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TradeStation Performance Report <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TradeStation Performance Summary
TradeStation TradeManager Performance Report BigBlue2Orig, @ES.D, 15 min., 9/11/1997 6:45:00 AM - 3/15/2011 1:15:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $121,212.50    Profit Factor 1.60
Gross Profit $324,250.00    Gross Loss ($203,037.50)
Total Number of Trades 1645    Percent Profitable 51.43%
Winning Trades 846    Losing Trades 783
Even Trades 16
Avg. Trade Net Profit $73.69    Ratio Avg. Win:Avg. Loss 1.48
Avg. Winning Trade $383.27    Avg. Losing Trade ($259.31)
Largest Winning Trade $3,225.00    Largest Losing Trade ($500.00)
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 11
Avg. Bars in Winning Trades 16.78    Avg. Bars in Losing Trades 10.95
Avg. Bars in Total Trades 13.96
Max. Shares/Contracts Held 1    Account Size Required $7,200.00
Return on Initial Capital 121.21%    Annual Rate of Return 5.88%
Return Retracement Ratio 0.13    RINA Index 9949.03
Trading Period 13 Yrs, 6 Mths, 45 Mins    Percent of Time in the Market 4.52%
Max. Equity Run-up $123,650.00

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($7,612.50)    Value ($7,200.00)
Net Profit as % of Drawdown 1592.28%    Net Profit as % of Drawdown 1683.51%
Max. Trade Drawdown ($500.00)    
Long Trades
Total Net Profit $63,237.50    Profit Factor 1.58
Gross Profit $172,200.00    Gross Loss ($108,962.50)
Total Number of Trades 863    Percent Profitable 52.03%
Winning Trades 449    Losing Trades 404
Even Trades 10
Avg. Trade Net Profit $73.28    Ratio Avg. Win:Avg. Loss 1.42
Avg. Winning Trade $383.52    Avg. Losing Trade ($269.71)
Largest Winning Trade $3,225.00    Largest Losing Trade ($500.00)
Max. Consecutive Winning Trades 12    Max. Consecutive Losing Trades 11
Avg. Bars in Winning Trades 17.42    Avg. Bars in Losing Trades 10.48
Max. Shares/Contracts Held 1    Account Size Required $7,187.50
     
Net Profit as % of Largest Loss 12647.50%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($7,400.00)    Value ($7,187.50)
Net Profit as % of Drawdown 854.56%    Net Profit as % of Drawdown 879.83%
Max. Trade Drawdown ($500.00)  
Short Trades
Total Net Profit $57,975.00    Profit Factor 1.62
Gross Profit $152,050.00    Gross Loss ($94,075.00)
     
Total Number of Trades 782    Percent Profitable 50.77%
Winning Trades 397    Losing Trades 379
Even Trades 6
Avg. Trade Net Proft $74.14    Ratio Avg. Win:Avg. Loss 1.54
Avg. Winning Trade $383.00    Avg. Losing Trade ($248.22)
Largest Winning Trade $3,212.50    Largest Losing Trade ($500.00)
Max. Consecutive Winning Trades 11    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 16.05    Avg. Bars in Losing Trades 11.45
Max. Shares/Contracts Held 1    Account Size Required $3,662.50
Net Profit as % of Largest Loss 11595.00%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,087.50)    Value ($3,662.50)
Net Profit as % of Drawdown 1418.35%    Net Profit as % of Drawdown 1582.94%
Max. Trade Drawdown ($500.00)  
Created by TradeStation: 3/15/2011 7:19:41 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Trade Analysis
TradeStation TradeManager Performance Report BigBlue2Orig, @ES.D, 15 min., 9/11/1997 6:45:00 AM - 3/15/2011 1:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 1645 846 783
Avg. Trade Net Profit $73.69 $383.27 ($259.31)
1 Std. Deviation of Avg. Trade $435.31 $390.34 $137.51
Avg. Trade + 1 Std. Deviation $509.00 $773.62 ($121.80)
Avg. Trade - 1 Std. Deviation ($361.63) ($7.07) ($396.81)
Coefficient of Variation 590.77% 101.84% 53.03%
Time Averages
Avg. Time in Trades 3 Hrs, 15 Mins 3 Hrs, 57 Mins 2 Hrs, 29 Mins
Avg. Time Between Trades 3 Dys, 2 Hrs, 27 Mins 5 Dys, 15 Hrs, 50 Mins 6 Dys, 4 Hrs, 18 Mins
Avg. Time Between Trade Profit Peaks 199 Dys, 20 Hrs
Outliers Total Positive Negative
Number of Outliers 16 16 0
Outlier Profit/Loss $33,737.50 $33,737.50 $0.00
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $3,662.50 ($500.00)
Max. Value Date 1/3/2001 10/28/1997
Avg. Value $365.70 ($194.51)
1 Std. Deviation $390.39 $139.52
Avg. + 1 Std. Deviation $756.09 ($54.99)
Avg. - 1 Std. Deviation ($24.69) ($334.03)
Coefficient of Variation 106.75% 71.73%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency (3.17%) 56.69% 40.14%
1 Std. Deviation 61.79% 32.30% 36.15%
Avg. + 1 Std. Deviation 58.62% 88.99% 76.29%
Avg. - 1 Std. Deviation (64.96%) 24.39% 3.98%
Coefficient of Variation 1947.30% 56.98% 90.08%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,225.00 ($500.00)
Largest Profit/Loss as % of Gross 0.99% 0.25%
Largest Consec. Profit/Loss $6,237.50 ($4,637.50)
Largest Consec. Profit/Loss as % of Gross 1.92% 2.28%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 170 $397.65 ($254.85)
2 121 $404.39 ($251.03)
3 57 $371.49 ($244.52)
4 31 $343.95 ($241.53)
5 14 $395.71 ($280.77)
6 2 $312.50 ($212.50)
7 2 $383.93 ($300.00)
8 2 $332.03 ($350.00)
9 3 $387.96 ($266.67)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 209 ($258.91) $372.97
2 93 ($241.40) $385.08
3 41 ($245.93) $299.39
4 34 ($277.30) $408.09
5 12 ($236.88) $408.33
6 1 ($339.58) $350.00
7 4 ($252.23) $500.00
8 3 ($338.02) $120.83
11 1 ($421.59) $962.50

Created by TradeStation: 3/15/2011 7:19:41 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  09/15/97 10:45  Pat3Buy  $1,171.25  $0.00  1  ($162.50)  (0.28%)  $87.50  35.00%    $0.00  $0.00
   Sell  09/15/97 12:45  TrailLE  $1,168.00    ($162.50)  ($162.50)    ($162.50)  0.00%  (65.00%)  $0.00  $0.00
 2  Buy  09/22/97 07:00  Pat2Buy  $1,201.00  $0.00  1  $62.50  0.10%  $362.50  82.86%    $0.00  $0.00
   Sell  09/22/97 13:15  End of Day Exit  $1,202.25    $62.50  ($100.00)    ($75.00)  31.43%  14.29%  $0.00  $0.00
 3  Buy  09/25/97 10:45  Pat3Buy  $1,185.25  $0.00  1  ($150.00)  (0.25%)  $200.00  57.14%    $0.00  $0.00
   Sell  09/25/97 12:45  TrailLE  $1,182.25    ($150.00)  ($250.00)    ($150.00)  0.00%  (42.86%)  $0.00  $0.00
 4  Buy  09/26/97 07:00  Pat2Buy  $1,190.25  $0.00  1  ($75.00)  (0.13%)  $125.00  43.48%    $0.00  $0.00
   Sell  09/26/97 13:15  TrailLE  $1,188.75    ($75.00)  ($325.00)    ($162.50)  30.43%  (26.09%)  $0.00  $0.00
 5  Sell Short  09/30/97 10:30  Pat3SEll  $1,200.75  $0.00  1  $487.50  0.81%  $587.50  94.00%    $0.00  $0.00
   Buy to Cover  09/30/97 13:15  End of Day Exit  $1,191.00    $487.50  $162.50    ($37.50)  84.00%  78.00%  $0.00  $0.00
 6  Sell Short  10/01/97 11:00  Pat1Sell  $1,197.25  $0.00  1  ($25.00)  (0.04%)  $262.50  91.30%    $0.00  $0.00
   Buy to Cover  10/01/97 12:45  TrailSE  $1,197.75    ($25.00)  $137.50    ($25.00)  0.00%  (8.70%)  $0.00  $0.00
 7  Sell Short  10/02/97 09:00  Pat3SEll  $1,202.75  $0.00  1  ($112.50)  (0.19%)  $112.50  50.00%    $0.00  $0.00
   Buy to Cover  10/02/97 12:45  TrailSE  $1,205.00    ($112.50)  $25.00    ($112.50)  0.00%  (50.00%)  $0.00  $0.00
 8  Buy  10/06/97 07:00  Pat2Buy  $1,218.25  $0.00  1  ($125.00)  (0.21%)  $87.50  25.00%    $0.00  $0.00
   Sell  10/06/97 12:45  TrailLE  $1,215.75    ($125.00)  ($100.00)    ($262.50)  39.29%  (35.71%)  $0.00  $0.00
 9  Buy  10/10/97 08:45  Pat2Buy  $1,211.75  $0.00  1  ($162.50)  (0.27%)  $75.00  31.58%    $0.00  $0.00
   Sell  10/10/97 12:45  TrailLE  $1,208.50    ($162.50)  ($262.50)    ($162.50)  0.00%  (68.42%)  $0.00  $0.00
 10  Buy  10/13/97 07:00  Pat2Buy  $1,217.75  $0.00  1  ($350.00)  (0.57%)  $12.50  3.45%    $0.00  $0.00
   Sell  10/13/97 10:45  Sell#2  $1,210.75    ($350.00)  ($612.50)    ($350.00)  0.00%  (96.55%)  $0.00  $0.00
 11  Sell Short  10/14/97 08:45  Pat2Sell  $1,213.00  $0.00  1  $75.00  0.12%  $412.50  91.67%    $0.00  $0.00
   Buy to Cover  10/14/97 12:00  Cover#6  $1,211.50    $75.00  ($537.50)    ($37.50)  25.00%  16.67%  $0.00  $0.00
 12  Sell Short  10/16/97 07:15  Pat1Sell  $1,212.50  $0.00  1  $762.50  1.26%  $1,050.00  80.77%    $0.00  $0.00
   Buy to Cover  10/16/97 13:00  TrailSE  $1,197.25    $762.50  $225.00    ($250.00)  77.88%  58.65%  $0.00  $0.00
 13  Sell Short  10/20/97 08:15  Pat3SEll  $1,191.75  $0.00  1  ($337.50)  (0.57%)  $150.00  28.57%    $0.00  $0.00
   Buy to Cover  10/20/97 13:15  End of Day Exit  $1,198.50    ($337.50)  ($112.50)    ($375.00)  7.14%  (64.29%)  $0.00  $0.00
 14  Sell Short  10/22/97 11:45  Pat3SEll  $1,213.75  $0.00  1  $175.00  0.29%  $225.00  81.82%    $0.00  $0.00
   Buy to Cover  10/22/97 13:15  End of Day Exit  $1,210.25    $175.00  $62.50    ($50.00)  81.82%  63.64%  $0.00  $0.00
 15  Buy  10/28/97 07:45  Pat2Buy  $1,141.50  $0.00  1  ($500.00)  (0.88%)  $487.50  49.37%    $0.00  $0.00
   Sell  10/28/97 07:45  Stop Loss  $1,131.50    ($500.00)  ($437.50)    ($500.00)  0.00%  (50.63%)  $0.00  $0.00
 16  Sell Short  11/05/97 09:45  Pat3SEll  $1,188.50  $0.00  1  $237.50  0.40%  $337.50  64.29%    $0.00  $0.00
   Buy to Cover  11/05/97 13:00  TrailSE  $1,183.75    $237.50  ($200.00)    ($187.50)  80.95%  45.24%  $0.00  $0.00
 17  Sell Short  11/06/97 10:00  Pat3SEll  $1,179.00  $0.00  1  $50.00  0.08%  $187.50  57.69%    $0.00  $0.00
   Buy to Cover  11/06/97 13:00  TrailSE  $1,178.00    $50.00  ($150.00)    ($137.50)  57.69%  15.38%  $0.00  $0.00
 18  Buy  11/07/97 08:15  Pat4Buy  $1,170.25  $0.00  1  ($300.00)  (0.51%)  $12.50  4.00%    $0.00  $0.00
   Sell  11/07/97 08:30  Sell#4  $1,164.25    ($300.00)  ($450.00)    ($300.00)  0.00%  (96.00%)  $0.00  $0.00
 19  Buy  11/12/97 07:00  Pat4Buy  $1,154.25  $0.00  1  $100.00  0.17%  $500.00  88.89%    $0.00  $0.00
   Sell  11/12/97 11:30  Sell#6  $1,156.25    $100.00  ($350.00)    ($62.50)  28.89%  17.78%  $0.00  $0.00
 20  Buy  11/13/97 09:30  Pat3Buy  $1,147.25  $0.00  1  $362.50  0.63%  $575.00  58.97%    $0.00  $0.00
   Sell  11/13/97 12:45  TrailLE  $1,154.50    $362.50  $12.50    ($400.00)  78.21%  37.18%  $0.00  $0.00
 21  Sell Short  12/04/97 08:15  Pat3SEll  $1,220.75  $0.00  1  $187.50  0.31%  $187.50  75.00%    $0.00  $0.00
   Buy to Cover  12/04/97 10:00  Pat3Buy  $1,217.00    $187.50  $200.00    ($62.50)  100.00%  75.00%  $0.00  $0.00
 22  Buy  12/04/97 10:00  Pat3Buy  $1,217.00  $0.00  1  ($312.50)  (0.51%)  $87.50  20.59%    $0.00  $0.00
   Sell  12/04/97 12:45  TrailLE  $1,210.75    ($312.50)  ($112.50)    ($337.50)  5.88%  (73.53%)  $0.00  $0.00
 23  Buy  12/05/97 07:00  Pat1Buy  $1,208.50  $0.00  1  $737.50  1.22%  $837.50  100.00%    $0.00  $0.00
   Sell  12/05/97 13:00  TrailLE  $1,223.25    $737.50  $625.00    $0.00  88.06%  88.06%  $0.00  $0.00
 24  Buy  12/08/97 07:30  Pat2Buy  $1,234.25  $0.00  1  ($125.00)  (0.20%)  $0.00  0.00%    $0.00  $0.00
   Sell  12/08/97 13:15  End of Day Exit  $1,231.75    ($125.00)  $500.00    ($300.00)  58.33%  (41.67%)  $0.00  $0.00
 25  Sell Short  12/09/97 07:00  Pat2Sell  $1,223.75  $0.00  1  ($112.50)  (0.18%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  12/09/97 07:00  Pat4Buy  $1,226.00    ($112.50)  $387.50    ($112.50)  0.00%  (100.00%)  $0.00  $0.00
 26  Buy  12/09/97 07:00  Pat4Buy  $1,226.00  $0.00  1  $50.00  0.08%  $262.50  77.78%    $0.00  $0.00
   Sell  12/09/97 10:30  Sell#6  $1,227.00    $50.00  $437.50    ($75.00)  37.04%  14.81%  $0.00  $0.00
 27  Buy  12/10/97 07:15  Pat1Buy  $1,222.75  $0.00  1  ($250.00)  (0.41%)  $25.00  9.09%    $0.00  $0.00
   Sell  12/10/97 08:45  Sell  $1,217.75    ($250.00)  $187.50    ($250.00)  0.00%  (90.91%)  $0.00  $0.00
 28  Sell Short  12/11/97 07:00  Pat2Sell  $1,206.50  $0.00  1  $225.00  0.37%  $412.50  64.71%    $0.00  $0.00
   Buy to Cover  12/11/97 13:15  End of Day Exit  $1,202.00    $225.00  $412.50    ($225.00)  70.59%  35.29%  $0.00  $0.00
 29  Buy  12/12/97 10:15  Pat1Buy  $1,198.00  $0.00  1  $175.00  0.29%  $350.00  71.79%    $0.00  $0.00
