| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| January 2007 CME Boston December Heating Seasonal Strip |
HWZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1744.0 |
| January 2007 CME Boston Snowfall |
SBF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1.0 |
| January 2007 CME Boston November Snowfall Seasonal Strip |
SBXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1.8 |
| January 2007 CME Boston December Snowfall Seasonal Strip |
SBZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1.8 |
| January 2007 CME Calgary HDD |
A2F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
677.80 |
| January 2007 CME Calgary October Heating Seasonal Strip |
A2VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2477.15 |
| January 2007 CME Calgary November Heating Seasonal Strip |
A2XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2026.75 |
| January 2007 CME Calgary December Heating Seasonal Strip |
A2ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1295.70 |
| January 2007 CME Chicago HDD |
H2F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1150.5 |
| January 2007 CME Chicago October Heating Seasonal Strip |
H2VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3288.5 |
| January 2007 CME Chicago November Heating Seasonal Strip |
H2XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2783.0 |
| January 2007 CME Chicago December Heating Seasonal Strip |
H2ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2118.0 |
| January 2007 CME Cincinnati HDD |
H3F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
929.0 |
| January 2007 CME Cincinnati October Heating Seasonal Strip |
H3VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2648.0 |
| January 2007 CME Cincinnati November Heating Seasonal Strip |
H3XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2257.0 |
| January 2007 CME Cincinnati December Heating Seasonal Strip |
H3ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1692.5 |
| January 2007 CME Dallas/Fort Worth HDD |
H5F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
705.0 |
| January 2007 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1492.0 |
| January 2007 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1426.5 |
| January 2007 CME Dallas/Fort Worth December Heating Seasonal Strip |
H5ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1178.0 |
| January 2007 CME Des Moines HDD |
H9F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1282.5 |
| January 2007 CME Des Moines October Heating Seasonal Strip |
H9VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3403.0 |
| January 2007 CME Des Moines November Heating Seasonal Strip |
H9XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2912.5 |
| January 2007 CME Des Moines December Heating Seasonal Strip |
H9ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2222.0 |
| January 2007 CME Detroit HDD |
HKF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1098.0 |
| January 2007 CME Detroit October Heating Seasonal Strip |
HKVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3106.0 |
| January 2007 CME Detroit November Heating Seasonal Strip |
HKXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2628.5 |
| January 2007 CME Detroit December Heating Seasonal Strip |
HKZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1955.0 |
| January 2007 CME Edmonton HDD |
A4F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
858.40 |
| January 2007 CME Edmonton October Heating Seasonal Strip |
A4VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3022.25 |
| January 2007 CME Edmonton November Heating Seasonal Strip |
A4XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2536.70 |
| January 2007 CME Edmonton December Heating Seasonal Strip |
A4ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1660.70 |
| January 2007 CME Essen HDD |
D4F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
378.95 |
| January 2007 CME Essen October Heating Seasonal Strip |
D4VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1181.05 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| January 2007 CME Essen November Heating Seasonal Strip |
D4XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1048.35 |
| January 2007 CME Essen December Heating Seasonal Strip |
D4ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
762.90 |
| January 2007 CME Houston HDD |
HRF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
457.0 |
| January 2007 CME Houston October Heating Seasonal Strip |
HRVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
931.0 |
| January 2007 CME Houston November Heating Seasonal Strip |
HRXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
914.5 |
| January 2007 CME Houston December Heating Seasonal Strip |
HRZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
777.0 |
| January 2007 CME Kansas City HDD |
HXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1123.0 |
| January 2007 CME Kansas City October Heating Seasonal Strip |
HXVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2838.0 |
