| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| October 2006 CME Cincinnati July Cooling Seasonal Strip |
K3NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
821.0 |
| October 2006 CME Cincinnati August Cooling Seasonal Strip |
K3QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
453.5 |
| October 2006 CME Cincinnati September Cooling Seasonal Strip |
K3UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
69.0 |
| October 2006 CME Cincinnati CDD |
K3V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
18.0 |
| October 2006 CME Dallas/Fort Worth HDD |
H5V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
65.5 |
| October 2006 CME Dallas/Fort Worth April Cooling Seasonal Strip |
K5JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3190.0 |
| October 2006 CME Dallas/Fort Worth May Cooling Seasonal Strip |
K5KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2972.0 |
| October 2006 CME Dallas/Fort Worth June Cooling Seasonal Strip |
K5MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2569.5 |
| October 2006 CME Dallas/Fort Worth July Cooling Seasonal Strip |
K5NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2010.0 |
| October 2006 CME Dallas/Fort Worth August Cooling Seasonal Strip |
K5QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1306.0 |
| October 2006 CME Dallas/Fort Worth September Cooling Seasonal Strip |
K5UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
538.5 |
| October 2006 CME Dallas/Fort Worth CDD |
K5V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
161.0 |
| October 2006 CME Des Moines HDD |
H9V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
490.5 |
| October 2006 CME Des Moines April Cooling Seasonal Strip |
K9JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1187.0 |
| October 2006 CME Des Moines May Cooling Seasonal Strip |
K9KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1170.5 |
| October 2006 CME Des Moines June Cooling Seasonal Strip |
K9MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1076.0 |
| October 2006 CME Des Moines July Cooling Seasonal Strip |
K9NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
808.0 |
| October 2006 CME Des Moines August Cooling Seasonal Strip |
K9QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
372.0 |
| October 2006 CME Des Moines September Cooling Seasonal Strip |
K9UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
74.5 |
| October 2006 CME Des Moines CDD |
K9V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
31.0 |
| October 2006 CME Detroit HDD |
HKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
477.5 |
| October 2006 CME Detroit April Cooling Seasonal Strip |
KKJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
836.5 |
| October 2006 CME Detroit May Cooling Seasonal Strip |
KKKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
833.5 |
| October 2006 CME Detroit June Cooling Seasonal Strip |
KKMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
765.5 |
| October 2006 CME Detroit July Cooling Seasonal Strip |
KKNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
618.5 |
| October 2006 CME Detroit August Cooling Seasonal Strip |
KKQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
275.5 |
| October 2006 CME Detroit September Cooling Seasonal Strip |
KKUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
30.5 |
| October 2006 CME Detroit CDD |
KKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3.0 |
| October 2006 CME Essen HDD |
D4V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
132.70 |
| October 2006 CME Essen April CAT Seasonal Strips |
G4JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3384.80 |
| October 2006 CME Essen May CAT Seasonal Strips |
G4KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3126.70 |
| October 2006 CME Essen June CAT Seasonal Strips |
G4MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2693.30 |
| October 2006 CME Essen July CAT Seasonal Strips |
G4NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2186.10 |
| October 2006 CME Essen August CAT Seasonal Strips |
G4QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1472.30 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| October 2006 CME Essen September CAT Seasonal Strips |
G4UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
978.25 |
| October 2006 CME Essen CAT |
G4V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
425.60 |
| October 2006 CME Houston HDD |
