March 2006 Cash Settled Future Expirations

Commodity	Symbol	Last Trade Date	Settlement Date	Remove Positions	Settlement Price/Time
February 28 2006 CME Eurodollar FRA Switches	3FG628	2/27/2006	2/28/2006	3/1/2006	95.1775
February 2006 CME Eurozone Harmonized Index of Consumer Prices	HCG6	2/27/2006	2/28/2006	3/1/2006	97.5356
March 1 2006 CME Eurodollar FRA Switches	3FH601	2/28/2006	3/1/2006	3/2/2006	95.17
March 2 2006 CME Eurodollar FRA Switches	3FH602	3/1/2006	3/2/2006	3/3/2006	95.1600
February 2006 CME London HDD	D0G6	3/2/2006	3/2/2006	3/3/2006	380.45
February 2006 CME London January Heating Seasonal Strip	D0FG6	3/2/2006	3/2/2006	3/3/2006	781.90
February 2006 CME London October Heating Seasonal Strip	D0VG6	3/2/2006	3/2/2006	3/3/2006	1621.55
February 2006 CME London November Heating Seasonal Strip	D0XG6	3/2/2006	3/2/2006	3/3/2006	1512.50
February 2006 CME London December Heating Seasonal Strip	D0ZG6	3/2/2006	3/2/2006	3/3/2006	1185.30
February 2006 CME Paris HDD	D1G6	3/2/2006	3/2/2006	3/3/2006	408.80
February 2006 CME Paris January Heating Seasonal Strip	D1FG6	3/2/2006	3/2/2006	3/3/2006	872.10
February 2006 CME Paris October Heating Seasonal Strip	D1VG6	3/2/2006	3/2/2006	3/3/2006	1733.35
February 2006 CME Paris November Heating Seasonal Strip	D1XG6	3/2/2006	3/2/2006	3/3/2006	1659.05
February 2006 CME Paris December Heating Seasonal Strip	D1ZG6	3/2/2006	3/2/2006	3/3/2006	1309.65
February 2006 CME Amsterdam HDD	D2G6	3/2/2006	3/2/2006	3/3/2006	412.07
February 2006 CME Amsterdam January Heating Seasonal Strip	D2FG6	3/2/2006	3/2/2006	3/3/2006	919.77
February 2006 CME Amsterdam October Heating Seasonal Strip	D2VG6	3/2/2006	3/2/2006	3/3/2006	1792.57
February 2006 CME Amsterdam November Heating Seasonal Strip	D2XG6	3/2/2006	3/2/2006	3/3/2006	1665.07
February 2006 CME Amsterdam December Heating Seasonal Strip	D2ZG6	3/2/2006	3/2/2006	3/3/2006	1344.67
February 2006 CME Berlin HDD	D3G6	3/2/2006	3/2/2006	3/3/2006	504.45
February 2006 CME Berlin January Heating Seasonal Strip	D3FG6	3/2/2006	3/2/2006	3/3/2006	1181.00
February 2006 CME Berlin October Heating Seasonal Strip	D3VG6	3/2/2006	3/2/2006	3/3/2006	2273.65
February 2006 CME Berlin November Heating Seasonal Strip	D3XG6	3/2/2006	3/2/2006	3/3/2006	2090.05
February 2006 CME Berlin December Heating Seasonal Strip	D3ZG6	3/2/2006	3/2/2006	3/3/2006	1693.00
February 2006 CME Essen HDD	D4G6	3/2/2006	3/2/2006	3/3/2006	461.85
February 2006 CME Essen January Heating Seasonal Strip	D4FG6	3/2/2006	3/2/2006	3/3/2006	1006.20
February 2006 CME Essen October Heating Seasonal Strip	D4VG6	3/2/2006	3/2/2006	3/3/2006	1978.40
February 2006 CME Essen November Heating Seasonal Strip	D4XG6	3/2/2006	3/2/2006	3/3/2006	1845.80
February 2006 CME Essen December Heating Seasonal Strip	D4ZG6	3/2/2006	3/2/2006	3/3/2006	1475.60
February 2006 CME Stockholm HDD	D5G6	3/2/2006	3/2/2006	3/3/2006	586.55
February 2006 CME Stockholm January Heating Seasonal Strip	D5FG6	3/2/2006	3/2/2006	3/3/2006	1227.30
February 2006 CME Stockholm October Heating Seasonal Strip	D5VG6	3/2/2006	3/2/2006	3/3/2006	2487.05

