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TradeStation TradeManager Performance Report Safir-Dual-Test-All, @ER2.D, 30 min, 07/11/2001 18:30:00 - 11/09/2006 17:30:00
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TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $90,065.00    Profit Factor 2.12
Gross Profit $170,815.00    Gross Loss ($80,750.00)
Open Position Profit/Loss $1,322.50
Select Total Net Profit $86,295.00    Select Profit Factor 2.20
Select Gross Profit $158,470.00    Select Gross Loss ($72,175.00)
Adjusted Total Net Profit $69,147.03    Adjusted Profit Factor 1.79
Adjusted Gross Profit $156,821.29    Adjusted Gross Loss ($87,674.26)
Total Number of Trades 285    Percent Profitable 52.28%
Winning Trades 149    Losing Trades 136
Even Trades 0
Avg. Trade Net Profit $316.02    Ratio Avg. Win:Avg. Loss 1.93
Avg. Winning Trade $1,146.41    Avg. Losing Trade ($593.75)
Largest Winning Trade $4,205.00    Largest Losing Trade ($3,415.00)
Largest Winner as % of Gross Profit 2.46%    Largest Loser as % of Gross Loss 4.23%
Net Profit as % of Largest Loss 2637.34%
Slct. Net Profit as % of Largest Loss 2526.94%    Adj. Net Profit as % of Largest Loss 2024.80%
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 75.24    Avg. Bars in Losing Trades 41.50
Avg. Bars in Total Trades 59.14
Max. Shares/Contracts Held 1    Account Size Required $8,150.00
Total Commission $1,425.00    Total Slippage $2,850.00
Return on Initial Capital 90.07%    Annual Rate of Return 13.43%
Buy and Hold Return 43.62%    Return on Account 1105.09%
Avg. Monthly Return $2,063.00    Std. Deviation of Monthly Return $2,446.87
Return Retracement Ratio 0.34    RINA Index 134.42
Sharpe Ratio 0.49    K-Ratio n/a
Trading Period 4 Yrs, 9 Mths, 10 Dys, 23 Hrs    Percent of Time in the Market 100.00%
Time in the Market 4 Yrs, 9 Mths, 10 Dys, 22 Hrs, 30 Mins    Longest Flat Period n/a
Max. Equity Run-up $93,895.00
Date of Max. E. Run-up 08/17/06 19:30    Max. E. Run-up as % of Initial Capital 93.90%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($9,305.00)    Value ($8,150.00)
Date 07/01/02 16:00    Date 07/01/02 16:00
as % of Initial Capital 9.31%    as % of Initial Capital 8.15%
Net Profit as % of Drawdown 967.92%    Net Profit as % of Drawdown 1105.09%
Slct. Net Profit as % of Drawdown 927.40%    Slct. Net Profit as % of Drawdown 1058.83%
Adj. Net Prof as % of Drawdown 743.12%    Adj. Net Profit as % of Drawdown 848.43%
Max. Trade Drawdown ($4,520.00)    
Long Trades
Total Net Profit $56,435.00    Profit Factor 2.49
Gross Profit $94,395.00    Gross Loss ($37,960.00)
Open Position Profit/Loss $0.00
Select Total Net Profit $60,935.00    Select Profit Factor 3.07
Select Gross Profit $90,320.00    Select Gross Loss ($29,385.00)
Adjusted Total Net Profit $41,212.03    Adjusted Profit Factor 1.96
Adjusted Gross Profit $84,156.42    Adjusted Gross Loss ($42,944.39)
Total Number of Trades 143    Percent Profitable 59.44%
Winning Trades 85    Losing Trades 58
Even Trades 0
Avg. Trade Net Profit $394.65    Ratio Avg. Win:Avg. Loss 1.70
Avg. Winning Trade $1,110.53    Avg. Losing Trade ($654.48)
Largest Winning Trade $4,075.00    Largest Losing Trade ($3,415.00)
Largest Winner as % of Gross Profit 4.32%    Largest Loser as % of Gross Loss 9.00%
Max. Consecutive Winning Trades 7    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 89.68    Avg. Bars in Losing Trades 59.60
Avg. Bars in Total Trades 77.48
Max. Shares/Contracts Held 1    Account Size Required $8,435.00
Total Commission $715.00    Total Slippage $1,430.00
     
Net Profit as % of Largest Loss 1652.56%
Slct. Net Profit as % of Largest Loss 1784.33%    Adj. Net Profit as % of Largest Loss 1206.79%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($11,375.00)    Value ($8,435.00)
as % of Initial Capital 11.38%    as % of Initial Capital 8.44%
Net Profit as % of Drawdown 496.13%    Net Profit as % of Drawdown 669.06%
Slct. Net Profit as % of Drawdown 535.69%    Slct. Net Profit as % of Drawdown 722.41%
Adj. Net Prof as % of Drawdown 362.30%    Adj. Net Profit as % of Drawdown 722.41%
Max. Trade Drawdown ($4,520.00)  
Short Trades
Total Net Profit $33,630.00    Profit Factor 1.79
Gross Profit $76,420.00    Gross Loss ($42,790.00)
Open Position Profit/Loss $1,322.50
Select Total Net Profit $25,360.00    Select Profit Factor 1.59
Select Gross Profit $68,150.00    Select Gross Loss ($42,790.00)
Adjusted Total Net Profit $19,232.49    Adjusted Profit Factor 1.40
Adjusted Gross Profit $66,867.50    Adjusted Gross Loss ($47,635.01)
     
Total Number of Trades 142    Percent Profitable 45.07%
Winning Trades 64    Losing Trades 78
Even Trades 0
Avg. Trade Net Proft $236.83    Ratio Avg. Win:Avg. Loss 2.18
Avg. Winning Trade $1,194.06    Avg. Losing Trade ($548.59)
Largest Winning Trade $4,205.00    Largest Losing Trade ($1,485.00)
Largest Winner as % of Gross Profit 5.50%    Largest Loser as % of Gross Loss 9.00%
Max. Consecutive Winning Trades 5    Max. Consecutive Losing Trades 10
Avg. Bars in Winning Trades 56.06    Avg. Bars in Losing Trades 28.04
Avg. Bars in Total Trades 40.67
Max. Shares/Contracts Held 1    Account Size Required $7,485.00
Total Slippage $1,420.00    Total Commission $710.00
Net Profit as % of Largest Loss 2264.65%
Slct. Net Profit as % of Largest Loss 1707.74%    Adj. Net Profit as % of Largest Loss 1295.12%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($8,480.00)    Value ($7,485.00)
as % of Initial Capital 8.48%    as % of Initial Capital 7.48%
Net Profit as % of Drawdown 396.58%    Net Profit as % of Drawdown 449.30%