HRV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
16.5 |
| October 2006 CME Houston April Cooling Seasonal Strip |
KRJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2976.5 |
| October 2006 CME Houston May Cooling Seasonal Strip |
KRKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2716.0 |
| October 2006 CME Houston June Cooling Seasonal Strip |
KRMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2353.0 |
| October 2006 CME Houston July Cooling Seasonal Strip |
KRNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1862.5 |
| October 2006 CME Houston August Cooling Seasonal Strip |
KRQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1296.0 |
| October 2006 CME Houston September Cooling Seasonal Strip |
KRUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
678.5 |
| October 2006 CME Houston CDD |
KRV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
245.5 |
| October 2006 CME Kansas City HDD |
HXV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
329.5 |
| October 2006 CME Kansas City April Cooling Seasonal Strip |
KXJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1689.0 |
| October 2006 CME Kansas City May Cooling Seasonal Strip |
KXKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1627.0 |
| October 2006 CME Kansas City June Cooling Seasonal Strip |
KXMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1465.5 |
| October 2006 CME Kansas City July Cooling Seasonal Strip |
KXNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1133.0 |
| October 2006 CME Kansas City August Cooling Seasonal Strip |
KXQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
619.0 |
| October 2006 CME Kansas City September Cooling Seasonal Strip |
KXUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
149.5 |
| October 2006 CME Kansas City CDD |
KXV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
59.0 |
| October 2006 CME Las Vegas HDD |
H0V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
29.0 |
| October 2006 CME Las Vegas April Cooling Seasonal Strip |
K0JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3675.5 |
| October 2006 CME Las Vegas May Cooling Seasonal Strip |
K0KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3574.5 |
| October 2006 CME Las Vegas June Cooling Seasonal Strip |
K0MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3079.5 |
| October 2006 CME Las Vegas July Cooling Seasonal Strip |
K0NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2315.0 |
| October 2006 CME Las Vegas August Cooling Seasonal Strip |
K0QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1398.0 |
| October 2006 CME Las Vegas September Cooling Seasonal Strip |
K0UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
591.0 |
| October 2006 CME Las Vegas CDD |
K0V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
114.0 |
| October 2006 CME London HDD |
D0V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
190.45 |
| October 2006 CME London April CAT Seasonal Strips |
G0JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3537.20 |
| October 2006 CME London May CAT Seasonal Strips |
G0KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3236.05 |
| October 2006 CME London June CAT Seasonal Strips |
G0MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2806.55 |
| October 2006 CME London July CAT Seasonal Strips |
G0NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2257.55 |
| October 2006 CME London August CAT Seasonal Strips |
G0QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1561.65 |
| October 2006 CME London September CAT Seasonal Strips |
G0UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1007.80 |
| October 2006 CME London CAT |
G0V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
448.90 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| October 2006 CME Madrid HDD |
DQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
40.05 |
| October 2006 CME Madrid April CAT Seasonal Strips |
GQJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
4592.05 |
| October 2006 CME Madrid May CAT Seasonal Strips |
GQKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
4161.45 |
| October 2006 CME Madrid June CAT Seasonal Strips |
GQMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3549.05 |
| October 2006 CME Madrid July CAT Seasonal Strips |
GQNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2832.40 |
| October 2006 CME Madrid August CAT Seasonal Strips |
GQQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1973.35 |
