| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Berlin January Heating Seasonal Strip |
D3FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1106.80 |
| March 2007 CME Berlin February Heating Seasonal Strip |
D3GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
714.30 |
| March 2007 CME Berlin HDD |
D3H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
315.90 |
| March 2007 CME Berlin October Heating Seasonal Strip |
D3VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1943.90 |
| March 2007 CME Berlin November Heating Seasonal Strip |
D3XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1790.30 |
| March 2007 CME Berlin December Heating Seasonal Strip |
D3ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1489.00 |
| March 2007 CME Boston January Heating Seasonal Strip |
HWFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2941.0 |
| March 2007 CME Boston February Heating Seasonal Strip |
HWGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1940.5 |
| March 2007 CME Boston HDD |
HWH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
854.5 |
| March 2007 CME Boston October Heating Seasonal Strip |
HWVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4498.5 |
| March 2007 CME Boston November Heating Seasonal Strip |
HWXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4161.5 |
| March 2007 CME Boston December Heating Seasonal Strip |
HWZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3684.5 |
| March 2007 CME Boston January Snowfall Seasonal Strip |
SBFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1.0 |
| March 2007 CME Boston February Snowfall Seasonal Strip |
SBGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4.6 |
| March 2007 CME Boston Snowfall |
SBH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
10.2 |
| March 2007 CME Boston October Snowfall Seasonal Strip |
SBVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
0.0 |
| March 2007 CME Boston November Snowfall Seasonal Strip |
SBXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
16.6 |
| March 2007 CME Boston December Snowfall Seasonal Strip |
SBZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
0.8 |
| March 2007 CME Calgary January Heating Seasonal Strip |
A2FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1922.25 |
| March 2007 CME Calgary February Heating Seasonal Strip |
A2GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1244.45 |
| March 2007 CME Calgary HDD |
A2H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
509.00 |
| March 2007 CME Calgary October Heating Seasonal Strip |
A2VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3721.60 |
| March 2007 CME Calgary November Heating Seasonal Strip |
A2XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3271.20 |
| March 2007 CME Calgary December Heating Seasonal Strip |
A2ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2540.15 |
| March 2007 CME Chicago January Heating Seasonal Strip |
H2FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3172.0 |
| March 2007 CME Chicago February Heating Seasonal Strip |
H2GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2021.5 |
| March 2007 CME Chicago HDD |
H2H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
704.0 |
| March 2007 CME Chicago October Heating Seasonal Strip |
H2VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
5310.0 |
| March 2007 CME Chicago November Heating Seasonal Strip |
H2XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4804.5 |
| March 2007 CME Chicago December Heating Seasonal Strip |
H2ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4139.5 |
| March 2007 CME Cincinnati January Heating Seasonal Strip |
H3FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2579.5 |
| March 2007 CME Cincinnati February Heating Seasonal Strip |
H3GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1650.5 |
| March 2007 CME Cincinnati HDD |
H3H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
465.5 |
| March 2007 CME Cincinnati October Heating Seasonal Strip |
H3VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4298.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Cincinnati November Heating Seasonal Strip |
H3XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3907.5 |
| March 2007 CME Cincinnati December Heating Seasonal Strip |
H3ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3343.0 |
| March 2007 CME Dallas/Fort Worth January Heating Seasonal Strip |
H5FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1259.0 |
| March 2007 CME Dallas/Fort Worth February Heating Seasonal Strip |
