| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Chicago O'Hare Snowfall Binary |
CIF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
12.2 |
| CME |
January 2012 Chicago O'Hare November Snowfall Binary Seasonal Strip |
CIXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
13.9 |
| CME |
January 2012 Chicago O'Hare December Snowfall Binary Seasonal Strip |
CIZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
13.9 |
| CME |
January 2012 Chicago HDD |
H2F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1078.5 |
| CME |
January 2012 Chicago October Heating Seasonal Strip |
H2VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2931 |
| CME |
January 2012 Chicago November Heating Seasonal Strip |
H2XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2604.5 |
| CME |
January 2012 Chicago December Heating Seasonal Strip |
H2ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2001.5 |
| CME |
January 2012 Chicago O'Hare Snowfall |
SWF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
12.2 |
| CME |
January 2012 Chicago O'Hare November Snowfall Seasonal Strip |
SWXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
13.9 |
| CME |
January 2012 Chicago O'Hare December Snowfall Seasonal Strip |
SWZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
13.9 |
| CME |
January 2012 Cincinnati HDD |
H3F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
921 |
| CME |
January 2012 Cincinnati October Heating Seasonal Strip |
H3VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2506 |
| CME |
January 2012 Cincinnati November Heating Seasonal Strip |
H3XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2188.5 |
| CME |
January 2012 Cincinnati December Heating Seasonal Strip |
H3ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1712 |
| CME |
January 2012 Colorado Springs HDD |
V3F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
891.5 |
| CME |
January 2012 Colorado Springs October Heating Seasonal Strip |
V3VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3191 |
| CME |
January 2012 Colorado Springs November Heating Seasonal Strip |
V3XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2744.5 |
| CME |
January 2012 Colorado Springs December Heating Seasonal Strip |
V3ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2011 |
| CME |
January 2012 Dallas/Fort Worth HDD |
H5F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
455.5 |
| CME |
January 2012 Dallas/Fort Worth October Heating Seasonal Strip |
H5VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1317.5 |
| CME |
January 2012 Dallas/Fort Worth November Heating Seasonal Strip |
H5XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1255.5 |
| CME |
January 2012 Dallas/Fort Worth December Heating Seasonal Strip |
H5ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
996 |
| CME |
January 2012 Des Moines HDD |
H9F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1068.5 |
| CME |
January 2012 Des Moines October Heating Seasonal Strip |
H9VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3037 |
| CME |
January 2012 Des Moines November Heating Seasonal Strip |
H9XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2735.5 |
| CME |
January 2012 Des Moines December Heating Seasonal Strip |
H9ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2064 |
| CME |
January 2012 Detroit Snowfall Binary |
DXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
9.3 |
| CME |
January 2012 Detroit November Snowfall Binary Seasonal Strip |
DXXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
15.6 |
| CME |
January 2012 Detroit December Snowfall Binary Seasonal Strip |
DXZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
15 |
| CME |
January 2012 Detroit International Snowfall |
EKF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
9.3 |
| CME |
January 2012 Detroit International November Snowfall Seasonal Strip |
EKXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
15.6 |
| CME |
January 2012 Detroit International December Snowfall Seasonal Strip |
EKZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
15 |
| CME |
January 2012 Detroit HDD |
HKF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1064 |
| CME |
January 2012 Detroit October Heating Seasonal Strip |
HKVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2865 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Detroit November Heating Seasonal Strip |
HKXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2530.5 |
| CME |
January 2012 Detroit December Heating Seasonal Strip |
HKZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1977 |
| CME |
January 2012 Hiroshima CAT Index |
HJF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
146.7 |
| CME |
January 2012 Hiroshima October CAT Seasonal Strip |
HJVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1374 |
| CME |
January 2012 Hiroshima November CAT Seasonal Strip |
HJXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
799.5 |
| CME |
January 2012 Hiroshima December CAT Seasonal Strip |
HJZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
359.8 |
| CME |
January 2012 Houston HDD |
HRF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
221 |
| CME |
January 2012 Houston October Heating Seasonal Strip |
HRVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
751.5 |
| CME |
January 2012 Houston November Heating Seasonal Strip |
HRXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
717 |
