| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| May 2007 CME Edmonton April Cooling Seasonal Strip | P4JK7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 394.30 |
| May 2007 CME Edmonton CDD | P4K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 0.10 |
| May 2007 CME Montreal April Cooling Seasonal Strip | P5JK7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 593.85 |
| May 2007 CME Montreal CDD | P5K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 18.30 |
| May 2007 CME Toronto April Cooling Seasonal Strip | P7JK7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 626.85 |
| May 2007 CME Toronto CDD | P7K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 22.30 |
| May 2007 CME Vancouver April Cooling Seasonal Strip | P8JK7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 662.50 |
| May 2007 CME Vancouver CDD | P8K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 0.40 |
| May 2007 CME Winnipeg April Cooling Seasonal Strip | P9JK7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 504.40 |
| May 2007 CME Winnipeg CDD | P9K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 6.15 |
| May 2007 CME Paris Seasonal CAT Index | V1K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 937.60 |
| May 2007 CME Amsterdam Seasonal CAT Index | V2K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 825.30 |
| May 2007 CME Essen Seasonal CAT Index | V4K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 842.95 |
| May 2007 CME Stockholm Seasonal CAT Index | V5K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 624.10 |
| May 2007 CME Barcelona Seasonal CAT Index | V8K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 1060.85 |
| May 2007 CME Rome Seasonal CAT Index | V9K7 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 1039.20 |
| June 2007 CME Weekly Las Vegas Average Temperature | WH0M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 86.7 |
| June 2007 CME Weekly Atlanta Average Temperature | WH1M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 76.2 |
| June 2007 CME Weekly Chicago Average Temperature | WH2M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 72.0 |
| June 2007 CME Weekly Chicago Average Temperature | WH2M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 72.0 |
| June 2007 CME Weekly Cincinnati Average Temperature | WH3M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 76.0 |
| June 2007 CME Weekly New York Average Temperature | WH4M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 75.7 |
| June 2007 CME Weekly Dallas/Fort Worth Average Temperature | WH5M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 74.6 |
| June 2007 CME Weekly Philadelphia Average Temperature | WH6M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 75.4 |
| June 2007 CME Weekly Portland Average Temperature | WH7M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 67.7 |
| June 2007 CME Weekly Tucson Average Temperature | WH8M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 80.5 |
| June 2007 CME Weekly Des Moines Average Temperature | WH9M7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 70.4 |
| June 2007 CME Weekly Salt Lake City Average Temperature | WHAM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 62.8 |
| June 2007 CME Weekly Houston Average Temperature | WHHM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 77.6 |
| June 2007 CME Weekly Detroit Average Temperature | WHKM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 72.4 |
| June 2007 CME Weekly Minneapolis Average Temperature | WHQM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 70.4 |
| June 2007 CME Weekly Baltimore Average Temperature | WHVM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 75.0 |
| June 2007 CME Weekly Boston Average Temperature | WHWM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 68.4 |
| June 2007 CME Weekly Sacramento Average Temperature | WKSM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 66.1 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| June 2007 CME Weekly Kansas City Average Temperature | WKXM7W1 | 6/4/2007 | 6/4/2007 | 6/5/2007 | 70.8 |
| June 7 2007 CME Eurodollar SUBS | EDDM707 | 6/5/2007 | 6/5/2007 | 6/6/2007 | 94.6400 |
