| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Atlanta October Heating Seasonal Strip |
H1VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2423.0 |
| March 2008 Atlanta November Heating Seasonal Strip |
H1XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2334.5 |
| March 2008 Atlanta December Heating Seasonal Strip |
H1ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1977.5 |
| March 2008 Baltimore January Heating Seasonal Strip |
HVFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2349.5 |
| March 2008 Baltimore February Heating Seasonal Strip |
HVGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1432.0 |
| March 2008 Baltimore HDD |
HVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
621.5 |
| March 2008 Baltimore October Heating Seasonal Strip |
HVVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3904.0 |
| March 2008 Baltimore November Heating Seasonal Strip |
HVXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3758.5 |
| March 2008 Baltimore December Heating Seasonal Strip |
HVZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3193.0 |
| March 2008 Barcelona January Heating Seasonal Strip |
D8FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
594.20 |
| March 2008 Barcelona February Heating Seasonal Strip |
D8GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
374.35 |
| March 2008 Barcelona HDD |
D8H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
173.55 |
| March 2008 Barcelona October Heating Seasonal Strip |
D8VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1058.00 |
| March 2008 Barcelona November Heating Seasonal Strip |
D8XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1025.20 |
| March 2008 Barcelona December Heating Seasonal Strip |
D8ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
842.00 |
| March 2008 Berlin January Heating Seasonal Strip |
D3FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1214.60 |
| March 2008 Berlin February Heating Seasonal Strip |
D3GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
773.65 |
| March 2008 Berlin HDD |
D3H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
399.95 |
| March 2008 Berlin October Heating Seasonal Strip |
D3VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2410.75 |
| March 2008 Berlin November Heating Seasonal Strip |
D3XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2121.20 |
| March 2008 Berlin December Heating Seasonal Strip |
D3ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1701.05 |
| March 2008 Boston January Heating Seasonal Strip |
HWFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2751.0 |
| March 2008 Boston February Heating Seasonal Strip |
HWGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1771.5 |
| March 2008 Boston HDD |
HWH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
830.0 |
| March 2008 Boston October Heating Seasonal Strip |
HWVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4630.5 |
| March 2008 Boston November Heating Seasonal Strip |
HWXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4421.5 |
| March 2008 Boston December Heating Seasonal Strip |
HWZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3762.5 |
| March 2008 Boston January Snowfall Seasonal Strip |
SBFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
24.3 |
| March 2008 Boston February Snowfall Seasonal Strip |
SBGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
16.0 |
| March 2008 Boston Snowfall |
SBH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1.0 |
| March 2008 Boston October Snowfall Seasonal Strip |
SBVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
0.00 |
| March 2008 Boston November Snowfall Seasonal Strip |
SBXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
52.0 |
| March 2008 Boston December Snowfall Seasonal Strip |
SBZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
52.0 |
| March 2008 Calgary January Heating Seasonal Strip |
A2FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2050.35 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Calgary February Heating Seasonal Strip |
A2GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1230.90 |
| March 2008 Calgary HDD |
A2H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
559.75 |
| March 2008 Calgary October Heating Seasonal Strip |
A2VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3798.35 |
| March 2008 Calgary November Heating Seasonal Strip |
A2XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3442.35 |
| March 2008 Calgary December Heating Seasonal Strip |
A2ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2854.85 |
| March 2008 Chicago January Heating Seasonal Strip |
H2FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3439.0 |
| March 2008 Chicago February Heating Seasonal Strip |
H2GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2151.0 |
| March 2008 Chicago HDD |
H2H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
933.5 |
| March 2008 Chicago October Heating Seasonal Strip |
H2VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5600.0 |
| March 2008 Chicago November Heating Seasonal Strip |
H2XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5360.0 |
| March 2008 Chicago December Heating Seasonal Strip |
H2ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4591.0 |
| March 2008 Cincinnati January Heating Seasonal Strip |
H3FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2775.5 |
| March 2008 Cincinnati February Heating Seasonal Strip |
H3GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1687.5 |
| March 2008 Cincinnati HDD |
H3H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
740.0 |
| March 2008 Cincinnati October Heating Seasonal Strip |
H3VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4493.0 |