Commodity	Symbol	Last Trade Date	Settlement Date	Remove Positions	Settlement Price/Time
February 2006 CME Stockholm November Heating Seasonal Strip	D5XG6	3/2/2006	3/2/2006	3/3/2006	2208.25
February 2006 CME Stockholm December Heating Seasonal Strip	D5ZG6	3/2/2006	3/2/2006	3/3/2006	1785.60
February 2006 CME Barcelona HDD	D8G6	3/2/2006	3/2/2006	3/3/2006	239.80
February 2006 CME Barcelona January Heating Seasonal Strip	D8FG6	3/2/2006	3/2/2006	3/3/2006	535.50
February 2006 CME Barcelona October Heating Seasonal Strip	D8VG6	3/2/2006	3/2/2006	3/3/2006	1008.90
February 2006 CME Barcelona November Heating Seasonal Strip	D8XG6	3/2/2006	3/2/2006	3/3/2006	1005.50
February 2006 CME Barcelona December Heating Seasonal Strip	D8ZG6	3/2/2006	3/2/2006	3/3/2006	852.15
February 2006 CME Rome HDD	D9G6	3/2/2006	3/2/2006	3/3/2006	283.20
February 2006 CME Rome January Heating Seasonal Strip	D9FG6	3/2/2006	3/2/2006	3/3/2006	659.50
February 2006 CME Rome October Heating Seasonal Strip	D9VG6	3/2/2006	3/2/2006	3/3/2006	1231.35
February 2006 CME Rome November Heating Seasonal Strip	D9XG6	3/2/2006	3/2/2006	3/3/2006	1180.45
February 2006 CME Rome December Heating Seasonal Strip	D9ZG6	3/2/2006	3/2/2006	3/3/2006	995.40
February 2006 CME Madrid HDD	DQG6	3/2/2006	3/2/2006	3/3/2006	325.95
February 2006 CME Madrid January Heating Seasonal Strip	DQFG6	3/2/2006	3/2/2006	3/3/2006	723.10
February 2006 CME Madrid October Heating Seasonal Strip	DQVG6	3/2/2006	3/2/2006	3/3/2006	1456.40
February 2006 CME Madrid November Heating Seasonal Strip	DQXG6	3/2/2006	3/2/2006	3/3/2006	1384.20
February 2006 CME Madrid December Heating Seasonal Strip	DQZG6	3/2/2006	3/2/2006	3/3/2006	1100.05
February 2006 CME Tokyo CAT	G6G6	3/2/2006	3/2/2006	3/3/2006	6.66
February 2006 CME Osaka CAT	G7G6	3/2/2006	3/2/2006	3/3/2006	6.70
February 2006 CME Las Vegas HDD	H0G6	3/2/2006	3/2/2006	3/3/2006	312.5
February 2006 CME Las Vegas January Heating Seasonal Strip	H0FG6	3/2/2006	3/2/2006	3/3/2006	772.5
February 2006 CME Las Vegas October Heating Seasonal Strip	H0VG6	3/2/2006	3/2/2006	3/3/2006	1442.5
February 2006 CME Las Vegas November Heating Seasonal Strip	H0XG6	3/2/2006	3/2/2006	3/3/2006	1433.5
February 2006 CME Las Vegas December Heating Seasonal Strip	H0ZG6	3/2/2006	3/2/2006	3/3/2006	1245.5
February 2006 CME Atlanta HDD	H1G6	3/2/2006	3/2/2006	3/3/2006	583.50
February 2006 CME Atlanta January Heating Seasonal Strip	H1FG6	3/2/2006	3/2/2006	3/3/2006

cash settled future contracts for march 2006

cash settled future contracts for march 2006