Futures Margins & Contract Specifications

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Margin Rates as of 5/14/2008 CBOT CME COMEX CSC NYMEX KCBT NYCE IMM EUREX
Commodity	Mo/Yr	Initial	Maint	Currency
*CHICAGO BOARD OF TRADE*
CBOT RGH RICE	07/08	3,105	2,300	US
CBOT BIG DOW	06/08	17,513	14,010	US
CBOT CORN	07/08	1,350	1,000	US
CBOT DJ-AIGCI	06/08	1,350	1,000	US
CBOT GOLD	06/08	4,455	3,300	US
CBOT LIQ50CDS	06/08	2,700	2,000	US
CBOT OATS	07/08	1,350	1,000	US
CBOT SILVER	06/08	10,125	7,500	US
CBOT SOYBEANS	07/08	4,725	3,500	US
CBOT WHEAT	07/08	6,075	4,500	US
CBT BEAN MEAL	07/08	2,700	2,000	US
CBT BEAN OIL	07/08	2,295	1,700	US
CBT DJ REALEST	06/08	2,125	1,700	US
CBT ETHANL FW	05/08	2,363	1,750	US
CBT ETHANOL	06/08	3,645	2,700	US
CBT GC ETHANL	06/08	2,700	2,000	US
CBT LA ETHANL	06/08	2,700	2,000	US
CBT MINI CORN	07/08	270	200	US
CBT MINI DOW	06/08	3,503	2,802	US
CBT MINI ED	03/11	338	250	US
CBT MINI GOLD	06/08	1,485	1,100	US
CBT MINI SILVE	06/08	2,025	1,500	US
CBT MINI SYBN	07/08	945	700	US
CBT MINI WHEAT	07/08	1,215	900	US
CBT NY ETHANL	06/08	2,700	2,000	US
CBT OTC ETHNOL	06/08	4,725	3,500	US
CBT T-BONDS	06/08	2,700	2,000	US
CBT TNOTE 10Y	06/08	2,160	1,600	US
CBT TNOTE 2Y	06/08	1,215	900	US
CBT TNOTE 5Y	06/08	1,485	1,100	US
CBT 10YR SWAP	06/08	2,295	1,700	US
CBT 30D IN RT	05/08	878	650	US
CBT 30YR SWAP	06/08	3,780	2,800	US
CBT 5YR SWAP	06/08	1,620	1,200	US
DOW AVG INDEX	06/08	7,005	5,604	US
S.AM SOYBEANS	05/08	2,025	1,500	US
*CHICAGO MERCANTILE EXCHANGE*
CME CATTLE	06/08	1,080	800	US
CME CSH BUTTR	05/08	810	600	US
CME DRY WHEY	05/08	1,215	900	US
CME FD CATTLE	05/08	1,350	1,000	US
CME GOLDMAN	05/08	12,000	8,000	US
CME KRFT PULP	05/08	270	200	US
CME LEAN HOGS	05/08	1,215	900	US
CME PORK BEL	07/08	1,620	1,200	US
CME REV LUMBR - spot	05/08	2,700	1,800	US
CME REV LUMBR	07/08	1,650	1,100	US
*COMMODITY EXCHANGE, INC.*
CMX ASIAN GOLD	06/08	2,113	1,566	US
CMX GOLD	06/08	6,582	4,875	US
CMX HG COPPER	06/08	7,763	5,750	US
CMX MINY COPPR	06/08	3,881	2,875	US
CMX MINY GOLD	06/08	3,291	2,437	US
CMX MINY SILVR	06/08	5,062	3,750	US
CMX SILVER	06/08	10,125	7,500	US
*NY COFFEE, SUGAR, & COCOA*
CSC COCOA-METR	07/08	2,660	1,900	US
CSC COFFEE C	07/08	4,900	3,500	US
CSC SUGAR 11	07/08	1,540	1,100	US
CSC SUGAR 14	07/08	980	700	US
NBSK PULP	06/08	665	500	US
*NEW YORK MERCANTILE EXCHANGE*
AEP DAYTON OFF	05/08	1,960	1,452	US
DME OMAN CRUDE	07/08	10,800	8,000	US
DOMINION INDEX	06/08	270	200	US
EL PASO INDEX	06/08	675	500	US
EL PASO SWING	05/08	5,400	4,000	US
ERC NORTH MNTH	06/08	9,450	7,000	US
HOUSTON INDEX	06/08	270	200	US
HOUSTON SWING	05/08	2,700	2,000	US
ISO NE OFF-PK	05/08	2,743	2,032	US
KERN RVR SWING	05/08	9,450	7,000	US
MYN SNG180BOM	05/08	29,700	22,000	US
N. ILL OFF-PK	05/08	1,176	871	US
NY HEATING OIL	06/08	10,800	8,000	US
NY LT CRUDE	06/08	9,788	7,250	US
NY NATURAL GAS	06/08	9,788	7,250	US
NY PALLADIUM	06/08	3,713	2,750	US
NY PLATINUM	07/08	8,100	6,000	US
NYISO A OFF-PK	05/08	2,743	2,032	US
NYISO G OFF-PK	05/08	2,743	2,032	US
NYISO J OFF-PK	05/08	2,743	2,032	US
NYM AEP-D DLY	05/08	4,050	3,000	US
NYM AEP-D MTH	05/08	6,943	5,143	US
NYM ALBERBASIS	06/08	1,080	800	US
NYM ALBERTA	06/08	2,700	2,000	US
NYM ANR OK	06/08	1,013	750	US
NYM ANRLABASIS	06/08	203	150	US
NYM ARDOUR XL	06/08	4,725	3,500	US
NYM ARGGAS CRK	05/08	5,400	4,000	US
NYM ASIAN PALL	06/08	892	661	US