| March 2008 Cincinnati November Heating Seasonal Strip |
H3XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4300.0 |
| March 2008 Cincinnati December Heating Seasonal Strip |
H3ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3663.5 |
| March 2008 Dallas/Fort Worth January Heating Seasonal Strip |
H5FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1101.5 |
| March 2008 Dallas/Fort Worth February Heating Seasonal Strip |
H5GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
525.5 |
| March 2008 Dallas/Fort Worth HDD |
H5H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
189.0 |
| March 2008 Dallas/Fort Worth October Heating Seasonal Strip |
H5VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1814.0 |
| March 2008 Dallas/Fort Worth November Heating Seasonal Strip |
H5XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1778.0 |
| March 2008 Dallas/Fort Worth December Heating Seasonal Strip |
H5ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1583.5 |
| March 2008 Des Moines January Heating Seasonal Strip |
H9FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3636.5 |
| March 2008 Des Moines February Heating Seasonal Strip |
H9GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2222.5 |
| March 2008 Des Moines HDD |
H9H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
910.5 |
| March 2008 Des Moines October Heating Seasonal Strip |
H9VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5988.5 |
| March 2008 Des Moines November Heating Seasonal Strip |
H9XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5707.5 |
| March 2008 Des Moines December Heating Seasonal Strip |
H9ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4925.0 |
| March 2008 Detroit January Heating Seasonal Strip |
HKFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3251.5 |
| March 2008 Detroit February Heating Seasonal Strip |
HKGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2133.5 |
| March 2008 Detroit HDD |
HKH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
979.0 |
| March 2008 Detroit October Heating Seasonal Strip |
HKVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5335.5 |
| March 2008 Detroit November Heating Seasonal Strip |
HKXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5099.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Detroit December Heating Seasonal Strip |
HKZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4347.5 |
| March 2008 Edmonton January Heating Seasonal Strip |
A4FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2526.00 |
| March 2008 Edmonton February Heating Seasonal Strip |
A4GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1516.45 |
| March 2008 Edmonton HDD |
A4H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
668.95 |
| March 2008 Edmonton October Heating Seasonal Strip |
A4VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4621.70 |
| March 2008 Edmonton November Heating Seasonal Strip |
A4XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4216.25 |
| March 2008 Edmonton December Heating Seasonal Strip |
A4ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3526.90 |
| March 2008 Essen January Heating Seasonal Strip |
D4FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1134.55 |
| March 2008 Essen February Heating Seasonal Strip |
D4GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
748.25 |
| March 2008 Essen HDD |
D4H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
388.05 |
| March 2008 Essen October Heating Seasonal Strip |
D4VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2200.55 |
| March 2008 Essen November Heating Seasonal Strip |
D4XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1955.05 |
| March 2008 Essen December Heating Seasonal Strip |
D4ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1588.55 |
| March 2008 Houston January Heating Seasonal Strip |
HRFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
721.0 |
| March 2008 Houston February Heating Seasonal Strip |
HRGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
308.0 |
| March 2008 Houston HDD |
HRH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
135.0 |
| March 2008 Houston October Heating Seasonal Strip |
HRVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1162.0 |
| March 2008 Houston November Heating Seasonal Strip |
HRXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1136.5 |
| March 2008 Houston December Heating Seasonal Strip |
HRZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
995.5 |
| March 2008 Kansas City January Heating Seasonal Strip |
HXFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2971.0 |
| March 2008 Kansas City February Heating Seasonal Strip |
HXGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1806.5 |
| March 2008 Kansas City HDD |
HXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
726.0 |
| March 2008 Kansas City October Heating Seasonal Strip |
HXVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4915.0 |
| March 2008 Kansas City November Heating Seasonal Strip |
HXXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4694.0 |
| March 2008 Kansas City December Heating Seasonal Strip |
HXZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4059.5 |
| March 2008 Las Vegas January Heating Seasonal Strip |
H0FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1091.0 |
| March 2008 Las Vegas February Heating Seasonal Strip |
H0GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
505.5 |
| March 2008 Las Vegas HDD |
H0H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
141.5 |
| March 2008 Las Vegas October Heating Seasonal Strip |
H0VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1874.5 |
| March 2008 Las Vegas November Heating Seasonal Strip |
H0XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1859.5 |
