maTuRRY OVER REF r 01551008 Al 06/04/04 06/03/04 SOLD UNITED STATES TREASURY NOTE CUE 05/31/2006 02.500% MN 31 C468000592099 YEW 2.618 14 TO PMTURITY GYER sr 01551009 Al 912828CG3 -25.000.030 9128280(.4 -25.000.000 06/09/04 05873/04 BOUGHT PUT TSY 31/8 05107 9258526 50000.000 EUROPUT S