| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Cincinnati November Heating Seasonal Strip | H3XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3907.5 |
| March 2007 CME Cincinnati December Heating Seasonal Strip | H3ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3343.0 |
| March 2007 CME Dallas/Fort Worth January Heating Seasonal Strip | H5FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1259.0 |
| March 2007 CME Dallas/Fort Worth February Heating Seasonal Strip | H5GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 554.0 |
| March 2007 CME Dallas/Fort Worth HDD | H5H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 110.5 |
| March 2007 CME Dallas/Fort Worth October Heating Seasonal Strip | H5VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2046.0 |
| March 2007 CME Dallas/Fort Worth November Heating Seasonal Strip | H5XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1980.5 |
| March 2007 CME Dallas/Fort Worth December Heating Seasonal Strip | H5ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1732.0 |
| March 2007 CME Des Moines January Heating Seasonal Strip | H9FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3206.5 |
| March 2007 CME Des Moines February Heating Seasonal Strip | H9GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1924.0 |
| March 2007 CME Des Moines HDD | H9H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 626.5 |
| March 2007 CME Des Moines October Heating Seasonal Strip | H9VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 5327.0 |
| March 2007 CME Des Moines November Heating Seasonal Strip | H9XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4836.5 |
| March 2007 CME Des Moines December Heating Seasonal Strip | H9ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4146.0 |
| March 2007 CME Detroit January Heating Seasonal Strip | HKFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3148.5 |
| March 2007 CME Detroit February Heating Seasonal Strip | HKGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2050.5 |
| March 2007 CME Detroit HDD | HKH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 772.0 |
| March 2007 CME Detroit October Heating Seasonal Strip | HKVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 5156.5 |
| March 2007 CME Detroit November Heating Seasonal Strip | HKXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4679.0 |
| March 2007 CME Detroit December Heating Seasonal Strip | HKZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4005.5 |
| March 2007 CME Edmonton January Heating Seasonal Strip | A4FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2414.45 |
| March 2007 CME Edmonton February Heating Seasonal Strip | A4GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1556.05 |
| March 2007 CME Edmonton HDD | A4H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 683.15 |
| March 2007 CME Edmonton October Heating Seasonal Strip | A4VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4578.30 |
| March 2007 CME Edmonton November Heating Seasonal Strip | A4XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4092.75 |
| March 2007 CME Edmonton December Heating Seasonal Strip | A4ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3216.75 |
| March 2007 CME Essen January Heating Seasonal Strip | D4FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1036.40 |
| March 2007 CME Essen February Heating Seasonal Strip | D4GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 657.45 |
| March 2007 CME Essen HDD | D4H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 319.95 |
| March 2007 CME Essen October Heating Seasonal Strip | D4VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1838.50 |
| March 2007 CME Essen November Heating Seasonal Strip | D4XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1705.80 |
| March 2007 CME Essen December Heating Seasonal Strip | D4ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1420.35 |
| March 2007 CME Houston January Heating Seasonal Strip | HRFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 827.0 |
| March 2007 CME Houston February Heating Seasonal Strip | HRGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 370.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Houston HDD | HRH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 77.0 |
| March 2007 CME Houston October Heating Seasonal Strip | HRVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1301.0 |
| March 2007 CME Houston November Heating Seasonal Strip | HRXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1284.5 |
| March 2007 CME Houston December Heating Seasonal Strip | HRZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1147.0 |
| March 2007 CME Kansas City January Heating Seasonal Strip | HXFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2556.5 |
| March 2007 CME Kansas City February Heating Seasonal Strip | HXGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1433.5 |
| March 2007 CME Kansas City HDD | HXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 400.5 |
| March 2007 CME Kansas City October Heating Seasonal Strip | HXVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4271.5 |
| March 2007 CME Kansas City November Heating Seasonal Strip | HXXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3942.0 |
| March 2007 CME Kansas City December Heating Seasonal Strip | HXZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3385.0 |
| March 2007 CME Las Vegas January Heating Seasonal Strip | H0FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 986.0 |
| March 2007 CME Las Vegas February Heating Seasonal Strip | H0GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 396.0 |
