| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| November 2006 CME Berlin HDD |
D3X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
301.30 |
| November 2006 CME Boston October Heating Seasonal Strip |
HWVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
814.0 |
| November 2006 CME Boston HDD |
HWX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
477.0 |
| November 2006 CME Boston October Snowfall Seasonal Strip |
SBVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
0.00 |
| November 2006 CME Boston Snowfall |
SBX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
0.00 |
| November 2006 CME Calgary October Heating Seasonal Strip |
A2VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1181.45 |
| November 2006 CME Calgary HDD |
A2X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
731.05 |
| November 2006 CME Chicago October Heating Seasonal Strip |
H2VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1170.5 |
| November 2006 CME Chicago HDD |
H2X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
665.0 |
| November 2006 CME Cincinnati October Heating Seasonal Strip |
H3VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
955.5 |
| November 2006 CME Cincinnati HDD |
H3X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
564.5 |
| November 2006 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
314.0 |
| November 2006 CME Dallas/Fort Worth HDD |
H5X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
248.5 |
| November 2006 CME Des Moines October Heating Seasonal Strip |
H9VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1181.0 |
| November 2006 CME Des Moines HDD |
H9X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
690.5 |
| November 2006 CME Detroit October Heating Seasonal Strip |
HKVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1151.0 |
| November 2006 CME Detroit HDD |
HKX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
673.5 |
| November 2006 CME Edmonton October Heating Seasonal Strip |
A4VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1361.55 |
| November 2006 CME Edmonton HDD |
A4X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
876.00 |
| November 2006 CME Essen October Heating Seasonal Strip |
D4VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
418.15 |
| November 2006 CME Essen HDD |
D4X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
285.45 |
| November 2006 CME Houston October Heating Seasonal Strip |
HRVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
154.00 |
| November 2006 CME Houston HDD |
HRX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
137.5 |
| November 2006 CME Kansas City October Heating Seasonal Strip |
HXVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
886.5 |
| November 2006 CME Kansas City HDD |
HXX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
557.0 |
| November 2006 CME Las Vegas October Heating Seasonal Strip |
H0VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
240.0 |
| November 2006 CME Las Vegas HDD |
H0X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
211.0 |
| November 2006 CME London October Heating Seasonal Strip |
D0VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
375.15 |
| November 2006 CME London HDD |
D0X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
268.30 |
| November 2006 CME Madrid October Heating Seasonal Strip |
DQVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
206.15 |
| November 2006 CME Madrid HDD |
DQX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
166.10 |
| November 2006 CME Minneapolis October Heating Seasonal Strip |
HQVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1448.5 |
| November 2006 CME Minneapolis HDD |
HQX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
846.5 |
| November 2006 CME Montreal October Heating Seasonal Strip |
A5VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
721.00 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| November 2006 CME Montreal HDD |
A5X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
407.50 |
| November 2006 CME New York October Heating Seasonal Strip |
H4VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
564.0 |
| November 2006 CME New York HDD |
H4X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
347.5 |
| November 2006 CME New York October Snowfall Seasonal Strip |
SXVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
0.0 |
| November 2006 CME New York Snowfall |
SXX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
0.0 |
