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TradeStation TradeManager Performance Report TSL_Sys_CELdolT4P5, +J:DOL0_&4B, Daily, 1/21/1999 1:00:00 PM - 3/11/2011 1:00:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $230,517.42    Profit Factor 1.36
Gross Profit $863,521.84    Gross Loss ($633,004.42)
Total Number of Trades 2700    Percent Profitable 53.59%
Winning Trades 1447    Losing Trades 1249
Even Trades 4
Avg. Trade Net Profit $85.38    Ratio Avg. Win:Avg. Loss 1.18
Avg. Winning Trade $596.77    Avg. Losing Trade ($506.81)
Largest Winning Trade $9,738.00    Largest Losing Trade ($7,995.39)
Max. Consecutive Winning Trades 13    Max. Consecutive Losing Trades 10
Avg. Bars in Winning Trades 2.09    Avg. Bars in Losing Trades 2.04
Avg. Bars in Total Trades 2.07
Max. Shares/Contracts Held 60    Account Size Required $13,678.80
Return on Initial Capital 230.52%    Annual Rate of Return 10.06%
Return Retracement Ratio 0.18    RINA Index 317.03
Trading Period 11 Yrs, 10 Mths, 17 Dys    Percent of Time in the Market 98.32%
Max. Equity Run-up $238,466.80

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($16,970.18)    Value ($13,678.80)
Net Profit as % of Drawdown 1358.37%    Net Profit as % of Drawdown 1685.22%
Max. Trade Drawdown ($7,995.39)    
Long Trades
Total Net Profit $72,434.76    Profit Factor 1.22
Gross Profit $407,186.74    Gross Loss ($334,751.98)
Total Number of Trades 1350    Percent Profitable 48.89%
Winning Trades 660    Losing Trades 689
Even Trades 1
Avg. Trade Net Profit $53.66    Ratio Avg. Win:Avg. Loss 1.27
Avg. Winning Trade $616.95    Avg. Losing Trade ($485.85)
Largest Winning Trade $7,993.83    Largest Losing Trade ($4,080.00)
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 13
Avg. Bars in Winning Trades 2.10    Avg. Bars in Losing Trades 2.03
Max. Shares/Contracts Held 60    Account Size Required $20,261.73
     
Net Profit as % of Largest Loss 1775.36%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($21,074.81)    Value ($20,261.73)
Net Profit as % of Drawdown 343.70%    Net Profit as % of Drawdown 357.50%
Max. Trade Drawdown ($4,250.00)  
Short Trades
Total Net Profit $158,082.66    Profit Factor 1.53
Gross Profit $456,335.10    Gross Loss ($298,252.44)
     
Total Number of Trades 1350    Percent Profitable 58.30%
Winning Trades 787    Losing Trades 560
Even Trades 3
Avg. Trade Net Proft $117.10    Ratio Avg. Win:Avg. Loss 1.09
Avg. Winning Trade $579.84    Avg. Losing Trade ($532.59)
Largest Winning Trade $9,738.00    Largest Losing Trade ($7,995.39)
Max. Consecutive Winning Trades 12    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 2.08    Avg. Bars in Losing Trades 2.04
Max. Shares/Contracts Held 60    Account Size Required $12,464.54
Net Profit as % of Largest Loss 1977.17%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($14,086.85)    Value ($12,464.54)
Net Profit as % of Drawdown 1122.20%    Net Profit as % of Drawdown 1268.26%
Max. Trade Drawdown ($7,995.39)  
Created by TradeStation: 3/15/2011 10:19:27 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSL_Sys_CELdolT4P5, +J:DOL0_&4B, Daily, 1/21/1999 1:00:00 PM - 3/11/2011 1:00:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 2700 1447 1249
Avg. Trade Net Profit $85.38 $596.77 ($506.81)
1 Std. Deviation of Avg. Trade $853.22 $715.41 $571.97
Avg. Trade + 1 Std. Deviation $938.59 $1,312.17 $65.16
Avg. Trade - 1 Std. Deviation ($767.84) ($118.64) ($1,078.78)
Coefficient of Variation 999.35% 119.88% 112.86%
Time Averages
Avg. Time in Trades 1 Dy, 13 Hrs, 55 Mins 1 Dy, 14 Hrs, 24 Mins 1 Dy, 13 Hrs, 20 Mins
Avg. Time Between Trades n/a 1 Dy, 8 Hrs, 20 Mins 1 Dy, 20 Hrs, 41 Mins
Avg. Time Between Trade Profit Peaks 282 Dys, 6 Hrs
Outliers Total Positive Negative
Number of Outliers 48 27 21
Outlier Profit/Loss $45,584.53 $109,778.22 ($64,193.69)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $11,796.72 ($7,995.39)
Max. Value Date 10/8/2008 10/22/2008
Avg. Value $571.50 ($395.57)
1 Std. Deviation $723.74 $570.15
Avg. + 1 Std. Deviation $1,295.24 $174.58
Avg. - 1 Std. Deviation ($152.24) ($965.73)
Coefficient of Variation 126.64% 144.13%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 8.47% 60.22% 48.25%
1 Std. Deviation 60.71% 36.04% 35.23%
Avg. + 1 Std. Deviation 69.18% 96.26% 83.49%
Avg. - 1 Std. Deviation (52.24%) 24.17% 13.02%
Coefficient of Variation 716.88% 59.86% 73.01%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $9,738.00 ($7,995.39)
Largest Profit/Loss as % of Gross 1.13% 1.26%
Largest Consec. Profit/Loss $28,574.73 ($7,995.39)
Largest Consec. Profit/Loss as % of Gross 3.31% 1.26%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 320 $555.76 ($480.57)
2 158 $592.02 ($506.30)
3 78 $647.90 ($515.47)
4 55 $651.86 ($485.65)
5 26 $822.54 ($681.43)
6 15 $478.47 ($475.03)
7 6 $356.47 ($527.56)
8 5 $433.19 ($349.21)
9 2 $787.41 ($293.86)
12 2 $207.81 ($461.45)
13 1 $164.10 ($184.23)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 352 ($500.33) $636.06
2 159 ($560.17) $591.82
3 100 ($482.51) $469.20
4 36 ($473.31) $509.26
5 11 ($606.40) $642.04
6 3 ($356.05) $435.05
7 4 ($374.59) $728.08
8 3 ($428.09) $441.70
10 1 ($532.03) $484.38

Created by TradeStation: 3/15/2011 10:19:27 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
DrawDown
Efficiency Total Eff. Comm. Slippage
 1  Buy  07/05/99  Buy#15  $4,416.07  $0.00  22  ($0.22)  (0.00%)  $22.00  99.01%    $0.00  $0.00
   Sell  07/05/99  Short#15  $4,416.06    ($0.22)  ($0.22)    ($0.22)  0.00%  (0.99%)  $0.00  $0.00
 2  Sell Short  07/05/99  Short#15  $4,416.06  $0.00  22  ($66.44)  (0.07%)  $153.78  69.83%    $0.00  $0.00
   Buy to Cover  07/06/99  Buy#15  $4,419.08    ($66.44)  ($66.66)    ($66.44)  0.00%  (30.17%)  $0.00  $0.00
 3  Buy  07/06/99  Buy#15  $4,419.08  $0.00  22  $197.56  0.20%  $307.78  100.00%    $0.00  $0.00
   Sell  07/07/99  Short#15  $4,428.06    $197.56  $130.90    $0.00  64.19%  64.19%  $0.00  $0.00
 4  Sell Short  07/07/99  Short#15  $4,428.06  $0.00  22  ($66.22)  (0.07%)  $131.78  66.56%    $0.00  $0.00
   Buy to Cover  07/08/99  Buy#15  $4,431.07    ($66.22)  $64.68    ($66.22)  0.00%  (33.44%)  $0.00  $0.00
 5  Buy  07/08/99  Buy#15  $4,431.07  $0.00  22  $197.78  0.20%  $374.00  100.00%    $0.00  $0.00
   Sell  07/12/99  Short#15  $4,440.06    $197.78  $262.46    $0.00  52.88%  52.88%  $0.00  $0.00
 6  Sell Short  07/12/99  Short#15  $4,440.06  $0.00  22  ($1,562.44)  (1.60%)  $109.78  6.56%    $0.00  $0.00
   Buy to Cover  07/13/99  Buy#15  $4,511.08    ($1,562.44)  ($1,299.98)    ($1,562.44)  0.00%  (93.44%)  $0.00  $0.00
 7  Buy  07/13/99  Buy#15  $4,511.08  $0.00  22  ($1,430.44)  (1.44%)  $65.78  4.40%    $0.00  $0.00
   Sell  07/14/99  Short#15  $4,446.06    ($1,430.44)  ($2,730.42)    ($1,430.44)  0.00%  (95.60%)  $0.00  $0.00
 8  Sell Short  07/14/99  Short#15  $4,446.06  $0.00  22  ($550.44)  (0.56%)  $43.78  7.37%    $0.00  $0.00
   Buy to Cover  07/15/99  Buy#15  $4,471.08    ($550.44)  ($3,280.86)    ($550.44)  0.00%  (92.63%)  $0.00  $0.00
 9  Buy  07/15/99  Buy#15  $4,471.08  $0.00  22  ($440.88)  (0.45%)  $175.78  24.21%    $0.00  $0.00
   Sell  07/16/99  Short#15  $4,451.04    ($440.88)  ($3,721.74)    ($550.22)  15.06%  (60.73%)  $0.00  $0.00
 10  Sell Short  07/16/99  Short#15  $4,451.04  $0.00  22  $394.90  0.40%  $395.34  100.00%    $0.00  $0.00
   Buy to Cover  07/19/99  Buy#15  $4,433.09    $394.90  ($3,326.84)    $0.00  99.89%  99.89%  $0.00  $0.00
 11  Buy  07/19/99  Buy#15  $4,433.09  $0.00  22  ($154.66)  (0.16%)  $65.56  29.77%    $0.00  $0.00
   Sell  07/20/99  Short#15  $4,426.06    ($154.66)  ($3,481.50)    ($154.66)  0.00%  (70.23%)  $0.00  $0.00
 12  Sell Short  07/20/99  Short#15  $4,426.06  $0.00  22  ($792.22)  (0.81%)  $21.78  2.68%    $0.00  $0.00
   Buy to Cover  07/21/99  Buy#15  $4,462.07    ($792.22)  ($4,273.72)    ($792.22)  0.00%  (97.32%)  $0.00  $0.00
 13  Buy  07/21/99  Buy#15  $4,462.07  $0.00  22  ($22.22)  (0.02%)  $66.00  13.04%    $0.00  $0.00
   Sell  07/26/99  Short#15  $4,461.06    ($22.22)  ($4,295.94)    ($440.00)  82.57%  (4.39%)  $0.00  $0.00
 14  Sell Short  07/26/99  Short#15  $4,461.06  $0.00  22  $263.56  0.27%  $395.78  100.00%    $0.00  $0.00
   Buy to Cover  07/27/99  Buy#15  $4,449.08    $263.56  ($4,032.38)    $0.00  66.59%  66.59%  $0.00  $0.00
 15  Buy  07/27/99  Buy#15  $4,449.08  $0.00  22  ($462.44)  (0.47%)  $131.78  22.18%    $0.00  $0.00
   Sell  07/28/99  Short#15  $4,428.06    ($462.44)  ($4,494.82)    ($462.44)  0.00%  (77.82%)  $0.00  $0.00
 16  Sell Short  07/28/99  Short#15  $4,428.06  $0.00  22  $65.56  0.07%  $351.78  100.00%    $0.00  $0.00
   Buy to Cover  07/29/99  Buy#15  $4,425.08    $65.56  ($4,429.26)    $0.00  18.64%  18.64%  $0.00  $0.00
 17  Buy  07/29/99  Buy#15  $4,425.08  $0.00  22  ($259.82)  (0.27%)  $175.78  40.35%    $0.00  $0.00
   Sell  07/30/99  Short#15  $4,413.27    ($259.82)  ($4,689.08)    ($259.82)  0.00%  (59.65%)  $0.00  $0.00
 18  Sell Short  07/30/99  Short#15  $4,413.27  $0.00  22  ($154.66)  (0.16%)  $21.56  3.63%    $0.00  $0.00
   Buy to Cover  08/02/99  Buy#15  $4,420.30    ($154.66)  ($4,843.74)    ($572.44)  70.33%  (26.04%)  $0.00  $0.00
 19  Buy  08/02/99  Buy#15  $4,420.30  $0.00  22  $857.78  0.88%  $857.78  100.00%    $0.00  $0.00
   Sell  08/03/99  Short#15  $4,459.29    $857.78  ($3,985.96)    $0.00  100.00%  100.00%  $0.00  $0.00
 20  Sell Short  08/03/99  Short#15  $4,459.29  $0.00  22  $241.78  0.25%  $264.00  75.00%    $0.00  $0.00
   Buy to Cover  08/04/99  Buy#15  $4,448.30    $241.78  ($3,744.18)    ($88.00)  93.69%  68.69%  $0.00  $0.00
 21  Buy  08/04/99  Buy#15  $4,448.30  $0.00  22  $461.34  0.47%  $461.78  100.00%    $0.00  $0.00
   Sell  08/05/99  Short#15  $4,469.27    $461.34  ($3,282.84)    $0.00  99.90%  99.90%  $0.00  $0.00
 22  Sell Short  08/05/99  Short#15  $4,469.27  $0.00  22  ($176.88)  (0.18%)  $109.56  22.64%    $0.00  $0.00
   Buy to Cover  08/06/99  Buy#15  $4,477.31    ($176.88)  ($3,459.72)    ($374.44)  40.82%  (36.55%)  $0.00  $0.00
 23  Buy  08/06/99  Buy#15  $4,477.31  $0.00  22  ($176.88)  (0.18%)  $131.56  42.65%    $0.00  $0.00
   Sell  08/09/99  Short#15  $4,469.27    ($176.88)  ($3,636.60)    ($176.88)  0.00%  (57.35%)  $0.00  $0.00
 24  Sell Short  08/09/99  Short#15  $4,469.27  $0.00  22  ($704.44)  (0.72%)  $87.56  11.06%    $0.00  $0.00
   Buy to Cover  08/10/99  Buy#15  $4,501.29    ($704.44)  ($4,341.04)    ($704.44)  0.00%  (88.94%)  $0.00  $0.00
 25  Buy  08/10/99  Buy#15  $4,501.29  $0.00  22  ($330.44)  (0.33%)  $220.00  39.97%    $0.00  $0.00
   Sell  08/11/99  Short#15  $4,486.27    ($330.44)  ($4,671.48)    ($330.44)  0.00%  (60.03%)  $0.00  $0.00
 26  Sell Short  08/11/99  Short#15  $4,486.27  $0.00  22  $373.56  0.38%  $373.56  56.60%    $0.00  $0.00
   Buy to Cover  08/12/99  Buy#15  $4,469.29    $373.56  ($4,297.92)    ($286.44)  100.00%  56.60%  $0.00  $0.00
 27  Buy  08/12/99  Buy#15  $4,469.29  $0.00  22  $484.00  0.49%  $506.00  88.46%    $0.00  $0.00
