| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| 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 2006 CME Brazilian Real |
BRM6 |
5/31/2006 |
6/1/2006 |
6/2/2006 |
0.43469 |
| June 5 2006 CME Eurodollar SUBS |
EDDM605 |
6/1/2006 |
6/1/2006 |
6/2/2006 |
94.7294 |
| May 2006 CME Nonfat Dry Milk |
NFK6 |
6/1/2006 |
6/2/2006 |
6/5/2006 |
0.8288 |
| May 2006 CME Cash-Settled Butter |
CBK6 |
6/1/2006 |
6/2/2006 |
6/5/2006 |
1.1635 |
| May 2006 CME Class IV Milk |
DKK6 |
6/1/2006 |
6/2/2006 |
6/5/2006 |
10.33 |
| May 2006 CME Milk |
DAK6 |
6/1/2006 |
6/2/2006 |
6/5/2006 |
10.83 |
| May 2006 CME Mid-Sized Milk |
JQK6 |
6/1/2006 |
6/2/2006 |
6/5/2006 |
10.83 |
| May 2006 CME Salt Lake City April Cooling Seasonal Strip |
KUJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
102.5 |
| May 2006 CME Salt Lake City CDD |
KUK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
102.5 |
| May 2006 CME Sacramento April Cooling Seasonal Strip |
KSJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
106.5 |
| May 2006 CME Des Moines April Cooling Seasonal Strip |
K9JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
111.0 |
| May 2006 CME Madrid April CAT Seasonal Strips |
GQJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
127.25 |
| May 2006 CME Rome April CAT Seasonal Strips |
G9JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
140.40 |
| May 2006 CME Kansas City CDD |
KXK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
161.5 |
| May 2006 CME Tokyo CAT |
G6K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
18.96 |
| May 2006 CME Atlanta CDD |
K1K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
185.5 |
| May 2006 CME Boston April Cooling Seasonal Strip |
KWJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
19.0 |
| May 2006 CME Boston CDD |
KWK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
19.0 |
| May 2006 CME Osaka CAT |
G7K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
19.74 |
| May 2006 CME Kansas City April Cooling Seasonal Strip |
KXJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
223.5 |
| May 2006 CME Atlanta April Cooling Seasonal Strip |
K1JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
280.0 |
| May 2006 CME Portland CDD |
K7K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
29.5 |
| May 2006 CME Portland April Cooling Seasonal Strip |
K7JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
30.0 |
| May 2006 CME Paris April CAT Seasonal Strips |
G1JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
313.40 |
| May 2006 CME Houston CDD |
KRK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
363.0 |
| May 2006 CME Stockholm CAT |
G5K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
363.35 |
| May 2006 CME London April CAT Seasonal Strips |
G0JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
369.35 |
| May 2006 CME Berlin April CAT Seasonal Strips |
G3JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
377.55 |
| May 2006 CME Amsterdam April CAT Seasonal Strips |
G2JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
400.05 |
| May 2006 CME Dallas/Fort Worth CDD |
K5K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
402.5 |
| May 2006 CME Essen April CAT Seasonal Strips |
G4JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
413.45 |
| May 2006 CME London CAT |
G0K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
429.50 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
May 2006 CME Essen CAT |
G4K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
433.40 |
| May 2006 CME Tucson CDD |
K8K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
433.5 |
| May 2006 CME Amsterdam CAT |
G2K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
441.10 |
| May 2006 CME Berlin CAT |
G3K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
441.95 |
| May 2006 CME Paris CAT |
G1K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
463.45 |
| May 2006 CME Las Vegas CDD |
K0K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
495.0 |
| May 2006 CME Tucson April Cooling Seasonal Strip |
K8JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
558.5 |
| May 2006 CME Stockholm April CAT Seasonal Strips |
G5JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
568.25 |
| May 2006 CME Rome CAT |
G9K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