| CME |
January 2012 Houston December Heating Seasonal Strip |
HRZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
558.5 |
| CME |
January 2012 Jacksonville HDD |
VFF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
311 |
| CME |
January 2012 Jacksonville October Heating Seasonal Strip |
VFVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
703.5 |
| CME |
January 2012 Jacksonville November Heating Seasonal Strip |
VFXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
644 |
| CME |
January 2012 Jacksonville December Heating Seasonal Strip |
VFZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
515 |
| CME |
January 2012 Kansas City HDD |
HXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
925.5 |
| CME |
January 2012 Kansas City October Heating Seasonal Strip |
HXVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2670.5 |
| CME |
January 2012 Kansas City November Heating Seasonal Strip |
HXXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2416.5 |
| CME |
January 2012 Kansas City December Heating Seasonal Strip |
HXZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1826.5 |
| CME |
January 2012 Las Vegas HDD |
H0F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
445 |
| CME |
January 2012 Las Vegas October Heating Seasonal Strip |
H0VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1370 |
| CME |
January 2012 Las Vegas November Heating Seasonal Strip |
H0XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1337.5 |
| CME |
January 2012 Las Vegas December Heating Seasonal Strip |
H0ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1029 |
| CME |
January 2012 Little Rock HDD |
VGF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
574.5 |
| CME |
January 2012 Little Rock October Heating Seasonal Strip |
VGVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1606 |
| CME |
January 2012 Little Rock November Heating Seasonal Strip |
VGXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1480.5 |
| CME |
January 2012 Little Rock December Heating Seasonal Strip |
VGZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1172.5 |
| CME |
January 2012 Los Angeles HDD |
VHF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
193.5 |
| CME |
January 2012 Los Angeles October Heating Seasonal Strip |
VHVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
697.5 |
| CME |
January 2012 Los Angeles November Heating Seasonal Strip |
VHXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
671.5 |
| CME |
January 2012 Los Angeles December Heating Seasonal Strip |
VHZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
513 |
| CME |
January 2012 Minneapolis International Snowfall |
BVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.6 |
| CME |
January 2012 Minneapolis International November Snowfall Seasonal Strip |
BVXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
14.9 |
| CME |
January 2012 Minneapolis International December Snowfall Seasonal Strip |
BVZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
11.9 |
| CME |
January 2012 Minneapolis HDD |
HQF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1293 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Minneapolis October Heating Seasonal Strip |
HQVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3571 |
| CME |
January 2012 Minneapolis November Heating Seasonal Strip |
HQXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3219.5 |
| CME |
January 2012 Minneapolis December Heating Seasonal Strip |
HQZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2446.5 |
| CME |
January 2012 New York Central Park Snowfall |
SXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 New York Central Park November Snowfall Seasonal Strip |
SXXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 New York Central Park December Snowfall Seasonal Strip |
SXZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 New York LaGuardia Snowfall |
FGF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York LaGuardia November Snowfall Seasonal Strip |
FGXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York LaGuardia December Snowfall Seasonal Strip |
FGZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York HDD |
H4F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
852 |
| CME |
January 2012 New York October Heating Seasonal Strip |
H4VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2143 |
| CME |
January 2012 New York November Heating Seasonal Strip |
H4XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1913.5 |
| CME |
January 2012 New York December Heating Seasonal Strip |
H4ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1525 |
| CME |
January 2012 New York LaGuardia Snowfall Binary |
NNF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York LaGuardia November Snowfall Binary Seasonal Strip |
NNXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York LaGuardia December Snowfall Binary Seasonal Strip |
NNZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3.4 |
| CME |
January 2012 New York Central Snowfall Binary |
YNF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 New York Central November Snowfall Binary Seasonal Strip |
YNXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 New York Central December Snowfall Binary Seasonal Strip |
YNZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
4.3 |
| CME |
January 2012 Osaka CAT Index |
G7F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
