| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Toronto October Heating Seasonal Strip |
A7VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2562.30 |
| February 2007 CME Toronto November Heating Seasonal Strip |
A7XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2273.15 |
| February 2007 CME Toronto December Heating Seasonal Strip |
A7ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1890.15 |
| February 2007 CME Vancouver January Heating Seasonal Strip |
A8FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
806.25 |
| February 2007 CME Vancouver HDD |
A8G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
340.90 |
| February 2007 CME Vancouver October Heating Seasonal Strip |
A8VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1842.90 |
| February 2007 CME Vancouver November Heating Seasonal Strip |
A8XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1595.20 |
| February 2007 CME Vancouver December Heating Seasonal Strip |
A8ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1226.85 |
| February 2007 CME Winnipeg January Heating Seasonal Strip |
A9FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2085.20 |
| February 2007 CME Winnipeg HDD |
A9G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1030.90 |
| February 2007 CME Winnipeg October Heating Seasonal Strip |
A9VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4068.10 |
| February 2007 CME Winnipeg November Heating Seasonal Strip |
A9XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3619.05 |
| February 2007 CME Winnipeg December Heating Seasonal Strip |
A9ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2942.65 |
| February 2007 CME Cash-Settled Butter |
CBG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
1.2129 |
| February 2007 CME London January Heating Seasonal Strip |
D0FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
628.15 |
| February 2007 CME London HDD |
D0G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
310.50 |
| February 2007 CME London October Heating Seasonal Strip |
D0VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1342.70 |
| February 2007 CME London November Heating Seasonal Strip |
D0XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1233.25 |
| February 2007 CME London December Heating Seasonal Strip |
D0ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
964.95 |
| February 2007 CME Paris January Heating Seasonal Strip |
D1FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
598.90 |
| February 2007 CME Paris HDD |
D1G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
273.75 |
| February 2007 CME Paris October Heating Seasonal Strip |
D1VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1345.60 |
| February 2007 CME Paris November Heating Seasonal Strip |
D1XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1253.75 |
| February 2007 CME Paris December Heating Seasonal Strip |
D1ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
988.10 |
| February 2007 CME Amsterdam January Heating Seasonal Strip |
D2FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
667.65 |
| February 2007 CME Amsterdam HDD |
D2G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
335.25 |
| February 2007 CME Amsterdam October Heating Seasonal Strip |
D2VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1408.45 |
| February 2007 CME Amsterdam November Heating Seasonal Strip |
D2XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1268.70 |
| February 2007 CME Amsterdam December Heating Seasonal Strip |
D2ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1009.90 |
| February 2007 CME Berlin January Heating Seasonal Strip |
D3FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
790.90 |
| February 2007 CME Berlin HDD |
D3G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
398.40 |
| February 2007 CME Berlin October Heating Seasonal Strip |
D3VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1628.00 |
| February 2007 CME Berlin November Heating Seasonal Strip |
D3XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1474.40 |
| February 2007 CME Berlin December Heating Seasonal Strip |
D3ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1173.10 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Essen January Heating Seasonal Strip |
D4FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
716.45 |
| February 2007 CME Essen HDD |
D4G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
337.50 |
| February 2007 CME Essen October Heating Seasonal Strip |
D4VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1518.55 |
| February 2007 CME Essen November Heating Seasonal Strip |
D4XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1385.85 |
| February 2007 CME Essen December Heating Seasonal Strip |
D4ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1100.40 |
| February 2007 CME Stockholm January Heating Seasonal Strip |
D5FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1131.70 |
| February 2007 CME Stockholm HDD |
D5G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
579.25 |
| February 2007 CME Stockholm October Heating Seasonal Strip |
D5VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2203.45 |
| February 2007 CME Stockholm November Heating Seasonal Strip |
D5XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1941.15 |
