| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Barcelona January Heating Seasonal Strip |
D8FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
627.75 |
| April 2007 CME Barcelona February Heating Seasonal Strip |
D8GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
394.40 |
| April 2007 CME Barcelona March Heating Seasonal Strip |
D8HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
236.35 |
| April 2007 CME Barcelona HDD |
D8J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
77.15 |
| April 2007 CME Barcelona October Heating Seasonal Strip |
D8VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
924.95 |
| April 2007 CME Barcelona November Heating Seasonal Strip |
D8XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
923.15 |
| April 2007 CME Barcelona December Heating Seasonal Strip |
D8ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
859.10 |
| April 2007 CME Barcelona CAT |
G8J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
466.35 |
| April 2007 CME Berlin January Heating Seasonal Strip |
D3FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1290.60 |
| April 2007 CME Berlin February Heating Seasonal Strip |
D3GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
898.10 |
| April 2007 CME Berlin March Heating Seasonal Strip |
D3HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
499.70 |
| April 2007 CME Berlin HDD |
D3J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
183.80 |
| April 2007 CME Berlin October Heating Seasonal Strip |
D3VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2127.70 |
| April 2007 CME Berlin November Heating Seasonal Strip |
D3XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1974.10 |
| April 2007 CME Berlin December Heating Seasonal Strip |
D3ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1672.80 |
| April 2007 CME Berlin CAT |
G3J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
357.30 |
| April 2007 CME Boston January Heating Seasonal Strip |
HWFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3540.0 |
| April 2007 CME Boston February Heating Seasonal Strip |
HWGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2539.5 |
| April 2007 CME Boston March Heating Seasonal Strip |
HWHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1453.5 |
| April 2007 CME Boston HDD |
HWJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
599.0 |
| April 2007 CME Boston October Heating Seasonal Strip |
HWVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5097.5 |
| April 2007 CME Boston November Heating Seasonal Strip |
HWXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4760.5 |
| April 2007 CME Boston December Heating Seasonal Strip |
HWZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4283.5 |
| April 2007 CME Boston CDD |
KWJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4.0 |
| April 2007 CME Boston January Snowfall Seasonal Strip |
SBFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
16.3 |
| April 2007 CME Boston February Snowfall Seasonal Strip |
SBGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
15.3 |
| April 2007 CME Boston March Snowfall Seasonal Strip |
SBHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
10.7 |
| April 2007 CME Boston Snowfall |
SBJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
0.5 |
| April 2007 CME Boston October Snowfall Seasonal Strip |
SBVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
17.1 |
| April 2007 CME Boston November Snowfall Seasonal Strip |
SBXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
17.1 |
| April 2007 CME Boston December Snowfall Seasonal Strip |
SBZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
17.1 |
| April 2007 CME Calgary January Heating Seasonal Strip |
A2FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2376.55 |
| April 2007 CME Calgary February Heating Seasonal Strip |
A2GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1698.75 |
| April 2007 CME Calgary March Heating Seasonal Strip |
A2HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
963.30 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Calgary HDD |
A2J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
454.30 |
| April 2007 CME Calgary October Heating Seasonal Strip |
A2VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4175.90 |
| April 2007 CME Calgary November Heating Seasonal Strip |
A2XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3725.50 |
| April 2007 CME Calgary December Heating Seasonal Strip |
A2ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2994.45 |
| April 2007 CME Chicago January Heating Seasonal Strip |
H2FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3721.5 |
| April 2007 CME Chicago February Heating Seasonal Strip |
H2GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2571.0 |
| April 2007 CME Chicago March Heating Seasonal Strip |
H2HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1253.5 |
| April 2007 CME Chicago HDD |
H2J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
549.5 |
| April 2007 CME Chicago October Heating Seasonal Strip |
H2VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5859.5 |
| April 2007 CME Chicago November Heating Seasonal Strip |
H2XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5354.0 |
| April 2007 CME Chicago December Heating Seasonal Strip |
H2ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4689.0 |
| April 2007 CME Chicago CDD |
K2J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2.5 |
| April 2007 CME Cincinnati January Heating Seasonal Strip |
H3FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2981.5 |