H5GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
554.0 |
| March 2007 CME Dallas/Fort Worth HDD |
H5H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
110.5 |
| March 2007 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2046.0 |
| March 2007 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1980.5 |
| March 2007 CME Dallas/Fort Worth December Heating Seasonal Strip |
H5ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1732.0 |
| March 2007 CME Des Moines January Heating Seasonal Strip |
H9FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3206.5 |
| March 2007 CME Des Moines February Heating Seasonal Strip |
H9GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1924.0 |
| March 2007 CME Des Moines HDD |
H9H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
626.5 |
| March 2007 CME Des Moines October Heating Seasonal Strip |
H9VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
5327.0 |
| March 2007 CME Des Moines November Heating Seasonal Strip |
H9XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4836.5 |
| March 2007 CME Des Moines December Heating Seasonal Strip |
H9ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4146.0 |
| March 2007 CME Detroit January Heating Seasonal Strip |
HKFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3148.5 |
| March 2007 CME Detroit February Heating Seasonal Strip |
HKGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2050.5 |
| March 2007 CME Detroit HDD |
HKH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
772.0 |
| March 2007 CME Detroit October Heating Seasonal Strip |
HKVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
5156.5 |
| March 2007 CME Detroit November Heating Seasonal Strip |
HKXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4679.0 |
| March 2007 CME Detroit December Heating Seasonal Strip |
HKZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4005.5 |
| March 2007 CME Edmonton January Heating Seasonal Strip |
A4FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2414.45 |
| March 2007 CME Edmonton February Heating Seasonal Strip |
A4GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1556.05 |
| March 2007 CME Edmonton HDD |
A4H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
683.15 |
| March 2007 CME Edmonton October Heating Seasonal Strip |
A4VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4578.30 |
| March 2007 CME Edmonton November Heating Seasonal Strip |
A4XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4092.75 |
| March 2007 CME Edmonton December Heating Seasonal Strip |
A4ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3216.75 |
| March 2007 CME Essen January Heating Seasonal Strip |
D4FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1036.40 |
| March 2007 CME Essen February Heating Seasonal Strip |
D4GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
657.45 |
| March 2007 CME Essen HDD |
D4H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
319.95 |
| March 2007 CME Essen October Heating Seasonal Strip |
D4VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1838.50 |
| March 2007 CME Essen November Heating Seasonal Strip |
D4XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1705.80 |
| March 2007 CME Essen December Heating Seasonal Strip |
D4ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1420.35 |
| March 2007 CME Houston January Heating Seasonal Strip |
HRFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
827.0 |
| March 2007 CME Houston February Heating Seasonal Strip |
HRGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
370.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Houston HDD |
HRH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
77.0 |
| March 2007 CME Houston October Heating Seasonal Strip |
HRVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1301.0 |
| March 2007 CME Houston November Heating Seasonal Strip |
HRXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1284.5 |
| March 2007 CME Houston December Heating Seasonal Strip |
HRZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1147.0 |
| March 2007 CME Kansas City January Heating Seasonal Strip |
HXFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2556.5 |
| March 2007 CME Kansas City February Heating Seasonal Strip |
HXGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1433.5 |
| March 2007 CME Kansas City HDD |
HXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
400.5 |
| March 2007 CME Kansas City October Heating Seasonal Strip |
HXVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4271.5 |