174.4 |
| CME |
January 2012 Osaka October Heating Seasonal Strip |
G7VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1485.7 |
| CME |
January 2012 Osaka November Heating Seasonal Strip |
G7XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
881.3 |
| CME |
January 2012 Osaka December Heating Seasonal Strip |
G7ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
426.2 |
| CME |
January 2012 Philadelphia HDD |
H6F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
838.5 |
| CME |
January 2012 Philadelphia October Heating Seasonal Strip |
H6VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2162 |
| CME |
January 2012 Philadelphia November Heating Seasonal Strip |
H6XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1922 |
| CME |
January 2012 Philadelphia December Heating Seasonal Strip |
H6ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1512 |
| CME |
January 2012 Portland HDD |
H7F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
749.5 |
| CME |
January 2012 Portland October Heating Seasonal Strip |
H7VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2450 |
| CME |
January 2012 Portland November Heating Seasonal Strip |
H7XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2155.5 |
| CME |
January 2012 Portland December Heating Seasonal Strip |
H7ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1553 |
| CME |
January 2012 Raleigh Durham HDD |
VKF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
599 |
| CME |
January 2012 Raleigh Durham October Heating Seasonal Strip |
VKVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1642.5 |
| CME |
January 2012 Raleigh Durham November Heating Seasonal Strip |
VKXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1437 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Raleigh Durham December Heating Seasonal Strip |
VKZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1111.5 |
| CME |
January 2012 Sacramento HDD |
HSF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
534.5 |
| CME |
January 2012 Sacramento October Heating Seasonal Strip |
HSVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1607.5 |
| CME |
January 2012 Sacramento November Heating Seasonal Strip |
HSXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1541.5 |
| CME |
January 2012 Sacramento December Heating Seasonal Strip |
HSZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1135 |
| CME |
January 2012 Salt Lake City HDD |
HAF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
986.5 |
| CME |
January 2012 Salt Lake City October Heating Seasonal Strip |
HAVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
3209.5 |
| CME |
January 2012 Salt Lake City November Heating Seasonal Strip |
HAXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2861.5 |
| CME |
January 2012 Salt Lake City December Heating Seasonal Strip |
HAZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
2091 |
| CME |
January 2012 Tokyo CAT Index |
G6F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
148.7 |
| CME |
January 2012 Tokyo October Heating Seasonal Strip |
G6VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1430.9 |
| CME |
January 2012 Tokyo November Heating Seasonal Strip |
G6XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
826.6 |
| CME |
January 2012 Tokyo December Heating Seasonal Strip |
G6ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
380.5 |
| CME |
January 2012 Tucson HDD |
H8F2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
294.5 |
| CME |
January 2012 Tucson October Heating Seasonal Strip |
H8VF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
988 |
| CME |
January 2012 Tucson November Heating Seasonal Strip |
H8XF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
974 |
| CME |
January 2012 Tucson December Heating Seasonal Strip |
H8ZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
793.5 |
| CME |
January 2012 Washington Reagan HDD |
VUF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
752 |
| CME |
January 2012 Washington Reagan October Heating Seasonal Strip |
VUVF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1966.5 |
| CME |
January 2012 Washington Reagan November Heating Seasonal Strip |
VUXF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1748 |
| CME |
January 2012 Washington Reagan December Heating Seasonal Strip |
VUZF2 |
2/2/2012 |
2/2/2012 |
2/3/2012 |
1371 |
| CME |
January 2012 Cash-Settled Butter |
CBF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
1.59 |
| CME |
January 2012 Cash-Settled Cheese |
CSCF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
1.6097 |
| CME |
January 2012 Class III Milk |
DAF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
17.05 |
| CME |
January 2012 Class IV Milk |
DKF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
16.56 |
| CME |
January 2012 Dry Whey |
DYF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
0.6876 |
| CME |
January 2012 Mid-Sized Milk |
JQF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
17.05 |
| CME |
January 2012 Nonfat Dry Milk |
NFF2 |
2/2/2012 |
2/3/2012 |
2/6/2012 |
1.3942 |
| CME |
February 2012 EUR/USD 1-month Realized Volatility |
16EG2 |
2/3/2012 |
2/3/2012 |
2/6/2012 |
9.66 |
| CME |
January 2012 Amsterdam HDD |
D2F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
410.1 |
| CME |
January 2012 Amsterdam October Heating Seasonal Strip |
D2VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1265.15 |
| CME |