   Sell  08/13/99  Short#15  $4,491.29    $484.00  ($3,813.92)    ($66.00)  96.15%  84.62%  $0.00  $0.00
 28  Sell Short  08/13/99  Short#15  $4,491.29  $0.00  22  $43.56  0.04%  $176.00  32.00%    $0.00  $0.00
   Buy to Cover  08/16/99  Buy#15  $4,489.31    $43.56  ($3,770.36)    ($374.00)  75.92%  7.92%  $0.00  $0.00
 29  Buy  08/16/99  Buy#15  $4,489.31  $0.00  22  $439.12  0.44%  $439.56  100.00%    $0.00  $0.00
   Sell  08/17/99  Short#15  $4,509.27    $439.12  ($3,331.24)    $0.00  99.90%  99.90%  $0.00  $0.00
 30  Sell Short  08/17/99  Short#15  $4,509.27  $0.00  22  $131.34  0.13%  $285.56  100.00%    $0.00  $0.00
   Buy to Cover  08/18/99  Buy#15  $4,503.30    $131.34  ($3,199.90)    $0.00  45.99%  45.99%  $0.00  $0.00
 31  Buy  08/18/99  Buy#15  $4,503.30  $0.00  22  $681.34  0.69%  $681.78  100.00%    $0.00  $0.00
   Sell  08/19/99  Short#15  $4,534.27    $681.34  ($2,518.56)    $0.00  99.94%  99.94%  $0.00  $0.00
 32  Sell Short  08/19/99  Short#15  $4,534.27  $0.00  22  ($550.88)  (0.55%)  $329.56  37.43%    $0.00  $0.00
   Buy to Cover  08/20/99  Buy#15  $4,559.31    ($550.88)  ($3,069.44)    ($550.88)  0.00%  (62.57%)  $0.00  $0.00
 33  Buy  08/20/99  Buy#15  $4,559.31  $0.00  21  ($1,470.84)  (1.54%)  $1,091.58  42.60%    $0.00  $0.00
   Sell  08/23/99  Short#15  $4,489.27    ($1,470.84)  ($4,540.28)    ($1,470.84)  0.00%  (57.40%)  $0.00  $0.00
 34  Sell Short  08/23/99  Short#15  $4,489.27  $0.00  22  ($440.66)  (0.45%)  $351.56  44.38%    $0.00  $0.00
   Buy to Cover  08/24/99  Buy#15  $4,509.30    ($440.66)  ($4,980.94)    ($440.66)  0.00%  (55.62%)  $0.00  $0.00
 35  Buy  08/24/99  Buy#15  $4,509.30  $0.00  22  $769.34  0.78%  $1,165.78  100.00%    $0.00  $0.00
   Sell  08/25/99  Short#15  $4,544.27    $769.34  ($4,211.60)    $0.00  65.99%  65.99%  $0.00  $0.00
 36  Sell Short  08/25/99  Short#15  $4,544.27  $0.00  22  $659.12  0.66%  $857.56  100.00%    $0.00  $0.00
   Buy to Cover  08/26/99  Buy#15  $4,514.31    $659.12  ($3,552.48)    $0.00  76.86%  76.86%  $0.00  $0.00
 37  Buy  08/26/99  Buy#15  $4,514.31  $0.00  22  $219.12  0.22%  $461.56  100.00%    $0.00  $0.00
   Sell  08/27/99  Short#15  $4,524.27    $219.12  ($3,333.36)    $0.00  47.47%  47.47%  $0.00  $0.00
 38  Sell Short  08/27/99  Short#15  $4,524.27  $0.00  22  ($594.44)  (0.60%)  $109.56  13.83%    $0.00  $0.00
   Buy to Cover  08/30/99  Buy#15  $4,551.29    ($594.44)  ($3,927.80)    ($682.44)  11.11%  (75.06%)  $0.00  $0.00
 39  Buy  08/30/99  Buy#15  $4,551.29  $0.00  21  ($609.00)  (0.64%)  $483.00  44.23%    $0.00  $0.00
   Sell  08/31/99  Short#15  $4,522.29    ($609.00)  ($4,536.80)    ($609.00)  0.00%  (55.77%)  $0.00  $0.00
 40  Sell Short  08/31/99  Short#15  $4,522.29  $0.00  22  ($40.92)  (0.04%)  $66.00  23.08%    $0.00  $0.00
   Buy to Cover  09/01/99  Buy#15  $4,524.15    ($40.92)  ($4,577.72)    ($220.00)  62.62%  (14.31%)  $0.00  $0.00
 41  Buy  09/01/99  Buy#15  $4,524.15  $0.00  22  $132.00  0.13%  $330.00  60.00%    $0.00  $0.00
   Sell  09/02/99  Short#15  $4,530.15    $132.00  ($4,445.72)    ($220.00)  64.00%  24.00%  $0.00  $0.00
 42  Sell Short  09/02/99  Short#15  $4,530.15  $0.00  22  $572.00  0.57%  $572.00  68.42%    $0.00  $0.00
   Buy to Cover  09/03/99  Buy#15  $4,504.15    $572.00  ($3,873.72)    ($264.00)  100.00%  68.42%  $0.00  $0.00
 43  Buy  09/03/99  Buy#15  $4,504.15  $0.00  22  $0.00  0.00%  $286.00  56.52%    $0.00  $0.00
   Sell  09/06/99  Short#15  $4,504.15    $0.00  ($3,873.72)    ($220.00)  43.48%  0.00%  $0.00  $0.00
 44  Sell Short  09/06/99  Short#15  $4,504.15  $0.00  22  $110.00  0.11%  $110.00  50.00%    $0.00  $0.00
   Buy to Cover  09/08/99  Buy#15  $4,499.15    $110.00  ($3,763.72)    ($110.00)  100.00%  50.00%  $0.00  $0.00
 45  Buy  09/08/99  Buy#15  $4,499.15  $0.00  22  ($550.22)  (0.56%)  $110.00  16.66%    $0.00  $0.00
   Sell  09/09/99  Short#15  $4,474.14    ($550.22)  ($4,313.94)    ($550.22)  0.00%  (83.34%)  $0.00  $0.00
 46  Sell Short  09/09/99  Short#15  $4,474.14  $0.00  22  $87.78  0.09%  $241.78  100.00%    $0.00  $0.00
   Buy to Cover  09/10/99  Buy#15  $4,470.15    $87.78  ($4,226.16)    $0.00  36.31%  36.31%  $0.00  $0.00
 47  Buy  09/10/99  Buy#15  $4,470.15  $0.00  22  $462.00  0.47%  $462.00  51.22%    $0.00  $0.00
   Sell  09/14/99  Short#15  $4,491.15    $462.00  ($3,764.16)    ($440.00)  100.00%  51.22%  $0.00  $0.00
 48  Sell Short  09/14/99  Short#15  $4,491.15  $0.00  22  $594.00  0.60%  $594.00  81.82%    $0.00  $0.00
   Buy to Cover  09/15/99  Buy#15  $4,464.15    $594.00  ($3,170.16)    ($132.00)  100.00%  81.82%  $0.00  $0.00
 49  Buy  09/15/99  Buy#15  $4,464.15  $0.00  22  $154.00  0.16%  $330.00  83.33%    $0.00  $0.00
   Sell  09/16/99  Short#15  $4,471.15    $154.00  ($3,016.16)    ($66.00)  55.56%  38.89%  $0.00  $0.00
 50  Sell Short  09/16/99  Short#15  $4,471.15  $0.00  22  ($110.00)  (0.11%)  $66.00  30.00%    $0.00  $0.00
   Buy to Cover  09/17/99  Buy#15  $4,476.15    ($110.00)  ($3,126.16)    ($154.00)  20.00%  (50.00%)  $0.00  $0.00
 51  Buy  09/17/99  Buy#15  $4,476.15  $0.00  22  ($154.00)  (0.16%)  $198.00  52.94%    $0.00  $0.00
   Sell  09/20/99  Short#15  $4,469.15    ($154.00)  ($3,280.16)    ($176.00)  5.88%  (41.18%)  $0.00  $0.00
 52  Sell Short  09/20/99  Short#15  $4,469.15  $0.00  22  $44.00  0.04%  $264.00  85.71%    $0.00  $0.00
   Buy to Cover  09/21/99  Buy#15  $4,467.15    $44.00  ($3,236.16)    ($44.00)  28.57%  14.29%  $0.00  $0.00
 53  Buy  09/21/99  Buy#15  $4,467.15  $0.00  22  $263.78  0.27%  $264.00  80.00%    $0.00  $0.00
   Sell  09/22/99  Short#15  $4,479.14    $263.78  ($2,972.38)    ($66.00)  99.93%  79.93%  $0.00  $0.00
 54  Sell Short  09/22/99  Short#15  $4,479.14  $0.00  22  ($0.66)  (0.00%)  $109.78  33.27%    $0.00  $0.00
   Buy to Cover  09/23/99  Buy#15  $4,479.17    ($0.66)  ($2,973.04)    ($220.22)  66.53%  (0.20%)  $0.00  $0.00
 55  Buy  09/23/99  Buy#15  $4,479.17  $0.00  22  $439.34  0.45%  $439.56  100.00%    $0.00  $0.00
   Sell  09/24/99  Short#15  $4,499.14    $439.34  ($2,533.70)    $0.00  99.95%  99.95%  $0.00  $0.00
 56  Sell Short  09/24/99  Short#15  $4,499.14  $0.00  22  $109.34  0.11%  $109.78  35.64%    $0.00  $0.00
   Buy to Cover  09/27/99  Buy#15  $4,494.17    $109.34  ($2,424.36)    ($198.22)  99.86%  35.50%  $0.00  $0.00
 57  Buy  09/27/99  Buy#15  $4,494.17  $0.00  22  $549.34  0.56%  $549.56  100.00%    $0.00  $0.00
   Sell  09/28/99  Short#15  $4,519.14    $549.34  ($1,875.02)    $0.00  99.96%  99.96%  $0.00  $0.00
 58  Sell Short  09/28/99  Short#15  $4,519.14  $0.00  22  $197.34  0.20%  $197.78  47.32%    $0.00  $0.00
   Buy to Cover  09/29/99  Buy#15  $4,510.17    $197.34  ($1,677.68)    ($220.22)  99.89%  47.21%  $0.00  $0.00
 59  Buy  09/29/99  Buy#15  $4,510.17  $0.00  22  ($168.30)  (0.17%)  $21.56  7.00%    $0.00  $0.00
   Sell  09/30/99  Short#15  $4,502.52    ($168.30)  ($1,845.98)    ($286.44)  38.36%  (54.64%)  $0.00  $0.00
 60  Sell Short  09/30/99  Short#15  $4,502.52  $0.00  22  ($968.00)  (0.98%)  $88.00  8.33%    $0.00  $0.00
   Buy to Cover  10/01/99  Buy#15  $4,546.52    ($968.00)  ($2,813.98)    ($968.00)  0.00%  (91.67%)  $0.00  $0.00
 61  Buy  10/01/99  Buy#15  $4,546.52  $0.00  21  ($630.00)  (0.66%)  $105.00  14.29%    $0.00  $0.00
   Sell  10/04/99  Short#15  $4,516.52    ($630.00)  ($3,443.98)    ($630.00)  0.00%  (85.71%)  $0.00  $0.00
 62  Sell Short  10/04/99  Short#15  $4,516.52  $0.00  22  ($440.22)  (0.44%)  $176.00  28.56%    $0.00  $0.00
   Buy to Cover  10/05/99  Buy#15  $4,536.53    ($440.22)  ($3,884.20)    ($440.22)  0.00%  (71.44%)  $0.00  $0.00
 63  Buy  10/05/99  Buy#15  $4,536.53  $0.00  22  ($0.88)  (0.00%)  $87.78  30.69%    $0.00  $0.00
   Sell  10/06/99  Short#15  $4,536.49    ($0.88)  ($3,885.08)    ($198.22)  69.00%  (0.31%)  $0.00  $0.00
 64  Sell Short  10/06/99  Short#15  $4,536.49  $0.00  22  $505.12  0.51%  $505.34  100.00%    $0.00  $0.00
   Buy to Cover  10/07/99  Buy#15  $4,513.53    $505.12  ($3,379.96)    $0.00  99.96%  99.96%  $0.00  $0.00
 65  Buy  10/07/99  Buy#15  $4,513.53  $0.00  22  ($44.66)  (0.04%)  $65.78  16.61%    $0.00  $0.00
   Sell  10/08/99  Short#15  $4,511.50    ($44.66)  ($3,424.62)    ($330.22)  72.11%  (11.28%)  $0.00  $0.00
 66  Sell Short  10/08/99  Short#15  $4,511.50  $0.00  22  ($440.88)  (0.44%)  $21.56  3.63%    $0.00  $0.00
   Buy to Cover  10/13/99  Buy#15  $4,531.54    ($440.88)  ($3,865.50)    ($572.44)  22.15%  (74.22%)  $0.00  $0.00
 67  Buy  10/13/99  Buy#15  $4,531.54  $0.00  22  ($0.88)  (0.00%)  $175.56  99.50%    $0.00  $0.00
   Sell  10/14/99  Short#15  $4,531.50    ($0.88)  ($3,866.38)    ($0.88)  0.00%  (0.50%)  $0.00  $0.00
 68  Sell Short  10/14/99  Short#15  $4,531.50  $0.00  22  ($440.66)  (0.44%)  $21.56  4.66%    $0.00  $0.00
   Buy to Cover  10/15/99  Buy#15  $4,551.53    ($440.66)  ($4,307.04)    ($440.66)  0.00%  (95.34%)  $0.00  $0.00
 69  Buy  10/15/99  Buy#15  $4,551.53  $0.00  21  ($42.63)  (0.04%)  $272.79  86.48%    $0.00  $0.00
   Sell  10/18/99  Short#15  $4,549.50    ($42.63)  ($4,349.67)    ($42.63)  0.00%  (13.52%)  $0.00  $0.00
 70  Sell Short  10/18/99  Short#15  $4,549.50  $0.00  21  ($504.42)  (0.53%)  $83.58  14.21%    $0.00  $0.00
   Buy to Cover  10/19/99  Buy#15  $4,573.52    ($504.42)  ($4,854.09)    ($504.42)  0.00%  (85.79%)  $0.00  $0.00
 71  Buy  10/19/99  Buy#15  $4,573.52  $0.00  21  $146.58  0.15%  $189.00  33.33%    $0.00  $0.00
   Sell  10/20/99  Short#15  $4,580.50    $146.58  ($4,707.51)    ($378.00)  92.52%  25.85%  $0.00  $0.00
 72  Sell Short  10/20/99  Short#15  $4,580.50  $0.00  21  $293.58  0.31%  $503.58  100.00%    $0.00  $0.00
   Buy to Cover  10/21/99  Buy#15  $4,566.52    $293.58  ($4,413.93)    $0.00  58.30%  58.30%  $0.00  $0.00
 73  Buy  10/21/99  Buy#15  $4,566.52  $0.00  21  ($273.42)  (0.29%)  $63.00  18.73%    $0.00  $0.00
   Sell  10/22/99  Short#15  $4,553.50    ($273.42)  ($4,687.35)    ($273.42)  0.00%  (81.27%)  $0.00  $0.00
 74  Sell Short  10/22/99  Short#15  $4,553.50  $0.00  21  $314.58  0.33%  $314.58  100.00%    $0.00  $0.00
   Buy to Cover  10/25/99  Buy#15  $4,538.52    $314.58  ($4,372.77)    $0.00  100.00%  100.00%  $0.00  $0.00
 75  Buy  10/25/99  Buy#15  $4,538.52  $0.00  22  $428.56  0.43%  $594.00  93.10%    $0.00  $0.00
   Sell  10/26/99  Short#15  $4,558.00    $428.56  ($3,944.21)    ($44.00)  74.07%  67.17%  $0.00  $0.00
 76  Sell Short  10/26/99  Short#15  $4,558.00  $0.00  21  $30.66  0.03%  $241.08  74.74%    $0.00  $0.00
   Buy to Cover  10/27/99  Buy#15  $4,556.54    $30.66  ($3,913.55)    ($81.48)  34.77%  9.51%  $0.00  $0.00
 77  Buy  10/27/99  Buy#15  $4,556.54  $0.00  21  ($63.42)  (0.07%)  $272.58  76.62%    $0.00  $0.00
   Sell  10/28/99  Short#15  $4,553.52    ($63.42)  ($3,976.97)    ($83.16)  5.55%  (17.83%)  $0.00  $0.00
 78  Sell Short  10/28/99  Short#15  $4,553.52  $0.00  21  $657.09  0.69%  $657.51  100.00%    $0.00  $0.00
   Buy to Cover  10/29/99  Buy#15  $4,522.23    $657.09  ($3,319.88)    $0.00  99.94%  99.94%  $0.00  $0.00
 79  Buy  10/29/99  Buy#15  $4,522.23  $0.00  22  ($220.66)  (0.22%)  $109.56  26.21%    $0.00  $0.00