NYM ASIAN PLAT	06/08	3,906	2,893	US
NYM BCKW CNTGO	12/10	270	200	US
NYM BR-WTI SWP	07/08	2,430	1,800	US
NYM BRENT CAL	05/08	5,400	4,000	US
NYM BRENT LD	06/08	9,450	7,000	US
NYM BRENT SWP	06/08	9,450	7,000	US
NYM BRENTDUBAI	05/08	5,400	4,000	US
NYM BRENTFLINE	05/08	1,013	750	US
NYM CARBON CER	12/08	1,485	1,100	EU
NYM CARBON EUA	12/08	2,295	1,700	EU
NYM CAT FLA	12/08	4,725	3,500	US
NYM CAT TX-ME	12/08	4,725	3,500	US
NYM CAT USA	12/08	10,800	8,000	US
NYM CHGO CTYCT	06/08	2,700	2,000	US
NYM CHGOETHNL	05/08	5,400	4,000	US
NYM CHI INDEX	06/08	169	125	US
NYM CHICABASIS	06/08	675	500	US
NYM CIG SWAP	06/08	2,025	1,500	US
NYM CIN OFFSWP	05/08	1,960	1,452	US
NYM CIN PK SWP	05/08	6,075	4,500	US
NYM CL MACI	01/11	1,958	1,450	US
NYM CLMBIA GL	06/08	101	75	US
NYM CNTRPNT BS	06/08	1,013	750	US
NYM COCOA FUT	07/08	3,375	2,500	US
NYM COFFEE FUT	07/08	6,750	5,000	US
NYM COP INDEX	05/08	1,620	1,200	US
NYM COTTON	07/08	4,725	3,500	US
NYM CSX COAL	06/08	6,750	5,000	US
NYM DATEDBRENT	05/08	4,629	3,429	US
NYM DEMARC IDX	06/08	270	200	US
NYM DJ MID CO	01/10	5,400	4,000	US
NYM DJ P VERDE	07/08	9,450	7,000	US
NYM DOMINION	06/08	338	250	US
NYM DUBAICAL	05/08	5,786	4,286	US
NYM EMINI CRUD	06/08	4,894	3,625	US
NYM EMINI GAS	06/08	2,446	1,812	US
NYM ERUGAS OEC	07/08	2,700	2,000	US
NYM EU NAP CRK	05/08	4,725	3,500	US
NYM EUNAPHTBOM	05/08	47,250	35,000	US
NYM EUR UNLGAS	05/08	26,036	19,286	US
NYM EUR 1% ROT	05/08	18,514	13,714	US
NYM EURGAS OEE	05/08	12,150	9,000	US
NYM EURGAS OEF	05/08	9,450	7,000	US
NYM EURGAS OEI	05/08	8,100	6,000	US
NYM EURGAS OET	05/08	13,500	10,000	US
NYM EURGAS OEY	05/08	10,800	8,000	US
NYM EURGAS OGA	05/08	6,750	5,000	US
NYM EURGAS OJC	05/08	20,250	15,000	US
NYM EURGAS OJR	05/08	8,775	6,500	US
NYM EURGASOGT	05/08	81,000	60,000	US
NYM EURO 1% NW	05/08	18,514	13,714	US
NYM EUROJETNW	05/08	46,286	34,286	US
NYM EURONAPTHA	05/08	50,143	37,143	US
NYM EURPPNSWP	05/08	49,950	37,000	US
NYM EUR3.5 MED	05/08	11,571	8,571	US
NYM EUR3.5 ROT	05/08	19,286	14,286	US
NYM EU1%FOBOM	05/08	29,700	22,000	US
NYM FLGAS3 SWP	06/08	270	200	US
NYM FO CAR/BAR	05/08	12,150	9,000	US
NYM G UNJL CRK	05/08	3,857	2,857	US
NYM GAS ARGUS	05/08	50,143	37,143	US
NYM GAS 0.1 RT	06/08	55,350	41,000	US
NYM GASOIL CAL	05/08	81,000	60,000	US
NYM GASOIL CRK	05/08	6,750	5,000	US
NYM GASOIL SWP	06/08	87,750	65,000	US
NYM GC DIESEL	06/08	8,100	6,000	US
NYM GC GAS	06/08	5,400	4,000	US
NYM GC LSD SWP	05/08	10,800	8,000	US
NYM GC ULSD CK	05/08	6,750	5,000	US
NYM GC ULSD SW	05/08	10,800	8,000	US
NYM GCJTVNYMHO	05/08	1,543	1,143	US
NYM GCN6FUEL3%	05/08	4,243	3,143	US
NYM GCOAST GAS	05/08	13,500	10,000	US
NYM GCOAST HO	05/08	2,700	2,000	US
NYM GC3%FOBOM	05/08	4,050	3,000	US
NYM GC6FUELCRK	05/08	4,243	3,143	US
NYM GORT ICEGO	05/08	16,200	12,000	US
NYM GO10PPMICE	05/08	21,600	16,000	US
NYM HEAT FIN	06/08	10,800	8,000	US
NYM HEAT MINY	06/08	5,400	4,000	US
NYM HEATNG CK	05/08	2,121	1,571	US
NYM HENRYBAIS2	06/08	68	50	US
NYM HH FIN LD	06/08	9,788	7,250	US
NYM HH INDEX	06/08	270	200	US
NYM HH PENULTM	06/08	2,446	1,812	US
NYM HH SWING	05/08	2,448	1,813	US
NYM HP FIN	06/08	9,788	7,250	US
NYM HSTON SHIP	06/08	2,700	2,000	US
NYM ISO NE	05/08	9,450	7,000	US
NYM JETKER SWP	05/08	5,014	3,714	US
NYM JPNAPHTHA	05/08	81,000	60,000	US
NYM JUANBASIS	06/08	1,013	750	US
NYM LACARBDSL	05/08	4,725	3,500	US
NYM LACARBOB	05/08	6,075	4,500	US
