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TradeStation TradeManager Performance Report TSL_DTSys_ES_15min_2, @ES.D, 15 min., 3/15/2007 6:45:00 AM - 3/15/2011 1:15:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $83,462.50    Profit Factor 1.50
Gross Profit $250,687.50    Gross Loss ($167,225.00)
Total Number of Trades 866    Percent Profitable 53.58%
Winning Trades 464    Losing Trades 390
Even Trades 12
Avg. Trade Net Profit $96.38    Ratio Avg. Win:Avg. Loss 1.26
Avg. Winning Trade $540.27    Avg. Losing Trade ($428.78)
Largest Winning Trade $3,812.50    Largest Losing Trade ($3,550.00)
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 8
Avg. Bars in Winning Trades 24.40    Avg. Bars in Losing Trades 24.11
Avg. Bars in Total Trades 24.28
Max. Shares/Contracts Held 1    Account Size Required $8,687.50
Return on Initial Capital 83.46%    Annual Rate of Return 15.21%
Return Retracement Ratio 0.40    RINA Index 1191.70
Trading Period 3 Yrs, 11 Mths, 26 Dys, 5 Hrs    Percent of Time in the Market 14.44%
Max. Equity Run-up $87,675.00

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($11,637.50)    Value ($8,687.50)
Net Profit as % of Drawdown 717.19%    Net Profit as % of Drawdown 960.72%
Max. Trade Drawdown ($3,800.00)    
Long Trades
Total Net Profit $51,300.00    Profit Factor 1.57
Gross Profit $141,000.00    Gross Loss ($89,700.00)
Total Number of Trades 425    Percent Profitable 58.82%
Winning Trades 250    Losing Trades 171
Even Trades 4
Avg. Trade Net Profit $120.71    Ratio Avg. Win:Avg. Loss 1.08
Avg. Winning Trade $564.00    Avg. Losing Trade ($524.56)
Largest Winning Trade $3,812.50    Largest Losing Trade ($3,550.00)
Max. Consecutive Winning Trades 11    Max. Consecutive Losing Trades 4
Avg. Bars in Winning Trades 24.24    Avg. Bars in Losing Trades 23.88
Max. Shares/Contracts Held 1    Account Size Required $6,900.00
     
Net Profit as % of Largest Loss 1445.07%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($9,850.00)    Value ($6,900.00)
Net Profit as % of Drawdown 520.81%    Net Profit as % of Drawdown 743.48%
Max. Trade Drawdown ($3,800.00)  
Short Trades
Total Net Profit $32,162.50    Profit Factor 1.41
Gross Profit $109,687.50    Gross Loss ($77,525.00)
     
Total Number of Trades 441    Percent Profitable 48.53%
Winning Trades 214    Losing Trades 219
Even Trades 8
Avg. Trade Net Proft $72.93    Ratio Avg. Win:Avg. Loss 1.45
Avg. Winning Trade $512.56    Avg. Losing Trade ($354.00)
Largest Winning Trade $2,562.50    Largest Losing Trade ($2,187.50)
Max. Consecutive Winning Trades 7    Max. Consecutive Losing Trades 8
Avg. Bars in Winning Trades 24.58    Avg. Bars in Losing Trades 24.29
Max. Shares/Contracts Held 1    Account Size Required $8,262.50
Net Profit as % of Largest Loss 1470.29%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($8,550.00)    Value ($8,262.50)
Net Profit as % of Drawdown 376.17%    Net Profit as % of Drawdown 389.26%
Max. Trade Drawdown ($2,800.00)  
Created by TradeStation: 3/15/2011 6:39:37 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSL_DTSys_ES_15min_2, @ES.D, 15 min., 3/15/2007 6:45:00 AM - 3/15/2011 1:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 866 464 390
Avg. Trade Net Profit $96.38 $540.27 ($428.78)
1 Std. Deviation of Avg. Trade $693.07 $559.19 $429.09
Avg. Trade + 1 Std. Deviation $789.45 $1,099.47 $0.31
Avg. Trade - 1 Std. Deviation ($596.69) ($18.92) ($857.87)
Coefficient of Variation 719.12% 103.50% 100.07%
Time Averages
Avg. Time in Trades 5 Hrs, 49 Mins 5 Hrs, 51 Mins 5 Hrs, 47 Mins
Avg. Time Between Trades 1 Dy, 10 Hrs, 22 Mins 2 Dys, 21 Hrs, 8 Mins 3 Dys, 11 Hrs, 10 Mins
Avg. Time Between Trade Profit Peaks 62 Dys, 18 Hrs, 40 Mins
Outliers Total Positive Negative
Number of Outliers 9 4 5
Outlier Profit/Loss $837.50 $13,425.00 ($12,587.50)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $5,387.50 ($3,800.00)
Max. Value Date 5/6/2010 9/29/2008
Avg. Value $527.38 ($408.18)
1 Std. Deviation $565.07 $443.97
Avg. + 1 Std. Deviation $1,092.45 $35.79
Avg. - 1 Std. Deviation ($37.69) ($852.16)
Coefficient of Variation 107.15% 108.77%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 8.32% 54.64% 53.69%
1 Std. Deviation 53.87% 31.60% 31.12%
Avg. + 1 Std. Deviation 62.20% 86.23% 84.81%
Avg. - 1 Std. Deviation (45.55%) 23.04% 22.56%
Coefficient of Variation 647.27% 57.84% 57.97%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,812.50 ($3,550.00)
Largest Profit/Loss as % of Gross 1.52% 2.12%
Largest Consec. Profit/Loss $11,050.00 ($7,762.50)
Largest Consec. Profit/Loss as % of Gross 4.41% 4.64%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 106 $474.17 ($431.25)
2 63 $531.94 ($563.10)
3 25 $575.33 ($533.33)
4 15 $511.25 ($205.00)
5 6 $590.83 ($568.75)
6 5 $503.33 ($342.50)
7 3 $618.45 ($600.00)
8 2 $860.16 ($606.25)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 140 ($470.00) $521.61
2 49 ($395.41) $504.85
3 20 ($416.46) $387.50
4 13 ($315.63) $298.08
5 4 ($623.13) $550.00
6 2 ($343.75) $187.50
8 1 ($585.94) $387.50