| April 2007 CME Cincinnati February Heating Seasonal Strip |
H3GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2052.5 |
| April 2007 CME Cincinnati March Heating Seasonal Strip |
H3HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
867.5 |
| April 2007 CME Cincinnati HDD |
H3J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
402.0 |
| April 2007 CME Cincinnati October Heating Seasonal Strip |
H3VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4700.5 |
| April 2007 CME Cincinnati November Heating Seasonal Strip |
H3XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4309.5 |
| April 2007 CME Cincinnati December Heating Seasonal Strip |
H3ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3745.0 |
| April 2007 CME Cincinnati CDD |
K3J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
17.0 |
| April 2007 CME Dallas/Fort Worth January Heating Seasonal Strip |
H5FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1404.5 |
| April 2007 CME Dallas/Fort Worth February Heating Seasonal Strip |
H5GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
699.5 |
| April 2007 CME Dallas/Fort Worth March Heating Seasonal Strip |
H5HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
256.0 |
| April 2007 CME Dallas/Fort Worth HDD |
H5J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
145.5 |
| April 2007 CME Dallas/Fort Worth October Heating Seasonal Strip |
H5VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2191.5 |
| April 2007 CME Dallas/Fort Worth November Heating Seasonal Strip |
H5XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2126.0 |
| April 2007 CME Dallas/Fort Worth December Heating Seasonal Strip |
H5ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1877.5 |
| April 2007 CME Dallas/Fort Worth CDD |
K5J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
65.5 |
| April 2007 CME Des Moines January Heating Seasonal Strip |
H9FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3705.0 |
| April 2007 CME Des Moines February Heating Seasonal Strip |
H9GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2422.5 |
| April 2007 CME Des Moines March Heating Seasonal Strip |
H9HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1125.0 |
| April 2007 CME Des Moines HDD |
H9J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
498.5 |
| April 2007 CME Des Moines October Heating Seasonal Strip |
H9VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5825.5 |
| April 2007 CME Des Moines November Heating Seasonal Strip |
H9XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5335.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Des Moines December Heating Seasonal Strip |
H9ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4644.5 |
| April 2007 CME Des Moines CDD |
K9J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
17.5 |
| April 2007 CME Detroit January Heating Seasonal Strip |
HKFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3670.5 |
| April 2007 CME Detroit February Heating Seasonal Strip |
HKGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2572.5 |
| April 2007 CME Detroit March Heating Seasonal Strip |
HKHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1294.0 |
| April 2007 CME Detroit HDD |
HKJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
522.0 |
| April 2007 CME Detroit October Heating Seasonal Strip |
HKVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5678.5 |
| April 2007 CME Detroit November Heating Seasonal Strip |
HKXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5201.0 |
| April 2007 CME Detroit December Heating Seasonal Strip |
HKZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4527.5 |
| April 2007 CME Detroit CDD |
KKJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1.5 |
| April 2007 CME Edmonton January Heating Seasonal Strip |
A4FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2873.20 |
| April 2007 CME Edmonton February Heating Seasonal Strip |
A4GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2014.80 |
| April 2007 CME Edmonton March Heating Seasonal Strip |
A4HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1141.90 |
| April 2007 CME Edmonton HDD |
A4J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
458.75 |
| April 2007 CME Edmonton October Heating Seasonal Strip |
A4VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5037.05 |
| April 2007 CME Edmonton November Heating Seasonal Strip |
A4XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4551.50 |
| April 2007 CME Edmonton December Heating Seasonal Strip |
A4ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3675.50 |
| April 2007 CME Essen January Heating Seasonal Strip |
D4FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1190.85 |
| April 2007 CME Essen February Heating Seasonal Strip |
D4GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
811.90 |
| April 2007 CME Essen March Heating Seasonal Strip |
D4HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
474.40 |
| April 2007 CME Essen HDD |
D4J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
154.45 |
| April 2007 CME Essen October Heating Seasonal Strip |
D4VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1992.95 |
| April 2007 CME Essen November Heating Seasonal Strip |
D4XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1860.25 |
| April 2007 CME Essen December Heating Seasonal Strip |
D4ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1574.80 |
| April 2007 CME Essen CAT |
G4J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
400.05 |
