| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| August 2007 CME Essen June CAT Seasonal Strips |
G4MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1594.95 |
| August 2007 CME Essen July CAT Seasonal Strips |
G4NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1073.60 |
| August 2007 CME Essen CAT |
G4Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
530.15 |
| August 2007 CME Stockholm April CAT Seasonal Strips |
G5JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2254.30 |
| August 2007 CME Stockholm May CAT Seasonal Strips |
G5KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2001.70 |
| August 2007 CME Stockholm June CAT Seasonal Strips |
G5MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1630.20 |
| August 2007 CME Stockholm July CAT Seasonal Strips |
G5NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1117.40 |
| August 2007 CME Stockholm CAT |
G5Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
571.40 |
| August 2007 CME Tokyo CAT |
G6Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
29.01 |
| August 2007 CME Osaka CAT |
G7Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
29.85 |
| August 2007 CME Barcelona April CAT Seasonal Strips |
G8JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
3256.40 |
| August 2007 CME Barcelona May CAT Seasonal Strips |
G8KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2790.05 |
| August 2007 CME Barcelona June CAT Seasonal Strips |
G8MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2195.55 |
| August 2007 CME Barcelona July CAT Seasonal Strips |
G8NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1517.80 |
| August 2007 CME Barcelona CAT |
G8Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
760.10 |
| August 2007 CME Rome April CAT Seasonal Strips |
G9JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
3276.10 |
| August 2007 CME Rome May CAT Seasonal Strips |
G9KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2808.60 |
| August 2007 CME Rome June CAT Seasonal Strips |
G9MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2236.90 |
| August 2007 CME Rome July CAT Seasonal Strips |
G9NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1556.20 |
| August 2007 CME Rome CAT |
G9Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
779.10 |
| August 2007 CME Madrid April CAT Seasonal Strips |
GQJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
3035.00 |
| August 2007 CME Madrid May CAT Seasonal Strips |
GQKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2645.10 |
| August 2007 CME Madrid June CAT Seasonal Strips |
GQMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2140.35 |
| August 2007 CME Madrid July CAT Seasonal Strips |
GQNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1526.50 |
| August 2007 CME Madrid CAT |
GQQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
753.00 |
| August 2007 CME Las Vegas April Cooling Seasonal Strip |
K0JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
3207.5 |
| August 2007 CME Las Vegas May Cooling Seasonal Strip |
K0KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
3005.5 |
| August 2007 CME Las Vegas June Cooling Seasonal Strip |
K0MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2525.5 |
| August 2007 CME Las Vegas July Cooling Seasonal Strip |
K0NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1793.0 |
| August 2007 CME Las Vegas CDD |
K0Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
852.0 |
| August 2007 CME Atlanta April Cooling Seasonal Strip |
K1JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1733.0 |
| August 2007 CME Atlanta May Cooling Seasonal Strip |
K1KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1698.5 |
| August 2007 CME Atlanta June Cooling Seasonal Strip |
K1MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1489.5 |
| August 2007 CME Atlanta July Cooling Seasonal Strip |
K1NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1055.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| August 2007 CME Atlanta CDD |
K1Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
639.0 |
| August 2007 CME Chicago April Cooling Seasonal Strip |
K2JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
870.0 |
| August 2007 CME Chicago May Cooling Seasonal Strip |
K2KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
867.5 |
| August 2007 CME Chicago June Cooling Seasonal Strip |
K2MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
785.5 |
| August 2007 CME Chicago July Cooling Seasonal Strip |
K2NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
576.0 |
| August 2007 CME Chicago CDD |
K2Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
305.0 |
| August 2007 CME Cincinnati April Cooling Seasonal Strip |
K3JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1245.0 |
| August 2007 CME Cincinnati May Cooling Seasonal Strip |
K3KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1228.0 |
| August 2007 CME Cincinnati June Cooling Seasonal Strip |
K3MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1088.0 |
| August 2007 CME Cincinnati July Cooling Seasonal Strip |
K3NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
812.0 |
| August 2007 CME Cincinnati CDD |
K3Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
514.0 |
| August 2007 CME New York April Cooling Seasonal Strip |
K4JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1185.0 |
| August 2007 CME New York May Cooling Seasonal Strip |
K4KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1175.5 |