   Sell  12/12/97 13:00  TrailLE  $1,201.50    $175.00  $587.50    ($137.50)  64.10%  35.90%  $0.00  $0.00
 30  Sell Short  12/17/97 07:00  Pat1Sell  $1,220.50  $0.00  1  $437.50  0.72%  $487.50  82.98%    $0.00  $0.00
   Buy to Cover  12/17/97 13:15  End of Day Exit  $1,211.75    $437.50  $1,025.00    ($100.00)  91.49%  74.47%  $0.00  $0.00
 31  Sell Short  12/19/97 07:00  Pat2Sell  $1,189.50  $0.00  1  $175.00  0.29%  $912.50  100.00%    $0.00  $0.00
   Buy to Cover  12/19/97 09:45  Cover#6  $1,186.00    $175.00  $1,200.00    $0.00  19.18%  19.18%  $0.00  $0.00
 32  Sell Short  12/22/97 08:45  Pat2Sell  $1,196.50  $0.00  1  ($212.50)  (0.36%)  $262.50  55.26%    $0.00  $0.00
   Buy to Cover  12/22/97 13:00  TrailSE  $1,200.75    ($212.50)  $987.50    ($212.50)  0.00%  (44.74%)  $0.00  $0.00
 33  Buy  12/26/97 07:00  Pat2Buy  $1,185.25  $0.00  1  ($150.00)  (0.25%)  $25.00  8.00%    $0.00  $0.00
   Sell  12/26/97 13:15  End of Day Exit  $1,182.25    ($150.00)  $837.50    ($287.50)  44.00%  (48.00%)  $0.00  $0.00
 34  Sell Short  12/29/97 10:45  Pat2Sell  $1,193.50  $0.00  1  ($275.00)  (0.46%)  $25.00  8.33%    $0.00  $0.00
   Buy to Cover  12/29/97 12:45  TrailSE  $1,199.00    ($275.00)  $562.50    ($275.00)  0.00%  (91.67%)  $0.00  $0.00
 35  Sell Short  01/06/98 07:00  Pat2Sell  $1,214.00  $0.00  1  $162.50  0.27%  $362.50  74.36%    $0.00  $0.00
   Buy to Cover  01/06/98 13:00  TrailSE  $1,210.75    $162.50  $725.00    ($125.00)  58.97%  33.33%  $0.00  $0.00
 36  Buy  01/07/98 08:30  Pat4Buy  $1,201.00  $0.00  1  $25.00  0.04%  $225.00  51.43%    $0.00  $0.00
   Sell  01/07/98 12:45  TrailLE  $1,201.50    $25.00  $750.00    ($212.50)  54.29%  5.71%  $0.00  $0.00
 37  Sell Short  01/08/98 07:30  Pat2Sell  $1,201.00  $0.00  1  $162.50  0.27%  $212.50  45.95%    $0.00  $0.00
   Buy to Cover  01/08/98 13:15  End of Day Exit  $1,197.75    $162.50  $912.50    ($250.00)  89.19%  35.14%  $0.00  $0.00
 38  Buy  01/12/98 10:15  Pat2Buy  $1,180.00  $0.00  1  ($350.00)  (0.59%)  $50.00  12.50%    $0.00  $0.00
   Sell  01/12/98 11:30  Sell#2  $1,173.00    ($350.00)  $562.50    ($350.00)  0.00%  (87.50%)  $0.00  $0.00
 39  Buy  01/16/98 08:00  Pat2Buy  $1,203.75  $0.00  1  $112.50  0.19%  $262.50  91.30%    $0.00  $0.00
   Sell  01/16/98 12:45  TrailLE  $1,206.00    $112.50  $675.00    ($25.00)  47.83%  39.13%  $0.00  $0.00
 40  Buy  01/20/98 07:30  Pat2Buy  $1,210.00  $0.00  1  $562.50  0.93%  $612.50  79.03%    $0.00  $0.00
   Sell  01/20/98 13:15  End of Day Exit  $1,221.25    $562.50  $1,237.50    ($162.50)  93.55%  72.58%  $0.00  $0.00
 41  Sell Short  01/21/98 07:00  Pat2Sell  $1,212.50  $0.00  1  $50.00  0.08%  $437.50  60.34%    $0.00  $0.00
   Buy to Cover  01/21/98 13:15  End of Day Exit  $1,211.50    $50.00  $1,287.50    ($287.50)  46.55%  6.90%  $0.00  $0.00
 42  Buy  01/23/98 08:30  Pat4Buy  $1,196.00  $0.00  1  ($62.50)  (0.10%)  $300.00  55.81%    $0.00  $0.00
   Sell  01/23/98 12:45  TrailLE  $1,194.75    ($62.50)  $1,225.00    ($237.50)  32.56%  (11.63%)  $0.00  $0.00
 43  Buy  01/26/98 08:00  Pat2Buy  $1,204.75  $0.00  1  ($350.00)  (0.58%)  $62.50  15.15%    $0.00  $0.00
   Sell  01/26/98 09:15  Sell#2  $1,197.75    ($350.00)  $875.00    ($350.00)  0.00%  (84.85%)  $0.00  $0.00
 44  Sell Short  02/02/98 09:15  Pat5Sell  $1,238.50  $0.00  1  ($87.50)  (0.14%)  $12.50  3.57%    $0.00  $0.00
   Buy to Cover  02/02/98 13:15  End of Day Exit  $1,240.25    ($87.50)  $787.50    ($337.50)  71.43%  (25.00%)  $0.00  $0.00
 45  Buy  02/03/98 10:30  Pat3Buy  $1,239.50  $0.00  1  $387.50  0.63%  $425.00  97.14%    $0.00  $0.00
   Sell  02/03/98 13:15  End of Day Exit  $1,247.25    $387.50  $1,175.00    ($12.50)  91.43%  88.57%  $0.00  $0.00
 46  Buy  02/05/98 07:30  Pat2Buy  $1,254.00  $0.00  1  ($350.00)  (0.56%)  $62.50  15.15%    $0.00  $0.00
   Sell  02/05/98 08:00  Sell#2  $1,247.00    ($350.00)  $825.00    ($350.00)  0.00%  (84.85%)  $0.00  $0.00
 47  Buy  02/06/98 07:00  Pat2Buy  $1,250.00  $0.00  1  $100.00  0.16%  $250.00  83.33%    $0.00  $0.00
   Sell  02/06/98 12:45  TrailLE  $1,252.00    $100.00  $925.00    ($50.00)  50.00%  33.33%  $0.00  $0.00
 48  Buy  02/11/98 11:00  Pat2Buy  $1,258.50  $0.00  1  ($25.00)  (0.04%)  $75.00  42.86%    $0.00  $0.00
   Sell  02/11/98 12:45  TrailLE  $1,258.00    ($25.00)  $900.00    ($100.00)  42.86%  (14.29%)  $0.00  $0.00
 49  Sell Short  02/12/98 07:00  Pat2Sell  $1,254.25  $0.00  1  $62.50  0.10%  $337.50  75.00%    $0.00  $0.00
   Buy to Cover  02/12/98 10:15  Cover#6  $1,253.00    $62.50  $962.50    ($112.50)  38.89%  13.89%  $0.00  $0.00
 50  Sell Short  02/17/98 07:15  Pat4Sell  $1,265.50  $0.00  1  $175.00  0.28%  $275.00  56.41%    $0.00  $0.00
   Buy to Cover  02/17/98 13:00  TrailSE  $1,262.00    $175.00  $1,137.50    ($212.50)  79.49%  35.90%  $0.00  $0.00
 51  Sell Short  02/20/98 07:00  Pat2Sell  $1,266.00  $0.00  1  ($350.00)  (0.55%)  $250.00  41.67%    $0.00  $0.00
   Buy to Cover  02/20/98 12:30  Cover#2  $1,273.00    ($350.00)  $787.50    ($350.00)  0.00%  (58.33%)  $0.00  $0.00
 52  Sell Short  02/23/98 07:00  Pat1Sell  $1,276.50  $0.00  1  ($50.00)  (0.08%)  $325.00  76.47%    $0.00  $0.00
   Buy to Cover  02/23/98 13:00  TrailSE  $1,277.50    ($50.00)  $737.50    ($100.00)  11.76%  (11.76%)  $0.00  $0.00
 53  Sell Short  02/24/98 07:45  Pat2Sell  $1,271.00  $0.00  1  ($12.50)  (0.02%)  $100.00  23.53%    $0.00  $0.00
   Buy to Cover  02/24/98 11:15  Pat3Buy  $1,271.25    ($12.50)  $725.00    ($325.00)  73.53%  (2.94%)  $0.00  $0.00
 54  Buy  02/24/98 11:15  Pat3Buy  $1,271.25  $0.00  1  ($112.50)  (0.18%)  $50.00  17.39%    $0.00  $0.00
   Sell  02/24/98 13:00  TrailLE  $1,269.00    ($112.50)  $612.50    ($237.50)  43.48%  (39.13%)  $0.00  $0.00
 55  Buy  02/25/98 07:00  Pat2Buy  $1,275.25  $0.00  1  $300.00  0.47%  $525.00  100.00%    $0.00  $0.00
   Sell  02/25/98 12:45  TrailLE  $1,281.25    $300.00  $912.50    $0.00  57.14%  57.14%  $0.00  $0.00
 56  Buy  02/26/98 08:00  Pat2Buy  $1,284.25  $0.00  1  $75.00  0.12%  $175.00  40.00%    $0.00  $0.00
   Sell  02/26/98 13:00  TrailLE  $1,285.75    $75.00  $987.50    ($262.50)  77.14%  17.14%  $0.00  $0.00
 57  Sell Short  03/04/98 07:30  Pat2Sell  $1,286.25  $0.00  1  $37.50  0.06%  $325.00  86.67%    $0.00  $0.00
   Buy to Cover  03/04/98 13:15  TrailSE  $1,285.50    $37.50  $1,025.00    ($50.00)  23.33%  10.00%  $0.00  $0.00
 58  Buy  03/05/98 09:30  Pat2Buy  $1,277.50  $0.00  1  ($350.00)  (0.55%)  $87.50  20.00%    $0.00  $0.00
   Sell  03/05/98 12:30  Sell#2  $1,270.50    ($350.00)  $675.00    ($350.00)  0.00%  (80.00%)  $0.00  $0.00
 59  Buy  03/06/98 07:00  Pat2Buy  $1,281.25  $0.00  1  $625.00  0.98%  $650.00  98.11%    $0.00  $0.00
   Sell  03/06/98 13:15  End of Day Exit  $1,293.75    $625.00  $1,300.00    ($12.50)  96.23%  94.34%  $0.00  $0.00
 60  Sell Short  03/09/98 08:15  Pat3SEll  $1,306.75  $0.00  1  $250.00  0.38%  $375.00  81.08%    $0.00  $0.00
   Buy to Cover  03/09/98 13:00  TrailSE  $1,301.75    $250.00  $1,550.00    ($87.50)  72.97%  54.05%  $0.00  $0.00
 61  Sell Short  03/10/98 08:30  Pat1Sell  $1,306.00  $0.00  1  ($250.00)  (0.38%)  $50.00  16.67%    $0.00  $0.00
   Buy to Cover  03/10/98 10:00  Cover  $1,311.00    ($250.00)  $1,300.00    ($250.00)  0.00%  (83.33%)  $0.00  $0.00
 62  Buy  03/16/98 07:30  Pat2Buy  $1,323.25  $0.00  1  $187.50  0.28%  $262.50  100.00%    $0.00  $0.00
   Sell  03/16/98 13:00  TrailLE  $1,327.00    $187.50  $1,487.50    $0.00  71.43%  71.43%  $0.00  $0.00
 63  Sell Short  03/18/98 09:30  Pat2Sell  $1,327.75  $0.00  1  ($275.00)  (0.41%)  $25.00  7.69%    $0.00  $0.00
   Buy to Cover  03/18/98 13:00  TrailSE  $1,333.25    ($275.00)  $1,212.50    ($300.00)  7.69%  (84.62%)  $0.00  $0.00
 64  Sell Short  03/19/98 11:15  Pat3SEll  $1,335.50  $0.00  1  ($75.00)  (0.11%)  $87.50  53.85%    $0.00  $0.00
   Buy to Cover  03/19/98 13:00  TrailSE  $1,337.00    ($75.00)  $1,137.50    ($75.00)  0.00%  (46.15%)  $0.00  $0.00
 65  Buy  03/20/98 09:30  Pat2Buy  $1,342.00  $0.00  1  $262.50  0.39%  $400.00  100.00%    $0.00  $0.00
   Sell  03/20/98 13:00  TrailLE  $1,347.25    $262.50  $1,400.00    $0.00  65.63%  65.63%  $0.00  $0.00
 66  Buy  03/23/98 09:30  Pat2Buy  $1,347.00  $0.00  1  ($137.50)  (0.20%)  $137.50  50.00%    $0.00  $0.00
   Sell  03/23/98 12:45  TrailLE  $1,344.25    ($137.50)  $1,262.50    ($137.50)  0.00%  (50.00%)  $0.00  $0.00
 67  Sell Short  03/24/98 08:30  Pat3SEll  $1,352.50  $0.00  1  ($125.00)  (0.18%)  $87.50  36.84%    $0.00  $0.00
   Buy to Cover  03/24/98 12:45  TrailSE  $1,355.00    ($125.00)  $1,137.50    ($150.00)  10.53%  (52.63%)  $0.00  $0.00
 68  Buy  03/25/98 07:00  Pat2Buy  $1,361.50  $0.00  1  ($262.50)  (0.39%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/25/98 11:00  Pat5Sell  $1,356.25    ($262.50)  $875.00    ($262.50)  0.00%  (100.00%)  $0.00  $0.00
 69  Sell Short  03/25/98 11:00  Pat5Sell  $1,356.25  $0.00  1  $562.50  0.83%  $875.00  100.00%    $0.00  $0.00
   Buy to Cover  03/25/98 12:45  TrailSE  $1,345.00    $562.50  $1,437.50    $0.00  64.29%  64.29%  $0.00  $0.00
 70  Sell Short  03/26/98 11:30  Pat3SEll  $1,349.25  $0.00  1  $125.00  0.19%  $162.50  40.63%    $0.00  $0.00
   Buy to Cover  03/26/98 13:15  End of Day Exit  $1,346.75    $125.00  $1,562.50    ($237.50)  90.63%  31.25%  $0.00  $0.00
 71  Buy  03/27/98 11:00  Pat2Buy  $1,347.00  $0.00  1  ($350.00)  (0.52%)  $62.50  15.15%    $0.00  $0.00
   Sell  03/27/98 12:15  Sell#2  $1,340.00    ($350.00)  $1,212.50    ($350.00)  0.00%  (84.85%)  $0.00  $0.00
 72  Buy  03/30/98 09:30  Pat3Buy  $1,341.25  $0.00  1  ($137.50)  (0.21%)  $62.50  31.25%    $0.00  $0.00
   Sell  03/30/98 12:45  TrailLE  $1,338.50    ($137.50)  $1,075.00    ($137.50)  0.00%  (68.75%)  $0.00  $0.00
 73  Sell Short  03/31/98 07:45  Pat4Sell  $1,351.75  $0.00  1  ($300.00)  (0.44%)  $37.50  11.11%    $0.00  $0.00
   Buy to Cover  03/31/98 09:15  Cover#4  $1,357.75    ($300.00)  $775.00    ($300.00)  0.00%  (88.89%)  $0.00  $0.00
 74  Sell Short  04/01/98 09:15  Pat3SEll  $1,350.25  $0.00  1  ($187.50)  (0.28%)  $162.50  46.43%    $0.00  $0.00
   Buy to Cover  04/01/98 12:45  TrailSE  $1,354.00    ($187.50)  $587.50    ($187.50)  0.00%  (53.57%)  $0.00  $0.00
 75  Sell Short  04/06/98 07:15  Pat1Sell  $1,374.00  $0.00  1  $162.50  0.24%  $350.00  73.68%    $0.00  $0.00
   Buy to Cover  04/06/98 12:45  TrailSE  $1,370.75    $162.50  $750.00    ($125.00)  60.53%  34.21%  $0.00  $0.00
 76  Buy  04/15/98 09:00  Pat2Buy  $1,362.25  $0.00  1  $0.00  0.00%  $137.50  45.83%    $0.00  $0.00
   Sell  04/15/98 13:00  TrailLE  $1,362.25    $0.00  $750.00    ($162.50)  54.17%  0.00%  $0.00  $0.00
 77  Buy  04/20/98 11:30  Pat3Buy  $1,361.25  $0.00  1  $275.00  0.40%  $275.00  100.00%    $0.00  $0.00
   Sell  04/20/98 12:00  Pat3SEll  $1,366.75    $275.00  $1,025.00    $0.00  100.00%  100.00%  $0.00  $0.00
 78  Sell Short  04/20/98 12:00  Pat3SEll  $1,366.75  $0.00  1  $37.50  0.05%  $162.50  86.67%    $0.00  $0.00
   Buy to Cover  04/20/98 13:00  TrailSE  $1,366.00    $37.50  $1,062.50    ($25.00)  33.33%  20.00%  $0.00  $0.00
 79  Sell Short  04/27/98 07:30  Pat2Sell  $1,329.25  $0.00  1  $37.50  0.06%  $575.00  86.79%    $0.00  $0.00
   Buy to Cover  04/27/98 12:45  TrailSE  $1,328.50    $37.50  $1,100.00    ($87.50)  18.87%  5.66%  $0.00  $0.00
 80  Sell Short  04/28/98 08:45  Pat2Sell  $1,332.00  $0.00  1  $287.50  0.43%  $437.50  72.92%    $0.00  $0.00
   Buy to Cover  04/28/98 12:45  TrailSE  $1,326.25    $287.50  $1,387.50    ($162.50)  75.00%  47.92%  $0.00  $0.00
 81  Buy  05/05/98 08:00  Pat4Buy  $1,356.50  $0.00  1  $0.00  0.00%  $100.00  26.67%    $0.00  $0.00