NYM LAJETSPRD	05/08	4,050	3,000	US
NYM LLSAGWTCA	05/08	810	600	US
NYM MCH OFFSWP	05/08	2,743	2,032	US
NYM MCH PK SWP	05/08	6,075	4,500	US
NYM MICH BASIS	06/08	540	400	US
NYM MTBLVUPPN	05/08	5,400	4,000	US
NYM N NATGAS D	06/08	810	600	US
NYM N NATGAS V	06/08	810	600	US
NYM N ROCKIES	06/08	2,700	2,000	US
NYM N.I. MTH	05/08	6,943	5,143	US
NYM NE HUB DLY	05/08	2,025	1,500	US
NYM NGPL MIDCN	06/08	810	600	US
NYM NGPL TX/OK	06/08	675	500	US
NYM NGPLMID IX	06/08	270	200	US
NYM NGPLTXK IX	06/08	270	200	US
NYM NGPLTXK SS	05/08	2,700	2,000	US
NYM NI HUB DLY	05/08	3,375	2,500	US
NYM NOX ANN 09	06/08	3,375	2,500	US
NYM NOX ANN 10	06/08	3,375	2,500	US
NYM NOX ANN 11	06/08	4,050	3,000	US
NYM NOX ANN 12	06/08	4,050	3,000	US
NYM NOX SSN 09	06/08	1,080	800	US
NYM NOX SSN 10	06/08	810	600	US
NYM NOX SSN 11	06/08	1,080	800	US
NYM NOX SSN 12	06/08	1,080	800	US
NYM NOXEMISS	06/08	2,700	2,000	US
NYM NO2 UD SP	05/08	926	686	US
NYM NO2/CRACK	05/08	3,086	2,286	US
NYM NWROKBASIS	06/08	1,620	1,200	US
NYM NY DIESEL	06/08	5,738	4,250	US
NYM NYETHANOL	05/08	5,400	4,000	US
NYM NYH ETHANL - spot	05/08	9,450	7,000	US
NYM NYH ETHANL	06/08	5,400	4,000	US
NYM NYH 3% FO	06/08	6,750	5,000	US
NYM NYHBHO CAL	05/08	6,171	4,571	US
NYM NYH1FOBOM	05/08	5,400	4,000	US
NYM NYISO A	05/08	2,314	1,714	US
NYM NYISO G	05/08	2,314	1,714	US
NYM NYISO J	05/08	2,314	1,714	US
NYM NYRESFL1%	05/08	3,857	2,857	US
NYM NYRESFUELC	05/08	3,086	2,286	US
NYM PANHANDLE	06/08	2,700	2,000	US
NYM PERMIAN BS	06/08	1,013	750	US
NYM PGE CTYGT	06/08	2,700	2,000	US
NYM PGE&E CTGT	06/08	675	500	US
NYM PGE&E MALN	06/08	675	500	US
NYM PJM DAILY	05/08	4,050	3,000	US
NYM PJM MONTH	05/08	7,714	5,714	US
NYM PJM OFF	05/08	3,136	2,323	US
NYM PNHANBASIS	06/08	1,013	750	US
NYM PRB COAL	06/08	3,375	2,500	US
NYM RBB CALNDR	05/08	5,786	4,286	US
NYM RBB CRACK	05/08	3,857	2,857	US
NYM RBB H/OIL	05/08	5,400	4,000	US
NYM RBB UPDOWN	05/08	926	686	US
NYM RBOB CAL	05/08	10,125	7,500	US
NYM RBOB FIN	06/08	10,125	7,500	US
NYM RBOB GAS	06/08	10,125	7,500	US
NYM RDAMFOBOM	05/08	29,700	22,000	US
NYM REBCO CRUD	05/08	10,125	7,500	US
NYM SAN JUAN	06/08	2,700	2,000	US
NYM SHPCHBASIS	06/08	540	400	US
NYM SIN GO SWP	05/08	5,400	4,000	US
NYM SIN KGO SW	05/08	2,700	2,000	US
NYM SIN NAP SW	05/08	4,629	3,429	US
NYM SING E/WST	05/08	13,500	10,000	US
NYM SING FOIL	05/08	5,400	4,000	US
NYM SING 380FO	05/08	19,286	14,286	US
NYM SINGAPO180	05/08	17,743	13,143	US
NYM SNGGSOBOM	05/08	5,400	4,000	US
NYM SNGJETBOM	05/08	6,750	5,000	US
NYM SNGNPTBOM	05/08	5,400	4,000	US
NYM SOCAL PIPE	06/08	2,700	2,000	US
NYM SOCALBASIS	06/08	810	600	US
NYM SONAT SWP	06/08	338	250	US
NYM SUGAR 11	07/08	2,025	1,500	US
NYM SUMAS	06/08	1,013	750	US
NYM S02EMISS	05/08	6,750	5,000	US
NYM TCO BASIS	06/08	270	200	US
NYM TC4SINGJPN	05/08	771	571	US
NYM TC5RASYOKO	05/08	1,350	1,000	US
NYM TETCO E LA	06/08	203	150	US
NYM TETCO S TX	06/08	405	300	US
NYM TN ZONE 0	06/08	405	300	US
NYM TN 500 LEG	06/08	203	150	US
NYM TRANSCO Z3	06/08	203	150	US
NYM TRANSCO 6	06/08	2,700	2,000	US
NYM TRAZ6BASIS	06/08	2,700	2,000	US
NYM TRNC04 SWP	06/08	169	125	US
NYM TRUNKLN LA	06/08	101	75	US
NYM TX EAST M3	06/08	675	500	US
NYM TX GAS SL	06/08	405	300	US
NYM ULGAS MINY	06/08	5,063	3,750	US
NYM U308 SWAP	05/08	2,700	2,000	US
NYM VENTURA IX	06/08	135	100	US
NYM WAHA INDEX	06/08	169	125	US
NYM WAHA SWAP	06/08	675	500	US