| August 2007 CME New York June Cooling Seasonal Strip |
K4MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1046.0 |
| August 2007 CME New York July Cooling Seasonal Strip |
K4NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
775.5 |
| August 2007 CME New York CDD |
K4Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
381.0 |
| August 2007 CME Dallas/Fort Worth April Cooling Seasonal Strip |
K5JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2137.5 |
| August 2007 CME Dallas/Fort Worth May Cooling Seasonal Strip |
K5KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2072.0 |
| August 2007 CME Dallas/Fort Worth June Cooling Seasonal Strip |
K5MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1776.0 |
| August 2007 CME Dallas/Fort Worth July Cooling Seasonal Strip |
K5NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1286.0 |
| August 2007 CME Dallas/Fort Worth CDD |
K5Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
705.5 |
| August 2007 CME Philadelphia April Cooling Seasonal Strip |
K6JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1145.5 |
| August 2007 CME Philadelphia May Cooling Seasonal Strip |
K6KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1138.0 |
| August 2007 CME Philadelphia June Cooling Seasonal Strip |
K6MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1026.5 |
| August 2007 CME Philadelphia July Cooling Seasonal Strip |
K6NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
759.5 |
| August 2007 CME Philadelphia CDD |
K6Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
378.5 |
| August 2007 CME Portland April Cooling Seasonal Strip |
K7JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
340.0 |
| August 2007 CME Portland May Cooling Seasonal Strip |
K7KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
340.0 |
| August 2007 CME Portland June Cooling Seasonal Strip |
K7MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
318.5 |
| August 2007 CME Portland July Cooling Seasonal Strip |
K7NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
286.5 |
| August 2007 CME Portland CDD |
K7Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
109.5 |
| August 2007 CME Tucson April Cooling Seasonal Strip |
K8JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2568.0 |
| August 2007 CME Tucson May Cooling Seasonal Strip |
K8KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2424.0 |
| August 2007 CME Tucson June Cooling Seasonal Strip |
K8MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2016.0 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| August 2007 CME Tucson July Cooling Seasonal Strip |
K8NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1386.0 |
| August 2007 CME Tucson CDD |
K8Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
676.5 |
| August 2007 CME Des Moines April Cooling Seasonal Strip |
K9JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1100.00 |
| August 2007 CME Des Moines May Cooling Seasonal Strip |
K9KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1082.5 |
| August 2007 CME Des Moines June Cooling Seasonal Strip |
K9MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
980.0 |
| August 2007 CME Des Moines July Cooling Seasonal Strip |
K9NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
748.5 |
| August 2007 CME Des Moines CDD |
K9Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
382.5 |
| August 2007 CME Detroit April Cooling Seasonal Strip |
KKJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
778.5 |
| August 2007 CME Detroit May Cooling Seasonal Strip |
KKKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
777.0 |
| August 2007 CME Detroit June Cooling Seasonal Strip |
KKMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
712.0 |
| August 2007 CME Detroit July Cooling Seasonal Strip |
KKNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
504.0 |
| August 2007 CME Detroit CDD |
KKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
285.0 |
| August 2007 CME Minneapolis April Cooling Seasonal Strip |
KQJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
902.5 |
| August 2007 CME Minneapolis May Cooling Seasonal Strip |
KQKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
889.5 |
| August 2007 CME Minneapolis June Cooling Seasonal Strip |
KQMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
810.5 |
| August 2007 CME Minneapolis July Cooling Seasonal Strip |
KQNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
570.0 |
| August 2007 CME Minneapolis CDD |
KQQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
230.0 |
| August 2007 CME Houston April Cooling Seasonal Strip |
KRJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2159.5 |
| August 2007 CME Houston May Cooling Seasonal Strip |
KRKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2041.0 |
| August 2007 CME Houston June Cooling Seasonal Strip |
KRMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1688.0 |
| August 2007 CME Houston July Cooling Seasonal Strip |
KRNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1164.5 |
| August 2007 CME Houston CDD |
KRQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
632.5 |
| August 2007 CME Sacramento April Cooling Seasonal Strip |
KSJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
954.5 |
| August 2007 CME Sacramento May Cooling Seasonal Strip |
KSKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
935.0 |
| August 2007 CME Sacramento June Cooling Seasonal Strip |
KSMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
848.0 |
| August 2007 CME Sacramento July Cooling Seasonal Strip |
KSNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
640.5 |
| August 2007 CME Sacramento CDD |
KSQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
323.5 |
| August 2007 CME Salt Lake City April Cooling Seasonal Strip |
KUJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1465.5 |
| August 2007 CME Salt Lake City May Cooling Seasonal Strip |
KUKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1455.0 |
| August 2007 CME Salt Lake City June Cooling Seasonal Strip |
KUMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1355.0 |
| August 2007 CME Salt Lake City July Cooling Seasonal Strip |
KUNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1072.5 |
| August 2007 CME Salt Lake City CDD |
KUQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
484.5 |
| August 2007 CME Baltimore April Cooling Seasonal Strip |
KVJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1137.0 |
| August 2007 CME Baltimore May Cooling Seasonal Strip |
KVKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1128.5 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| August 2007 CME Baltimore June Cooling Seasonal Strip |
KVMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1018.0 |
| August 2007 CME Baltimore July Cooling Seasonal Strip |
KVNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
755.0 |
| August 2007 CME Baltimore CDD |
KVQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
386.0 |
| August 2007 CME Boston April Cooling Seasonal Strip |
KWJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
721.0 |
| August 2007 CME Boston May Cooling Seasonal Strip |
KWKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
717.0 |
| August 2007 CME Boston June Cooling Seasonal Strip |
KWMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
651.0 |
| August 2007 CME Boston July Cooling Seasonal Strip |
KWNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
495.5 |
| August 2007 CME Boston CDD |
KWQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
250.5 |
| August 2007 CME Kansas City April Cooling Seasonal Strip |
KXJQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1333.0 |
| August 2007 CME Kansas City May Cooling Seasonal Strip |
KXKQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1314.0 |
| August 2007 CME Kansas City June Cooling Seasonal Strip |
KXMQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1187.0 |
| August 2007 CME Kansas City July Cooling Seasonal Strip |
KXNQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
939.0 |
| August 2007 CME Kansas City CDD |
KXQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
553.5 |
| August 2007 CME Calgary April Cooling Seasonal Strip |
P2JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1860.15 |
| August 2007 CME Calgary May Cooling Seasonal Strip |
P2KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1774.45 |
| August 2007 CME Calgary June Cooling Seasonal Strip |
P2MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1465.65 |
| August 2007 CME Calgary July Cooling Seasonal Strip |
P2NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1043.20 |
| August 2007 CME Calgary CDD |
P2Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
5.15 |
| August 2007 CME Edmonton April Cooling Seasonal Strip |
P4JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1812.90 |
| August 2007 CME Edmonton May Cooling Seasonal Strip |
P4KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1731.65 |
| August 2007 CME Edmonton June Cooling Seasonal Strip |
P4MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1418.60 |
| August 2007 CME Edmonton July Cooling Seasonal Strip |
P4NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
976.15 |
| August 2007 CME Edmonton CDD |
P4Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
0.30 |
| August 2007 CME Montreal April Cooling Seasonal Strip |
P5JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2437.70 |
| August 2007 CME Montreal May Cooling Seasonal Strip |
P5KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2266.70 |
| August 2007 CME Montreal June Cooling Seasonal Strip |
P5MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1843.85 |
| August 2007 CME Montreal July Cooling Seasonal Strip |
P5NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1255.65 |
| August 2007 CME Montreal CDD |
P5Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
80.40 |
| August 2007 CME Toronto April Cooling Seasonal Strip |
P7JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2602.05 |
| August 2007 CME Toronto May Cooling Seasonal Strip |
P7KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2418.95 |
| August 2007 CME Toronto June Cooling Seasonal Strip |
P7MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1975.20 |
| August 2007 CME Toronto July Cooling Seasonal Strip |
P7NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1353.15 |
| August 2007 CME Toronto CDD |
P7Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
140.45 |
| August 2007 CME Vancouver April Cooling Seasonal Strip |
P8JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2251.50 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| August 2007 CME Vancouver May Cooling Seasonal Strip |
P8KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1983.70 |
| August 2007 CME Vancouver June Cooling Seasonal Strip |
P8MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1589.00 |
| August 2007 CME Vancouver July Cooling Seasonal Strip |
P8NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1135.20 |