   Sell  05/05/98 13:15  End of Day Exit  $1,356.50    $0.00  $1,387.50    ($275.00)  73.33%  0.00%  $0.00  $0.00
 82  Sell Short  05/07/98 07:00  Pat2Sell  $1,340.50  $0.00  1  $300.00  0.45%  $350.00  70.00%    $0.00  $0.00
   Buy to Cover  05/07/98 13:15  End of Day Exit  $1,334.50    $300.00  $1,687.50    ($150.00)  90.00%  60.00%  $0.00  $0.00
 83  Buy  05/11/98 10:00  Pat3Buy  $1,353.00  $0.00  1  ($350.00)  (0.52%)  $162.50  31.71%    $0.00  $0.00
   Sell  05/11/98 12:45  TrailLE  $1,346.00    ($350.00)  $1,337.50    ($350.00)  0.00%  (68.29%)  $0.00  $0.00
 84  Buy  05/18/98 09:30  Pat3Buy  $1,344.00  $0.00  1  $37.50  0.06%  $162.50  30.95%    $0.00  $0.00
   Sell  05/18/98 13:15  End of Day Exit  $1,344.75    $37.50  $1,375.00    ($362.50)  76.19%  7.14%  $0.00  $0.00
 85  Sell Short  05/19/98 11:00  Pat2Sell  $1,352.75  $0.00  1  $137.50  0.20%  $325.00  76.47%    $0.00  $0.00
   Buy to Cover  05/19/98 12:45  TrailSE  $1,350.00    $137.50  $1,512.50    ($100.00)  55.88%  32.35%  $0.00  $0.00
 86  Sell Short  05/20/98 07:00  Pat1Sell  $1,353.50  $0.00  1  ($137.50)  (0.20%)  $337.50  71.05%    $0.00  $0.00
   Buy to Cover  05/20/98 12:45  TrailSE  $1,356.25    ($137.50)  $1,375.00    ($137.50)  0.00%  (28.95%)  $0.00  $0.00
 87  Sell Short  05/28/98 08:15  Pat3SEll  $1,335.50  $0.00  1  ($50.00)  (0.07%)  $187.50  48.39%    $0.00  $0.00
   Buy to Cover  05/28/98 12:45  TrailSE  $1,336.50    ($50.00)  $1,325.00    ($200.00)  38.71%  (12.90%)  $0.00  $0.00
 88  Buy  06/01/98 07:00  Pat4Buy  $1,329.50  $0.00  1  ($300.00)  (0.45%)  $412.50  57.89%    $0.00  $0.00
   Sell  06/01/98 12:15  Sell#4  $1,323.50    ($300.00)  $1,025.00    ($300.00)  0.00%  (42.11%)  $0.00  $0.00
 89  Sell Short  06/03/98 10:15  Pat2Sell  $1,332.50  $0.00  1  $875.00  1.31%  $912.50  92.41%    $0.00  $0.00
   Buy to Cover  06/03/98 13:15  End of Day Exit  $1,315.00    $875.00  $1,900.00    ($75.00)  96.20%  88.61%  $0.00  $0.00
 90  Buy  06/10/98 07:00  Pat1Buy  $1,364.25  $0.00  1  $112.50  0.16%  $600.00  80.00%    $0.00  $0.00
   Sell  06/10/98 12:15  Sell#6  $1,366.50    $112.50  $2,012.50    ($150.00)  35.00%  15.00%  $0.00  $0.00
 91  Buy  06/15/98 07:00  Pat1Buy  $1,337.75  $0.00  1  ($250.00)  (0.37%)  $50.00  16.67%    $0.00  $0.00
   Sell  06/15/98 07:15  Sell  $1,332.75    ($250.00)  $1,762.50    ($250.00)  0.00%  (83.33%)  $0.00  $0.00
 92  Buy  06/17/98 07:00  Pat2Buy  $1,346.00  $0.00  1  $412.50  0.61%  $850.00  100.00%    $0.00  $0.00
   Sell  06/17/98 12:30  Pat5Sell  $1,354.25    $412.50  $2,175.00    $0.00  48.53%  48.53%  $0.00  $0.00
 93  Sell Short  06/17/98 12:30  Pat5Sell  $1,354.25  $0.00  1  ($100.00)  (0.15%)  $62.50  38.46%    $0.00  $0.00
   Buy to Cover  06/17/98 13:00  TrailSE  $1,356.25    ($100.00)  $2,075.00    ($100.00)  0.00%  (61.54%)  $0.00  $0.00
 94  Sell Short  06/23/98 08:30  Pat4Sell  $1,362.00  $0.00  1  ($287.50)  (0.42%)  $112.50  28.13%    $0.00  $0.00
   Buy to Cover  06/23/98 12:45  TrailSE  $1,367.75    ($287.50)  $1,787.50    ($287.50)  0.00%  (71.88%)  $0.00  $0.00
 95  Sell Short  06/29/98 10:30  Pat5Sell  $1,389.75  $0.00  1  $0.00  0.00%  $262.50  100.00%    $0.00  $0.00
   Buy to Cover  06/29/98 12:45  TrailSE  $1,389.75    $0.00  $1,787.50    $0.00  0.00%  0.00%  $0.00  $0.00
 96  Sell Short  06/30/98 10:45  Pat3SEll  $1,383.00  $0.00  1  $137.50  0.20%  $287.50  52.27%    $0.00  $0.00
   Buy to Cover  06/30/98 13:15  TrailSE  $1,380.25    $137.50  $1,925.00    ($262.50)  72.73%  25.00%  $0.00  $0.00
 97  Buy  07/01/98 07:00  Pat2Buy  $1,388.25  $0.00  1  ($287.50)  (0.41%)  $50.00  14.81%    $0.00  $0.00
   Sell  07/01/98 07:45  Pat5Sell  $1,382.50    ($287.50)  $1,637.50    ($287.50)  0.00%  (85.19%)  $0.00  $0.00
 98  Sell Short  07/01/98 07:45  Pat5Sell  $1,382.50  $0.00  1  ($425.00)  (0.61%)  $25.00  5.56%    $0.00  $0.00
   Buy to Cover  07/01/98 12:45  TrailSE  $1,391.00    ($425.00)  $1,212.50    ($425.00)  0.00%  (94.44%)  $0.00  $0.00
 99  Buy  07/02/98 10:15  Pat3Buy  $1,389.75  $0.00  1  $225.00  0.32%  $237.50  76.00%    $0.00  $0.00
   Sell  07/02/98 13:15  End of Day Exit  $1,394.25    $225.00  $1,437.50    ($75.00)  96.00%  72.00%  $0.00  $0.00
 100  Sell Short  07/07/98 08:15  Pat3SEll  $1,406.75  $0.00  1  $250.00  0.36%  $400.00  94.12%    $0.00  $0.00
   Buy to Cover  07/07/98 13:15  TrailSE  $1,401.75    $250.00  $1,687.50    ($25.00)  64.71%  58.82%  $0.00  $0.00
 101  Buy  07/09/98 10:30  Pat3Buy  $1,408.00  $0.00  1  ($187.50)  (0.27%)  $25.00  6.67%    $0.00  $0.00
   Sell  07/09/98 13:15  TrailLE  $1,404.25    ($187.50)  $1,500.00    ($350.00)  43.33%  (50.00%)  $0.00  $0.00
 102  Sell Short  07/20/98 08:15  Pat3SEll  $1,435.25  $0.00  1  $325.00  0.45%  $600.00  94.12%    $0.00  $0.00
   Buy to Cover  07/20/98 13:15  TrailSE  $1,428.75    $325.00  $1,825.00    ($37.50)  56.86%  50.98%  $0.00  $0.00
 103  Buy  07/30/98 07:30  Pat2Buy  $1,380.75  $0.00  1  $187.50  0.27%  $300.00  63.16%    $0.00  $0.00
   Sell  07/30/98 13:00  TrailLE  $1,384.50    $187.50  $2,012.50    ($175.00)  76.32%  39.47%  $0.00  $0.00
 104  Sell Short  08/04/98 07:30  Pat5Sell  $1,354.50  $0.00  1  $2,212.50  3.27%  $2,237.50  95.21%    $0.00  $0.00
   Buy to Cover  08/04/98 13:15  End of Day Exit  $1,310.25    $2,212.50  $4,225.00    ($112.50)  98.94%  94.15%  $0.00  $0.00
 105  Sell Short  08/05/98 09:00  Pat3SEll  $1,327.50  $0.00  1  $1,075.00  1.62%  $1,562.50  97.66%    $0.00  $0.00
   Buy to Cover  08/05/98 12:45  TrailSE  $1,306.00    $1,075.00  $5,300.00    ($37.50)  69.53%  67.19%  $0.00  $0.00
 106  Sell Short  08/10/98 09:30  Pat3SEll  $1,332.25  $0.00  1  $337.50  0.51%  $525.00  84.00%    $0.00  $0.00
   Buy to Cover  08/10/98 13:15  TrailSE  $1,325.50    $337.50  $5,637.50    ($100.00)  70.00%  54.00%  $0.00  $0.00
 107  Sell Short  08/13/98 08:00  Pat2Sell  $1,322.00  $0.00  1  $487.50  0.74%  $512.50  73.21%    $0.00  $0.00
   Buy to Cover  08/13/98 13:15  End of Day Exit  $1,312.25    $487.50  $6,125.00    ($187.50)  96.43%  69.64%  $0.00  $0.00
 108  Sell Short  08/19/98 08:15  Pat2Sell  $1,340.50  $0.00  1  $75.00  0.11%  $312.50  50.00%    $0.00  $0.00
   Buy to Cover  08/19/98 13:15  TrailSE  $1,339.00    $75.00  $6,200.00    ($312.50)  62.00%  12.00%  $0.00  $0.00
 109  Buy  08/21/98 09:15  Pat5Buy  $1,299.75  $0.00  1  $1,187.50  1.83%  $1,250.00  88.50%    $0.00  $0.00
   Sell  08/21/98 13:15  End of Day Exit  $1,323.50    $1,187.50  $7,387.50    ($162.50)  95.58%  84.07%  $0.00  $0.00
 110  Sell Short  08/25/98 11:30  Pat5Sell  $1,338.50  $0.00  1  $350.00  0.52%  $700.00  88.89%    $0.00  $0.00
   Buy to Cover  08/25/98 12:45  TrailSE  $1,331.50    $350.00  $7,737.50    ($87.50)  55.56%  44.44%  $0.00  $0.00
 111  Sell Short  09/01/98 09:00  Pat3SEll  $1,219.75  $0.00  1  ($500.00)  (0.82%)  $425.00  45.95%    $0.00  $0.00
   Buy to Cover  09/01/98 12:15  Cover#3  $1,229.75    ($500.00)  $7,237.50    ($500.00)  0.00%  (54.05%)  $0.00  $0.00
 112  Sell Short  09/02/98 09:30  Pat3SEll  $1,248.75  $0.00  1  $1,075.00  1.72%  $1,325.00  91.38%    $0.00  $0.00
   Buy to Cover  09/02/98 13:15  End of Day Exit  $1,227.25    $1,075.00  $8,312.50    ($125.00)  82.76%  74.14%  $0.00  $0.00
 113  Buy  09/03/98 07:45  Pat1Buy  $1,219.00  $0.00  1  ($250.00)  (0.41%)  $412.50  62.26%    $0.00  $0.00
   Sell  09/03/98 08:45  Sell  $1,214.00    ($250.00)  $8,062.50    ($250.00)  0.00%  (37.74%)  $0.00  $0.00
 114  Sell Short  09/08/98 08:45  Pat2Sell  $1,238.25  $0.00  1  ($350.00)  (0.57%)  $300.00  46.15%    $0.00  $0.00
   Buy to Cover  09/08/98 11:30  Cover#2  $1,245.25    ($350.00)  $7,712.50    ($350.00)  0.00%  (53.85%)  $0.00  $0.00
 115  Buy  09/09/98 07:00  Pat2Buy  $1,271.75  $0.00  1  ($350.00)  (0.55%)  $162.50  31.71%    $0.00  $0.00
   Sell  09/09/98 07:45  Sell#2  $1,264.75    ($350.00)  $7,362.50    ($350.00)  0.00%  (68.29%)  $0.00  $0.00
 116  Sell Short  09/10/98 07:00  Pat2Sell  $1,225.75  $0.00  1  ($350.00)  (0.57%)  $250.00  41.67%    $0.00  $0.00
   Buy to Cover  09/10/98 08:45  Cover#2  $1,232.75    ($350.00)  $7,012.50    ($350.00)  0.00%  (58.33%)  $0.00  $0.00
 117  Sell Short  09/14/98 08:15  Pat3SEll  $1,281.75  $0.00  1  $262.50  0.41%  $362.50  56.86%    $0.00  $0.00
   Buy to Cover  09/14/98 13:15  End of Day Exit  $1,276.50    $262.50  $7,275.00    ($275.00)  84.31%  41.18%  $0.00  $0.00
 118  Buy  09/21/98 07:00  Pat5Buy  $1,243.25  $0.00  1  $1,300.00  2.09%  $1,550.00  94.66%    $0.00  $0.00
   Sell  09/21/98 13:00  TrailLE  $1,269.25    $1,300.00  $8,575.00    ($87.50)  84.73%  79.39%  $0.00  $0.00
 119  Buy  09/22/98 07:00  Pat2Buy  $1,280.25  $0.00  1  ($350.00)  (0.55%)  $37.50  9.68%    $0.00  $0.00
   Sell  09/22/98 07:45  Sell#2  $1,273.25    ($350.00)  $8,225.00    ($350.00)  0.00%  (90.32%)  $0.00  $0.00
 120  Buy  09/23/98 08:45  Pat2Buy  $1,289.50  $0.00  1  $1,212.50  1.88%  $1,300.00  93.69%    $0.00  $0.00
   Sell  09/23/98 13:15  End of Day Exit  $1,313.75    $1,212.50  $9,437.50    ($87.50)  93.69%  87.39%  $0.00  $0.00
 121  Sell Short  09/30/98 07:45  Pat2Sell  $1,280.50  $0.00  1  $912.50  1.43%  $1,112.50  96.74%    $0.00  $0.00
   Buy to Cover  09/30/98 13:15  End of Day Exit  $1,262.25    $912.50  $10,350.00    ($37.50)  82.61%  79.35%  $0.00  $0.00
 122  Buy  10/01/98 07:00  Pat1Buy  $1,254.25  $0.00  1  ($250.00)  (0.40%)  $212.50  45.95%    $0.00  $0.00
   Sell  10/01/98 07:30  Sell  $1,249.25    ($250.00)  $10,100.00    ($250.00)  0.00%  (54.05%)  $0.00  $0.00
 123  Sell Short  10/06/98 08:00  Pat1Sell  $1,243.25  $0.00  1  ($250.00)  (0.40%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  10/06/98 08:15  Cover  $1,248.25    ($250.00)  $9,850.00    ($275.00)  9.09%  (90.91%)  $0.00  $0.00
 124  Buy  10/07/98 09:00  Pat3Buy  $1,221.00  $0.00  1  ($500.00)  (0.82%)  $300.00  37.50%    $0.00  $0.00
   Sell  10/07/98 11:45  Sell#3  $1,211.00    ($500.00)  $9,350.00    ($500.00)  0.00%  (62.50%)  $0.00  $0.00
 125  Sell Short  10/12/98 10:15  Pat2Sell  $1,246.75  $0.00  1  $225.00  0.36%  $350.00  62.22%    $0.00  $0.00
   Buy to Cover  10/12/98 13:15  TrailSE  $1,242.25    $225.00  $9,575.00    ($212.50)  77.78%  40.00%  $0.00  $0.00
 126  Sell Short  10/20/98 07:00  Pat4Sell  $1,318.00  $0.00  1  ($300.00)  (0.46%)  $12.50  4.00%    $0.00  $0.00
   Buy to Cover  10/20/98 07:15  Cover#4  $1,324.00    ($300.00)  $9,275.00    ($300.00)  0.00%  (96.00%)  $0.00  $0.00
 127  Sell Short  10/21/98 10:30  Pat3SEll  $1,312.50  $0.00  1  ($37.50)  (0.06%)  $187.50  40.54%    $0.00  $0.00
   Buy to Cover  10/21/98 12:45  TrailSE  $1,313.25    ($37.50)  $9,237.50    ($275.00)  51.35%  (8.11%)  $0.00  $0.00
 128  Sell Short  10/22/98 11:30  Pat3SEll  $1,313.25  $0.00  1  ($500.00)  (0.76%)  $25.00  4.76%    $0.00  $0.00
   Buy to Cover  10/22/98 12:30  Cover#3  $1,323.25    ($500.00)  $8,737.50    ($500.00)  0.00%  (95.24%)  $0.00  $0.00
 129  Buy  10/26/98 08:45  Pat2Buy  $1,317.00  $0.00  1  ($12.50)  (0.02%)  $462.50  68.52%    $0.00  $0.00
   Sell  10/26/98 13:15  End of Day Exit  $1,316.75    ($12.50)  $8,725.00    ($212.50)  29.63%  (1.85%)  $0.00  $0.00
 130  Buy  10/27/98 07:30  Pat2Buy  $1,328.25  $0.00  1  ($350.00)  (0.53%)  $100.00  22.22%    $0.00  $0.00
   Sell  10/27/98 08:15  Sell#2  $1,321.25    ($350.00)  $8,375.00    ($350.00)  0.00%  (77.78%)  $0.00  $0.00
 131  Sell Short  11/12/98 08:30  Pat3SEll  $1,364.00  $0.00  1  $175.00  0.26%  $475.00  69.09%    $0.00  $0.00
   Buy to Cover  11/12/98 13:15  TrailSE  $1,360.50    $175.00  $8,550.00    ($212.50)  56.36%  25.45%  $0.00  $0.00
 132  Buy  11/17/98 08:15  Pat3Buy  $1,372.75  $0.00  1  $762.50  1.11%  $1,050.00  84.00%    $0.00  $0.00
   Sell  11/17/98 12:45  TrailLE  $1,388.00    $762.50  $9,312.50    ($200.00)  77.00%  61.00%  $0.00  $0.00