| November 2006 CME Osaka CAT |
G7X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
14.80 |
| November 2006 CME Paris October Heating Seasonal Strip |
D1VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
357.50 |
| November 2006 CME Paris HDD |
D1X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
265.65 |
| November 2006 CME Philadelphia October Heating Seasonal Strip |
H6VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
701.50 |
| November 2006 CME Philadelphia HDD |
H6X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
412.5 |
| November 2006 CME Portland October Heating Seasonal Strip |
H7VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
868.5 |
| November 2006 CME Portland HDD |
H7X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
529.0 |
| November 2006 CME Rome October Heating Seasonal Strip |
D9VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
199.60 |
| November 2006 CME Rome HDD |
D9X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
178.90 |
| November 2006 CME Sacramento October Heating Seasonal Strip |
HSVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
483.0 |
| November 2006 CME Sacramento HDD |
HSX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
346.5 |
| November 2006 CME Salt Lake City October Heating Seasonal Strip |
HAVX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1178.0 |
| November 2006 CME Salt Lake City HDD |
HAX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
720.5 |
| November 2006 CME Stockholm October Heating Seasonal Strip |
D5VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
660.15 |
| November 2006 CME Stockholm HDD |
D5X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
397.85 |
| November 2006 CME Tokyo CAT |
G6X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
14.39 |
| November 2006 CME Toronto October Heating Seasonal Strip |
A7VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
672.15 |
| November 2006 CME Toronto HDD |
A7X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
383.00 |
| November 2006 CME Tucson October Heating Seasonal Strip |
H8VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
120.5 |
| November 2006 CME Tucson HDD |
H8X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
100.0 |
| November 2006 CME Vancouver October Heating Seasonal Strip |
A8VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
616.05 |
| November 2006 CME Vancouver HDD |
A8X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
368.35 |
| November 2006 CME Winnipeg October Heating Seasonal Strip |
A9VX6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
1125.45 |
| November 2006 CME Winnipeg HDD |
A9X6 |
12/4/2006 |
12/4/2006 |
12/5/2006 |
676.40 |
| December 7 2006 CME Eurodollar SUBS |
EDDZ607 |
12/5/2006 |
12/5/2006 |
12/6/2006 |
94.6500 |
| December 8 2006 CME Eurodollar SUBS |
EDDZ608 |
12/6/2006 |
12/6/2006 |
12/7/2006 |
94.6500 |
| November 2006 CME Amsterdam Frost Day |
FZX6 |
12/6/2006 |
12/6/2006 |
12/7/2006 |
0.00 |
| December 11 2006 CME Eurodollar SUBS |
EDDZ611 |
12/7/2006 |
12/7/2006 |
12/8/2006 |
94.6469 |
| December 12 2006 CME Eurodollar SUBS |
EDDZ612 |
12/8/2006 |
12/8/2006 |
12/11/2006 |
94.6444 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| December 2006 CME Yen Denominated Nikkei Stock Average |
N1Z6 |
12/7/2006 |
12/8/2006 |
12/11/2006 |
16291.56 |
| December 2006 CME Nikkei 225 |
NKZ6 |
12/7/2006 |
12/8/2006 |
12/11/2006 |
16291.56 |
| December 13 2006 CME Eurodollar SUBS |
EDDZ613 |
12/11/2006 |
12/11/2006 |
12/12/2006 |
94.6400 |
| December 2006 CME Japanese Government Bond |
JBZ6 |
12/8/2006 |
12/11/2006 |
12/12/2006 |
134.59 |
| December 14 2006 CME Eurodollar SUBS |
EDDZ614 |
12/12/2006 |
12/12/2006 |
12/13/2006 |
94.6444 |
| December 15 2006 CME Eurodollar SUBS |
EDDZ615 |
12/13/2006 |
12/13/2006 |
12/14/2006 |
94.6400 |
| December 18 2006 CME Eurodollar SUBS |
EDDZ618 |
12/14/2006 |
12/14/2006 |
12/15/2006 |
94.6400 |
| December 2006 CME NASDAQ Biotechnology Stock Index Futures |
BQZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
819.92 |
| December 2006 CME CPI |
CUZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
104.7082 |
| December 2006 CME E-mini Bundle |
E5BZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
95.0925 |
| December 19 2006 CME Eurodollar SUBS |
EDDZ619 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
94.6350 |
| December 2006 CME E-mini MSCI EAFE |
EFEZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
2060.37 |