| February 2007 CME Stockholm December Heating Seasonal Strip |
D5ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1543.30 |
| February 2007 CME Barcelona January Heating Seasonal Strip |
D8FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
391.40 |
| February 2007 CME Barcelona HDD |
D8G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
158.05 |
| February 2007 CME Barcelona October Heating Seasonal Strip |
D8VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
688.60 |
| February 2007 CME Barcelona November Heating Seasonal Strip |
D8XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
686.60 |
| February 2007 CME Barcelona December Heating Seasonal Strip |
D8ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
622.75 |
| February 2007 CME Rome January Heating Seasonal Strip |
D9FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
492.50 |
| February 2007 CME Rome HDD |
D9G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
229.50 |
| February 2007 CME Rome October Heating Seasonal Strip |
D9VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
941.70 |
| February 2007 CME Rome November Heating Seasonal Strip |
D9XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
921.00 |
| February 2007 CME Rome December Heating Seasonal Strip |
D9ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
742.10 |
| February 2007 CME Milk |
DAG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
14.18 |
| February 2007 CME Class IV Milk |
DKG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
12.71 |
| February 2007 CME Madrid January Heating Seasonal Strip |
DQFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
599.40 |
| February 2007 CME Madrid HDD |
DQG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
241.20 |
| February 2007 CME Madrid October Heating Seasonal Strip |
DQVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1158.35 |
| February 2007 CME Madrid November Heating Seasonal Strip |
DQXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1118.3 |
| February 2007 CME Madrid December Heating Seasonal Strip |
DQZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
952.20 |
| March 6 2007 CME Eurodollar SUBS |
EDDH706 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
94.6519 |
| February 2007 CME Tokyo CAT |
G6G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
8.65 |
| February 2007 CME Osaka CAT |
G7G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
8.73 |
| February 2007 CME Las Vegas January Heating Seasonal Strip |
H0FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
880.0 |
| February 2007 CME Las Vegas HDD |
H0G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
290.0 |
| February 2007 CME Las Vegas October Heating Seasonal Strip |
H0VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1664.0 |
| February 2007 CME Las Vegas November Heating Seasonal Strip |
H0XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1635.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Las Vegas December Heating Seasonal Strip |
H0ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1424.0 |
| February 2007 CME Atlanta January Heating Seasonal Strip |
H1FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1138.0 |
| February 2007 CME Atlanta HDD |
H1G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
553.0 |
| February 2007 CME Atlanta October Heating Seasonal Strip |
H1VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2113.5 |
| February 2007 CME Atlanta November Heating Seasonal Strip |
H1XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1940.5 |
| February 2007 CME Atlanta December Heating Seasonal Strip |
H1ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1599.0 |
| February 2007 CME Chicago January Heating Seasonal Strip |
H2FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2468.0 |
| February 2007 CME Chicago HDD |
H2G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1317.5 |
| February 2007 CME Chicago October Heating Seasonal Strip |
H2VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4606.0 |
| February 2007 CME Chicago November Heating Seasonal Strip |
H2XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4100.5 |
| February 2007 CME Chicago December Heating Seasonal Strip |
H2ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3435.5 |
| February 2007 CME Cincinnati January Heating Seasonal Strip |
H3FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2114.0 |
| February 2007 CME Cincinnati HDD |
H3G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1185.0 |
| February 2007 CME Cincinnati October Heating Seasonal Strip |
H3VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3833.0 |
| February 2007 CME Cincinnati November Heating Seasonal Strip |
H3XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3442.0 |
| February 2007 CME Cincinnati December Heating Seasonal Strip |
H3ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2877.5 |
| February 2007 CME New York January Heating Seasonal Strip |
H4FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1796.5 |
| February 2007 CME New York HDD |
H4G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
988.5 |
| February 2007 CME New York October Heating Seasonal Strip |
H4VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2968.5 |
| February 2007 CME New York November Heating Seasonal Strip |
