Last Updated: 6/1/2006 09:37:29
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Feeder Cattle | FCJ6 | 4/27/2006 | 4/28/2006 | 5/1/2006 | 100.87 |
| May 3 2006 CME Eurodollar SUBS | EDDK603 | 4/28/2006 | 4/28/2006 | 5/1/2006 | 94.8700 |
| May 2006 CME Brazilian Real | BRK6 | 4/28/2006 | 5/1/2006 | 5/2/2006 | 0.47865 |
| May 4 2006 CME Eurodollar SUBS | EDDK604 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 94.8544 |
| April 2006 CME London HDD | D0J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 238.85 |
| April 2006 CME London January Heating Seasonal Strip | D0FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1390.10 |
| April 2006 CME London February Heating Seasonal Strip | D0GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 988.65 |
| April 2006 CME London March Heating Seasonal Strip | D0HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 608.20 |
| April 2006 CME London October Heating Seasonal Strip | D0VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2229.75 |
| April 2006 CME London November Heating Seasonal Strip | D0XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2120.70 |
| April 2006 CME London December Heating Seasonal Strip | D0ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1793.50 |
| April 2006 CME Paris HDD | D1J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 216.25 |
| April 2006 CME Paris January Heating Seasonal Strip | D1FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1453.30 |
| April 2006 CME Paris February Heating Seasonal Strip | D1GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 990.00 |
| April 2006 CME Paris March Heating Seasonal Strip | D1HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 581.20 |
| April 2006 CME Paris October Heating Seasonal Strip | D1VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2314.55 |
| April 2006 CME Paris November Heating Seasonal Strip | D1XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2240.25 |
| April 2006 CME Paris December Heating Seasonal Strip | D1ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1890.85 |
| April 2006 CME Amsterdam HDD | D2J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 280.45 |
| April 2006 CME Amsterdam January Heating Seasonal Strip | D2FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1636.87 |
| April 2006 CME Amsterdam February Heating Seasonal Strip | D2GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1129.17 |
| April 2006 CME Amsterdam March Heating Seasonal Strip | D2HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 717.10 |
| April 2006 CME Amsterdam October Heating Seasonal Strip | D2VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2509.67 |
| April 2006 CME Amsterdam November Heating Seasonal Strip | D2XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2382.17 |
| April 2006 CME Amsterdam December Heating Seasonal Strip | D2ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2061.77 |
| April 2006 CME Berlin HDD | D3J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 260.45 |
| April 2006 CME Berlin January Heating Seasonal Strip | D3FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1947.30 |
| April 2006 CME Berlin February Heating Seasonal Strip | D3GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1270.75 |
| April 2006 CME Berlin March Heating Seasonal Strip | D3HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 766.30 |
| April 2006 CME Berlin October Heating Seasonal Strip | D3VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3039.95 |
| April 2006 CME Berlin November Heating Seasonal Strip | D3XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2856.35 |
| April 2006 CME Berlin December Heating Seasonal Strip | D3ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2459.30 |
| April 2006 CME Essen HDD | D4J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 281.90 |
| April 2006 CME Essen January Heating Seasonal Strip | D4FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1743.25 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Essen February Heating Seasonal Strip | D4GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1198.90 |
| April 2006 CME Essen March Heating Seasonal Strip | D4HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 737.05 |
| April 2006 CME Essen October Heating Seasonal Strip | D4VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2715.45 |
| April 2006 CME Essen November Heating Seasonal Strip | D4XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2582.85 |
| April 2006 CME Essen December Heating Seasonal Strip | D4ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2212.65 |
| April 2006 CME Stockholm HDD | D5J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 373.60 |
| April 2006 CME Stockholm January Heating Seasonal Strip | D5FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2263.70 |
| April 2006 CME Stockholm February Heating Seasonal Strip | D5GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1622.95 |