| October 2006 CME Madrid September CAT Seasonal Strips |
GQUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1206.45 |
| October 2006 CME Madrid CAT |
GQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
538.75 |
| October 2006 CME Minneapolis HDD |
HQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
602.0 |
| October 2006 CME Minneapolis April Cooling Seasonal Strip |
KQJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1022.5 |
| October 2006 CME Minneapolis May Cooling Seasonal Strip |
KQKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1021.5 |
| October 2006 CME Minneapolis June Cooling Seasonal Strip |
KQMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
924.5 |
| October 2006 CME Minneapolis July Cooling Seasonal Strip |
KQNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
726.0 |
| October 2006 CME Minneapolis August Cooling Seasonal Strip |
KQQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
272.5 |
| October 2006 CME Minneapolis September Cooling Seasonal Strip |
KQUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
52.5 |
| October 2006 CME Minneapolis CDD |
KQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
11.0 |
| October 2006 CME New York HDD |
H4V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
216.5 |
| October 2006 CME New York April Cooling Seasonal Strip |
K4JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1393.0 |
| October 2006 CME New York May Cooling Seasonal Strip |
K4KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1387.5 |
| October 2006 CME New York June Cooling Seasonal Strip |
K4MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1321.5 |
| October 2006 CME New York July Cooling Seasonal Strip |
K4NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1057.0 |
| October 2006 CME New York August Cooling Seasonal Strip |
K4QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
571.0 |
| October 2006 CME New York September Cooling Seasonal Strip |
K4UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
163.5 |
| October 2006 CME New York CDD |
K4V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
29.0 |
| October 2006 CME New York Snowfall |
SXV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
0.0 |
| October 2006 CME Osaka CAT |
G7V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
20.43 |
| October 2006 CME Paris HDD |
D1V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
91.85 |
| October 2006 CME Paris April CAT Seasonal Strips |
G1JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3693.20 |
| October 2006 CME Paris May CAT Seasonal Strips |
G1KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3369.45 |
| October 2006 CME Paris June CAT Seasonal Strips |
G1MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2906.00 |
| October 2006 CME Paris July CAT Seasonal Strips |
G1NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2341.30 |
| October 2006 CME Paris August CAT Seasonal Strips |
G1QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1590.85 |
| October 2006 CME Paris September CAT Seasonal Strips |
G1UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1042.80 |
| October 2006 CME Paris CAT |
G1V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
466.25 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| October 2006 CME Philadelphia HDD |
H6V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
289.0 |
| October 2006 CME Philadelphia April Cooling Seasonal Strip |
K6JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1287.0 |
| October 2006 CME Philadelphia May Cooling Seasonal Strip |
K6KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1277.5 |
| October 2006 CME Philadelphia June Cooling Seasonal Strip |
K6MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1204.0 |
| October 2006 CME Philadelphia July Cooling Seasonal Strip |
K6NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
968.5 |
| October 2006 CME Philadelphia August Cooling Seasonal Strip |
K6QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
521.5 |
| October 2006 CME Philadelphia September Cooling Seasonal Strip |
K6UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
115.0 |
| October 2006 CME Philadelphia CDD |
K6V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
15.5 |
| October 2006 CME Portland HDD |
H7V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
339.5 |
| October 2006 CME Portland April Cooling Seasonal Strip |
