| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| May 2007 CME Chicago April Cooling Seasonal Strip |
K2JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
84.5 |
| May 2007 CME Chicago CDD |
K2K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
82.0 |
| May 2007 CME Cincinnati April Cooling Seasonal Strip |
K3JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
157.0 |
| May 2007 CME Cincinnati CDD |
K3K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
140.0 |
| May 2007 CME New York April Cooling Seasonal Strip |
K4JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
139.0 |
| May 2007 CME New York CDD |
K4K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
129.5 |
| May 2007 CME Dallas/Fort Worth April Cooling Seasonal Strip |
K5JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
361.5 |
| May 2007 CME Dallas/Fort Worth CDD |
K5K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
296.0 |
| May 2007 CME Philadelphia April Cooling Seasonal Strip |
K6JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
119.0 |
| May 2007 CME Philadelphia CDD |
K6K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
111.5 |
| May 2007 CME Portland April Cooling Seasonal Strip |
K7JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
21.5 |
| May 2007 CME Portland CDD |
K7K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
21.5 |
| May 2007 CME Tucson April Cooling Seasonal Strip |
K8JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
552.0 |
| May 2007 CME Tucson CDD |
K8K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
408.0 |
| May 2007 CME Des Moines April Cooling Seasonal Strip |
K9JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
120.0 |
| May 2007 CME Des Moines CDD |
K9K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
102.5 |
| May 2007 CME Detroit April Cooling Seasonal Strip |
KKJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
66.5 |
| May 2007 CME Detroit CDD |
KKK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
65.0 |
| May 2007 CME Minneapolis April Cooling Seasonal Strip |
KQJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
92.0 |
| May 2007 CME Minneapolis CDD |
KQK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
79.0 |
| May 2007 CME Houston April Cooling Seasonal Strip |
KRJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
471.5 |
| May 2007 CME Houston CDD |
KRK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
353.0 |
| May 2007 CME Sacramento April Cooling Seasonal Strip |
KSJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
106.5 |
| May 2007 CME Sacramento CDD |
KSK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
87.0 |
| May 2007 CME Salt Lake City April Cooling Seasonal Strip |
KUJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
110.5 |
| May 2007 CME Salt Lake City CDD |
KUK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
100.0 |
| May 2007 CME Baltimore April Cooling Seasonal Strip |
KVJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
119.0 |
| May 2007 CME Baltimore CDD |
KVK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
110.5 |
| May 2007 CME Boston April Cooling Seasonal Strip |
KWJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
70.0 |
| May 2007 CME Boston CDD |
KWK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
66.0 |
| May 2007 CME Kansas City April Cooling Seasonal Strip |
KXJK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
146.0 |
| May 2007 CME Kansas City CDD |
KXK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
127.0 |
| May 2007 CME Calgary April Cooling Seasonal Strip |
P2JK7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
394.50 |
| May 2007 CME Calgary CDD |
P2K7 |
6/4/2007 |
6/4/2007 |
6/5/2007 |
0 |
| 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 |