| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| December 2006 CME Cincinnati November Heating Seasonal Strip |
H3XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1328.0 |
| December 2006 CME Cincinnati HDD |
H3Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
763.5 |
| December 2006 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
787.0 |
| December 2006 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
721.5 |
| December 2006 CME Dallas/Fort Worth HDD |
H5Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
473.0 |
| December 2006 CME Des Moines October Heating Seasonal Strip |
H9VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
2120.5 |
| December 2006 CME Des Moines November Heating Seasonal Strip |
H9XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1630.0 |
| December 2006 CME Des Moines HDD |
H9Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
939.5 |
| December 2006 CME Detroit October Heating Seasonal Strip |
HKVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
2008.0 |
| December 2006 CME Detroit November Heating Seasonal Strip |
HKXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1530.5 |
| December 2006 CME Detroit HDD |
HKZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
857.0 |
| December 2006 CME Edmonton October Heating Seasonal Strip |
A4VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
2163.85 |
| December 2006 CME Edmonton November Heating Seasonal Strip |
A4XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1678.30 |
| December 2006 CME Edmonton HDD |
A4Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
802.30 |
| December 2006 CME Essen October Heating Seasonal Strip |
D4VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
802.10 |
| December 2006 CME Essen November Heating Seasonal Strip |
D4XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
669.40 |
| December 2006 CME Essen HDD |
D4Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
383.95 |
| December 2006 CME Houston October Heating Seasonal Strip |
HRVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
474.0 |
| December 2006 CME Houston November Heating Seasonal Strip |
HRXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
457.5 |
| December 2006 CME Houston HDD |
HRZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
320.0 |
| December 2006 CME Kansas City October Heating Seasonal Strip |
HXVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1715.0 |
| December 2006 CME Kansas City November Heating Seasonal Strip |
HXXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1385.5 |
| December 2006 CME Kansas City HDD |
HXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
828.5 |
| December 2006 CME Las Vegas October Heating Seasonal Strip |
H0VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
784.0 |
| December 2006 CME Las Vegas November Heating Seasonal Strip |
H0XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
755.0 |
| December 2006 CME Las Vegas HDD |
H0Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
544.0 |
| December 2006 CME London October Heating Seasonal Strip |
D0VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
714.55 |
| December 2006 CME London November Heating Seasonal Strip |
D0XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
605.10 |
| December 2006 CME London HDD |
D0Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
336.80 |
| December 2006 CME Madrid October Heating Seasonal Strip |
DQVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
558.95 |
| December 2006 CME Madrid November Heating Seasonal Strip |
DQXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
518.90 |
| December 2006 CME Madrid HDD |
DQZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
352.80 |
| December 2006 CME Minneapolis October Heating Seasonal Strip |
HQVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
2561.5 |
| December 2006 CME Minneapolis November Heating Seasonal Strip |
HQXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1959.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| December 2006 CME Minneapolis HDD |
HQZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1113.0 |
| December 2006 CME Montreal October Heating Seasonal Strip |
A5VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1321.10 |
| December 2006 CME Montreal November Heating Seasonal Strip |
A5XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1007.60 |
| December 2006 CME Montreal HDD |