| April 2006 CME Stockholm March Heating Seasonal Strip | D5HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1036.40 |
| April 2006 CME Stockholm October Heating Seasonal Strip | D5VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3523.45 |
| April 2006 CME Stockholm November Heating Seasonal Strip | D5XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3244.65 |
| April 2006 CME Stockholm December Heating Seasonal Strip | D5ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2822.00 |
| April 2006 CME Barcelona HDD | D8J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 74.35 |
| April 2006 CME Barcelona January Heating Seasonal Strip | D8FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 773.85 |
| April 2006 CME Barcelona February Heating Seasonal Strip | D8GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 478.15 |
| April 2006 CME Barcelona March Heating Seasonal Strip | D8HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 238.35 |
| April 2006 CME Barcelona October Heating Seasonal Strip | D8VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1247.25 |
| April 2006 CME Barcelona November Heating Seasonal Strip | D8XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1243.85 |
| April 2006 CME Barcelona December Heating Seasonal Strip | D8ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1090.50 |
| April 2006 CME Rome HDD | D9J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 108.10 |
| April 2006 CME Rome January Heating Seasonal Strip | D9FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1020.80 |
| April 2006 CME Rome February Heating Seasonal Strip | D9GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 644.50 |
| April 2006 CME Rome March Heating Seasonal Strip | D9HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 361.30 |
| April 2006 CME Rome October Heating Seasonal Strip | D9VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1592.65 |
| April 2006 CME Rome November Heating Seasonal Strip | D9XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1541.75 |
| April 2006 CME Rome December Heating Seasonal Strip | D9ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1356.70 |
| April 2006 CME Madrid HDD | DQJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 111.25 |
| April 2006 CME Madrid January Heating Seasonal Strip | DQFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1049.40 |
| April 2006 CME Madrid February Heating Seasonal Strip | DQGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 652.25 |
| April 2006 CME Madrid March Heating Seasonal Strip | DQHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 326.30 |
| April 2006 CME Madrid October Heating Seasonal Strip | DQVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1782.70 |
| April 2006 CME Madrid November Heating Seasonal Strip | DQXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1710.50 |
| April 2006 CME Madrid December Heating Seasonal Strip | DQZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1426.35 |
| April 2006 CME London CAT | G0J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 301.15 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Paris CAT | G1J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 323.75 |
| April 2006 CME Amsterdam CAT | G2J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 259.55 |
| April 2006 CME Berlin CAT | G3J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 279.55 |
| April 2006 CME Essen CAT | G4J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 258.10 |
| April 2006 CME Stockholm CAT | G5J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 166.40 |
| April 2006 CME Tokyo CAT | G6J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 13.64 |
| April 2006 CME Osaka CAT | G7J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 13.57 |
| April 2006 CME Barcelona CAT | G8J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 466.95 |
| April 2006 CME Rome CAT | G9J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 431.90 |
| April 2006 CME Madrid CAT | GQJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 430.60 |
| April 2006 CME Las Vegas HDD | H0J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 54.0 |
| April 2006 CME Las Vegas January Heating Seasonal Strip | H0FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1133.0 |
| April 2006 CME Las Vegas February Heating Seasonal Strip | H0GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 673.0 |
| April 2006 CME Las Vegas March Heating Seasonal Strip | H0HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 360.5 |
| April 2006 CME Las Vegas October Heating Seasonal Strip | H0VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1803.0 |
| April 2006 CME Las Vegas November Heating Seasonal Strip | H0XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1794.0 |
| April 2006 CME Las Vegas December Heating Seasonal Strip | H0ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1606.0 |