   Sell  11/01/99  Short#15  $4,512.20    ($220.66)  ($3,540.54)    ($308.44)  21.00%  (52.79%)  $0.00  $0.00
 80  Sell Short  11/01/99  Short#15  $4,512.20  $0.00  22  $219.34  0.22%  $307.78  100.00%    $0.00  $0.00
   Buy to Cover  11/03/99  Buy#15  $4,502.23    $219.34  ($3,321.20)    $0.00  71.27%  71.27%  $0.00  $0.00
 81  Buy  11/03/99  Buy#15  $4,502.23  $0.00  22  ($88.66)  (0.09%)  $142.56  61.66%    $0.00  $0.00
   Sell  11/04/99  Short#15  $4,498.20    ($88.66)  ($3,409.86)    ($88.66)  0.00%  (38.34%)  $0.00  $0.00
 82  Sell Short  11/04/99  Short#15  $4,498.20  $0.00  22  $505.78  0.51%  $615.78  100.00%    $0.00  $0.00
   Buy to Cover  11/05/99  Buy#15  $4,475.21    $505.78  ($2,904.08)    $0.00  82.14%  82.14%  $0.00  $0.00
 83  Buy  11/05/99  Buy#15  $4,475.21  $0.00  22  $198.00  0.20%  $264.00  70.59%    $0.00  $0.00
   Sell  11/08/99  Short#15  $4,484.21    $198.00  ($2,706.08)    ($110.00)  82.35%  52.94%  $0.00  $0.00
 84  Sell Short  11/08/99  Short#15  $4,484.21  $0.00  22  $88.00  0.09%  $88.00  30.77%    $0.00  $0.00
   Buy to Cover  11/09/99  Buy#15  $4,480.21    $88.00  ($2,618.08)    ($198.00)  100.00%  30.77%  $0.00  $0.00
 85  Buy  11/09/99  Buy#15  $4,480.21  $0.00  22  $374.00  0.38%  $374.00  85.00%    $0.00  $0.00
   Sell  11/10/99  Short#15  $4,497.21    $374.00  ($2,244.08)    ($66.00)  100.00%  85.00%  $0.00  $0.00
 86  Sell Short  11/10/99  Short#15  $4,497.21  $0.00  22  $286.00  0.29%  $286.00  92.86%    $0.00  $0.00
   Buy to Cover  11/11/99  Buy#15  $4,484.21    $286.00  ($1,958.08)    ($22.00)  100.00%  92.86%  $0.00  $0.00
 87  Buy  11/11/99  Buy#15  $4,484.21  $0.00  22  $110.00  0.11%  $286.00  92.86%    $0.00  $0.00
   Sell  11/12/99  Short#15  $4,489.21    $110.00  ($1,848.08)    ($22.00)  42.86%  35.71%  $0.00  $0.00
 88  Sell Short  11/12/99  Short#15  $4,489.21  $0.00  22  ($66.00)  (0.07%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  11/16/99  Buy#15  $4,492.21    ($66.00)  ($1,914.08)    ($176.00)  62.50%  (37.50%)  $0.00  $0.00
 89  Buy  11/16/99  Buy#15  $4,492.21  $0.00  22  ($66.00)  (0.07%)  $44.00  40.00%    $0.00  $0.00
   Sell  11/17/99  Short#15  $4,489.21    ($66.00)  ($1,980.08)    ($66.00)  0.00%  (60.00%)  $0.00  $0.00
 90  Sell Short  11/17/99  Short#15  $4,489.21  $0.00  22  $66.00  0.07%  $154.00  46.67%    $0.00  $0.00
   Buy to Cover  11/19/99  Buy#15  $4,486.21    $66.00  ($1,914.08)    ($176.00)  73.33%  20.00%  $0.00  $0.00
 91  Buy  11/19/99  Buy#15  $4,486.21  $0.00  22  $22.00  0.02%  $99.00  81.82%    $0.00  $0.00
   Sell  11/22/99  Short#15  $4,487.21    $22.00  ($1,892.08)    ($22.00)  36.36%  18.18%  $0.00  $0.00
 92  Sell Short  11/22/99  Short#15  $4,487.21  $0.00  22  ($0.44)  (0.00%)  $33.00  33.33%    $0.00  $0.00
   Buy to Cover  11/23/99  Buy#15  $4,487.23    ($0.44)  ($1,892.52)    ($66.00)  66.22%  (0.44%)  $0.00  $0.00
 93  Buy  11/23/99  Buy#15  $4,487.23  $0.00  22  ($132.44)  (0.13%)  $21.56  14.00%    $0.00  $0.00
   Sell  11/24/99  Short#15  $4,481.21    ($132.44)  ($2,024.96)    ($132.44)  0.00%  (86.00%)  $0.00  $0.00
 94  Sell Short  11/24/99  Short#15  $4,481.21  $0.00  22  $87.56  0.09%  $88.00  57.14%    $0.00  $0.00
   Buy to Cover  11/26/99  Buy#15  $4,477.23    $87.56  ($1,937.40)    ($66.00)  99.71%  56.86%  $0.00  $0.00
 95  Buy  11/26/99  Buy#15  $4,477.23  $0.00  22  ($22.66)  (0.02%)  $65.56  42.57%    $0.00  $0.00
   Sell  11/29/99  Short#15  $4,476.20    ($22.66)  ($1,960.06)    ($88.44)  42.71%  (14.71%)  $0.00  $0.00
 96  Sell Short  11/29/99  Short#15  $4,476.20  $0.00  22  $39.16  0.04%  $131.78  100.00%    $0.00  $0.00
   Buy to Cover  11/30/99  Buy#15  $4,474.42    $39.16  ($1,920.90)    $0.00  29.72%  29.72%  $0.00  $0.00
 97  Buy  11/30/99  Buy#15  $4,474.42  $0.00  22  ($22.66)  (0.02%)  $65.56  74.31%    $0.00  $0.00
   Sell  12/01/99  Short#15  $4,473.39    ($22.66)  ($1,943.56)    ($22.66)  0.00%  (25.69%)  $0.00  $0.00
 98  Sell Short  12/01/99  Short#15  $4,473.39  $0.00  22  $439.34  0.45%  $439.78  100.00%    $0.00  $0.00
   Buy to Cover  12/02/99  Buy#15  $4,453.42    $439.34  ($1,504.22)    $0.00  99.90%  99.90%  $0.00  $0.00
 99  Buy  12/02/99  Buy#15  $4,453.42  $0.00  22  ($506.66)  (0.52%)  $43.56  7.92%    $0.00  $0.00
   Sell  12/03/99  Short#15  $4,430.39    ($506.66)  ($2,010.88)    ($506.66)  0.00%  (92.08%)  $0.00  $0.00
 100  Sell Short  12/03/99  Short#15  $4,430.39  $0.00  22  $329.34  0.34%  $373.78  100.00%    $0.00  $0.00
   Buy to Cover  12/06/99  Buy#15  $4,415.42    $329.34  ($1,681.54)    $0.00  88.11%  88.11%  $0.00  $0.00
 101  Buy  12/06/99  Buy#15  $4,415.42  $0.00  22  ($110.66)  (0.11%)  $285.56  72.07%    $0.00  $0.00
   Sell  12/07/99  Short#15  $4,410.39    ($110.66)  ($1,792.20)    ($110.66)  0.00%  (27.93%)  $0.00  $0.00
 102  Sell Short  12/07/99  Short#15  $4,410.39  $0.00  22  ($66.66)  (0.07%)  $21.78  18.00%    $0.00  $0.00
   Buy to Cover  12/08/99  Buy#15  $4,413.42    ($66.66)  ($1,858.86)    ($99.22)  26.91%  (55.09%)  $0.00  $0.00
 103  Buy  12/08/99  Buy#15  $4,413.42  $0.00  22  $131.34  0.14%  $131.56  100.00%    $0.00  $0.00
   Sell  12/09/99  Short#15  $4,419.39    $131.34  ($1,727.52)    $0.00  99.83%  99.83%  $0.00  $0.00
 104  Sell Short  12/09/99  Short#15  $4,419.39  $0.00  22  $219.78  0.23%  $219.78  66.60%    $0.00  $0.00
   Buy to Cover  12/13/99  Buy#15  $4,409.40    $219.78  ($1,507.74)    ($110.22)  100.00%  66.60%  $0.00  $0.00
 105  Buy  12/13/99  Buy#15  $4,409.40  $0.00  22  ($308.00)  (0.32%)  $22.00  6.67%    $0.00  $0.00
   Sell  12/14/99  Short#15  $4,395.40    ($308.00)  ($1,815.74)    ($308.00)  0.00%  (93.33%)  $0.00  $0.00
 106  Sell Short  12/14/99  Short#15  $4,395.40  $0.00  22  ($132.00)  (0.14%)  $77.00  36.84%    $0.00  $0.00
   Buy to Cover  12/15/99  Buy#15  $4,401.40    ($132.00)  ($1,947.74)    ($132.00)  0.00%  (63.16%)  $0.00  $0.00
 107  Buy  12/15/99  Buy#15  $4,401.40  $0.00  22  ($198.22)  (0.20%)  $66.00  24.98%    $0.00  $0.00
   Sell  12/16/99  Short#15  $4,392.39    ($198.22)  ($2,145.96)    ($198.22)  0.00%  (75.02%)  $0.00  $0.00
 108  Sell Short  12/16/99  Short#15  $4,392.39  $0.00  22  $483.78  0.50%  $483.78  100.00%    $0.00  $0.00
   Buy to Cover  12/17/99  Buy#15  $4,370.40    $483.78  ($1,662.18)    $0.00  100.00%  100.00%  $0.00  $0.00
 109  Buy  12/17/99  Buy#15  $4,370.40  $0.00  22  ($440.22)  (0.46%)  $0.00  0.00%    $0.00  $0.00
   Sell  12/20/99  Short#15  $4,350.39    ($440.22)  ($2,102.40)    ($550.00)  19.96%  (80.04%)  $0.00  $0.00
 110  Sell Short  12/20/99  Short#15  $4,350.39  $0.00  22  ($110.66)  (0.12%)  $197.78  42.81%    $0.00  $0.00
   Buy to Cover  12/21/99  Buy#15  $4,355.42    ($110.66)  ($2,213.06)    ($264.22)  33.24%  (23.95%)  $0.00  $0.00
 111  Buy  12/21/99  Buy#15  $4,355.42  $0.00  22  $197.34  0.21%  $549.56  100.00%    $0.00  $0.00
   Sell  12/22/99  Short#15  $4,364.39    $197.34  ($2,015.72)    $0.00  35.91%  35.91%  $0.00  $0.00
 112  Sell Short  12/22/99  Short#15  $4,364.39  $0.00  22  ($154.22)  (0.16%)  $65.78  23.00%    $0.00  $0.00
   Buy to Cover  12/23/99  Buy#15  $4,371.40    ($154.22)  ($2,169.94)    ($220.22)  23.08%  (53.92%)  $0.00  $0.00
 113  Buy  12/23/99  Buy#15  $4,371.40  $0.00  22  ($22.00)  (0.02%)  $220.00  90.91%    $0.00  $0.00
   Sell  12/27/99  Short#15  $4,370.40    ($22.00)  ($2,191.94)    ($22.00)  0.00%  (9.09%)  $0.00  $0.00
 114  Sell Short  12/27/99  Short#15  $4,370.40  $0.00  22  ($16.06)  (0.02%)  $110.00  33.33%    $0.00  $0.00
   Buy to Cover  12/28/99  Buy#15  $4,371.13    ($16.06)  ($2,208.00)    ($220.00)  61.80%  (4.87%)  $0.00  $0.00
 115  Buy  12/28/99  Buy#15  $4,371.13  $0.00  22  ($0.22)  (0.00%)  $98.78  99.56%    $0.00  $0.00
   Sell  12/29/99  Short#15  $4,371.12    ($0.22)  ($2,208.22)    ($0.44)  0.22%  (0.22%)  $0.00  $0.00
 116  Sell Short  12/29/99  Short#15  $4,371.12  $0.00  22  $703.78  0.73%  $704.00  100.00%    $0.00  $0.00
   Buy to Cover  12/30/99  Buy#15  $4,339.13    $703.78  ($1,504.44)    $0.00  99.97%  99.97%  $0.00  $0.00
 117  Buy  12/30/99  Buy#15  $4,339.13  $0.00  23  ($0.69)  (0.00%)  $344.77  41.64%    $0.00  $0.00
   Sell  01/03/00  Short#15  $4,339.10    ($0.69)  ($1,505.13)    ($483.23)  58.28%  (0.08%)  $0.00  $0.00
 118  Sell Short  01/03/00  Short#15  $4,339.10  $0.00  23  ($690.69)  (0.69%)  $160.54  18.86%    $0.00  $0.00
   Buy to Cover  01/04/00  Buy#15  $4,369.13    ($690.69)  ($2,195.82)    ($690.69)  0.00%  (81.14%)  $0.00  $0.00
 119  Buy  01/04/00  Buy#15  $4,369.13  $0.00  22  $329.34  0.34%  $703.78  100.00%    $0.00  $0.00
   Sell  01/05/00  Short#15  $4,384.10    $329.34  ($1,866.48)    $0.00  46.80%  46.80%  $0.00  $0.00
 120  Sell Short  01/05/00  Short#15  $4,384.10  $0.00  22  $109.34  0.11%  $329.56  36.54%    $0.00  $0.00
   Buy to Cover  01/06/00  Buy#15  $4,379.13    $109.34  ($1,757.14)    ($572.44)  75.59%  12.12%  $0.00  $0.00
 121  Buy  01/06/00  Buy#15  $4,379.13  $0.00  22  ($374.66)  (0.39%)  $307.78  45.10%    $0.00  $0.00
   Sell  01/07/00  Short#15  $4,362.10    ($374.66)  ($2,131.80)    ($374.66)  0.00%  (54.90%)  $0.00  $0.00
 122  Sell Short  01/07/00  Short#15  $4,362.10  $0.00  22  $241.34  0.25%  $351.56  57.07%    $0.00  $0.00
   Buy to Cover  01/10/00  Buy#15  $4,351.13    $241.34  ($1,890.46)    ($264.44)  82.11%  39.18%  $0.00  $0.00
 123  Buy  01/10/00  Buy#15  $4,351.13  $0.00  22  $87.34  0.09%  $131.78  78.51%    $0.00  $0.00
   Sell  01/11/00  Short#15  $4,355.10    $87.34  ($1,803.12)    ($36.08)  73.53%  52.03%  $0.00  $0.00
 124  Sell Short  01/11/00  Short#15  $4,355.10  $0.00  22  ($88.66)  (0.09%)  $65.56  42.51%    $0.00  $0.00
   Buy to Cover  01/12/00  Buy#15  $4,359.13    ($88.66)  ($1,891.78)    ($88.66)  0.00%  (57.49%)  $0.00  $0.00
 125  Buy  01/12/00  Buy#15  $4,359.13  $0.00  22  ($88.66)  (0.09%)  $285.78  76.32%    $0.00  $0.00
   Sell  01/13/00  Short#15  $4,355.10    ($88.66)  ($1,980.44)    ($88.66)  0.00%  (23.68%)  $0.00  $0.00
 126  Sell Short  01/13/00  Short#15  $4,355.10  $0.00  22  $681.34  0.71%  $681.56  100.00%    $0.00  $0.00
   Buy to Cover  01/14/00  Buy#15  $4,324.13    $681.34  ($1,299.10)    $0.00  99.97%  99.97%  $0.00  $0.00
 127  Buy  01/14/00  Buy#15  $4,324.13  $0.00  23  $22.77  0.02%  $436.77  100.00%    $0.00  $0.00
   Sell  01/17/00  Short#15  $4,325.12    $22.77  ($1,276.33)    $0.00  5.21%  5.21%  $0.00  $0.00
 128  Sell Short  01/17/00  Short#15  $4,325.12  $0.00  23  $68.77  0.07%  $115.00  45.45%    $0.00  $0.00
   Buy to Cover  01/18/00  Buy#15  $4,322.13    $68.77  ($1,207.56)    ($138.00)  81.73%  27.18%  $0.00  $0.00
 129  Buy  01/18/00  Buy#15  $4,322.13  $0.00  23  $275.77  0.28%  $275.77  100.00%    $0.00  $0.00
   Sell  01/19/00  Short#15  $4,334.12    $275.77  ($931.79)    $0.00  100.00%  100.00%  $0.00  $0.00
 130  Sell Short  01/19/00  Short#15  $4,334.12  $0.00  23  $459.77  0.46%  $460.00  95.24%    $0.00  $0.00
   Buy to Cover  01/20/00  Buy#15  $4,314.13    $459.77  ($472.02)    ($23.00)  99.95%  95.19%  $0.00  $0.00