| April 2007 CME Houston January Heating Seasonal Strip |
HRFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
894.5 |
| April 2007 CME Houston February Heating Seasonal Strip |
HRGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
437.5 |
| April 2007 CME Houston March Heating Seasonal Strip |
HRHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
144.5 |
| April 2007 CME Houston HDD |
HRJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
67.5 |
| April 2007 CME Houston October Heating Seasonal Strip |
HRVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1368.5 |
| April 2007 CME Houston November Heating Seasonal Strip |
HRXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1352.0 |
| April 2007 CME Houston December Heating Seasonal Strip |
HRZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1214.5 |
| April 2007 CME Houston CDD |
KRJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
118.5 |
| April 2007 CME Kansas City January Heating Seasonal Strip |
HXFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2968.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Kansas City February Heating Seasonal Strip |
HXGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1845.5 |
| April 2007 CME Kansas City March Heating Seasonal Strip |
HXHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
812.5 |
| April 2007 CME Kansas City HDD |
HXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
412.0 |
| April 2007 CME Kansas City October Heating Seasonal Strip |
HXVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4683.5 |
| April 2007 CME Kansas City November Heating Seasonal Strip |
HXXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4354.0 |
| April 2007 CME Kansas City December Heating Seasonal Strip |
HXZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3797.0 |
| April 2007 CME Kansas City CDD |
KXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
19.0 |
| April 2007 CME Las Vegas January Heating Seasonal Strip |
H0FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1024.0 |
| April 2007 CME Las Vegas February Heating Seasonal Strip |
H0GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
434.0 |
| April 2007 CME Las Vegas March Heating Seasonal Strip |
H0HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
144.0 |
| April 2007 CME Las Vegas HDD |
H0J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
38.0 |
| April 2007 CME Las Vegas October Heating Seasonal Strip |
H0VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1808.0 |
| April 2007 CME Las Vegas November Heating Seasonal Strip |
H0XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1779.0 |
| April 2007 CME Las Vegas December Heating Seasonal Strip |
H0ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1568.0 |
| April 2007 CME Las Vegas CDD |
K0J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
202.0 |
| April 2007 CME London January Heating Seasonal Strip |
D0FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1065.40 |
| April 2007 CME London February Heating Seasonal Strip |
D0GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
747.75 |
| April 2007 CME London March Heating Seasonal Strip |
D0HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
437.25 |
| April 2007 CME London HDD |
D0J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
141.60 |
| April 2007 CME London October Heating Seasonal Strip |
D0VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1779.95 |
| April 2007 CME London November Heating Seasonal Strip |
D0XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1670.50 |
| April 2007 CME London December Heating Seasonal Strip |
D0ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1402.20 |
| April 2007 CME London CAT |
G0J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
398.40 |
| April 2007 CME Madrid January Heating Seasonal Strip |
DQFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1003.85 |
| April 2007 CME Madrid February Heating Seasonal Strip |
DQGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
645.65 |
| April 2007 CME Madrid March Heating Seasonal Strip |
DQHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
404.45 |
| April 2007 CME Madrid HDD |
DQJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
150.10 |
| April 2007 CME Madrid October Heating Seasonal Strip |
DQVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1562.80 |
| April 2007 CME Madrid November Heating Seasonal Strip |
DQXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1522.75 |
| April 2007 CME Madrid December Heating Seasonal Strip |
DQZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1356.65 |
| April 2007 CME Madrid CAT |
GQJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
389.90 |
| April 2007 CME Minneapolis January Heating Seasonal Strip |
HQFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4220.0 |
| April 2007 CME Minneapolis February Heating Seasonal Strip |
HQGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2814.0 |
| April 2007 CME Minneapolis March Heating Seasonal Strip |
HQHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1372.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Minneapolis HDD |
HQJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
546.0 |
| April 2007 CME Minneapolis October Heating Seasonal Strip |
HQVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
6781.5 |
| April 2007 CME Minneapolis November Heating Seasonal Strip |
HQXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
6179.5 |
| April 2007 CME Minneapolis December Heating Seasonal Strip |
HQZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5333.0 |