K7JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
513.5 |
| October 2006 CME Portland May Cooling Seasonal Strip |
K7KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
513.0 |
| October 2006 CME Portland June Cooling Seasonal Strip |
K7MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
483.5 |
| October 2006 CME Portland July Cooling Seasonal Strip |
K7NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
404.0 |
| October 2006 CME Portland August Cooling Seasonal Strip |
K7QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
212.0 |
| October 2006 CME Portland September Cooling Seasonal Strip |
K7UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
70.0 |
| October 2006 CME Portland CDD |
K7V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
0.0 |
| October 2006 CME Rome HDD |
D9V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
20.70 |
| October 2006 CME Rome April CAT Seasonal Strips |
G9JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
4505.40 |
| October 2006 CME Rome May CAT Seasonal Strips |
G9KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
4073.50 |
| October 2006 CME Rome June CAT Seasonal Strips |
G9MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3502.00 |
| October 2006 CME Rome July CAT Seasonal Strips |
G9NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2839.00 |
| October 2006 CME Rome August CAT Seasonal Strips |
G9QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2004.20 |
| October 2006 CME Rome September CAT Seasonal Strips |
G9UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1238.40 |
| October 2006 CME Rome CAT |
G9V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
564.00 |
| October 2006 CME Sacramento HDD |
HSV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
136.5 |
| October 2006 CME Sacramento April Cooling Seasonal Strip |
KSJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1233.5 |
| October 2006 CME Sacramento May Cooling Seasonal Strip |
KSKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1223.5 |
| October 2006 CME Sacramento June Cooling Seasonal Strip |
KSMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1127.0 |
| October 2006 CME Sacramento July Cooling Seasonal Strip |
KSNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
848.5 |
| October 2006 CME Sacramento August Cooling Seasonal Strip |
KSQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
411.0 |
| October 2006 CME Sacramento September Cooling Seasonal Strip |
KSUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
167.0 |
| October 2006 CME Sacramento CDD |
KSV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
5.0 |
| October 2006 CME Salt Lake City HDD |
HAV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
457.5 |
| October 2006 CME Salt Lake City April Cooling Seasonal Strip |
KUJV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1379.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| October 2006 CME Salt Lake City May Cooling Seasonal Strip |
KUKV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1379.5 |
| October 2006 CME Salt Lake City June Cooling Seasonal Strip |
KUMV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1277.0 |
| October 2006 CME Salt Lake City July Cooling Seasonal Strip |
KUNV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1024.0 |
| October 2006 CME Salt Lake City August Cooling Seasonal Strip |
KUQV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
464.5 |
| October 2006 CME Salt Lake City September Cooling Seasonal Strip |
KUUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
106.5 |
| October 2006 CME Salt Lake City CDD |
KUV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
9.5 |
| October 2006 CME Stockholm HDD |
D5V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
262.30 |
| October 2006 CME Stockholm April CAT Seasonal Strips |
G5JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3109.35 |
| October 2006 CME Stockholm May CAT Seasonal Strips |
G5KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2942.95 |
| October 2006 CME Stockholm June CAT Seasonal Strips |
G5MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2579.60 |
| October 2006 CME Stockholm July CAT Seasonal Strips |
G5NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2052.90 |
| October 2006 CME Stockholm August CAT Seasonal Strips |
G5QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1390.00 |
| October 2006 CME Stockholm September CAT Seasonal Strips |