| March 2008 Las Vegas December Heating Seasonal Strip |
H0ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1705.5 |
| March 2008 London January Heating Seasonal Strip |
D0FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
992.40 |
| March 2008 London February Heating Seasonal Strip |
D0GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
668.85 |
| March 2008 London HDD |
D0H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
336.25 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 London October Heating Seasonal Strip |
D0VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1852.85 |
| March 2008 London November Heating Seasonal Strip |
D0XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1665.70 |
| March 2008 London December Heating Seasonal Strip |
D0ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1365.00 |
| March 2008 Madrid January Heating Seasonal Strip |
DQFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
805.90 |
| March 2008 Madrid February Heating Seasonal Strip |
DQGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
493.95 |
| March 2008 Madrid HDD |
DQH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
228.00 |
| March 2008 Madrid October Heating Seasonal Strip |
DQVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1557.70 |
| March 2008 Madrid November Heating Seasonal Strip |
DQXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1468.35 |
| March 2008 Madrid December Heating Seasonal Strip |
DQZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1185.90 |
| March 2008 Minneapolis January Heating Seasonal Strip |
HQFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4187.5 |
| March 2008 Minneapolis February Heating Seasonal Strip |
HQGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2582.5 |
| March 2008 Minneapolis HDD |
HQH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1137.5 |
| March 2008 Minneapolis October Heating Seasonal Strip |
HQVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
6965.0 |
| March 2008 Minneapolis November Heating Seasonal Strip |
HQXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
6603.5 |
| March 2008 Minneapolis December Heating Seasonal Strip |
HQZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5689.0 |
| March 2008 Montreal January Heating Seasonal Strip |
A5FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2186.30 |
| March 2008 Montreal February Heating Seasonal Strip |
A5GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1435.65 |
| March 2008 Montreal HDD |
A5H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
692.40 |
| March 2008 Montreal October Heating Seasonal Strip |
A5VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3659.65 |
| March 2008 Montreal November Heating Seasonal Strip |
A5XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3451.40 |
| March 2008 Montreal December Heating Seasonal Strip |
A5ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2940.70 |
| March 2008 New York January Heating Seasonal Strip |
H4FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2349.5 |
| March 2008 New York February Heating Seasonal Strip |
H4GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1499.0 |
| March 2008 New York HDD |
H4H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
682.0 |
| March 2008 New York October Heating Seasonal Strip |
H4VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3796.5 |
| March 2008 New York November Heating Seasonal Strip |
H4XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3701.5 |
| March 2008 New York December Heating Seasonal Strip |
H4ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3166.5 |
| March 2008 New York January Snowfall Seasonal Strip |
SXFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
8.2 |
| March 2008 New York February Snowfall Seasonal Strip |
SXGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
8.2 |
| March 2008 New York Snowfall |
SXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
0.00 |
| March 2008 New York October Snowfall Seasonal Strip |
SXVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
0.00 |
| March 2008 New York November Snowfall Seasonal Strip |
SXXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
11.1 |
| March 2008 New York December Snowfall Seasonal Strip |
SXZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
11.1 |
| March 2008 Osaka CAT |
G7H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
10.77 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Osaka Seasonal CAT Index |
V7H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
8.86 |
| March 2008 Paris January Heating Seasonal Strip |
D1FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1018.90 |
| March 2008 Paris February Heating Seasonal Strip |
D1GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
661.20 |
| March 2008 Paris HDD |
D1H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
326.70 |
| March 2008 Paris October Heating Seasonal Strip |
D1VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1985.20 |
| March 2008 Paris November Heating Seasonal Strip |
D1XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1783.45 |
| March 2008 Paris December Heating Seasonal Strip |
D1ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1444.10 |
| March 2008 Philadelphia January Heating Seasonal Strip |
H6FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2345.5 |
| March 2008 Philadelphia February Heating Seasonal Strip |
H6GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1442.0 |
| March 2008 Philadelphia HDD |
H6H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
626.0 |
| March 2008 Philadelphia October Heating Seasonal Strip |
H6VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3893.5 |
| March 2008 Philadelphia November Heating Seasonal Strip |