| March 2007 CME Las Vegas HDD | H0H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 106.0 |
| March 2007 CME Las Vegas October Heating Seasonal Strip | H0VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1770.0 |
| March 2007 CME Las Vegas November Heating Seasonal Strip | H0XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1741.0 |
| March 2007 CME Las Vegas December Heating Seasonal Strip | H0ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1530.0 |
| March 2007 CME London January Heating Seasonal Strip | D0FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 923.80 |
| March 2007 CME London February Heating Seasonal Strip | D0GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 606.15 |
| March 2007 CME London HDD | D0H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 295.65 |
| March 2007 CME London October Heating Seasonal Strip | D0VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1638.35 |
| March 2007 CME London November Heating Seasonal Strip | D0XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1528.90 |
| March 2007 CME London December Heating Seasonal Strip | D0ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1260.60 |
| March 2007 CME Madrid January Heating Seasonal Strip | DQFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 853.75 |
| March 2007 CME Madrid February Heating Seasonal Strip | DQGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 495.55 |
| March 2007 CME Madrid HDD | DQH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 254.35 |
| March 2007 CME Madrid October Heating Seasonal Strip | DQVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1412.70 |
| March 2007 CME Madrid November Heating Seasonal Strip | DQXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1372.65 |
| March 2007 CME Madrid December Heating Seasonal Strip | DQZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1206.55 |
| March 2007 CME Minneapolis January Heating Seasonal Strip | HQFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3674.0 |
| March 2007 CME Minneapolis February Heating Seasonal Strip | HQGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2268.0 |
| March 2007 CME Minneapolis HDD | HQH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 826.0 |
| March 2007 CME Minneapolis October Heating Seasonal Strip | HQVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 6235.5 |
| March 2007 CME Minneapolis November Heating Seasonal Strip | HQXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 5633.5 |
| March 2007 CME Minneapolis December Heating Seasonal Strip | HQZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4787.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Montreal January Heating Seasonal Strip | A5FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2229.05 |
| March 2007 CME Montreal February Heating Seasonal Strip | A5GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1453.70 |
| March 2007 CME Montreal HDD | A5H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 644.65 |
| March 2007 CME Montreal October Heating Seasonal Strip | A5VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3550.15 |
| March 2007 CME Montreal November Heating Seasonal Strip | A5XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3236.65 |
| March 2007 CME Montreal December Heating Seasonal Strip | A5ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2829.15 |
| March 2007 CME New York January Heating Seasonal Strip | H4FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2487.5 |
| March 2007 CME New York February Heating Seasonal Strip | H4GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1679.5 |
| March 2007 CME New York HDD | H4H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 691.0 |
| March 2007 CME New York October Heating Seasonal Strip | H4VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3659.5 |
| March 2007 CME New York November Heating Seasonal Strip | H4XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3443.0 |
| March 2007 CME New York December Heating Seasonal Strip | H4ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3095.5 |
| March 2007 CME New York January Snowfall Seasonal Strip | SXFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2.6 |
| March 2007 CME New York February Snowfall Seasonal Strip | SXGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3.8 |
| March 2007 CME New York Snowfall | SXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 6.0 |
| March 2007 CME New York October Snowfall Seasonal Strip | SXVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 0.0 |
| March 2007 CME New York November Snowfall Seasonal Strip | SXXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 12.4 |
| March 2007 CME New York December Snowfall Seasonal Strip | SXZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 0.0 |
| March 2007 CME Osaka CAT | G7H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 10.14 |
| March 2007 CME Osaka Seasonal CAT Index | V7H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 8.86 |
| March 2007 CME Paris January Heating Seasonal Strip | D1FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 911.35 |
| March 2007 CME Paris February Heating Seasonal Strip | D1GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 586.20 |
| March 2007 CME Paris HDD | D1H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 312.45 |
| March 2007 CME Paris October Heating Seasonal Strip | D1VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1658.05 |
| March 2007 CME Paris November Heating Seasonal Strip | D1XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1566.20 |