571.50 |
| May 2006 CME Las Vegas April Cooling Seasonal Strip |
K0JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
596.0 |
| May 2006 CME Barcelona CAT |
G8K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
601.50 |
| May 2006 CME Madrid CAT |
GQK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
612.40 |
| May 2006 CME Dallas/Fort Worth April Cooling Seasonal Strip |
K5JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
620.5 |
| May 2006 CME Houston April Cooling Seasonal Strip |
KRJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
623.5 |
| May 2006 CME New York CDD |
K4K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
66.0 |
| May 2006 CME Detroit CDD |
KKK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
68.0 |
| May 2006 CME Cincinnati CDD |
K3K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
69.5 |
| May 2006 CME Chicago CDD |
K2K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
70.0 |
| May 2006 CME Detroit April Cooling Seasonal Strip |
KKJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
70.5 |
| May 2006 CME New York April Cooling Seasonal Strip |
K4JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
71.5 |
| May 2006 CME Baltimore CDD |
KVK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
72.0 |
| May 2006 CME Philadelphia CDD |
K6K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
73.5 |
| May 2006 CME Chicago April Cooling Seasonal Strip |
K2JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
80.0 |
| May 2006 CME Baltimore April Cooling Seasonal Strip |
KVJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
80.0 |
| May 2006 CME Barcelona April CAT Seasonal Strips |
G8JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
82.90 |
| May 2006 CME Philadelphia April Cooling Seasonal Strip |
K6JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
83.0 |
| May 2006 CME Cincinnati April Cooling Seasonal Strip |
K3JK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
93.5 |
| May 2006 CME Des Moines CDD |
K9K6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
94.5 |
| June 6 2006 CME Eurodollar SUBS |
EDDM606 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
94.73 |
| May 2006 CME Sacramento CDD |
KSK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
96.5 |
| May 2006 CME Minneapolis CDD |
KQK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
97.0 |
| May 2006 CME Minneapolis April Cooling Seasonal Strip |
KQJK6 |
6/2/2006 |
6/2/2006 |
6/5/2006 |
98.0 |
| June 7 2006 CME Eurodollar SUBS |
EDDM607 |
6/5/2006 |
6/5/2006 |
6/6/2006 |
94.7637 |
| June 8 2006 CME Eurodollar SUBS |
EDDM608 |
6/6/2006 |
6/6/2006 |
6/7/2006 |
94.7300 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
June 9 2006 CME Eurodollar SUBS |
EDDM609 |
6/7/2006 |
6/7/2006 |
6/8/2006 |
94.7175 |
| June 12 2006 CME Eurodollar SUBS |
EDDM612 |
6/8/2006 |
6/8/2006 |
6/9/2006 |
94.7000 |
| June 2006 CME Japanese Government Bond |
JBM6 |
6/8/2006 |
6/9/2006 |
6/12/2006 |
133.82 |
| June 2006 CME Yen Denominated Nikkei Stock Average |
N1M6 |
6/8/2006 |
6/9/2006 |
6/12/2006 |
14,454.89 |
| June 2006 CME Nikkei 225 |
NKM6 |
6/8/2006 |
6/9/2006 |
6/12/2006 |
14,454.89 |
| June 13 2006 CME Eurodollar SUBS |
EDDM613 |
6/9/2006 |
6/9/2006 |
6/12/2006 |
94.6900 |
| June 14 2006 CME Eurodollar SUBS |
EDDM614 |
6/12/2006 |
6/12/2006 |
6/13/2006 |
94.6806 |
| June 15 2006 CME Eurodollar SUBS |
EDDM615 |
6/13/2006 |
6/13/2006 |
6/14/2006 |
94.6706 |
| June 2006 CME CPI |
CUM6 |
6/14/2006 |
6/14/2006 |
6/15/2006 |
92.3503 |
| June 16 2006 CME Eurodollar SUBS |
EDDM616 |
6/14/2006 |
6/14/2006 |
6/15/2006 |
94.6594 |
| June 2006 CME Russian Ruble |
RUM6 |
6/15/2006 |
6/15/2006 |
6/16/2006 |
0.36984 |
| June 19 2006 CME Eurodollar SUBS |
EDDM619 |
6/15/2006 |
6/15/2006 |
6/16/2006 |
94.6044 |
| June 2006 CME Eurozone Harmonized Index of Consumer Prices |
HCM6 |
6/14/2006 |
6/15/2006 |
6/16/2006 |
97.5498 |
| June 2006 CME E-mini S&P 500 |
ESM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
1252.09 |
| June 2006 CME S&P 500 |
SPM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
1252.09 |
| June 2006 CME NASDAQ-100 |
NDM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
1567.90 |
| June 2006 CME E-mini NASDAQ-100 |
NQM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