H6XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3771.5 |
| March 2008 Philadelphia December Heating Seasonal Strip |
H6ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3193.5 |
| March 2008 Portland January Heating Seasonal Strip |
H7FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2001.5 |
| March 2008 Portland February Heating Seasonal Strip |
H7GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1189.5 |
| March 2008 Portland HDD |
H7H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
606.5 |
| March 2008 Portland October Heating Seasonal Strip |
H7VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3721.5 |
| March 2008 Portland November Heating Seasonal Strip |
H7XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3352.0 |
| March 2008 Portland December Heating Seasonal Strip |
H7ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2747.5 |
| March 2008 Rome January Heating Seasonal Strip |
D9FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
797.30 |
| March 2008 Rome February Heating Seasonal Strip |
D9GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
504.10 |
| March 2008 Rome HDD |
D9H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
227.50 |
| March 2008 Rome October Heating Seasonal Strip |
D9VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1418.80 |
| March 2008 Rome November Heating Seasonal Strip |
D9XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1355.20 |
| March 2008 Rome December Heating Seasonal Strip |
D9ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1136.10 |
| March 2008 Sacramento January Heating Seasonal Strip |
HSFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1384.0 |
| March 2008 Sacramento February Heating Seasonal Strip |
HSGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
791.0 |
| March 2008 Sacramento HDD |
HSH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
333.0 |
| March 2008 Sacramento October Heating Seasonal Strip |
HSVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2406.5 |
| March 2008 Sacramento November Heating Seasonal Strip |
HSXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2280.5 |
| March 2008 Sacramento December Heating Seasonal Strip |
HSZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1982.5 |
| March 2008 Salt Lake City January Heating Seasonal Strip |
HAFH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2958.0 |
| March 2008 Salt Lake City February Heating Seasonal Strip |
HAGH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1684.5 |
| March 2008 Salt Lake City HDD |
HAH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
763.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Salt Lake City October Heating Seasonal Strip |
HAVH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
5236.5 |
| March 2008 Salt Lake City November Heating Seasonal Strip |
HAXH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4830.5 |
| March 2008 Salt Lake City December Heating Seasonal Strip |
HAZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4136.5 |
| March 2008 Stockholm January Heating Seasonal Strip |
D5FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1423.90 |
| March 2008 Stockholm February Heating Seasonal Strip |
D5GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
936.65 |
| March 2008 Stockholm HDD |
D5H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
499.95 |
| March 2008 Stockholm October Heating Seasonal Strip |
D5VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2709.95 |
| March 2008 Stockholm November Heating Seasonal Strip |
D5XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2392.85 |
| March 2008 Stockholm December Heating Seasonal Strip |
D5ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1927.35 |
| March 2008 Tokyo CAT |
G6H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
10.68 |
| March 2008 Tokyo Seasonal CAT Index |
V6H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
9.16 |
| March 2008 Toronto January Heating Seasonal Strip |
A7FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1908.80 |
| March 2008 Toronto February Heating Seasonal Strip |
A7GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1283.95 |
| March 2008 Toronto HDD |
A7H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
610.15 |
| March 2008 Toronto October Heating Seasonal Strip |
A7VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3143.40 |
| March 2008 Toronto November Heating Seasonal Strip |
A7XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3002.10 |
| March 2008 Toronto December Heating Seasonal Strip |
A7ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2539.20 |
| March 2008 Tucson January Heating Seasonal Strip |
H8FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
858.0 |
| March 2008 Tucson February Heating Seasonal Strip |
H8GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
445.0 |
| March 2008 Tucson HDD |
H8H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
159.0 |
| March 2008 Tucson October Heating Seasonal Strip |
H8VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1418.0 |
| March 2008 Tucson November Heating Seasonal Strip |
H8XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1415.0 |
| March 2008 Tucson December Heating Seasonal Strip |
H8ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1345.5 |
| March 2008 Vancouver January Heating Seasonal Strip |
A8FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1210.90 |
| March 2008 Vancouver February Heating Seasonal Strip |
A8GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
739.50 |
| March 2008 Vancouver HDD |
A8H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
376.05 |
| March 2008 Vancouver October Heating Seasonal Strip |