| March 2007 CME Paris December Heating Seasonal Strip | D1ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1300.55 |
| March 2007 CME Philadelphia January Heating Seasonal Strip | H6FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2530.0 |
| March 2007 CME Philadelphia February Heating Seasonal Strip | H6GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1699.0 |
| March 2007 CME Philadelphia HDD | H6H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 661.5 |
| March 2007 CME Philadelphia October Heating Seasonal Strip | H6VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3922.5 |
| March 2007 CME Philadelphia November Heating Seasonal Strip | H6XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3633.5 |
| March 2007 CME Philadelphia December Heating Seasonal Strip | H6ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3221.0 |
| March 2007 CME Portland January Heating Seasonal Strip | H7FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1877.0 |
| March 2007 CME Portland February Heating Seasonal Strip | H7GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1043.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Portland HDD | H7H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 461.5 |
| March 2007 CME Portland October Heating Seasonal Strip | H7VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3521.0 |
| March 2007 CME Portland November Heating Seasonal Strip | H7XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3181.5 |
| March 2007 CME Portland December Heating Seasonal Strip | H7ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2652.5 |
| March 2007 CME Rome January Heating Seasonal Strip | D9FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 709.70 |
| March 2007 CME Rome February Heating Seasonal Strip | D9GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 446.70 |
| March 2007 CME Rome HDD | D9H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 217.20 |
| March 2007 CME Rome October Heating Seasonal Strip | D9VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1158.90 |
| March 2007 CME Rome November Heating Seasonal Strip | D9XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1138.20 |
| March 2007 CME Rome December Heating Seasonal Strip | D9ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 959.30 |
| March 2007 CME Sacramento January Heating Seasonal Strip | HSFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1284.0 |
| March 2007 CME Sacramento February Heating Seasonal Strip | HSGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 626.0 |
| March 2007 CME Sacramento HDD | HSH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 225.0 |
| March 2007 CME Sacramento October Heating Seasonal Strip | HSVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2347.5 |
| March 2007 CME Sacramento November Heating Seasonal Strip | HSXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2211.0 |
| March 2007 CME Sacramento December Heating Seasonal Strip | HSZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1864.5 |
| March 2007 CME Salt Lake City January Heating Seasonal Strip | HAFH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2729.0 |
| March 2007 CME Salt Lake City February Heating Seasonal Strip | HAGH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1369.0 |
| March 2007 CME Salt Lake City HDD | HAH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 580.5 |
| March 2007 CME Salt Lake City October Heating Seasonal Strip | HAVH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4969.5 |
| March 2007 CME Salt Lake City November Heating Seasonal Strip | HAXH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4512.0 |
| March 2007 CME Salt Lake City December Heating Seasonal Strip | HAZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3791.5 |
| March 2007 CME Stockholm January Heating Seasonal Strip | D5FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1539.20 |
| March 2007 CME Stockholm February Heating Seasonal Strip | D5GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 986.75 |
| March 2007 CME Stockholm HDD | D5H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 407.50 |
| March 2007 CME Stockholm October Heating Seasonal Strip | D5VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2610.95 |
| March 2007 CME Stockholm November Heating Seasonal Strip | D5XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2348.65 |
| March 2007 CME Stockholm December Heating Seasonal Strip | D5ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1950.80 |
| March 2007 CME Tokyo CAT | G6H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 10.83 |
| March 2007 CME Tokyo Seasonal CAT Index | V6H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 9.16 |
| March 2007 CME Toronto January Heating Seasonal Strip | A7FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1935.80 |
| March 2007 CME Toronto February Heating Seasonal Strip | A7GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1286.00 |
| March 2007 CME Toronto HDD | A7H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 546.65 |
| March 2007 CME Toronto October Heating Seasonal Strip | A7VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3108.95 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Toronto November Heating Seasonal Strip | A7XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2819.80 |
| March 2007 CME Toronto December Heating Seasonal Strip | A7ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2436.80 |
| March 2007 CME Tucson January Heating Seasonal Strip | H8FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 913.5 |
