CLOSED TRADE LIST

Ticket #

Currency

Volume

Date

Sold

Bought

Gross P/L

Comm

Inter

Adj

Net P/L

Condition

05307773

EUR/USD

20K

6/24/05 3:30 AM
7/1/05 10:26 AM

1.2042

1.2001

82.00

0.00

-5.60

0.00

76.40

Mkt
C

05336478

EUR/USD

20K

6/24/05 3:30 AM
7/1/05 10:27 AM

1.2042

1.1996

92.00

0.00

-5.60

0.00

86.40

Mkt
C

05336568

EUR/USD

40K

6/24/05 3:30 AM
7/1/05 10:29 AM

1.2042

1.1987

220.00

0.00

-11.20

0.00

208.80

Mkt
C

05304721

EUR/USD

20K

6/28/05 1:20 AM
7/1/05 10:22 AM

1.2167

1.2005

324.00

0.00

-4.20

0.00

319.80

Mkt
L

05317371

USD/JPY

10K

6/30/05 3:40 AM
7/12/05 6:47 AM

110.40

111.02

-55.85

0.00

-7.56

0.00

-63.41

Mkt
C

05317606

USD/JPY

10K

6/30/05 4:13 AM
7/4/05 9:48 AM

110.35

111.39

-93.37

0.00

-0.84

0.00

-94.21

Mkt
C

05317608

USD/JPY

10K

6/30/05 4:14 AM
7/4/05 1:03 AM

110.36

111.52

-104.02

0.00

-0.84

0.00

-104.86

Mkt
C

05317610

USD/JPY

10K

6/30/05 4:14 AM
7/4/05 1:03 AM

110.38

111.53

-103.11

0.00

-0.84

0.00

-103.95

Mkt
C

05319777

USD/JPY

10K

6/30/05 7:28 AM
7/7/05 6:35 AM

110.63

111.71

-96.68

0.00

-5.04

0.00

-101.72

Mkt
C

05376767

USD/JPY

30K

6/30/05 7:28 AM
7/14/05 12:43 AM

110.63

111.85

-327.22

0.00

-36.33

0.00

-363.55

Mkt
C

05324617

EUR/USD

20K

6/30/05 7:35 AM
7/1/05 12:15 AM

1.2069

1.2072

-6.00

0.00

-0.70

0.00

-6.70

Mkt
C

05328456

EUR/USD

10K

6/30/05 7:35 AM
7/1/05 1:07 AM

1.2069

1.2062

7.00

0.00

-0.35

0.00

6.65

Mkt
C

05328905

EUR/USD

10K

6/30/05 7:35 AM
7/1/05 1:10 AM

1.2069

1.2058

11.00

0.00

-0.35

0.00

10.65

Mkt
C

05328959

EUR/USD

10K

6/30/05 7:35 AM
7/1/05 1:31 AM

1.2069

1.2051

18.00

0.00

-0.35

0.00

17.65

Mkt
C

05329209

EUR/USD

10K

6/30/05 7:35 AM
7/1/05 9:10 AM

1.2069

1.2066

3.00

0.00

-0.35

0.00

2.65

Mkt
C

05325523

EUR/JPY

20K

6/30/05 2:39 PM
7/1/05 12:03 AM

134.10

134.00

18.04

0.00

-1.58

0.00

16.46

Mkt
C

05328349

EUR/JPY

20K

6/30/05 2:39 PM
7/1/05 12:15 AM

134.10

133.83

48.71

0.00

-1.58

0.00

47.13

Mkt
C

05328448

EUR/JPY

10K

6/30/05 2:39 PM
7/1/05 1:36 AM

134.10

133.80

27.02

0.00

-0.79

0.00

26.23

Mkt
C

05329257

EUR/JPY

10K

6/30/05 2:39 PM
7/1/05 10:20 AM

134.10

133.99

9.87

0.00

-0.79

0.00

9.08

Mkt
C

05333092

EUR/JPY