| December 2006 CME S&P SmallCap 600 |
EPZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
405.05 |
| December 2006 CME E-mini Russell 2000 |
ERZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
796.08 |
| December 2006 CME E-mini S&P 500 |
ESZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
1428.74 |
| December 2006 CME S&P 500 Financial SPCTR |
FSZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
492.71 |
| December 2006 CME GSCI |
GIZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
449.40 |
| December 2006 CME Eurozone Harmonized Index of Consumer Prices |
HCZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
98.1325 |
| December 2006 CME S&P MidCap 400 |
MDZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
819.92 |
| December 2006 CME E-mini S&P MidCap 400 |
MEZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
819.92 |
| December 2006 CME NASDAQ-100 |
NDZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
1810.66 |
| December 2006 CME E-mini NASDAQ-100 |
NQZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
1810.66 |
| December 2006 CME E-mini S&P Asia 50 |
PAZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
2820.70 |
| December 2006 CME E-mini NASDAQ Composite Index |
QNZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
2461.82 |
| December 2006 CME Russell 2000 |
RLZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
796.08 |
| December 2006 CME E-mini Russell 1000 |
RSZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
776.30 |
| December 2006 CME Russian Ruble |
RUZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
0.037968 |
| December 2006 CME S&P 500/Citigroup Growth Index |
SGZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
660.53 |
| December 2006 CME S&P 500 |
SPZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
1428.74 |
| December 2006 CME S&P 500/Citigroup Value Index |
SUZ6 |
12/14/2006 |
12/15/2006 |
12/18/2006 |
766.35 |
| December 2006 CME S&P Tech-Comm SPCTR |
TSZ6 |
12/15/2006 |
12/15/2006 |
12/18/2006 |
267.80 |
| December 2006 CME Eurodollar |
EDZ6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
94.6350 |
| December 2006 CME E-mini Eurodollar |
EEDZ6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
94.6350 |
| December 2006 CME Euroyen-LIBOR |
ELZ6 |
12/15/2006 |
12/18/2006 |
12/19/2006 |
99.442 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| December 2006 CME LIBOR |
EMZ6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
94.6500 |
| December 2006 CME Euroyen |
EYZ6 |
12/15/2006 |
12/18/2006 |
12/19/2006 |
99.456 |
| December 2006 CME Korean Won |
KRWZ6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
0.0010823 |
| December 2006 CME Lean Hogs |
LNZ6 |
12/14/2006 |
12/18/2006 |
12/19/2006 |
61.10 |
| December 2006 CME 10-year Swap Rate |
S0Z6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
94.923 |
| December 2006 CME 2-year Swap Rate |
S2Z6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
94.925 |
| December 2006 CME 5-year Swap Rate |
S5Z6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
95.015 |
| December 2006 CME 13 Week US T-Bill |
TBZ6 |
12/18/2006 |
12/18/2006 |
12/19/2006 |
95.17 |
| December 21 2006 CME Eurodollar SUBS |
EDDZ621 |
12/19/2006 |
12/19/2006 |
12/20/2006 |
94.6350 |
| December 2006 CME Chinese Renminbi |
RMBZ6 |
12/18/2006 |
12/19/2006 |
12/20/2006 |
0.127763 |
| December 2006 CME Chinese Renminbi/Euro Cross Rate |
RMEZ6 |
12/18/2006 |
12/19/2006 |
12/19/2006 |
0.097509 |
| December 2006 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYZ6 |
12/18/2006 |
12/19/2006 |
12/19/2006 |
15.0798 |
| December 22 2006 CME Eurodollar SUBS |
EDDZ622 |
12/20/2006 |
12/20/2006 |
12/21/2006 |
94.6350 |
| December 27 2006 CME Eurodollar SUBS |
EDDZ627 |
12/21/2006 |
12/21/2006 |
12/22/2006 |
94.6375 |
| December 28 2006 CME Eurodollar SUBS |
EDDZ628 |
12/22/2006 |
12/22/2006 |
12/25/2006 |
94.6375 |
| December 29 2006 CME Eurodollar SUBS |
EDDZ629 |
12/27/2006 |
12/27/2006 |
12/28/2006 |
94.6362 |
| January 2 2007 CME Eurodollar SUBS |
EDDF702 |
12/28/2006 |
12/28/2006 |
12/29/2006 |
94.6400 |
| January 3 2007 CME Eurodollar SUBS |
EDDF703 |
12/29/2006 |
12/29/2006 |
1/3/2007 |
94.6400 |
| December 2006 CME EOM S&P 500 Fixing Price |
EVZ6 |
12/29/2006 |
12/29/2006 |
1/3/2007 |
1426.99 |
| December 2006 CME EOM E-mini S&P 500 Fixing Price |
EWZ6 |
12/29/2006 |
12/29/2006 |
1/3/2007 |
1426.99 |
| January 2007 CME Brazilian Real |
BRF7 |
12/29/2006 |
12/30/2006 |
1/2/2007 |
0.46773 |