January 2012 Amsterdam November Heating Seasonal Strip |
D2XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1077.95 |
| CME |
January 2012 Amsterdam December Heating Seasonal Strip |
D2ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
772.4 |
| CME |
January 2012 Amsterdam Frost Day |
FZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
3 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
February 2012 Weekly Atlanta Average Temperature |
WH1G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
53.7 |
| CME |
February 2012 Weekly Baltimore Average Temperature |
WHVG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
46.8 |
| CME |
January 2012 Bankstown CDD |
6TF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
143.45 |
| CME |
January 2012 Bankstown October Cooling Seasonal Strip |
6TVF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
345.95 |
| CME |
January 2012 Bankstown November Cooling Seasonal Strip |
6TXF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
314.95 |
| CME |
January 2012 Bankstown December Cooling Seasonal Strip |
6TZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
198.1 |
| CME |
January 2012 Barcelona HDD |
D8F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
262.55 |
| CME |
January 2012 Barcelona October Heating Seasonal Strip |
D8VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
569.45 |
| CME |
January 2012 Barcelona November Heating Seasonal Strip |
D8XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
556.8 |
| CME |
January 2012 Barcelona December Heating Seasonal Strip |
D8ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
475.25 |
| CME |
January 2012 Berlin HDD |
D3F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
491 |
| CME |
January 2012 Berlin October Heating Seasonal Strip |
D3VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1505.3 |
| CME |
January 2012 Berlin November Heating Seasonal Strip |
D3XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1282.35 |
| CME |
January 2012 Berlin December Heating Seasonal Strip |
D3ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
898.35 |
| CME |
February 2012 Weekly Boston Average Temperature |
WHWG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
38.2 |
| CME |
January 2012 Brisbane CDD |
7TF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
191.4 |
| CME |
January 2012 Brisbane October Cooling Seasonal Strip |
7TVF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
562.5 |
| CME |
January 2012 Brisbane November Cooling Seasonal Strip |
7TXF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
494.5 |
| CME |
January 2012 Brisbane December Cooling Seasonal Strip |
7TZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
325.6 |
| CME |
January 2012 Calgary HDD |
A2F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
729.15 |
| CME |
January 2012 Calgary October Heating Seasonal Strip |
A2VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2301.35 |
| CME |
January 2012 Calgary November Heating Seasonal Strip |
A2XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1935.75 |
| CME |
January 2012 Calgary December Heating Seasonal Strip |
A2ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1335.8 |
| CME |
February 2012 Weekly Chicago Average Temperature |
WH2G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
40.1 |
| CME |
February 2012 Weekly Cincinnati Average Temperature |
WH3G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
46.9 |
| CME |
February 2012 Weekly Colorado Springs Average Temperature |
WV3G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
36.5 |
| CME |
February 2012 Weekly Dallas/Fort Worth Average Temperature |
WH5G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
61.3 |
| CME |
February 2012 Weekly Des Moines Average Temperature |
WH9G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
44.4 |
| CME |
February 2012 Weekly Detroit Average Temperature |
WHKG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
36.4 |
| CME |
January 2012 Edmonton HDD |
A4F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
847.15 |
| CME |
January 2012 Edmonton October Heating Seasonal Strip |
A4VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2737 |
| CME |
January 2012 Edmonton November Heating Seasonal Strip |
A4XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2304.85 |
| CME |
January 2012 Edmonton December Heating Seasonal Strip |
A4ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1576.8 |
| CME |
January 2012 Essen HDD |
D4F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
434.85 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Essen October Heating Seasonal Strip |
D4VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1325.15 |
| CME |
January 2012 Essen November Heating Seasonal Strip |
D4XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1122.95 |
| CME |
January 2012 Essen December Heating Seasonal Strip |
D4ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
829.15 |
| CME |
February 2012 Weekly Houston Average Temperature |
WHHG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
66.8 |
| CME |
February 2012 Weekly Jacksonville Average Temperature |
WVFG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
57.9 |
| CME |
February 2012 Weekly Kansas City Average Temperature |
WKXG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
49.6 |
| CME |
February 2012 Weekly Las Vegas Average Temperature |