| August 2007 CME Vancouver CDD |
P8Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
11.80 |
| August 2007 CME Winnipeg April Cooling Seasonal Strip |
P9JQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2223.80 |
| August 2007 CME Winnipeg May Cooling Seasonal Strip |
P9KQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
2097.20 |
| August 2007 CME Winnipeg June Cooling Seasonal Strip |
P9MQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1719.40 |
| August 2007 CME Winnipeg July Cooling Seasonal Strip |
P9NQ7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
1200.40 |
| August 2007 CME Winnipeg CDD |
P9Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
37.00 |
| August 2007 CME Toronto Seasonal CAT Index |
V1Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
693.20 |
| August 2007 CME Calgary Seasonal CAT Index |
V2Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
443.90 |
| August 2007 CME Edmonton Seasonal CAT Index |
V4Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
407.10 |
| August 2007 CME Montreal Seasonal CAT Index |
V5Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
622.55 |
| August 2007 CME Vancouver Seasonal CAT Index |
V8Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
551.50 |
| August 2007 CME Winnipeg Seasonal CAT Index |
V9Q7 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
544.95 |
| August 2007 CME Weekly Las Vegas Average Temperature |
WH0Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
91.0 |
| August 2007 CME Weekly Atlanta Average Temperature |
WH1Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
80.2 |
| August 2007 CME Weekly Chicago Average Temperature |
WH2Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
71.6 |
| August 2007 CME Weekly Cincinnati Average Temperature |
WH3Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
79.4 |
| August 2007 CME Weekly New York Average Temperature |
WH4Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
78.2 |
| August 2007 CME Weekly Dallas/Fort Worth Average Temperature |
WH5Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
86.4 |
| August 2007 CME Weekly Philadelphia Average Temperature |
WH6Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
76.3 |
| August 2007 CME Weekly Portland Average Temperature |
WH7Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
70.8 |
| August 2007 CME Weekly Tucson Average Temperature |
WH8Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
89.5 |
| August 2007 CME Weekly Des Moines Average Temperature |
WH9Q7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
74.1 |
| August 2007 CME Weekly Salt Lake City Average Temperature |
WHAQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
81.0 |
| August 2007 CME Weekly Houston Average Temperature |
WHHQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
82.9 |
| August 2007 CME Weekly Detroit Average Temperature |
WHKQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
71.2 |
| August 2007 CME Weekly Minneapolis Average Temperature |
WHQQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
69.4 |
| August 2007 CME Weekly Baltimore Average Temperature |
WHVQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
76.1 |
| August 2007 CME Weekly Boston Average Temperature |
WHWQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
72.1 |
| August 2007 CME Weekly Sacramento Average Temperature |
WKSQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
82.0 |
| August 2007 CME Weekly Kansas City Average Temperature |
WKXQ7W5 |
9/4/2007 |
9/4/2007 |
9/5/2007 |
78.5 |
| September 7 2007 CME Eurodollar SUBS |
EDDU707 |
9/5/2007 |
9/5/2007 |
9/6/2007 |
94.2800 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| September 10 2007 CME Eurodollar SUBS |
EDDU710 |
9/6/2007 |
9/6/2007 |
9/7/2007 |
94.2763 |
| September 11 2007 CME Eurodollar SUBS |
EDDU711 |
9/7/2007 |
9/7/2007 |
9/10/2007 |
94.2750 |
| September 12 2007 CME Eurodollar SUBS |
EDDU712 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
94.2963 |
| September 2007 CME Weekly Las Vegas Average Temperature |
WH0U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
92.0 |
| September 2007 CME Weekly Atlanta Average Temperature |
WH1U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
79.1 |
| September 2007 CME Weekly Chicago Average Temperature |
WH2U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
77.1 |
| September 2007 CME Weekly Cincinnati Average Temperature |
WH3U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
79.7 |
| September 2007 CME Weekly New York Average Temperature |
WH4U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
77.2 |
| September 2007 CME Weekly Dallas/Fort Worth Average Temperature |
WH5U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
83.4 |
| September 2007 CME Weekly Philadelphia Average Temperature |
WH6U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
76.3 |
| September 2007 CME Weekly Portland Average Temperature |
WH7U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
67.3 |
| September 2007 CME Weekly Tucson Average Temperature |
WH8U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
84.4 |
| September 2007 CME Weekly Des Moines Average Temperature |
WH9U7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
74.4 |
| September 2007 CME Weekly Salt Lake City Average Temperature |
WHAU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
72.3 |
| September 2007 CME Weekly Houston Average Temperature |
WHHU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
83.4 |