| March 2007 CME Kansas City November Heating Seasonal Strip |
HXXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3942.0 |
| March 2007 CME Kansas City December Heating Seasonal Strip |
HXZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3385.0 |
| March 2007 CME Las Vegas January Heating Seasonal Strip |
H0FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
986.0 |
| March 2007 CME Las Vegas February Heating Seasonal Strip |
H0GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
396.0 |
| March 2007 CME Las Vegas HDD |
H0H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
106.0 |
| March 2007 CME Las Vegas October Heating Seasonal Strip |
H0VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1770.0 |
| March 2007 CME Las Vegas November Heating Seasonal Strip |
H0XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1741.0 |
| March 2007 CME Las Vegas December Heating Seasonal Strip |
H0ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1530.0 |
| March 2007 CME London January Heating Seasonal Strip |
D0FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
923.80 |
| March 2007 CME London February Heating Seasonal Strip |
D0GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
606.15 |
| March 2007 CME London HDD |
D0H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
295.65 |
| March 2007 CME London October Heating Seasonal Strip |
D0VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1638.35 |
| March 2007 CME London November Heating Seasonal Strip |
D0XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1528.90 |
| March 2007 CME London December Heating Seasonal Strip |
D0ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1260.60 |
| March 2007 CME Madrid January Heating Seasonal Strip |
DQFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
853.75 |
| March 2007 CME Madrid February Heating Seasonal Strip |
DQGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
495.55 |
| March 2007 CME Madrid HDD |
DQH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
254.35 |
| March 2007 CME Madrid October Heating Seasonal Strip |
DQVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1412.70 |
| March 2007 CME Madrid November Heating Seasonal Strip |
DQXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1372.65 |
| March 2007 CME Madrid December Heating Seasonal Strip |
DQZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1206.55 |
| March 2007 CME Minneapolis January Heating Seasonal Strip |
HQFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3674.0 |
| March 2007 CME Minneapolis February Heating Seasonal Strip |
HQGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2268.0 |
| March 2007 CME Minneapolis HDD |
HQH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
826.0 |
| March 2007 CME Minneapolis October Heating Seasonal Strip |
HQVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
6235.5 |
| March 2007 CME Minneapolis November Heating Seasonal Strip |
HQXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
5633.5 |
| March 2007 CME Minneapolis December Heating Seasonal Strip |
HQZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4787.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Montreal January Heating Seasonal Strip |
A5FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2229.05 |
| March 2007 CME Montreal February Heating Seasonal Strip |
A5GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1453.70 |
| March 2007 CME Montreal HDD |
A5H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
644.65 |
| March 2007 CME Montreal October Heating Seasonal Strip |
A5VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3550.15 |
| March 2007 CME Montreal November Heating Seasonal Strip |
A5XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3236.65 |
| March 2007 CME Montreal December Heating Seasonal Strip |
A5ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2829.15 |
| March 2007 CME New York January Heating Seasonal Strip |
H4FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2487.5 |
| March 2007 CME New York February Heating Seasonal Strip |
H4GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1679.5 |
| March 2007 CME New York HDD |
H4H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
691.0 |
| March 2007 CME New York October Heating Seasonal Strip |
H4VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3659.5 |
| March 2007 CME New York November Heating Seasonal Strip |
H4XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3443.0 |
| March 2007 CME New York December Heating Seasonal Strip |