WH0G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
53.7 |
| CME |
February 2012 Weekly Little Rock Average Temperature |
WVGG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
56.7 |
| CME |
January 2012 London HDD |
D0F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
353.6 |
| CME |
January 2012 London October Heating Seasonal Strip |
D0VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1055.3 |
| CME |
January 2012 London November Heating Seasonal Strip |
D0XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
926.25 |
| CME |
January 2012 London December Heating Seasonal Strip |
D0ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
699.7 |
| CME |
February 2012 Weekly Los Angeles Average Temperature |
WVHG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
58.0 |
| CME |
January 2012 Madrid HDD |
DQF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
389.8 |
| CME |
January 2012 Madrid October Heating Seasonal Strip |
DQVF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1039.85 |
| CME |
January 2012 Madrid November Heating Seasonal Strip |
DQXF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
971.2 |
| CME |
January 2012 Madrid December Heating Seasonal Strip |
DQZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
757.9 |
| CME |
January 2012 Melbourne CDD |
8TF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
140.6 |
| CME |
January 2012 Melbourne October Cooling Seasonal Strip |
8TVF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
297.65 |
| CME |
January 2012 Melbourne November Cooling Seasonal Strip |
8TXF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
276.5 |
| CME |
January 2012 Melbourne December Cooling Seasonal Strip |
8TZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
220.3 |
| CME |
February 2012 Weekly Minneapolis Average Temperature |
WHQG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
32.1 |
| CME |
January 2012 Montreal HDD |
A5F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
787.45 |
| CME |
January 2012 Montreal October Heating Seasonal Strip |
A5VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2059.1 |
| CME |
January 2012 Montreal November Heating Seasonal Strip |
A5XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1806.65 |
| CME |
January 2012 Montreal December Heating Seasonal Strip |
A5ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1424.3 |
| CME |
February 2012 Weekly New York Average Temperature |
WH4G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
44.6 |
| CME |
January 2012 Oslo-Blindern HDD |
D6F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
629.65 |
| CME |
January 2012 Oslo-Blindern October Heating Seasonal Strip |
D6VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1883.65 |
| CME |
January 2012 Oslo-Blindern November Heating Seasonal Strip |
D6XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1566.3 |
| CME |
January 2012 Oslo-Blindern December Heating Seasonal Strip |
D6ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1168.1 |
| CME |
January 2012 Paris HDD |
D1F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
365.4 |
| CME |
January 2012 Paris October Heating Seasonal Strip |
D1VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1110.15 |
| CME |
January 2012 Paris November Heating Seasonal Strip |
D1XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
958.5 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
January 2012 Paris December Heating Seasonal Strip |
D1ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
705.7 |
| CME |
February 2012 Weekly Philadelphia Average Temperature |
WH6G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
45.4 |
| CME |
February 2012 Weekly Portland Average Temperature |
WH7G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
45.9 |
| CME |
January 2012 Prague HDD |
D7F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
525.25 |
| CME |
January 2012 Prague October Heating Seasonal Strip |
D7VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1718.9 |
| CME |
January 2012 Prague November Heating Seasonal Strip |
D7XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1441.25 |
| CME |
January 2012 Prague December Heating Seasonal Strip |
D7ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
988.9 |
| CME |
February 2012 Weekly Raleigh Durham Average Temperature |
WVKG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
51.9 |
| CME |
January 2012 Rome HDD |
D9F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
321 |
| CME |
January 2012 Rome October Heating Seasonal Strip |
D9VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
795.6 |
| CME |
January 2012 Rome November Heating Seasonal Strip |
D9XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
736.6 |
| CME |
January 2012 Rome December Heating Seasonal Strip |
D9ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
571.8 |
| CME |
February 2012 Weekly Sacramento Average Temperature |
WKSG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
51.5 |
| CME |
February 2012 Weekly Salt Lake City Average Temperature |
WHAG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
35.4 |
| CME |
January 2012 Stockholm HDD |
D5F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
588.55 |
| CME |
January 2012 Stockholm October Heating Seasonal Strip |
D5VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1715.2 |
| CME |
January 2012 Stockholm November Heating Seasonal Strip |