NYM WAHA SWING	05/08	2,700	2,000	US
NYM WTI FIN	06/08	9,788	7,250	US
NYM WTIBRENTCL	06/08	2,160	1,600	US
NYM WTICAL	05/08	5,593	4,143	US
NYM 1.0NWE OIL	05/08	8,100	6,000	US
NYM 3.5NWE OIL	05/08	8,100	6,000	US
PANHANDLE INDX	06/08	270	200	US
PANHANDLE SWNG	05/08	2,700	2,000	US
PG&E CTGTE IDX	06/08	270	200	US
PG&E CTGTE SWG	05/08	4,050	3,000	US
ROCKIES INDEX	06/08	270	200	US
SAN JUAN INDEX	06/08	270	200	US
SAN JUAN SWING	05/08	4,050	3,000	US
SING 380FO PHY	06/08	3,375	2,500	US
SO CAL INDEX	06/08	270	200	US
SOCALSWNG	05/08	4,050	3,000	US
SUMAS INDEX	06/08	1,350	1,000	US
TETCO M-3 IDX	06/08	1,350	1,000	US
TRANSCO Z6 IDX	06/08	2,700	2,000	US
UD GC LSD HO	06/08	2,430	1,800	US
UD GC ULSD HO	05/08	2,700	2,000	US
*KANSAS CITY BOARD OF TRADE*
KC WHEAT	07/08	3,750	3,000	US
*NEW YORK COTTON EXCHANGE*
NYC COTTON	07/08	4,900	3,500	US
NYC USD IDX	06/08	1,064	800	US
NYCE FCOJ-A	07/08	1,890	1,350	US
*INTERNATIONAL MONETARY MARKET*
ONEC F5 NTWRK	05/08	919	919	US
BRAZ REAL	06/08	2,800	2,000	US
CME PWRSHRQQQ	05/08	1,964	1,964	US
CME RUSL2K ETF	05/08	2,938	2,938	US
CME SPDR ETF	05/08	2,817	2,817	US
CRDT CH3	12/12	750	750	US
CRDT CH4	06/13	750	750	US
EMINI S&P 500	06/08	4,500	3,600	US
IMM AUD/EURO	06/08	5,130	3,800	AD
IMM AUST DLR	06/08	2,430	1,800	US
IMM AVG CIN 3	05/08	3,000	3,000	US
IMM B-POUNDS	06/08	2,430	1,800	US
IMM CAD/AUD	06/08	3,645	2,700	CD
IMM CAD/EURO	06/08	4,860	3,600	CD
IMM CANADIAN $	06/08	2,565	1,900	US
IMM CAT AMS	05/08	662	490	BP
IMM CAT BCLNA	05/08	531	393	US
IMM CAT BERLN	05/08	626	464	BP
IMM CAT ESSEN	05/08	464	344	BP
IMM CAT LDN	05/08	656	486	BP
IMM CAT MADRD	05/08	513	380	US
IMM CAT PARIS	05/08	706	523	BP
IMM CAT ROME	05/08	522	387	US
IMM CAT STKLM	05/08	533	395	BP
IMM CDD BLT	05/08	92	68	US
IMM CDD BOSTN	05/08	39	29	US
IMM CDD DET	05/08	74	55	US
IMM CDD HOU	05/08	431	319	US
IMM CDD KC	05/08	150	111	US
IMM CDD MINN	05/08	51	38	US
IMM CDD SLC	05/08	143	106	US
IMM CDDAMSAPR	05/08	0	0	BP
IMM CDDAMSAUG	09/08	0	0	BP
IMM CDDAMSJUL	08/08	0	0	BP
IMM CDDAMSJUN	07/08	0	0	BP
IMM CDDAMSMAY	06/08	822	822	BP
IMM CDDAMSSEP	10/08	0	0	BP
IMM CDDATLAPR	05/08	0	0	US
IMM CDDATLAUG	09/08	0	0	US
IMM CDDATLJUL	08/08	0	0	US
IMM CDDATLJUN	07/08	0	0	US
IMM CDDATLMAY	06/08	1,649	1,649	US
IMM CDDATLSEP	10/08	0	0	US
IMM CDDBALAPR	05/08	0	0	US
IMM CDDBALAUG	09/08	0	0	US
IMM CDDBALJUL	08/08	0	0	US
IMM CDDBALJUN	07/08	0	0	US
IMM CDDBALMAY	06/08	1,135	1,135	US
IMM CDDBALSEP	10/08	0	0	US
IMM CDDBARAPR	05/08	0	0	BP
IMM CDDBARAUG	09/08	0	0	BP
IMM CDDBARJUL	08/08	0	0	BP
IMM CDDBARJUN	07/08	0	0	BP
IMM CDDBARMAY	06/08	826	826	BP
IMM CDDBARSEP	10/08	0	0	BP
IMM CDDBERAPR	05/08	0	0	BP
IMM CDDBERAUG	09/08	0	0	BP
IMM CDDBERJUL	08/08	0	0	BP
IMM CDDBERJUN	07/08	0	0	BP
IMM CDDBERMAY	06/08	857	857	BP
IMM CDDBERSEP	10/08	0	0	BP
IMM CDDBOSAPR	05/08	0	0	US
IMM CDDBOSAUG	09/08	0	0	US
IMM CDDBOSJUL	08/08	0	0	US
IMM CDDBOSJUN	07/08	0	0	US
IMM CDDBOSMAY	06/08	1,046	1,046	US
IMM CDDBOSSEP	10/08	0	0	US
IMM CDDCHIAPR	05/08	0	0	US
IMM CDDCHIAUG	09/08	0	0	US
IMM CDDCHIJUL	08/08	0	0	US
IMM CDDCHIJUN	07/08	0	0	US
IMM CDDCHIMAY	06/08	319	319	US
IMM CDDCHISEP	10/08	0	0	US
IMM CDDCINAPR	05/08	0	0	US
IMM CDDCINAUG	09/08	0	0	US
IMM CDDCINJUL	08/08	0	0	US
IMM CDDCINJUN	07/08	621	621	US
IMM CDDCINMAY	06/08	1,208	1,208	US
IMM CDDCINSEP	10/08	0	0	US
IMM CDDDALAPR	05/08	0	0	US
IMM CDDDALAUG	09/08	0	0	US
IMM CDDDALJUL	08/08	0	0	US