| June 8 2007 CME Eurodollar SUBS | EDDM708 | 6/6/2007 | 6/6/2007 | 6/7/2007 | 94.6400 |
| June 11 2007 CME Eurodollar SUBS | EDDM711 | 6/7/2007 | 6/7/2007 | 6/8/2007 | 94.6400 |
| June 12 2007 CME Eurodollar SUBS | EDDM712 | 6/8/2007 | 6/8/2007 | 6/11/2007 | 94.6400 |
| June 2007 CME Yen Denominated Nikkei Stock Average | N1M7 | 6/7/2007 | 6/8/2007 | 6/11/2007 | 17912.59 |
| June 2007 CME Nikkei 225 | NKM7 | 6/7/2007 | 6/8/2007 | 6/11/2007 | 17912.59 |
| June 13 2007 CME Eurodollar SUBS | EDDM713 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 94.6400 |
| June 2007 CME Japanese Government Bond | JBM7 | 6/8/2007 | 6/11/2007 | 6/12/2007 | 131.95 |
| June 2007 CME Weekly Las Vegas Average Temperature | WH0M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 79.9 |
| June 2007 CME Weekly Atlanta Average Temperature | WH1M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 79.6 |
| June 2007 CME Weekly Chicago Average Temperature | WH2M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 65.5 |
| June 2007 CME Weekly Cincinnati Average Temperature | WH3M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 71.2 |
| June 2007 CME Weekly New York Average Temperature | WH4M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 69.9 |
| June 2007 CME Weekly Dallas/Fort Worth Average Temperature | WH5M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 80.5 |
| June 2007 CME Weekly Philadelphia Average Temperature | WH6M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 72.0 |
| June 2007 CME Weekly Portland Average Temperature | WH7M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 59.8 |
| June 2007 CME Weekly Tucson Average Temperature | WH8M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 81.8 |
| June 2007 CME Weekly Des Moines Average Temperature | WH9M7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 69.9 |
| June 2007 CME Weekly Salt Lake City Average Temperature | WHAM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 62.3 |
| June 2007 CME Weekly Houston Average Temperature | WHHM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 82.8 |
| June 2007 CME Weekly Detroit Average Temperature | WHKM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 66.5 |
| June 2007 CME Weekly Minneapolis Average Temperature | WHQM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 65.5 |
| June 2007 CME Weekly Baltimore Average Temperature | WHVM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 72.0 |
| June 2007 CME Weekly Boston Average Temperature | WHWM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 62.8 |
| June 2007 CME Weekly Sacramento Average Temperature | WKSM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 66.0 |
| June 2007 CME Weekly Kansas City Average Temperature | WKXM7W2 | 6/11/2007 | 6/11/2007 | 6/12/2007 | 71.5 |
| June 14 2007 CME Eurodollar SUBS | EDDM714 | 6/12/2007 | 6/12/2007 | 6/13/2007 | 94.6400 |
| June 15 2007 CME Eurodollar SUBS | EDDM715 | 6/13/2007 | 6/13/2007 | 6/14/2007 | 94.6400 |
| June 18 2007 CME Eurodollar SUBS | EDDM718 | 6/14/2007 | 6/14/2007 | 6/15/2007 | 94.6400 |
| June 2007 CME Eurozone Harmonized Index of Consumer Prices | HCM7 | 6/13/2007 | 6/14/2007 | 6/15/2007 | 98.1745 |
| June 2007 CME NASDAQ Biotechnology Stock Index Futures | BQM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 832.72 |
| June 2007 CME E-mini Bundle | E5BM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 94.48087 |
| June 19 2007 CME Eurodollar SUBS | EDDM719 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 94.6400 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| June 2007 CME E-mini MSCI EAFE | EFEM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 2264.39 |
| June 2007 CME S&P SmallCap 600 | EPM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 442.39 |
| June 2007 CME E-mini Russell 2000 | ERM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 853.45 |
| June 2007 CME E-mini S&P 500 | ESM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 1534.09 |
| June 2007 CME S&P 500 Financial SPCTR | FSM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 505.42 |
| June 2007 CME E-miniŽ FTSE/XinhuaŽ China 25 | FXNM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 17954.27 |
| June 2007 CME GSCI | GIM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 491.09 |