 131  Buy  01/20/00  Buy#15  $4,314.13  $0.00  23  ($138.23)  (0.14%)  $22.77  8.25%    $0.00  $0.00
   Sell  01/21/00  Short#15  $4,308.12    ($138.23)  ($610.25)    ($253.23)  41.67%  (50.08%)  $0.00  $0.00
 132  Sell Short  01/21/00  Short#15  $4,308.12  $0.00  23  $298.77  0.30%  $425.50  86.05%    $0.00  $0.00
   Buy to Cover  01/24/00  Buy#15  $4,295.13    $298.77  ($311.48)    ($69.00)  74.37%  60.42%  $0.00  $0.00
 133  Buy  01/24/00  Buy#15  $4,295.13  $0.00  23  $45.77  0.05%  $160.77  100.00%    $0.00  $0.00
   Sell  01/26/00  Short#15  $4,297.12    $45.77  ($265.71)    $0.00  28.47%  28.47%  $0.00  $0.00
 134  Sell Short  01/26/00  Short#15  $4,297.12  $0.00  23  ($92.23)  (0.09%)  $92.00  19.05%    $0.00  $0.00
   Buy to Cover  01/27/00  Buy#15  $4,301.13    ($92.23)  ($357.94)    ($391.00)  61.86%  (19.10%)  $0.00  $0.00
 135  Buy  01/27/00  Buy#15  $4,301.13  $0.00  23  $160.77  0.16%  $172.27  100.00%    $0.00  $0.00
   Sell  01/28/00  Short#15  $4,308.12    $160.77  ($197.17)    $0.00  93.32%  93.32%  $0.00  $0.00
 136  Sell Short  01/28/00  Short#15  $4,308.12  $0.00  23  ($613.87)  (0.62%)  $23.00  3.61%    $0.00  $0.00
   Buy to Cover  01/31/00  Buy#15  $4,334.81    ($613.87)  ($811.04)    ($613.87)  0.00%  (96.39%)  $0.00  $0.00
 137  Buy  01/31/00  Buy#15  $4,334.81  $0.00  23  ($437.92)  (0.44%)  $126.27  14.64%    $0.00  $0.00
   Sell  02/02/00  Short#15  $4,315.77    ($437.92)  ($1,248.96)    ($736.23)  34.59%  (50.77%)  $0.00  $0.00
 138  Sell Short  02/02/00  Short#15  $4,315.77  $0.00  23  $435.85  0.44%  $528.31  100.00%    $0.00  $0.00
   Buy to Cover  02/03/00  Buy#15  $4,296.82    $435.85  ($813.11)    $0.00  82.50%  82.50%  $0.00  $0.00
 139  Buy  02/03/00  Buy#15  $4,296.82  $0.00  23  $68.31  0.07%  $241.04  100.00%    $0.00  $0.00
   Sell  02/04/00  Short#15  $4,299.79    $68.31  ($744.80)    $0.00  28.34%  28.34%  $0.00  $0.00
 140  Sell Short  02/04/00  Short#15  $4,299.79  $0.00  23  $505.54  0.51%  $528.77  100.00%    $0.00  $0.00
   Buy to Cover  02/07/00  Buy#15  $4,277.81    $505.54  ($239.26)    $0.00  95.61%  95.61%  $0.00  $0.00
 141  Buy  02/07/00  Buy#15  $4,277.81  $0.00  23  $91.54  0.09%  $321.77  100.00%    $0.00  $0.00
   Sell  02/08/00  Short#15  $4,281.79    $91.54  ($147.72)    $0.00  28.45%  28.45%  $0.00  $0.00
 142  Sell Short  02/08/00  Short#15  $4,281.79  $0.00  23  $91.77  0.09%  $91.77  46.94%    $0.00  $0.00
   Buy to Cover  02/09/00  Buy#15  $4,277.80    $91.77  ($55.95)    ($103.73)  100.00%  46.94%  $0.00  $0.00
 143  Buy  02/09/00  Buy#15  $4,277.80  $0.00  23  $229.77  0.23%  $322.00  87.50%    $0.00  $0.00
   Sell  02/10/00  Short#15  $4,287.79    $229.77  $173.82    ($46.00)  74.94%  62.44%  $0.00  $0.00
 144  Sell Short  02/10/00  Short#15  $4,287.79  $0.00  23  $160.77  0.16%  $160.77  100.00%    $0.00  $0.00
   Buy to Cover  02/11/00  Buy#15  $4,280.80    $160.77  $334.59    $0.00  100.00%  100.00%  $0.00  $0.00
 145  Buy  02/11/00  Buy#15  $4,280.80  $0.00  23  $229.77  0.23%  $253.00  95.65%    $0.00  $0.00
   Sell  02/14/00  Short#15  $4,290.79    $229.77  $564.36    ($11.50)  91.22%  86.87%  $0.00  $0.00
 146  Sell Short  02/14/00  Short#15  $4,290.79  $0.00  23  ($0.23)  (0.00%)  $172.27  99.87%    $0.00  $0.00
   Buy to Cover  02/15/00  Buy#15  $4,290.80    ($0.23)  $564.13    ($0.23)  0.00%  (0.13%)  $0.00  $0.00
 147  Buy  02/15/00  Buy#15  $4,290.80  $0.00  23  ($23.23)  (0.02%)  $207.00  89.91%    $0.00  $0.00
   Sell  02/16/00  Short#15  $4,289.79    ($23.23)  $540.90    ($23.23)  0.00%  (10.09%)  $0.00  $0.00
 148  Sell Short  02/16/00  Short#15  $4,289.79  $0.00  23  ($0.46)  (0.00%)  $160.77  99.71%    $0.00  $0.00
   Buy to Cover  02/17/00  Buy#15  $4,289.81    ($0.46)  $540.44    ($0.46)  0.00%  (0.29%)  $0.00  $0.00
 149  Buy  02/17/00  Buy#15  $4,289.81  $0.00  23  ($161.92)  (0.16%)  $45.77  22.04%    $0.00  $0.00
   Sell  02/18/00  Short#15  $4,282.77    ($161.92)  $378.52    ($161.92)  0.00%  (77.96%)  $0.00  $0.00
 150  Sell Short  02/18/00  Short#15  $4,282.77  $0.00  23  ($184.92)  (0.19%)  $22.31  9.70%    $0.00  $0.00
   Buy to Cover  02/21/00  Buy#15  $4,290.81    ($184.92)  $193.60    ($207.69)  9.90%  (80.40%)  $0.00  $0.00
 151  Buy  02/21/00  Buy#15  $4,290.81  $0.00  23  ($23.46)  (0.02%)  $137.77  85.45%    $0.00  $0.00
   Sell  02/22/00  Short#15  $4,289.79    ($23.46)  $170.14    ($23.46)  0.00%  (14.55%)  $0.00  $0.00
 152  Sell Short  02/22/00  Short#15  $4,289.79  $0.00  23  ($276.46)  (0.28%)  $11.27  3.92%    $0.00  $0.00
   Buy to Cover  02/23/00  Buy#15  $4,301.81    ($276.46)  ($106.32)    ($276.46)  0.00%  (96.08%)  $0.00  $0.00
 153  Buy  02/23/00  Buy#15  $4,301.81  $0.00  23  ($345.46)  (0.35%)  $22.77  6.18%    $0.00  $0.00
   Sell  02/24/00  Short#15  $4,286.79    ($345.46)  ($451.78)    ($345.46)  0.00%  (93.82%)  $0.00  $0.00
 154  Sell Short  02/24/00  Short#15  $4,286.79  $0.00  23  $45.54  0.05%  $45.77  30.62%    $0.00  $0.00
   Buy to Cover  02/25/00  Buy#15  $4,284.81    $45.54  ($406.24)    ($103.73)  99.85%  30.46%  $0.00  $0.00
 155  Buy  02/25/00  Buy#15  $4,284.81  $0.00  23  ($0.46)  (0.00%)  $22.77  12.37%    $0.00  $0.00
   Sell  02/28/00  Short#15  $4,284.79    ($0.46)  ($406.70)    ($161.23)  87.37%  (0.25%)  $0.00  $0.00
 156  Sell Short  02/28/00  Short#15  $4,284.79  $0.00  23  $201.71  0.20%  $294.17  78.47%    $0.00  $0.00
   Buy to Cover  02/29/00  Buy#15  $4,276.02    $201.71  ($204.99)    ($80.73)  75.34%  53.80%  $0.00  $0.00
 157  Buy  02/29/00  Buy#15  $4,276.02  $0.00  23  ($69.69)  (0.07%)  $91.54  56.78%    $0.00  $0.00
   Sell  03/01/00  Short#15  $4,272.99    ($69.69)  ($274.68)    ($69.69)  0.00%  (43.22%)  $0.00  $0.00
 158  Sell Short  03/01/00  Short#15  $4,272.99  $0.00  23  $114.77  0.12%  $114.77  100.00%    $0.00  $0.00
   Buy to Cover  03/02/00  Buy#15  $4,268.00    $114.77  ($159.91)    $0.00  100.00%  100.00%  $0.00  $0.00
 159  Buy  03/02/00  Buy#15  $4,268.00  $0.00  23  ($161.23)  (0.16%)  $23.00  12.48%    $0.00  $0.00
   Sell  03/03/00  Short#15  $4,260.99    ($161.23)  ($321.14)    ($161.23)  0.00%  (87.52%)  $0.00  $0.00
 160  Sell Short  03/03/00  Short#15  $4,260.99  $0.00  23  ($46.23)  (0.05%)  $344.77  88.18%    $0.00  $0.00
   Buy to Cover  03/08/00  Buy#15  $4,263.00    ($46.23)  ($367.37)    ($46.23)  0.00%  (11.82%)  $0.00  $0.00
 161  Buy  03/08/00  Buy#15  $4,263.00  $0.00  23  ($529.23)  (0.54%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/09/00  Short#15  $4,239.99    ($529.23)  ($896.60)    ($529.23)  0.00%  (100.00%)  $0.00  $0.00
 162  Sell Short  03/09/00  Short#15  $4,239.99  $0.00  23  $68.77  0.07%  $137.77  75.06%    $0.00  $0.00
   Buy to Cover  03/10/00  Buy#15  $4,237.00    $68.77  ($827.83)    ($45.77)  62.41%  37.47%  $0.00  $0.00
 163  Buy  03/10/00  Buy#15  $4,237.00  $0.00  23  $368.00  0.38%  $368.00  96.97%    $0.00  $0.00
   Sell  03/13/00  Short#15  $4,253.00    $368.00  ($459.83)    ($11.50)  100.00%  96.97%  $0.00  $0.00
 164  Sell Short  03/13/00  Short#15  $4,253.00  $0.00  23  $275.77  0.28%  $276.00  68.57%    $0.00  $0.00
   Buy to Cover  03/14/00  Buy#15  $4,241.01    $275.77  ($184.06)    ($126.50)  99.94%  68.51%  $0.00  $0.00
 165  Buy  03/14/00  Buy#15  $4,241.01  $0.00  23  ($23.23)  (0.02%)  $22.77  13.20%    $0.00  $0.00
   Sell  03/15/00  Short#15  $4,240.00    ($23.23)  ($207.29)    ($149.73)  73.33%  (13.47%)  $0.00  $0.00
 166  Sell Short  03/15/00  Short#15  $4,240.00  $0.00  23  $68.77  0.07%  $69.00  30.00%    $0.00  $0.00
   Buy to Cover  03/16/00  Buy#15  $4,237.01    $68.77  ($138.52)    ($161.00)  99.90%  29.90%  $0.00  $0.00
 167  Buy  03/16/00  Buy#15  $4,237.01  $0.00  23  $22.54  0.02%  $34.27  21.29%    $0.00  $0.00
   Sell  03/17/00  Short#15  $4,237.99    $22.54  ($115.98)    ($126.73)  92.71%  14.00%  $0.00  $0.00
 168  Sell Short  03/17/00  Short#15  $4,237.99  $0.00  23  $22.54  0.02%  $91.77  46.94%    $0.00  $0.00
   Buy to Cover  03/20/00  Buy#15  $4,237.01    $22.54  ($93.44)    ($103.73)  64.59%  11.53%  $0.00  $0.00
 169  Buy  03/20/00  Buy#15  $4,237.01  $0.00  23  ($0.46)  (0.00%)  $22.77  19.80%    $0.00  $0.00
   Sell  03/21/00  Short#15  $4,236.99    ($0.46)  ($93.90)    ($92.23)  79.80%  (0.40%)  $0.00  $0.00
 170  Sell Short  03/21/00  Short#15  $4,236.99  $0.00  23  $275.54  0.28%  $275.77  100.00%    $0.00  $0.00
   Buy to Cover  03/22/00  Buy#15  $4,225.01    $275.54  $181.64    $0.00  99.92%  99.92%  $0.00  $0.00
 171  Buy  03/22/00  Buy#15  $4,225.01  $0.00  23  ($92.23)  (0.09%)  $45.77  33.17%    $0.00  $0.00
   Sell  03/23/00  Short#15  $4,221.00    ($92.23)  $89.41    ($92.23)  0.00%  (66.83%)  $0.00  $0.00
 172  Sell Short  03/23/00  Short#15  $4,221.00  $0.00  23  $322.00  0.33%  $322.00  93.33%    $0.00  $0.00
   Buy to Cover  03/24/00  Buy#15  $4,207.00    $322.00  $411.41    ($23.00)  100.00%  93.33%  $0.00  $0.00
 173  Buy  03/24/00  Buy#15  $4,207.00  $0.00  23  $528.77  0.55%  $598.00  85.25%    $0.00  $0.00
   Sell  03/27/00  Short#15  $4,229.99    $528.77  $940.18    ($103.50)  90.13%  75.38%  $0.00  $0.00
 174  Sell Short  03/27/00  Short#15  $4,229.99  $0.00  23  ($115.46)  (0.12%)  $103.27  27.21%    $0.00  $0.00
   Buy to Cover  03/28/00  Buy#15  $4,235.01    ($115.46)  $824.72    ($276.23)  42.36%  (30.42%)  $0.00  $0.00
 175  Buy  03/28/00  Buy#15  $4,235.01  $0.00  23  ($207.23)  (0.21%)  $183.77  47.00%    $0.00  $0.00
   Sell  03/29/00  Short#15  $4,226.00    ($207.23)  $617.49    ($207.23)  0.00%  (53.00%)  $0.00  $0.00
 176  Sell Short  03/29/00  Short#15  $4,226.00  $0.00  23  ($460.23)  (0.47%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  03/30/00  Buy#15  $4,246.01    ($460.23)  $157.26    ($460.23)  0.00%  (100.00%)  $0.00  $0.00
 177  Buy  03/30/00  Buy#15  $4,246.01  $0.00  23  ($119.14)  (0.12%)  $114.77  38.38%    $0.00  $0.00
   Sell  03/31/00  Short#15  $4,240.83    ($119.14)  $38.12    ($184.23)  21.77%  (39.85%)  $0.00  $0.00
 178  Sell Short  03/31/00  Short#15  $4,240.83  $0.00  23  $252.77  0.26%  $414.00  100.00%    $0.00  $0.00
   Buy to Cover  04/03/00  Buy#15  $4,229.84    $252.77  $290.89    $0.00  61.06%  61.06%  $0.00  $0.00
 179  Buy  04/03/00  Buy#15  $4,229.84  $0.00  23  ($92.69)  (0.10%)  $149.27  61.69%    $0.00  $0.00
   Sell  04/04/00  Short#15  $4,225.81    ($92.69)  $198.20    ($92.69)  0.00%  (38.31%)  $0.00  $0.00
 180  Sell Short  04/04/00  Short#15  $4,225.81  $0.00  23  ($345.46)  (0.36%)  $45.54  10.42%    $0.00  $0.00
   Buy to Cover  04/05/00  Buy#15  $4,240.83    ($345.46)  ($147.26)    ($391.46)  10.53%  (79.05%)  $0.00  $0.00
 181  Buy  04/05/00  Buy#15  $4,240.83  $0.00  23  ($230.00)  (0.24%)  $161.00  40.00%    $0.00  $0.00
   Sell  04/06/00  Short#15  $4,230.83    ($230.00)  ($377.26)    ($241.50)  2.86%  (57.14%)  $0.00  $0.00
 182  Sell Short  04/06/00  Short#15  $4,230.83  $0.00  23  $23.00  0.02%  $103.50  47.37%    $0.00  $0.00
   Buy to Cover  04/07/00  Buy#15  $4,229.83    $23.00  ($354.26)    ($115.00)  63.16%  10.53%  $0.00  $0.00
 183  Buy  04/07/00  Buy#15  $4,229.83  $0.00  23  ($138.46)  (0.14%)  $115.00  45.37%    $0.00  $0.00