A8VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2293.00 |
| March 2008 Vancouver November Heating Seasonal Strip |
A8XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2031.85 |
| March 2008 Vancouver December Heating Seasonal Strip |
A8ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1667.05 |
| March 2008 Winnipeg January Heating Seasonal Strip |
A9FH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
2953.90 |
| March 2008 Winnipeg February Heating Seasonal Strip |
A9GH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
1868.25 |
| March 2008 Winnipeg HDD |
A9H8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
819.90 |
| March 2008 Winnipeg October Heating Seasonal Strip |
A9VH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4997.25 |
| March 2008 Winnipeg November Heating Seasonal Strip |
A9XH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
4640.60 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 Winnipeg December Heating Seasonal Strip |
A9ZH8 |
4/2/2008 |
4/2/2008 |
4/3/2008 |
3980.40 |
| April 2008 Synthetic Cash Ethanol |
76J8 |
4/3/2008 |
4/3/2008 |
4/4/2008 |
2.508 |
| March 2008 Amsterdam Frost Day |
FZH8 |
4/3/2008 |
4/3/2008 |
4/4/2008 |
0.00 |
| March 2008 Amsterdam Frost Day Seasonal Index |
FZXH8 |
4/3/2008 |
4/3/2008 |
4/4/2008 |
6.00 |
| March 2008 Cash-Settled Butter |
CBH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
1.2539 |
| March 2008 Milk |
DAH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
18.00 |
| March 2008 Class IV Milk |
DKH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
14.17 |
| March 2008 Dry Whey |
DYH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
0.2435 |
| March 2008 Mid-Sized Milk |
JQH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
18.00 |
| March 2008 Nonfat Dry Milk |
NFH8 |
4/3/2008 |
4/4/2008 |
4/7/2008 |
1.2512 |
| April 2008 Weekly Atlanta Average Temperature |
WH1J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
59.2 |
| April 2008 Weekly Baltimore Average Temperature |
WHVJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
49.0 |
| April 2008 Weekly Boston Average Temperature |
WHWJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
45.6 |
| April 2008 Weekly Chicago Average Temperature |
WH2J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
44.7 |
| April 2008 Weekly Cincinnati Average Temperature |
WH3J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
50.4 |
| April 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
68.0 |
| April 2008 Weekly Des Moines Average Temperature |
WH9J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
40.8 |
| April 2008 Weekly Detroit Average Temperature |
WHKJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
43.2 |
| April 2008 Weekly Houston Average Temperature |
WHHJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
74.6 |
| April 2008 Weekly Kansas City Average Temperature |
WKXJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
46.9 |
| April 2008 Weekly Las Vegas Average Temperature |
WH0J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
63.9 |
| April 2008 Weekly Minneapolis Average Temperature |
WHQJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
38.4 |
| April 2008 Weekly New York Average Temperature |
WH4J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
48.9 |
| April 2008 Weekly Philadelphia Average Temperature |
WH6J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
50.0 |
| April 2008 Weekly Portland Average Temperature |
WH7J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
45.4 |
| April 2008 Weekly Sacramento Average Temperature |
WKSJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
55.1 |
| April 2008 Weekly Salt Lake City Average Temperature |
WHAJ8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
38.1 |
| April 2008 Weekly Tucson Average Temperature |
WH8J8W1 |
4/7/2008 |
4/7/2008 |
4/8/2008 |
64.8 |
| April 2008 Yen Denominated Nikkei Stock Average |
N1J8 |
4/10/2008 |
4/11/2008 |
4/14/2008 |
13129.58 |
| April 2008 Eurodollar |
EDJ8 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
97.2912 |
| April 2008 E-mini Eurodollar |
EEDJ8 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
97.2912 |
| April 2008 LIBOR |
EMJ8 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
97.2869 |
| April 2008 Korean Won |
KRWJ8 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
0.0010222 |
| April 2008 13 Week US T-Bill |
TBJ8 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
98.94 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2008 Weekly Atlanta Average Temperature |
WH1J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
64.2 |
| April 2008 Weekly Baltimore Average Temperature |
WHVJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
53.8 |
| April 2008 Weekly Boston Average Temperature |
WHWJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
45.9 |
| April 2008 Weekly Chicago Average Temperature |
WH2J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
46.3 |
| April 2008 Weekly Cincinnati Average Temperature |
WH3J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
61.0 |
| April 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
68.6 |
| April 2008 Weekly Des Moines Average Temperature |
WH9J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
42.0 |
| April 2008 Weekly Detroit Average Temperature |
WHKJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
53.4 |
| April 2008 Weekly Houston Average Temperature |
WHHJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
72.1 |
| April 2008 Weekly Kansas City Average Temperature |
WKXJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
45.6 |
| April 2008 Weekly Las Vegas Average Temperature |
WH0J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
62.9 |