| April 2006 CME Atlanta HDD | H1J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 68.0 |
| April 2006 CME Atlanta January Heating Seasonal Strip | H1FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1484.0 |
| April 2006 CME Atlanta February Heating Seasonal Strip | H1GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1000.5 |
| April 2006 CME Atlanta March Heating Seasonal Strip | H1HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 417.0 |
| April 2006 CME Atlanta October Heating Seasonal Strip | H1VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2643.5 |
| April 2006 CME Atlanta November Heating Seasonal Strip | H1XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2515.0 |
| April 2006 CME Atlanta December Heating Seasonal Strip | H1ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2202.0 |
| April 2006 CME Chicago HDD | H2J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 366.5 |
| April 2006 CME Chicago January Heating Seasonal Strip | H2FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3129.5 |
| April 2006 CME Chicago February Heating Seasonal Strip | H2GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2224.5 |
| April 2006 CME Chicago March Heating Seasonal Strip | H2HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1193.5 |
| April 2006 CME Chicago October Heating Seasonal Strip | H2VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5457.5 |
| April 2006 CME Chicago November Heating Seasonal Strip | H2XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5112.0 |
| April 2006 CME Chicago December Heating Seasonal Strip | H2ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4422.0 |
| April 2006 CME Cincinnati HDD | H3J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 236.5 |
| April 2006 CME Cincinnati January Heating Seasonal Strip | H3FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2509.0 |
| April 2006 CME Cincinnati February Heating Seasonal Strip | H3GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1784.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Cincinnati March Heating Seasonal Strip | H3HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 937.5 |
| April 2006 CME Cincinnati October Heating Seasonal Strip | H3VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4483.0 |
| April 2006 CME Cincinnati November Heating Seasonal Strip | H3XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4173.0 |
| April 2006 CME Cincinnati December Heating Seasonal Strip | H3ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3589.0 |
| April 2006 CME New York HDD | H4J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 271.0 |
| April 2006 CME New York January Heating Seasonal Strip | H4FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2442.5 |
| April 2006 CME New York February Heating Seasonal Strip | H4GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1714.0 |
| April 2006 CME New York March Heating Seasonal Strip | H4HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 923.0 |
| April 2006 CME New York October Heating Seasonal Strip | H4VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3948.5 |
| April 2006 CME New York November Heating Seasonal Strip | H4XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3746.5 |
| April 2006 CME New York December Heating Seasonal Strip | H4ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3328.5 |
| April 2006 CME Dallas/Fort Worth HDD | H5J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 8.0 |
| April 2006 CME Dallas/Fort Worth January Heating Seasonal Strip | H5FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 938.5 |
| April 2006 CME Dallas/Fort Worth February Heating Seasonal Strip | H5GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 625.5 |
| April 2006 CME Dallas/Fort Worth March Heating Seasonal Strip | H5HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 182.0 |
| April 2006 CME Dallas/Fort Worth October Heating Seasonal Strip | H5VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1730.5 |
| April 2006 CME Dallas/Fort Worth November Heating Seasonal Strip | H5XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1663.5 |
| April 2006 CME Dallas/Fort Worth December Heating Seasonal Strip | H5ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1465.0 |
| April 2006 CME Philadelphia HDD | H6J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 260.0 |
| April 2006 CME Philadelphia January Heating Seasonal Strip | H6FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2471.5 |
| April 2006 CME Philadelphia February Heating Seasonal Strip | H6GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1719.5 |
| April 2006 CME Philadelphia March Heating Seasonal Strip | H6HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 896.5 |
| April 2006 CME Philadelphia October Heating Seasonal Strip | H6VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4120.0 |