Slct. Net Profit as % of Drawdown 299.06%    Slct. Net Profit as % of Drawdown 338.81%
Adj. Net Prof as % of Drawdown 226.80%    Adj. Net Prof as % of Drawdown 256.95%
Max. Trade Drawdown ($2,770.00)  
Created by TradeStation: 11/09/2006 17:07:56, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Safir-Dual-Test-All, @ER2.D, 30 min, 07/11/2001 18:30:00 - 11/09/2006 17:30:00
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 285 149 136
Avg. Trade Net Profit $316.02 $1,146.41 ($593.75)
1 Std. Deviation of Avg. Trade $1,148.76 $930.88 $480.92
Avg. Trade + 1 Std. Deviation $1,464.78 $2,077.29 ($112.83)
Avg. Trade - 1 Std. Deviation ($832.74) $215.53 ($1,074.67)
Coefficient of Variation 363.51% 81.20% 81.00%
Time Averages
Avg. Time in Trades 6 Dys, 2 Hrs, 36 Mins 7 Dys, 18 Hrs, 3 Mins 4 Dys, 7 Hrs, 23 Mins
Avg. Time Between Trades n/a 3 Dys, 22 Hrs, 21 Mins 8 Dys, 11 Hrs, 12 Mins
Avg. Time Between Trade Profit Peaks 323 Dys, 19 Hrs, 12 Mins
Outliers Total Positive Negative
Number of Outliers 6 3 3
Outlier Profit/Loss $3,770.00 $12,345.00 ($8,575.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $5,160.00 ($4,520.00)
Max. Value Date 13/06/2006 14/06/2002
Avg. Value $1,268.53 ($585.82)
1 Std. Deviation $1,055.95 $672.40
Avg. + 1 Std. Deviation $2,324.48 $86.58
Avg. - 1 Std. Deviation $212.58 ($1,258.23)
Coefficient of Variation 83.24% 114.78%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency (0.13%) 61.87% 37.99%
1 Std. Deviation 55.13% 32.22% 31.54%
Avg. + 1 Std. Deviation 54.99% 94.09% 69.53%
Avg. - 1 Std. Deviation (55.26%) 29.65% 6.46%
Coefficient of Variation 40933.00% 52.07% 83.01%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $4,205.00 ($3,415.00)
Largest Profit/Loss as % of Gross 2.46% 4.23%
Largest Consec. Profit/Loss $10,160.00 ($4,835.00)
Largest Consec. Profit/Loss as % of Gross 5.95% 5.99%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 27 $1,181.67 ($656.92)
2 21 $922.14 ($494.05)
3 10 $1,272.67 ($648.00)
4 5 $1,124.50 ($917.00)
5 2 $1,084.00 ($765.00)
6 2 $1,600.83 ($405.00)
8 1 $1,182.50 ($1,125.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 31 ($723.71) $1,127.90
2 19 ($586.05) $1,405.53
3 11 ($456.82) $1,246.82
4 2 ($626.25) $2,270.00
5 4 ($670.50) $1,285.00
6 1 ($425.00) $1,325.00

Created by TradeStation: 11/09/2006 17:07:56, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Shares/Ctrts
Profit/Loss		 Gross P/L
Cum Net Profit		 % Profit Run-up
DrawDown		 Efficiency Total Eff. Comm. Slippage
 1  Buy  11/30/01 19:00  Buy#2  $492.70  1  ($845.00)  (1.68%)  $50.00  5.68%    $2.50  $5.00
   Sell  12/03/01 17:00  Short#2  $484.40  ($830.00)  ($845.00)    ($830.00)  0.00%  (94.32%)  $2.50  $5.00
 2  Sell Short  12/03/01 17:00  Short#2  $484.40  1  ($555.00)  (1.11%)  $0.00  0.00%    $2.50  $5.00
   Buy to Cover  12/04/01 18:00  Buy#2  $489.80  ($540.00)  ($1,400.00)    ($540.00)  0.00%  (100.00%)  $2.50  $5.00
 3  Buy  12/04/01 18:00  Buy#2  $489.80  1  $1,585.00  3.27%  $2,340.00  99.15%    $2.50  $5.00
   Sell  12/10/01 19:00  Short#2  $505.80  $1,600.00  $185.00    ($20.00)  68.64%  67.80%  $2.50  $5.00
 4  Sell Short  12/10/01 19:00  Short#2  $505.80  1  $105.00  0.24%  $640.00  72.73%    $2.50  $5.00
   Buy to Cover  12/12/01 22:00  Buy#2  $504.60  $120.00  $290.00    ($240.00)  40.91%  13.64%  $2.50  $5.00
 5  Buy  12/12/01 22:00  Buy#2  $504.60  1  $735.00  1.49%  $2,130.00  74.74%    $2.50  $5.00
   Sell  01/02/02 19:00  Short#2  $512.10  $750.00  $1,025.00    ($720.00)  51.58%  26.32%  $2.50  $5.00
 6  Sell Short  01/02/02 19:00  Short#2  $512.10  1  ($735.00)  (1.41%)  $250.00  25.77%    $2.50  $5.00
   Buy to Cover  01/03/02 16:00  Buy#2  $519.30  ($720.00)  $290.00    ($720.00)  0.00%  (74.23%)  $2.50  $5.00
 7  Buy  01/03/02 16:00  Buy#2  $519.30  1  ($105.00)  (0.17%)  $1,370.00  93.84%    $2.50  $5.00
   Sell  01/14/02 16:00  Short#2  $518.40  ($90.00)  $185.00    ($90.00)  0.00%  (6.16%)  $2.50  $5.00
 8  Sell Short  01/14/02 16:00  Short#2  $518.40  1  $1,105.00  2.16%  $1,450.00  100.00%    $2.50  $5.00
   Buy to Cover  01/17/02 21:30  Buy#2  $507.20  $1,120.00  $1,290.00    $0.00  77.24%  77.24%  $2.50  $5.00
 9  Buy  01/17/02 21:30  Buy#2  $507.20  1  ($295.00)  (0.55%)  $680.00  38.64%    $2.50  $5.00
   Sell  02/04/02 18:00  Short#2  $504.40  ($280.00)  $995.00    ($1,080.00)  45.45%  (15.91%)  $2.50  $5.00
 10  Sell Short  02/04/02 18:00  Short#2  $504.40  1  $1,375.00  2.76%  $1,700.00  100.00%    $2.50  $5.00
   Buy to Cover  02/07/02 20:00  Buy#2  $490.50  $1,390.00  $2,370.00    $0.00  81.76%  81.76%  $2.50  $5.00
 11  Buy  02/07/02 20:00  Buy#2  $490.50  1  $925.00  1.92%  $1,680.00  78.50%    $2.50  $5.00
   Sell  02/15/02 16:00  Short#2  $499.90  $940.00  $3,295.00    ($460.00)  65.42%  43.93%  $2.50  $5.00
 12  Sell Short  02/15/02 16:00  Short#2  $499.90  1  $1,085.00  2.20%  $1,410.00  90.38%    $2.50  $5.00
   Buy to Cover  02/22/02 20:30  Buy#2  $488.90  $1,100.00  $4,380.00    ($150.00)  80.13%  70.51%  $2.50  $5.00
 13  Buy  02/22/02 20:30  Buy#2  $488.90  1  $585.00  1.23%  $690.00  100.00%    $2.50  $5.00
   Sell  02/25/02 21:00  Short#2  $494.90  $600.00  $4,965.00    $0.00  86.96%  86.96%  $2.50  $5.00
 14  Sell Short  02/25/02 21:00  Short#2  $494.90  1  ($355.00)  (0.69%)  $0.00  0.00%    $2.50  $5.00
   Buy to Cover  02/26/02 16:00  Buy#2  $498.30  ($340.00)  $4,610.00    ($340.00)  0.00%  (100.00%)  $2.50  $5.00
 15  Buy  02/26/02 16:00  Buy#2  $498.30  1  ($185.00)  (0.34%)  $630.00  64.95%    $2.50  $5.00
   Sell  02/28/02 22:00  Short#2  $496.60  ($170.00)  $4,425.00    ($340.00)  17.53%  (17.53%)  $2.50  $5.00
