| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 Barcelona November Heating Seasonal Strip |
D8XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
851.65 |
| February 2008 Barcelona December Heating Seasonal Strip |
D8ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
668.45 |
| February 2008 Berlin January Heating Seasonal Strip |
D3FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
814.65 |
| February 2008 Berlin HDD |
D3G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
373.70 |
| February 2008 Berlin October Heating Seasonal Strip |
D3VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2010.80 |
| February 2008 Berlin November Heating Seasonal Strip |
D3XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1721.25 |
| February 2008 Berlin December Heating Seasonal Strip |
D3ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1301.10 |
| February 2008 Boston January Heating Seasonal Strip |
HWFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1874.0 |
| February 2008 Boston HDD |
HWG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
941.5 |
| February 2008 Boston October Heating Seasonal Strip |
HWVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3753.5 |
| February 2008 Boston November Heating Seasonal Strip |
HWXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3544.5 |
| February 2008 Boston December Heating Seasonal Strip |
HWZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2885.5 |
| February 2008 Boston January Snowfall Seasonal Strip |
SBFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
23.3 |
| February 2008 Boston Snowfall |
SBG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
15.0 |
| February 2008 Boston October Snowfall Seasonal Strip |
SBVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
0.00 |
| February 2008 Boston November Snowfall Seasonal Strip |
SBXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
51.0 |
| February 2008 Boston December Snowfall Seasonal Strip |
SBZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
51.0 |
| February 2008 Weekly Boston Average Temperature |
WHWG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
28.8 |
| February 2008 Calgary January Heating Seasonal Strip |
A2FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1490.60 |
| February 2008 Calgary HDD |
A2G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
671.15 |
| February 2008 Calgary October Heating Seasonal Strip |
A2VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3238.60 |
| February 2008 Calgary November Heating Seasonal Strip |
A2XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2882.60 |
| February 2008 Calgary December Heating Seasonal Strip |
A2ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2295.10 |
| February 2008 Chicago January Heating Seasonal Strip |
H2FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2471.0 |
| February 2008 Chicago HDD |
H2G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1217.5 |
| February 2008 Chicago October Heating Seasonal Strip |
H2VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4632.0 |
| February 2008 Chicago November Heating Seasonal Strip |
H2XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4392.0 |
| February 2008 Chicago December Heating Seasonal Strip |
H2ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3623.0 |
| February 2008 Weekly Chicago Average Temperature |
WH2G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
25.0 |
| February 2008 Cincinnati January Heating Seasonal Strip |
H3FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2008.0 |
| February 2008 Cincinnati HDD |
H3G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
947.5 |
| February 2008 Cincinnati October Heating Seasonal Strip |
H3VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3725.5 |
| February 2008 Cincinnati November Heating Seasonal Strip |
H3XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3532.5 |
| February 2008 Cincinnati December Heating Seasonal Strip |
H3ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2896.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 Weekly Cincinnati Average Temperature |
WH3G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
28.7 |
| February 2008 Dallas/Fort Worth January Heating Seasonal Strip |
H5FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
912.0 |
| February 2008 Dallas/Fort Worth HDD |
H5G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
336.5 |
| February 2008 Dallas/Fort Worth October Heating Seasonal Strip |
H5VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1624.5 |
| February 2008 Dallas/Fort Worth November Heating Seasonal Strip |
H5XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1588.5 |
| February 2008 Dallas/Fort Worth December Heating Seasonal Strip |
H5ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1394.0 |
| February 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
57.0 |
| February 2008 Des Moines January Heating Seasonal Strip |
H9FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2697.5 |
| February 2008 Des Moines HDD |
H9G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1312.0 |
| February 2008 Des Moines October Heating Seasonal Strip |
H9VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
5049.5 |
| February 2008 Des Moines November Heating Seasonal Strip |
H9XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4768.5 |
| February 2008 Des Moines December Heating Seasonal Strip |