 133  Sell Short  11/19/98 10:45  Pat3SEll  $1,391.25  $0.00  1  ($150.00)  (0.22%)  $75.00  27.27%    $0.00  $0.00
   Buy to Cover  11/19/98 12:45  TrailSE  $1,394.25    ($150.00)  $9,162.50    ($200.00)  18.18%  (54.55%)  $0.00  $0.00
 134  Sell Short  11/25/98 10:15  Pat3SEll  $1,425.25  $0.00  1  ($37.50)  (0.05%)  $162.50  61.90%    $0.00  $0.00
   Buy to Cover  11/25/98 13:15  TrailSE  $1,426.00    ($37.50)  $9,125.00    ($100.00)  23.81%  (14.29%)  $0.00  $0.00
 135  Sell Short  12/01/98 07:00  Pat2Sell  $1,390.75  $0.00  1  ($350.00)  (0.50%)  $162.50  31.71%    $0.00  $0.00
   Buy to Cover  12/01/98 08:45  Cover#2  $1,397.75    ($350.00)  $8,775.00    ($350.00)  0.00%  (68.29%)  $0.00  $0.00
 136  Sell Short  12/03/98 08:30  Pat2Sell  $1,404.75  $0.00  1  $175.00  0.25%  $175.00  82.35%    $0.00  $0.00
   Buy to Cover  12/03/98 09:00  Pat3Buy  $1,401.25    $175.00  $8,950.00    ($37.50)  100.00%  82.35%  $0.00  $0.00
 137  Buy  12/03/98 09:00  Pat3Buy  $1,401.25  $0.00  1  ($425.00)  (0.61%)  $350.00  45.16%    $0.00  $0.00
   Sell  12/03/98 13:00  TrailLE  $1,392.75    ($425.00)  $8,525.00    ($425.00)  0.00%  (54.84%)  $0.00  $0.00
 138  Sell Short  12/08/98 11:00  Pat2Sell  $1,438.50  $0.00  1  $537.50  0.75%  $912.50  100.00%    $0.00  $0.00
   Buy to Cover  12/08/98 12:45  TrailSE  $1,427.75    $537.50  $9,062.50    $0.00  58.90%  58.90%  $0.00  $0.00
 139  Buy  12/09/98 09:45  Pat3Buy  $1,425.50  $0.00  1  $262.50  0.37%  $475.00  90.48%    $0.00  $0.00
   Sell  12/09/98 12:45  TrailLE  $1,430.75    $262.50  $9,325.00    ($50.00)  59.52%  50.00%  $0.00  $0.00
 140  Buy  12/14/98 07:45  Pat1Buy  $1,404.50  $0.00  1  ($250.00)  (0.36%)  $162.50  39.39%    $0.00  $0.00
   Sell  12/14/98 09:15  Sell  $1,399.50    ($250.00)  $9,075.00    ($250.00)  0.00%  (60.61%)  $0.00  $0.00
 141  Sell Short  12/15/98 08:30  Pat3SEll  $1,399.25  $0.00  1  $262.50  0.38%  $262.50  72.41%    $0.00  $0.00
   Buy to Cover  12/15/98 11:00  Pat3Buy  $1,394.00    $262.50  $9,337.50    ($100.00)  100.00%  72.41%  $0.00  $0.00
 142  Buy  12/15/98 11:00  Pat3Buy  $1,394.00  $0.00  1  $850.00  1.22%  $937.50  96.15%    $0.00  $0.00
   Sell  12/15/98 13:15  End of Day Exit  $1,411.00    $850.00  $10,187.50    ($37.50)  91.03%  87.18%  $0.00  $0.00
 143  Sell Short  12/23/98 08:45  Pat3SEll  $1,464.75  $0.00  1  ($500.00)  (0.68%)  $150.00  23.08%    $0.00  $0.00
   Buy to Cover  12/23/98 12:30  Cover#3  $1,474.75    ($500.00)  $9,687.50    ($500.00)  0.00%  (76.92%)  $0.00  $0.00
 144  Sell Short  12/29/98 08:30  Pat3SEll  $1,475.25  $0.00  1  ($500.00)  (0.68%)  $25.00  4.76%    $0.00  $0.00
   Buy to Cover  12/29/98 09:00  Cover#3  $1,485.25    ($500.00)  $9,187.50    ($500.00)  0.00%  (95.24%)  $0.00  $0.00
 145  Buy  01/06/99 07:30  Pat2Buy  $1,507.50  $0.00  1  ($125.00)  (0.17%)  $112.50  47.37%    $0.00  $0.00
   Sell  01/06/99 08:15  Pat4Sell  $1,505.00    ($125.00)  $9,062.50    ($125.00)  0.00%  (52.63%)  $0.00  $0.00
 146  Sell Short  01/06/99 08:15  Pat4Sell  $1,505.00  $0.00  1  ($300.00)  (0.40%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  01/06/99 08:45  Cover#4  $1,511.00    ($300.00)  $8,762.50    ($300.00)  0.00%  (100.00%)  $0.00  $0.00
 147  Buy  01/13/99 07:15  Pat5Buy  $1,461.25  $0.00  1  $875.00  1.20%  $1,625.00  87.25%    $0.00  $0.00
   Sell  01/13/99 12:45  TrailLE  $1,478.75    $875.00  $9,637.50    ($237.50)  59.73%  46.98%  $0.00  $0.00
 148  Sell Short  01/19/99 07:45  Pat1Sell  $1,489.75  $0.00  1  ($250.00)  (0.34%)  $625.00  71.43%    $0.00  $0.00
   Buy to Cover  01/19/99 12:30  Cover  $1,494.75    ($250.00)  $9,387.50    ($250.00)  0.00%  (28.57%)  $0.00  $0.00
 149  Sell Short  01/20/99 07:00  Pat1Sell  $1,500.00  $0.00  1  ($250.00)  (0.33%)  $325.00  56.52%    $0.00  $0.00
   Buy to Cover  01/20/99 07:45  Cover  $1,505.00    ($250.00)  $9,137.50    ($250.00)  0.00%  (43.48%)  $0.00  $0.00
 150  Sell Short  01/20/99 12:15  Pat5Sell  $1,507.25  $0.00  1  $225.00  0.30%  $475.00  79.17%    $0.00  $0.00
   Buy to Cover  01/20/99 13:15  TrailSE  $1,502.75    $225.00  $9,362.50    ($125.00)  58.33%  37.50%  $0.00  $0.00
 151  Buy  01/28/99 07:00  Pat2Buy  $1,498.75  $0.00  1  $337.50  0.45%  $575.00  80.70%    $0.00  $0.00
   Sell  01/28/99 13:15  TrailLE  $1,505.50    $337.50  $9,700.00    ($137.50)  66.67%  47.37%  $0.00  $0.00
 152  Buy  01/29/99 08:45  Pat2Buy  $1,512.75  $0.00  1  $287.50  0.38%  $600.00  71.64%    $0.00  $0.00
   Sell  01/29/99 13:15  TrailLE  $1,518.50    $287.50  $9,987.50    ($237.50)  62.69%  34.33%  $0.00  $0.00
 153  Buy  02/03/99 07:00  Pat2Buy  $1,506.25  $0.00  1  ($350.00)  (0.46%)  $75.00  17.65%    $0.00  $0.00
   Sell  02/03/99 07:45  Sell#2  $1,499.25    ($350.00)  $9,637.50    ($350.00)  0.00%  (82.35%)  $0.00  $0.00
 154  Buy  02/11/99 07:45  Pat2Buy  $1,472.75  $0.00  1  $1,325.00  1.80%  $1,337.50  100.00%    $0.00  $0.00
   Sell  02/11/99 13:15  End of Day Exit  $1,499.25    $1,325.00  $10,962.50    $0.00  99.07%  99.07%  $0.00  $0.00
 155  Sell Short  02/12/99 07:30  Pat2Sell  $1,481.50  $0.00  1  $537.50  0.73%  $875.00  88.61%    $0.00  $0.00
   Buy to Cover  02/12/99 13:00  TrailSE  $1,470.75    $537.50  $11,500.00    ($112.50)  65.82%  54.43%  $0.00  $0.00
 156  Buy  02/16/99 10:15  Pat3Buy  $1,480.00  $0.00  1  ($125.00)  (0.17%)  $212.50  34.00%    $0.00  $0.00
   Sell  02/16/99 13:15  TrailLE  $1,477.50    ($125.00)  $11,375.00    ($412.50)  46.00%  (20.00%)  $0.00  $0.00
 157  Buy  02/17/99 07:00  Pat1Buy  $1,474.75  $0.00  1  ($250.00)  (0.34%)  $787.50  75.90%    $0.00  $0.00
   Sell  02/17/99 12:30  Sell  $1,469.75    ($250.00)  $11,125.00    ($250.00)  0.00%  (24.10%)  $0.00  $0.00
 158  Sell Short  02/18/99 08:15  Pat3SEll  $1,475.75  $0.00  1  ($25.00)  (0.03%)  $550.00  70.97%    $0.00  $0.00
   Buy to Cover  02/18/99 12:45  TrailSE  $1,476.25    ($25.00)  $11,100.00    ($225.00)  25.81%  (3.23%)  $0.00  $0.00
 159  Buy  02/25/99 09:00  Pat3Buy  $1,472.75  $0.00  1  ($500.00)  (0.68%)  $0.00  0.00%    $0.00  $0.00
   Sell  02/25/99 10:00  Sell#3  $1,462.75    ($500.00)  $10,600.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 160  Sell Short  02/26/99 09:15  Pat2Sell  $1,466.25  $0.00  1  ($350.00)  (0.48%)  $150.00  30.00%    $0.00  $0.00
   Buy to Cover  02/26/99 10:15  Cover#2  $1,473.25    ($350.00)  $10,250.00    ($350.00)  0.00%  (70.00%)  $0.00  $0.00
 161  Sell Short  03/02/99 09:00  Pat3SEll  $1,482.25  $0.00  1  $500.00  0.67%  $500.00  65.57%    $0.00  $0.00
   Buy to Cover  03/02/99 12:00  Pat3Buy  $1,472.25    $500.00  $10,750.00    ($262.50)  100.00%  65.57%  $0.00  $0.00
 162  Buy  03/02/99 12:00  Pat3Buy  $1,472.25  $0.00  1  ($412.50)  (0.56%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/02/99 12:45  TrailLE  $1,464.00    ($412.50)  $10,337.50    ($412.50)  0.00%  (100.00%)  $0.00  $0.00
 163  Buy  03/04/99 11:00  Pat3Buy  $1,475.00  $0.00  1  $575.00  0.78%  $687.50  62.50%    $0.00  $0.00
   Sell  03/04/99 13:15  End of Day Exit  $1,486.50    $575.00  $10,912.50    ($412.50)  89.77%  52.27%  $0.00  $0.00
 164  Sell Short  03/05/99 09:00  Pat2Sell  $1,505.00  $0.00  1  ($350.00)  (0.47%)  $237.50  40.43%    $0.00  $0.00
   Buy to Cover  03/05/99 12:30  Cover#2  $1,512.00    ($350.00)  $10,562.50    ($350.00)  0.00%  (59.57%)  $0.00  $0.00
 165  Buy  03/08/99 10:15  Pat2Buy  $1,526.75  $0.00  1  $250.00  0.33%  $400.00  76.19%    $0.00  $0.00
   Sell  03/08/99 13:15  End of Day Exit  $1,531.75    $250.00  $10,812.50    ($125.00)  71.43%  47.62%  $0.00  $0.00
 166  Buy  03/09/99 07:15  Pat4Buy  $1,517.00  $0.00  1  $200.00  0.26%  $1,025.00  100.00%    $0.00  $0.00
   Sell  03/09/99 10:00  Sell#6  $1,521.00    $200.00  $11,012.50    $0.00  19.51%  19.51%  $0.00  $0.00
 167  Sell Short  03/10/99 09:30  Pat3SEll  $1,521.50  $0.00  1  ($162.50)  (0.21%)  $237.50  59.38%    $0.00  $0.00
   Buy to Cover  03/10/99 12:45  TrailSE  $1,524.75    ($162.50)  $10,850.00    ($162.50)  0.00%  (40.63%)  $0.00  $0.00
 168  Sell Short  03/15/99 08:15  Pat3SEll  $1,541.25  $0.00  1  ($25.00)  (0.03%)  $162.50  48.15%    $0.00  $0.00
   Buy to Cover  03/15/99 12:45  TrailSE  $1,541.75    ($25.00)  $10,825.00    ($175.00)  44.44%  (7.41%)  $0.00  $0.00
 169  Buy  03/18/99 07:00  Pat2Buy  $1,540.75  $0.00  1  $750.00  0.97%  $825.00  89.19%    $0.00  $0.00
   Sell  03/18/99 13:15  End of Day Exit  $1,555.75    $750.00  $11,575.00    ($100.00)  91.89%  81.08%  $0.00  $0.00
 170  Sell Short  03/19/99 09:00  Pat2Sell  $1,550.50  $0.00  1  $262.50  0.34%  $625.00  70.42%    $0.00  $0.00
   Buy to Cover  03/19/99 12:45  TrailSE  $1,545.25    $262.50  $11,837.50    ($262.50)  59.15%  29.58%  $0.00  $0.00
 171  Buy  03/23/99 07:00  Pat4Buy  $1,525.25  $0.00  1  ($400.00)  (0.52%)  $25.00  5.56%    $0.00  $0.00
   Sell  03/23/99 07:15  Sell#4  $1,517.25    ($400.00)  $11,437.50    ($425.00)  5.56%  (88.89%)  $0.00  $0.00
 172  Buy  03/30/99 09:00  Pat2Buy  $1,541.75  $0.00  1  ($225.00)  (0.29%)  $187.50  35.71%    $0.00  $0.00
   Sell  03/30/99 12:45  TrailLE  $1,537.25    ($225.00)  $11,212.50    ($337.50)  21.43%  (42.86%)  $0.00  $0.00
 173  Buy  04/01/99 10:30  Pat2Buy  $1,524.50  $0.00  1  $187.50  0.25%  $225.00  47.37%    $0.00  $0.00
   Sell  04/01/99 13:15  End of Day Exit  $1,528.25    $187.50  $11,400.00    ($250.00)  92.11%  39.47%  $0.00  $0.00
 174  Sell Short  04/05/99 07:00  Pat5Sell  $1,538.00  $0.00  1  ($500.00)  (0.65%)  $150.00  23.08%    $0.00  $0.00
   Buy to Cover  04/05/99 08:15  Cover#5  $1,548.00    ($500.00)  $10,900.00    ($500.00)  0.00%  (76.92%)  $0.00  $0.00
 175  Sell Short  04/05/99 11:15  Pat5Sell  $1,551.00  $0.00  1  ($212.50)  (0.27%)  $50.00  18.18%    $0.00  $0.00
   Buy to Cover  04/05/99 13:00  TrailSE  $1,555.25    ($212.50)  $10,687.50    ($225.00)  4.55%  (77.27%)  $0.00  $0.00
 176  Sell Short  04/07/99 07:45  Pat1Sell  $1,561.00  $0.00  1  $137.50  0.18%  $725.00  84.06%    $0.00  $0.00
   Buy to Cover  04/07/99 12:00  Cover#6  $1,558.25    $137.50  $10,825.00    ($137.50)  31.88%  15.94%  $0.00  $0.00
 177  Buy  04/12/99 07:30  Pat1Buy  $1,574.25  $0.00  1  $762.50  0.97%  $987.50  96.34%    $0.00  $0.00
   Sell  04/12/99 13:00  TrailLE  $1,589.50    $762.50  $11,587.50    ($37.50)  78.05%  74.39%  $0.00  $0.00
 178  Buy  04/14/99 09:30  Pat2Buy  $1,585.00  $0.00  1  ($350.00)  (0.44%)  $137.50  28.21%    $0.00  $0.00
   Sell  04/14/99 11:00  Sell#2  $1,578.00    ($350.00)  $11,237.50    ($350.00)  0.00%  (71.79%)  $0.00  $0.00
 179  Sell Short  04/19/99 10:15  Pat1Sell  $1,555.50  $0.00  1  $1,587.50  2.04%  $2,012.50  100.00%    $0.00  $0.00
   Buy to Cover  04/19/99 13:15  TrailSE  $1,523.75    $1,587.50  $12,825.00    $0.00  78.88%  78.88%  $0.00  $0.00
 180  Sell Short  04/20/99 09:45  Pat3SEll  $1,537.50  $0.00  1  $175.00  0.23%  $487.50  75.00%    $0.00  $0.00
   Buy to Cover  04/20/99 13:00  TrailSE  $1,534.00    $175.00  $13,000.00    ($162.50)  51.92%  26.92%  $0.00  $0.00
 181  Sell Short  04/22/99 10:15  Pat3SEll  $1,585.50  $0.00  1  ($187.50)  (0.24%)  $500.00  72.73%    $0.00  $0.00
   Buy to Cover  04/22/99 12:45  TrailSE  $1,589.25    ($187.50)  $12,812.50    ($187.50)  0.00%  (27.27%)  $0.00  $0.00
 182  Sell Short  04/27/99 07:15  Pat5Sell  $1,597.75  $0.00  1  ($50.00)  (0.06%)  $500.00  78.43%    $0.00  $0.00
   Buy to Cover  04/27/99 12:45  TrailSE  $1,598.75    ($50.00)  $12,762.50    ($137.50)  13.73%  (7.84%)  $0.00  $0.00
 183  Sell Short  04/28/99 08:15  Pat2Sell  $1,591.50  $0.00  1  $325.00  0.41%  $625.00  75.76%    $0.00  $0.00
   Buy to Cover  04/28/99 13:15  TrailSE  $1,585.00    $325.00  $13,087.50    ($200.00)  63.64%  39.39%  $0.00  $0.00