 16  Sell Short  02/28/02 22:00  Short#2  $496.60  1  ($525.00)  (1.03%)  $40.00  7.27%    $2.50  $5.00
   Buy to Cover  03/01/02 17:30  Buy#2  $501.70  ($510.00)  $3,900.00    ($510.00)  0.00%  (92.73%)  $2.50  $5.00
 17  Buy  03/01/02 17:30  Buy#2  $501.70  1  $2,355.00  4.72%  $3,140.00  100.00%    $2.50  $5.00
   Sell  03/13/02 17:30  Short#2  $525.40  $2,370.00  $6,255.00    $0.00  75.48%  75.48%  $2.50  $5.00
 18  Sell Short  03/13/02 17:30  Short#2  $525.40  1  ($385.00)  (0.70%)  $180.00  28.57%    $2.50  $5.00
   Buy to Cover  03/15/02 19:30  Buy#2  $529.10  ($370.00)  $5,870.00    ($450.00)  12.70%  (58.73%)  $2.50  $5.00
 19  Buy  03/15/02 19:30  Buy#2  $529.10  1  ($65.00)  (0.09%)  $710.00  85.54%    $2.50  $5.00
   Sell  03/20/02 22:15  Short#2  $528.60  ($50.00)  $5,805.00    ($120.00)  8.43%  (6.02%)  $2.50  $5.00
 20  Sell Short  03/20/02 22:15  Short#2  $528.60  1  ($225.00)  (0.40%)  $90.00  21.43%    $2.50  $5.00
   Buy to Cover  03/21/02 21:00  Buy#2  $530.70  ($210.00)  $5,580.00    ($330.00)  28.57%  (50.00%)  $2.50  $5.00
 21  Buy  03/21/02 21:00  Buy#2  $530.70  1  $5.00  0.04%  $800.00  100.00%    $2.50  $5.00
   Sell  03/22/02 22:15  Short#2  $530.90  $20.00  $5,585.00    $0.00  2.50%  2.50%  $2.50  $5.00
 22  Sell Short  03/22/02 22:15  Short#2  $530.90  1  ($345.00)  (0.62%)  $530.00  61.63%    $2.50  $5.00
   Buy to Cover  03/27/02 17:00  Buy#2  $534.20  ($330.00)  $5,240.00    ($330.00)  0.00%  (38.37%)  $2.50  $5.00
 23  Buy  03/27/02 17:00  Buy#2  $534.20  1  ($455.00)  (0.82%)  $620.00  58.49%    $2.50  $5.00
   Sell  04/01/02 16:30  Short#2  $529.80  ($440.00)  $4,785.00    ($440.00)  0.00%  (41.51%)  $2.50  $5.00
 24  Sell Short  04/01/02 16:30  Short#2  $529.80  1  ($565.00)  (1.04%)  $230.00  29.49%    $2.50  $5.00
   Buy to Cover  04/01/02 21:30  Buy#2  $535.30  ($550.00)  $4,220.00    ($550.00)  0.00%  (70.51%)  $2.50  $5.00
 25  Buy  04/01/02 21:30  Buy#2  $535.30  1  ($445.00)  (0.80%)  $150.00  18.99%    $2.50  $5.00
   Sell  04/02/02 22:15  Short#2  $531.00  ($430.00)  $3,775.00    ($640.00)  26.58%  (54.43%)  $2.50  $5.00
 26  Sell Short  04/02/02 22:15  Short#2  $531.00  1  ($265.00)  (0.47%)  $820.00  76.64%    $2.50  $5.00
   Buy to Cover  04/08/02 22:15  Buy#2  $533.50  ($250.00)  $3,510.00    ($250.00)  0.00%  (23.36%)  $2.50  $5.00
 27  Buy  04/08/02 22:15  Buy#2  $533.50  1  $655.00  1.26%  $2,160.00  93.51%    $2.50  $5.00
   Sell  04/22/02 17:00  Short#2  $540.20  $670.00  $4,165.00    ($150.00)  35.50%  29.00%  $2.50  $5.00
 28  Sell Short  04/22/02 17:00  Short#2  $540.20  1  ($365.00)  (0.65%)  $1,310.00  71.98%    $2.50  $5.00
   Buy to Cover  05/02/02 16:30  Buy#2  $543.70  ($350.00)  $3,800.00    ($510.00)  8.79%  (19.23%)  $2.50  $5.00
 29  Buy  05/02/02 16:30  Buy#2  $543.70  1  ($445.00)  (0.79%)  $70.00  8.05%    $2.50  $5.00
   Sell  05/03/02 19:00  Short#2  $539.40  ($430.00)  $3,355.00    ($800.00)  42.53%  (49.43%)  $2.50  $5.00
 30  Sell Short  05/03/02 19:00  Short#2  $539.40  1  ($315.00)  (0.56%)  $50.00  10.42%    $2.50  $5.00
   Buy to Cover  05/03/02 22:00  Buy#2  $542.40  ($300.00)  $3,040.00    ($430.00)  27.08%  (62.50%)  $2.50  $5.00
 31  Buy  05/03/02 22:00  Buy#2  $542.40  1  ($605.00)  (1.09%)  $70.00  10.61%    $2.50  $5.00
   Sell  05/06/02 21:30  Short#2  $536.50  ($590.00)  $2,435.00    ($590.00)  0.00%  (89.39%)  $2.50  $5.00
 32  Sell Short  05/06/02 21:30  Short#2  $536.50  1  ($255.00)  (0.45%)  $960.00  74.42%    $2.50  $5.00
   Buy to Cover  05/09/02 16:30  Buy#2  $538.90  ($240.00)  $2,180.00    ($330.00)  6.98%  (18.60%)  $2.50  $5.00
 33  Buy  05/09/02 16:30  Buy#2  $538.90  1  ($565.00)  (1.02%)  $660.00  26.61%    $2.50  $5.00
   Sell  05/20/02 18:00  Short#2  $533.40  ($550.00)  $1,615.00    ($1,820.00)  51.21%  (22.18%)  $2.50  $5.00
 34  Sell Short  05/20/02 18:00  Short#2  $533.40  1  $1,325.00  2.51%  $1,780.00  92.71%    $2.50  $5.00
   Buy to Cover  05/28/02 22:00  Buy#2  $520.00  $1,340.00  $2,940.00    ($140.00)  77.08%  69.79%  $2.50  $5.00
 35  Buy  05/28/02 22:00  Buy#2  $520.00  1  ($2,815.00)  (5.38%)  $220.00  4.64%    $2.50  $5.00
   Sell  06/19/02 22:00  Short#2  $492.00  ($2,800.00)  $125.00    ($4,520.00)  36.29%  (59.07%)  $2.50  $5.00
 36  Sell Short  06/19/02 22:00  Short#2  $492.00  1  ($305.00)  (0.59%)  $290.00  28.43%    $2.50  $5.00
   Buy to Cover  06/20/02 20:30  Buy#2  $494.90  ($290.00)  ($180.00)    ($730.00)  43.14%  (28.43%)  $2.50  $5.00
 37  Buy  06/20/02 20:30  Buy#2  $494.90  1  ($925.00)  (1.84%)  $90.00  9.00%    $2.50  $5.00
   Sell  06/24/02 18:00  Short#2  $485.80  ($910.00)  ($1,105.00)    ($910.00)  0.00%  (91.00%)  $2.50  $5.00
 38  Sell Short  06/24/02 18:00  Short#2  $485.80  1  ($385.00)  (0.76%)  $1,850.00  72.55%    $2.50  $5.00
   Buy to Cover  06/28/02 16:00  Buy#2  $489.50  ($370.00)  ($1,490.00)    ($700.00)  12.94%  (14.51%)  $2.50  $5.00
 39  Buy  06/28/02 16:00  Buy#2  $489.50  1  ($405.00)  (0.80%)  $450.00  53.57%    $2.50  $5.00
   Sell  07/01/02 16:00  Short#2  $485.60  ($390.00)  ($1,895.00)    ($390.00)  0.00%  (46.43%)  $2.50  $5.00
 40  Sell Short  07/01/02 16:00  Short#2  $485.60  1  $2,865.00  5.93%  $3,490.00  90.41%    $2.50  $5.00
   Buy to Cover  07/03/02 21:30  Buy#2  $456.80  $2,880.00  $970.00    ($370.00)  84.20%  74.61%  $2.50  $5.00
 41  Buy  07/03/02 21:30  Buy#2  $456.80  1  $975.00  2.17%  $1,470.00  79.03%    $2.50  $5.00
   Sell  07/08/02 16:30  Short#2  $466.70  $990.00  $1,945.00    ($390.00)  74.19%  53.23%  $2.50  $5.00
 42  Sell Short  07/08/02 16:30  Short#2  $466.70  1  $2,585.00  5.57%  $3,040.00  88.63%    $2.50  $5.00