H9ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3986.0 |
| February 2008 Weekly Des Moines Average Temperature |
WH9G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
27.1 |
| February 2008 Detroit January Heating Seasonal Strip |
HKFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2234.0 |
| February 2008 Detroit HDD |
HKG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1154.5 |
| February 2008 Detroit October Heating Seasonal Strip |
HKVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4318.0 |
| February 2008 Detroit November Heating Seasonal Strip |
HKXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4081.5 |
| February 2008 Detroit December Heating Seasonal Strip |
HKZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3330.0 |
| February 2008 Weekly Detroit Average Temperature |
WHKG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
23.4 |
| February 2008 Edmonton January Heating Seasonal Strip |
A4FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1857.05 |
| February 2008 Edmonton HDD |
A4G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
847.50 |
| February 2008 Edmonton October Heating Seasonal Strip |
A4VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3952.75 |
| February 2008 Edmonton November Heating Seasonal Strip |
A4XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3547.30 |
| February 2008 Edmonton December Heating Seasonal Strip |
A4ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2857.95 |
| February 2008 Essen January Heating Seasonal Strip |
D4FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
746.50 |
| February 2008 Essen HDD |
D4G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
360.20 |
| February 2008 Essen October Heating Seasonal Strip |
D4VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1812.50 |
| February 2008 Essen November Heating Seasonal Strip |
D4XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1567.00 |
| February 2008 Essen December Heating Seasonal Strip |
D4ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1200.50 |
| February 2008 Houston January Heating Seasonal Strip |
HRFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
586.0 |
| February 2008 Houston HDD |
HRG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
173.0 |
| February 2008 Houston October Heating Seasonal Strip |
HRVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1027.0 |
| February 2008 Houston November Heating Seasonal Strip |
HRXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1001.5 |
| February 2008 Houston December Heating Seasonal Strip |
HRZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
860.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 Weekly Houston Average Temperature |
WHHG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
58.9 |
| February 2008 Kansas City January Heating Seasonal Strip |
HXFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2219.5 |
| February 2008 Kansas City HDD |
HXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1080.5 |
| February 2008 Kansas City October Heating Seasonal Strip |
HXVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4163.5 |
| February 2008 Kansas City November Heating Seasonal Strip |
HXXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3942.5 |
| February 2008 Kansas City December Heating Seasonal Strip |
HXZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3308.0 |
| February 2008 Weekly Kansas City Average Temperature |
WKXG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
33.9 |
| February 2008 Las Vegas January Heating Seasonal Strip |
H0FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
947.0 |
| February 2008 Las Vegas HDD |
H0G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
364.0 |
| February 2008 Las Vegas October Heating Seasonal Strip |
H0VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1730.5 |
| February 2008 Las Vegas November Heating Seasonal Strip |
H0XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1715.5 |
| February 2008 Las Vegas December Heating Seasonal Strip |
H0ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1561.5 |
| February 2008 Weekly Las Vegas Average Temperature |
WH0G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
59.0 |
| February 2008 London January Heating Seasonal Strip |
D0FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
656.15 |
| February 2008 London HDD |
D0G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
332.60 |
| February 2008 London October Heating Seasonal Strip |
D0VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1516.60 |
| February 2008 London November Heating Seasonal Strip |
D0XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1329.45 |
| February 2008 London December Heating Seasonal Strip |
D0ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1028.75 |
| February 2008 Madrid January Heating Seasonal Strip |
DQFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
577.90 |
| February 2008 Madrid HDD |
DQG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
265.95 |
| February 2008 Madrid October Heating Seasonal Strip |
DQVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1329.70 |
| February 2008 Madrid November Heating Seasonal Strip |
DQXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1240.35 |
| February 2008 Madrid December Heating Seasonal Strip |
DQZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
957.90 |
| February 2008 Minneapolis January Heating Seasonal Strip |
HQFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3007.5 |
| February 2008 Minneapolis HDD |
HQG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1445.0 |
| February 2008 Minneapolis October Heating Seasonal Strip |
HQVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
5785.0 |
| February 2008 Minneapolis November Heating Seasonal Strip |
HQXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
5423.5 |
| February 2008 Minneapolis December Heating Seasonal Strip |
HQZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4509.0 |
| February 2008 Weekly Minneapolis Average Temperature |
WHQG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
22.8 |
| February 2008 Montreal January Heating Seasonal Strip |
A5FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1493.90 |
| February 2008 Montreal HDD |
A5G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
743.25 |
| February 2008 Montreal October Heating Seasonal Strip |
A5VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2967.25 |
| February 2008 Montreal November Heating Seasonal Strip |
A5XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2759.00 |
| February 2008 Montreal December Heating Seasonal Strip |
A5ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2248.30 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 New York January Heating Seasonal Strip |
H4FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1630.0 |
| February 2008 New York HDD |
H4G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
817.0 |
| February 2008 New York October Heating Seasonal Strip |
H4VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3077.0 |
| February 2008 New York November Heating Seasonal Strip |
H4XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2982.0 |
| February 2008 New York December Heating Seasonal Strip |
H4ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2447.0 |
| February 2008 New York January Snowfall Seasonal Strip |
SXFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
8.2 |
| February 2008 New York Snowfall |
SXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
8.2 |
| February 2008 New York October Snowfall Seasonal Strip |
SXVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
0.00 |
| February 2008 New York November Snowfall Seasonal Strip |
SXXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
11.1 |
| February 2008 New York December Snowfall Seasonal Strip |
SXZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
11.1 |
| February 2008 Weekly New York Average Temperature |
WH4G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
34.3 |
| February 2008 Osaka CAT |
G7G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
5.10 |
| February 2008 Paris January Heating Seasonal Strip |
D1FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
692.20 |
| February 2008 Paris HDD |
D1G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
334.50 |
| February 2008 Paris October Heating Seasonal Strip |
D1VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1658.50 |
| February 2008 Paris November Heating Seasonal Strip |
D1XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1456.75 |
| February 2008 Paris December Heating Seasonal Strip |
D1ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1117.40 |
| February 2008 Philadelphia January Heating Seasonal Strip |
H6FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1685.0 |
| February 2008 Philadelphia HDD |
H6G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
816.0 |
| February 2008 Philadelphia October Heating Seasonal Strip |
H6VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3233.0 |
| February 2008 Philadelphia November Heating Seasonal Strip |
H6XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3111.0 |
| February 2008 Philadelphia December Heating Seasonal Strip |
H6ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2533.0 |
| February 2008 Weekly Philadelphia Average Temperature |
WH6G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
34.7 |
| February 2008 Portland January Heating Seasonal Strip |
H7FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1383.0 |
| February 2008 Portland HDD |
H7G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
583.0 |
| February 2008 Portland October Heating Seasonal Strip |
H7VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3103.0 |
| February 2008 Portland November Heating Seasonal Strip |
H7XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2733.5 |
| February 2008 Portland December Heating Seasonal Strip |
H7ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2129.0 |
| February 2008 Weekly Portland Average Temperature |
WH7G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
50.6 |
| February 2008 Rome January Heating Seasonal Strip |
D9FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
569.80 |
| February 2008 Rome HDD |
D9G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
276.60 |
| February 2008 Rome October Heating Seasonal Strip |
D9VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1191.30 |
| February 2008 Rome November Heating Seasonal Strip |
D9XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1127.70 |
| February 2008 Rome December Heating Seasonal Strip |
D9ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
908.60 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 Sacramento January Heating Seasonal Strip |
HSFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1042.0 |
| February 2008 Sacramento HDD |