IMM CDDDALJUN	07/08	0	0	US
IMM CDDDALMAY	06/08	1,641	1,641	US
IMM CDDDALSEP	10/08	0	0	US
IMM CDDDEMAPR	05/08	0	0	US
IMM CDDDEMAUG	09/08	0	0	US
IMM CDDDEMJUL	08/08	0	0	US
IMM CDDDEMJUN	07/08	0	0	US
IMM CDDDEMMAY	06/08	1,497	1,497	US
IMM CDDDEMSEP	10/08	0	0	US
IMM CDDDETAPR	05/08	0	0	US
IMM CDDDETAUG	09/08	0	0	US
IMM CDDDETJUL	08/08	0	0	US
IMM CDDDETJUN	07/08	0	0	US
IMM CDDDETMAY	06/08	1,200	1,200	US
IMM CDDDETSEP	10/08	0	0	US
IMM CDDESSAPR	05/08	0	0	BP
IMM CDDESSAUG	09/08	0	0	BP
IMM CDDESSJUL	08/08	0	0	BP
IMM CDDESSJUN	07/08	0	0	BP
IMM CDDESSMAY	06/08	762	762	BP
IMM CDDESSSEP	10/08	0	0	BP
IMM CDDHOUAPR	05/08	0	0	US
IMM CDDHOUAUG	09/08	0	0	US
IMM CDDHOUJUL	08/08	0	0	US
IMM CDDHOUJUN	07/08	0	0	US
IMM CDDHOUMAY	06/08	1,290	1,290	US
IMM CDDHOUSEP	10/08	0	0	US
IMM CDDKANAPR	05/08	0	0	US
IMM CDDKANAUG	09/08	0	0	US
IMM CDDKANJUL	08/08	0	0	US
IMM CDDKANJUN	07/08	0	0	US
IMM CDDKANMAY	06/08	1,558	1,558	US
IMM CDDKANSEP	10/08	0	0	US
IMM CDDLONAPR	05/08	0	0	BP
IMM CDDLONAUG	09/08	0	0	BP
IMM CDDLONJUL	08/08	0	0	BP
IMM CDDLONJUN	07/08	0	0	BP
IMM CDDLONSEP	10/08	0	0	BP
IMM CDDLVGAPR	05/08	0	0	US
IMM CDDLVGAUG	09/08	0	0	US
IMM CDDLVGJUL	08/08	0	0	US
IMM CDDLVGJUN	07/08	0	0	US
IMM CDDLVGMAY	06/08	1,560	1,560	US
IMM CDDLVGSEP	10/08	0	0	US
IMM CDDMADAPR	05/08	0	0	BP
IMM CDDMADAUG	09/08	0	0	BP
IMM CDDMADJUL	08/08	0	0	BP
IMM CDDMADJUN	07/08	0	0	BP
IMM CDDMADMAY	06/08	684	684	BP
IMM CDDMADSEP	10/08	0	0	BP
IMM CDDMINAPR	05/08	0	0	US
IMM CDDMINAUG	09/08	0	0	US
IMM CDDMINJUL	08/08	0	0	US
IMM CDDMINJUN	07/08	0	0	US
IMM CDDMINMAY	06/08	1,426	1,426	US
IMM CDDMINSEP	10/08	0	0	US
IMM CDDNEWAPR	05/08	0	0	US
IMM CDDNEWAUG	09/08	0	0	US
IMM CDDNEWJUL	08/08	0	0	US
IMM CDDNEWJUN	07/08	0	0	US
IMM CDDNEWMAY	06/08	1,320	1,320	US
IMM CDDNEWSEP	10/08	0	0	US
IMM CDDPARAPR	05/08	0	0	BP
IMM CDDPARAUG	09/08	0	0	BP
IMM CDDPARJUL	08/08	0	0	BP
IMM CDDPARJUN	07/08	0	0	BP
IMM CDDPARMAY	06/08	845	845	BP
IMM CDDPARSEP	10/08	0	0	BP
IMM CDDPHIAPR	05/08	0	0	US
IMM CDDPHIAUG	09/08	0	0	US
IMM CDDPHIJUN	07/08	0	0	US
IMM CDDPHIMAY	06/08	1,491	1,491	US
IMM CDDPHISEP	10/08	0	0	US
IMM CDDPORAPR	05/08	0	0	US
IMM CDDPORAUG	09/08	0	0	US
IMM CDDPORJUL	08/08	0	0	US
IMM CDDPORJUN	07/08	0	0	US
IMM CDDPORMAY	06/08	910	910	US
IMM CDDPORSEP	10/08	0	0	US
IMM CDDROMAPR	05/08	0	0	BP
IMM CDDROMAUG	09/08	0	0	BP
IMM CDDROMJUL	08/08	0	0	BP
IMM CDDROMJUN	07/08	0	0	BP
IMM CDDROMMAY	06/08	898	898	BP
IMM CDDROMSEP	10/08	0	0	BP
IMM CDDSACAPR	05/08	0	0	US
IMM CDDSACAUG	09/08	0	0	US
IMM CDDSACJUL	08/08	0	0	US
IMM CDDSACJUN	07/08	0	0	US
IMM CDDSACMAY	06/08	1,278	1,278	US
IMM CDDSACSEP	10/08	0	0	US
IMM CDDSLCAPR	05/08	0	0	US
IMM CDDSLCAUG	09/08	0	0	US
IMM CDDSLCJUL	08/08	0	0	US
IMM CDDSLCJUN	07/08	0	0	US
IMM CDDSLCMAY	06/08	1,135	1,135	US
IMM CDDSLCSEP	10/08	0	0	US
IMM CDDSTKAPR	05/08	0	0	BP
IMM CDDSTKAUG	09/08	0	0	BP
IMM CDDSTKJUL	08/08	0	0	BP
IMM CDDSTKJUN	07/08	0	0	BP
IMM CDDSTKMAY	06/08	1,235	1,235	BP
IMM CDDSTKSEP	10/08	0	0	BP
IMM CDDTUCAPR	05/08	0	0	US
IMM CDDTUCAUG	09/08	0	0	US
IMM CDDTUCJUL	08/08	0	0	US
IMM CDDTUCJUN	07/08	0	0	US
IMM CDDTUCMAY	06/08	1,413	1,413	US
IMM CDDTUCSEP	10/08	0	0	US
IMM CHF/GBP	06/08	6,345	4,700	SF
IMM CME $INDEX	06/08	1,958	1,450	US
IMM CRDT CH2	06/12	750	750	US
IMM CREX CEA	06/08	500	500	US
IMM CREX CEC	06/08	500	500	US
IMM CREX CED	06/08	500	500	US
IMM CREX CEE	06/08	500	500	US
IMM CREX CEL	06/08	500	500	US