   Buy to Cover  07/11/02 20:30  Buy#2  $440.70  $2,600.00  $4,530.00    ($390.00)  87.17%  75.80%  $2.50  $5.00
 43  Buy  07/11/02 20:30  Buy#2  $440.70  1  ($895.00)  (2.00%)  $960.00  37.80%    $2.50  $5.00
   Sell  07/18/02 20:30  Short#2  $431.90  ($880.00)  $3,635.00    ($1,580.00)  27.56%  (34.65%)  $2.50  $5.00
 44  Sell Short  07/18/02 20:30  Short#2  $431.90  1  $1,475.00  3.45%  $1,840.00  100.00%    $2.50  $5.00
   Buy to Cover  07/19/02 22:15  Buy#2  $417.00  $1,490.00  $5,110.00    $0.00  80.98%  80.98%  $2.50  $5.00
 45  Buy  07/19/02 22:15  Buy#2  $417.00  1  ($885.00)  (2.09%)  $300.00  6.68%    $2.50  $5.00
   Sell  07/25/02 18:30  Short#2  $408.30  ($870.00)  $4,225.00    ($4,190.00)  73.94%  (19.38%)  $2.50  $5.00
 46  Sell Short  07/25/02 18:30  Short#2  $408.30  1  ($1,425.00)  (3.45%)  $1,040.00  42.45%    $2.50  $5.00
   Buy to Cover  07/29/02 17:00  Buy#2  $422.40  ($1,410.00)  $2,800.00    ($1,410.00)  0.00%  (57.55%)  $2.50  $5.00
 47  Buy  07/29/02 17:00  Buy#2  $422.40  1  ($305.00)  (0.69%)  $790.00  73.15%    $2.50  $5.00
   Sell  07/30/02 17:30  Short#2  $419.50  ($290.00)  $2,495.00    ($290.00)  0.00%  (26.85%)  $2.50  $5.00
 48  Sell Short  07/30/02 17:30  Short#2  $419.50  1  $1,085.00  2.62%  $2,510.00  66.58%    $2.50  $5.00
   Buy to Cover  08/06/02 19:00  Buy#2  $408.50  $1,100.00  $3,580.00    ($1,260.00)  62.60%  29.18%  $2.50  $5.00
 49  Buy  08/06/02 19:00  Buy#2  $408.50  1  $215.00  0.56%  $1,240.00  72.09%    $2.50  $5.00
   Sell  08/13/02 21:00  Short#2  $410.80  $230.00  $3,795.00    ($480.00)  41.28%  13.37%  $2.50  $5.00
 50  Sell Short  08/13/02 21:00  Short#2  $410.80  1  ($855.00)  (2.04%)  $900.00  51.72%    $2.50  $5.00
   Buy to Cover  08/15/02 16:00  Buy#2  $419.20  ($840.00)  $2,940.00    ($840.00)  0.00%  (48.28%)  $2.50  $5.00
 51  Buy  08/15/02 16:00  Buy#2  $419.20  1  $245.00  0.62%  $2,100.00  84.34%    $2.50  $5.00
   Sell  08/28/02 17:30  Short#2  $421.80  $260.00  $3,185.00    ($390.00)  26.10%  10.44%  $2.50  $5.00
 52  Sell Short  08/28/02 17:30  Short#2  $421.80  1  $715.00  1.73%  $1,620.00  82.65%    $2.50  $5.00
   Buy to Cover  09/04/02 21:00  Buy#2  $414.50  $730.00  $3,900.00    ($340.00)  54.59%  37.24%  $2.50  $5.00
 53  Buy  09/04/02 21:00  Buy#2  $414.50  1  $625.00  1.54%  $1,300.00  67.71%    $2.50  $5.00
   Sell  09/11/02 22:15  Short#2  $420.90  $640.00  $4,525.00    ($620.00)  65.62%  33.33%  $2.50  $5.00
 54  Sell Short  09/11/02 22:15  Short#2  $420.90  1  $185.00  0.48%  $980.00  94.23%    $2.50  $5.00
   Buy to Cover  09/16/02 16:00  Buy#2  $418.90  $200.00  $4,710.00    ($60.00)  25.00%  19.23%  $2.50  $5.00
 55  Buy  09/16/02 16:00  Buy#2  $418.90  1  ($2,345.00)  (5.56%)  $60.00  1.59%    $2.50  $5.00
   Sell  09/26/02 19:30  Short#2  $395.60  ($2,330.00)  $2,365.00    ($3,710.00)  36.60%  (61.80%)  $2.50  $5.00
 56  Sell Short  09/26/02 19:30  Short#2  $395.60  1  $2,635.00  6.70%  $3,370.00  87.31%    $2.50  $5.00
   Buy to Cover  10/08/02 22:15  Buy#2  $369.10  $2,650.00  $5,000.00    ($490.00)  81.35%  68.65%  $2.50  $5.00
 57  Buy  10/08/02 22:15  Buy#2  $369.10  1  $965.00  2.66%  $2,040.00  54.69%    $2.50  $5.00
   Sell  10/16/02 19:30  Short#2  $378.90  $980.00  $5,965.00    ($1,690.00)  71.58%  26.27%  $2.50  $5.00
 58  Sell Short  10/16/02 19:30  Short#2  $378.90  1  ($835.00)  (2.16%)  $110.00  11.83%    $2.50  $5.00
   Buy to Cover  10/17/02 16:00  Buy#2  $387.10  ($820.00)  $5,130.00    ($820.00)  0.00%  (88.17%)  $2.50  $5.00
 59  Buy  10/17/02 16:00  Buy#2  $387.10  1  $385.00  1.03%  $1,740.00  93.05%    $2.50  $5.00
   Sell  10/29/02 18:30  Short#2  $391.10  $400.00  $5,515.00    ($130.00)  28.34%  21.39%  $2.50  $5.00
 60  Sell Short  10/29/02 18:30  Short#2  $391.10  1  ($695.00)  (1.74%)  $70.00  9.33%    $2.50  $5.00
   Buy to Cover  10/30/02 16:00  Buy#2  $397.90  ($680.00)  $4,820.00    ($680.00)  0.00%  (90.67%)  $2.50  $5.00
 61  Buy  10/30/02 16:00  Buy#2  $397.90  1  $1,465.00  3.72%  $2,360.00  92.91%    $2.50  $5.00
   Sell  11/07/02 18:00  Short#2  $412.70  $1,480.00  $6,285.00    ($180.00)  65.35%  58.27%  $2.50  $5.00
 62  Sell Short  11/07/02 18:00  Short#2  $412.70  1  $185.00  0.48%  $1,590.00  90.34%    $2.50  $5.00
   Buy to Cover  11/14/02 18:00  Buy#2  $410.70  $200.00  $6,470.00    ($170.00)  21.02%  11.36%  $2.50  $5.00
 63  Buy  11/14/02 18:00  Buy#2  $410.70  1  ($225.00)  (0.51%)  $640.00  72.73%    $2.50  $5.00
   Sell  11/19/02 17:30  Short#2  $408.60  ($210.00)  $6,245.00    ($240.00)  3.41%  (23.86%)  $2.50  $5.00
 64  Sell Short  11/19/02 17:30  Short#2  $408.60  1  ($455.00)  (1.08%)  $290.00  39.73%    $2.50  $5.00
   Buy to Cover  11/20/02 18:00  Buy#2  $413.00  ($440.00)  $5,790.00    ($440.00)  0.00%  (60.27%)  $2.50  $5.00
 65  Buy  11/20/02 18:00  Buy#2  $413.00  1  $2,095.00  5.11%  $3,130.00  97.51%    $2.50  $5.00
   Sell  12/02/02 21:00  Short#2  $434.10  $2,110.00  $7,885.00    ($80.00)  68.22%  65.73%  $2.50  $5.00
 66  Sell Short  12/02/02 21:00  Short#2  $434.10  1  $1,515.00  3.52%  $2,060.00  89.18%    $2.50  $5.00
   Buy to Cover  12/10/02 18:00  Buy#2  $418.80  $1,530.00  $9,400.00    ($250.00)  77.06%  66.23%  $2.50  $5.00
 67  Buy  12/10/02 18:00  Buy#2  $418.80  1  ($195.00)  (0.43%)  $620.00  37.13%    $2.50  $5.00
   Sell  12/26/02 22:00  Short#2  $417.00  ($180.00)  $9,205.00    ($1,050.00)  52.10%  (10.78%)  $2.50  $5.00
 68  Sell Short  12/26/02 22:00  Short#2  $417.00  1  ($35.00)  (0.05%)  $1,030.00  98.10%    $2.50  $5.00