   Sell  04/10/00  Short#15  $4,223.81    ($138.46)  ($492.72)    ($138.46)  0.00%  (54.63%)  $0.00  $0.00
 184  Sell Short  04/10/00  Short#15  $4,223.81  $0.00  23  ($230.69)  (0.24%)  $45.54  16.49%    $0.00  $0.00
   Buy to Cover  04/11/00  Buy#15  $4,233.84    ($230.69)  ($723.41)    ($230.69)  0.00%  (83.51%)  $0.00  $0.00
 185  Buy  04/11/00  Buy#15  $4,233.84  $0.00  23  ($46.23)  (0.05%)  $114.77  39.92%    $0.00  $0.00
   Sell  04/12/00  Short#15  $4,231.83    ($46.23)  ($769.64)    ($172.73)  44.00%  (16.08%)  $0.00  $0.00
 186  Sell Short  04/12/00  Short#15  $4,231.83  $0.00  23  ($161.46)  (0.17%)  $34.50  13.04%    $0.00  $0.00
   Buy to Cover  04/13/00  Buy#15  $4,238.85    ($161.46)  ($931.10)    ($230.00)  25.91%  (61.04%)  $0.00  $0.00
 187  Buy  04/13/00  Buy#15  $4,238.85  $0.00  23  $781.08  0.80%  $850.54  100.00%    $0.00  $0.00
   Sell  04/14/00  Short#15  $4,272.81    $781.08  ($150.02)    $0.00  91.83%  91.83%  $0.00  $0.00
 188  Sell Short  04/14/00  Short#15  $4,272.81  $0.00  23  ($0.69)  (0.00%)  $459.54  99.85%    $0.00  $0.00
   Buy to Cover  04/17/00  Buy#15  $4,272.84    ($0.69)  ($150.71)    ($0.69)  0.00%  (0.15%)  $0.00  $0.00
 189  Buy  04/17/00  Buy#15  $4,272.84  $0.00  23  ($345.69)  (0.35%)  $298.77  46.36%    $0.00  $0.00
   Sell  04/18/00  Short#15  $4,257.81    ($345.69)  ($496.40)    ($345.69)  0.00%  (53.64%)  $0.00  $0.00
 190  Sell Short  04/18/00  Short#15  $4,257.81  $0.00  23  $252.31  0.26%  $471.04  100.00%    $0.00  $0.00
   Buy to Cover  04/19/00  Buy#15  $4,246.84    $252.31  ($244.09)    $0.00  53.56%  53.56%  $0.00  $0.00
 191  Buy  04/19/00  Buy#15  $4,246.84  $0.00  23  $183.31  0.19%  $252.77  100.00%    $0.00  $0.00
   Sell  04/20/00  Short#15  $4,254.81    $183.31  ($60.78)    $0.00  72.52%  72.52%  $0.00  $0.00
 192  Sell Short  04/20/00  Short#15  $4,254.81  $0.00  23  ($414.69)  (0.42%)  $45.54  9.90%    $0.00  $0.00
   Buy to Cover  04/24/00  Buy#15  $4,272.84    ($414.69)  ($475.47)    ($414.69)  0.00%  (90.10%)  $0.00  $0.00
 193  Buy  04/24/00  Buy#15  $4,272.84  $0.00  23  ($115.69)  (0.12%)  $91.77  38.00%    $0.00  $0.00
   Sell  04/25/00  Short#15  $4,267.81    ($115.69)  ($591.16)    ($149.73)  14.10%  (47.90%)  $0.00  $0.00
 194  Sell Short  04/25/00  Short#15  $4,267.81  $0.00  23  ($207.46)  (0.21%)  $114.54  35.57%    $0.00  $0.00
   Buy to Cover  04/26/00  Buy#15  $4,276.83    ($207.46)  ($798.62)    ($207.46)  0.00%  (64.43%)  $0.00  $0.00
 195  Buy  04/26/00  Buy#15  $4,276.83  $0.00  23  $321.54  0.33%  $448.50  79.59%    $0.00  $0.00
   Sell  04/27/00  Short#15  $4,290.81    $321.54  ($477.08)    ($115.00)  77.47%  57.06%  $0.00  $0.00
 196  Sell Short  04/27/00  Short#15  $4,290.81  $0.00  23  $159.39  0.16%  $275.54  100.00%    $0.00  $0.00
   Buy to Cover  04/28/00  Buy#15  $4,283.88    $159.39  ($317.69)    $0.00  57.85%  57.85%  $0.00  $0.00
 197  Buy  04/28/00  Buy#15  $4,283.88  $0.00  23  ($161.69)  (0.16%)  $91.54  36.15%    $0.00  $0.00
   Sell  05/02/00  Short#15  $4,276.85    ($161.69)  ($479.38)    ($161.69)  0.00%  (63.85%)  $0.00  $0.00
 198  Sell Short  05/02/00  Short#15  $4,276.85  $0.00  23  ($276.23)  (0.28%)  $45.77  14.21%    $0.00  $0.00
   Buy to Cover  05/03/00  Buy#15  $4,288.86    ($276.23)  ($755.61)    ($276.23)  0.00%  (85.79%)  $0.00  $0.00
 199  Buy  05/03/00  Buy#15  $4,288.86  $0.00  23  $45.77  0.05%  $184.00  84.21%    $0.00  $0.00
   Sell  05/04/00  Short#15  $4,290.85    $45.77  ($709.84)    ($34.50)  36.74%  20.95%  $0.00  $0.00
 200  Sell Short  05/04/00  Short#15  $4,290.85  $0.00  23  $229.77  0.23%  $321.77  60.83%    $0.00  $0.00
   Buy to Cover  05/08/00  Buy#15  $4,280.86    $229.77  ($480.07)    ($207.23)  82.61%  43.43%  $0.00  $0.00
 201  Buy  05/08/00  Buy#15  $4,280.86  $0.00  23  ($23.69)  (0.02%)  $92.00  61.54%    $0.00  $0.00
   Sell  05/09/00  Short#15  $4,279.83    ($23.69)  ($503.76)    ($57.50)  22.62%  (15.85%)  $0.00  $0.00
 202  Sell Short  05/09/00  Short#15  $4,279.83  $0.00  23  ($277.15)  (0.28%)  $10.81  3.75%    $0.00  $0.00
   Buy to Cover  05/10/00  Buy#15  $4,291.88    ($277.15)  ($780.91)    ($277.15)  0.00%  (96.25%)  $0.00  $0.00
 203  Buy  05/10/00  Buy#15  $4,291.88  $0.00  23  ($116.15)  (0.12%)  $68.54  37.11%    $0.00  $0.00
   Sell  05/11/00  Short#15  $4,286.83    ($116.15)  ($897.06)    ($116.15)  0.00%  (62.89%)  $0.00  $0.00
 204  Sell Short  05/11/00  Short#15  $4,286.83  $0.00  23  ($323.15)  (0.33%)  $22.31  6.46%    $0.00  $0.00
   Buy to Cover  05/12/00  Buy#15  $4,300.88    ($323.15)  ($1,220.21)    ($323.15)  0.00%  (93.54%)  $0.00  $0.00
 205  Buy  05/12/00  Buy#15  $4,300.88  $0.00  23  $136.85  0.14%  $390.54  100.00%    $0.00  $0.00
   Sell  05/15/00  Short#15  $4,306.83    $136.85  ($1,083.36)    $0.00  35.04%  35.04%  $0.00  $0.00
 206  Sell Short  05/15/00  Short#15  $4,306.83  $0.00  23  $459.31  0.46%  $459.31  100.00%    $0.00  $0.00
   Buy to Cover  05/16/00  Buy#15  $4,286.86    $459.31  ($624.05)    $0.00  100.00%  100.00%  $0.00  $0.00
 207  Buy  05/16/00  Buy#15  $4,286.86  $0.00  23  $321.77  0.33%  $322.00  100.00%    $0.00  $0.00
   Sell  05/17/00  Short#15  $4,300.85    $321.77  ($302.28)    $0.00  99.93%  99.93%  $0.00  $0.00
 208  Sell Short  05/17/00  Short#15  $4,300.85  $0.00  23  ($23.69)  (0.02%)  $45.77  30.62%    $0.00  $0.00
   Buy to Cover  05/18/00  Buy#15  $4,301.88    ($23.69)  ($325.97)    ($103.73)  53.54%  (15.85%)  $0.00  $0.00
 209  Buy  05/18/00  Buy#15  $4,301.88  $0.00  23  $297.85  0.30%  $344.54  68.09%    $0.00  $0.00
   Sell  05/19/00  Short#15  $4,314.83    $297.85  ($28.12)    ($161.46)  90.77%  58.86%  $0.00  $0.00
 210  Sell Short  05/19/00  Short#15  $4,314.83  $0.00  23  $136.85  0.14%  $240.81  100.00%    $0.00  $0.00
   Buy to Cover  05/22/00  Buy#15  $4,308.88    $136.85  $108.73    $0.00  56.83%  56.83%  $0.00  $0.00
 211  Buy  05/22/00  Buy#15  $4,308.88  $0.00  23  $320.85  0.32%  $436.54  100.00%    $0.00  $0.00
   Sell  05/23/00  Short#15  $4,322.83    $320.85  $429.58    $0.00  73.50%  73.50%  $0.00  $0.00
 212  Sell Short  05/23/00  Short#15  $4,322.83  $0.00  23  $481.85  0.48%  $528.31  100.00%    $0.00  $0.00
   Buy to Cover  05/25/00  Buy#15  $4,301.88    $481.85  $911.43    $0.00  91.21%  91.21%  $0.00  $0.00
 213  Buy  05/25/00  Buy#15  $4,301.88  $0.00  23  $229.31  0.23%  $252.54  100.00%    $0.00  $0.00
   Sell  05/26/00  Short#15  $4,311.85    $229.31  $1,140.74    $0.00  90.80%  90.80%  $0.00  $0.00
 214  Sell Short  05/26/00  Short#15  $4,311.85  $0.00  23  $321.31  0.32%  $344.77  100.00%    $0.00  $0.00
   Buy to Cover  05/29/00  Buy#15  $4,297.88    $321.31  $1,462.05    $0.00  93.20%  93.20%  $0.00  $0.00
 215  Buy  05/29/00  Buy#15  $4,297.88  $0.00  23  ($138.69)  (0.14%)  $149.04  51.80%    $0.00  $0.00
   Sell  05/30/00  Short#15  $4,291.85    ($138.69)  $1,323.36    ($138.69)  0.00%  (48.20%)  $0.00  $0.00
 216  Sell Short  05/30/00  Short#15  $4,291.85  $0.00  23  $26.68  0.03%  $34.27  29.80%    $0.00  $0.00
   Buy to Cover  05/31/00  Buy#15  $4,290.69    $26.68  $1,350.04    ($80.73)  93.40%  23.20%  $0.00  $0.00
 217  Buy  05/31/00  Buy#15  $4,290.69  $0.00  23  ($207.46)  (0.21%)  $57.27  21.63%    $0.00  $0.00
   Sell  06/01/00  Short#15  $4,281.67    ($207.46)  $1,142.58    ($207.46)  0.00%  (78.37%)  $0.00  $0.00
 218  Sell Short  06/01/00  Short#15  $4,281.67  $0.00  23  $298.54  0.30%  $298.77  68.37%    $0.00  $0.00
   Buy to Cover  06/02/00  Buy#15  $4,268.69    $298.54  $1,441.12    ($138.23)  99.95%  68.32%  $0.00  $0.00
 219  Buy  06/02/00  Buy#15  $4,268.69  $0.00  23  ($207.23)  (0.21%)  $22.77  9.90%    $0.00  $0.00
   Sell  06/05/00  Short#15  $4,259.68    ($207.23)  $1,233.89    ($207.23)  0.00%  (90.10%)  $0.00  $0.00
 220  Sell Short  06/05/00  Short#15  $4,259.68  $0.00  23  $287.27  0.29%  $345.00  100.00%    $0.00  $0.00
   Buy to Cover  06/06/00  Buy#15  $4,247.19    $287.27  $1,521.16    $0.00  83.27%  83.27%  $0.00  $0.00
 221  Buy  06/06/00  Buy#15  $4,247.19  $0.00  23  $402.27  0.41%  $402.27  100.00%    $0.00  $0.00
   Sell  06/07/00  Short#15  $4,264.68    $402.27  $1,923.43    $0.00  100.00%  100.00%  $0.00  $0.00
 222  Sell Short  06/07/00  Short#15  $4,264.68  $0.00  23  $436.77  0.45%  $448.50  88.64%    $0.00  $0.00
   Buy to Cover  06/08/00  Buy#15  $4,245.69    $436.77  $2,360.20    ($57.50)  97.68%  86.32%  $0.00  $0.00
 223  Buy  06/08/00  Buy#15  $4,245.69  $0.00  23  $298.77  0.31%  $413.77  100.00%    $0.00  $0.00
   Sell  06/09/00  Short#15  $4,258.68    $298.77  $2,658.97    $0.00  72.21%  72.21%  $0.00  $0.00
 224  Sell Short  06/09/00  Short#15  $4,258.68  $0.00  23  ($0.23)  (0.00%)  $92.00  33.33%    $0.00  $0.00
   Buy to Cover  06/12/00  Buy#15  $4,258.69    ($0.23)  $2,658.74    ($184.00)  66.58%  (0.08%)  $0.00  $0.00
 225  Buy  06/12/00  Buy#15  $4,258.69  $0.00  23  $160.77  0.16%  $160.77  100.00%    $0.00  $0.00
   Sell  06/13/00  Short#15  $4,265.68    $160.77  $2,819.51    $0.00  100.00%  100.00%  $0.00  $0.00
 226  Sell Short  06/13/00  Short#15  $4,265.68  $0.00  23  ($92.23)  (0.09%)  $23.00  12.50%    $0.00  $0.00
   Buy to Cover  06/14/00  Buy#15  $4,269.69    ($92.23)  $2,727.28    ($161.00)  37.38%  (50.12%)  $0.00  $0.00
 227  Buy  06/14/00  Buy#15  $4,269.69  $0.00  23  ($115.46)  (0.12%)  $45.77  28.39%    $0.00  $0.00
   Sell  06/15/00  Short#15  $4,264.67    ($115.46)  $2,611.82    ($115.46)  0.00%  (71.61%)  $0.00  $0.00
 228  Sell Short  06/15/00  Short#15  $4,264.67  $0.00  23  ($23.46)  (0.02%)  $45.77  28.43%    $0.00  $0.00
   Buy to Cover  06/16/00  Buy#15  $4,265.69    ($23.46)  $2,588.36    ($115.23)  57.00%  (14.57%)  $0.00  $0.00
 229  Buy  06/16/00  Buy#15  $4,265.69  $0.00  23  ($207.23)  (0.21%)  $34.27  13.55%    $0.00  $0.00
   Sell  06/19/00  Short#15  $4,256.68    ($207.23)  $2,381.13    ($218.73)  4.55%  (81.91%)  $0.00  $0.00
 230  Sell Short  06/19/00  Short#15  $4,256.68  $0.00  23  $45.77  0.05%  $46.00  28.57%    $0.00  $0.00
   Buy to Cover  06/20/00  Buy#15  $4,254.69    $45.77  $2,426.90    ($115.00)  99.86%  28.43%  $0.00  $0.00
 231  Buy  06/20/00  Buy#15  $4,254.69  $0.00  23  $137.54  0.14%  $137.77  63.05%    $0.00  $0.00
   Sell  06/21/00  Short#15  $4,260.67    $137.54  $2,564.44    ($80.73)  99.89%  62.95%  $0.00  $0.00
 232  Sell Short  06/21/00  Short#15  $4,260.67  $0.00  23  ($230.46)  (0.24%)  $45.77  16.57%    $0.00  $0.00
   Buy to Cover  06/23/00  Buy#15  $4,270.69    ($230.46)  $2,333.98    ($230.46)  0.00%  (83.43%)  $0.00  $0.00
 233  Buy  06/23/00  Buy#15  $4,270.69  $0.00  23  $252.31  0.26%  $287.27  100.00%    $0.00  $0.00
   Sell  06/26/00  Short#15  $4,281.66    $252.31  $2,586.29    $0.00  87.83%  87.83%  $0.00  $0.00
 234  Sell Short  06/26/00  Short#15  $4,281.66  $0.00  23  $137.31  0.14%  $252.54  100.00%    $0.00  $0.00
   Buy to Cover  06/27/00  Buy#15  $4,275.69    $137.31  $2,723.60    $0.00  54.37%  54.37%  $0.00  $0.00
 235  Buy  06/27/00  Buy#15  $4,275.69  $0.00  23  ($115.46)  (0.12%)  $114.77  49.85%    $0.00  $0.00
