6

2/2/2006

2/2/2006

2/3/2006

401.45

January 2006 CME London October Heating Seasonal Strip

D0VF6

2/2/2006

2/2/2006

2/3/2006

1241.10

January 2006 CME London November Heating Seasonal Strip

D0XF6

2/2/2006

2/2/2006

2/3/2006

1132.05

January 2006 CME London December Heating Seasonal Strip

D0ZF6

2/2/2006

2/2/2006

2/3/2006

804.85

January 2006 CME Paris HDD

D1F6

2/2/2006

2/2/2006

2/3/2006

463.30

January 2006 CME Paris October Heating Seasonal Strip

D1VF6

2/2/2006

2/2/2006

2/3/2006

1324.55

January 2006 CME Paris November Heating Seasonal Strip

D1XF6

2/2/2006

2/2/2006

2/3/2006

1250.25

January 2006 CME Paris December Heating Seasonal Strip

D1ZF6

2/2/2006

2/2/2006

2/3/2006

900.85

January 2006 CME Amsterdam HDD

D2F6

2/2/2006

2/2/2006

2/3/2006

507.70

January 2006 CME Amsterdam October Heating Seasonal Strip

D2VF6

2/2/2006

2/2/2006

2/3/2006

1380.50

January 2006 CME Amsterdam November Heating Seasonal Strip

D2XF6

2/2/2006

2/2/2006

2/3/2006

1253.00

January 2006 CME Amsterdam December Heating Seasonal Strip

D2ZF6

2/2/2006

2/2/2006

2/3/2006

932.60

January 2006 CME Berlin HDD

D3F6

2/2/2006

2/2/2006

2/3/2006

676.55

January 2006 CME Berlin October Heating Seasonal Strip

D3VF6

2/2/2006

2/2/2006

2/3/2006

1769.20

January 2006 CME Berlin November Heating Seasonal Strip

D3XF6

2/2/2006

2/2/2006

2/3/2006

1585.60

January 2006 CME Berlin December Heating Seasonal Strip

D3ZF6

2/2/2006

2/2/2006

2/3/2006

1188.55

January 2006 CME Essen HDD

D4F6

2/2/2006

2/2/2006

2/3/2006

544.35

January 2006 CME Essen October Heating Seasonal Strip

D4VF6

2/2/2006

2/2/2006

2/3/2006

1516.55

January 2006 CME Essen November Heating Seasonal Strip

D4XF6

2/2/2006

2/2/2006

2/3/2006

1383.95

January 2006 CME Essen December Heating Seasonal Strip

D4ZF6

2/2/2006

2/2/2006

2/3/2006

1013.75

January 2006 CME Stockholm HDD

D5F6

2/2/2006

2/2/2006

2/3/2006

640.75

January 2006 CME Stockholm October Heating Seasonal Strip

D5VF6

2/2/2006

2/2/2006

2/3/2006

1900.50

January 2006 CME Stockholm November Heating Seasonal Strip

D5XF6

2/2/2006

2/2/2006

2/3/2006

1621.70

January 2006 CME Stockholm December Heating Seasonal Strip

D5ZF6

2/2/2006

2/2/2006

2/3/2006

1199.05

January 2006 CME Barcelona HDD

D8F6

2/2/2006

2/2/2006

2/3/2006

295.70

January 2006 CME Barcelona October Heating Seasonal Strip

D8VF6

2/2/2006

2/2/2006

2/3/2006

769.10

January 2006 CME Barcelona November Heating Seasonal Strip

D8XF6

2/2/2006

2/2/2006

2/3/2006

765.70

January 2006 CME Barcelona December Heating Seasonal Strip

D8ZF6

2/2/2006

2/2/2006

2/3/2006

612.35

Commodity

Symbol

Last Trade Date

Settlement Date

Remove Positions

Settlement Price/Time

January 2006 CME Rome HDD

D9F6

2/2/2006

2/2/2006

2/3/2006

376.30

January 2006 CME Rome October Heating Seasonal Strip

D9VF6

2/2/2006

2/2/2006

2/3/2006

948.15

January 2006 CME Rome November Heating Seasonal Strip

D9XF6

2/2/2006

2/2/2006

2/3/2006

897.25

January 2006 CME Rome December Heating Seasonal Strip

D9ZF6

2/2/2006

2/2/2006

2/3/2006

712.20

January 2006 CME Madrid HDD

DQF6

2/2/2006

2/2/2006

2/3/2006

397.15

January 2006 CME Madrid October Heating Seasonal Strip

DQVF6

2/2/2006

2/2/2006

2/3/2006

1130.45

January 2006 CME Madrid November Heating Seasonal Strip

DQXF6

2/2/2006

2/2/2006

2/3/2006

1058.25

January 2006 CME Madrid December Heating Seasonal Strip

DQZF6

2/2/2006

2/2/2006

2/3/2006

774.10

January 2006 CME Tokyo CAT

G6F6

2/2/2006

2/2/2006

2/3/2006

5.06

January 2006 CME Osaka CAT

G7F6

2/2/2006

2/2/2006

2/3/2006

5.46

January 2006 CME Las Vegas HDD

H0F6

2/2/2006

2/2/2006

2/3/2006

460.0

January 2006 CME Las Vegas October Heating Seasonal Strip

H0VF6

2/2/2006

2/2/2006

2/3/2006

1130.0

January 2006 CME Las Vegas November Heating Seasonal Strip

H0XF6

2/2/2006

2/2/2006

2/3/2006

1121.0

January 2006 CME Las Vegas December Heating Seasonal Strip

H0ZF6

2/2/2006

2/2/2006

2/3/2006

933.0

January 2006 CME Atlanta HDD

H1F6

2/2/2006

2/2/2006

2/3/2006

483.5

January 2006 CME Atlanta October Heating Seasonal Strip

H1VF6

2/2/2006

2/2/2006

2/3/2006

1643.0

January 2006 CME Atlanta November Heating Seasonal Strip

H1XF6

2/2/2006

2/2/2006

2/3/2006

1514.5

January 2006 CME Atlanta December Heating Seasonal Strip

H1ZF6

2/2/2006

2/2/2006

2/3/2006

1201.5

January 2006 CME Chicago HDD

H2F6

2/2/2006

2/2/2006

2/3/2006

905.0

January 2006 CME Chicago October Heating Seasonal Strip

H2VF6

2/2/2006

2/2/2006

2/3/2006

3233.0

January 2006 CME Chicago November Heating Seasonal Strip

H2XF6

2/2/2006

2/2/2006

2/3/2006

2887.5

January 2006 CME Chicago December Heating Seasonal Strip

H2ZF6

2/2/2006

2/2/2006

2/3/2006

2197.5

January 2006 CME Cincinnati HDD

H3F6

2/2/2006

2/2/2006

2/3/2006

725.0

January 2006 CME Cincinnati October Heating Seasonal Strip

H3VF6

2/2/2006

2/2/2006

2/3/2006

3699.0

January 2006 CME Cincinnati November Heating Seasonal Strip

H3XF6

2/2/2006

2/2/2006

2/3/2006

2389.0

January 2006 CME Cincinnati December Heating Seasonal Strip

H3ZF6

2/2/2006

2/2/2006