H4XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2752.0 |
| February 2007 CME New York December Heating Seasonal Strip |
H4ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2404.5 |
| February 2007 CME Dallas/Fort Worth January Heating Seasonal Strip |
H5FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1148.5 |
| February 2007 CME Dallas/Fort Worth HDD |
H5G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
443.5 |
| February 2007 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1935.5 |
| February 2007 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1870.0 |
| February 2007 CME Dallas/Fort Worth December Heating Seasonal Strip |
H5ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1621.5 |
| February 2007 CME Philadelphia January Heating Seasonal Strip |
H6FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1868.5 |
| February 2007 CME Philadelphia HDD |
H6G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1037.5 |
| February 2007 CME Philadelphia October Heating Seasonal Strip |
H6VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3261.0 |
| February 2007 CME Philadelphia November Heating Seasonal Strip |
H6XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2972.0 |
| February 2007 CME Philadelphia December Heating Seasonal Strip |
H6ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2559.5 |
| February 2007 CME Portland January Heating Seasonal Strip |
H7FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1415.5 |
| February 2007 CME Portland HDD |
H7G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
582.0 |
| February 2007 CME Portland October Heating Seasonal Strip |
H7VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3059.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Portland November Heating Seasonal Strip |
H7XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2720.0 |
| February 2007 CME Portland December Heating Seasonal Strip |
H7ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2191.0 |
| February 2007 CME Tucson January Heating Seasonal Strip |
H8FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
778.0 |
| February 2007 CME Tucson HDD |
H8G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
269.0 |
| February 2007 CME Tucson October Heating Seasonal Strip |
H8VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1330.0 |
| February 2007 CME Tucson November Heating Seasonal Strip |
H8XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1309.5 |
| February 2007 CME Tucson December Heating Seasonal Strip |
H8ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1209.5 |
| February 2007 CME Des Moines January Heating Seasonal Strip |
H9FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2580.0 |
| February 2007 CME Des Moines HDD |
H9G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1297.5 |
| February 2007 CME Des Moines October Heating Seasonal Strip |
H9VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4700.5 |
| February 2007 CME Des Moines November Heating Seasonal Strip |
H9XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4210.0 |
| February 2007 CME Des Moines December Heating Seasonal Strip |
H9ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3519.5 |
| February 2007 CME Salt Lake City January Heating Seasonal Strip |
HAFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2148.5 |
| February 2007 CME Salt Lake City HDD |
HAG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
788.5 |
| February 2007 CME Salt Lake City October Heating Seasonal Strip |
HAVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4389.0 |
| February 2007 CME Salt Lake City November Heating Seasonal Strip |
HAXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3931.5 |
| February 2007 CME Salt Lake City December Heating Seasonal Strip |
HAZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3211.0 |
| February 2007 CME Detroit January Heating Seasonal Strip |
HKFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2376.5 |
| February 2007 CME Detroit HDD |
HKG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1278.5 |
| February 2007 CME Detroit October Heating Seasonal Strip |
HKVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4384.5 |
| February 2007 CME Detroit November Heating Seasonal Strip |
HKXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3907.0 |
| February 2007 CME Detroit December Heating Seasonal Strip |
HKZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3233.5 |
| February 2007 CME Minneapolis January Heating Seasonal Strip |
HQFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2848.0 |
| February 2007 CME Minneapolis HDD |
HQG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1442.0 |
| February 2007 CME Minneapolis October Heating Seasonal Strip |
HQVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
5409.5 |
| February 2007 CME Minneapolis November Heating Seasonal Strip |
HQXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4807.5 |
| February 2007 CME Minneapolis December Heating Seasonal Strip |
HQZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3961.0 |
| February 2007 CME Houston January Heating Seasonal Strip |
HRFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
750.0 |
| February 2007 CME Houston HDD |
HRG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
293.0 |