| January 2007 CME Kansas City November Heating Seasonal Strip |
HXXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2508.5 |
| January 2007 CME Kansas City December Heating Seasonal Strip |
HXZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1951.5 |
| January 2007 CME Las Vegas HDD |
H0F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
590.0 |
| January 2007 CME Las Vegas October Heating Seasonal Strip |
H0VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1374.0 |
| January 2007 CME Las Vegas November Heating Seasonal Strip |
H0XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1345.0 |
| January 2007 CME Las Vegas December Heating Seasonal Strip |
H0ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1134.0 |
| January 2007 CME London HDD |
D0F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
317.65 |
| January 2007 CME London October Heating Seasonal Strip |
D0VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1032.20 |
| January 2007 CME London November Heating Seasonal Strip |
D0XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
922.75 |
| January 2007 CME London December Heating Seasonal Strip |
D0ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
654.45 |
| January 2007 CME Madrid HDD |
DQF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
358.20 |
| January 2007 CME Madrid October Heating Seasonal Strip |
DQVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
917.15 |
| January 2007 CME Madrid November Heating Seasonal Strip |
DQXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
877.10 |
| January 2007 CME Madrid December Heating Seasonal Strip |
DQZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
711.00 |
| January 2007 CME Minneapolis HDD |
HQF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1406.0 |
| January 2007 CME Minneapolis October Heating Seasonal Strip |
HQVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3967.5 |
| January 2007 CME Minneapolis November Heating Seasonal Strip |
HQXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3365.5 |
| January 2007 CME Minneapolis December Heating Seasonal Strip |
HQZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2519.0 |
| January 2007 CME Montreal HDD |
A5F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
775.35 |
| January 2007 CME Montreal October Heating Seasonal Strip |
A5VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2096.45 |
| January 2007 CME Montreal November Heating Seasonal Strip |
A5XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1782.95 |
| January 2007 CME Montreal December Heating Seasonal Strip |
A5ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1375.45 |
| January 2007 CME New York HDD |
H4F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
808.0 |
| January 2007 CME New York October Heating Seasonal Strip |
H4VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1980.0 |
| January 2007 CME New York November Heating Seasonal Strip |
H4XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1763.5 |
| January 2007 CME New York December Heating Seasonal Strip |
H4ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1416.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| January 2007 CME New York Snowfall |
SXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2.6 |
| January 2007 CME New York November Snowfall Seasonal Strip |
SXXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2.6 |
| January 2007 CME New York December Snowfall Seasonal Strip |
SXZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2.6 |
| January 2007 CME Osaka CAT |
G7F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
7.51 |
| January 2007 CME Paris HDD |
D1F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
325.15 |
| January 2007 CME Paris October Heating Seasonal Strip |
D1VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1071.85 |
| January 2007 CME Paris November Heating Seasonal Strip |
D1XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
980.00 |
| January 2007 CME Paris December Heating Seasonal Strip |
D1ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
714.35 |
| January 2007 CME Philadelphia HDD |
H6F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
831.0 |
| January 2007 CME Philadelphia October Heating Seasonal Strip |
H6VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2223.5 |
| January 2007 CME Philadelphia November Heating Seasonal Strip |
H6XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1934.5 |
| January 2007 CME Philadelphia December Heating Seasonal Strip |
H6ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1522.0 |
| January 2007 CME Portland HDD |
H7F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
833.5 |
| January 2007 CME Portland October Heating Seasonal Strip |
H7VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2477.5 |
| January 2007 CME Portland November Heating Seasonal Strip |
H7XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2138.0 |
| January 2007 CME Portland December Heating Seasonal Strip |
H7ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1609.0 |