IMM CREX CEM	06/08	500	500	US
IMM CREX CEN	06/08	500	500	US
IMM CREX CEO	06/08	500	500	US
IMM CREX CES	06/08	500	500	US
IMM CREX CEW	06/08	500	500	US
IMM CSI BOSTN	05/08	1,688	1,250	US
IMM CSI CHCGO	05/08	1,013	750	US
IMM CSI COMP	05/08	1,350	1,000	US
IMM CSI L.A.	05/08	2,025	1,500	US
IMM CSI MIAMI	05/08	2,025	1,500	US
IMM CSI NYCOM	05/08	1,688	1,250	US
IMM CSI SFNCO	05/08	2,025	1,500	US
IMM CSI SNDGO	05/08	2,025	1,500	US
IMM CSI VEGAS	05/08	2,025	1,500	US
IMM CSI WSHDC	05/08	2,025	1,500	US
IMM CZK	06/08	4,995	3,700	US
IMM E-MSCI EM	06/08	4,688	3,750	US
IMM ED MIN5BUN	06/08	1,485	1,100	US
IMM EMINI EUR	06/08	1,755	1,300	US
IMM EMINI MDCP	06/08	4,000	3,200	US
IMM EMINI NSDQ	06/08	2,750	2,200	US
IMM EMINI YEN	06/08	1,890	1,400	US
IMM EURO DLR	05/08	1,013	750	US
IMM EURO FX	06/08	3,510	2,600	US
IMM EURO FX/BP	06/08	1,890	1,400	BP
IMM EURO FX/JY	06/08	540,000	400,000	JY
IMM EURO FX/SF	06/08	2,835	2,100	SF
IMM EURO/CZK	06/08	2,430	1,800	EU
IMM EURO/HUF	06/08	2,565	1,900	EU
IMM EURO/PLN	06/08	1,823	1,350	EU
IMM EUROYEN	06/08	10,125	7,500	JY
IMM FIN SPCTR	06/08	3,125	2,500	US
IMM HDD AMS	10/08	321	238	BP
IMM HDD BCLNA	10/08	486	360	US
IMM HDD BERLN	10/08	196	145	BP
IMM HDD BLT	10/08	350	259	US
IMM HDD BOSTN	10/08	281	208	US
IMM HDD DET	10/08	537	398	US
IMM HDD ESSEN	10/08	248	184	BP
IMM HDD HOU	10/08	72	53	US
IMM HDD KC	10/08	370	274	US
IMM HDD LON	10/08	313	232	BP
IMM HDD MADRD	10/08	336	249	US
IMM HDD MINN	10/08	533	395	US
IMM HDD PRS	10/08	282	209	BP
IMM HDD ROME	10/08	468	347	US
IMM HDD SAC	10/08	130	96	US
IMM HDD STKLM	10/08	123	91	BP
IMM HDDAMSDEC	01/09	0	0	BP
IMM HDDAMSFEB	03/09	0	0	BP
IMM HDDAMSJAN	02/09	0	0	BP
IMM HDDAMSMAR	04/09	0	0	BP
IMM HDDAMSNOV	12/08	0	0	BP
IMM HDDAMSOCT	11/08	0	0	BP
IMM HDDATLDEC	01/09	0	0	US
IMM HDDATLFEB	03/09	0	0	US
IMM HDDATLJAN	02/09	0	0	US
IMM HDDATLMAR	04/09	0	0	US
IMM HDDATLNOV	12/08	0	0	US
IMM HDDATLOCT	11/08	0	0	US
IMM HDDBALDEC	01/09	0	0	US
IMM HDDBALFEB	03/09	0	0	US
IMM HDDBALJAN	02/09	0	0	US
IMM HDDBALMAR	04/09	0	0	US
IMM HDDBALNOV	12/08	0	0	US
IMM HDDBALOCT	11/08	0	0	US
IMM HDDBARDEC	01/09	0	0	BP
IMM HDDBARFEB	03/09	0	0	BP
IMM HDDBARJAN	02/09	0	0	BP
IMM HDDBARMAR	04/09	0	0	BP
IMM HDDBARNOV	12/08	0	0	BP
IMM HDDBAROCT	11/08	0	0	BP
IMM HDDBERDEC	01/09	0	0	BP
IMM HDDBERFEB	03/09	0	0	BP
IMM HDDBERJAN	02/09	0	0	BP
IMM HDDBERMAR	04/09	0	0	BP
IMM HDDBERNOV	12/08	0	0	BP
IMM HDDBEROCT	11/08	0	0	BP
IMM HDDBOSDEC	01/09	0	0	US
IMM HDDBOSFEB	03/09	0	0	US
IMM HDDBOSJAN	02/09	0	0	US
IMM HDDBOSMAR	04/09	0	0	US
IMM HDDBOSNOV	12/08	0	0	US
IMM HDDBOSOCT	11/08	0	0	US
IMM HDDCHIDEC	01/09	0	0	US
IMM HDDCHIFEB	03/09	0	0	US
IMM HDDCHIJAN	02/09	0	0	US
IMM HDDCHIMAR	04/09	0	0	US
IMM HDDCHINOV	12/08	0	0	US
IMM HDDCHIOCT	11/08	0	0	US
IMM HDDCINDEC	01/09	0	0	US
IMM HDDCINFEB	03/09	0	0	US
IMM HDDCINJAN	02/09	0	0	US
IMM HDDCINMAR	04/09	0	0	US
IMM HDDCINNOV	12/08	0	0	US
IMM HDDCINOCT	11/08	0	0	US
IMM HDDDALDEC	01/09	0	0	US
IMM HDDDALFEB	03/09	0	0	US
IMM HDDDALJAN	02/09	0	0	US
IMM HDDDALMAR	04/09	0	0	US
IMM HDDDALNOV	12/08	0	0	US
IMM HDDDALOCT	11/08	0	0	US
IMM HDDDEMDEC	01/09	0	0	US
IMM HDDDEMJAN	02/09	0	0	US
IMM HDDDEMMAR	04/09	0	0	US
IMM HDDDEMNOV	12/08	0	0	US
IMM HDDDEMOCT	11/08	0	0	US
IMM HDDDETDEC	01/09	0	0	US
IMM HDDDETFEB	03/09	0	0	US
IMM HDDDETJAN	02/09	0	0	US
IMM HDDDETMAR	04/09	0	0	US
IMM HDDDETNOV	12/08	0	0	US
IMM HDDDETOCT	11/08	0	0	US