 184  Buy  04/30/99 08:15  Pat2Buy  $1,581.75  $0.00  1  ($350.00)  (0.44%)  $125.00  26.32%    $0.00  $0.00
   Sell  04/30/99 10:00  Sell#2  $1,574.75    ($350.00)  $12,737.50    ($350.00)  0.00%  (73.68%)  $0.00  $0.00
 185  Buy  05/11/99 07:00  Pat2Buy  $1,581.50  $0.00  1  ($350.00)  (0.44%)  $475.00  57.58%    $0.00  $0.00
   Sell  05/11/99 12:00  Sell#2  $1,574.50    ($350.00)  $12,387.50    ($350.00)  0.00%  (42.42%)  $0.00  $0.00
 186  Buy  05/12/99 07:15  Pat4Buy  $1,577.25  $0.00  1  $775.00  0.98%  $1,050.00  80.00%    $0.00  $0.00
   Sell  05/12/99 13:00  TrailLE  $1,592.75    $775.00  $13,162.50    ($262.50)  79.05%  59.05%  $0.00  $0.00
 187  Sell Short  05/13/99 09:30  Pat3SEll  $1,603.75  $0.00  1  $200.00  0.25%  $200.00  59.26%    $0.00  $0.00
   Buy to Cover  05/13/99 11:30  Pat3Buy  $1,599.75    $200.00  $13,362.50    ($137.50)  100.00%  59.26%  $0.00  $0.00
 188  Buy  05/13/99 11:30  Pat3Buy  $1,599.75  $0.00  1  $0.00  0.00%  $150.00  38.71%    $0.00  $0.00
   Sell  05/13/99 13:00  TrailLE  $1,599.75    $0.00  $13,362.50    ($237.50)  61.29%  0.00%  $0.00  $0.00
 189  Sell Short  05/20/99 08:15  Pat3SEll  $1,580.50  $0.00  1  $675.00  0.85%  $750.00  100.00%    $0.00  $0.00
   Buy to Cover  05/20/99 13:15  End of Day Exit  $1,567.00    $675.00  $14,037.50    $0.00  90.00%  90.00%  $0.00  $0.00
 190  Sell Short  05/26/99 07:30  Pat2Sell  $1,508.50  $0.00  1  ($350.00)  (0.46%)  $175.00  33.33%    $0.00  $0.00
   Buy to Cover  05/26/99 08:00  Cover#2  $1,515.50    ($350.00)  $13,687.50    ($350.00)  0.00%  (66.67%)  $0.00  $0.00
 191  Sell Short  05/27/99 07:30  Pat2Sell  $1,517.75  $0.00  1  ($350.00)  (0.46%)  $125.00  26.32%    $0.00  $0.00
   Buy to Cover  05/27/99 08:30  Cover#2  $1,524.75    ($350.00)  $13,337.50    ($350.00)  0.00%  (73.68%)  $0.00  $0.00
 192  Sell Short  06/03/99 09:30  Pat2Sell  $1,521.75  $0.00  1  ($350.00)  (0.46%)  $237.50  40.43%    $0.00  $0.00
   Buy to Cover  06/03/99 11:30  Cover#2  $1,528.75    ($350.00)  $12,987.50    ($350.00)  0.00%  (59.57%)  $0.00  $0.00
 193  Buy  06/04/99 07:30  Pat2Buy  $1,539.00  $0.00  1  $750.00  0.97%  $825.00  80.49%    $0.00  $0.00
   Sell  06/04/99 13:15  End of Day Exit  $1,554.00    $750.00  $13,737.50    ($200.00)  92.68%  73.17%  $0.00  $0.00
 194  Sell Short  06/08/99 09:30  Pat5Sell  $1,565.25  $0.00  1  $400.00  0.51%  $662.50  88.33%    $0.00  $0.00
   Buy to Cover  06/08/99 13:00  TrailSE  $1,557.25    $400.00  $14,137.50    ($87.50)  65.00%  53.33%  $0.00  $0.00
 195  Sell Short  06/15/99 07:45  Pat4Sell  $1,530.25  $0.00  1  $175.00  0.23%  $500.00  64.52%    $0.00  $0.00
   Buy to Cover  06/15/99 13:00  TrailSE  $1,526.75    $175.00  $14,312.50    ($275.00)  58.06%  22.58%  $0.00  $0.00
 196  Buy  06/17/99 07:30  Pat2Buy  $1,560.00  $0.00  1  $250.00  0.32%  $412.50  55.00%    $0.00  $0.00
   Sell  06/17/99 13:00  TrailLE  $1,565.00    $250.00  $14,562.50    ($337.50)  78.33%  33.33%  $0.00  $0.00
 197  Buy  06/23/99 07:45  Pat4Buy  $1,549.00  $0.00  1  $262.50  0.34%  $437.50  79.55%    $0.00  $0.00
   Sell  06/23/99 13:15  TrailLE  $1,554.25    $262.50  $14,825.00    ($112.50)  68.18%  47.73%  $0.00  $0.00
 198  Sell Short  07/01/99 09:00  Pat3SEll  $1,597.00  $0.00  1  ($350.00)  (0.44%)  $187.50  34.88%    $0.00  $0.00
   Buy to Cover  07/01/99 12:45  TrailSE  $1,604.00    ($350.00)  $14,475.00    ($350.00)  0.00%  (65.12%)  $0.00  $0.00
 199  Sell Short  07/07/99 11:15  Pat3SEll  $1,613.75  $0.00  1  ($125.00)  (0.15%)  $337.50  72.97%    $0.00  $0.00
   Buy to Cover  07/07/99 12:45  TrailSE  $1,616.25    ($125.00)  $14,350.00    ($125.00)  0.00%  (27.03%)  $0.00  $0.00
 200  Buy  07/08/99 08:00  Pat2Buy  $1,617.00  $0.00  1  ($175.00)  (0.22%)  $450.00  66.67%    $0.00  $0.00
   Sell  07/08/99 12:45  TrailLE  $1,613.50    ($175.00)  $14,175.00    ($225.00)  7.41%  (25.93%)  $0.00  $0.00
 201  Buy  07/12/99 10:15  Pat2Buy  $1,621.25  $0.00  1  ($125.00)  (0.15%)  $175.00  40.00%    $0.00  $0.00
   Sell  07/12/99 13:15  End of Day Exit  $1,618.75    ($125.00)  $14,050.00    ($262.50)  31.43%  (28.57%)  $0.00  $0.00
 202  Sell Short  07/13/99 07:00  Pat2Sell  $1,608.75  $0.00  1  ($350.00)  (0.44%)  $12.50  3.45%    $0.00  $0.00
   Buy to Cover  07/13/99 08:00  Cover#2  $1,615.75    ($350.00)  $13,700.00    ($350.00)  0.00%  (96.55%)  $0.00  $0.00
 203  Buy  07/14/99 08:30  Pat1Buy  $1,608.75  $0.00  1  $337.50  0.42%  $600.00  92.31%    $0.00  $0.00
   Sell  07/14/99 12:45  TrailLE  $1,615.50    $337.50  $14,037.50    ($50.00)  59.62%  51.92%  $0.00  $0.00
 204  Sell Short  07/15/99 08:00  Pat5Sell  $1,622.75  $0.00  1  ($287.50)  (0.35%)  $37.50  8.82%    $0.00  $0.00
   Buy to Cover  07/15/99 13:00  TrailSE  $1,628.50    ($287.50)  $13,750.00    ($387.50)  23.53%  (67.65%)  $0.00  $0.00
 205  Buy  07/20/99 08:15  Pat3Buy  $1,609.25  $0.00  1  ($500.00)  (0.62%)  $25.00  4.76%    $0.00  $0.00
   Sell  07/20/99 10:00  Sell#3  $1,599.25    ($500.00)  $13,250.00    ($500.00)  0.00%  (95.24%)  $0.00  $0.00
 206  Sell Short  07/21/99 08:15  Pat3SEll  $1,605.50  $0.00  1  $500.00  0.62%  $750.00  98.36%    $0.00  $0.00
   Buy to Cover  07/21/99 12:45  TrailSE  $1,595.50    $500.00  $13,750.00    ($12.50)  67.21%  65.57%  $0.00  $0.00
 207  Buy  07/26/99 08:30  Pat5Buy  $1,575.50  $0.00  1  ($500.00)  (0.63%)  $100.00  16.67%    $0.00  $0.00
   Sell  07/26/99 12:15  Sell#5  $1,565.50    ($500.00)  $13,250.00    ($500.00)  0.00%  (83.33%)  $0.00  $0.00
 208  Sell Short  07/28/99 09:00  Pat3SEll  $1,582.00  $0.00  1  ($125.00)  (0.16%)  $87.50  20.59%    $0.00  $0.00
   Buy to Cover  07/28/99 13:15  TrailSE  $1,584.50    ($125.00)  $13,125.00    ($337.50)  50.00%  (29.41%)  $0.00  $0.00
 209  Sell Short  07/29/99 07:45  Pat2Sell  $1,558.00  $0.00  1  ($50.00)  (0.06%)  $475.00  65.52%    $0.00  $0.00
   Buy to Cover  07/29/99 12:45  TrailSE  $1,559.00    ($50.00)  $13,075.00    ($250.00)  27.59%  (6.90%)  $0.00  $0.00
 210  Sell Short  08/03/99 07:45  Pat2Sell  $1,540.25  $0.00  1  ($350.00)  (0.45%)  $162.50  31.71%    $0.00  $0.00
   Buy to Cover  08/03/99 08:15  Cover#2  $1,547.25    ($350.00)  $12,725.00    ($350.00)  0.00%  (68.29%)  $0.00  $0.00
 211  Sell Short  08/05/99 09:00  Pat3SEll  $1,521.50  $0.00  1  ($400.00)  (0.53%)  $100.00  19.05%    $0.00  $0.00
   Buy to Cover  08/05/99 13:15  TrailSE  $1,529.50    ($400.00)  $12,325.00    ($425.00)  4.76%  (76.19%)  $0.00  $0.00
 212  Sell Short  08/06/99 08:00  Pat2Sell  $1,520.50  $0.00  1  $250.00  0.33%  $600.00  64.00%    $0.00  $0.00
   Buy to Cover  08/06/99 12:45  TrailSE  $1,515.50    $250.00  $12,575.00    ($337.50)  62.67%  26.67%  $0.00  $0.00
 213  Buy  08/09/99 11:30  Pat3Buy  $1,516.00  $0.00  1  ($150.00)  (0.20%)  $162.50  46.43%    $0.00  $0.00
   Sell  08/09/99 13:00  TrailLE  $1,513.00    ($150.00)  $12,425.00    ($187.50)  10.71%  (42.86%)  $0.00  $0.00
 214  Buy  08/10/99 07:30  Pat4Buy  $1,504.50  $0.00  1  ($362.50)  (0.48%)  $137.50  26.19%    $0.00  $0.00
   Sell  08/10/99 07:45  Sell#4  $1,497.25    ($362.50)  $12,062.50    ($387.50)  4.76%  (69.05%)  $0.00  $0.00
 215  Sell Short  08/11/99 10:45  Pat3SEll  $1,507.50  $0.00  1  ($462.50)  (0.61%)  $62.50  11.90%    $0.00  $0.00
   Buy to Cover  08/11/99 12:45  TrailSE  $1,516.75    ($462.50)  $11,600.00    ($462.50)  0.00%  (88.10%)  $0.00  $0.00
 216  Buy  08/12/99 11:30  Pat3Buy  $1,519.25  $0.00  1  ($12.50)  (0.02%)  $225.00  66.67%    $0.00  $0.00
   Sell  08/12/99 12:45  TrailLE  $1,519.00    ($12.50)  $11,587.50    ($112.50)  29.63%  (3.70%)  $0.00  $0.00
 217  Buy  08/13/99 07:00  Pat2Buy  $1,532.00  $0.00  1  $587.50  0.77%  $600.00  87.27%    $0.00  $0.00
   Sell  08/13/99 13:15  End of Day Exit  $1,543.75    $587.50  $12,175.00    ($87.50)  98.18%  85.45%  $0.00  $0.00
 218  Buy  08/16/99 10:30  Pat3Buy  $1,539.75  $0.00  1  $487.50  0.63%  $500.00  70.18%    $0.00  $0.00
   Sell  08/16/99 13:15  End of Day Exit  $1,549.50    $487.50  $12,662.50    ($212.50)  98.25%  68.42%  $0.00  $0.00
 219  Sell Short  08/17/99 07:15  Pat1Sell  $1,552.75  $0.00  1  ($25.00)  (0.03%)  $475.00  88.37%    $0.00  $0.00
   Buy to Cover  08/17/99 12:45  TrailSE  $1,553.25    ($25.00)  $12,637.50    ($62.50)  6.98%  (4.65%)  $0.00  $0.00
 220  Sell Short  08/18/99 09:00  Pat3SEll  $1,554.75  $0.00  1  $500.00  0.64%  $537.50  95.56%    $0.00  $0.00
   Buy to Cover  08/18/99 13:15  End of Day Exit  $1,544.75    $500.00  $13,137.50    ($25.00)  93.33%  88.89%  $0.00  $0.00
 221  Buy  08/19/99 10:45  Pat1Buy  $1,542.00  $0.00  1  ($250.00)  (0.32%)  $62.50  20.00%    $0.00  $0.00
   Sell  08/19/99 11:45  Sell  $1,537.00    ($250.00)  $12,887.50    ($250.00)  0.00%  (80.00%)  $0.00  $0.00
 222  Buy  08/20/99 07:30  Pat2Buy  $1,543.50  $0.00  1  $375.00  0.49%  $462.50  92.50%    $0.00  $0.00
   Sell  08/20/99 13:15  End of Day Exit  $1,551.00    $375.00  $13,262.50    ($37.50)  82.50%  75.00%  $0.00  $0.00
 223  Sell Short  08/23/99 10:30  Pat2Sell  $1,564.00  $0.00  1  ($350.00)  (0.45%)  $37.50  9.68%    $0.00  $0.00
   Buy to Cover  08/23/99 12:45  Cover#2  $1,571.00    ($350.00)  $12,912.50    ($350.00)  0.00%  (90.32%)  $0.00  $0.00
 224  Buy  08/24/99 08:45  Pat2Buy  $1,575.00  $0.00  1  $37.50  0.05%  $37.50  75.00%    $0.00  $0.00
   Sell  08/24/99 08:45  Pat3SEll  $1,575.75    $37.50  $12,950.00    ($12.50)  100.00%  75.00%  $0.00  $0.00
 225  Sell Short  08/24/99 08:45  Pat3SEll  $1,575.75  $0.00  1  ($500.00)  (0.63%)  $362.50  42.03%    $0.00  $0.00
   Buy to Cover  08/24/99 11:15  Cover#3  $1,585.75    ($500.00)  $12,450.00    ($500.00)  0.00%  (57.97%)  $0.00  $0.00
 226  Sell Short  08/25/99 11:00  Pat3SEll  $1,583.00  $0.00  1  ($500.00)  (0.63%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  08/25/99 12:30  Cover#3  $1,593.00    ($500.00)  $11,950.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 227  Sell Short  09/01/99 10:45  Pat2Sell  $1,537.25  $0.00  1  ($200.00)  (0.26%)  $262.50  53.85%    $0.00  $0.00
   Buy to Cover  09/01/99 12:45  TrailSE  $1,541.25    ($200.00)  $11,750.00    ($225.00)  5.13%  (41.03%)  $0.00  $0.00
 228  Buy  09/08/99 07:00  Pat4Buy  $1,553.75  $0.00  1  $137.50  0.18%  $712.50  90.48%    $0.00  $0.00
   Sell  09/08/99 10:45  Sell#6  $1,556.50    $137.50  $11,887.50    ($75.00)  26.98%  17.46%  $0.00  $0.00
 229  Sell Short  09/09/99 11:15  Pat1Sell  $1,564.75  $0.00  1  ($250.00)  (0.32%)  $237.50  48.72%    $0.00  $0.00
   Buy to Cover  09/09/99 12:30  Cover  $1,569.75    ($250.00)  $11,637.50    ($250.00)  0.00%  (51.28%)  $0.00  $0.00
 230  Sell Short  09/13/99 07:45  Pat2Sell  $1,556.25  $0.00  1  $0.00  0.00%  $175.00  56.00%    $0.00  $0.00
   Buy to Cover  09/13/99 12:45  TrailSE  $1,556.25    $0.00  $11,637.50    ($137.50)  44.00%  0.00%  $0.00  $0.00
 231  Buy  09/14/99 07:00  Pat4Buy  $1,549.00  $0.00  1  ($300.00)  (0.39%)  $125.00  29.41%    $0.00  $0.00
   Sell  09/14/99 08:45  Sell#4  $1,543.00    ($300.00)  $11,337.50    ($300.00)  0.00%  (70.59%)  $0.00  $0.00
 232  Buy  09/14/99 09:45  Pat5Buy  $1,546.75  $0.00  1  ($37.50)  (0.05%)  $287.50  69.70%    $0.00  $0.00
   Sell  09/14/99 12:45  TrailLE  $1,546.00    ($37.50)  $11,300.00    ($125.00)  21.21%  (9.09%)  $0.00  $0.00
 233  Sell Short  09/15/99 07:00  Pat4Sell  $1,556.75  $0.00  1  $762.50  0.98%  $1,062.50  96.59%    $0.00  $0.00
   Buy to Cover  09/15/99 12:45  TrailSE  $1,541.50    $762.50  $12,062.50    ($37.50)  72.73%  69.32%  $0.00  $0.00
 234  Buy  09/17/99 07:30  Pat2Buy  $1,538.75  $0.00  1  $225.00  0.29%  $500.00  75.47%    $0.00  $0.00
   Sell  09/17/99 13:00  TrailLE  $1,543.25    $225.00  $12,287.50    ($162.50)  58.49%  33.96%  $0.00  $0.00
 235  Sell Short  09/23/99 07:30  Pat2Sell  $1,516.50  $0.00  1  ($350.00)  (0.46%)  $487.50  58.21%    $0.00  $0.00