D5XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1423.9 |
| CME |
January 2012 Stockholm December Heating Seasonal Strip |
D5ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1066.6 |
| CME |
January 2012 Toronto HDD |
A7F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
611.15 |
| CME |
January 2012 Toronto October Heating Seasonal Strip |
A7VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1724.1 |
| CME |
January 2012 Toronto November Heating Seasonal Strip |
A7XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1488 |
| CME |
January 2012 Toronto December Heating Seasonal Strip |
A7ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1145.35 |
| CME |
February 2012 Weekly Tucson Average Temperature |
WH8G2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
55.5 |
| CME |
January 2012 Vancouver HDD |
A8F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
447.15 |
| CME |
January 2012 Vancouver October Heating Seasonal Strip |
A8VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1526.4 |
| CME |
January 2012 Vancouver November Heating Seasonal Strip |
A8XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1274.65 |
| CME |
January 2012 Vancouver December Heating Seasonal Strip |
A8ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
888.55 |
| CME |
February 2012 Weekly Washington Reagan Average Temperature |
WVUG2W1 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
49.6 |
| CME |
January 2012 Winnipeg HDD |
A9F2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
891.3 |
| CME |
January 2012 Winnipeg October Heating Seasonal Strip |
A9VF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2610.95 |
| CME |
January 2012 Winnipeg November Heating Seasonal Strip |
A9XF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
2298.8 |
| CME |
January 2012 Winnipeg December Heating Seasonal Strip |
A9ZF2 |
2/6/2012 |
2/6/2012 |
2/7/2012 |
1698 |
| CBT |
February 2012 10-yr OTR Treasury Futures |
TENG2 |
2/8/2012 |
2/8/2012 |
2/9/2012 |
118-6/32 |
| CME |
February 2012 Nikkei 225 (Yen) |
N1G2 |
2/9/2012 |
2/10/2012 |
2/13/2012 |
9011.16 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
February 2012 Three-Month Euribor |
EBG2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
98.943 |
| CME |
February 2012 Eurodollar |
EDG2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
99.4974 |
| CME |
February 2012 E-mini Eurodollar |
EEDG2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
99.4974 |
| CME |
February 2012 1-month Eurodollar |
EMG2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
99.7515 |
| CME |
February 2012 13-week T-bill |
TBG2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
99.905 |
| CME |
February 2012 Weekly Atlanta Average Temperature |
WH1G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
47.8 |
| CME |
February 2012 Weekly Baltimore Average Temperature |
WHVG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
38.6 |
| CME |
February 2012 Weekly Boston Average Temperature |
WHWG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
37.1 |
| CME |
February 2012 Weekly Chicago Average Temperature |
WH2G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
29.7 |
| CME |
February 2012 Weekly Cincinnati Average Temperature |
WH3G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
33.1 |
| CME |
February 2012 Weekly Colorado Springs Average Temperature |
WV3G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
27.8 |
| CME |
February 2012 Weekly Dallas/Fort Worth Average Temperature |
WH5G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
46.1 |
| CME |
February 2012 Weekly Des Moines Average Temperature |
WH9G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
24.4 |
| CME |
February 2012 Weekly Detroit Average Temperature |
WHKG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
31.4 |
| CME |
February 2012 Weekly Houston Average Temperature |
WHHG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
53.9 |
| CME |
February 2012 Weekly Jacksonville Average Temperature |
WVFG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
59.2 |
| CME |
February 2012 Weekly Kansas City Average Temperature |
WKXG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
32.8 |
| CME |
February 2012 Weekly Las Vegas Average Temperature |
WH0G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
55.4 |
| CME |
February 2012 Weekly Little Rock Average Temperature |
WVGG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
44.1 |
| CME |
February 2012 Weekly Los Angeles Average Temperature |
WVHG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
61.4 |
| CME |
February 2012 Weekly Minneapolis Average Temperature |
WHQG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
25.2 |
| CME |
February 2012 Weekly New York Average Temperature |
WH4G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
40.6 |
| CME |
February 2012 Weekly Philadelphia Average Temperature |
WH6G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
38.1 |
| CME |
February 2012 Weekly Portland Average Temperature |
WH7G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
44.0 |
| CME |
February 2012 Weekly Raleigh Durham Average Temperature |
WVKG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
40.7 |
| CME |
February 2012 Weekly Sacramento Average Temperature |
WKSG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
53.1 |
| CME |
February 2012 Weekly Salt Lake City Average Temperature |