| April 2008 Weekly Minneapolis Average Temperature |
WHQJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
36.3 |
| April 2008 Weekly New York Average Temperature |
WH4J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
51.4 |
| April 2008 Weekly Philadelphia Average Temperature |
WH6J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
54.8 |
| April 2008 Weekly Portland Average Temperature |
WH7J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
48.7 |
| April 2008 Weekly Sacramento Average Temperature |
WKSJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
56.0 |
| April 2008 Weekly Salt Lake City Average Temperature |
WHAJ8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
39.3 |
| April 2008 Weekly Tucson Average Temperature |
WH8J8W2 |
4/14/2008 |
4/14/2008 |
4/15/2008 |
62.8 |
| April 2008 GSCI |
GIJ8 |
4/15/2008 |
4/15/2008 |
4/16/2008 |
725.98 |
| April 2008 Chinese Renminbi |
RMBJ8 |
4/15/2008 |
4/15/2008 |
4/16/2008 |
0.142933 |
| April 2008 Chinese Renminbi/Euro Cross Rate |
RMEJ8 |
4/15/2008 |
4/15/2008 |
4/16/2008 |
0.090310 |
| April 2008 Chinese Renminbi/Japanese Yen Cross Rate |
RMYJ8 |
4/15/2008 |
4/15/2008 |
4/16/2008 |
14.4540 |
| April 2008 Eurozone Harmonized Index of Consumer Prices |
HCJ8 |
4/15/2008 |
4/16/2008 |
4/17/2008 |
96.4020 |
| April 2008 Lean Hogs |
LNJ8 |
4/14/2008 |
4/16/2008 |
4/17/2008 |
58.83 |
| April 2008 Weekly Atlanta Average Temperature |
WH1J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
54.5 |
| April 2008 Weekly Baltimore Average Temperature |
WHVJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
53.7 |
| April 2008 Weekly Boston Average Temperature |
WHWJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
48.3 |
| April 2008 Weekly Chicago Average Temperature |
WH2J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
52.5 |
| April 2008 Weekly Cincinnati Average Temperature |
WH3J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
52.0 |
| April 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
61.6 |
| April 2008 Weekly Des Moines Average Temperature |
WH9J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
51.0 |
| April 2008 Weekly Detroit Average Temperature |
WHKJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
53.2 |
| April 2008 Weekly Houston Average Temperature |
WHHJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
62.2 |
| April 2008 Weekly Kansas City Average Temperature |
WKXJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
54.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2008 Weekly Las Vegas Average Temperature |
WH0J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
68.0 |
| April 2008 Weekly Minneapolis Average Temperature |
WHQJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
48.3 |
| April 2008 Weekly New York Average Temperature |
WH4J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
56.0 |
| April 2008 Weekly Philadelphia Average Temperature |
WH6J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
54.9 |
| April 2008 Weekly Portland Average Temperature |
WH7J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
46.9 |
| April 2008 Weekly Sacramento Average Temperature |
WKSJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
57.6 |
| April 2008 Weekly Salt Lake City Average Temperature |
WHAJ8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
49.7 |
| April 2008 Weekly Tucson Average Temperature |
WH8J8W3 |
4/21/2008 |
4/21/2008 |
4/22/2008 |
69.8 |
| April 2008 Feeder Cattle |
FCJ8 |
4/24/2008 |
4/25/2008 |
4/28/2008 |
101.87 |
| April 2008 Weekly Atlanta Average Temperature |
WH1J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
67.2 |
| April 2008 Weekly Baltimore Average Temperature |
WHVJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
62.5 |
| April 2008 Weekly Boston Average Temperature |
WHWJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
57.9 |
| April 2008 Weekly Chicago Average Temperature |
WH2J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
62.1 |
| April 2008 Weekly Cincinnati Average Temperature |
WH3J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
66.7 |
| April 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
76.2 |
| April 2008 Weekly Des Moines Average Temperature |
WH9J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
60.1 |
| April 2008 Weekly Detroit Average Temperature |
WHKJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
62.4 |
| April 2008 Weekly Houston Average Temperature |
WHHJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
77.3 |
| April 2008 Weekly Kansas City Average Temperature |
WKXJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
63.3 |
| April 2008 Weekly Las Vegas Average Temperature |
WH0J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
67.4 |
| April 2008 Weekly Minneapolis Average Temperature |
WHQJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
55.0 |
| April 2008 Weekly New York Average Temperature |
WH4J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
60.9 |
| April 2008 Weekly Philadelphia Average Temperature |
WH6J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
62.7 |
| April 2008 Weekly Portland Average Temperature |
WH7J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
46.1 |
| April 2008 Weekly Sacramento Average Temperature |
WKSJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
54.0 |
| April 2008 Weekly Salt Lake City Average Temperature |
WHAJ8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
45.3 |
| April 2008 Weekly Tucson Average Temperature |
WH8J8W4 |
4/28/2008 |
4/28/2008 |
4/29/2008 |
68.7 |
| April 2008 Northern Bleached Softwood Kraft Pulp |
WPJ8 |
4/29/2008 |
4/29/2008 |
4/30/2008 |
890.48 |
| April 2008 Ethanol Forward Month Calendar Swap |
71J8 |
4/30/2008 |
4/30/2008 |
5/1/2008 |
2.5174 |