A5Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
600.10 |
| December 2006 CME New York October Heating Seasonal Strip |
H4VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1172.0 |
| December 2006 CME New York November Heating Seasonal Strip |
H4XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
955.5 |
| December 2006 CME New York HDD |
H4Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
608.0 |
| December 2006 CME New York October Snowfall Seasonal Strip |
SXVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
0 |
| December 2006 CME New York November Snowfall Seasonal Strip |
SXXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
0 |
| December 2006 CME New York Snowfall |
SXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
0 |
| December 2006 CME Osaka CAT |
G7Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
9.06 |
| December 2006 CME Paris October Heating Seasonal Strip |
D1VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
746.70 |
| December 2006 CME Paris November Heating Seasonal Strip |
D1XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
654.85 |
| December 2006 CME Paris HDD |
D1Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
389.20 |
| December 2006 CME Philadelphia October Heating Seasonal Strip |
H6VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1392.5 |
| December 2006 CME Philadelphia November Heating Seasonal Strip |
H6XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1103.5 |
| December 2006 CME Philadelphia HDD |
H6Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
691.0 |
| December 2006 CME Portland October Heating Seasonal Strip |
H7VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1644.0 |
| December 2006 CME Portland November Heating Seasonal Strip |
H7XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1304.5 |
| December 2006 CME Portland HDD |
H7Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
775.5 |
| December 2006 CME Rome October Heating Seasonal Strip |
D9VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
449.20 |
| December 2006 CME Rome November Heating Seasonal Strip |
D9XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
428.50 |
| December 2006 CME Rome HDD |
D9Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
249.60 |
| December 2006 CME Sacramento October Heating Seasonal Strip |
HSVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1063.5 |
| December 2006 CME Sacramento November Heating Seasonal Strip |
HSXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
927.0 |
| December 2006 CME Sacramento HDD |
HSZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
580.5 |
| December 2006 CME Salt Lake City October Heating Seasonal Strip |
HAVZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
2240.5 |
| December 2006 CME Salt Lake City November Heating Seasonal Strip |
HAXZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1783.0 |
| December 2006 CME Salt Lake City HDD |
HAZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1062.5 |
| December 2006 CME Stockholm October Heating Seasonal Strip |
D5VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1071.75 |
| December 2006 CME Stockholm November Heating Seasonal Strip |
D5XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
809.45 |
| December 2006 CME Stockholm HDD |
D5Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
411.60 |
| December 2006 CME Tokyo CAT |
G6Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
9.49 |
| December 2006 CME Toronto October Heating Seasonal Strip |
A7VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1173.15 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| December 2006 CME Toronto November Heating Seasonal Strip |
A7XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
884.00 |
| December 2006 CME Toronto HDD |
A7Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
501.00 |
| December 2006 CME Tucson October Heating Seasonal Strip |
H8VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
552.0 |
| December 2006 CME Tucson November Heating Seasonal Strip |
H8XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
531.5 |
| December 2006 CME Tucson HDD |
H8Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
431.5 |
| December 2006 CME Vancouver October Heating Seasonal Strip |
A8VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1036.65 |
| December 2006 CME Vancouver November Heating Seasonal Strip |
A8XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