IMM HDDESSDEC	01/09	0	0	BP
IMM HDDESSFEB	03/09	0	0	BP
IMM HDDESSJAN	02/09	0	0	BP
IMM HDDESSMAR	04/09	0	0	BP
IMM HDDESSNOV	12/08	0	0	BP
IMM HDDESSOCT	11/08	0	0	BP
IMM HDDHOUDEC	01/09	0	0	US
IMM HDDHOUFEB	03/09	0	0	US
IMM HDDHOUJAN	02/09	0	0	US
IMM HDDHOUMAR	04/09	0	0	US
IMM HDDHOUNOV	12/08	0	0	US
IMM HDDHOUOCT	11/08	0	0	US
IMM HDDKANDEC	01/09	0	0	US
IMM HDDKANFEB	03/09	0	0	US
IMM HDDKANJAN	02/09	0	0	US
IMM HDDKANMAR	04/09	0	0	US
IMM HDDKANNOV	12/08	0	0	US
IMM HDDKANOCT	11/08	0	0	US
IMM HDDLONDEC	01/09	0	0	BP
IMM HDDLONFEB	03/09	0	0	BP
IMM HDDLONJAN	02/09	0	0	BP
IMM HDDLONMAR	04/09	0	0	BP
IMM HDDLONNOV	12/08	0	0	BP
IMM HDDLONOCT	11/08	0	0	BP
IMM HDDLVGDEC	01/09	0	0	US
IMM HDDLVGFEB	03/09	0	0	US
IMM HDDLVGJAN	02/09	0	0	US
IMM HDDLVGMAR	04/09	0	0	US
IMM HDDLVGNOV	12/08	0	0	US
IMM HDDLVGOCT	11/08	0	0	US
IMM HDDMADDEC	01/09	0	0	BP
IMM HDDMADFEB	03/09	0	0	BP
IMM HDDMADJAN	02/09	0	0	BP
IMM HDDMADMAR	04/09	0	0	BP
IMM HDDMADNOV	12/08	0	0	BP
IMM HDDMADOCT	11/08	0	0	BP
IMM HDDMINDEC	01/09	0	0	US
IMM HDDMINJAN	02/09	0	0	US
IMM HDDMINMAR	04/09	0	0	US
IMM HDDMINNOV	12/08	0	0	US
IMM HDDMINOCT	11/08	0	0	US
IMM HDDNEWDEC	01/09	0	0	US
IMM HDDNEWFEB	03/09	0	0	US
IMM HDDNEWJAN	02/09	0	0	US
IMM HDDNEWMAR	04/09	0	0	US
IMM HDDNEWNOV	12/08	0	0	US
IMM HDDNEWOCT	11/08	0	0	US
IMM HDDPARDEC	01/09	0	0	BP
IMM HDDPARFEB	03/09	0	0	BP
IMM HDDPARJAN	02/09	0	0	BP
IMM HDDPARMAR	04/09	0	0	BP
IMM HDDPARNOV	12/08	0	0	BP
IMM HDDPAROCT	11/08	0	0	BP
IMM HDDPHIDEC	01/09	0	0	US
IMM HDDPHIFEB	03/09	0	0	US
IMM HDDPHIJAN	02/09	0	0	US
IMM HDDPHIMAR	04/09	0	0	US
IMM HDDPHINOV	12/08	0	0	US
IMM HDDPHIOCT	11/08	0	0	US
IMM HDDPORDEC	01/09	0	0	US
IMM HDDPORFEB	03/09	0	0	US
IMM HDDPORJAN	02/09	0	0	US
IMM HDDPORMAR	04/09	0	0	US
IMM HDDPORNOV	12/08	0	0	US
IMM HDDPOROCT	11/08	0	0	US
IMM HDDROMDEC	01/09	0	0	BP
IMM HDDROMFEB	03/09	0	0	BP
IMM HDDROMJAN	02/09	0	0	BP
IMM HDDROMMAR	04/09	0	0	BP
IMM HDDROMNOV	12/08	0	0	BP
IMM HDDROMOCT	11/08	0	0	BP
IMM HDDSACDEC	01/09	0	0	US
IMM HDDSACFEB	03/09	0	0	US
IMM HDDSACJAN	02/09	0	0	US
IMM HDDSACMAR	04/09	0	0	US
IMM HDDSACNOV	12/08	0	0	US
IMM HDDSACOCT	11/08	0	0	US
IMM HDDSTKDEC	01/09	0	0	BP
IMM HDDSTKFEB	03/09	0	0	BP
IMM HDDSTKJAN	02/09	0	0	BP
IMM HDDSTKMAR	04/09	0	0	BP
IMM HDDSTKNOV	12/08	0	0	BP
IMM HDDSTKOCT	11/08	0	0	BP
IMM HDDTUCDEC	01/09	0	0	US
IMM HDDTUCFEB	03/09	0	0	US
IMM HDDTUCJAN	02/09	0	0	US
IMM HDDTUCMAR	04/09	0	0	US
IMM HDDTUCNOV	12/08	0	0	US
IMM HDDTUCOCT	11/08	0	0	US
IMM HUF	06/08	4,995	3,700	US
IMM JPY/AUD	06/08	945,000	700,000	JY
IMM JPY/CAD	06/08	945,000	700,000	JY
IMM JPY/CHF	06/08	472,500	350,000	JY
IMM JPY/GBP	06/08	877,500	650,000	JY
IMM JYEN	06/08	3,780	2,800	US
IMM MAT OSAKA	05/08	66,015	48,900	JY
IMM MAT TOKYO	05/08	62,276	46,130	JY
IMM MEX PESO	05/08	1,875	1,500	US
IMM MIN EURDLR	05/08	1,013	750	US
IMM MIN NDQBIO	06/08	3,750	3,000	US
IMM MIN S&P AS	06/08	5,000	4,000	US
IMM MINI MSCI	06/08	6,250	5,000	US
IMM MINI RUSL	06/08	5,250	4,200	US
IMM MINI SP600	06/08	2,250	1,800	US
IMM MINICHNA25	06/08	12,500	10,000	US
IMM NASDAQ CMP	06/08	4,500	3,600	US
IMM NASDQ 100	06/08	13,750	11,000	US
IMM NIKKEI	06/08	5,000	4,000	US
IMM NOK/EURO	06/08	40,500	30,000	NK
IMM NON-FARM	06/08	5,063	3,750	US
IMM NZD/AUD	06/08	3,375	2,500	NZ
IMM PLN	06/08	4,455	3,300	US
IMM RGRS TRKRS	10/10	4	4	US
IMM RNMBI/JPY	05/08	472,500	350,000	JY
IMM RNMBI/USD	05/08	1,350	1,000	US