   Buy to Cover  01/02/03 19:30  Buy#2  $417.20  ($20.00)  $9,170.00    ($20.00)  0.00%  (1.90%)  $2.50  $5.00
 69  Buy  01/02/03 19:30  Buy#2  $417.20  1  ($105.00)  (0.22%)  $870.00  87.88%    $2.50  $5.00
   Sell  01/08/03 21:30  Short#2  $416.30  ($90.00)  $9,065.00    ($120.00)  3.03%  (9.09%)  $2.50  $5.00
 70  Sell Short  01/08/03 21:30  Short#2  $416.30  1  ($575.00)  (1.35%)  $40.00  6.67%    $2.50  $5.00
   Buy to Cover  01/09/03 16:30  Buy#2  $421.90  ($560.00)  $8,490.00    ($560.00)  0.00%  (93.33%)  $2.50  $5.00
 71  Buy  01/09/03 16:30  Buy#2  $421.90  1  ($3,415.00)  (8.06%)  $660.00  16.18%    $2.50  $5.00
   Sell  02/07/03 20:30  Short#2  $387.90  ($3,400.00)  $5,075.00    ($3,420.00)  0.49%  (83.33%)  $2.50  $5.00
 72  Sell Short  02/07/03 20:30  Short#2  $387.90  1  $75.00  0.23%  $480.00  96.00%    $2.50  $5.00
   Buy to Cover  02/10/03 19:00  Buy#2  $387.00  $90.00  $5,150.00    ($20.00)  22.00%  18.00%  $2.50  $5.00
 73  Buy  02/10/03 19:00  Buy#2  $387.00  1  $25.00  0.10%  $600.00  40.27%    $2.50  $5.00
   Sell  02/19/03 18:30  Short#2  $387.40  $40.00  $5,175.00    ($890.00)  62.42%  2.68%  $2.50  $5.00
 74  Sell Short  02/19/03 18:30  Short#2  $387.40  1  ($325.00)  (0.80%)  $280.00  42.42%    $2.50  $5.00
   Buy to Cover  02/21/03 19:30  Buy#2  $390.50  ($310.00)  $4,850.00    ($380.00)  10.61%  (46.97%)  $2.50  $5.00
 75  Buy  02/21/03 19:30  Buy#2  $390.50  1  ($395.00)  (0.97%)  $220.00  32.35%    $2.50  $5.00
   Sell  02/24/03 19:00  Short#2  $386.70  ($380.00)  $4,455.00    ($460.00)  11.76%  (55.88%)  $2.50  $5.00
 76  Sell Short  02/24/03 19:00  Short#2  $386.70  1  ($215.00)  (0.52%)  $610.00  75.31%    $2.50  $5.00
   Buy to Cover  02/25/03 22:15  Buy#2  $388.70  ($200.00)  $4,240.00    ($200.00)  0.00%  (24.69%)  $2.50  $5.00
 77  Buy  02/25/03 22:15  Buy#2  $388.70  1  $525.00  1.39%  $1,580.00  46.33%    $2.50  $5.00
   Sell  03/24/03 18:30  Short#2  $394.10  $540.00  $4,765.00    ($1,830.00)  69.50%  15.84%  $2.50  $5.00
 78  Sell Short  03/24/03 18:30  Short#2  $394.10  1  ($535.00)  (1.32%)  $20.00  3.70%    $2.50  $5.00
   Buy to Cover  03/25/03 18:00  Buy#2  $399.30  ($520.00)  $4,230.00    ($520.00)  0.00%  (96.30%)  $2.50  $5.00
 79  Buy  03/25/03 18:00  Buy#2  $399.30  1  ($665.00)  (1.63%)  $140.00  17.72%    $2.50  $5.00
   Sell  03/27/03 16:30  Short#2  $392.80  ($650.00)  $3,565.00    ($650.00)  0.00%  (82.28%)  $2.50  $5.00
 80  Sell Short  03/27/03 16:30  Short#2  $392.80  1  ($465.00)  (1.15%)  $30.00  6.25%    $2.50  $5.00
   Buy to Cover  03/27/03 20:30  Buy#2  $397.30  ($450.00)  $3,100.00    ($450.00)  0.00%  (93.75%)  $2.50  $5.00
 81  Buy  03/27/03 20:30  Buy#2  $397.30  1  $445.00  1.16%  $1,440.00  64.00%    $2.50  $5.00
   Sell  04/08/03 16:30  Short#2  $401.90  $460.00  $3,545.00    ($810.00)  56.44%  20.44%  $2.50  $5.00
 82  Sell Short  04/08/03 16:30  Short#2  $401.90  1  ($235.00)  (0.55%)  $100.00  30.30%    $2.50  $5.00
   Buy to Cover  04/08/03 20:30  Buy#2  $404.10  ($220.00)  $3,310.00    ($230.00)  3.03%  (66.67%)  $2.50  $5.00
 83  Buy  04/08/03 20:30  Buy#2  $404.10  1  ($505.00)  (1.21%)  $330.00  35.11%    $2.50  $5.00
   Sell  04/11/03 19:30  Short#2  $399.20  ($490.00)  $2,805.00    ($610.00)  12.77%  (52.13%)  $2.50  $5.00
 84  Sell Short  04/11/03 19:30  Short#2  $399.20  1  ($305.00)  (0.73%)  $100.00  25.64%    $2.50  $5.00
   Buy to Cover  04/14/03 18:00  Buy#2  $402.10  ($290.00)  $2,500.00    ($290.00)  0.00%  (74.36%)  $2.50  $5.00
 85  Buy  04/14/03 18:00  Buy#2  $402.10  1  $1,415.00  3.56%  $2,150.00  100.00%    $2.50  $5.00
   Sell  04/25/03 18:00  Short#2  $416.40  $1,430.00  $3,915.00    $0.00  66.51%  66.51%  $2.50  $5.00
 86  Sell Short  04/25/03 18:00  Short#2  $416.40  1  ($305.00)  (0.70%)  $110.00  27.50%    $2.50  $5.00
   Buy to Cover  04/28/03 16:30  Buy#2  $419.30  ($290.00)  $3,610.00    ($290.00)  0.00%  (72.50%)  $2.50  $5.00
 87  Buy  04/28/03 16:30  Buy#2  $419.30  1  $1,915.00  4.60%  $2,270.00  99.13%    $2.50  $5.00
   Sell  05/07/03 22:00  Short#2  $438.60  $1,930.00  $5,525.00    ($20.00)  85.15%  84.28%  $2.50  $5.00
 88  Sell Short  05/07/03 22:00  Short#2  $438.60  1  $265.00  0.64%  $490.00  28.16%    $2.50  $5.00
   Buy to Cover  05/21/03 18:30  Buy#2  $435.80  $280.00  $5,790.00    ($1,250.00)  87.93%  16.09%  $2.50  $5.00
 89  Buy  05/21/03 18:30  Buy#2  $435.80  1  $3,175.00  7.32%  $3,310.00  100.00%    $2.50  $5.00
   Sell  05/30/03 21:30  Short#2  $467.70  $3,190.00  $8,965.00    $0.00  96.37%  96.37%  $2.50  $5.00
 90  Sell Short  05/30/03 21:30  Short#2  $467.70  1  ($1,215.00)  (2.57%)  $60.00  2.19%    $2.50  $5.00
   Buy to Cover  06/10/03 22:15  Buy#2  $479.70  ($1,200.00)  $7,750.00    ($2,680.00)  54.01%  (43.80%)  $2.50  $5.00
 91  Buy  06/10/03 22:15  Buy#2  $479.70  1  $345.00  0.75%  $730.00  62.93%    $2.50  $5.00
   Sell  06/12/03 20:30  Short#2  $483.30  $360.00  $8,095.00    ($430.00)  68.10%  31.03%  $2.50  $5.00
 92  Sell Short  06/12/03 20:30  Short#2  $483.30  1  ($155.00)  (0.29%)  $580.00  64.44%    $2.50  $5.00
   Buy to Cover  06/16/03 17:30  Buy#2  $484.70  ($140.00)  $7,940.00    ($320.00)  20.00%  (15.56%)  $2.50  $5.00
 93  Buy  06/16/03 17:30  Buy#2  $484.70  1  ($355.00)  (0.70%)  $410.00  43.62%    $2.50  $5.00
   Sell  06/19/03 20:30  Short#2  $481.30  ($340.00)  $7,585.00    ($530.00)  20.21%  (36.17%)  $2.50  $5.00
 94  Sell Short  06/19/03 20:30  Short#2  $481.30  1  $1,285.00  2.70%  $1,480.00  95.48%    $2.50  $5.00
   Buy to Cover  06/24/03 16:00  Buy#2  $468.30  $1,300.00  $8,870.00    ($70.00)  88.39%  83.87%  $2.50  $5.00