WHAG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
38.3 |
| CME |
February 2012 Weekly Tucson Average Temperature |
WH8G2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
57.8 |
| CME |
February 2012 Weekly Washington Reagan Average Temperature |
WVUG2W2 |
2/13/2012 |
2/13/2012 |
2/14/2012 |
41.8 |
| CME |
February 2012 RMB/USD |
RMBG2 |
2/13/2012 |
2/14/2012 |
2/15/2012 |
0.158864 |
| CME |
February 2012 RMB/EUR |
RMEG2 |
2/13/2012 |
2/14/2012 |
2/15/2012 |
0.120703 |
| CME |
February 2012 RMB/JPY |
RMYG2 |
2/13/2012 |
2/14/2012 |
2/15/2012 |
12.3207 |
| CME |
February 2012 USD/RMB Futures with USD Banking |
CNYG2 |
2/14/2012 |
2/14/2012 |
2/15/2012 |
6.2947 |
| CME |
February 2012 E-Micro USD/RMB Futures with USD Banking |
MNYG2 |
2/14/2012 |
2/14/2012 |
2/15/2012 |
6.2947 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
April 2012 CME U.S. Dollar Cash-Settled Crude Palm Oil |
CPOJ2 |
2/15/2012 |
2/15/2012 |
2/16/2012 |
1047.00 |
| CME |
February 2012 S&P-GSCI |
GIG2 |
2/15/2012 |
2/15/2012 |
2/16/2012 |
680.30 |
| CME |
February 2012 RUB/USD |
RUG2 |
2/15/2012 |
2/15/2012 |
2/16/2012 |
.033380 |
| CME |
February 2012 Lean Hogs |
LNG2 |
2/14/2012 |
2/16/2012 |
2/17/2012 |
87.19 |
| CBT |
February 2012 2yr OTR Future |
TWOG2 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
107-12.25/32nds |
| CME |
February 2012 Weekly Atlanta Average Temperature |
WH1G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
48.7 |
| CME |
February 2012 Weekly Baltimore Average Temperature |
WHVG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
41.3 |
| CME |
February 2012 Weekly Boston Average Temperature |
WHWG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
37.8 |
| CME |
February 2012 Weekly Chicago Average Temperature |
WH2G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
34.7 |
| CME |
February 2012 Weekly Cincinnati Average Temperature |
WH3G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
36.5 |
| CME |
February 2012 Weekly Colorado Springs Average Temperature |
WV3G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
34.0 |
| CME |
February 2012 Weekly Dallas/Fort Worth Average Temperature |
WH5G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
52.7 |
| CME |
February 2012 Weekly Des Moines Average Temperature |
WH9G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
34.8 |
| CME |
February 2012 Weekly Detroit Average Temperature |
WHKG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
33.0 |
| CME |
February 2012 Weekly Houston Average Temperature |
WHHG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
59.2 |
| CME |
February 2012 Weekly Jacksonville Average Temperature |
WVFG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
56.8 |
| CME |
February 2012 Weekly Kansas City Average Temperature |
WKXG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
37.3 |
| CME |
February 2012 Weekly Las Vegas Average Temperature |
WH0G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
50.3 |
| CME |
February 2012 Weekly Little Rock Average Temperature |
WVGG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
44.5 |
| CME |
February 2012 Weekly Los Angeles Average Temperature |
WVHG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
54.4 |
| CME |
February 2012 Weekly Minneapolis Average Temperature |
WHQG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
29.5 |
| CME |
February 2012 Weekly New York Average Temperature |
WH4G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
41.4 |
| CME |
February 2012 Weekly Philadelphia Average Temperature |
WH6G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
40.2 |
| CME |
February 2012 Weekly Portland Average Temperature |
WH7G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
42.3 |
| CME |
February 2012 Weekly Raleigh Durham Average Temperature |
WVKG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
48.3 |
| CME |
February 2012 Weekly Sacramento Average Temperature |
WKSG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
48.6 |
| CME |
February 2012 Weekly Salt Lake City Average Temperature |
WHAG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
37.8 |
| CME |
February 2012 Weekly Tucson Average Temperature |
WH8G2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
50.6 |
| CME |
February 2012 Weekly Washington Reagan Average Temperature |
WVUG2W3 |
2/21/2012 |
2/21/2012 |
2/22/2012 |
44.3 |
| CBT |
February 2012 5yr OTR Future |
FIVG2 |
2/22/2012 |
2/22/2012 |
2/23/2012 |
115-6.25/32nds |
| CME |
February 2012 E-mini S&P CNX Nifty (Nifty 50) |
EMFG2 |
2/23/2012 |
2/23/2012 |
2/24/2012 |
5483.3 |
| CME |
February 2012 E-micro S&P CNX Nifty Index |
IIG2 |
2/23/2012 |
2/23/2012 |
2/24/2012 |
5483.3 |
| CBT |
February 2012 DAP FOB Tampa Fertilizer Swap |
DFTG2 |
2/23/2012 |
2/24/2012 |
2/28/2012 |
517.63 |
| CBT |
February 2012 Urea FOB US Gulf Coast Fertilizer Swap |
UFNG2 |
2/23/2012 |
2/24/2012 |
2/28/2012 |
414.38 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CBT |
February 2012 UAN FOB NOLA Fertilizer Swap |
UFUG2 |
2/23/2012 |
2/24/2012 |
2/28/2012 |
254.43 |
| CBT |
February 2012 FOB NOLA Fertilizer Swap |
DFLG2 |
2/23/2012 |
2/27/2012 |
2/28/2012 |
438.38 |
| CME |
February 2012 Weekly Atlanta Average Temperature |
WH1G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
56.1 |
| CME |
February 2012 Weekly Baltimore Average Temperature |
WHVG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