| September 2007 CME Weekly Detroit Average Temperature |
WHKU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
75.1 |
| September 2007 CME Weekly Minneapolis Average Temperature |
WHQU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
76.7 |
| September 2007 CME Weekly Baltimore Average Temperature |
WHVU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
76.8 |
| September 2007 CME Weekly Boston Average Temperature |
WHWU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
71.6 |
| September 2007 CME Weekly Sacramento Average Temperature |
WKSU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
74.7 |
| September 2007 CME Weekly Kansas City Average Temperature |
WKXU7W1 |
9/10/2007 |
9/10/2007 |
9/11/2007 |
78.3 |
| September 13 2007 CME Eurodollar SUBS |
EDDU713 |
9/11/2007 |
9/11/2007 |
9/12/2007 |
94.2969 |
| September 2007 CME Japanese Government Bond |
JBU7 |
9/10/2007 |
9/11/2007 |
9/12/2007 |
135.80 |
| September 14 2007 CME Eurodollar SUBS |
EDDU714 |
9/12/2007 |
9/12/2007 |
9/13/2007 |
94.2969 |
| September 17 2007 CME Eurodollar SUBS |
EDDU717 |
9/13/2007 |
9/13/2007 |
9/14/2007 |
94.3057 |
| September 2007 CME E-mini Bundle |
E5BU7 |
9/14/2007 |
9/14/2007 |
9/17/2007 |
95.1975 |
| September 18 2007 CME Eurodollar SUBS |
EDDU718 |
9/14/2007 |
9/14/2007 |
9/17/2007 |
94.3538 |
| September 2007 CME Euroyen |
EYU7 |
9/14/2007 |
9/14/2007 |
9/17/2007 |
99.163 |
| September 2007 CME Eurozone Harmonized Index of Consumer Prices |
HCU7 |
9/13/2007 |
9/14/2007 |
9/17/2007 |
98.3115 |
| September 2007 CME Yen Denominated Nikkei Stock Average |
N1U7 |
9/13/2007 |
9/14/2007 |
9/17/2007 |
15890.95 |
| September 2007 CME Nikkei 225 |
NKU7 |
9/13/2007 |
9/14/2007 |
9/17/2007 |
15890.95 |
| September 2007 CME Eurodollar |
EDU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
94.4025 |
| September 2007 CME E-mini Eurodollar |
EEDU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
94.4025 |
| September 2007 CME Euroyen-LIBOR |
ELU7 |
9/14/2007 |
9/17/2007 |
9/18/2007 |
99.016 |
| Commodity | Symbol | Last Trade Date | Settlement Date | Remove Positions | Settlement Price/Time |
| September 2007 CME LIBOR |
EMU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
94.4975 |
| September CME CHI Gulf Coast |
HG1U04 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
1.7 |
| September CME CHI Cat-In-a-Box |
HP1U04 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
1.7 |
| September CME CHI Eastern US |
HX1U04 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
1.7 |
| September 2007 CME Korean Won |
KRWU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
0.0010771 |
| September 2007 CME Russian Ruble |
RUU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
0.039488 |
| September 2007 CME 10-year Swap Rate |
S0U7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
94.834 |
| September 2007 CME 2-year Swap Rate |
S2U7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
95.222 |
| September 2007 CME 5-year Swap Rate |
S5U7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
95.104 |
| September 2007 CME 13 Week US T-Bill |
TBU7 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
95.95 |
| September 2007 CME Weekly Las Vegas Average Temperature |
WH0U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
90.7 |
| September 2007 CME Weekly Atlanta Average Temperature |
WH1U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
77.8 |
| September 2007 CME Weekly Chicago Average Temperature |
WH2U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
60.1 |
| September 2007 CME Weekly Cincinnati Average Temperature |
WH3U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
70.4 |
| September 2007 CME Weekly New York Average Temperature |
WH4U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
72.8 |
| September 2007 CME Weekly Dallas/Fort Worth Average Temperature |
WH5U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
77.6 |
| September 2007 CME Weekly Philadelphia Average Temperature |
WH6U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
73.0 |
| September 2007 CME Weekly Portland Average Temperature |
WH7U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
66.4 |
| September 2007 CME Weekly Tucson Average Temperature |
WH8U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
87.4 |
| September 2007 CME Weekly Des Moines Average Temperature |
WH9U7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
58.2 |
| September 2007 CME Weekly Salt Lake City Average Temperature |
WHAU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
70.9 |
| September 2007 CME Weekly Houston Average Temperature |
WHHU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
82.6 |
| September 2007 CME Weekly Detroit Average Temperature |
WHKU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
61.5 |
| September 2007 CME Weekly Minneapolis Average Temperature |
WHQU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
54.4 |
| September 2007 CME Weekly Baltimore Average Temperature |
WHVU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
71.9 |
| September 2007 CME Weekly Boston Average Temperature |
WHWU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
65.3 |
| September 2007 CME Weekly Sacramento Average Temperature |
WKSU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
68.9 |
| September 2007 CME Weekly Kansas City Average Temperature |
WKXU7W2 |
9/17/2007 |
9/17/2007 |
9/18/2007 |
63.6 |
| September 20 2007 CME Eurodollar SUBS |
EDDU720 |
9/18/2007 |
9/18/2007 |
9/19/2007 |
94.4125 |
| September 2007 CME GSCI |
GIU7 |
9/18/2007 |