 95  Buy  06/24/03 16:00  Buy#2  $468.30  1  $1,115.00  2.41%  $1,560.00  79.59%    $2.50  $5.00
   Sell  06/27/03 20:00  Short#2  $479.60  $1,130.00  $9,985.00    ($400.00)  78.06%  57.65%  $2.50  $5.00
 96  Sell Short  06/27/03 20:00  Short#2  $479.60  1  ($145.00)  (0.27%)  $1,140.00  88.37%    $2.50  $5.00
   Buy to Cover  07/02/03 16:30  Buy#2  $480.90  ($130.00)  $9,840.00    ($150.00)  1.55%  (10.08%)  $2.50  $5.00
 97  Buy  07/02/03 16:30  Buy#2  $480.90  1  $1,495.00  3.14%  $2,580.00  95.20%    $2.50  $5.00
   Sell  07/10/03 20:30  Short#2  $496.00  $1,510.00  $11,335.00    ($130.00)  60.52%  55.72%  $2.50  $5.00
 98  Sell Short  07/10/03 20:30  Short#2  $496.00  1  ($545.00)  (1.07%)  $40.00  7.02%    $2.50  $5.00
   Buy to Cover  07/11/03 16:30  Buy#2  $501.30  ($530.00)  $10,790.00    ($530.00)  0.00%  (92.98%)  $2.50  $5.00
 99  Buy  07/11/03 16:30  Buy#2  $501.30  1  $425.00  0.88%  $970.00  86.61%    $2.50  $5.00
   Sell  07/15/03 18:00  Short#2  $505.70  $440.00  $11,215.00    ($150.00)  52.68%  39.29%  $2.50  $5.00
 100  Sell Short  07/15/03 18:00  Short#2  $505.70  1  $1,875.00  3.74%  $2,190.00  89.02%    $2.50  $5.00
   Buy to Cover  07/21/03 20:30  Buy#2  $486.80  $1,890.00  $13,090.00    ($270.00)  87.80%  76.83%  $2.50  $5.00
 101  Buy  07/21/03 20:30  Buy#2  $486.80  1  $685.00  1.44%  $1,440.00  88.34%    $2.50  $5.00
   Sell  07/24/03 21:30  Short#2  $493.80  $700.00  $13,775.00    ($190.00)  54.60%  42.94%  $2.50  $5.00
 102  Sell Short  07/24/03 21:30  Short#2  $493.80  1  ($815.00)  (1.62%)  $320.00  28.57%    $2.50  $5.00
   Buy to Cover  07/28/03 17:00  Buy#2  $501.80  ($800.00)  $12,960.00    ($800.00)  0.00%  (71.43%)  $2.50  $5.00
 103  Buy  07/28/03 17:00  Buy#2  $501.80  1  ($615.00)  (1.20%)  $600.00  50.00%    $2.50  $5.00
   Sell  08/01/03 17:00  Short#2  $495.80  ($600.00)  $12,345.00    ($600.00)  0.00%  (50.00%)  $2.50  $5.00
 104  Sell Short  08/01/03 17:00  Short#2  $495.80  1  $1,485.00  3.03%  $1,870.00  89.47%    $2.50  $5.00
   Buy to Cover  08/07/03 20:30  Buy#2  $480.80  $1,500.00  $13,830.00    ($220.00)  82.30%  71.77%  $2.50  $5.00
 105  Buy  08/07/03 20:30  Buy#2  $480.80  1  $4,075.00  8.51%  $4,220.00  95.69%    $2.50  $5.00
   Sell  08/21/03 22:00  Short#2  $521.70  $4,090.00  $17,905.00    ($190.00)  97.05%  92.74%  $2.50  $5.00
 106  Sell Short  08/21/03 22:00  Short#2  $521.70  1  $1,225.00  2.38%  $1,690.00  76.13%    $2.50  $5.00
   Buy to Cover  08/26/03 20:30  Buy#2  $509.30  $1,240.00  $19,130.00    ($530.00)  79.73%  55.86%  $2.50  $5.00
 107  Buy  08/26/03 20:30  Buy#2  $509.30  1  $2,865.00  5.65%  $3,200.00  100.00%    $2.50  $5.00
   Sell  09/05/03 16:00  Short#2  $538.10  $2,880.00  $21,995.00    $0.00  90.00%  90.00%  $2.50  $5.00
 108  Sell Short  09/05/03 16:00  Short#2  $538.10  1  $335.00  0.65%  $910.00  53.22%    $2.50  $5.00
   Buy to Cover  09/12/03 19:30  Buy#2  $534.60  $350.00  $22,330.00    ($800.00)  67.25%  20.47%  $2.50  $5.00
 109  Buy  09/12/03 19:30  Buy#2  $534.60  1  $175.00  0.36%  $710.00  98.61%    $2.50  $5.00
   Sell  09/15/03 21:00  Short#2  $536.50  $190.00  $22,505.00    ($10.00)  27.78%  26.39%  $2.50  $5.00
 110  Sell Short  09/15/03 21:00  Short#2  $536.50  1  ($445.00)  (0.80%)  $130.00  20.97%    $2.50  $5.00
   Buy to Cover  09/16/03 18:00  Buy#2  $540.80  ($430.00)  $22,060.00    ($490.00)  9.68%  (69.35%)  $2.50  $5.00
 111  Buy  09/16/03 18:00  Buy#2  $540.80  1  ($75.00)  (0.11%)  $880.00  81.48%    $2.50  $5.00
   Sell  09/24/03 20:00  Short#2  $540.20  ($60.00)  $21,985.00    ($200.00)  12.96%  (5.56%)  $2.50  $5.00
 112  Sell Short  09/24/03 20:00  Short#2  $540.20  1  $885.00  1.67%  $3,090.00  100.00%    $2.50  $5.00
   Buy to Cover  10/02/03 19:30  Buy#2  $531.20  $900.00  $22,870.00    $0.00  29.13%  29.13%  $2.50  $5.00
 113  Buy  10/02/03 19:30  Buy#2  $531.20  1  $2,115.00  4.01%  $3,280.00  97.04%    $2.50  $5.00
   Sell  10/17/03 17:00  Short#2  $552.50  $2,130.00  $24,985.00    ($100.00)  65.98%  63.02%  $2.50  $5.00
 114  Sell Short  10/17/03 17:00  Short#2  $552.50  1  ($245.00)  (0.42%)  $500.00  68.49%    $2.50  $5.00
   Buy to Cover  10/21/03 18:30  Buy#2  $554.80  ($230.00)  $24,740.00    ($230.00)  0.00%  (31.51%)  $2.50  $5.00
 115  Buy  10/21/03 18:30  Buy#2  $554.80  1  ($1,045.00)  (1.86%)  $80.00  6.84%    $2.50  $5.00
   Sell  10/22/03 17:00  Short#2  $544.50  ($1,030.00)  $23,695.00    ($1,090.00)  5.13%  (88.03%)  $2.50  $5.00
 116  Sell Short  10/22/03 17:00  Short#2  $544.50  1  $865.00  1.62%  $1,330.00  83.65%    $2.50  $5.00
   Buy to Cover  10/24/03 22:00  Buy#2  $535.70  $880.00  $24,560.00    ($260.00)  71.70%  55.35%  $2.50  $5.00
 117  Buy  10/24/03 22:00  Buy#2  $535.70  1  $575.00  1.10%  $960.00  89.72%    $2.50  $5.00
   Sell  10/27/03 20:30  Short#2  $541.60  $590.00  $25,135.00    ($110.00)  65.42%  55.14%  $2.50  $5.00
 118  Sell Short  10/27/03 20:30  Short#2  $541.60  1  ($785.00)  (1.42%)  $80.00  9.41%    $2.50  $5.00
   Buy to Cover  10/28/03 21:00  Buy#2  $549.30  ($770.00)  $24,350.00    ($770.00)  0.00%  (90.59%)  $2.50  $5.00
 119  Buy  10/28/03 21:00  Buy#2  $549.30  1  $1,525.00  2.80%  $2,710.00  100.00%    $2.50  $5.00
   Sell  11/10/03 18:30  Short#2  $564.70  $1,540.00  $25,875.00    $0.00  56.83%  56.83%  $2.50  $5.00
 120  Sell Short  11/10/03 18:30  Short#2  $564.70  1  $45.00  0.11%  $1,000.00  78.74%    $2.50  $5.00
   Buy to Cover  11/12/03 17:30  Buy#2  $564.10  $60.00  $25,920.00    ($270.00)  25.98%  4.72%  $2.50  $5.00
 121  Buy  11/12/03 17:30  Buy#2  $564.10  1  ($35.00)  (0.04%)  $1,020.00  91.89%    $2.50  $5.00