| April 2006 CME Philadelphia November Heating Seasonal Strip | H6XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3893.0 |
| April 2006 CME Philadelphia December Heating Seasonal Strip | H6ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3421.0 |
| April 2006 CME Portland HDD | H7J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 357.5 |
| April 2006 CME Portland January Heating Seasonal Strip | H7FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2192.0 |
| April 2006 CME Portland February Heating Seasonal Strip | H7GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1587.5 |
| April 2006 CME Portland March Heating Seasonal Strip | H7HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 944.0 |
| April 2006 CME Portland October Heating Seasonal Strip | H7VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3873.0 |
| April 2006 CME Portland November Heating Seasonal Strip | H7XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3603.0 |
| April 2006 CME Portland December Heating Seasonal Strip | H7ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2974.5 |
| April 2006 CME Tucson HDD | H8J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 19.5 |
| April 2006 CME Tucson January Heating Seasonal Strip | H8FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 743.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Tucson February Heating Seasonal Strip | H8GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 418.0 |
| April 2006 CME Tucson March Heating Seasonal Strip | H8HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 227.0 |
| April 2006 CME Tucson October Heating Seasonal Strip | H8VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1191.0 |
| April 2006 CME Tucson November Heating Seasonal Strip | H8XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1191.0 |
| April 2006 CME Tucson December Heating Seasonal Strip | H8ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1066.5 |
| April 2006 CME Des Moines HDD | H9J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 268.5 |
| April 2006 CME Des Moines January Heating Seasonal Strip | H9FJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3019.0 |
| April 2006 CME Des Moines February Heating Seasonal Strip | H9GJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2106.5 |
| April 2006 CME Des Moines March Heating Seasonal Strip | H9HJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1062.5 |
| April 2006 CME Des Moines October Heating Seasonal Strip | H9VJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5354.5 |
| April 2006 CME Des Moines November Heating Seasonal Strip | H9XJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4991.0 |
| April 2006 CME Des Moines December Heating Seasonal Strip | H9ZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4304.0 |
| April 2006 CME Salt Lake City January Heating Seasonal Strip | HAFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2909.5 |
| April 2006 CME Salt Lake City February Heating Seasonal Strip | HAGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1960.5 |
| April 2006 CME Salt Lake City March Heating Seasonal Strip | HAHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1077.5 |
| April 2006 CME Salt Lake City October Heating Seasonal Strip | HAVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4990.5 |
| April 2006 CME Salt Lake City November Heating Seasonal Strip | HAXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4655.0 |
| April 2006 CME Salt Lake City December Heating Seasonal Strip | HAZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3948.0 |
| April 2006 CME Detroit HDD | HKJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 383.0 |
| April 2006 CME Detroit January Heating Seasonal Strip | HKFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3126.5 |
| April 2006 CME Detroit February Heating Seasonal Strip | HKGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2204.5 |
| April 2006 CME Detroit March Heating Seasonal Strip | HKHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1218.0 |
| April 2006 CME Detroit October Heating Seasonal Strip | HKVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5331.0 |
| April 2006 CME Detroit November Heating Seasonal Strip | HKXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4996.0 |
| April 2006 CME Detroit December Heating Seasonal Strip | HKZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4342.5 |
| April 2006 CME Minneapolis HDD | HQJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 344.5 |
| April 2006 CME Minneapolis January Heating Seasonal Strip | HQFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3708.5 |
| April 2006 CME Minneapolis February Heating Seasonal Strip | HQGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2579.0 |
| April 2006 CME Minneapolis March Heating Seasonal Strip | HQHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1318.5 |
| April 2006 CME Minneapolis October Heating Seasonal Strip | HQVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 6396.5 |