   Buy to Cover  09/23/99 10:00  Cover#2  $1,523.50    ($350.00)  $11,937.50    ($350.00)  0.00%  (41.79%)  $0.00  $0.00
 236  Buy  09/27/99 07:00  Pat2Buy  $1,498.75  $0.00  1  ($325.00)  (0.43%)  $262.50  44.68%    $0.00  $0.00
   Sell  09/27/99 11:30  Pat5Sell  $1,492.25    ($325.00)  $11,612.50    ($325.00)  0.00%  (55.32%)  $0.00  $0.00
 237  Sell Short  09/27/99 11:30  Pat5Sell  $1,492.25  $0.00  1  $0.00  0.00%  $75.00  13.33%    $0.00  $0.00
   Buy to Cover  09/27/99 13:15  End of Day Exit  $1,492.25    $0.00  $11,612.50    ($487.50)  86.67%  0.00%  $0.00  $0.00
 238  Buy  09/28/99 11:15  Pat5Buy  $1,471.00  $0.00  1  $887.50  1.21%  $1,162.50  89.42%    $0.00  $0.00
   Sell  09/28/99 13:15  TrailLE  $1,488.75    $887.50  $12,500.00    ($137.50)  78.85%  68.27%  $0.00  $0.00
 239  Sell Short  10/04/99 10:15  Pat2Sell  $1,502.50  $0.00  1  ($337.50)  (0.45%)  $12.50  3.57%    $0.00  $0.00
   Buy to Cover  10/04/99 12:45  TrailSE  $1,509.25    ($337.50)  $12,162.50    ($337.50)  0.00%  (96.43%)  $0.00  $0.00
 240  Buy  10/05/99 11:45  Pat3Buy  $1,506.75  $0.00  1  ($500.00)  (0.66%)  $12.50  2.44%    $0.00  $0.00
   Sell  10/05/99 12:15  Sell#3  $1,496.75    ($500.00)  $11,662.50    ($500.00)  0.00%  (97.56%)  $0.00  $0.00
 241  Buy  10/11/99 10:15  Pat3Buy  $1,540.50  $0.00  1  $162.50  0.21%  $250.00  66.67%    $0.00  $0.00
   Sell  10/11/99 12:45  TrailLE  $1,543.75    $162.50  $11,825.00    ($125.00)  76.67%  43.33%  $0.00  $0.00
 242  Sell Short  10/12/99 07:00  Pat2Sell  $1,534.50  $0.00  1  $687.50  0.90%  $875.00  100.00%    $0.00  $0.00
   Buy to Cover  10/12/99 13:00  TrailSE  $1,520.75    $687.50  $12,512.50    $0.00  78.57%  78.57%  $0.00  $0.00
 243  Buy  10/14/99 08:30  Pat3Buy  $1,478.50  $0.00  1  $737.50  1.00%  $737.50  67.05%    $0.00  $0.00
   Sell  10/14/99 10:30  Pat3SEll  $1,493.25    $737.50  $13,250.00    ($362.50)  100.00%  67.05%  $0.00  $0.00
 244  Sell Short  10/14/99 10:30  Pat3SEll  $1,493.25  $0.00  1  $375.00  0.50%  $525.00  82.35%    $0.00  $0.00
   Buy to Cover  10/14/99 13:15  End of Day Exit  $1,485.75    $375.00  $13,625.00    ($112.50)  76.47%  58.82%  $0.00  $0.00
 245  Sell Short  10/15/99 07:00  Pat2Sell  $1,458.00  $0.00  1  ($175.00)  (0.24%)  $212.50  54.84%    $0.00  $0.00
   Buy to Cover  10/15/99 07:15  Pat4Buy  $1,461.50    ($175.00)  $13,450.00    ($175.00)  0.00%  (45.16%)  $0.00  $0.00
 246  Buy  10/15/99 07:15  Pat4Buy  $1,461.50  $0.00  1  ($300.00)  (0.41%)  $450.00  60.00%    $0.00  $0.00
   Sell  10/15/99 12:00  Sell#4  $1,455.50    ($300.00)  $13,150.00    ($300.00)  0.00%  (40.00%)  $0.00  $0.00
 247  Buy  10/21/99 08:45  Pat2Buy  $1,479.50  $0.00  1  ($350.00)  (0.47%)  $25.00  6.67%    $0.00  $0.00
   Sell  10/21/99 09:30  Sell#2  $1,472.50    ($350.00)  $12,800.00    ($350.00)  0.00%  (93.33%)  $0.00  $0.00
 248  Buy  10/22/99 07:00  Pat2Buy  $1,501.00  $0.00  1  $437.50  0.58%  $625.00  84.75%    $0.00  $0.00
   Sell  10/22/99 13:00  TrailLE  $1,509.75    $437.50  $13,237.50    ($112.50)  74.58%  59.32%  $0.00  $0.00
 249  Buy  10/28/99 07:00  Pat2Buy  $1,527.00  $0.00  1  $700.00  0.92%  $900.00  83.72%    $0.00  $0.00
   Sell  10/28/99 12:45  TrailLE  $1,541.00    $700.00  $13,937.50    ($175.00)  81.40%  65.12%  $0.00  $0.00
 250  Sell Short  10/29/99 11:00  Pat2Sell  $1,570.75  $0.00  1  $125.00  0.16%  $437.50  62.50%    $0.00  $0.00
   Buy to Cover  10/29/99 13:15  TrailSE  $1,568.25    $125.00  $14,062.50    ($262.50)  55.36%  17.86%  $0.00  $0.00
 251  Buy  11/23/99 08:00  Pat4Buy  $1,607.00  $0.00  1  ($75.00)  (0.09%)  $237.50  52.78%    $0.00  $0.00
   Sell  11/23/99 12:45  TrailLE  $1,605.50    ($75.00)  $13,987.50    ($212.50)  30.56%  (16.67%)  $0.00  $0.00
 252  Sell Short  11/24/99 08:15  Pat3SEll  $1,610.00  $0.00  1  ($500.00)  (0.62%)  $175.00  25.93%    $0.00  $0.00
   Buy to Cover  11/24/99 12:15  Cover#3  $1,620.00    ($500.00)  $13,487.50    ($500.00)  0.00%  (74.07%)  $0.00  $0.00
 253  Buy  11/29/99 12:00  Pat3Buy  $1,605.50  $0.00  1  ($25.00)  (0.03%)  $175.00  63.64%    $0.00  $0.00
   Sell  11/29/99 12:45  TrailLE  $1,605.00    ($25.00)  $13,462.50    ($100.00)  27.27%  (9.09%)  $0.00  $0.00
 254  Sell Short  12/15/99 07:30  Pat2Sell  $1,599.75  $0.00  1  ($350.00)  (0.44%)  $125.00  26.32%    $0.00  $0.00
   Buy to Cover  12/15/99 08:30  Cover#2  $1,606.75    ($350.00)  $13,112.50    ($350.00)  0.00%  (73.68%)  $0.00  $0.00
 255  Buy  12/16/99 07:00  Pat2Buy  $1,619.00  $0.00  1  ($350.00)  (0.43%)  $187.50  34.88%    $0.00  $0.00
   Sell  12/16/99 08:45  Sell#2  $1,612.00    ($350.00)  $12,762.50    ($350.00)  0.00%  (65.12%)  $0.00  $0.00
 256  Sell Short  01/03/00 07:00  Pat5Sell  $1,667.75  $0.00  1  $1,062.50  1.27%  $1,675.00  93.71%    $0.00  $0.00
   Buy to Cover  01/03/00 12:45  TrailSE  $1,646.50    $1,062.50  $13,825.00    ($112.50)  65.73%  59.44%  $0.00  $0.00
 257  Sell Short  01/04/00 08:00  Pat2Sell  $1,628.25  $0.00  1  $1,737.50  2.13%  $1,837.50  92.45%    $0.00  $0.00
   Buy to Cover  01/04/00 13:15  End of Day Exit  $1,593.50    $1,737.50  $15,562.50    ($150.00)  94.97%  87.42%  $0.00  $0.00
 258  Sell Short  01/11/00 07:30  Pat2Sell  $1,647.25  $0.00  1  $587.50  0.71%  $912.50  74.49%    $0.00  $0.00
   Buy to Cover  01/11/00 13:15  TrailSE  $1,635.50    $587.50  $16,150.00    ($312.50)  73.47%  47.96%  $0.00  $0.00
 259  Sell Short  01/13/00 07:00  Pat1Sell  $1,632.25  $0.00  1  ($250.00)  (0.31%)  $350.00  58.33%    $0.00  $0.00
   Buy to Cover  01/13/00 08:15  Cover  $1,637.25    ($250.00)  $15,900.00    ($250.00)  0.00%  (41.67%)  $0.00  $0.00
 260  Sell Short  01/14/00 09:15  Pat2Sell  $1,657.50  $0.00  1  ($100.00)  (0.12%)  $275.00  52.38%    $0.00  $0.00
   Buy to Cover  01/14/00 12:45  TrailSE  $1,659.50    ($100.00)  $15,800.00    ($250.00)  28.57%  (19.05%)  $0.00  $0.00
 261  Sell Short  01/18/00 08:15  Pat2Sell  $1,644.25  $0.00  1  ($350.00)  (0.43%)  $12.50  3.45%    $0.00  $0.00
   Buy to Cover  01/18/00 09:30  Cover#2  $1,651.25    ($350.00)  $15,450.00    ($350.00)  0.00%  (96.55%)  $0.00  $0.00
 262  Buy  01/19/00 07:00  Pat4Buy  $1,644.25  $0.00  1  $112.50  0.14%  $587.50  79.66%    $0.00  $0.00
   Sell  01/19/00 12:30  Sell#6  $1,646.50    $112.50  $15,562.50    ($150.00)  35.59%  15.25%  $0.00  $0.00
 263  Sell Short  01/20/00 08:45  Pat2Sell  $1,650.75  $0.00  1  $625.00  0.76%  $1,037.50  100.00%    $0.00  $0.00
   Buy to Cover  01/20/00 13:15  End of Day Exit  $1,638.25    $625.00  $16,187.50    $0.00  60.24%  60.24%  $0.00  $0.00
 264  Sell Short  01/24/00 07:00  Pat1Sell  $1,642.00  $0.00  1  $2,450.00  2.98%  $2,837.50  96.19%    $0.00  $0.00
   Buy to Cover  01/24/00 13:00  TrailSE  $1,593.00    $2,450.00  $18,637.50    ($112.50)  86.86%  83.05%  $0.00  $0.00
 265  Sell Short  01/27/00 08:30  Pat5Sell  $1,602.00  $0.00  1  $1,150.00  1.44%  $1,600.00  95.52%    $0.00  $0.00
   Buy to Cover  01/27/00 12:45  TrailSE  $1,579.00    $1,150.00  $19,787.50    ($75.00)  73.13%  68.66%  $0.00  $0.00
 266  Sell Short  02/03/00 07:00  Pat1Sell  $1,605.75  $0.00  1  $175.00  0.22%  $925.00  82.22%    $0.00  $0.00
   Buy to Cover  02/03/00 10:00  Cover#6  $1,602.25    $175.00  $19,962.50    ($200.00)  33.33%  15.56%  $0.00  $0.00
 267  Sell Short  02/09/00 07:00  Pat2Sell  $1,620.50  $0.00  1  ($350.00)  (0.43%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  02/09/00 07:15  Cover#2  $1,627.50    ($350.00)  $19,612.50    ($350.00)  0.00%  (100.00%)  $0.00  $0.00
 268  Sell Short  02/10/00 09:45  Pat3SEll  $1,610.25  $0.00  1  $687.50  0.85%  $687.50  93.22%    $0.00  $0.00
   Buy to Cover  02/10/00 12:00  Pat3Buy  $1,596.50    $687.50  $20,300.00    ($50.00)  100.00%  93.22%  $0.00  $0.00
 269  Buy  02/10/00 12:00  Pat3Buy  $1,596.50  $0.00  1  $200.00  0.25%  $425.00  79.07%    $0.00  $0.00
   Sell  02/10/00 13:15  End of Day Exit  $1,600.50    $200.00  $20,500.00    ($112.50)  58.14%  37.21%  $0.00  $0.00
 270  Sell Short  02/11/00 07:30  Pat2Sell  $1,589.25  $0.00  1  ($350.00)  (0.44%)  $50.00  12.50%    $0.00  $0.00
   Buy to Cover  02/11/00 08:45  Cover#2  $1,596.25    ($350.00)  $20,150.00    ($350.00)  0.00%  (87.50%)  $0.00  $0.00
 271  Sell Short  02/23/00 08:15  Pat2Sell  $1,529.50  $0.00  1  ($350.00)  (0.46%)  $150.00  30.00%    $0.00  $0.00
   Buy to Cover  02/23/00 09:15  Cover#2  $1,536.50    ($350.00)  $19,800.00    ($350.00)  0.00%  (70.00%)  $0.00  $0.00
 272  Buy  02/29/00 07:00  Pat2Buy  $1,548.00  $0.00  1  ($350.00)  (0.45%)  $100.00  22.22%    $0.00  $0.00
   Sell  02/29/00 08:30  Sell#2  $1,541.00    ($350.00)  $19,450.00    ($350.00)  0.00%  (77.78%)  $0.00  $0.00
 273  Sell Short  03/02/00 08:30  Pat3SEll  $1,569.75  $0.00  1  $437.50  0.56%  $437.50  92.11%    $0.00  $0.00
   Buy to Cover  03/02/00 09:45  Pat3Buy  $1,561.00    $437.50  $19,887.50    ($37.50)  100.00%  92.11%  $0.00  $0.00
 274  Buy  03/02/00 09:45  Pat3Buy  $1,561.00  $0.00  1  $325.00  0.42%  $575.00  63.89%    $0.00  $0.00
   Sell  03/02/00 13:00  TrailLE  $1,567.50    $325.00  $20,212.50    ($325.00)  72.22%  36.11%  $0.00  $0.00
 275  Sell Short  03/07/00 07:00  Pat1Sell  $1,587.75  $0.00  1  $1,775.00  2.24%  $1,775.00  98.61%    $0.00  $0.00
   Buy to Cover  03/07/00 13:15  End of Day Exit  $1,552.25    $1,775.00  $21,987.50    ($25.00)  100.00%  98.61%  $0.00  $0.00
 276  Buy  03/08/00 09:15  Pat2Buy  $1,545.50  $0.00  1  $287.50  0.37%  $612.50  72.06%    $0.00  $0.00
   Sell  03/08/00 12:45  TrailLE  $1,551.25    $287.50  $22,275.00    ($237.50)  61.76%  33.82%  $0.00  $0.00
 277  Buy  03/13/00 07:00  Pat4Buy  $1,564.50  $0.00  1  ($300.00)  (0.38%)  $25.00  7.14%    $0.00  $0.00
   Sell  03/13/00 07:15  Sell#4  $1,558.50    ($300.00)  $21,975.00    ($325.00)  7.14%  (85.71%)  $0.00  $0.00
 278  Buy  03/13/00 07:30  Pat4Buy  $1,564.50  $0.00  1  ($300.00)  (0.38%)  $887.50  74.74%    $0.00  $0.00
   Sell  03/13/00 12:30  Sell#4  $1,558.50    ($300.00)  $21,675.00    ($300.00)  0.00%  (25.26%)  $0.00  $0.00
 279  Buy  03/16/00 07:30  Pat2Buy  $1,594.75  $0.00  1  $2,075.00  2.60%  $2,437.50  91.12%    $0.00  $0.00
   Sell  03/16/00 12:45  TrailLE  $1,636.25    $2,075.00  $23,750.00    ($237.50)  86.45%  77.57%  $0.00  $0.00
 280  Sell Short  03/22/00 11:45  Pat3SEll  $1,680.75  $0.00  1  ($62.50)  (0.07%)  $137.50  24.44%    $0.00  $0.00
   Buy to Cover  03/22/00 13:15  End of Day Exit  $1,682.00    ($62.50)  $23,687.50    ($425.00)  64.44%  (11.11%)  $0.00  $0.00
 281  Buy  03/23/00 08:00  Pat2Buy  $1,687.50  $0.00  1  $1,112.50  1.32%  $1,475.00  86.13%    $0.00  $0.00
   Sell  03/23/00 12:45  TrailLE  $1,709.75    $1,112.50  $24,800.00    ($237.50)  78.83%  64.96%  $0.00  $0.00
 282  Buy  03/28/00 08:00  Pat2Buy  $1,711.00  $0.00  1  ($350.00)  (0.41%)  $37.50  9.68%    $0.00  $0.00
   Sell  03/28/00 09:15  Sell#2  $1,704.00    ($350.00)  $24,450.00    ($350.00)  0.00%  (90.32%)  $0.00  $0.00
 283  Sell Short  03/30/00 09:30  Pat2Sell  $1,681.50  $0.00  1  ($350.00)  (0.42%)  $75.00  17.65%    $0.00  $0.00
   Buy to Cover  03/30/00 10:15  Cover#2  $1,688.50    ($350.00)  $24,100.00    ($350.00)  0.00%  (82.35%)  $0.00  $0.00
 284  Buy  04/04/00 08:45  Pat3Buy  $1,683.25  $0.00  1  ($500.00)  (0.59%)  $0.00  0.00%    $0.00  $0.00
   Sell  04/04/00 09:00  Sell#3  $1,673.25    ($500.00)  $23,600.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 285  Buy  04/06/00 08:00  Pat2Buy  $1,690.00  $0.00  1  ($350.00)  (0.41%)  $237.50  40.43%    $0.00  $0.00
   Sell  04/06/00 08:30  Sell#2  $1,683.00    ($350.00)  $23,250.00    ($350.00)  0.00%  (59.57%)  $0.00  $0.00
 286  Sell Short  04/10/00 09:00  Pat3SEll  $1,707.75  $0.00  1  $912.50  1.07%  $1,287.50  99.04%    $0.00  $0.00
