| NASDAQ 100 INDEX SWAP CITIBANK NA | 34.34 | 416,107.00 |
| NASDAQ 100 INDEX SWAP BARCLAYS CAPITAL | 34.11 | 413,345.00 |
| NASDAQ 100 INDEX SWAP UBS AG | 26.90 | 325,941.00 |
| NASDAQ 100 INDEX SWAP NOMURA CAPITAL | 26.56 | 321,931.00 |
| NASDAQ 100 INDEX SWAP GOLDMAN SACHS INTERNATIONAL | 25.31 | 306,715.00 |
| NASDAQ 100 INDEX SWAP BNP PARIBAS | 25.27 | 306,243.00 |
| NASDAQ 100 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC | 22.58 | 273,636.00 |
| NASDAQ 100 INDEX SWAP BANK OF AMERICA NA | 21.11 | 255,821.00 |
| NASDAQ 100 INDEX SWAP JPMORGAN CHASE BANK NA | 18.46 | 223,741.00 |
| NASDAQ 100 INDEX SWAP SOCIETE GENERALE | 17.36 | 210,346.00 |