| April 2006 CME Minneapolis November Heating Seasonal Strip | HQXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5974.0 |
| April 2006 CME Minneapolis December Heating Seasonal Strip | HQZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5121.0 |
| April 2006 CME Houston HDD | HRJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1.5 |
| April 2006 CME Houston January Heating Seasonal Strip | HRFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 586.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Houston February Heating Seasonal Strip | HRGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 377.0 |
| April 2006 CME Houston March Heating Seasonal Strip | HRHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 94.5 |
| April 2006 CME Houston October Heating Seasonal Strip | HRVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1149.0 |
| April 2006 CME Houston November Heating Seasonal Strip | HRXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1111.5 |
| April 2006 CME Houston December Heating Seasonal Strip | HRZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 969.5 |
| April 2006 CME Sacramento HDD | HSJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 239.5 |
| April 2006 CME Sacramento January Heating Seasonal Strip | HSFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1632.5 |
| April 2006 CME Sacramento February Heating Seasonal Strip | HSGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1109.0 |
| April 2006 CME Sacramento March Heating Seasonal Strip | HSHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 715.0 |
| April 2006 CME Sacramento October Heating Seasonal Strip | HSVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2513.0 |
| April 2006 CME Sacramento November Heating Seasonal Strip | HSXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2433.5 |
| April 2006 CME Sacramento December Heating Seasonal Strip | HSZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2120.0 |
| April 2006 CME Salt Lake City HDD | HUJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 353.0 |
| April 2006 CME Baltimore HDD | HVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 235.0 |
| April 2006 CME Baltimore January Heating Seasonal Strip | HVFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2378.5 |
| April 2006 CME Baltimore February Heating Seasonal Strip | HVGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1648.5 |
| April 2006 CME Baltimore March Heating Seasonal Strip | HVHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 839.0 |
| April 2006 CME Baltimore October Heating Seasonal Strip | HVVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4092.5 |
| April 2006 CME Baltimore November Heating Seasonal Strip | HVXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3848.5 |
| April 2006 CME Baltimore December Heating Seasonal Strip | HVZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3340.5 |
| April 2006 CME Boston HDD | HWJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 455.5 |
| April 2006 CME Boston January Heating Seasonal Strip | HWFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3108.5 |
| April 2006 CME Boston February Heating Seasonal Strip | HWGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2224.5 |
| April 2006 CME Boston March Heating Seasonal Strip | HWHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1271.5 |
| April 2006 CME Boston October Heating Seasonal Strip | HWVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5024.0 |
| April 2006 CME Boston November Heating Seasonal Strip | HWXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4692.5 |
| April 2006 CME Boston December Heating Seasonal Strip | HWZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4118.5 |
| April 2006 CME Kansas City HDD | HXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 148.0 |
| April 2006 CME Kansas City January Heating Seasonal Strip | HXFJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2243.0 |
| April 2006 CME Kansas City February Heating Seasonal Strip | HXGJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1552.5 |
| April 2006 CME Kansas City March Heating Seasonal Strip | HXHJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 720.5 |
| April 2006 CME Kansas City October Heating Seasonal Strip | HXVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 4124.5 |
| April 2006 CME Kansas City November Heating Seasonal Strip | HXXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3860.5 |
| April 2006 CME Kansas City December Heating Seasonal Strip | HXZJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 3328.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| April 2006 CME Las Vegas CDD | K0J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 101.0 |
| April 2006 CME Atlanta CDD | K1J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 94.5 |