H4ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3095.5 |
| March 2007 CME New York January Snowfall Seasonal Strip |
SXFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2.6 |
| March 2007 CME New York February Snowfall Seasonal Strip |
SXGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3.8 |
| March 2007 CME New York Snowfall |
SXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
6.0 |
| March 2007 CME New York October Snowfall Seasonal Strip |
SXVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
0.0 |
| March 2007 CME New York November Snowfall Seasonal Strip |
SXXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
12.4 |
| March 2007 CME New York December Snowfall Seasonal Strip |
SXZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
0.0 |
| March 2007 CME Osaka CAT |
G7H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
10.14 |
| March 2007 CME Osaka Seasonal CAT Index |
V7H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
8.86 |
| March 2007 CME Paris January Heating Seasonal Strip |
D1FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
911.35 |
| March 2007 CME Paris February Heating Seasonal Strip |
D1GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
586.20 |
| March 2007 CME Paris HDD |
D1H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
312.45 |
| March 2007 CME Paris October Heating Seasonal Strip |
D1VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1658.05 |
| March 2007 CME Paris November Heating Seasonal Strip |
D1XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1566.20 |
| March 2007 CME Paris December Heating Seasonal Strip |
D1ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1300.55 |
| March 2007 CME Philadelphia January Heating Seasonal Strip |
H6FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2530.0 |
| March 2007 CME Philadelphia February Heating Seasonal Strip |
H6GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1699.0 |
| March 2007 CME Philadelphia HDD |
H6H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
661.5 |
| March 2007 CME Philadelphia October Heating Seasonal Strip |
H6VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3922.5 |
| March 2007 CME Philadelphia November Heating Seasonal Strip |
H6XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3633.5 |
| March 2007 CME Philadelphia December Heating Seasonal Strip |
H6ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3221.0 |
| March 2007 CME Portland January Heating Seasonal Strip |
H7FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1877.0 |
| March 2007 CME Portland February Heating Seasonal Strip |
H7GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1043.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Portland HDD |
H7H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
461.5 |
| March 2007 CME Portland October Heating Seasonal Strip |
H7VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3521.0 |
| March 2007 CME Portland November Heating Seasonal Strip |
H7XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3181.5 |
| March 2007 CME Portland December Heating Seasonal Strip |
H7ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2652.5 |
| March 2007 CME Rome January Heating Seasonal Strip |
D9FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
709.70 |
| March 2007 CME Rome February Heating Seasonal Strip |
D9GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
446.70 |
| March 2007 CME Rome HDD |
D9H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
217.20 |
| March 2007 CME Rome October Heating Seasonal Strip |
D9VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1158.90 |
| March 2007 CME Rome November Heating Seasonal Strip |
D9XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1138.20 |
| March 2007 CME Rome December Heating Seasonal Strip |
D9ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
959.30 |
| March 2007 CME Sacramento January Heating Seasonal Strip |
HSFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1284.0 |
| March 2007 CME Sacramento February Heating Seasonal Strip |
HSGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
626.0 |
| March 2007 CME Sacramento HDD |
HSH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
225.0 |
| March 2007 CME Sacramento October Heating Seasonal Strip |
HSVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2347.5 |
| March 2007 CME Sacramento November Heating Seasonal Strip |
HSXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2211.0 |
| March 2007 CME Sacramento December Heating Seasonal Strip |
HSZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1864.5 |
| March 2007 CME Salt Lake City January Heating Seasonal Strip |
HAFH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2729.0 |
| March 2007 CME Salt Lake City February Heating Seasonal Strip |
HAGH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1369.0 |
| March 2007 CME Salt Lake City HDD |
HAH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
580.5 |
| March 2007 CME Salt Lake City October Heating Seasonal Strip |
HAVH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4969.5 |
| March 2007 CME Salt Lake City November Heating Seasonal Strip |
HAXH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4512.0 |
| March 2007 CME Salt Lake City December Heating Seasonal Strip |
HAZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3791.5 |
| March 2007 CME Stockholm January Heating Seasonal Strip |
D5FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1539.20 |
| March 2007 CME Stockholm February Heating Seasonal Strip |
D5GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
986.75 |
| March 2007 CME Stockholm HDD |
D5H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
407.50 |
| March 2007 CME Stockholm October Heating Seasonal Strip |
D5VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2610.95 |
| March 2007 CME Stockholm November Heating Seasonal Strip |
D5XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2348.65 |
| March 2007 CME Stockholm December Heating Seasonal Strip |
D5ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1950.80 |
| March 2007 CME Tokyo CAT |
G6H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
10.83 |
| March 2007 CME Tokyo Seasonal CAT Index |
V6H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
9.16 |
| March 2007 CME Toronto January Heating Seasonal Strip |
A7FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1935.80 |
| March 2007 CME Toronto February Heating Seasonal Strip |
A7GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1286.00 |
| March 2007 CME Toronto HDD |
A7H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
546.65 |
| March 2007 CME Toronto October Heating Seasonal Strip |
A7VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3108.95 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| March 2007 CME Toronto November Heating Seasonal Strip |
A7XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2819.80 |
| March 2007 CME Toronto December Heating Seasonal Strip |
A7ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2436.80 |
| March 2007 CME Tucson January Heating Seasonal Strip |
H8FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
913.5 |
| March 2007 CME Tucson February Heating Seasonal Strip |
H8GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
404.5 |
| March 2007 CME Tucson HDD |
H8H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
135.5 |
| March 2007 CME Tucson October Heating Seasonal Strip |
H8VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1465.5 |
| March 2007 CME Tucson November Heating Seasonal Strip |
H8XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1445.0 |
| March 2007 CME Tucson December Heating Seasonal Strip |
H8ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1345.0 |
| March 2007 CME Vancouver January Heating Seasonal Strip |
A8FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1136.55 |
| March 2007 CME Vancouver February Heating Seasonal Strip |
A8GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
671.20 |
| March 2007 CME Vancouver HDD |
A8H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
330.30 |
| March 2007 CME Vancouver October Heating Seasonal Strip |
A8VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2173.20 |
| March 2007 CME Vancouver November Heating Seasonal Strip |
A8XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1925.50 |
| March 2007 CME Vancouver December Heating Seasonal Strip |
A8ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1557.15 |
| March 2007 CME Winnipeg January Heating Seasonal Strip |
A9FH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
2801.30 |
| March 2007 CME Winnipeg February Heating Seasonal Strip |
A9GH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
1747.00 |
| March 2007 CME Winnipeg HDD |
A9H7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
716.10 |
| March 2007 CME Winnipeg October Heating Seasonal Strip |
A9VH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4784.20 |
| March 2007 CME Winnipeg November Heating Seasonal Strip |
A9XH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