   Sell  11/14/03 21:00  Short#2  $563.90  ($20.00)  $25,885.00    ($90.00)  6.31%  (1.80%)  $2.50  $5.00
 122  Sell Short  11/14/03 21:00  Short#2  $563.90  1  $1,255.00  2.25%  $1,480.00  100.00%    $2.50  $5.00
   Buy to Cover  11/17/03 20:30  Buy#2  $551.20  $1,270.00  $27,140.00    $0.00  85.81%  85.81%  $2.50  $5.00
 123  Buy  11/17/03 20:30  Buy#2  $551.20  1  $595.00  1.11%  $940.00  95.92%    $2.50  $5.00
   Sell  11/18/03 18:30  Short#2  $557.30  $610.00  $27,735.00    ($40.00)  66.33%  62.24%  $2.50  $5.00
 124  Sell Short  11/18/03 18:30  Short#2  $557.30  1  $405.00  0.75%  $970.00  95.10%    $2.50  $5.00
   Buy to Cover  11/19/03 19:00  Buy#2  $553.10  $420.00  $28,140.00    ($50.00)  46.08%  41.18%  $2.50  $5.00
 125  Buy  11/19/03 19:00  Buy#2  $553.10  1  $1,925.00  3.51%  $3,330.00  93.80%    $2.50  $5.00
   Sell  12/04/03 16:00  Short#2  $572.50  $1,940.00  $30,065.00    ($220.00)  60.85%  54.65%  $2.50  $5.00
 126  Sell Short  12/04/03 16:00  Short#2  $572.50  1  ($145.00)  (0.23%)  $840.00  80.00%    $2.50  $5.00
   Buy to Cover  12/09/03 16:00  Buy#2  $573.80  ($130.00)  $29,920.00    ($210.00)  7.62%  (12.38%)  $2.50  $5.00
 127  Buy  12/09/03 16:00  Buy#2  $573.80  1  ($375.00)  (0.63%)  $1,070.00  34.97%    $2.50  $5.00
   Sell  12/15/03 21:30  Short#2  $570.20  ($360.00)  $29,545.00    ($1,990.00)  53.27%  (11.76%)  $2.50  $5.00
 128  Sell Short  12/15/03 21:30  Short#2  $570.20  1  ($455.00)  (0.77%)  $1,290.00  74.57%    $2.50  $5.00
   Buy to Cover  12/18/03 21:30  Buy#2  $574.60  ($440.00)  $29,090.00    ($440.00)  0.00%  (25.43%)  $2.50  $5.00
 129  Buy  12/18/03 21:30  Buy#2  $574.60  1  $3,425.00  5.99%  $3,650.00  87.32%    $2.50  $5.00
   Sell  01/09/04 21:00  Short#2  $609.00  $3,440.00  $32,515.00    ($530.00)  94.98%  82.30%  $2.50  $5.00
 130  Sell Short  01/09/04 21:00  Short#2  $609.00  1  $235.00  0.41%  $760.00  25.33%    $2.50  $5.00
   Buy to Cover  01/29/04 21:00  Buy#2  $606.50  $250.00  $32,750.00    ($2,240.00)  83.00%  8.33%  $2.50  $5.00
 131  Buy  01/29/04 21:00  Buy#2  $606.50  1  $715.00  1.20%  $1,970.00  57.60%    $2.50  $5.00
   Sell  02/13/04 22:00  Short#2  $613.80  $730.00  $33,465.00    ($1,450.00)  63.74%  21.35%  $2.50  $5.00
 132  Sell Short  02/13/04 22:00  Short#2  $613.80  1  ($645.00)  (1.03%)  $120.00  16.00%    $2.50  $5.00
   Buy to Cover  02/17/04 17:00  Buy#2  $620.10  ($630.00)  $32,820.00    ($630.00)  0.00%  (84.00%)  $2.50  $5.00
 133  Buy  02/17/04 17:00  Buy#2  $620.10  1  ($675.00)  (1.06%)  $520.00  44.07%    $2.50  $5.00
   Sell  02/19/04 22:00  Short#2  $613.50  ($660.00)  $32,145.00    ($660.00)  0.00%  (55.93%)  $2.50  $5.00
 134  Sell Short  02/19/04 22:00  Short#2  $613.50  1  $1,295.00  2.14%  $2,000.00  100.00%    $2.50  $5.00
   Buy to Cover  02/24/04 18:30  Buy#2  $600.40  $1,310.00  $33,440.00    $0.00  65.50%  65.50%  $2.50  $5.00
 135  Buy  02/24/04 18:30  Buy#2  $600.40  1  $1,635.00  2.75%  $3,200.00  90.14%    $2.50  $5.00
   Sell  03/09/04 19:30  Short#2  $616.90  $1,650.00  $35,075.00    ($350.00)  56.34%  46.48%  $2.50  $5.00
 136  Sell Short  03/09/04 19:30  Short#2  $616.90  1  $1,845.00  3.02%  $2,760.00  92.93%    $2.50  $5.00
   Buy to Cover  03/17/04 16:00  Buy#2  $598.30  $1,860.00  $36,920.00    ($210.00)  69.70%  62.63%  $2.50  $5.00
 137  Buy  03/17/04 16:00  Buy#2  $598.30  1  $2,095.00  3.53%  $3,780.00  70.13%    $2.50  $5.00
   Sell  04/13/04 18:30  Short#2  $619.40  $2,110.00  $39,015.00    ($1,610.00)  69.02%  39.15%  $2.50  $5.00
 138  Sell Short  04/13/04 18:30  Short#2  $619.40  1  $1,225.00  2.00%  $1,700.00  100.00%    $2.50  $5.00
   Buy to Cover  04/15/04 21:30  Buy#2  $607.00  $1,240.00  $40,240.00    $0.00  72.94%  72.94%  $2.50  $5.00
 139  Buy  04/15/04 21:30  Buy#2  $607.00  1  $955.00  1.60%  $1,590.00  70.67%    $2.50  $5.00
   Sell  04/23/04 17:30  Short#2  $616.70  $970.00  $41,195.00    ($660.00)  72.44%  43.11%  $2.50  $5.00
 140  Sell Short  04/23/04 17:30  Short#2  $616.70  1  ($365.00)  (0.57%)  $330.00  48.53%    $2.50  $5.00
   Buy to Cover  04/26/04 16:00  Buy#2  $620.20  ($350.00)  $40,830.00    ($350.00)  0.00%  (51.47%)  $2.50  $5.00
 141  Buy  04/26/04 16:00  Buy#2  $620.20  1  $15.00  0.05%  $560.00  73.68%    $2.50  $5.00
   Sell  04/26/04 20:30  Short#2  $620.50  $30.00  $40,845.00    ($200.00)  30.26%  3.95%  $2.50  $5.00
 142  Sell Short  04/26/04 20:30  Short#2  $620.50  1  $2,495.00  4.05%  $3,580.00  91.33%    $2.50  $5.00
   Buy to Cover  05/04/04 17:00  Buy#2  $595.40  $2,510.00  $43,340.00    ($340.00)  72.70%  64.03%  $2.50  $5.00
 143  Buy  05/04/04 17:00  Buy#2  $595.40  1  $295.00  0.52%  $850.00  69.11%    $2.50  $5.00
   Sell  05/05/04 19:00  Short#2  $598.50  $310.00  $43,635.00    ($380.00)  56.10%  25.20%  $2.50  $5.00
 144  Sell Short  05/05/04 19:00  Short#2  $598.50  1  $3,335.00  5.60%  $3,890.00  93.29%    $2.50  $5.00
   Buy to Cover  05/12/04 21:00  Buy#2  $565.00  $3,350.00  $46,970.00    ($280.00)  87.05%  80.34%  $2.50  $5.00
 145  Buy  05/12/04 21:00  Buy#2  $565.00  1  $285.00  0.53%  $1,560.00  53.61%    $2.50  $5.00
   Sell  05/19/04 22:00  Short#2  $568.00  $300.00  $47,255.00    ($1,350.00)  56.70%  10.31%  $2.50  $5.00
 146  Sell Short  05/19/04 22:00  Short#2  $568.00  1  ($1,175.00)  (2.04%)  $430.00  25.29%    $2.50  $5.00
   Buy to Cover  05/24/04 17:30  Buy#2  $579.60  ($1,160.00)  $46,080.00    ($1,270.00)  6.47%  (68.24%)  $2.50  $5.00
 147  Buy  05/24/04 17:30  Buy#2  $579.60  1  $1,665.00  2.90%  $2,820.00  84.43%    $2.50  $5.00
   Sell  06/10/04 19:30  Short#2  $596.40  $1,680.00  $47,745.00    ($520.00)  65.87%  50.30%  $2.50  $5.00