| April 2007 CME Minneapolis CDD |
KQJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
13.0 |
| April 2007 CME Montreal January Heating Seasonal Strip |
A5FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2598.05 |
| April 2007 CME Montreal February Heating Seasonal Strip |
A5GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1822.70 |
| April 2007 CME Montreal March Heating Seasonal Strip |
A5HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1013.65 |
| April 2007 CME Montreal HDD |
A5J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
369.00 |
| April 2007 CME Montreal October Heating Seasonal Strip |
A5VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3919.15 |
| April 2007 CME Montreal November Heating Seasonal Strip |
A5XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3605.65 |
| April 2007 CME Montreal December Heating Seasonal Strip |
A5ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3198.15 |
| April 2007 CME New York January Heating Seasonal Strip |
H4FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2913.5 |
| April 2007 CME New York February Heating Seasonal Strip |
H4GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2105.5 |
| April 2007 CME New York March Heating Seasonal Strip |
H4HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1117.0 |
| April 2007 CME New York HDD |
H4J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
426.0 |
| April 2007 CME New York October Heating Seasonal Strip |
H4VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4085.5 |
| April 2007 CME New York November Heating Seasonal Strip |
H4XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3869.0 |
| April 2007 CME New York December Heating Seasonal Strip |
H4ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3521.5 |
| April 2007 CME New York CDD |
K4J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
9.5 |
| April 2007 CME New York January Snowfall Seasonal Strip |
SXFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
12.4 |
| April 2007 CME New York February Snowfall Seasonal Strip |
SXGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
9.8 |
| April 2007 CME New York March Snowfall Seasonal Strip |
SXHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
6.0 |
| April 2007 CME New York Snowfall |
SXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
0 |
| April 2007 CME New York October Snowfall Seasonal Strip |
SXVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
12.4 |
| April 2007 CME New York November Snowfall Seasonal Strip |
SXXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
12.4 |
| April 2007 CME New York December Snowfall Seasonal Strip |
SXZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
12.4 |
| April 2007 CME Osaka CAT |
G7J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
14.60 |
| April 2007 CME Paris January Heating Seasonal Strip |
D1FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1014.30 |
| April 2007 CME Paris February Heating Seasonal Strip |
D1GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
689.15 |
| April 2007 CME Paris March Heating Seasonal Strip |
D1HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
415.40 |
| April 2007 CME Paris HDD |
D1J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
102.95 |
| April 2007 CME Paris October Heating Seasonal Strip |
D1VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1761.00 |
| April 2007 CME Paris November Heating Seasonal Strip |
D1XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1669.15 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Paris December Heating Seasonal Strip |
D1ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1403.50 |
| April 2007 CME Paris CAT |
G1J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
449.85 |
| April 2007 CME Philadelphia January Heating Seasonal Strip |
H6FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2964.0 |
| April 2007 CME Philadelphia February Heating Seasonal Strip |
H6GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2133.0 |
| April 2007 CME Philadelphia March Heating Seasonal Strip |
H6HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1095.5 |
| April 2007 CME Philadelphia HDD |
H6J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
434.0 |
| April 2007 CME Philadelphia October Heating Seasonal Strip |
H6VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4356.5 |
| April 2007 CME Philadelphia November Heating Seasonal Strip |
H6XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4067.5 |
| April 2007 CME Philadelphia December Heating Seasonal Strip |
H6ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3655.0 |
| April 2007 CME Philadelphia CDD |
K6J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
7.5 |
| April 2007 CME Portland January Heating Seasonal Strip |
H7FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2276.5 |
| April 2007 CME Portland February Heating Seasonal Strip |
H7GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1443.0 |
| April 2007 CME Portland March Heating Seasonal Strip |
H7HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
861.0 |
| April 2007 CME Portland HDD |
H7J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
399.5 |
| April 2007 CME Portland October Heating Seasonal Strip |
H7VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3920.5 |
| April 2007 CME Portland November Heating Seasonal Strip |
H7XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3581.0 |
| April 2007 CME Portland December Heating Seasonal Strip |