| June 2007 CME S&P MidCap 400 | MDM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 914.36 |
| June 2007 CME E-mini S&P MidCap 400 | MEM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 914.36 |
| June 2007 CME NASDAQ-100 | NDM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 1946.93 |
| June 2007 CME E-mini NASDAQ-100 | NQM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 1946.93 |
| June 2007 CME E-mini S&P Asia 50 | PAM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 3151.23 |
| June 2007 CME E-mini NASDAQ Composite Index | QNM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 2629.83 |
| June 2007 CME Russell 2000 | RLM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 853.45 |
| June 2007 CME E-mini Russell 1000 | RSM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 835.70 |
| June 2007 CME Russian Ruble | RUM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 0.038415 |
| June 2007 CME S&P 500/Citigroup Growth Index | SGM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 702.98 |
| June 2007 CME S&P 500 | SPM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 1534.09 |
| June 2007 CME S&P 500/Citigroup Value Index | SUM7 | 6/14/2007 | 6/15/2007 | 6/18/2007 | 829.81 |
| June 2007 CME S&P Tech-Comm SPCTR | TSM7 | 6/15/2007 | 6/15/2007 | 6/18/2007 | 292.22 |
| June 2007 CME Eurodollar | EDM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.6400 |
| June 2007 CME E-mini Eurodollar | EEDM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.6400 |
| June 2007 CME Euroyen-LIBOR | ELM7 | 6/15/2007 | 6/18/2007 | 6/19/2007 | 99.256 |
| June 2007 CME LIBOR | EMM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.6800 |
| June 2007 CME Euroyen | EYM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 99.299 |
| June 2007 CME Korean Won | KRWM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 0.0010776 |
| June 2007 CME Lean Hogs | LNM7 | 6/14/2007 | 6/18/2007 | 6/19/2007 | 72.79 |
| June 2007 CME 10-year Swap Rate | S0M7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.237 |
| June 2007 CME 2-year Swap Rate | S2M7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.509 |
| June 2007 CME 5-year Swap Rate | S5M7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 94.394 |
| June 2007 CME 13 Week US T-Bill | TBM7 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 95.51 |
| June 2007 CME Weekly Las Vegas Average Temperature | WH0M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 90.7 |
| June 2007 CME Weekly Atlanta Average Temperature | WH1M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 75.3 |
| June 2007 CME Weekly Chicago Average Temperature | WH2M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 74.3 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| June 2007 CME Weekly Cincinnati Average Temperature | WH3M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 76.1 |
| June 2007 CME Weekly New York Average Temperature | WH4M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 69.2 |
| June 2007 CME Weekly Dallas/Fort Worth Average Temperature | WH5M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 83.7 |
| June 2007 CME Weekly Philadelphia Average Temperature | WH6M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 68.7 |
| June 2007 CME Weekly Portland Average Temperature | WH7M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 61.5 |
| June 2007 CME Weekly Tucson Average Temperature | WH8M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 82.6 |
| June 2007 CME Weekly Des Moines Average Temperature | WH9M7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 76.6 |
| June 2007 CME Weekly Salt Lake City Average Temperature | WHAM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 72.2 |
| June 2007 CME Weekly Houston Average Temperature | WHHM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 83.1 |
| June 2007 CME Weekly Detroit Average Temperature | WHKM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 74.1 |
| June 2007 CME Weekly Minneapolis Average Temperature | WHQM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 80.0 |
| June 2007 CME Weekly Baltimore Average Temperature | WHVM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 69.4 |