G5UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
773.55 |
| October 2006 CME Stockholm CAT |
G5V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
295.7 |
| October 2006 CME Tokyo CAT |
G6V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
19.54 |
| October 2006 CME Tucson HDD |
H8V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
20.5 |
| October 2006 CME Tucson April Cooling Seasonal Strip |
K8JV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3147.5 |
| October 2006 CME Tucson May Cooling Seasonal Strip |
K8KV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
3022.5 |
| October 2006 CME Tucson June Cooling Seasonal Strip |
K8MV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
2589.0 |
| October 2006 CME Tucson July Cooling Seasonal Strip |
K8NV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1888.0 |
| October 2006 CME Tucson August Cooling Seasonal Strip |
K8QV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
1165.5 |
| October 2006 CME Tucson September Cooling Seasonal Strip |
K8UV6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
586.5 |
| October 2006 CME Tucson CDD |
K8V6 |
11/2/2006 |
11/2/2006 |
11/3/2006 |
181.5 |
| October 2006 CME Cash-Settled Butter |
CBV6 |
11/2/2006 |
11/3/2006 |
11/6/2006 |
1.2941 |
| October 2006 CME Milk |
DAV6 |
11/2/2006 |
11/3/2006 |
11/6/2006 |
12.32 |
| October 2006 CME Class IV Milk |
DKV6 |
11/2/2006 |
11/3/2006 |
11/6/2006 |
11.51 |
| November 7 2006 CME Eurodollar SUBS |
EDDX607 |
11/3/2006 |
11/3/2006 |
11/6/2006 |
94.6300 |
| October 2006 CME Mid-Sized Milk |
JQV6 |
11/2/2006 |
11/3/2006 |
11/6/2006 |
12.32 |
| October 2006 CME Nonfat Dry Milk |
NFV6 |
11/2/2006 |
11/3/2006 |
11/6/2006 |
0.9027 |
| November 8 2006 CME Eurodollar SUBS |
EDDX608 |
11/6/2006 |
11/6/2006 |
11/7/2006 |
94.6247 |
| November 9 2006 CME Eurodollar SUBS |
EDDX609 |
11/7/2006 |
11/7/2006 |
11/8/2006 |
94.6246 |
| November 13 2006 CME Eurodollar SUBS |
EDDX613 |
11/8/2006 |
11/8/2006 |
11/9/2006 |
94.6256 |
| November 14 2006 CME Eurodollar SUBS |
EDDX614 |
11/10/2006 |
11/10/2006 |
11/13/2006 |
94.6251 |
| November 2006 CME Yen Denominated Nikkei Stock Average |
N1X6 |
11/9/2006 |
11/10/2006 |
11/13/2006 |
16096.56 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| November 2006 CME Eurodollar |
EDX6 |
11/13/2006 |
11/13/2006 |
11/14/2006 |
94.6262 |
| November 2006 CME E-mini Eurodollar |
EEDX6 |
11/13/2006 |
11/13/2006 |
11/14/2006 |
94.6262 |
| November 2006 CME LIBOR |
EMX6 |
11/13/2006 |
11/13/2006 |
11/14/2006 |
94.6800 |
| November 2006 CME Korean Won |
KRWX6 |
11/13/2006 |
11/13/2006 |
11/14/2006 |
0.0010716 |
| November 2006 CME 13 Week US T-Bill |
TBX6 |
11/13/2006 |
11/13/2006 |
11/14/2006 |
95.04 |
| November 16 2006 CME Eurodollar SUBS |
EDDX616 |
11/14/2006 |
11/14/2006 |
11/15/2006 |
94.6250 |
| November 2006 CME Chinese Renminbi |
RMBX6 |
11/13/2006 |
11/14/2006 |
11/15/2006 |
0.127060 |
| November 2006 CME Chinese Renminbi/Euro Cross Rate |
RMEX6 |
11/13/2006 |
11/14/2006 |
11/15/2006 |
0.099183 |
| November 2006 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYX6 |
11/13/2006 |
11/14/2006 |
11/15/2006 |
14.9651 |
| November 17 2006 CME Eurodollar SUBS |
EDDX617 |
11/15/2006 |
11/15/2006 |
11/16/2006 |
94.6269 |
| November 2006 CME GSCI |
GIX6 |
11/15/2006 |
11/15/2006 |
11/16/2006 |
433.37 |
| November 20 2006 CME Eurodollar SUBS |
EDDX620 |
11/16/2006 |
11/16/2006 |
11/17/2006 |
94.6250 |
| November 21 2006 CME Eurodollar SUBS |
EDDX621 |
11/17/2006 |
11/17/2006 |
11/20/2006 |
94.6250 |
| November 2006 CME Feeder Cattle |
FCX6 |
11/16/2006 |
11/17/2006 |
11/20/2006 |
98.32 |
| November 2006 CME Eurozone Harmonized Index of Consumer Prices |
HCX6 |
11/16/2006 |
11/17/2006 |
11/20/2006 |
98.4346 |
| November 22 2006 CME Eurodollar SUBS |
EDDX622 |
11/20/2006 |
11/20/2006 |
11/21/2006 |
94.6294 |
| November 24 2006 CME Eurodollar SUBS |
EDDX624 |
11/21/2006 |
11/21/2006 |
11/22/2006 |
94.6300 |
| November 27 2006 CME Eurodollar SUBS |
EDDX627 |
11/23/2006 |
11/23/2006 |
11/24/2006 |
94.6300 |
| November 28 2006 CME Eurodollar SUBS |
EDDX628 |
11/24/2006 |
11/24/2006 |
11/27/2006 |
94.6300 |
| November 29 2006 CME Eurodollar SUBS |
EDDX629 |
11/27/2006 |
11/27/2006 |
11/28/2006 |
94.6300 |
| November 2006 CME Boston Housing Index |
BOSX6 |
11/28/2006 |
11/28/2006 |
11/29/2006 |
176.37 |
| November 2006 CME Chicago Housing Index |
CHIX6 |
11/28/2006 |
11/28/2006 |
11/29/2006 |
168.60 |