 148  Sell Short  06/10/04 19:30  Short#2  $596.40  1  ($265.00)  (0.42%)  $1,050.00  78.95%    $2.50  $5.00
   Buy to Cover  06/15/04 20:30  Buy#2  $598.90  ($250.00)  $47,480.00    ($280.00)  2.26%  (18.80%)  $2.50  $5.00
 149  Buy  06/15/04 20:30  Buy#2  $598.90  1  ($205.00)  (0.32%)  $330.00  34.38%    $2.50  $5.00
   Sell  06/22/04 16:00  Short#2  $597.00  ($190.00)  $47,275.00    ($630.00)  45.83%  (19.79%)  $2.50  $5.00
 150  Sell Short  06/22/04 16:00  Short#2  $597.00  1  ($455.00)  (0.74%)  $460.00  50.00%    $2.50  $5.00
   Buy to Cover  06/22/04 22:00  Buy#2  $601.40  ($440.00)  $46,820.00    ($460.00)  2.17%  (47.83%)  $2.50  $5.00
 151  Buy  06/22/04 22:00  Buy#2  $601.40  1  $1,015.00  1.71%  $2,150.00  92.67%    $2.50  $5.00
   Sell  07/01/04 20:30  Short#2  $611.70  $1,030.00  $47,835.00    ($170.00)  51.72%  44.40%  $2.50  $5.00
 152  Sell Short  07/01/04 20:30  Short#2  $611.70  1  ($95.00)  (0.13%)  $320.00  53.33%    $2.50  $5.00
   Buy to Cover  07/02/04 21:00  Buy#2  $612.50  ($80.00)  $47,740.00    ($280.00)  33.33%  (13.33%)  $2.50  $5.00
 153  Buy  07/02/04 21:00  Buy#2  $612.50  1  ($1,035.00)  (1.67%)  $50.00  4.67%    $2.50  $5.00
   Sell  07/06/04 18:00  Short#2  $602.30  ($1,020.00)  $46,705.00    ($1,020.00)  0.00%  (95.33%)  $2.50  $5.00
 154  Sell Short  07/06/04 18:00  Short#2  $602.30  1  $935.00  1.58%  $1,290.00  73.71%    $2.50  $5.00
   Buy to Cover  07/09/04 18:00  Buy#2  $592.80  $950.00  $47,640.00    ($460.00)  80.57%  54.29%  $2.50  $5.00
 155  Buy  07/09/04 18:00  Buy#2  $592.80  1  ($745.00)  (1.23%)  $360.00  21.56%    $2.50  $5.00
   Sell  07/21/04 19:00  Short#2  $585.50  ($730.00)  $46,895.00    ($1,310.00)  34.73%  (43.71%)  $2.50  $5.00
 156  Sell Short  07/21/04 19:00  Short#2  $585.50  1  $1,295.00  2.24%  $1,860.00  95.88%    $2.50  $5.00
   Buy to Cover  07/22/04 20:30  Buy#2  $572.40  $1,310.00  $48,190.00    ($80.00)  71.65%  67.53%  $2.50  $5.00
 157  Buy  07/22/04 20:30  Buy#2  $572.40  1  $135.00  0.26%  $560.00  29.63%    $2.50  $5.00
   Sell  07/29/04 18:00  Short#2  $573.90  $150.00  $48,325.00    ($1,330.00)  78.31%  7.94%  $2.50  $5.00
 158  Sell Short  07/29/04 18:00  Short#2  $573.90  1  ($585.00)  (0.99%)  $170.00  22.97%    $2.50  $5.00
   Buy to Cover  07/29/04 22:15  Buy#2  $579.60  ($570.00)  $47,740.00    ($570.00)  0.00%  (77.03%)  $2.50  $5.00
 159  Buy  07/29/04 22:15  Buy#2  $579.60  1  ($625.00)  (1.05%)  $240.00  25.26%    $2.50  $5.00
   Sell  08/03/04 22:00  Short#2  $573.50  ($610.00)  $47,115.00    ($710.00)  10.53%  (64.21%)  $2.50  $5.00
 160  Sell Short  08/03/04 22:00  Short#2  $573.50  1  $2,145.00  3.77%  $2,740.00  91.95%    $2.50  $5.00
   Buy to Cover  08/10/04 16:30  Buy#2  $551.90  $2,160.00  $49,260.00    ($240.00)  80.54%  72.48%  $2.50  $5.00
 161  Buy  08/10/04 16:30  Buy#2  $551.90  1  $705.00  1.30%  $1,110.00  58.73%    $2.50  $5.00
   Sell  08/17/04 17:30  Short#2  $559.10  $720.00  $49,965.00    ($780.00)  79.37%  38.10%  $2.50  $5.00
 162  Sell Short  08/17/04 17:30  Short#2  $559.10  1  ($615.00)  (1.07%)  $360.00  33.33%    $2.50  $5.00
   Buy to Cover  08/18/04 18:00  Buy#2  $565.10  ($600.00)  $49,350.00    ($720.00)  11.11%  (55.56%)  $2.50  $5.00
 163  Buy  08/18/04 18:00  Buy#2  $565.10  1  $555.00  1.01%  $1,730.00  96.11%    $2.50  $5.00
   Sell  08/31/04 20:30  Short#2  $570.80  $570.00  $49,905.00    ($70.00)  35.56%  31.67%  $2.50  $5.00
 164  Sell Short  08/31/04 20:30  Short#2  $570.80  1  ($735.00)  (1.26%)  $20.00  2.70%    $2.50  $5.00
   Buy to Cover  08/31/04 22:15  Buy#2  $578.00  ($720.00)  $49,170.00    ($720.00)  0.00%  (97.30%)  $2.50  $5.00
 165  Buy  08/31/04 22:15  Buy#2  $578.00  1  $895.00  1.57%  $1,850.00  91.58%    $2.50  $5.00
   Sell  09/08/04 22:00  Short#2  $587.10  $910.00  $50,065.00    ($170.00)  53.47%  45.05%  $2.50  $5.00
 166  Sell Short  09/08/04 22:00  Short#2  $587.10  1  ($485.00)  (0.80%)  $10.00  1.82%    $2.50  $5.00
   Buy to Cover  09/09/04 17:30  Buy#2  $591.80  ($470.00)  $49,580.00    ($540.00)  12.73%  (85.45%)  $2.50  $5.00
 167  Buy  09/09/04 17:30  Buy#2  $591.80  1  $505.00  0.88%  $1,430.00  91.67%    $2.50  $5.00
   Sell  09/15/04 18:30  Short#2  $597.00  $520.00  $50,085.00    ($130.00)  41.67%  33.33%  $2.50  $5.00
 168  Sell Short  09/15/04 18:30  Short#2  $597.00  1  ($745.00)  (1.22%)  $100.00  9.71%    $2.50  $5.00
   Buy to Cover  09/21/04 18:30  Buy#2  $604.30  ($730.00)  $49,340.00    ($930.00)  19.42%  (70.87%)  $2.50  $5.00
 169  Buy  09/21/04 18:30  Buy#2  $604.30  1  ($695.00)  (1.13%)  $440.00  39.29%    $2.50  $5.00
   Sell  09/22/04 17:00  Short#2  $597.50  ($680.00)  $48,645.00    ($680.00)  0.00%  (60.71%)  $2.50  $5.00
 170  Sell Short  09/22/04 17:00  Short#2  $597.50  1  $445.00  0.77%  $920.00  73.02%    $2.50  $5.00
   Buy to Cover  09/28/04 21:00  Buy#2  $592.90  $460.00  $49,090.00    ($340.00)  63.49%  36.51%  $2.50  $5.00
 171  Buy  09/28/04 21:00  Buy#2  $592.90  1  $2,305.00  3.91%  $3,140.00  100.00%    $2.50  $5.00
   Sell  10/07/04 19:00  Short#2  $616.10  $2,320.00  $51,395.00    $0.00  73.89%  73.89%  $2.50  $5.00
 172  Sell Short  10/07/04 19:00  Short#2  $616.10  1  $735.00  1.22%  $1,140.00  85.07%    $2.50  $5.00
   Buy to Cover  10/11/04 22:15  Buy#2  $608.60  $750.00  $52,130.00    ($200.00)  70.90%  55.97%  $2.50  $5.00
 173  Buy  10/11/04 22:15  Buy#2  $608.60  1  ($575.00)  (0.92%)  $380.00  32.20%    $2.50  $5.00
   Sell  10/13/04 18:30  Short#2  $603.00  ($560.00)  $51,555.00    ($800.00)  20.34%  (47.46%)  $2.50  $5.00
 174  Sell Short  10/13/04 18:30  Short#2  $603.00