| January 2007 CME Rome HDD |
D9F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
263.00 |
| January 2007 CME Rome October Heating Seasonal Strip |
D9VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
712.20 |
| January 2007 CME Rome November Heating Seasonal Strip |
D9XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
691.50 |
| January 2007 CME Rome December Heating Seasonal Strip |
D9ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
512.60 |
| January 2007 CME Sacramento HDD |
HSF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
658.0 |
| January 2007 CME Sacramento October Heating Seasonal Strip |
HSVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1721.5 |
| January 2007 CME Sacramento November Heating Seasonal Strip |
HSXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1585.0 |
| January 2007 CME Sacramento December Heating Seasonal Strip |
HSZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1238.5 |
| January 2007 CME Salt Lake City HDD |
HAF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1360.0 |
| January 2007 CME Salt Lake City October Heating Seasonal Strip |
HAVF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3600.5 |
| January 2007 CME Salt Lake City November Heating Seasonal Strip |
HAXF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3143.0 |
| January 2007 CME Salt Lake City December Heating Seasonal Strip |
HAZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2422.5 |
| January 2007 CME Stockholm HDD |
D5F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
552.45 |
| January 2007 CME Stockholm October Heating Seasonal Strip |
D5VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1624.20 |
| January 2007 CME Stockholm November Heating Seasonal Strip |
D5XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1361.90 |
| January 2007 CME Stockholm December Heating Seasonal Strip |
D5ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
964.05 |
| January 2007 CME Tokyo CAT |
G6F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
7.64 |
| January 2007 CME Toronto HDD |
A7F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
649.80 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| January 2007 CME Toronto October Heating Seasonal Strip |
A7VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1822.95 |
| January 2007 CME Toronto November Heating Seasonal Strip |
A7XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1533.80 |
| January 2007 CME Toronto December Heating Seasonal Strip |
A7ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1150.80 |
| January 2007 CME Tucson HDD |
H8F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
509.0 |
| January 2007 CME Tucson October Heating Seasonal Strip |
H8VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1061.0 |
| January 2007 CME Tucson November Heating Seasonal Strip |
H8XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1040.5 |
| January 2007 CME Tucson December Heating Seasonal Strip |
H8ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
940.5 |
| January 2007 CME Vancouver HDD |
A8F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
465.35 |
| January 2007 CME Vancouver October Heating Seasonal Strip |
A8VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1502.00 |
| January 2007 CME Vancouver November Heating Seasonal Strip |
A8XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1254.30 |
| January 2007 CME Vancouver December Heating Seasonal Strip |
A8ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
885.95 |
| January 2007 CME Winnipeg HDD |
A9F7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1054.30 |
| January 2007 CME Winnipeg October Heating Seasonal Strip |
A9VF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
3037.20 |
| January 2007 CME Winnipeg November Heating Seasonal Strip |
A9XF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
2588.15 |
| January 2007 CME Winnipeg December Heating Seasonal Strip |
A9ZF7 |
2/2/2007 |
2/2/2007 |
2/5/2007 |
1911.75 |
| February 7 2007 CME Eurodollar SUBS |
EDDG707 |
2/5/2007 |
2/5/2007 |
2/6/2007 |
94.6400 |
| February 8 2007 CME Eurodollar SUBS |
EDDG708 |
2/6/2007 |
2/6/2007 |
2/7/2007 |
94.6400 |
| January 2007 CME Amsterdam Frost Day |
FZF7 |
2/6/2007 |
2/6/2007 |
2/7/2007 |
1 |
| February 9 2007 CME Eurodollar SUBS |
EDDG709 |
2/7/2007 |
2/7/2007 |
2/8/2007 |
94.6400 |
| February 12 2007 CME Eurodollar SUBS |
EDDG712 |
2/8/2007 |
2/8/2007 |
2/9/2007 |
94.6400 |
| February 13 2007 CME Eurodollar SUBS |
EDDG713 |
2/9/2007 |
2/9/2007 |
2/12/2007 |
94.6400 |
| February 2007 CME Yen Denominated Nikkei Stock Average |
N1G7 |
2/8/2007 |
2/9/2007 |
2/12/2007 |
17,311.04 |
| February 14 2007 CME Eurodollar SUBS |
EDDG714 |
2/12/2007 |
2/12/2007 |
2/13/2007 |
94.6400 |
| February 15 2007 CME Eurodollar SUBS |
EDDG715 |
2/13/2007 |
2/13/2007 |
2/14/2007 |
94.6400 |
| February 16 2007 CME Eurodollar SUBS |
EDDG716 |
2/14/2007 |
2/14/2007 |
2/15/2007 |
94.6400 |
| February 20 2007 CME Eurodollar SUBS |
EDDG720 |
2/15/2007 |