HSG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
458.0 |
| February 2008 Sacramento October Heating Seasonal Strip |
HSVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2064.5 |
| February 2008 Sacramento November Heating Seasonal Strip |
HSXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1938.5 |
| February 2008 Sacramento December Heating Seasonal Strip |
HSZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1640.5 |
| February 2008 Weekly Sacramento Average Temperature |
WKSG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
53.6 |
| February 2008 Salt Lake City January Heating Seasonal Strip |
HAFG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2174.0 |
| February 2008 Salt Lake City HDD |
HAG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
921.0 |
| February 2008 Salt Lake City October Heating Seasonal Strip |
HAVG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4452.5 |
| February 2008 Salt Lake City November Heating Seasonal Strip |
HAXG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4046.5 |
| February 2008 Salt Lake City December Heating Seasonal Strip |
HAZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3352.5 |
| February 2008 Weekly Salt Lake City Average Temperature |
WHAG8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
40.8 |
| February 2008 Stockholm January Heating Seasonal Strip |
D5FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
923.95 |
| February 2008 Stockholm HDD |
D5G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
436.70 |
| February 2008 Stockholm October Heating Seasonal Strip |
D5VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2210.00 |
| February 2008 Stockholm November Heating Seasonal Strip |
D5XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1892.90 |
| February 2008 Stockholm December Heating Seasonal Strip |
D5ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1427.40 |
| February 2008 Tokyo CAT |
G6G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
5.51 |
| February 2008 Toronto January Heating Seasonal Strip |
A7FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1298.65 |
| February 2008 Toronto HDD |
A7G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
673.80 |
| February 2008 Toronto October Heating Seasonal Strip |
A7VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2533.25 |
| February 2008 Toronto November Heating Seasonal Strip |
A7XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2391.95 |
| February 2008 Toronto December Heating Seasonal Strip |
A7ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1929.05 |
| February 2008 Tucson January Heating Seasonal Strip |
H8FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
699.0 |
| February 2008 Tucson HDD |
H8G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
286.0 |
| February 2008 Tucson October Heating Seasonal Strip |
H8VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1259.0 |
| February 2008 Tucson November Heating Seasonal Strip |
H8XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1256.0 |
| February 2008 Tucson December Heating Seasonal Strip |
H8ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1186.5 |
| February 2008 Weekly Tucson Average Temperature |
WH8G8W5 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
63.3 |
| February 2008 Vancouver January Heating Seasonal Strip |
A8FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
834.85 |
| February 2008 Vancouver HDD |
A8G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
363.45 |
| February 2008 Vancouver October Heating Seasonal Strip |
A8VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1916.95 |
| February 2008 Vancouver November Heating Seasonal Strip |
A8XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1655.80 |
| February 2008 Vancouver December Heating Seasonal Strip |
A8ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1291.00 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2008 Winnipeg January Heating Seasonal Strip |
A9FG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
2134.00 |
| February 2008 Winnipeg HDD |
A9G8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
1048.35 |
| February 2008 Winnipeg October Heating Seasonal Strip |
A9VG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
4177.35 |
| February 2008 Winnipeg November Heating Seasonal Strip |
A9XG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3820.70 |
| February 2008 Winnipeg December Heating Seasonal Strip |
A9ZG8 |
3/3/2008 |
3/3/2008 |
3/4/2008 |
3160.50 |
| March 2008 Synthetic Cash Ethanol |
76H8 |
3/5/2008 |
3/5/2008 |
3/6/2008 |
2.354 |
| March 2008 Weekly Atlanta Average Temperature |
WH1H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
55.1 |
| March 2008 Weekly Baltimore Average Temperature |
WHVH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
46.8 |
| March 2008 Weekly Boston Average Temperature |
WHWH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
42.1 |
| March 2008 Weekly Chicago Average Temperature |
WH2H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
28.3 |
| March 2008 Weekly Cincinnati Average Temperature |
WH3H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
37.4 |
| March 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
48.3 |
| March 2008 Weekly Des Moines Average Temperature |
WH9H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
20.8 |
| March 2008 Weekly Detroit Average Temperature |
WHKH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