788.95 |
| December 2006 CME Vancouver HDD |
A8Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
420.60 |
| December 2006 CME Winnipeg October Heating Seasonal Strip |
A9VZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1982.90 |
| December 2006 CME Winnipeg November Heating Seasonal Strip |
A9XZ6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
1533.85 |
| December 2006 CME Winnipeg HDD |
A9Z6 |
1/2/2007 |
1/2/2007 |
1/3/2007 |
857.45 |
| January 5 2007 CME Eurodollar SUBS |
EDDF705 |
1/3/2007 |
1/3/2007 |
1/4/2007 |
94.6400 |
| January 8 2007 CME Eurodollar SUBS |
EDDF708 |
1/4/2007 |
1/4/2007 |
1/5/2007 |
94.6400 |
| December 2006 CME Cash-Settled Butter |
CBZ6 |
1/4/2007 |
1/5/2007 |
1/8/2007 |
1.2384 |
| December 2006 CME Milk |
DAZ6 |
1/4/2007 |
1/5/2007 |
1/8/2007 |
13.47 |
| December 2006 CME Class IV Milk |
DKZ6 |
1/4/2007 |
1/5/2007 |
1/8/2007 |
12.30 |
| January 9 2007 CME Eurodollar SUBS |
EDDF709 |
1/5/2007 |
1/5/2007 |
1/8/2007 |
94.6400 |
| December 2006 CME Mid-Sized Milk |
JQZ6 |
1/4/2007 |
1/5/2007 |
1/8/2007 |
13.47 |
| December 2006 CME Nonfat Dry Milk |
NFZ6 |
1/4/2007 |
1/5/2007 |
1/8/2007 |
1.0225 |
| January 10 2007 CME Eurodollar SUBS |
EDDF710 |
1/8/2007 |
1/8/2007 |
1/9/2007 |
94.6400 |
| December 2006 CME Amsterdam Frost Day |
FZZ6 |
1/8/2007 |
1/8/2007 |
1/9/2007 |
0 |
| January 11 2007 CME Eurodollar SUBS |
EDDF711 |
1/9/2007 |
1/9/2007 |
1/10/2007 |
94.6400 |
| January 12 2007 CME Eurodollar SUBS |
EDDF712 |
1/10/2007 |
1/10/2007 |
1/11/2007 |
94.6400 |
| January 16 2007 CME Eurodollar SUBS |
EDDF716 |
1/11/2007 |
1/11/2007 |
1/12/2007 |
94.6400 |
| January 2007 CME Long-Short Technology TRAKRS II Index |
S3F7 |
1/11/2007 |
1/11/2007 |
1/12/2007 |
21.04 |
| January 17 2007 CME Eurodollar SUBS |
EDDF717 |
1/12/2007 |
1/12/2007 |
1/16/2007 |
94.6400 |
| January 2007 CME Korean Won |
KRWF7 |
1/12/2007 |
1/12/2007 |
1/16/2007 |
0.0010633 |
| January 2007 CME Yen Denominated Nikkei Stock Average |
N1F7 |
1/11/2007 |
1/12/2007 |
1/16/2007 |
16888.86 |
| January 2007 CME Eurodollar |
EDF7 |
1/15/2007 |
1/15/2007 |
1/17/2007 |
94.6397 |
| January 2007 CME E-mini Eurodollar |
EEDF7 |
1/12/2007 |
1/15/2007 |
1/17/2007 |
94.6397 |
| January 2007 CME LIBOR |
EMF7 |
1/15/2007 |
1/15/2007 |
1/17/2007 |
94.6800 |
| January 2007 CME Chinese Renminbi |
RMBF7 |
1/16/2007 |
1/16/2007 |
1/17/2007 |
0.128378 |
| January 2007 CME Chinese Renminbi/Euro Cross Rate |
RMEF7 |
1/16/2007 |
1/16/2007 |
1/17/2007 |
0.099313 |
| January 2007 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYF7 |
1/16/2007 |
1/16/2007 |
1/17/2007 |
15.4760 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| January 2007 CME 13 Week US T-Bill |
TBF7 |
1/16/2007 |
1/16/2007 |
1/17/2007 |
95.03 |
| January 19 2007 CME Eurodollar SUBS |
EDDF719 |
1/17/2007 |
1/17/2007 |
1/18/2007 |
94.6400 |
| January 2007 CME Eurozone Harmonized Index of Consumer Prices |
HCF7 |
1/16/2007 |
1/17/2007 |
1/18/2007 |
98.1602 |
| January 22 2007 CME Eurodollar SUBS |
EDDF722 |
1/18/2007 |
1/18/2007 |
1/19/2007 |
94.6400 |
| January 2007 CME GSCI |
GIF7 |
1/18/2007 |
1/18/2007 |
1/19/2007 |
387.93 |
| January 23 2007 CME Eurodollar SUBS |
EDDF723 |
1/19/2007 |
1/19/2007 |
1/22/2007 |
94.6400 |
| January 24 2007 CME Eurodollar SUBS |
EDDF724 |
1/22/2007 |
1/22/2007 |
1/23/2007 |
94.6400 |
| January 25 2007 CME Eurodollar SUBS |
EDDF725 |
1/23/2007 |
1/23/2007 |
1/24/2007 |
94.6400 |
| January 26 2007 CME Eurodollar SUBS |
EDDF726 |
1/24/2007 |
1/24/2007 |
1/25/2007 |
94.6400 |
| January 29 2007 CME Eurodollar SUBS |
EDDF729 |
1/25/2007 |
1/25/2007 |
1/26/2007 |
94.6400 |
| January 30 2007 CME Eurodollar SUBS |
EDDF730 |
1/26/2007 |
1/26/2007 |
1/29/2007 |
94.6400 |
| January 2007 CME Feeder Cattle |
FCF7 |
1/25/2007 |
1/26/2007 |
1/29/2007 |
94.11 |
| January 31 2007 CME Eurodollar SUBS |
EDDF731 |
1/29/2007 |
1/29/2007 |
1/30/2007 |
94.6400 |
| February 1 2007 CME Eurodollar SUBS |
EDDG701 |
1/30/2007 |
1/30/2007 |
1/31/2007 |
94.6400 |
| February 2 2007 CME Eurodollar SUBS |
EDDG702 |
1/31/2007 |
1/31/2007 |
2/1/2007 |
94.6400 |
| January 2007 CME EOM S&P 500 Fixing Price |
EVF7 |
1/31/2007 |
1/31/2007 |
2/1/2007 |
1443.19 |
| January 2007 CME EOM E-mini S&P 500 Fixing Price |
EWF7 |
1/31/2007 |
1/31/2007 |
2/1/2007 |
1443.19 |
| February 2007 CME Brazilian Real |
BRG7 |
1/31/2007 |
2/1/2007 |
2/2/2007 |
0.47065 |
| February 5 2007 CME Eurodollar SUBS |
EDDG705 |
2/1/2007 |
2/1/2007 |
2/2/2007 |
94.6400 |