45.9 |
| CME |
February 2012 Weekly Boston Average Temperature |
WHWG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
40.8 |
| CME |
February 2012 Weekly Chicago Average Temperature |
WH2G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
34.4 |
| CME |
February 2012 Weekly Cincinnati Average Temperature |
WH3G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
41.1 |
| CME |
February 2012 Weekly Colorado Springs Average Temperature |
WV3G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
36.9 |
| CME |
February 2012 Weekly Dallas/Fort Worth Average Temperature |
WH5G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
58.1 |
| CME |
February 2012 Weekly Des Moines Average Temperature |
WH9G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
37.9 |
| CME |
February 2012 Weekly Detroit Average Temperature |
WHKG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
33.8 |
| CME |
February 2012 Weekly Houston Average Temperature |
WHHG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
66.2 |
| CME |
February 2012 Weekly Jacksonville Average Temperature |
WVFG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
62.7 |
| CME |
February 2012 Weekly Kansas City Average Temperature |
WKXG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
43.4 |
| CME |
February 2012 Weekly Las Vegas Average Temperature |
WH0G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
55.5 |
| CME |
February 2012 Weekly Little Rock Average Temperature |
WVGG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
54.4 |
| CME |
February 2012 Weekly Los Angeles Average Temperature |
WVHG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
60.7 |
| CME |
February 2012 Weekly Minneapolis Average Temperature |
WHQG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
30.4 |
| CME |
February 2012 Weekly New York Average Temperature |
WH4G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
44.5 |
| CME |
February 2012 Weekly Philadelphia Average Temperature |
WH6G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
45.8 |
| CME |
February 2012 Weekly Portland Average Temperature |
WH7G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
46.8 |
| CME |
February 2012 Weekly Raleigh Durham Average Temperature |
WVKG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
52.3 |
| CME |
February 2012 Weekly Sacramento Average Temperature |
WKSG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
56.0 |
| CME |
February 2012 Weekly Salt Lake City Average Temperature |
WHAG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
38.7 |
| CME |
February 2012 Weekly Tucson Average Temperature |
WH8G2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
57.8 |
| CME |
February 2012 Weekly Washington Reagan Average Temperature |
WVUG2W4 |
2/27/2012 |
2/27/2012 |
2/28/2012 |
48.9 |
| CME |
February 2012 Housing Composite Index |
CUSG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
149.89 |
| CME |
February 2012 Boston S&P/Case-Shiller Home Price Index |
BOSG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
148.54 |
| CME |
February 2012 Chicago S&P/Case-Shiller Home Price Index |
CHIG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
110.23 |
| CME |
February 2012 Denver S&P/Case-Shiller Home Price Index |
DENG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
123.62 |
| CME |
February 2012 Las Vegas S&P/Case-Shiller Home Price Index |
LAVG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
90.71 |
| CME |
February 2012 Los Angeles S&P/Case-Shiller Home Price Index |
LAXG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
162.11 |
| CME |
February 2012 Miami S&P/Case-Shiller Home Price Index |
MIAG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
137.70 |
| CME |
February 2012 New York Commuter S&P/Case-Shiller Home Price Index |
NYMG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
163.11 |
| Exchange | Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| CME |
February 2012 San Diego S&P/Case-Shiller Home Price Index |
SDGG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
150.42 |
| CME |
February 2012 San Francisco S&P/Case-Shiller Home Price Index |
SFRG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
128.72 |
| CME |
February 2012 Washington D.C. S&P/Case-Shiller Home Price Index |
WDCG2 |
2/27/2012 |
2/28/2012 |
2/29/2012 |
179.89 |
| CME |
February 2012 Softwood Pulp Index |
WPG2 |
2/28/2012 |
2/28/2012 |
2/29/2012 |
828.85 |
| CME |
February 2012 Eurozone HICP |
HCG2 |
2/28/2012 |
2/29/2012 |
3/1/2012 |
97.4117 |
| CBT |
February 2012 Cleared OTC Ethanol Calendar Swaps |
71G2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
2.2135 |
| CBT |
February 2012 DJ-UBS CI ER 2 Month Forward Index Swaps |
DG2G2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
3:00 PM |
| CBT |
February 2012 DJ-UBS CI ER 3 Month Forward Index Swaps |
DG3G2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
3:00 PM |
| CBT |
February 2012 Cleared OTC Dow Jones-UBS Commodity Index Swap |
DGSG2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
12:00 pm |
| CME |
February 2012 S&P GSCI-ER 2 Month Forward Index Swaps |
SE2G2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
3:00 PM |
| CME |
February 2012 S&P GSCI-ER 3 Month Forward Index Swap |
SE3G2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
3:00 PM |
| CME |
February 2012 S&P GSCI Excess Return Index Swap |
SESG2 |
2/29/2012 |
2/29/2012 |
3/1/2012 |
3:30 PM |