   Buy to Cover  04/10/00 13:00  TrailSE  $1,689.50    $912.50  $24,162.50    ($12.50)  71.15%  70.19%  $0.00  $0.00
 287  Sell Short  04/12/00 10:15  Pat3SEll  $1,681.50  $0.00  1  $2,087.50  2.48%  $2,125.00  97.70%    $0.00  $0.00
   Buy to Cover  04/12/00 13:15  End of Day Exit  $1,639.75    $2,087.50  $26,250.00    ($50.00)  98.28%  95.98%  $0.00  $0.00
 288  Sell Short  04/14/00 07:00  Pat2Sell  $1,585.00  $0.00  1  ($500.00)  (0.63%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  04/14/00 07:00  Stop Loss  $1,595.00    ($500.00)  $25,750.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 289  Buy  04/17/00 09:45  Pat3Buy  $1,531.00  $0.00  1  $2,325.00  3.04%  $2,375.00  86.36%    $0.00  $0.00
   Sell  04/17/00 13:15  End of Day Exit  $1,577.50    $2,325.00  $28,075.00    ($375.00)  98.18%  84.55%  $0.00  $0.00
 290  Buy  04/20/00 09:30  Pat3Buy  $1,598.75  $0.00  1  $350.00  0.44%  $525.00  76.36%    $0.00  $0.00
   Sell  04/20/00 12:45  TrailLE  $1,605.75    $350.00  $28,425.00    ($162.50)  74.55%  50.91%  $0.00  $0.00
 291  Buy  04/24/00 09:30  Pat2Buy  $1,600.75  $0.00  1  ($350.00)  (0.44%)  $212.50  37.78%    $0.00  $0.00
   Sell  04/24/00 10:45  Sell#2  $1,593.75    ($350.00)  $28,075.00    ($350.00)  0.00%  (62.22%)  $0.00  $0.00
 292  Buy  05/02/00 09:15  Pat2Buy  $1,637.75  $0.00  1  ($350.00)  (0.43%)  $212.50  37.78%    $0.00  $0.00
   Sell  05/02/00 11:15  Sell#2  $1,630.75    ($350.00)  $27,725.00    ($350.00)  0.00%  (62.22%)  $0.00  $0.00
 293  Sell Short  05/03/00 07:30  Pat2Sell  $1,601.25  $0.00  1  $1,150.00  1.44%  $1,637.50  81.88%    $0.00  $0.00
   Buy to Cover  05/03/00 12:45  TrailSE  $1,578.25    $1,150.00  $28,875.00    ($362.50)  75.63%  57.50%  $0.00  $0.00
 294  Buy  05/05/00 07:00  Pat1Buy  $1,587.25  $0.00  1  $837.50  1.06%  $1,137.50  89.22%    $0.00  $0.00
   Sell  05/05/00 13:15  End of Day Exit  $1,604.00    $837.50  $29,712.50    ($137.50)  76.47%  65.69%  $0.00  $0.00
 295  Sell Short  05/09/00 07:45  Pat5Sell  $1,594.75  $0.00  1  $425.00  0.53%  $1,062.50  100.00%    $0.00  $0.00
   Buy to Cover  05/09/00 12:45  TrailSE  $1,586.25    $425.00  $30,137.50    $0.00  40.00%  40.00%  $0.00  $0.00
 296  Buy  05/11/00 07:30  Pat2Buy  $1,575.25  $0.00  1  $87.50  0.11%  $387.50  57.41%    $0.00  $0.00
   Sell  05/11/00 12:45  TrailLE  $1,577.00    $87.50  $30,225.00    ($287.50)  55.56%  12.96%  $0.00  $0.00
 297  Buy  05/16/00 12:00  Pat3Buy  $1,623.00  $0.00  1  $662.50  0.82%  $987.50  95.18%    $0.00  $0.00
   Sell  05/16/00 13:00  TrailLE  $1,636.25    $662.50  $30,887.50    ($50.00)  68.67%  63.86%  $0.00  $0.00
 298  Buy  05/18/00 08:45  Pat3Buy  $1,616.75  $0.00  1  ($362.50)  (0.45%)  $212.50  36.96%    $0.00  $0.00
   Sell  05/18/00 12:45  TrailLE  $1,609.50    ($362.50)  $30,525.00    ($362.50)  0.00%  (63.04%)  $0.00  $0.00
 299  Buy  05/24/00 10:00  Pat3Buy  $1,534.75  $0.00  1  $1,600.00  2.09%  $1,862.50  87.65%    $0.00  $0.00
   Sell  05/24/00 13:15  TrailLE  $1,566.75    $1,600.00  $32,125.00    ($262.50)  87.65%  75.29%  $0.00  $0.00
 300  Buy  05/30/00 07:00  Pat2Buy  $1,565.75  $0.00  1  ($350.00)  (0.45%)  $112.50  24.32%    $0.00  $0.00
   Sell  05/30/00 07:15  Sell#2  $1,558.75    ($350.00)  $31,775.00    ($350.00)  0.00%  (75.68%)  $0.00  $0.00
 301  Buy  06/01/00 07:00  Pat2Buy  $1,601.00  $0.00  1  $250.00  0.31%  $837.50  93.06%    $0.00  $0.00
   Sell  06/01/00 11:15  Pat5Sell  $1,606.00    $250.00  $32,025.00    ($62.50)  34.72%  27.78%  $0.00  $0.00
 302  Sell Short  06/01/00 11:15  Pat5Sell  $1,606.00  $0.00  1  ($200.00)  (0.25%)  $312.50  56.82%    $0.00  $0.00
   Buy to Cover  06/01/00 12:45  TrailSE  $1,610.00    ($200.00)  $31,825.00    ($237.50)  6.82%  (36.36%)  $0.00  $0.00
 303  Buy  06/06/00 08:45  Pat2Buy  $1,635.50  $0.00  1  ($350.00)  (0.43%)  $212.50  37.78%    $0.00  $0.00
   Sell  06/06/00 11:45  Sell#2  $1,628.50    ($350.00)  $31,475.00    ($350.00)  0.00%  (62.22%)  $0.00  $0.00
 304  Sell Short  06/07/00 07:15  Pat4Sell  $1,646.75  $0.00  1  ($300.00)  (0.36%)  $162.50  35.14%    $0.00  $0.00
   Buy to Cover  06/07/00 08:45  Cover#4  $1,652.75    ($300.00)  $31,175.00    ($300.00)  0.00%  (64.86%)  $0.00  $0.00
 305  Sell Short  06/08/00 07:00  Pat2Sell  $1,635.50  $0.00  1  $412.50  0.50%  $612.50  98.00%    $0.00  $0.00
   Buy to Cover  06/08/00 13:00  TrailSE  $1,627.25    $412.50  $31,587.50    ($12.50)  68.00%  66.00%  $0.00  $0.00
 306  Sell Short  06/09/00 09:15  Pat2Sell  $1,633.25  $0.00  1  $350.00  0.43%  $687.50  100.00%    $0.00  $0.00
   Buy to Cover  06/09/00 13:15  TrailSE  $1,626.25    $350.00  $31,937.50    $0.00  50.91%  50.91%  $0.00  $0.00
 307  Sell Short  06/15/00 10:30  Pat3SEll  $1,642.75  $0.00  1  $25.00  0.03%  $287.50  53.49%    $0.00  $0.00
   Buy to Cover  06/15/00 12:45  TrailSE  $1,642.25    $25.00  $31,962.50    ($250.00)  51.16%  4.65%  $0.00  $0.00
 308  Buy  06/21/00 10:45  Pat2Buy  $1,637.75  $0.00  1  $200.00  0.24%  $425.00  70.83%    $0.00  $0.00
   Sell  06/21/00 13:00  TrailLE  $1,641.75    $200.00  $32,162.50    ($175.00)  62.50%  33.33%  $0.00  $0.00
 309  Buy  06/22/00 11:00  Pat2Buy  $1,628.00  $0.00  1  ($350.00)  (0.43%)  $62.50  15.15%    $0.00  $0.00
   Sell  06/22/00 11:45  Sell#2  $1,621.00    ($350.00)  $31,812.50    ($350.00)  0.00%  (84.85%)  $0.00  $0.00
 310  Sell Short  06/28/00 09:30  Pat3SEll  $1,620.00  $0.00  1  ($500.00)  (0.62%)  $87.50  14.89%    $0.00  $0.00
   Buy to Cover  06/28/00 11:30  Cover#3  $1,630.00    ($500.00)  $31,312.50    ($500.00)  0.00%  (85.11%)  $0.00  $0.00
 311  Buy  06/29/00 10:00  Pat2Buy  $1,602.75  $0.00  1  $150.00  0.19%  $687.50  91.67%    $0.00  $0.00
   Sell  06/29/00 12:45  TrailLE  $1,605.75    $150.00  $31,462.50    ($62.50)  28.33%  20.00%  $0.00  $0.00
 312  Sell Short  07/05/00 07:45  Pat2Sell  $1,616.75  $0.00  1  $500.00  0.62%  $775.00  72.94%    $0.00  $0.00
   Buy to Cover  07/05/00 13:00  TrailSE  $1,606.75    $500.00  $31,962.50    ($287.50)  74.12%  47.06%  $0.00  $0.00
 313  Sell Short  07/12/00 07:00  Pat1Sell  $1,645.75  $0.00  1  ($250.00)  (0.30%)  $75.00  23.08%    $0.00  $0.00
   Buy to Cover  07/12/00 07:15  Cover  $1,650.75    ($250.00)  $31,712.50    ($250.00)  0.00%  (76.92%)  $0.00  $0.00
 314  Buy  07/14/00 07:00  Pat2Buy  $1,662.50  $0.00  1  ($350.00)  (0.42%)  $25.00  6.67%    $0.00  $0.00
   Sell  07/14/00 07:15  Sell#2  $1,655.50    ($350.00)  $31,362.50    ($350.00)  0.00%  (93.33%)  $0.00  $0.00
 315  Sell Short  07/18/00 07:30  Pat2Sell  $1,657.50  $0.00  1  $250.00  0.30%  $437.50  92.11%    $0.00  $0.00
   Buy to Cover  07/18/00 13:00  TrailSE  $1,652.50    $250.00  $31,612.50    ($37.50)  60.53%  52.63%  $0.00  $0.00
 316  Buy  07/19/00 07:30  Pat1Buy  $1,650.00  $0.00  1  ($250.00)  (0.30%)  $87.50  25.93%    $0.00  $0.00
   Sell  07/19/00 08:30  Sell  $1,645.00    ($250.00)  $31,362.50    ($250.00)  0.00%  (74.07%)  $0.00  $0.00
 317  Sell Short  07/25/00 11:30  Pat3SEll  $1,628.75  $0.00  1  $62.50  0.08%  $212.50  70.83%    $0.00  $0.00
   Buy to Cover  07/25/00 13:15  End of Day Exit  $1,627.50    $62.50  $31,425.00    ($87.50)  50.00%  20.83%  $0.00  $0.00
 318  Buy  07/26/00 07:00  Pat1Buy  $1,623.00  $0.00  1  ($175.00)  (0.22%)  $0.00  0.00%    $0.00  $0.00
   Sell  07/26/00 07:00  Pat2Sell  $1,619.50    ($175.00)  $31,250.00    ($175.00)  0.00%  (100.00%)  $0.00  $0.00
 319  Sell Short  07/26/00 07:00  Pat2Sell  $1,619.50  $0.00  1  $100.00  0.12%  $537.50  86.00%    $0.00  $0.00
   Buy to Cover  07/26/00 11:15  Cover#6  $1,617.50    $100.00  $31,350.00    ($87.50)  30.00%  16.00%  $0.00  $0.00
 320  Buy  08/03/00 07:30  Pat1Buy  $1,587.50  $0.00  1  $762.50  0.96%  $1,012.50  87.10%    $0.00  $0.00
   Sell  08/03/00 12:45  TrailLE  $1,602.75    $762.50  $32,112.50    ($150.00)  78.49%  65.59%  $0.00  $0.00
 321  Buy  08/11/00 08:45  Pat2Buy  $1,616.00  $0.00  1  $350.00  0.43%  $575.00  97.87%    $0.00  $0.00
   Sell  08/11/00 12:45  TrailLE  $1,623.00    $350.00  $32,462.50    ($12.50)  61.70%  59.57%  $0.00  $0.00
 322  Sell Short  08/14/00 09:45  Pat3SEll  $1,627.50  $0.00  1  ($500.00)  (0.61%)  $150.00  23.08%    $0.00  $0.00
   Buy to Cover  08/14/00 12:30  Cover#3  $1,637.50    ($500.00)  $31,962.50    ($500.00)  0.00%  (76.92%)  $0.00  $0.00
 323  Buy  08/21/00 07:45  Pat2Buy  $1,648.75  $0.00  1  ($350.00)  (0.42%)  $187.50  34.88%    $0.00  $0.00
   Sell  08/21/00 11:30  Sell#2  $1,641.75    ($350.00)  $31,612.50    ($350.00)  0.00%  (65.12%)  $0.00  $0.00
 324  Sell Short  08/23/00 07:00  Pat2Sell  $1,642.50  $0.00  1  $62.50  0.08%  $250.00  100.00%    $0.00  $0.00
   Buy to Cover  08/23/00 07:45  Pat4Buy  $1,641.25    $62.50  $31,675.00    $0.00  25.00%  25.00%  $0.00  $0.00
 325  Buy  08/23/00 07:45  Pat4Buy  $1,641.25  $0.00  1  $625.00  0.76%  $750.00  93.75%    $0.00  $0.00
   Sell  08/23/00 13:00  TrailLE  $1,653.75    $625.00  $32,300.00    ($50.00)  84.38%  78.13%  $0.00  $0.00
 326  Sell Short  08/29/00 10:00  Pat3SEll  $1,660.50  $0.00  1  $87.50  0.11%  $262.50  84.00%    $0.00  $0.00
   Buy to Cover  08/29/00 13:00  TrailSE  $1,658.75    $87.50  $32,387.50    ($50.00)  44.00%  28.00%  $0.00  $0.00
 327  Buy  09/01/00 10:00  Pat2Buy  $1,671.25  $0.00  1  ($350.00)  (0.42%)  $37.50  9.68%    $0.00  $0.00
   Sell  09/01/00 12:00  Sell#2  $1,664.25    ($350.00)  $32,037.50    ($350.00)  0.00%  (90.32%)  $0.00  $0.00
 328  Buy  09/05/00 07:00  Pat1Buy  $1,661.25  $0.00  1  ($250.00)  (0.30%)  $75.00  23.08%    $0.00  $0.00
   Sell  09/05/00 07:30  Sell  $1,656.25    ($250.00)  $31,787.50    ($250.00)  0.00%  (76.92%)  $0.00  $0.00
 329  Sell Short  09/07/00 08:45  Pat3SEll  $1,650.00  $0.00  1  $37.50  0.05%  $287.50  92.00%    $0.00  $0.00
   Buy to Cover  09/07/00 12:45  TrailSE  $1,649.25    $37.50  $31,825.00    ($25.00)  20.00%  12.00%  $0.00  $0.00
 330  Sell Short  09/08/00 07:00  Pat2Sell  $1,640.75  $0.00  1  $12.50  0.02%  $350.00  63.64%    $0.00  $0.00
   Buy to Cover  09/08/00 13:00  TrailSE  $1,640.50    $12.50  $31,837.50    ($200.00)  38.64%  2.27%  $0.00  $0.00
 331  Sell Short  09/11/00 08:45  Pat5Sell  $1,667.50  $0.00  1  $550.00  0.66%  $950.00  90.48%    $0.00  $0.00
   Buy to Cover  09/11/00 12:45  TrailSE  $1,656.50    $550.00  $32,387.50    ($100.00)  61.90%  52.38%  $0.00  $0.00
 332  Buy  09/12/00 07:15  Pat4Buy  $1,635.75  $0.00  1  ($300.00)  (0.37%)  $87.50  22.58%    $0.00  $0.00
   Sell  09/12/00 07:45  Sell#4  $1,629.75    ($300.00)  $32,087.50    ($300.00)  0.00%  (77.42%)  $0.00  $0.00
 333  Buy  09/12/00 08:15  Pat4Buy  $1,635.75  $0.00  1  ($300.00)  (0.37%)  $175.00  36.84%    $0.00  $0.00
   Sell  09/12/00 11:45  Sell#4  $1,629.75    ($300.00)  $31,787.50    ($300.00)  0.00%  (63.16%)  $0.00  $0.00
 334  Buy  09/13/00 07:00  Pat1Buy  $1,619.75  $0.00  1  $225.00  0.28%  $475.00  66.67%    $0.00  $0.00
   Sell  09/13/00 13:15  TrailLE  $1,624.25    $225.00  $32,012.50    ($237.50)  64.91%  31.58%  $0.00  $0.00
 335  Sell Short  09/14/00 07:15  Pat1Sell  $1,630.75  $0.00  1  $425.00  0.52%  $662.50  84.13%    $0.00  $0.00
   Buy to Cover  09/14/00 13:00  TrailSE  $1,622.25    $425.00  $32,437.50    ($125.00)  69.84%  53.97%  $0.00  $0.00
 336  Buy  09/18/00 08:45  Pat3Buy  $1,595.75  $0.00  1  ($500.00)  (0.63%)  $50.00  9.09%    $0.00  $0.00
   Sell  09/18/00 10:30  Sell#3  $1,585.75    ($500.00)  $31,937.50    ($500.00)  0.00%  (90.91%)  $0.00  $0.00
 337  Buy  09/21/00 08:45  Pat3Buy  $1,576.00  $0.00  1  $525.00  0.67%  $525.00  84.00%    $0.00  $0.00
   Sell  09/21/00 10:15  Pat3SEll  $1,586.50    $525.00  $32,462.50    ($100.00)  100.00%  84.00%  $0.00  $0.00
