Margin sheet for May 01,2008

Outright Positions

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E-mini Markets

COMMODITYHOURS$ VALUEINITMAINTINITMAINTINITMAINT
AUST DOLLAR17:00-16:00$10.00$2,430.00$1,798.20$34.00$25.00  
BRIT POUND17:00-16:00$6.25$2,430.00$1,798.20$34.00$25.00  
CAN DOLLAR17:00-16:00$10.00$2,565.00$1,898.10$34.00$25.00  
EURO CURRENCY17:00-16:00$12.50$3,510.00$2,597.40$35.00$25.00$1,755.00$1,298.70
JAPAN YEN17:00-16:00$12.50$3,780.00$2,797.20$35.00$26.00$1,890.00$1,398.60
SWISS FRANC17:00-16:00$12.50$3,240.00$2,397.60$34.00$25.00  
DOLLAR INDEX02:00-20:00$10.00$1,064.00$787.36$200.00$300.00  
MEXICAN PESO17:00-16:00$10.00$1,875.00$1,387.50$250.00$200.00  
SOUTH AFRICAN RAND17:00-16:00$12.50$3,105.00$2,297.70$810.00$600.00  
BRAZILIAN REAL17:00-16:00$5.00$2,800.00$2,072.00$1,400.00$1,000.00  
NEWZEALANDDOLLAR17:00-16:00$10.00$2,295.00$1,698.30$34.00$25.00  
RUSSIAN RUBLE17:00-16:00$25.00$3,000.00$2,220.00$3,000.00$1,500.00  
30-YEAR BOND19:00-16:00$31.25$2,700.00$1,998.00$260.00$54.00  
10-YEAR NOTES19:00-16:00$31.25$2,160.00$1,598.40$260.00$54.00  
2-YEAR NOTES19:00-16:00$31.25$1,215.00$899.10$148.00$68.00  
MUNIS19:00-16:00$31.25$878.00$649.72$350.00$260.00  
EURODOLLARS16:00-15:00$25.00$1,013.00$749.62$225.00$203.00$473.00$350.00
CRUDE OIL08:00-13:30 14:15-20:30$10.00$8,775.00$6,075.00$540.00$400.00$4,387.50$3,037.50
HEATING OIL08:00-13:30 14:15-20:30$4.20$9,450.00$6,993.00$675.00$400.00  
UNLEADED GAS08:00-13:30 14:15-20:30$4.20$8,438.00$6,244.12$500.00$358.00  
S&P 50008:30-15:15 15:30-08:15$2.50$22,500.00$16,650.00$94.00$150.00  
MINI S&P15:30-15:15$0.50$4,500.00$3,330.00$30.00$19.00  
NASDAQ MINI17:00-15:15$0.20$2,750.00$2,035.00$150.00$19.00  
NASDAQ16:00-20:15 7:20-03:15$1.00$13,750.00$10,175.00$94.00$0.00  
DOW16:00-20:15 7:20-03:15$10.00$7,005.00$5,183.70 $0.00$3,502.50$2,591.85
$5 MINI DOW16:00-20:15$5.00$3,503.00$2,592.22    
GOLD17:00-16:15$10.00$5,400.00$3,996.00$68.00$61.00$1,800.00$1,332.00
SILVER17:00-16:15.01=$50$7,763.00$5,744.62$108.00$108.00$1,552.60$1,148.92
COPPER17:00-16:15$2.50$7,763.00$5,744.62$567.00$108.00  
PLATINUM17:00-16:15$1 = $50$9,450.00$6,993.00$675.00$405.00  
PALLADIUM17:00-16:15$1=$100$6,075.00$4,495.50$675.00$675.00  
SOYBEANS09:30-13:15 19:30-06:00.01=$50$4,725.00$3,496.50$270.00$101.00$945.00$699.30
BEAN MEAL09:30-13:15 19:30-06:00$10.00$2,700.00$1,998.00$270.00$169.00  
SOYBEAN OIL09:30-13:15 19:30-06:00$6.00$2,295.00$1,698.30$135.00$101.00  
CORN09:30-13:15 19:30-06:00.01=$50$1,350.00$999.00$135.00$135.00$270.00$199.80
WHEAT09:30-13:15 19:30-06:00.01=$50$6,075.00$4,495.50$338.00$338.00$1,215.00$899.10
KC WHEAT09:30-13:15.01=$50$3,750.00$2,775.00$125.00$125.00  
OATS09:30-13:15 19:30-06:00.01=$50$1,350.00$999.00$203.00$135.00  
RICE09:30-13:15 19:30-06:00.1/4=$5$2,025.00$1,498.50 $135.00  
LIVE CATTLE5:00pm-4:00pm$4.00$1,080.00$799.20$540.00$270.00  
FDR CATTLE5:00pm-4:00pm$5.00$1,350.00$999.00$608.00$237.00  
LIVE HOGS5:00pm-4:00pm$4.00$1,215.00$899.10$675.00$540.00  
PORK BELLIES5:00pm-4:00pm$4.00$3,240.00$2,397.60$1,620.00$1,350.00  
LUMBER09:00-13:05$1.10$1,650.00$1,221.00$825.00$738.00  
SUGAR23:30-13:00$11.20$1,540.00$1,139.60$280.00$140.00  
COFFEE23:30-13:00$3.75$4,900.00$3,626.00$700.00$210.00  
COCOA23:30-13:00$10.00$2,660.00$1,968.40$210.00$210.00  
ORANGE JUICE23:00-13:00$1.50$1,890.00$1,398.60$420.00$250.00  
COTTON23:00-13:00$5.00$4,900.00$3,626.00$800.00$420.00