| March 2007 CME Tucson February Heating Seasonal Strip | H8GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 404.5 |
| March 2007 CME Tucson HDD | H8H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 135.5 |
| March 2007 CME Tucson October Heating Seasonal Strip | H8VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1465.5 |
| March 2007 CME Tucson November Heating Seasonal Strip | H8XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1445.0 |
| March 2007 CME Tucson December Heating Seasonal Strip | H8ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1345.0 |
| March 2007 CME Vancouver January Heating Seasonal Strip | A8FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1136.55 |
| March 2007 CME Vancouver February Heating Seasonal Strip | A8GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 671.20 |
| March 2007 CME Vancouver HDD | A8H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 330.30 |
| March 2007 CME Vancouver October Heating Seasonal Strip | A8VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2173.20 |
| March 2007 CME Vancouver November Heating Seasonal Strip | A8XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1925.50 |
| March 2007 CME Vancouver December Heating Seasonal Strip | A8ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1557.15 |
| March 2007 CME Winnipeg January Heating Seasonal Strip | A9FH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 2801.30 |
| March 2007 CME Winnipeg February Heating Seasonal Strip | A9GH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 1747.00 |
| March 2007 CME Winnipeg HDD | A9H7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 716.10 |
| March 2007 CME Winnipeg October Heating Seasonal Strip | A9VH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4784.20 |
| March 2007 CME Winnipeg November Heating Seasonal Strip | A9XH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 4335.15 |
| March 2007 CME Winnipeg December Heating Seasonal Strip | A9ZH7 | 4/2/2007 | 4/2/2007 | 4/3/2007 | 3658.75 |
| April 5 2007 CME Eurodollar SUBS | EDDJ705 | 4/3/2007 | 4/3/2007 | 4/4/2007 | 94.6500 |
| April 10 2007 CME Eurodollar SUBS | EDDJ710 | 4/4/2007 | 4/4/2007 | 4/5/2007 | 94.6500 |
| April 11 2007 CME Eurodollar SUBS | EDDJ711 | 4/5/2007 | 4/5/2007 | 4/6/2007 | 94.6500 |
| March 2007 CME Amsterdam Frost Day | FZH7 | 4/5/2007 | 4/5/2007 | 4/6/2007 | 0 |
| March 2007 CME Amsterdam Frost Day Seasonal Index | FZXH7 | 4/5/2007 | 4/5/2007 | 4/6/2007 | 2 |
| April 12 2007 CME Eurodollar SUBS | EDDJ712 | 4/10/2007 | 4/10/2007 | 4/11/2007 | 94.6450 |
| April 13 2007 CME Eurodollar SUBS | EDDJ713 | 4/11/2007 | 4/11/2007 | 4/12/2007 | 94.6500 |
| April 16 2007 CME Eurodollar SUBS | EDDJ716 | 4/12/2007 | 4/12/2007 | 4/13/2007 | 94.6444 |
| April 17 2007 CME Eurodollar SUBS | EDDJ717 | 4/13/2007 | 4/13/2007 | 4/16/2007 | 94.6431 |
| April 2007 CME Yen Denominated Nikkei Stock Average | N1J7 | 4/12/2007 | 4/13/2007 | 4/16/2007 | 17,658.72 |
| April 2007 CME Eurodollar | EDJ7 | 4/16/2007 | 4/16/2007 | 4/17/2007 | 94.6412 |
| April 2007 CME E-mini Eurodollar | EEDJ7 | 4/16/2007 | 4/16/2007 | 4/17/2007 | 94.6412 |
| April 2007 CME LIBOR | EMJ7 | 4/16/2007 | 4/16/2007 | 4/17/2007 | 94.6800 |
| April 2007 CME Eurozone Harmonized Index of Consumer Prices | HCJ7 | 4/13/2007 | 4/16/2007 | 4/17/2007 | 98.1078 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Korean Won | KRWJ7 | 4/16/2007 | 4/16/2007 | 4/17/2007 | 0.0010761 |
| April 2007 CME 13 Week US T-Bill | TBJ7 | 4/16/2007 | 4/16/2007 | 4/17/2007 | 95.14 |
| April 19 2007 CME Eurodollar SUBS | EDDJ719 | 4/17/2007 | 4/17/2007 | 4/18/2007 | 94.6401 |
| April 2007 CME GSCI | GIJ7 | 4/17/2007 | 4/17/2007 | 4/18/2007 | 461.38 |
| April 2007 CME Chinese Renminbi | RMBJ7 | 4/17/2007 | 4/17/2007 | 4/18/2007 | 0.129353 |
| April 2007 CME Chinese Renminbi/Euro Cross Rate | RMEJ7 | 4/16/2007 | 4/17/2007 | 4/18/2007 | 0.095579 |
| April 2007 CME Chinese Renminbi/Japanese Yen Cross Rate | RMYJ7 | 4/16/2007 | 4/17/2007 | 4/18/2007 | 15.4686 |
| April 20 2007 CME Eurodollar SUBS | EDDJ720 | 4/18/2007 | 4/18/2007 | 4/19/2007 | 94.6419 |
| April 2007 CME Lean Hogs | LNJ7 | 4/16/2007 | 4/18/2007 | 4/19/2007 | 65.52 |
| April 23 2007 CME Eurodollar SUBS | EDDJ723 | 4/19/2007 | 4/19/2007 | 4/20/2007 | 94.6450 |
| April 24 2007 CME Eurodollar SUBS | EDDJ724 | 4/20/2007 | 4/20/2007 | 4/23/2007 | 94.6450 |
| April 25 2007 CME Eurodollar SUBS | EDDJ725 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 94.6450 |
| April 2007 CME Week 3 Weekly Atlanta Average Temperature | WH1JW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 60.6 |
| April 2007 CME Week 3 Weekly Boston Average Temperature | WHWJW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 42.8 |
| April 2007 CME Week 3 Weekly Chicago Average Temperature | WH2JW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 49.4 |
| April 2007 CME Week 3 Weekly Cincinnati Average Temperature | WH3JW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 51.4 |
| April 2007 CME Week 3 Weekly Dallas/Fort Worth Average Temperature | WH5JW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 63.0 |
| April 2007 CME Week 3 Weekly New York Average Temperature | WH4JW3 | 4/23/2007 | 4/23/2007 | 4/24/2007 | 50.9 |
| April 26 2007 CME Eurodollar SUBS | EDDJ726 | 4/24/2007 | 4/24/2007 | 4/25/2007 | 94.6450 |
| April 27 2007 CME Eurodollar SUBS | EDDJ727 | 4/25/2007 | 4/25/2007 | 4/26/2007 | 94.6450 |
| April 30 2007 CME Eurodollar SUBS | EDDJ730 | 4/26/2007 | 4/26/2007 | 4/27/2007 | 94.6450 |
| May 1 2007 CME Eurodollar SUBS | EDDK701 | 4/27/2007 | 4/27/2007 | 4/30/2007 | 94.6437 |
| April 2007 CME Feeder Cattle | FCJ7 | 4/26/2007 |