H7ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3052.0 |
| April 2007 CME Portland CDD |
K7J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
0.0 |
| April 2007 CME Rome January Heating Seasonal Strip |
D9FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
785.10 |
| April 2007 CME Rome February Heating Seasonal Strip |
D9GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
522.10 |
| April 2007 CME Rome March Heating Seasonal Strip |
D9HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
292.60 |
| April 2007 CME Rome HDD |
D9J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
75.40 |
| April 2007 CME Rome October Heating Seasonal Strip |
D9VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1234.30 |
| April 2007 CME Rome November Heating Seasonal Strip |
D9XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1213.60 |
| April 2007 CME Rome December Heating Seasonal Strip |
D9ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1034.70 |
| April 2007 CME Rome CAT |
G9J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
467.50 |
| April 2007 CME Sacramento January Heating Seasonal Strip |
HSFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1452.0 |
| April 2007 CME Sacramento February Heating Seasonal Strip |
HSGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
794.0 |
| April 2007 CME Sacramento March Heating Seasonal Strip |
HSHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
393.0 |
| April 2007 CME Sacramento HDD |
HSJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
168.0 |
| April 2007 CME Sacramento October Heating Seasonal Strip |
HSVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2515.5 |
| April 2007 CME Sacramento November Heating Seasonal Strip |
HSXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2379.0 |
| April 2007 CME Sacramento December Heating Seasonal Strip |
HSZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2032.5 |
| April 2007 CME Sacramento CDD |
KSJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
19.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| April 2007 CME Salt Lake City January Heating Seasonal Strip |
HAFJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3113.5 |
| April 2007 CME Salt Lake City February Heating Seasonal Strip |
HAGJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1753.5 |
| April 2007 CME Salt Lake City March Heating Seasonal Strip |
HAHJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
965.0 |
| April 2007 CME Salt Lake City HDD |
HAJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
384.5 |
| April 2007 CME Salt Lake City October Heating Seasonal Strip |
HAVJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
5354.0 |
| April 2007 CME Salt Lake City November Heating Seasonal Strip |
HAXJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4896.5 |
| April 2007 CME Salt Lake City December Heating Seasonal Strip |
HAZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
4176.0 |
| April 2007 CME Salt Lake City CDD |
KUJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
10.5 |
| April 2007 CME Stockholm January Heating Seasonal Strip |
D5FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1826.60 |
| April 2007 CME Stockholm February Heating Seasonal Strip |
D5GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1274.15 |
| April 2007 CME Stockholm March Heating Seasonal Strip |
D5HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
694.90 |
| April 2007 CME Stockholm HDD |
D5J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
287.40 |
| April 2007 CME Stockholm October Heating Seasonal Strip |
D5VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2898.35 |
| April 2007 CME Stockholm November Heating Seasonal Strip |
D5XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2636.05 |
| April 2007 CME Stockholm December Heating Seasonal Strip |
D5ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2238.20 |
| April 2007 CME Stockholm CAT |
G5J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
252.60 |
| April 2007 CME Tokyo CAT |
G6J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
13.74 |
| April 2007 CME Toronto January Heating Seasonal Strip |
A7FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2292.70 |
| April 2007 CME Toronto February Heating Seasonal Strip |
A7GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1642.90 |
| April 2007 CME Toronto March Heating Seasonal Strip |
A7HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
903.55 |
| April 2007 CME Toronto HDD |
A7J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
356.90 |
| April 2007 CME Toronto October Heating Seasonal Strip |
A7VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3465.85 |
| April 2007 CME Toronto November Heating Seasonal Strip |
A7XJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
3176.70 |
| April 2007 CME Toronto December Heating Seasonal Strip |
A7ZJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
2793.70 |
| April 2007 CME Tucson January Heating Seasonal Strip |
H8FJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
952.0 |
| April 2007 CME Tucson February Heating Seasonal Strip |
H8GJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
443.0 |
| April 2007 CME Tucson March Heating Seasonal Strip |
H8HJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
174.0 |
| April 2007 CME Tucson HDD |
H8J7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
38.5 |
| April 2007 CME Tucson October Heating Seasonal Strip |
H8VJ7 |
5/2/2007 |
5/2/2007 |
5/3/2007 |
1504.0 |
| April 2007 CME Tucson November Heating Seasonal Strip |
|