   Sell  06/28/00  Short#15  $4,270.67    ($115.46)  $2,608.14    ($115.46)  0.00%  (50.15%)  $0.00  $0.00
 236  Sell Short  06/28/00  Short#15  $4,270.67  $0.00  23  $401.12  0.41%  $516.35  94.57%    $0.00  $0.00
   Buy to Cover  06/30/00  Buy#15  $4,253.23    $401.12  $3,009.26    ($29.67)  78.90%  73.46%  $0.00  $0.00
 237  Buy  06/30/00  Buy#15  $4,253.23  $0.00  23  $321.54  0.33%  $321.77  93.27%    $0.00  $0.00
   Sell  07/04/00  Short#15  $4,267.21    $321.54  $3,330.80    ($23.23)  99.93%  93.20%  $0.00  $0.00
 238  Sell Short  07/04/00  Short#15  $4,267.21  $0.00  23  $183.08  0.19%  $195.27  100.00%    $0.00  $0.00
   Buy to Cover  07/05/00  Buy#15  $4,259.25    $183.08  $3,513.88    $0.00  93.76%  93.76%  $0.00  $0.00
 239  Buy  07/05/00  Buy#15  $4,259.25  $0.00  23  ($230.69)  (0.24%)  $22.31  8.82%    $0.00  $0.00
   Sell  07/06/00  Short#15  $4,249.22    ($230.69)  $3,283.19    ($230.69)  0.00%  (91.18%)  $0.00  $0.00
 240  Sell Short  07/06/00  Short#15  $4,249.22  $0.00  23  $22.77  0.02%  $126.50  50.00%    $0.00  $0.00
   Buy to Cover  07/07/00  Buy#15  $4,248.23    $22.77  $3,305.96    ($126.50)  59.00%  9.00%  $0.00  $0.00
 241  Buy  07/07/00  Buy#15  $4,248.23  $0.00  23  $160.77  0.16%  $160.77  100.00%    $0.00  $0.00
   Sell  07/10/00  Short#15  $4,255.22    $160.77  $3,466.73    $0.00  100.00%  100.00%  $0.00  $0.00
 242  Sell Short  07/10/00  Short#15  $4,255.22  $0.00  23  $229.77  0.23%  $253.00  100.00%    $0.00  $0.00
   Buy to Cover  07/11/00  Buy#15  $4,245.23    $229.77  $3,696.50    $0.00  90.82%  90.82%  $0.00  $0.00
 243  Buy  07/11/00  Buy#15  $4,245.23  $0.00  23  $333.04  0.34%  $482.77  100.00%    $0.00  $0.00
   Sell  07/14/00  Short#15  $4,259.71    $333.04  $4,029.54    $0.00  68.99%  68.99%  $0.00  $0.00
 244  Sell Short  07/14/00  Short#15  $4,259.71  $0.00  23  $425.04  0.43%  $425.27  100.00%    $0.00  $0.00
   Buy to Cover  07/17/00  Buy#15  $4,241.23    $425.04  $4,454.58    $0.00  99.95%  99.95%  $0.00  $0.00
 245  Buy  07/17/00  Buy#15  $4,241.23  $0.00  23  $45.54  0.05%  $160.77  100.00%    $0.00  $0.00
   Sell  07/18/00  Short#15  $4,243.21    $45.54  $4,500.12    $0.00  28.33%  28.33%  $0.00  $0.00
 246  Sell Short  07/18/00  Short#15  $4,243.21  $0.00  23  $10.58  0.01%  $80.27  100.00%    $0.00  $0.00
   Buy to Cover  07/19/00  Buy#15  $4,242.75    $10.58  $4,510.70    $0.00  13.18%  13.18%  $0.00  $0.00
 247  Buy  07/19/00  Buy#15  $4,242.75  $0.00  23  $125.58  0.13%  $263.81  100.00%    $0.00  $0.00
   Sell  07/20/00  Short#15  $4,248.21    $125.58  $4,636.28    $0.00  47.60%  47.60%  $0.00  $0.00
 248  Sell Short  07/20/00  Short#15  $4,248.21  $0.00  23  $275.54  0.28%  $275.77  100.00%    $0.00  $0.00
   Buy to Cover  07/21/00  Buy#15  $4,236.23    $275.54  $4,911.82    $0.00  99.92%  99.92%  $0.00  $0.00
 249  Buy  07/21/00  Buy#15  $4,236.23  $0.00  23  $22.54  0.02%  $103.27  39.04%    $0.00  $0.00
   Sell  07/24/00  Short#15  $4,237.21    $22.54  $4,934.36    ($161.23)  69.48%  8.52%  $0.00  $0.00
 250  Sell Short  07/24/00  Short#15  $4,237.21  $0.00  23  $206.54  0.21%  $206.77  100.00%    $0.00  $0.00
   Buy to Cover  07/25/00  Buy#15  $4,228.23    $206.54  $5,140.90    $0.00  99.89%  99.89%  $0.00  $0.00
 251  Buy  07/25/00  Buy#15  $4,228.23  $0.00  23  $114.77  0.12%  $114.77  100.00%    $0.00  $0.00
   Sell  07/26/00  Short#15  $4,233.22    $114.77  $5,255.67    $0.00  100.00%  100.00%  $0.00  $0.00
 252  Sell Short  07/26/00  Short#15  $4,233.22  $0.00  23  $160.77  0.17%  $161.00  87.50%    $0.00  $0.00
   Buy to Cover  07/27/00  Buy#15  $4,226.23    $160.77  $5,416.44    ($23.00)  99.88%  87.38%  $0.00  $0.00
 253  Buy  07/27/00  Buy#15  $4,226.23  $0.00  23  ($184.23)  (0.19%)  $34.27  11.92%    $0.00  $0.00
   Sell  07/28/00  Short#15  $4,218.22    ($184.23)  $5,232.21    ($253.23)  24.00%  (64.08%)  $0.00  $0.00
 254  Sell Short  07/28/00  Short#15  $4,218.22  $0.00  23  $158.24  0.16%  $204.47  40.61%    $0.00  $0.00
   Buy to Cover  07/31/00  Buy#15  $4,211.34    $158.24  $5,390.45    ($299.00)  90.82%  31.43%  $0.00  $0.00
 255  Buy  07/31/00  Buy#15  $4,211.34  $0.00  23  $252.77  0.26%  $275.77  100.00%    $0.00  $0.00
   Sell  08/01/00  Short#15  $4,222.33    $252.77  $5,643.22    $0.00  91.66%  91.66%  $0.00  $0.00
 256  Sell Short  08/01/00  Short#15  $4,222.33  $0.00  23  ($184.00)  (0.19%)  $23.00  11.11%    $0.00  $0.00
   Buy to Cover  08/02/00  Buy#15  $4,230.33    ($184.00)  $5,459.22    ($184.00)  0.00%  (88.89%)  $0.00  $0.00
 257  Buy  08/02/00  Buy#15  $4,230.33  $0.00  23  $390.54  0.40%  $391.00  72.34%    $0.00  $0.00
   Sell  08/03/00  Short#15  $4,247.31    $390.54  $5,849.76    ($149.50)  99.91%  72.26%  $0.00  $0.00
 258  Sell Short  08/03/00  Short#15  $4,247.31  $0.00  23  $528.31  0.54%  $528.54  100.00%    $0.00  $0.00
   Buy to Cover  08/04/00  Buy#15  $4,224.34    $528.31  $6,378.07    $0.00  99.96%  99.96%  $0.00  $0.00
 259  Buy  08/04/00  Buy#15  $4,224.34  $0.00  23  $68.31  0.07%  $114.77  55.44%    $0.00  $0.00
   Sell  08/07/00  Short#15  $4,227.31    $68.31  $6,446.38    ($92.23)  77.56%  33.00%  $0.00  $0.00
 260  Sell Short  08/07/00  Short#15  $4,227.31  $0.00  23  $114.08  0.12%  $137.54  54.36%    $0.00  $0.00
   Buy to Cover  08/09/00  Buy#15  $4,222.35    $114.08  $6,560.46    ($115.46)  90.73%  45.09%  $0.00  $0.00
 261  Buy  08/09/00  Buy#15  $4,222.35  $0.00  23  $22.54  0.02%  $91.54  100.00%    $0.00  $0.00
   Sell  08/10/00  Short#15  $4,223.33    $22.54  $6,583.00    $0.00  24.62%  24.62%  $0.00  $0.00
 262  Sell Short  08/10/00  Short#15  $4,223.33  $0.00  23  $69.00  0.07%  $69.00  50.00%    $0.00  $0.00
   Buy to Cover  08/11/00  Buy#15  $4,220.33    $69.00  $6,652.00    ($69.00)  100.00%  50.00%  $0.00  $0.00
 263  Buy  08/11/00  Buy#15  $4,220.33  $0.00  23  $218.50  0.23%  $218.50  82.61%    $0.00  $0.00
   Sell  08/14/00  Short#15  $4,229.83    $218.50  $6,870.50    ($46.00)  100.00%  82.61%  $0.00  $0.00
 264  Sell Short  08/14/00  Short#15  $4,229.83  $0.00  23  ($103.50)  (0.11%)  $80.50  43.75%    $0.00  $0.00
   Buy to Cover  08/15/00  Buy#15  $4,234.33    ($103.50)  $6,767.00    ($103.50)  0.00%  (56.25%)  $0.00  $0.00
 265  Buy  08/15/00  Buy#15  $4,234.33  $0.00  23  ($46.00)  (0.05%)  $11.50  5.88%    $0.00  $0.00
   Sell  08/16/00  Short#15  $4,232.33    ($46.00)  $6,721.00    ($184.00)  70.59%  (23.53%)  $0.00  $0.00
 266  Sell Short  08/16/00  Short#15  $4,232.33  $0.00  23  ($138.46)  (0.14%)  $11.50  5.00%    $0.00  $0.00
   Buy to Cover  08/17/00  Buy#15  $4,238.35    ($138.46)  $6,582.54    ($218.50)  34.80%  (60.20%)  $0.00  $0.00
 267  Buy  08/17/00  Buy#15  $4,238.35  $0.00  23  $45.54  0.05%  $91.54  36.18%    $0.00  $0.00
   Sell  08/18/00  Short#15  $4,240.33    $45.54  $6,628.08    ($161.46)  81.82%  18.00%  $0.00  $0.00
 268  Sell Short  08/18/00  Short#15  $4,240.33  $0.00  23  ($46.46)  (0.05%)  $46.00  26.67%    $0.00  $0.00
   Buy to Cover  08/21/00  Buy#15  $4,242.35    ($46.46)  $6,581.62    ($126.50)  46.40%  (26.93%)  $0.00  $0.00
 269  Buy  08/21/00  Buy#15  $4,242.35  $0.00  23  ($69.46)  (0.07%)  $91.54  56.86%    $0.00  $0.00
   Sell  08/22/00  Short#15  $4,239.33    ($69.46)  $6,512.16    ($69.46)  0.00%  (43.14%)  $0.00  $0.00
 270  Sell Short  08/22/00  Short#15  $4,239.33  $0.00  23  $23.00  0.02%  $57.50  41.67%    $0.00  $0.00
   Buy to Cover  08/23/00  Buy#15  $4,238.33    $23.00  $6,535.16    ($80.50)  75.00%  16.67%  $0.00  $0.00
 271  Buy  08/23/00  Buy#15  $4,238.33  $0.00  23  $68.54  0.07%  $172.50  100.00%    $0.00  $0.00
   Sell  08/24/00  Short#15  $4,241.31    $68.54  $6,603.70    $0.00  39.73%  39.73%  $0.00  $0.00
 272  Sell Short  08/24/00  Short#15  $4,241.31  $0.00  23  ($11.96)  (0.01%)  $11.04  10.67%    $0.00  $0.00
   Buy to Cover  08/25/00  Buy#15  $4,241.83    ($11.96)  $6,591.74    ($92.46)  77.78%  (11.56%)  $0.00  $0.00
 273  Buy  08/25/00  Buy#15  $4,241.83  $0.00  23  $103.50  0.11%  $103.50  75.00%    $0.00  $0.00
   Sell  08/28/00  Short#15  $4,246.33    $103.50  $6,695.24    ($34.50)  100.00%  75.00%  $0.00  $0.00
 274  Sell Short  08/28/00  Short#15  $4,246.33  $0.00  23  ($184.23)  (0.19%)  $23.00  11.10%    $0.00  $0.00
   Buy to Cover  08/29/00  Buy#15  $4,254.34    ($184.23)  $6,511.01    ($184.23)  0.00%  (88.90%)  $0.00  $0.00
 275  Buy  08/29/00  Buy#15  $4,254.34  $0.00  23  ($184.69)  (0.19%)  $57.27  19.92%    $0.00  $0.00
   Sell  08/30/00  Short#15  $4,246.31    ($184.69)  $6,326.32    ($230.23)  15.84%  (64.24%)  $0.00  $0.00
 276  Sell Short  08/30/00  Short#15  $4,246.31  $0.00  23  $68.08  0.07%  $218.04  100.00%    $0.00  $0.00
   Buy to Cover  08/31/00  Buy#15  $4,243.35    $68.08  $6,394.40    $0.00  31.22%  31.22%  $0.00  $0.00
 277  Buy  08/31/00  Buy#15  $4,243.35  $0.00  23  $22.08  0.02%  $68.54  29.80%    $0.00  $0.00
   Sell  09/05/00  Short#15  $4,244.31    $22.08  $6,416.48    ($161.46)  79.80%  9.60%  $0.00  $0.00
 278  Sell Short  09/05/00  Short#15  $4,244.31  $0.00  23  $252.54  0.26%  $252.54  100.00%    $0.00  $0.00
   Buy to Cover  09/06/00  Buy#15  $4,233.33    $252.54  $6,669.02    $0.00  100.00%  100.00%  $0.00  $0.00
 279  Buy  09/06/00  Buy#15  $4,233.33  $0.00  23  $34.50  0.04%  $115.00  90.91%    $0.00  $0.00
   Sell  09/08/00  Short#15  $4,234.83    $34.50  $6,703.52    ($11.50)  36.36%  27.27%  $0.00  $0.00
 280  Sell Short  09/08/00  Short#15  $4,234.83  $0.00  23  $80.27  0.08%  $103.50  64.29%    $0.00  $0.00
   Buy to Cover  09/11/00  Buy#15  $4,231.34    $80.27  $6,783.79    ($57.50)  85.57%  49.86%  $0.00  $0.00
 281  Buy  09/11/00  Buy#15  $4,231.34  $0.00  23  $298.77  0.31%  $298.77  100.00%    $0.00  $0.00
   Sell  09/13/00  Short#15  $4,244.33    $298.77  $7,082.56    $0.00  100.00%  100.00%  $0.00  $0.00
 282  Sell Short  09/13/00  Short#15  $4,244.33  $0.00  23  $126.27  0.13%  $126.50  78.57%    $0.00  $0.00
   Buy to Cover  09/14/00  Buy#15  $4,238.84    $126.27  $7,208.83    ($34.50)  99.86%  78.43%  $0.00  $0.00
 283  Buy  09/14/00  Buy#15  $4,238.84  $0.00  23  $332.81  0.34%  $333.27  100.00%    $0.00  $0.00
   Sell  09/15/00  Short#15  $4,253.31    $332.81  $7,541.64    $0.00  99.86%  99.86%  $0.00  $0.00
 284  Sell Short  09/15/00  Short#15  $4,253.31  $0.00  23  ($161.92)  (0.17%)  $91.54  36.12%    $0.00  $0.00
   Buy to Cover  09/18/00  Buy#15  $4,260.35    ($161.92)  $7,379.72    ($161.92)  0.00%  (63.88%)  $0.00  $0.00
 285  Buy  09/18/00  Buy#15  $4,260.35  $0.00  23  $68.08  0.07%  $275.54  100.00%    $0.00  $0.00
   Sell  09/19/00  Short#15  $4,263.31    $68.08  $7,447.80    $0.00  24.71%  24.71%  $0.00  $0.00
 286  Sell Short  09/19/00  Short#15  $4,263.31  $0.00  23  ($0.69)  (0.00%)  $149.04  99.54%    $0.00  $0.00
   Buy to Cover  09/20/00  Buy#15  $4,263.34    ($0.69)  $7,447.11    ($0.69)  0.00%  (0.46%)  $0.00  $0.00
 287  Buy  09/20/00  Buy#15  $4,263.34  $0.00  23  ($115.69)  (0.12%)  $137.77  54.36%    $0.00  $0.00
   Sell  09/21/00  Short#15  $4,258.31    ($115.69)  $7,331.42    ($115.69)  0.00%  (45.64%)  $0.00  $0.00