| February 2007 CME Houston October Heating Seasonal Strip |
HRVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1224.0 |
| February 2007 CME Houston November Heating Seasonal Strip |
HRXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1207.5 |
| February 2007 CME Houston December Heating Seasonal Strip |
HRZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1070.0 |
| February 2007 CME Sacramento January Heating Seasonal Strip |
HSFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1059.0 |
| February 2007 CME Sacramento HDD |
HSG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
401.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Sacramento October Heating Seasonal Strip |
HSVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2122.5 |
| February 2007 CME Sacramento November Heating Seasonal Strip |
HSXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1986.0 |
| February 2007 CME Sacramento December Heating Seasonal Strip |
HSZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1639.5 |
| February 2007 CME Baltimore January Heating Seasonal Strip |
HVFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1821.5 |
| February 2007 CME Baltimore HDD |
HVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1006.5 |
| February 2007 CME Baltimore October Heating Seasonal Strip |
HVVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3304.5 |
| February 2007 CME Baltimore November Heating Seasonal Strip |
HVXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2984.0 |
| February 2007 CME Baltimore December Heating Seasonal Strip |
HVZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2522.0 |
| February 2007 CME Boston January Heating Seasonal Strip |
HWFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2086.5 |
| February 2007 CME Boston HDD |
HWG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1086.0 |
| February 2007 CME Boston October Heating Seasonal Strip |
HWVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3644.0 |
| February 2007 CME Boston November Heating Seasonal Strip |
HWXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3307.0 |
| February 2007 CME Boston December Heating Seasonal Strip |
HWZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2830.0 |
| February 2007 CME Kansas City January Heating Seasonal Strip |
HXFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2156.0 |
| February 2007 CME Kansas City HDD |
HXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
1033.0 |
| February 2007 CME Kansas City October Heating Seasonal Strip |
HXVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3871.0 |
| February 2007 CME Kansas City November Heating Seasonal Strip |
HXXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3541.5 |
| February 2007 CME Kansas City December Heating Seasonal Strip |
HXZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
2984.5 |
| February 2007 CME Mid-Sized Milk |
JQG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
14.18 |
| February 2007 CME Nonfat Dry Milk |
NFG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
1.1021 |
| February 2007 CME Boston January Snowfall Seasonal Strip |
SBFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
5.6 |
| February 2007 CME Boston Snowfall |
SBG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
4.6 |
| February 2007 CME Boston October Snowfall Seasonal Strip |
SBVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
0 |
| February 2007 CME Boston November Snowfall Seasonal Strip |
SBXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
6.4 |
| February 2007 CME Boston December Snowfall Seasonal Strip |
SBZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
6.4 |
| February 2007 CME New York January Snowfall Seasonal Strip |
SXFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
6.4 |
| February 2007 CME New York Snowfall |
SXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
3.8 |
| February 2007 CME New York October Snowfall Seasonal Strip |
SXVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
0 |
| February 2007 CME New York November Snowfall Seasonal Strip |
SXXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
6.4 |
| February 2007 CME New York December Snowfall Seasonal Strip |
SXZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
6.4 |
| March 7 2007 CME Eurodollar SUBS |
EDDH707 |
3/5/2007 |
3/5/2007 |
3/6/2007 |
94.6700 |
| March 8 2007 CME Eurodollar SUBS |
EDDH708 |
3/6/2007 |
3/6/2007 |
3/7/2007 |
94.6600 |
| February 2007 CME Amsterdam Frost Day |
FZG7 |
3/6/2007 |
3/6/2007 |
3/7/2007 |
1 |
| March 9 2007 CME Eurodollar SUBS |
EDDH709 |
3/7/2007 |
3/7/2007 |
3/8/2007 |
94.6600 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 12 2007 CME Eurodollar SUBS |
EDDH712 |
3/8/2007 |
3/8/2007 |
3/9/2007 |
94.6600 |
| March 13 2007 CME Eurodollar SUBS |
EDDH713 |
3/9/2007 |
3/9/2007 |
3/12/2007 |
94.6600 |
| March 2007 CME Japanese Government Bond |
JBH7 |
3/8/2007 |
3/9/2007 |
3/12/2007 |
135.26 |
| March 2007 CME Yen Denominated Nikkei Stock Average |
N1H7 |
3/8/2007 |
3/9/2007 |
3/12/2007 |
17290.65 |
| March 2007 CME Nikkei 225 |
NKH7 |
3/8/2007 |
3/9/2007 |
3/12/2007 |
17290.65 |
| March 14 2007 CME Eurodollar SUBS |
EDDH714 |
3/12/2007 |
3/12/2007 |
3/13/2007 |
94.6450 |
| March 15 2007 CME Eurodollar SUBS |
EDDH715 |
3/13/2007 |
3/13/2007 |
3/14/2007 |