2/15/2007 |
2/16/2007 |
94.6400 |
| February 2007 CME GSCI |
GIG7 |
2/15/2007 |
2/15/2007 |
2/16/2007 |
425.58 |
| February 21 2007 CME Eurodollar SUBS |
EDDG721 |
2/16/2007 |
2/16/2007 |
2/21/2007 |
94.6400 |
| February 2007 CME Korean Won |
KRWG7 |
2/16/2007 |
2/16/2007 |
2/20/2007 |
0.0010685 |
| February 2007 CME Lean Hogs |
LNG7 |
2/14/2007 |
2/16/2007 |
2/20/2007 |
67.08 |
| February 2007 CME Chinese Renminbi |
RMBG7 |
2/16/2007 |
2/16/2007 |
2/20/2007 |
0.129186 |
| February 2007 CME Chinese Renminbi/Euro Cross Rate |
RMEG7 |
2/15/2007 |
2/16/2007 |
2/20/2007 |
0.098387 |
| February 2007 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYG7 |
2/15/2007 |
2/16/2007 |
2/20/2007 |
15.4402 |
| February 2007 CME Eurodollar |
EDG7 |
2/19/2007 |
2/19/2007 |
2/21/2007 |
94.6400 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME E-mini Eurodollar |
EEDG7 |
2/19/2007 |
2/19/2007 |
2/21/2007 |
94.6400 |
| February 2007 CME LIBOR |
EMG7 |
2/19/2007 |
2/19/2007 |
2/21/2007 |
94.6800 |
| February 2007 CME 13 Week US T-Bill |
TBG7 |
2/20/2007 |
2/20/2007 |
2/21/2007 |
94.97 |
| February 23 2007 CME Eurodollar SUBS |
EDDG723 |
2/21/2007 |
2/21/2007 |
2/22/2007 |
94.6400 |
| February 26 2007 CME Eurodollar SUBS |
EDDG726 |
2/22/2007 |
2/22/2007 |
2/23/2007 |
94.6400 |
| February 27 2007 CME Eurodollar SUBS |
EDDG727 |
2/23/2007 |
2/23/2007 |
2/26/2007 |
94.6400 |
| February 28 2007 CME Eurodollar SUBS |
EDDG728 |
2/26/2007 |
2/26/2007 |
2/27/2007 |
94.6400 |
| February 2007 CME Boston Housing Index |
BOSG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
170.32 |
| February 2007 CME Chicago Housing Index |
CHIG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
167.58 |
| February 2007 CME Housing Composite Index |
CUSG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
222.01 |
| February 2007 CME Denver Housing Index |
DENG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
137.11 |
| March 1 2007 CME Eurodollar SUBS |
EDDH701 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
94.6400 |
| February 2007 CME Las Vegas Housing Index |
LAVG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
231.57 |
| February 2007 CME Los Angeles Housing Index |
LAXG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
270.03 |
| February 2007 CME Miami Housing Index |
MIAG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
280.87 |
| February 2007 CME New York Commuter Housing Index |
NYMG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
212.47 |
| February 2007 CME San Diego Housing Index |
SDGG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
238.07 |
| February 2007 CME San Francisco Housing Index |
SFRG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
212.13 |
| February 2007 CME Washington D.C. Housing Index |
WDCG7 |
2/27/2007 |
2/27/2007 |
2/28/2007 |
240.28 |
| March 2 2007 CME Eurodollar SUBS |
EDDH702 |
2/28/2007 |
2/28/2007 |
3/1/2007 |
94.6400 |
| February 2007 CME Eurozone Harmonized Index of Consumer Prices |
HCG7 |
2/27/2007 |
2/28/2007 |
3/1/2007 |
98.2508 |
| March 2007 CME Brazilian Real |
BRH7 |
2/28/2007 |
3/1/2007 |
3/2/2007 |
0.47210 |
| March 5 2007 CME Eurodollar SUBS |
EDDH705 |
3/1/2007 |
3/1/2007 |
3/2/2007 |
94.6400 |
| February 2007 CME Cash-Settled Butter |
CBG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
1.2129 |
| February 2007 CME Milk |
DAG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
14.18 |
| February 2007 CME Class IV Milk |
DKG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
12.71 |
| March 6 2007 CME Eurodollar SUBS |
EDDH706 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
94.6519 |
| February 2007 CME Mid-Sized Milk |
JQG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
14.18 |
| February 2007 CME Nonfat Dry Milk |
NFG7 |
3/1/2007 |
3/2/2007 |
3/5/2007 |
1.1021 |
| February 2007 CME Amsterdam January Heating Seasonal Strip |
D2FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Amsterdam HDD |
D2G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Amsterdam October Heating Seasonal Strip |
D2VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Amsterdam November Heating Seasonal Strip |
D2XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Amsterdam December Heating Seasonal Strip |
D2ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Atlanta January Heating Seasonal Strip |
H1FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Atlanta HDD |
H1G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Atlanta October Heating Seasonal Strip |
H1VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Atlanta November Heating Seasonal Strip |
H1XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Atlanta December Heating Seasonal Strip |
H1ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Baltimore January Heating Seasonal Strip |
HVFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Baltimore HDD |
HVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Baltimore October Heating Seasonal Strip |
HVVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Baltimore November Heating Seasonal Strip |
HVXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Baltimore December Heating Seasonal Strip |
HVZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Barcelona January Heating Seasonal Strip |
D8FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Barcelona HDD |
D8G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Barcelona October Heating Seasonal Strip |
D8VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Barcelona November Heating Seasonal Strip |
D8XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Barcelona December Heating Seasonal Strip |
D8ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Berlin January Heating Seasonal Strip |
D3FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Berlin HDD |
D3G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Berlin October Heating Seasonal Strip |
D3VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Berlin November Heating Seasonal Strip |
D3XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Berlin December Heating Seasonal Strip |
D3ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston January Heating Seasonal Strip |
HWFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston HDD |
HWG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston October Heating Seasonal Strip |
HWVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston November Heating Seasonal Strip |
HWXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston December Heating Seasonal Strip |
HWZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston January Snowfall Seasonal Strip |
SBFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston Snowfall |
SBG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston October Snowfall Seasonal Strip |
SBVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston November Snowfall Seasonal Strip |
SBXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Boston December Snowfall Seasonal Strip |
SBZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Calgary January Heating Seasonal Strip |
A2FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Calgary HDD |
A2G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Calgary October Heating Seasonal Strip |
A2VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Calgary November Heating Seasonal Strip |
A2XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| February 2007 CME Calgary December Heating Seasonal Strip |
A2ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Chicago January Heating Seasonal Strip |
H2FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Chicago HDD |
H2G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Chicago October Heating Seasonal Strip |
H2VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Chicago November Heating Seasonal Strip |
H2XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Chicago December Heating Seasonal Strip |
H2ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Cincinnati January Heating Seasonal Strip |
H3FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Cincinnati HDD |
H3G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Cincinnati October Heating Seasonal Strip |
H3VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Cincinnati November Heating Seasonal Strip |
H3XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Cincinnati December Heating Seasonal Strip |
H3ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Dallas/Fort Worth January Heating Seasonal Strip |
H5FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Dallas/Fort Worth HDD |
H5G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Dallas/Fort Worth December Heating Seasonal Strip |
H5ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Des Moines January Heating Seasonal Strip |
H9FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Des Moines HDD |
H9G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Des Moines October Heating Seasonal Strip |
H9VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Des Moines November Heating Seasonal Strip |
H9XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Des Moines December Heating Seasonal Strip |
H9ZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Detroit January Heating Seasonal Strip |
HKFG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Detroit HDD |
HKG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Detroit October Heating Seasonal Strip |
HKVG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Detroit November Heating Seasonal Strip |
HKXG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Detroit December Heating Seasonal Strip |
HKZG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Edmonton January Heating Seasonal Strip |
A4FG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Edmonton HDD |
A4G7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Edmonton October Heating Seasonal Strip |
A4VG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
9:00 AM |
| February 2007 CME Edmonton November Heating Seasonal Strip |
A4XG7 |
3/2/2007 |
3/2/2007 |
3/5/2007 |
|