 288  Sell Short  09/21/00  Short#15  $4,258.31  $0.00  23  ($276.46)  (0.28%)  $22.54  7.54%    $0.00  $0.00
   Buy to Cover  09/22/00  Buy#15  $4,270.33    ($276.46)  $7,054.96    ($276.46)  0.00%  (92.46%)  $0.00  $0.00
 289  Buy  09/22/00  Buy#15  $4,270.33  $0.00  23  ($552.00)  (0.56%)  $23.00  4.00%    $0.00  $0.00
   Sell  09/25/00  Short#15  $4,246.33    ($552.00)  $6,502.96    ($552.00)  0.00%  (96.00%)  $0.00  $0.00
 290  Sell Short  09/25/00  Short#15  $4,246.33  $0.00  23  ($230.23)  (0.24%)  $23.00  9.08%    $0.00  $0.00
   Buy to Cover  09/26/00  Buy#15  $4,256.34    ($230.23)  $6,272.73    ($230.23)  0.00%  (90.92%)  $0.00  $0.00
 291  Buy  09/26/00  Buy#15  $4,256.34  $0.00  23  ($138.69)  (0.14%)  $11.27  7.00%    $0.00  $0.00
   Sell  09/27/00  Short#15  $4,250.31    ($138.69)  $6,134.04    ($149.73)  6.86%  (86.14%)  $0.00  $0.00
 292  Sell Short  09/27/00  Short#15  $4,250.31  $0.00  23  ($0.69)  (0.00%)  $45.54  28.29%    $0.00  $0.00
   Buy to Cover  09/28/00  Buy#15  $4,250.34    ($0.69)  $6,133.35    ($115.46)  71.29%  (0.43%)  $0.00  $0.00
 293  Buy  09/28/00  Buy#15  $4,250.34  $0.00  23  ($51.06)  (0.05%)  $57.27  31.12%    $0.00  $0.00
   Sell  09/29/00  Short#15  $4,248.12    ($51.06)  $6,082.29    ($126.73)  41.12%  (27.75%)  $0.00  $0.00
 294  Sell Short  09/29/00  Short#15  $4,248.12  $0.00  23  $22.31  0.02%  $114.77  100.00%    $0.00  $0.00
   Buy to Cover  10/02/00  Buy#15  $4,247.15    $22.31  $6,104.60    $0.00  19.44%  19.44%  $0.00  $0.00
 295  Buy  10/02/00  Buy#15  $4,247.15  $0.00  23  $91.31  0.09%  $126.04  100.00%    $0.00  $0.00
   Sell  10/03/00  Short#15  $4,251.12    $91.31  $6,195.91    $0.00  72.45%  72.45%  $0.00  $0.00
 296  Sell Short  10/03/00  Short#15  $4,251.12  $0.00  23  ($0.23)  (0.00%)  $137.77  99.83%    $0.00  $0.00
   Buy to Cover  10/04/00  Buy#15  $4,251.13    ($0.23)  $6,195.68    ($0.23)  0.00%  (0.17%)  $0.00  $0.00
 297  Buy  10/04/00  Buy#15  $4,251.13  $0.00  23  ($23.23)  (0.02%)  $23.00  40.00%    $0.00  $0.00
   Sell  10/05/00  Short#15  $4,250.12    ($23.23)  $6,172.45    ($34.50)  19.60%  (40.40%)  $0.00  $0.00
 298  Sell Short  10/05/00  Short#15  $4,250.12  $0.00  23  $126.27  0.13%  $137.77  100.00%    $0.00  $0.00
   Buy to Cover  10/06/00  Buy#15  $4,244.63    $126.27  $6,298.72    $0.00  91.65%  91.65%  $0.00  $0.00
 299  Buy  10/06/00  Buy#15  $4,244.63  $0.00  23  $172.27  0.18%  $230.00  95.24%    $0.00  $0.00
   Sell  10/09/00  Short#15  $4,252.12    $172.27  $6,470.99    ($11.50)  76.10%  71.33%  $0.00  $0.00
 300  Sell Short  10/09/00  Short#15  $4,252.12  $0.00  23  $68.31  0.07%  $80.27  49.86%    $0.00  $0.00
   Buy to Cover  10/10/00  Buy#15  $4,249.15    $68.31  $6,539.30    ($80.73)  92.57%  42.43%  $0.00  $0.00
 301  Buy  10/10/00  Buy#15  $4,249.15  $0.00  23  $160.31  0.16%  $229.54  100.00%    $0.00  $0.00
   Sell  10/11/00  Short#15  $4,256.12    $160.31  $6,699.61    $0.00  69.84%  69.84%  $0.00  $0.00
 302  Sell Short  10/11/00  Short#15  $4,256.12  $0.00  23  ($230.69)  (0.24%)  $91.77  28.46%    $0.00  $0.00
   Buy to Cover  10/13/00  Buy#15  $4,266.15    ($230.69)  $6,468.92    ($230.69)  0.00%  (71.54%)  $0.00  $0.00
 303  Buy  10/13/00  Buy#15  $4,266.15  $0.00  23  ($161.69)  (0.16%)  $252.54  57.79%    $0.00  $0.00
   Sell  10/17/00  Short#15  $4,259.12    ($161.69)  $6,307.23    ($184.46)  5.21%  (37.00%)  $0.00  $0.00
 304  Sell Short  10/17/00  Short#15  $4,259.12  $0.00  23  ($219.19)  (0.22%)  $80.27  26.80%    $0.00  $0.00
   Buy to Cover  10/18/00  Buy#15  $4,268.65    ($219.19)  $6,088.04    ($219.19)  0.00%  (73.20%)  $0.00  $0.00
 305  Buy  10/18/00  Buy#15  $4,268.65  $0.00  23  ($150.65)  (0.15%)  $172.04  53.31%    $0.00  $0.00
   Sell  10/19/00  Short#15  $4,262.10    ($150.65)  $5,937.39    ($150.65)  0.00%  (46.69%)  $0.00  $0.00
 306  Sell Short  10/19/00  Short#15  $4,262.10  $0.00  23  ($93.15)  (0.10%)  $22.31  10.78%    $0.00  $0.00
   Buy to Cover  10/20/00  Buy#15  $4,266.15    ($93.15)  $5,844.24    ($184.69)  44.22%  (45.00%)  $0.00  $0.00
 307  Buy  10/20/00  Buy#15  $4,266.15  $0.00  23  $344.31  0.35%  $344.54  100.00%    $0.00  $0.00
   Sell  10/23/00  Short#15  $4,281.12    $344.31  $6,188.55    $0.00  99.93%  99.93%  $0.00  $0.00
 308  Sell Short  10/23/00  Short#15  $4,281.12  $0.00  23  ($138.69)  (0.14%)  $91.77  34.70%    $0.00  $0.00
   Buy to Cover  10/24/00  Buy#15  $4,287.15    ($138.69)  $6,049.86    ($172.73)  12.87%  (52.43%)  $0.00  $0.00
 309  Buy  10/24/00  Buy#15  $4,287.15  $0.00  23  $895.85  0.91%  $1,149.54  100.00%    $0.00  $0.00
   Sell  10/26/00  Short#15  $4,326.10    $895.85  $6,945.71    $0.00  77.93%  77.93%  $0.00  $0.00
 310  Sell Short  10/26/00  Short#15  $4,326.10  $0.00  23  $297.85  0.30%  $298.31  100.00%    $0.00  $0.00
   Buy to Cover  10/27/00  Buy#15  $4,313.15    $297.85  $7,243.56    $0.00  99.85%  99.85%  $0.00  $0.00
 311  Buy  10/27/00  Buy#15  $4,313.15  $0.00  23  ($207.69)  (0.21%)  $114.54  28.46%    $0.00  $0.00
   Sell  10/30/00  Short#15  $4,304.12    ($207.69)  $7,035.87    ($287.96)  19.94%  (51.60%)  $0.00  $0.00
 312  Sell Short  10/30/00  Short#15  $4,304.12  $0.00  23  $160.31  0.16%  $160.77  58.25%    $0.00  $0.00
   Buy to Cover  10/31/00  Buy#15  $4,297.15    $160.31  $7,196.18    ($115.23)  99.83%  58.08%  $0.00  $0.00
 313  Buy  10/31/00  Buy#15  $4,297.15  $0.00  23  ($299.69)  (0.30%)  $68.54  18.61%    $0.00  $0.00
   Sell  11/01/00  Short#15  $4,284.12    ($299.69)  $6,896.49    ($299.69)  0.00%  (81.39%)  $0.00  $0.00
 314  Sell Short  11/01/00  Short#15  $4,284.12  $0.00  23  ($391.23)  (0.40%)  $22.77  4.12%    $0.00  $0.00
   Buy to Cover  11/03/00  Buy#15  $4,301.13    ($391.23)  $6,505.26    ($529.23)  25.00%  (70.88%)  $0.00  $0.00
 315  Buy  11/03/00  Buy#15  $4,301.13  $0.00  23  $574.77  0.58%  $690.00  90.91%    $0.00  $0.00
   Sell  11/06/00  Short#15  $4,326.12    $574.77  $7,080.03    ($69.00)  84.82%  75.73%  $0.00  $0.00
 316  Sell Short  11/06/00  Short#15  $4,326.12  $0.00  23  ($138.23)  (0.14%)  $114.77  29.35%    $0.00  $0.00
   Buy to Cover  11/07/00  Buy#15  $4,332.13    ($138.23)  $6,941.80    ($276.23)  35.29%  (35.35%)  $0.00  $0.00
 317  Buy  11/07/00  Buy#15  $4,332.13  $0.00  23  $33.81  0.03%  $483.00  91.30%    $0.00  $0.00
   Sell  11/08/00  Short#15  $4,333.60    $33.81  $6,975.61    ($46.00)  15.09%  6.39%  $0.00  $0.00
 318  Sell Short  11/08/00  Short#15  $4,333.60  $0.00  23  ($541.65)  (0.54%)  $148.81  19.61%    $0.00  $0.00
   Buy to Cover  11/09/00  Buy#15  $4,357.15    ($541.65)  $6,433.96    ($610.19)  9.03%  (71.36%)  $0.00  $0.00
 319  Buy  11/09/00  Buy#15  $4,357.15  $0.00  22  ($330.66)  (0.34%)  $241.56  42.21%    $0.00  $0.00
   Sell  11/10/00  Short#15  $4,342.12    ($330.66)  $6,103.30    ($330.66)  0.00%  (57.79%)  $0.00  $0.00
 320  Sell Short  11/10/00  Short#15  $4,342.12  $0.00  23  $229.77  0.23%  $344.77  100.00%    $0.00  $0.00
   Buy to Cover  11/13/00  Buy#15  $4,332.13    $229.77  $6,333.07    $0.00  66.64%  66.64%  $0.00  $0.00
 321  Buy  11/13/00  Buy#15  $4,332.13  $0.00  23  ($69.23)  (0.07%)  $299.00  81.20%    $0.00  $0.00
   Sell  11/14/00  Short#15  $4,329.12    ($69.23)  $6,263.84    ($69.23)  0.00%  (18.80%)  $0.00  $0.00
 322  Sell Short  11/14/00  Short#15  $4,329.12  $0.00  23  ($23.23)  (0.02%)  $160.77  41.12%    $0.00  $0.00
   Buy to Cover  11/16/00  Buy#15  $4,330.13    ($23.23)  $6,240.61    ($230.23)  52.94%  (5.94%)  $0.00  $0.00
 323  Buy  11/16/00  Buy#15  $4,330.13  $0.00  23  ($839.73)  (0.84%)  $575.00  40.64%    $0.00  $0.00
   Sell  11/21/00  Short#15  $4,293.62    ($839.73)  $5,400.88    ($839.73)  0.00%  (59.36%)  $0.00  $0.00
 324  Sell Short  11/21/00  Short#15  $4,293.62  $0.00  23  ($311.19)  (0.32%)  $425.27  48.66%    $0.00  $0.00
   Buy to Cover  11/22/00  Buy#15  $4,307.15    ($311.19)  $5,089.69    ($448.73)  15.74%  (35.61%)  $0.00  $0.00
 325  Buy  11/22/00  Buy#15  $4,307.15  $0.00  23  $527.85  0.53%  $620.54  100.00%    $0.00  $0.00
   Sell  11/24/00  Short#15  $4,330.10    $527.85  $5,617.54    $0.00  85.06%  85.06%  $0.00  $0.00
 326  Sell Short  11/24/00  Short#15  $4,330.10  $0.00  23  ($161.69)  (0.16%)  $22.31  8.08%    $0.00  $0.00
   Buy to Cover  11/27/00  Buy#15  $4,337.13    ($161.69)  $5,455.85    ($253.69)  33.33%  (58.58%)  $0.00  $0.00
 327  Buy  11/27/00  Buy#15  $4,337.13  $0.00  23  $183.77  0.18%  $563.50  100.00%    $0.00  $0.00
   Sell  11/29/00  Short#15  $4,345.12    $183.77  $5,639.62    $0.00  32.61%  32.61%  $0.00  $0.00
 328  Sell Short  11/29/00  Short#15  $4,345.12  $0.00  23  $298.77  0.30%  $344.77  100.00%    $0.00  $0.00
   Buy to Cover  11/30/00  Buy#15  $4,332.13    $298.77  $5,938.39    $0.00  86.66%  86.66%  $0.00  $0.00
 329  Buy  11/30/00  Buy#15  $4,332.13  $0.00  23  ($10.81)  (0.01%)  $149.50  76.47%    $0.00  $0.00
   Sell  12/01/00  Short#15  $4,331.66    ($10.81)  $5,927.58    ($46.00)  18.00%  (5.53%)  $0.00  $0.00
 330  Sell Short  12/01/00  Short#15  $4,331.66  $0.00  23  ($46.23)  (0.05%)  $138.00  32.43%    $0.00  $0.00
   Buy to Cover  12/04/00  Buy#15  $4,333.67    ($46.23)  $5,881.35    ($287.50)  56.70%  (10.86%)  $0.00  $0.00
 331  Buy  12/04/00  Buy#15  $4,333.67  $0.00  23  ($230.46)  (0.23%)  $206.77  47.29%    $0.00  $0.00
   Sell  12/05/00  Short#15  $4,323.65    ($230.46)  $5,650.89    ($230.46)  0.00%  (52.71%)  $0.00  $0.00
 332  Sell Short  12/05/00  Short#15  $4,323.65  $0.00  23  $160.54  0.16%  $298.77  100.00%    $0.00  $0.00
   Buy to Cover  12/06/00  Buy#15  $4,316.67    $160.54  $5,811.43    $0.00  53.73%  53.73%  $0.00  $0.00
 333  Buy  12/06/00  Buy#15  $4,316.67  $0.00  23  $160.31  0.16%  $287.27  100.00%    $0.00  $0.00
   Sell  12/07/00  Short#15  $4,323.64    $160.31  $5,971.74    $0.00  55.80%  55.80%  $0.00  $0.00
 334  Sell Short  12/07/00  Short#15  $4,323.64  $0.00  23  $137.31  0.14%  $229.54  97.46%    $0.00  $0.00
   Buy to Cover  12/08/00  Buy#15  $4,317.67    $137.31  $6,109.05    ($5.98)  60.84%  58.30%  $0.00  $0.00
 335  Buy  12/08/00  Buy#15  $4,317.67  $0.00  23  ($368.23)  (0.37%)  $126.27  25.53%    $0.00  $0.00
   Sell  12/13/00  Short#15  $4,301.66    ($368.23)  $5,740.82    ($368.23)  0.00%  (74.47%)  $0.00  $0.00
 336  Sell Short  12/13/00  Short#15  $4,301.66  $0.00  23  ($207.23)  (0.21%)  $44.85  12.23%    $0.00  $0.00
   Buy to Cover  12/14/00  Buy#15  $4,310.67    ($207.23)  $5,533.59    ($322.00)  31.29%  (56.49%)  $0.00  $0.00
 337  Buy  12/14/00  Buy#15  $4,310.67  $0.00  23  $10.81  0.01%  $68.77  42.71%    $0.00  $0.00
   Sell  12/15/00  Short#15  $4,311.14    $10.81  $5,544.40    ($92.23)  64.00%  6.71%  $0.00  $0.00
 338  Sell Short  12/15/00  Short#15  $4,311.14  $0.00  23  $183.31  0.18%  $183.54  100.00%    $0.00  $0.00
   Buy to Cover  12/18/00  Buy#15  $4,303.17    $183.31  $5,727.71    $0.00  99.87%  99.87%  $0.00  $0.00
 339  Buy  12/18/00  Buy#15  $4,303.17  $0.00  23  ($149.73)  (0.15%)  $57.27  27.67%    $0.00  $0.00