 338  Sell Short  09/21/00 10:15  Pat3SEll  $1,586.50  $0.00  1  $175.00  0.22%  $537.50  89.58%    $0.00  $0.00
   Buy to Cover  09/21/00 12:45  TrailSE  $1,583.00    $175.00  $32,637.50    ($62.50)  39.58%  29.17%  $0.00  $0.00
 339  Buy  09/22/00 07:00  Pat4Buy  $1,568.50  $0.00  1  $925.00  1.18%  $1,050.00  77.78%    $0.00  $0.00
   Sell  09/22/00 13:15  End of Day Exit  $1,587.00    $925.00  $33,562.50    ($300.00)  90.74%  68.52%  $0.00  $0.00
 340  Buy  09/25/00 07:00  Pat2Buy  $1,595.25  $0.00  1  ($350.00)  (0.44%)  $50.00  12.50%    $0.00  $0.00
   Sell  09/25/00 09:15  Sell#2  $1,588.25    ($350.00)  $33,212.50    ($350.00)  0.00%  (87.50%)  $0.00  $0.00
 341  Buy  09/26/00 08:15  Pat3Buy  $1,572.75  $0.00  1  ($500.00)  (0.64%)  $262.50  34.43%    $0.00  $0.00
   Sell  09/26/00 12:30  Sell#3  $1,562.75    ($500.00)  $32,712.50    ($500.00)  0.00%  (65.57%)  $0.00  $0.00
 342  Buy  09/27/00 11:30  Pat3Buy  $1,561.75  $0.00  1  ($212.50)  (0.27%)  $200.00  45.71%    $0.00  $0.00
   Sell  09/27/00 12:45  TrailLE  $1,557.50    ($212.50)  $32,500.00    ($237.50)  5.71%  (48.57%)  $0.00  $0.00
 343  Buy  10/03/00 09:00  Pat2Buy  $1,582.00  $0.00  1  ($350.00)  (0.44%)  $525.00  60.00%    $0.00  $0.00
   Sell  10/03/00 12:15  Sell#2  $1,575.00    ($350.00)  $32,150.00    ($350.00)  0.00%  (40.00%)  $0.00  $0.00
 344  Buy  10/05/00 09:00  Pat3Buy  $1,566.75  $0.00  1  $250.00  0.32%  $687.50  96.49%    $0.00  $0.00
   Sell  10/05/00 13:00  TrailLE  $1,571.75    $250.00  $32,400.00    ($25.00)  38.60%  35.09%  $0.00  $0.00
 345  Sell Short  10/12/00 07:00  Pat2Sell  $1,490.25  $0.00  1  $1,375.00  1.85%  $1,637.50  98.50%    $0.00  $0.00
   Buy to Cover  10/12/00 13:15  End of Day Exit  $1,462.75    $1,375.00  $33,775.00    ($25.00)  84.21%  82.71%  $0.00  $0.00
 346  Buy  10/18/00 07:00  Pat4Buy  $1,450.75  $0.00  1  $1,475.00  2.03%  $1,987.50  92.44%    $0.00  $0.00
   Sell  10/18/00 12:45  TrailLE  $1,480.25    $1,475.00  $35,250.00    ($162.50)  76.16%  68.60%  $0.00  $0.00
 347  Buy  10/19/00 07:30  Pat2Buy  $1,500.50  $0.00  1  $762.50  1.02%  $1,100.00  90.72%    $0.00  $0.00
   Sell  10/19/00 12:45  TrailLE  $1,515.75    $762.50  $36,012.50    ($112.50)  72.16%  62.89%  $0.00  $0.00
 348  Buy  10/24/00 09:45  Pat3Buy  $1,538.25  $0.00  1  ($500.00)  (0.65%)  $0.00  0.00%    $0.00  $0.00
   Sell  10/24/00 11:30  Sell#3  $1,528.25    ($500.00)  $35,512.50    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 349  Buy  10/30/00 09:15  Pat3Buy  $1,508.75  $0.00  1  $1,150.00  1.52%  $1,462.50  97.50%    $0.00  $0.00
   Sell  10/30/00 12:45  TrailLE  $1,531.75    $1,150.00  $36,662.50    ($37.50)  79.17%  76.67%  $0.00  $0.00
 350  Buy  11/01/00 09:45  Pat3Buy  $1,550.00  $0.00  1  ($500.00)  (0.65%)  $37.50  6.98%    $0.00  $0.00
   Sell  11/01/00 12:15  Sell#3  $1,540.00    ($500.00)  $36,162.50    ($500.00)  0.00%  (93.02%)  $0.00  $0.00
 351  Sell Short  11/15/00 09:15  Pat3SEll  $1,516.75  $0.00  1  $600.00  0.79%  $600.00  65.75%    $0.00  $0.00
   Buy to Cover  11/15/00 12:00  Pat3Buy  $1,504.75    $600.00  $36,762.50    ($312.50)  100.00%  65.75%  $0.00  $0.00
 352  Buy  11/15/00 12:00  Pat3Buy  $1,504.75  $0.00  1  $562.50  0.75%  $625.00  72.46%    $0.00  $0.00
   Sell  11/15/00 13:15  End of Day Exit  $1,516.00    $562.50  $37,325.00    ($237.50)  92.75%  65.22%  $0.00  $0.00
 353  Buy  11/20/00 08:15  Pat3Buy  $1,467.00  $0.00  1  $487.50  0.66%  $812.50  91.55%    $0.00  $0.00
   Sell  11/20/00 12:45  TrailLE  $1,476.75    $487.50  $37,812.50    ($75.00)  63.38%  54.93%  $0.00  $0.00
 354  Sell Short  11/29/00 08:15  Pat3SEll  $1,472.50  $0.00  1  $650.00  0.88%  $1,025.00  85.42%    $0.00  $0.00
   Buy to Cover  11/29/00 12:45  TrailSE  $1,459.50    $650.00  $38,462.50    ($175.00)  68.75%  54.17%  $0.00  $0.00
 355  Sell Short  12/05/00 07:45  Pat4Sell  $1,468.00  $0.00  1  ($387.50)  (0.53%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  12/05/00 08:00  Cover#4  $1,475.75    ($387.50)  $38,075.00    ($412.50)  6.06%  (93.94%)  $0.00  $0.00
 356  Buy  12/07/00 10:45  Pat3Buy  $1,464.00  $0.00  1  ($12.50)  (0.02%)  $162.50  43.33%    $0.00  $0.00
   Sell  12/07/00 12:45  TrailLE  $1,463.75    ($12.50)  $38,062.50    ($212.50)  53.33%  (3.33%)  $0.00  $0.00
 357  Sell Short  12/12/00 07:00  Pat2Sell  $1,509.25  $0.00  1  ($262.50)  (0.35%)  $262.50  44.68%    $0.00  $0.00
   Buy to Cover  12/12/00 12:45  TrailSE  $1,514.50    ($262.50)  $37,800.00    ($325.00)  10.64%  (44.68%)  $0.00  $0.00
 358  Buy  12/15/00 07:00  Pat4Buy  $1,460.25  $0.00  1  ($312.50)  (0.43%)  $12.50  2.70%    $0.00  $0.00
   Sell  12/15/00 07:15  Sell#4  $1,454.00    ($312.50)  $37,487.50    ($450.00)  29.73%  (67.57%)  $0.00  $0.00
 359  Sell Short  12/18/00 08:45  Pat2Sell  $1,453.75  $0.00  1  ($350.00)  (0.48%)  $37.50  9.68%    $0.00  $0.00
   Buy to Cover  12/18/00 10:15  Cover#2  $1,460.75    ($350.00)  $37,137.50    ($350.00)  0.00%  (90.32%)  $0.00  $0.00
 360  Buy  12/20/00 10:15  Pat3Buy  $1,403.00  $0.00  1  ($500.00)  (0.71%)  $287.50  36.51%    $0.00  $0.00
   Sell  12/20/00 12:30  Sell#3  $1,393.00    ($500.00)  $36,637.50    ($500.00)  0.00%  (63.49%)  $0.00  $0.00
 361  Sell Short  12/22/00 10:45  Pat2Sell  $1,425.50  $0.00  1  ($350.00)  (0.49%)  $275.00  44.00%    $0.00  $0.00
   Buy to Cover  12/22/00 12:30  Cover#2  $1,432.50    ($350.00)  $36,287.50    ($350.00)  0.00%  (56.00%)  $0.00  $0.00
 362  Buy  12/26/00 09:00  Pat3Buy  $1,436.75  $0.00  1  $662.50  0.92%  $737.50  75.64%    $0.00  $0.00
   Sell  12/26/00 13:15  End of Day Exit  $1,450.00    $662.50  $36,950.00    ($237.50)  92.31%  67.95%  $0.00  $0.00
 363  Buy  12/28/00 08:00  Pat2Buy  $1,465.00  $0.00  1  ($350.00)  (0.48%)  $12.50  3.45%    $0.00  $0.00
   Sell  12/28/00 09:00  Sell#2  $1,458.00    ($350.00)  $36,600.00    ($350.00)  0.00%  (96.55%)  $0.00  $0.00
 364  Buy  01/03/01 09:00  Pat3Buy  $1,407.50  $0.00  1  $3,225.00  4.58%  $3,662.50  93.31%    $0.00  $0.00
   Sell  01/03/01 13:15  TrailLE  $1,472.00    $3,225.00  $39,825.00    ($262.50)  88.85%  82.17%  $0.00  $0.00
 365  Buy  01/04/01 11:00  Pat3Buy  $1,462.25  $0.00  1  $12.50  0.02%  $337.50  48.21%    $0.00  $0.00
   Sell  01/04/01 13:15  End of Day Exit  $1,462.50    $12.50  $39,837.50    ($362.50)  53.57%  1.79%  $0.00  $0.00
 366  Buy  01/05/01 07:15  Pat4Buy  $1,443.00  $0.00  1  ($300.00)  (0.42%)  $462.50  60.66%    $0.00  $0.00
   Sell  01/05/01 08:15  Sell#4  $1,437.00    ($300.00)  $39,537.50    ($300.00)  0.00%  (39.34%)  $0.00  $0.00
 367  Sell Short  01/09/01 09:30  Pat2Sell  $1,424.50  $0.00  1  ($350.00)  (0.49%)  $225.00  39.13%    $0.00  $0.00
   Buy to Cover  01/09/01 12:00  Cover#2  $1,431.50    ($350.00)  $39,187.50    ($350.00)  0.00%  (60.87%)  $0.00  $0.00
 368  Buy  01/10/01 07:00  Pat1Buy  $1,416.75  $0.00  1  $212.50  0.30%  $1,075.00  88.66%    $0.00  $0.00
   Sell  01/10/01 10:15  Sell#6  $1,421.00    $212.50  $39,400.00    ($137.50)  28.87%  17.53%  $0.00  $0.00
 369  Buy  01/10/01 10:30  Pat5Buy  $1,422.75  $0.00  1  $887.50  1.25%  $975.00  80.41%    $0.00  $0.00
   Sell  01/10/01 13:15  End of Day Exit  $1,440.50    $887.50  $40,287.50    ($237.50)  92.78%  73.20%  $0.00  $0.00
 370  Buy  01/17/01 07:45  Pat2Buy  $1,469.50  $0.00  1  ($350.00)  (0.48%)  $87.50  20.00%    $0.00  $0.00
   Sell  01/17/01 10:15  Sell#2  $1,462.50    ($350.00)  $39,937.50    ($350.00)  0.00%  (80.00%)  $0.00  $0.00
 371  Sell Short  01/17/01 10:15  Pat5Sell  $1,461.50  $0.00  1  $312.50  0.43%  $637.50  77.27%    $0.00  $0.00
   Buy to Cover  01/17/01 12:45  TrailSE  $1,455.25    $312.50  $40,250.00    ($187.50)  60.61%  37.88%  $0.00  $0.00
 372  Buy  01/19/01 10:45  Pat2Buy  $1,468.75  $0.00  1  ($250.00)  (0.34%)  $212.50  38.64%    $0.00  $0.00
   Sell  01/19/01 13:15  TrailLE  $1,463.75    ($250.00)  $40,000.00    ($337.50)  15.91%  (45.45%)  $0.00  $0.00
 373  Buy  01/24/01 10:45  Pat3Buy  $1,480.25  $0.00  1  $125.00  0.17%  $450.00  85.71%    $0.00  $0.00
   Sell  01/24/01 12:45  TrailLE  $1,482.75    $125.00  $40,125.00    ($75.00)  38.10%  23.81%  $0.00  $0.00
 374  Buy  01/26/01 08:15  Pat4Buy  $1,467.50  $0.00  1  $375.00  0.51%  $637.50  82.26%    $0.00  $0.00
   Sell  01/26/01 12:45  TrailLE  $1,475.00    $375.00  $40,500.00    ($137.50)  66.13%  48.39%  $0.00  $0.00
 375  Sell Short  02/01/01 09:00  Pat3SEll  $1,493.25  $0.00  1  $575.00  0.77%  $575.00  100.00%    $0.00  $0.00
   Buy to Cover  02/01/01 10:45  Pat3Buy  $1,481.75    $575.00  $41,075.00    $0.00  100.00%  100.00%  $0.00  $0.00
 376  Buy  02/01/01 10:45  Pat3Buy  $1,481.75  $0.00  1  $712.50  0.96%  $762.50  92.42%    $0.00  $0.00
   Sell  02/01/01 13:15  End of Day Exit  $1,496.00    $712.50  $41,787.50    ($62.50)  93.94%  86.36%  $0.00  $0.00
 377  Buy  02/06/01 07:00  Pat2Buy  $1,476.50  $0.00  1  $150.00  0.20%  $150.00  38.71%    $0.00  $0.00
   Sell  02/06/01 08:15  Pat3SEll  $1,479.50    $150.00  $41,937.50    ($237.50)  100.00%  38.71%  $0.00  $0.00
 378  Sell Short  02/06/01 08:15  Pat3SEll  $1,479.50  $0.00  1  $487.50  0.66%  $500.00  68.97%    $0.00  $0.00
   Buy to Cover  02/06/01 13:15  End of Day Exit  $1,469.75    $487.50  $42,425.00    ($225.00)  98.28%  67.24%  $0.00  $0.00
 379  Buy  02/07/01 09:30  Pat3Buy  $1,459.25  $0.00  1  $100.00  0.14%  $250.00  44.44%    $0.00  $0.00
   Sell  02/07/01 13:00  TrailLE  $1,461.25    $100.00  $42,525.00    ($312.50)  73.33%  17.78%  $0.00  $0.00
 380  Buy  02/15/01 07:00  Pat2Buy  $1,441.75  $0.00  1  $262.50  0.36%  $375.00  83.33%    $0.00  $0.00
   Sell  02/15/01 13:15  End of Day Exit  $1,447.00    $262.50  $42,787.50    ($75.00)  75.00%  58.33%  $0.00  $0.00
 381  Buy  02/16/01 07:00  Pat5Buy  $1,424.25  $0.00  1  ($500.00)  (0.70%)  $87.50  14.89%    $0.00  $0.00
   Sell  02/16/01 11:15  Sell#5  $1,414.25    ($500.00)  $42,287.50    ($500.00)  0.00%  (85.11%)  $0.00  $0.00
 382  Buy  02/16/01 11:45  Pat5Buy  $1,416.00  $0.00  1  ($62.50)  (0.09%)  $212.50  68.00%    $0.00  $0.00
   Sell  02/16/01 12:45  TrailLE  $1,414.75    ($62.50)  $42,225.00    ($100.00)  12.00%  (20.00%)  $0.00  $0.00
 383  Buy  02/21/01 11:00  Pat3Buy  $1,387.75  $0.00  1  ($500.00)  (0.72%)  $37.50  6.98%    $0.00  $0.00
   Sell  02/21/01 12:30  Sell#3  $1,377.75    ($500.00)  $41,725.00    ($500.00)  0.00%  (93.02%)  $0.00  $0.00
 384  Sell Short  02/23/01 07:30  Pat2Sell  $1,352.25  $0.00  1  ($125.00)  (0.18%)  $1,087.50  86.14%    $0.00  $0.00
   Buy to Cover  02/23/01 12:45  TrailSE  $1,354.75    ($125.00)  $41,600.00    ($175.00)  3.96%  (9.90%)  $0.00  $0.00
 385  Buy  03/02/01 07:30  Pat1Buy  $1,341.25  $0.00  1  $412.50  0.62%  $1,325.00  98.15%    $0.00  $0.00
   Sell  03/02/01 12:45  TrailLE  $1,349.50    $412.50  $42,012.50    ($25.00)  32.41%  30.56%  $0.00  $0.00
 386  Sell Short  03/06/01 08:15  Pat5Sell  $1,378.50  $0.00  1  $87.50  0.13%  $437.50  83.33%    $0.00  $0.00
   Buy to Cover  03/06/01 10:45  Cover#6  $1,376.75    $87.50  $42,100.00    ($87.50)  33.33%  16.67%  $0.00  $0.00
 387  Sell Short  03/06/01 11:00  Pat5Sell  $1,376.00  $0.00  1  $287.50  0.42%  $437.50  77.78%    $0.00  $0.00
   Buy to Cover  03/06/01 13:15  TrailSE  $1,370.25    $287.50  $42,387.50    ($125.00)  73.33%  51.11%  $0.00  $0.00
 388  Buy  03/08/01 10:30  Pat3Buy  $1,372.25  $0.00  1  $162.50  0.24%  $350.00  80.00%    $0.00  $0.00
   Sell  03/08/01 13:00  TrailLE  $1,375.50    $162.50  $42,550.00    ($87.50)  57.14%  37.14%  $0.00  $0.00
 389  Buy  03/09/01 07:45  Pat5Buy  $1,352.50  $0.00  1  ($500.00)  (0.74%)  $137.50  21.57%    $0.00  $0.00
   Sell  03/09/01 12:00  Sell#5  $1,342.50    ($500.00)  $42,050.00    ($500.00)  0.00%  (78.43%)  $0.00  $0.00
 390  Buy  03/09/01 12:30  Pat5Buy  $1,347.50  $0.00  1  ($262.50)