94.6450 |
| March 16 2007 CME Eurodollar SUBS |
EDDH716 |
3/14/2007 |
3/14/2007 |
3/15/2007 |
94.6500 |
| March 19 2007 CME Eurodollar SUBS |
EDDH719 |
3/15/2007 |
3/15/2007 |
3/16/2007 |
94.6500 |
| March 2007 CME GSCI |
GIH7 |
3/15/2007 |
3/15/2007 |
3/16/2007 |
430.82 |
| March 2007 CME Eurozone Harmonized Index of Consumer Prices |
HCH7 |
3/14/2007 |
3/15/2007 |
3/16/2007 |
98.2261 |
| March 2007 CME Russian Ruble |
RUH7 |
3/15/2007 |
3/15/2007 |
3/16/2007 |
0.038252 |
| March 2007 CME NASDAQ Biotechnology Stock Index Futures |
BQH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
754.31 |
| March 2007 CME E-mini Bundle |
E5BH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
95.1325 |
| March 20 2007 CME Eurodollar SUBS |
EDDH720 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
94.6500 |
| March 2007 CME E-mini MSCI EAFE |
EFEH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
2074.66 |
| March 2007 CME S&P SmallCap 600 |
EPH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
401.77 |
| March 2007 CME E-mini Russell 2000 |
ERH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
783.69 |
| March 2007 CME E-mini S&P 500 |
ESH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
1396.12 |
| March 2007 CME S&P 500 Financial SPCTR |
FSH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
474.16 |
| March 2007 CME S&P MidCap 400 |
MDH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
828.99 |
| March 2007 CME E-mini S&P MidCap 400 |
MEH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
828.99 |
| March 2007 CME NASDAQ-100 |
NDH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
1747.24 |
| March 2007 CME E-mini NASDAQ-100 |
NQH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
1747.24 |
| March 2007 CME E-mini S&P Asia 50 |
PAH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
2830.26 |
| March 2007 CME E-mini NASDAQ Composite Index |
QNH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
2380.99 |
| March 2007 CME Russell 2000 |
RLH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
783.69 |
| March 2007 CME E-mini Russell 1000 |
RSH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
762.19 |
| March 2007 CME S&P 500/Citigroup Growth Index |
SGH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
639.23 |
| March 2007 CME S&P 500 |
SPH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
1396.12 |
| March 2007 CME S&P 500/Citigroup Value Index |
SUH7 |
3/15/2007 |
3/16/2007 |
3/19/2007 |
755.77 |
| March 2007 CME S&P Tech-Comm SPCTR |
TSH7 |
3/16/2007 |
3/16/2007 |
3/19/2007 |
260.67 |
| March 2007 CME Eurodollar |
EDH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
94.6500 |
| March 2007 CME E-mini Eurodollar |
EEDH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
94.6500 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Euroyen-LIBOR |
ELH7 |
3/16/2007 |
3/19/2007 |
3/20/2007 |
99.278 |
| March 2007 CME LIBOR |
EMH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
94.6800 |
| March 2007 CME Euroyen |
EYH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
99.329 |
| March 2007 CME Korean Won |
KRWH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
0.0010601 |
| March 2007 CME 10-year Swap Rate |
S0H7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
94.8980 |
| March 2007 CME 2-year Swap Rate |
S2H7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
94.9730 |
| March 2007 CME 5-year Swap Rate |
S5H7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
95.0240 |
| March 2007 CME 13 Week US T-Bill |
TBH7 |
3/19/2007 |
3/19/2007 |
3/20/2007 |
95.07 |
| March 22 2007 CME Eurodollar SUBS |
EDDH722 |
3/20/2007 |
3/20/2007 |
3/21/2007 |
94.6500 |
| March 2007 CME Chinese Renminbi |
RMBH7 |
3/20/2007 |
3/20/2007 |
3/21/2007 |
0.129207 |
| March 2007 CME Chinese Renminbi/Euro Cross Rate |
RMEH7 |
3/19/2007 |
3/20/2007 |
3/21/2007 |
0.097100 |
| March 2007 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYH7 |
3/19/2007 |
3/20/2007 |
3/21/2007 |
15.2244 |
| March 23 2007 CME Eurodollar SUBS |
EDDH723 |
3/21/2007 |
3/21/2007 |
3/22/2007 |
94.6500 |
| March 26 2007 CME Eurodollar SUBS |
EDDH726 |
3/22/2007 |
3/22/2007 |
3/23/2007 |
94.6537 |
| March 27 2007 CME Eurodollar SUBS |
EDDH727 |
3/23/2007 |
3/23/2007 |
3/26/2007 |
94.6521 |
| March 28 2007 CME Eurodollar SUBS |
EDDH728 |
3/26/2007 |
3/26/2007 |
3/27/2007 |
94.6500 |
| March 29 2007 CME Eurodollar SUBS |
EDDH729 |
3/27/2007 |
3/27/2007 |
3/28/2007 |
94.6500 |
| March 30 2007 CME Eurodollar SUBS |
EDDH730 |
3/28/2007 |
3/28/2007 |
3/29/2007 |
94.6500 |
| April 2 2007 CME Eurodollar SUBS |
EDDJ702 |
3/29/2007 |
3/29/2007 |
3/30/2007 |
94.6506 |
| March 2007 CME Cash-Settled Butter |
CBH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
1.2604 |
| March 2007 CME Milk |
DAH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
14.96 |
| March 2007 CME Class IV Milk |
DKH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
13.58 |
| April 3 2007 CME Eurodollar SUBS |
EDDJ703 |
3/30/2007 |
3/30/2007 |
4/2/2007 |
94.6500 |
| March 2007 CME Feeder Cattle |
FCH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
105.59 |
| March 2007 CME Mid-Sized Milk |
JQH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
14.96 |
| March 2007 CME Nonfat Dry Milk |
NFH7 |
3/29/2007 |
3/30/2007 |
4/2/2007 |
1.1796 |