   Sell  12/19/00  Short#15  $4,296.66    ($149.73)  $5,577.98    ($149.73)  0.00%  (72.33%)  $0.00  $0.00
 340  Sell Short  12/19/00  Short#15  $4,296.66  $0.00  23  ($230.23)  (0.23%)  $46.00  16.65%    $0.00  $0.00
   Buy to Cover  12/20/00  Buy#15  $4,306.67    ($230.23)  $5,347.75    ($230.23)  0.00%  (83.35%)  $0.00  $0.00
 341  Buy  12/20/00  Buy#15  $4,306.67  $0.00  23  ($138.46)  (0.14%)  $22.77  14.12%    $0.00  $0.00
   Sell  12/21/00  Short#15  $4,300.65    ($138.46)  $5,209.29    ($138.46)  0.00%  (85.88%)  $0.00  $0.00
 342  Sell Short  12/21/00  Short#15  $4,300.65  $0.00  23  $11.04  0.01%  $47.61  27.31%    $0.00  $0.00
   Buy to Cover  12/27/00  Buy#15  $4,300.17    $11.04  $5,220.33    ($126.73)  79.02%  6.33%  $0.00  $0.00
 343  Buy  12/27/00  Buy#15  $4,300.17  $0.00  23  ($184.00)  (0.19%)  $46.00  20.00%    $0.00  $0.00
   Sell  12/28/00  Short#15  $4,292.17    ($184.00)  $5,036.33    ($184.00)  0.00%  (80.00%)  $0.00  $0.00
 344  Sell Short  12/28/00  Short#15  $4,292.17  $0.00  23  $114.54  0.12%  $157.09  77.35%    $0.00  $0.00
   Buy to Cover  01/02/01  Buy#15  $4,287.19    $114.54  $5,150.87    ($46.00)  79.05%  56.40%  $0.00  $0.00
 345  Buy  01/02/01  Buy#15  $4,287.19  $0.00  23  ($299.69)  (0.30%)  $91.54  23.40%    $0.00  $0.00
   Sell  01/03/01  Short#15  $4,274.16    ($299.69)  $4,851.18    ($299.69)  0.00%  (76.60%)  $0.00  $0.00
 346  Sell Short  01/03/01  Short#15  $4,274.16  $0.00  23  ($552.69)  (0.56%)  $11.27  2.00%    $0.00  $0.00
   Buy to Cover  01/05/01  Buy#15  $4,298.19    ($552.69)  $4,298.49    ($552.69)  0.00%  (98.00%)  $0.00  $0.00
 347  Buy  01/05/01  Buy#15  $4,298.19  $0.00  23  ($69.69)  (0.07%)  $22.54  24.44%    $0.00  $0.00
   Sell  01/08/01  Short#15  $4,295.16    ($69.69)  $4,228.80    ($69.69)  0.00%  (75.56%)  $0.00  $0.00
 348  Sell Short  01/08/01  Short#15  $4,295.16  $0.00  23  $252.77  0.26%  $264.27  100.00%    $0.00  $0.00
   Buy to Cover  01/10/01  Buy#15  $4,284.17    $252.77  $4,481.57    $0.00  95.65%  95.65%  $0.00  $0.00
 349  Buy  01/10/01  Buy#15  $4,284.17  $0.00  23  $321.77  0.33%  $322.00  93.33%    $0.00  $0.00
   Sell  01/11/01  Short#15  $4,298.16    $321.77  $4,803.34    ($23.00)  99.93%  93.27%  $0.00  $0.00
 350  Sell Short  01/11/01  Short#15  $4,298.16  $0.00  23  $229.77  0.23%  $229.77  100.00%    $0.00  $0.00
   Buy to Cover  01/12/01  Buy#15  $4,288.17    $229.77  $5,033.11    $0.00  100.00%  100.00%  $0.00  $0.00
 351  Buy  01/12/01  Buy#15  $4,288.17  $0.00  23  $23.00  0.02%  $46.00  81.63%    $0.00  $0.00
   Sell  01/15/01  Short#15  $4,289.17    $23.00  $5,056.11    ($10.35)  59.18%  40.82%  $0.00  $0.00
 352  Sell Short  01/15/01  Short#15  $4,289.17  $0.00  23  ($34.96)  (0.04%)  $41.63  54.35%    $0.00  $0.00
   Buy to Cover  01/16/01  Buy#15  $4,290.69    ($34.96)  $5,021.15    ($34.96)  0.00%  (45.65%)  $0.00  $0.00
 353  Buy  01/16/01  Buy#15  $4,290.69  $0.00  23  ($0.46)  (0.00%)  $80.04  87.00%    $0.00  $0.00
   Sell  01/18/01  Short#15  $4,290.67    ($0.46)  $5,020.69    ($11.96)  12.50%  (0.50%)  $0.00  $0.00
 354  Sell Short  01/18/01  Short#15  $4,290.67  $0.00  23  ($103.50)  (0.10%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  01/19/01  Buy#15  $4,295.17    ($103.50)  $4,917.19    ($103.50)  0.00%  (100.00%)  $0.00  $0.00
 355  Buy  01/19/01  Buy#15  $4,295.17  $0.00  23  ($11.50)  (0.01%)  $0.00  0.00%    $0.00  $0.00
   Sell  01/22/01  Short#15  $4,294.67    ($11.50)  $4,905.69    ($23.00)  50.00%  (50.00%)  $0.00  $0.00
 356  Sell Short  01/22/01  Short#15  $4,294.67  $0.00  23  $11.50  0.01%  $23.00  100.00%    $0.00  $0.00
   Buy to Cover  01/23/01  Buy#15  $4,294.17    $11.50  $4,917.19    $0.00  50.00%  50.00%  $0.00  $0.00
 357  Buy  01/23/01  Buy#15  $4,294.17  $0.00  23  $80.27  0.08%  $80.50  77.78%    $0.00  $0.00
   Sell  01/24/01  Short#15  $4,297.66    $80.27  $4,997.46    ($23.00)  99.78%  77.56%  $0.00  $0.00
 358  Sell Short  01/24/01  Short#15  $4,297.66  $0.00  23  ($138.69)  (0.14%)  $103.27  33.26%    $0.00  $0.00
   Buy to Cover  01/26/01  Buy#15  $4,303.69    ($138.69)  $4,858.77    ($207.23)  22.07%  (44.67%)  $0.00  $0.00
 359  Buy  01/26/01  Buy#15  $4,303.69  $0.00  23  $56.35  0.06%  $206.54  100.00%    $0.00  $0.00
   Sell  01/30/01  Short#15  $4,306.14    $56.35  $4,915.12    $0.00  27.28%  27.28%  $0.00  $0.00
 360  Sell Short  01/30/01  Short#15  $4,306.14  $0.00  23  $148.35  0.15%  $206.31  100.00%    $0.00  $0.00
   Buy to Cover  01/31/01  Buy#15  $4,299.69    $148.35  $5,063.47    $0.00  71.91%  71.91%  $0.00  $0.00
 361  Buy  01/31/01  Buy#15  $4,299.69  $0.00  23  $482.08  0.49%  $494.04  100.00%    $0.00  $0.00
   Sell  02/02/01  Short#15  $4,320.65    $482.08  $5,545.55    $0.00  97.58%  97.58%  $0.00  $0.00
 362  Sell Short  02/02/01  Short#15  $4,320.65  $0.00  23  ($35.42)  (0.04%)  $45.54  18.86%    $0.00  $0.00
   Buy to Cover  02/05/01  Buy#15  $4,322.19    ($35.42)  $5,510.13    ($195.96)  66.48%  (14.67%)  $0.00  $0.00
 363  Buy  02/05/01  Buy#15  $4,322.19  $0.00  23  $252.08  0.25%  $356.04  100.00%    $0.00  $0.00
   Sell  02/06/01  Short#15  $4,333.15    $252.08  $5,762.21    $0.00  70.80%  70.80%  $0.00  $0.00
 364  Sell Short  02/06/01  Short#15  $4,333.15  $0.00  23  $44.62  0.04%  $149.04  99.69%    $0.00  $0.00
   Buy to Cover  02/07/01  Buy#15  $4,331.21    $44.62  $5,806.83    ($0.46)  30.15%  29.85%  $0.00  $0.00
 365  Buy  02/07/01  Buy#15  $4,331.21  $0.00  23  $44.85  0.05%  $137.08  100.00%    $0.00  $0.00
   Sell  02/08/01  Short#15  $4,333.16    $44.85  $5,851.68    $0.00  32.72%  32.72%  $0.00  $0.00
 366  Sell Short  02/08/01  Short#15  $4,333.16  $0.00  23  $286.81  0.29%  $310.27  100.00%    $0.00  $0.00
   Buy to Cover  02/09/01  Buy#15  $4,320.69    $286.81  $6,138.49    $0.00  92.44%  92.44%  $0.00  $0.00
 367  Buy  02/09/01  Buy#15  $4,320.69  $0.00  23  ($184.92)  (0.19%)  $68.54  19.87%    $0.00  $0.00
   Sell  02/12/01  Short#15  $4,312.65    ($184.92)  $5,953.57    ($276.46)  26.53%  (53.60%)  $0.00  $0.00
 368  Sell Short  02/12/01  Short#15  $4,312.65  $0.00  23  $22.08  0.02%  $114.54  100.00%    $0.00  $0.00
   Buy to Cover  02/13/01  Buy#15  $4,311.69    $22.08  $5,975.65    $0.00  19.28%  19.28%  $0.00  $0.00
 369  Buy  02/13/01  Buy#15  $4,311.69  $0.00  23  $56.58  0.06%  $80.04  38.67%    $0.00  $0.00
   Sell  02/14/01  Short#15  $4,314.15    $56.58  $6,032.23    ($126.96)  88.67%  27.33%  $0.00  $0.00
 370  Sell Short  02/14/01  Short#15  $4,314.15  $0.00  23  $22.08  0.02%  $45.54  22.00%    $0.00  $0.00
   Buy to Cover  02/15/01  Buy#15  $4,313.19    $22.08  $6,054.31    ($161.46)  88.67%  10.67%  $0.00  $0.00
 371  Buy  02/15/01  Buy#15  $4,313.19  $0.00  23  $390.31  0.39%  $482.54  77.70%    $0.00  $0.00
   Sell  02/19/01  Short#15  $4,330.16    $390.31  $6,444.62    ($138.46)  85.15%  62.85%  $0.00  $0.00
 372  Sell Short  02/19/01  Short#15  $4,330.16  $0.00  23  $22.31  0.02%  $114.77  100.00%    $0.00  $0.00
   Buy to Cover  02/20/01  Buy#15  $4,329.19    $22.31  $6,466.93    $0.00  19.44%  19.44%  $0.00  $0.00
 373  Buy  02/20/01  Buy#15  $4,329.19  $0.00  23  $114.08  0.11%  $149.04  100.00%    $0.00  $0.00
   Sell  02/21/01  Short#15  $4,334.15    $114.08  $6,581.01    $0.00  76.54%  76.54%  $0.00  $0.00
 374  Sell Short  02/21/01  Short#15  $4,334.15  $0.00  23  ($679.42)  (0.68%)  $22.54  2.58%    $0.00  $0.00
   Buy to Cover  02/22/01  Buy#15  $4,363.69    ($679.42)  $5,901.59    ($851.46)  19.68%  (77.74%)  $0.00  $0.00
 375  Buy  02/22/01  Buy#15  $4,363.69  $0.00  22  ($33.44)  (0.03%)  $186.56  42.40%    $0.00  $0.00
   Sell  02/23/01  Short#15  $4,362.17    ($33.44)  $5,868.15    ($253.44)  50.00%  (7.60%)  $0.00  $0.00
 376  Sell Short  02/23/01  Short#15  $4,362.17  $0.00  22  ($88.00)  (0.09%)  $132.00  35.29%    $0.00  $0.00
   Buy to Cover  02/28/01  Buy#15  $4,366.17    ($88.00)  $5,780.15    ($242.00)  41.18%  (23.53%)  $0.00  $0.00
 377  Buy  02/28/01  Buy#15  $4,366.17  $0.00  22  $87.56  0.09%  $198.00  100.00%    $0.00  $0.00
   Sell  03/01/01  Short#15  $4,370.15    $87.56  $5,867.71    $0.00  44.22%  44.22%  $0.00  $0.00
 378  Sell Short  03/01/01  Short#15  $4,370.15  $0.00  22  $197.56  0.21%  $197.56  100.00%    $0.00  $0.00
   Buy to Cover  03/02/01  Buy#15  $4,361.17    $197.56  $6,065.27    $0.00  100.00%  100.00%  $0.00  $0.00
 379  Buy  03/02/01  Buy#15  $4,361.17  $0.00  22  ($286.00)  (0.30%)  $154.00  34.15%    $0.00  $0.00
   Sell  03/05/01  Short#15  $4,348.17    ($286.00)  $5,779.27    ($297.00)  2.44%  (63.41%)  $0.00  $0.00
 380  Sell Short  03/05/01  Short#15  $4,348.17  $0.00  22  $55.00  0.06%  $176.00  88.89%    $0.00  $0.00
   Buy to Cover  03/06/01  Buy#15  $4,345.67    $55.00  $5,834.27    ($22.00)  38.89%  27.78%  $0.00  $0.00
 381  Buy  03/06/01  Buy#15  $4,345.67  $0.00  23  $310.04  0.31%  $310.50  69.23%    $0.00  $0.00
   Sell  03/07/01  Short#15  $4,359.15    $310.04  $6,144.31    ($138.00)  99.90%  69.13%  $0.00  $0.00
 382  Sell Short  03/07/01  Short#15  $4,359.15  $0.00  22  ($88.88)  (0.09%)  $120.56  32.24%    $0.00  $0.00
   Buy to Cover  03/08/01  Buy#15  $4,363.19    ($88.88)  $6,055.43    ($253.44)  44.00%  (23.76%)  $0.00  $0.00
 383  Buy  03/08/01  Buy#15  $4,363.19  $0.00  22  $219.12  0.23%  $417.56  100.00%    $0.00  $0.00
   Sell  03/09/01  Short#15  $4,373.15    $219.12  $6,274.55    $0.00  52.48%  52.48%  $0.00  $0.00
 384  Sell Short  03/09/01  Short#15  $4,373.15  $0.00  22  $186.56  0.19%  $186.56  36.09%    $0.00  $0.00
   Buy to Cover  03/12/01  Buy#15  $4,364.67    $186.56  $6,461.11    ($330.44)  100.00%  36.09%  $0.00  $0.00
 385  Buy  03/12/01  Buy#15  $4,364.67  $0.00  22  $395.56  0.41%  $451.00  100.00%    $0.00  $0.00
   Sell  03/13/01  Short#15  $4,382.65    $395.56  $6,856.67    $0.00  87.71%  87.71%  $0.00  $0.00
 386  Sell Short  03/13/01  Short#15  $4,382.65  $0.00  22  $65.12  0.07%  $120.56  45.67%    $0.00  $0.00
   Buy to Cover  03/14/01  Buy#15  $4,379.69    $65.12  $6,921.79    ($143.44)  79.00%  24.67%  $0.00  $0.00
 387  Buy  03/14/01  Buy#15  $4,379.69  $0.00  22  $340.34  0.35%  $538.56  100.00%    $0.00  $0.00
   Sell  03/15/01  Short#15  $4,395.16    $340.34  $7,262.13    $0.00  63.19%  63.19%  $0.00  $0.00
 388  Sell Short  03/15/01  Short#15  $4,395.16  $0.00  22  ($594.66)  (0.61%)  $131.78  16.64%    $0.00  $0.00
   Buy to Cover  03/16/01  Buy#15  $4,422.19    ($594.66)  $6,667.47    ($660.22)  8.28%  (75.08%)  $0.00  $0.00
 389  Buy  03/16/01  Buy#15  $4,422.19  $0.00  22  $681.12  0.70%  $1,649.56  100.00%    $0.00  $0.00
   Sell  03/19/01  Short#15  $4,453.15    $681.12  $7,348.59    $0.00  41.29%  41.29%  $0.00  $0.00
 390  Sell Short  03/19/01  Short#15  $4,453.15  $0.00  22  $516.12  0.53%  $1,209.56  100.00%    $0.00  $0.00
   Buy to Cover  03/20/01  Buy#15  $4,429.69    $516.12  $7,864.71    $0.00  42.67%  42.67%  $0.00  $0.00
 391  Buy  03/20/01  Buy#15  $4,429.69  $0.00  22  $1,198.12  1.23%  $1,572.56  68.73%    $0.00  $0.00
   Sell  03/23/01  Short#15  $4,484.15    $1,198.12  $9,062.83    ($715.44)  83.63%  52.37%  $0.00