| April 2006 CME Chicago CDD | K2J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 10.0 |
| April 2006 CME Cincinnati CDD | K3J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 24.0 |
| April 2006 CME New York CDD | K4J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 5.5 |
| April 2006 CME Dallas/Fort Worth CDD | K5J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 218.0 |
| April 2006 CME Philadelphia CDD | K6J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 9.5 |
| April 2006 CME Portland CDD | K7J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 0.5 |
| April 2006 CME Tucson CDD | K8J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 125.0 |
| April 2006 CME Des Moines CDD | K9J6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 16.5 |
| April 2006 CME Detroit CDD | KKJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 2.5 |
| April 2006 CME Minneapolis CDD | KQJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 1.0 |
| April 2006 CME Houston CDD | KRJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 260.5 |
| April 2006 CME Sacramento CDD | KSJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 10.0 |
| April 2006 CME Salt Lake City CDD | KUJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 0 |
| April 2006 CME Baltimore CDD | KVJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 8.0 |
| April 2006 CME Boston CDD | KWJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 0 |
| April 2006 CME Kansas City CDD | KXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 62.0 |
| April 2006 CME Boston Snowfall | SBJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 0.0 |
| April 2006 CME New York Snowfall | SXJ6 | 5/2/2006 | 5/2/2006 | 5/3/2006 | 0.1 |
| May 5 2006 CME Eurodollar SUBS | EDDK605 | 5/3/2006 | 5/3/2006 | 5/4/2006 | 94.8500 |
| May 8 2006 CME Eurodollar SUBS | EDDK608 | 5/4/2006 | 5/4/2006 | 5/5/2006 | 94.8400 |
| May 9 2006 CME Eurodollar SUBS | EDDK609 | 5/5/2006 | 5/5/2006 | 5/8/2006 | 94.8337 |
| April 2006 CME Cash-Settled Butter | CBJ6 | 5/4/2006 | 5/5/2006 | 5/8/2006 | 1.1436 |
| April 2006 CME Milk | DAJ6 | 5/4/2006 | 5/5/2006 | 5/8/2006 | 10.93 |
| April 2006 CME Class IV Milk | DKJ6 | 5/4/2006 | 5/5/2006 | 5/8/2006 | 10.36 |
| April 2006 CME Mid-Sized Milk | JQJ6 | 5/4/2006 | 5/5/2006 | 5/8/2006 | 10.93 |
| April 2006 CME Nonfat Dry Milk | NFJ6 | 5/4/2006 | 5/5/2006 | 5/8/2006 | 0.8429 |
| May 10 2006 CME Eurodollar SUBS | EDDK610 | 5/8/2006 | 5/8/2006 | 5/9/2006 | 94.8400 |
| May 11 2006 CME Eurodollar SUBS | EDDK611 | 5/9/2006 | 5/9/2006 | 5/10/2006 | 94.8381 |
| May 12 2006 CME Eurodollar SUBS | EDDK612 | 5/10/2006 | 5/10/2006 | 5/11/2006 | 94.8356 |
| May 15 2006 CME Eurodollar SUBS | EDDK615 | 5/11/2006 | 5/11/2006 | 5/12/2006 | 94.8300 |
| May 16 2006 CME Eurodollar SUBS | EDDK616 | 5/12/2006 | 5/12/2006 | 5/15/2006 | 94.8300 |
| May 2006 CME Yen Denominated Nikkei Stock Average | N1K6 | 5/11/2006 | 5/12/2006 | 5/15/2006 | 16,580.93 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
|---|---|---|---|---|---|
| May 2006 CME 13 Week US T-Bill | TBK6 | 5/15/2006 | 5/15/2006 | 5/16/2006 | 95.26 |
| May 2006 CME GSCI | GIK6 | 5/15/2006 | 5/15/2006 | 5/16/2006 | 470.41 |
| May 2006 CME Eurodollar | EDK6 | 5/15/2006 | 5/15/2006 | 5/16/2006 | 94.8294 |
| May 2006 CME LIBOR | EMK6 | 5/15/2006 | 5/15/2006 | 5/16/2006 | 94.9194 |
| May 18 2006 CME Eurodollar SUBS | EDDK618 | 5/16/2006 | 5/16/2006 | 5/17/2006 | 94.8275 |
| May 2006 CME Lean Hogs | LNK6 | 5/12/2006 | 5/16/2006 | 5/17/2006 | 66.96 |
| May 2006 CME Mexican 91 Day Cetes | MBK6 | 5/16/2006 | 5/17/2006 | 5/18/2006 | 92.88 |
| May 2006 CME Mexican 28 Day TIIE | MRK6 | 5/17/2006 | 5/17/2006 | 5/18/2006 | 92.69 |
| May 19 2006 CME Eurodollar SUBS | EDDK619 | 5/17/2006 | 5/17/2006 | 5/18/2006 | 94.8262 |
| May 2006 CME Eurozone Harmonized Index of Consumer Prices | HCK6 | 5/16/2006 | 5/17/2006 | 5/18/2006 | 97.5634 |
| May 22 2006 CME Eurodollar SUBS | EDDK622 | 5/18/2006 | 5/18/2006 | 5/19/2006 | 94.8106 |
| May 23 2006 CME Eurodollar SUBS | EDDK623 | 5/19/2006 | 5/19/2006 | 5/22/2006 | 94.8062 |
| May 24 2006 CME Eurodollar SUBS | EDDK624 | 5/22/2006 | 5/22/2006 | 5/23/2006 | 94.7925 |
| May 25 2006 CME Eurodollar SUBS | EDDK625 | 5/23/2006 | 5/23/2006 | 5/24/2006 | 94.7900 |
| May 26 2006 CME Eurodollar SUBS | EDDK626 | 5/24/2006 | 5/24/2006 | 5/25/2006 | 94.7856 |
| May 30 2006 CME Eurodollar SUBS | EDDK630 | 5/25/2006 | 5/25/2006 | 5/26/2006 | 94.7800 |
| May 2006 CME Feeder Cattle | FCK6 | 5/25/2006 | 5/26/2006 | 5/29/2006 | 103.55 |
| May 31 2006 CME Eurodollar SUBS | EDDK631 | 5/26/2006 | 5/26/2006 | 5/29/2006 | 94.7731 |
| June 1 2006 CME Eurodollar SUBS | EDDM601 | 5/30/2006 | 5/30/2006 | 5/31/2006 | 94.7694 |
| June 2 2006 CME Eurodollar SUBS | EDDM602 | 5/31/2006 | 5/31/2006 | 6/1/2006 | 94.7619 |
| June 5 2006 CME Eurodollar SUBS | EDDM605 | 6/1/2006 | 6/1/2006 | 6/2/2006 | 94.7294 |
| June 2006 CME Brazilian Real | BRM6 | 5/31/2006 | 6/1/2006 | 6/2/2006 | 0.43469 |