31.4 |
| March 2008 Weekly Houston Average Temperature |
WHHH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
53.2 |
| March 2008 Weekly Kansas City Average Temperature |
WKXH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
28.2 |
| March 2008 Weekly Las Vegas Average Temperature |
WH0H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
53.0 |
| March 2008 Weekly Minneapolis Average Temperature |
WHQH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
13.1 |
| March 2008 Weekly New York Average Temperature |
WH4H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
45.4 |
| March 2008 Weekly Philadelphia Average Temperature |
WH6H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
48.0 |
| March 2008 Weekly Portland Average Temperature |
WH7H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
44.6 |
| March 2008 Weekly Sacramento Average Temperature |
WKSH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
52.2 |
| March 2008 Weekly Salt Lake City Average Temperature |
WHAH8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
34.4 |
| March 2008 Weekly Tucson Average Temperature |
WH8H8W1 |
3/10/2008 |
3/10/2008 |
3/11/2008 |
53.4 |
| March 2008 Japanese Government Bond |
JBH8 |
3/10/2008 |
3/11/2008 |
3/12/2008 |
139.52 |
| March 2008 Eurodollar 5-Year E-mini Bundles |
E5BH8 |
3/14/2008 |
3/14/2008 |
3/17/2008 |
96.6925 |
| March 2008 E-mini Bundle |
E5BH8 |
3/14/2008 |
3/14/2008 |
3/17/2008 |
96.6925 |
| March 2008 Eurozone Harmonized Index of Consumer Prices |
HCH8 |
3/13/2008 |
3/14/2008 |
3/17/2008 |
96.7478 |
| March 2008 Yen Denominated Nikkei Stock Average |
N1H8 |
3/13/2008 |
3/14/2008 |
3/17/2008 |
12518.65 |
| March 2008 Nikkei 225 |
NKH8 |
3/13/2008 |
3/14/2008 |
3/17/2008 |
12518.65 |
| March 2008 10-Yr Swap |
66H8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
116.062 |
| March 2008 Eurodollar |
EDH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
97.4212 |
| March 2008 E-mini Eurodollar |
EEDH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
97.4212 |
| March 2008 Euroyen-LIBOR |
ELH8 |
3/14/2008 |
3/17/2008 |
3/18/2008 |
99.025 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2008 LIBOR |
EMH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
97.4412 |
| March 2008 Euroyen |
EYH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
99.141 |
| March 2008 30 Year Interest Rate Swap |
I3H8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
122.017 |
| March 2008 Korean Won |
KRWH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
0.0009788 |
| March 2008 5-Yr Interest Rate Swap |
NGH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
113.005 |
| March 2008 Russian Ruble |
RUH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
0.042574 |
| March 2008 10-year Swap Rate |
S0H8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
95.9830 |
| March 2008 2-year Swap Rate |
S2H8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
97.7880 |
| March 2008 5-year Swap Rate |
S5H8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
96.8350 |
| March 2008 13 Week US T-Bill |
TBH8 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
98.90 |
| March 2008 Weekly Atlanta Average Temperature |
WH1H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
54.4 |
| March 2008 Weekly Baltimore Average Temperature |
WHVH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
43.7 |
| March 2008 Weekly Boston Average Temperature |
WHWH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
36.0 |
| March 2008 Weekly Chicago Average Temperature |
WH2H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
38.2 |
| March 2008 Weekly Cincinnati Average Temperature |
WH3H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
41.4 |
| March 2008 Weekly Dallas/Fort Worth Average Temperature |
WH5H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
62.5 |
| March 2008 Weekly Des Moines Average Temperature |
WH9H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
39.6 |
| March 2008 Weekly Detroit Average Temperature |
WHKH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
34.6 |
| March 2008 Weekly Houston Average Temperature |
WHHH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
63.6 |
| March 2008 Weekly Kansas City Average Temperature |
WKXH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
45.2 |
| March 2008 Weekly Las Vegas Average Temperature |
WH0H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
64.1 |
| March 2008 Weekly Minneapolis Average Temperature |
WHQH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
34.3 |
| March 2008 Weekly New York Average Temperature |
WH4H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
41.3 |
| March 2008 Weekly Philadelphia Average Temperature |
WH6H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
44.1 |
| March 2008 Weekly Portland Average Temperature |
WH7H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
49.3 |
| March 2008 Weekly Sacramento Average Temperature |
WKSH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
56.1 |
| March 2008 Weekly Salt Lake City Average Temperature |
WHAH8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
44.2 |
| March 2008 Weekly Tucson Average Temperature |
WH8H8W2 |
3/17/2008 |
3/17/2008 |
3/18/2008 |
63.7 |
| March 2008 CDR Liquid 50 NAIG Index |
50H8 |
3/17/2008 |
3/18/2008 |
3/19/2008 |
413.16 |
| March 2008 Apartments Real Estate Index |
CEAH8 |
3/17/2008 |
3/18/2008 |
3/19/2008 |
|