| June 2007 CME Weekly Boston Average Temperature | WHWM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 61.9 |
| June 2007 CME Weekly Sacramento Average Temperature | WKSM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 78.2 |
| June 2007 CME Weekly Kansas City Average Temperature | WKXM7W3 | 6/18/2007 | 6/18/2007 | 6/19/2007 | 76.0 |
| June 21 2007 CME Eurodollar SUBS | EDDM721 | 6/19/2007 | 6/19/2007 | 6/20/2007 | 94.6400 |
| June 2007 CME Chinese Renminbi | RMBM7 | 6/19/2007 | 6/19/2007 | 6/20/2007 | 0.131242 |
| June 2007 CME Chinese Renminbi/Euro Cross Rate | RMEM7 | 6/18/2007 | 6/19/2007 | 6/20/2007 | 0.097737 |
| June 2007 CME Chinese Renminbi/Japanese Yen Cross Rate | RMYM7 | 6/18/2007 | 6/19/2007 | 6/20/2007 | 16.2314 |
| June 22 2007 CME Eurodollar SUBS | EDDM722 | 6/20/2007 | 6/20/2007 | 6/21/2007 | 94.6400 |
| June 25 2007 CME Eurodollar SUBS | EDDM725 | 6/21/2007 | 6/21/2007 | 6/22/2007 | 94.6400 |
| June 26 2007 CME Eurodollar SUBS | EDDM726 | 6/22/2007 | 6/22/2007 | 6/25/2007 | 94.6400 |
| June 27 2007 CME Eurodollar SUBS | EDDM727 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 94.6400 |
| June 2007 CME Weekly Las Vegas Average Temperature | WH0M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 92.4 |
| June 2007 CME Weekly Atlanta Average Temperature | WH1M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 80.8 |
| June 2007 CME Weekly Chicago Average Temperature | WH2M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 72.3 |
| June 2007 CME Weekly Cincinnati Average Temperature | WH3M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 72.9 |
| June 2007 CME Weekly New York Average Temperature | WH4M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 74.9 |
| June 2007 CME Weekly Dallas/Fort Worth Average Temperature | WH5M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 83.6 |
| June 2007 CME Weekly Philadelphia Average Temperature | WH6M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 75.4 |
| June 2007 CME Weekly Portland Average Temperature | WH7M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 65.0 |
| June 2007 CME Weekly Tucson Average Temperature | WH8M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 89.3 |
| June 2007 CME Weekly Des Moines Average Temperature | WH9M7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 74.2 |
| June 2007 CME Weekly Salt Lake City Average Temperature | WHAM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 76.4 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| June 2007 CME Weekly Houston Average Temperature | WHHM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 83.4 |
| June 2007 CME Weekly Detroit Average Temperature | WHKM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 72.3 |
| June 2007 CME Weekly Minneapolis Average Temperature | WHQM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 72.6 |
| June 2007 CME Weekly Baltimore Average Temperature | WHVM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 75.9 |
| June 2007 CME Weekly Boston Average Temperature | WHWM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 71.4 |
| June 2007 CME Weekly Sacramento Average Temperature | WKSM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 72.9 |
| June 2007 CME Weekly Kansas City Average Temperature | WKXM7W4 | 6/25/2007 | 6/25/2007 | 6/26/2007 | 75.3 |
| June 28 2007 CME Eurodollar SUBS | EDDM728 | 6/26/2007 | 6/26/2007 | 6/27/2007 | 94.6400 |
| June 29 2007 CME Eurodollar SUBS | EDDM729 | 6/27/2007 | 6/27/2007 | 6/28/2007 | 94.6400 |
| July 2 2007 CME Eurodollar SUBS | EDDN702 | 6/28/2007 | 6/28/2007 | 6/29/2007 | 94.6400 |
| June 2007 CME Cash-Settled Butter | CBM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 1.4916 |
| June 2007 CME Milk | DAM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 20.11 |
| June 2007 CME Class IV Milk | DKM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 20.76 |
| June 2007 CME Dry Whey | DYM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 0.7617 |
| July 3 2007 CME Eurodollar SUBS | EDDN703 | 6/29/2007 | 6/29/2007 | 7/2/2007 | 94.6400 |
| June 2007 CME Mid-Sized Milk | JQM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 20.11 |
| June 2007 CME Nonfat Dry Milk | NFM7 | 6/28/2007 | 6/29/2007 | 7/2/2007 | 1.9012 |