4335.15 |
| March 2007 CME Winnipeg December Heating Seasonal Strip |
A9ZH7 |
4/2/2007 |
4/2/2007 |
4/3/2007 |
3658.75 |
| April 5 2007 CME Eurodollar SUBS |
EDDJ705 |
4/3/2007 |
4/3/2007 |
4/4/2007 |
94.6500 |
| April 10 2007 CME Eurodollar SUBS |
EDDJ710 |
4/4/2007 |
4/4/2007 |
4/5/2007 |
94.6500 |
| April 11 2007 CME Eurodollar SUBS |
EDDJ711 |
4/5/2007 |
4/5/2007 |
4/6/2007 |
94.6500 |
| March 2007 CME Amsterdam Frost Day |
FZH7 |
4/5/2007 |
4/5/2007 |
4/6/2007 |
0 |
| March 2007 CME Amsterdam Frost Day Seasonal Index |
FZXH7 |
4/5/2007 |
4/5/2007 |
4/6/2007 |
2 |
| April 12 2007 CME Eurodollar SUBS |
EDDJ712 |
4/10/2007 |
4/10/2007 |
4/11/2007 |
94.6450 |
| April 13 2007 CME Eurodollar SUBS |
EDDJ713 |
4/11/2007 |
4/11/2007 |
4/12/2007 |
94.6500 |
| April 16 2007 CME Eurodollar SUBS |
EDDJ716 |
4/12/2007 |
4/12/2007 |
4/13/2007 |
94.6444 |
| April 17 2007 CME Eurodollar SUBS |
EDDJ717 |
4/13/2007 |
4/13/2007 |
4/16/2007 |
94.6431 |
| April 2007 CME Yen Denominated Nikkei Stock Average |
N1J7 |
4/12/2007 |
4/13/2007 |
4/16/2007 |
17,658.72 |
| April 2007 CME Eurodollar |
EDJ7 |
4/16/2007 |
4/16/2007 |
4/17/2007 |
94.6412 |
| April 2007 CME E-mini Eurodollar |
EEDJ7 |
4/16/2007 |
4/16/2007 |
4/17/2007 |
94.6412 |
| April 2007 CME LIBOR |
EMJ7 |
4/16/2007 |
4/16/2007 |
4/17/2007 |
94.6800 |
| April 2007 CME Eurozone Harmonized Index of Consumer Prices |
HCJ7 |
4/13/2007 |
4/16/2007 |
4/17/2007 |
98.1078 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Korean Won |
KRWJ7 |
4/16/2007 |
4/16/2007 |
4/17/2007 |
0.0010761 |
| April 2007 CME 13 Week US T-Bill |
TBJ7 |
4/16/2007 |
4/16/2007 |
4/17/2007 |
95.14 |
| April 19 2007 CME Eurodollar SUBS |
EDDJ719 |
4/17/2007 |
4/17/2007 |
4/18/2007 |
94.6401 |
| April 2007 CME GSCI |
GIJ7 |
4/17/2007 |
4/17/2007 |
4/18/2007 |
461.38 |
| April 2007 CME Chinese Renminbi |
RMBJ7 |
4/17/2007 |
4/17/2007 |
4/18/2007 |
0.129353 |
| April 2007 CME Chinese Renminbi/Euro Cross Rate |
RMEJ7 |
4/16/2007 |
4/17/2007 |
4/18/2007 |
0.095579 |
| April 2007 CME Chinese Renminbi/Japanese Yen Cross Rate |
RMYJ7 |
4/16/2007 |
4/17/2007 |
4/18/2007 |
15.4686 |
| April 20 2007 CME Eurodollar SUBS |
EDDJ720 |
4/18/2007 |
4/18/2007 |
4/19/2007 |
94.6419 |
| April 2007 CME Lean Hogs |
LNJ7 |
4/16/2007 |
4/18/2007 |
4/19/2007 |
65.52 |
| April 23 2007 CME Eurodollar SUBS |
EDDJ723 |
4/19/2007 |
4/19/2007 |
4/20/2007 |
94.6450 |
| April 24 2007 CME Eurodollar SUBS |
EDDJ724 |
4/20/2007 |
4/20/2007 |
4/23/2007 |
94.6450 |
| April 25 2007 CME Eurodollar SUBS |
EDDJ725 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
94.6450 |
| April 2007 CME Week 3 Weekly Atlanta Average Temperature |
WH1JW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
60.6 |
| April 2007 CME Week 3 Weekly Boston Average Temperature |
WHWJW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
42.8 |
| April 2007 CME Week 3 Weekly Chicago Average Temperature |
WH2JW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
49.4 |
| April 2007 CME Week 3 Weekly Cincinnati Average Temperature |
WH3JW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
51.4 |
| April 2007 CME Week 3 Weekly Dallas/Fort Worth Average Temperature |
WH5JW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
63.0 |
| April 2007 CME Week 3 Weekly New York Average Temperature |
WH4JW3 |
4/23/2007 |
4/23/2007 |
4/24/2007 |
50.9 |
| April 26 2007 CME Eurodollar SUBS |
EDDJ726 |
4/24/2007 |
4/24/2007 |
4/25/2007 |
94.6450 |
| April 27 2007 CME Eurodollar SUBS |
EDDJ727 |
4/25/2007 |
4/25/2007 |
4/26/2007 |
94.6450 |
| April 30 2007 CME Eurodollar SUBS |
EDDJ730 |
4/26/2007 |
4/26/2007 |
4/27/2007 |
94.6450 |
| May 1 2007 CME Eurodollar SUBS |
EDDK701 |
4/27/2007 |
4/27/2007 |
4/30/2007 |
94.6437 |
| April 2007 CME Feeder Cattle |
FCJ7 |
4/26/2007 |
4/27/2007 |
4/30/2007 |
106.85 |
| May 2 2007 CME Eurodollar SUBS |
EDDK702 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
94.6450 |
| April 2007 CME Week 4 Weekly Atlanta Average Temperature |
WH1JW4 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
68.6 |
| April 2007 CME Week 4 Weekly Boston Average Temperature |
WHWJW4 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
56.1 |
| April 2007 CME Week 4 Weekly Chicago Average Temperature |
WH2JW4 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
52.4 |
| April 2007 CME Week 4 Weekly Cincinnati Average Temperature |
WH3JW4 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
64.1 |
| April 2007 CME Week 4 Weekly Dallas/Fort Worth Average Temperature |
WH5JW4 |
4/30/2007 |
4/30/2007 |
5/1/2007 |
|