1567.90 |
| June 2006 CME E-mini MSCI EAFE |
EFEM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
1736.14 |
| June 2006 CME E-mini NASDAQ Composite Index |
QNM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
2139.4 |
| June 2006 CME S&P Tech-Comm SPCTR |
TSM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
227.81 |
| June 2006 CME E-mini S&P Asia 50 |
PAM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
2393.21 |
| June 2006 CME S&P SmallCap 600 |
EPM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
365.13 |
| June 2006 CME S&P 500 Financial SPCTR |
FSM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
429.36 |
| June 2006 CME GSCI |
GIM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
463.52 |
| June 2006 CME S&P 500/Citigroup Growth Index |
SGM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
581.06 |
| June 2006 CME S&P 500/Citigroup Value Index |
SUM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
669.07 |
| June 2006 CME E-mini Russell 1000 |
RSM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
681.70 |
| June 2006 CME E-mini Russell 2000 |
ERM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
699.79 |
| June 2006 CME Russell 2000 |
RLM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
699.79 |
| June 2006 CME NASDAQ Biotechnology Stock Index Futures |
BQM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
738.05 |
| June 2006 CME Lean Hogs |
LNM6 |
6/14/2006 |
6/16/2006 |
6/19/2006 |
74.67 |
| June 2006 CME S&P MidCap 400 |
MDM6 |
6/15/2006 |
6/16/2006 |
6/19/2006 |
744.48 |
| June 2006 CME E-mini S&P MidCap 400 |
MEM6 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
744.48 |
| June 20 2006 CME Eurodollar SUBS |
EDDM620 |
6/16/2006 |
6/16/2006 |
6/19/2006 |
94.5862 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
June 2006 CME 10-year Swap Rate |
S0M6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
94.277 |
| June 2006 CME 5-year Swap Rate |
S5M6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
94.347 |
| June 2006 CME 2-year Swap Rate |
S2M6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
94.366 |
| June 2006 CME Eurodollar |
EDM6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
94.5756 |
| June 2006 CME LIBOR |
EMM6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
94.7206 |
| June 2006 CME 13 Week US T-Bill |
TBM6 |
6/19/2006 |
6/19/2006 |
6/20/2006 |
95.17 |
| June 2006 CME Euroyen-LIBOR |
ELM6 |
6/16/2006 |
6/19/2006 |
6/20/2006 |
99.684 |
| June 2006 CME Euroyen |
EYM6 |
6/16/2006 |
6/19/2006 |
6/20/2006 |
99.688 |
| June 22 2006 CME Eurodollar SUBS |
EDDM622 |
6/20/2006 |
6/20/2006 |
6/21/2006 |
94.5631 |
| June 2006 CME Mexican 91 Day Cetes |
MBM6 |
6/20/2006 |
6/21/2006 |
6/22/2006 |
92.60 |
| June 2006 CME Mexican 28 Day TIIE |
MRM6 |
6/21/2006 |
6/21/2006 |
6/22/2006 |
92.68 |
| June 23 2006 CME Eurodollar SUBS |
EDDM623 |
6/21/2006 |
6/21/2006 |
6/22/2006 |
94.5512 |
| June 26 2006 CME Eurodollar SUBS |
EDDM626 |
6/22/2006 |
6/22/2006 |
6/23/2006 |
94.5400 |
| June 27 2006 CME Eurodollar SUBS |
EDDM627 |
6/23/2006 |
6/23/2006 |
6/26/2006 |
94.5200 |
| June 28 2006 CME Eurodollar SUBS |
EDDM628 |
6/26/2006 |
6/26/2006 |
6/27/2006 |
94.5100 |
| June 29 2006 CME Eurodollar SUBS |
EDDM629 |
6/27/2006 |
6/27/2006 |
6/28/2006 |
94.5000 |
| June 2006 CME Commodity TRAKRS Index |
C3M6 |
6/28/2006 |
6/28/2006 |
6/29/2006 |
36.06 |
| June 30 2006 CME Eurodollar SUBS |
EDDM630 |
6/28/2006 |
6/28/2006 |
6/29/2006 |
94.5012 |
| July 3 2006 CME Eurodollar SUBS |
EDDN603 |
6/29/2006 |
6/29/2006 |
6/30/2006 |
94.4919 |
| June 2006 CME Nonfat Dry Milk |
NFM6 |
6/29/2006 |
6/30/2006 |
7/3/2006 |
0.8221 |
| June 2006 CME Cash-Settled Butter |
CBM6 |
6/29/2006 |
6/30/2006 |
7/3/2006 |
1.1513 |
| June 2006 CME Class IV Milk |
DKM6 |
6/29/2006 |
6/30/2006 |
7/3/2006 |
10.22 |
| June 2006 CME Milk |
DAM6 |
6/29/2006 |
6/30/2006 |
7/3/2006 |
11.29 |
| June 2006 CME Mid-Sized Milk |
JQM6 |
6/29/2006 |
6/30/2006 |
7/3/2006 |
11.29 |
| June 2006 CME EOM S&P 500 Fixing Price |
EVM6 |
6/30/2006 |
6/30/2006 |
7/3/2006 |
1279.88 |
| June 2006 CME CME EOM E-mini S&P 500 Fixing Price |
EWM6 |
6/30/2006 |
6/30/2006 |
7/3/2006 |
1279.88 |
| July 5 2006 CME Eurodollar SUBS |
EDDN605 |
6/30/2006 |
6/30/2006 |
7/3/2006 |
94.5194 |