IMM RUSELL 2M	06/08	26,250	21,000	US
IMM S&P SM600	06/08	11,250	9,000	US
IMM S&P 400	06/08	20,000	16,000	US
IMM S&P 500	06/08	22,500	18,000	US
IMM SEK/EURO	06/08	10,260	7,600	SK
IMM SNOW BSTN	11/08	0	0	US
IMM SNOW NY	11/08	0	0	US
IMM SWISS FRC	06/08	3,240	2,400	US
IMM T-BILL 90D	05/08	405	300	US
IMM TECH SPCTR	06/08	1,750	1,400	US
IMM USD/NOK	06/08	13,500	10,000	US
IMM USD/SKR	06/08	6,750	5,000	US
IMM WON/USD	05/08	2,970	2,200	US
IMM 1M LIBOR	05/08	608	450	US
IMM 10-YR JGB	06/08	26,950	26,950	JY
IMM 10YR SWAP	06/08	2,565	1,900	US
IMM 2YR SWAP	06/08	2,970	2,200	US
IMM 5M HDD AM	05/08	0	0	BP
IMM 5M HDD BC	05/08	0	0	US
IMM 5M HDD DT	10/08	505	374	US
IMM 5M HDD ES	05/08	0	0	US
IMM 5M HDD HS	10/08	1,349	999	US
IMM 5M HDD KC	10/08	1,569	1,162	US
IMM 5M HDD MN	10/08	753	558	US
IMM 5M HDD RM	05/08	0	0	US
IMM 5M HDD SC	10/08	1,304	966	US
IMM 5M HDD SL	10/08	698	517	US
IMM 5M HDD ST	05/08	0	0	BP
IMM 5YR SWAP	06/08	2,835	2,100	US
MM EUZNE HICP	05/08	1,755	1,300	EU
NEW ZEALAND $	06/08	2,295	1,700	US
NIKKEI 225-YEN	06/08	587,500	470,000	JY
ONCE BRUNSWICK	05/08	337	337	US
ONCE MASCO	05/08	371	371	US
ONE NICOR	05/08	788	788	US
ONE REGIONS	05/08	429	429	US
ONEC A BUSCH	05/08	1,049	1,049	US
ONEC AB FITCH	05/08	1,506	1,506	US
ONEC ABBOTT	05/08	1,089	1,089	US
ONEC ABRAXIX	05/08	551	551	US
ONEC ADC TCOM	05/08	306	306	US
ONEC ADM	05/08	864	864	US
ONEC ADOBE	05/08	813	813	US
ONEC AES CORP	05/08	391	391	US
ONEC AFF COMP	05/08	1,115	1,115	US
ONEC AFLAC	05/08	1,325	1,325	US
ONEC AGILENT	05/08	645	645	US
ONEC AIG SSF	05/08	782	782	US
ONEC AIR CHEM	05/08	2,022	2,022	US
ONEC AKAMAI	05/08	759	759	US
ONEC ALCOA SSF	05/08	840	840	US
ONEC ALLEGHENY	05/08	1,540	1,540	US
ONEC ALLSTATE	05/08	995	995	US
ONEC ALTERASSF	05/08	456	456	US
ONEC ALTRIA	05/08	439	439	US
ONEC AM ELEC	05/08	875	875	US
ONEC AM MOVIL	05/08	1,139	1,139	US
ONEC AMAT SSF	05/08	401	401	US
ONEC AMAZON	05/08	2,078	2,078	US
ONEC AMD SSF	05/08	159	159	US
ONEC AMEREN	05/08	911	911	US
ONEC AMGEN SSF	05/08	846	846	US
ONEC AMR CORP	05/08	222	222	US
ONEC AMR CPTL	05/08	618	618	US
ONEC AMYLIN	05/08	588	588	US
ONEC ANADARKO	05/08	1,536	1,536	US
ONEC ANALOG DV	05/08	690	690	US
ONEC ANNTAYLR	05/08	567	567	US
ONEC AON	05/08	936	936	US
ONEC APACHE	05/08	2,787	2,787	US
ONEC APPLE	05/08	3,714	3,714	US
ONEC APT INV	05/08	785	785	US
ONEC ARCH COAL	05/08	1,304	1,304	US
ONEC ASML ADR	05/08	584	584	US
ONEC AT&T INC	05/08	792	792	US
ONEC AUTODESK	05/08	803	803	US
ONEC AUTOZONE	05/08	2,535	2,535	US
ONEC AVALON	05/08	2,051	2,051	US
ONEC AVON	05/08	782	782	US
ONEC AXP SSF	05/08	988	988	US
ONEC B B BYND	05/08	661	661	US
ONEC BAC SSF	05/08	733	733	US
ONEC BAIDU.COM	05/08	7,368	7,368	US
ONEC BARRICK	05/08	774	774	US
ONEC BB&T	05/08	698	698	US
ONEC BCOM SSF	05/08	550	550	US
ONEC BEAR STRN	05/08	203	203	US
ONEC BEAZER HM	05/08	219	219	US
ONEC BECTON	05/08	1,721	1,721	US
ONEC BIO IDEC	05/08	1,246	1,246	US
ONEC BKR HUGHS	05/08	1,601	1,601	US
ONEC BMYRS SSF	05/08	436	436	US
ONEC BNK OF NY	05/08	874	874	US
ONEC BNSF CORP	05/08	2,122	2,122	US
ONEC BOENG SSF	05/08	1,704	1,704	US
ONEC BOSTON SC	05/08	261	261	US
ONEC BP PLC	05/08	1,442	1,442	US
ONEC BRCD SSF	05/08	155	155	US
ONEC BSTBY SSF	05/08	873	873	US
ONEC BSTN PROP	05/08	1,996	1,996	US
ONEC CAMPBELL	05/08	715	715	US
ONEC CAPITAL 1	05/08	1,042	1,042	US
ONEC CARNIVAL	05/08	799	799	US
ONEC CELGENE	05/08	1,221	1,221	US