Created by TradeStation: 3/15/2011 6:39:37 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  03/26/07 07:15  Buy#29  $1,449.50  $0.00  1  ($25.00)  0.00%  $212.50  27.42%    $12.50  $0.00
   Sell  03/26/07 13:15  End of Day Exit  $1,449.50    $0.00  ($25.00)    ($562.50)  72.58%  0.00%  $12.50  $0.00
 2  Sell Short  03/28/07 09:30  Short#29  $1,439.75  $0.00  1  $262.50  0.40%  $425.00  87.18%    $12.50  $0.00
   Buy to Cover  03/28/07 13:15  End of Day Exit  $1,434.00    $287.50  $237.50    ($62.50)  71.79%  58.97%  $12.50  $0.00
 3  Sell Short  03/29/07 06:45  Short#29  $1,441.25  $0.00  1  $237.50  0.36%  $675.00  96.43%    $12.50  $0.00
   Buy to Cover  03/29/07 13:15  End of Day Exit  $1,436.00    $262.50  $475.00    ($25.00)  41.07%  37.50%  $12.50  $0.00
 4  Sell Short  03/30/07 07:00  Short#29  $1,441.00  $0.00  1  $200.00  0.31%  $925.00  85.06%    $12.50  $0.00
   Buy to Cover  03/30/07 13:15  End of Day Exit  $1,436.50    $225.00  $675.00    ($162.50)  35.63%  20.69%  $12.50  $0.00
 5  Buy  04/02/07 07:15  Buy#29  $1,436.25  $0.00  1  $62.50  0.12%  $212.50  41.46%    $12.50  $0.00
   Sell  04/02/07 13:15  End of Day Exit  $1,438.00    $87.50  $737.50    ($300.00)  75.61%  17.07%  $12.50  $0.00
 6  Sell Short  04/04/07 08:15  Short#29  $1,452.75  $0.00  1  ($37.50)  (0.02%)  $137.50  61.11%    $12.50  $0.00
   Buy to Cover  04/04/07 13:15  End of Day Exit  $1,453.00    ($12.50)  $700.00    ($87.50)  33.33%  (5.56%)  $12.50  $0.00
 7  Buy  04/09/07 07:15  Buy#29  $1,458.25  $0.00  1  $12.50  0.05%  $212.50  77.27%    $12.50  $0.00
   Sell  04/09/07 13:15  End of Day Exit  $1,459.00    $37.50  $712.50    ($62.50)  36.36%  13.64%  $12.50  $0.00
 8  Sell Short  04/10/07 07:00  Short#29  $1,461.25  $0.00  1  $25.00  0.07%  $162.50  68.42%    $12.50  $0.00
   Buy to Cover  04/10/07 13:15  End of Day Exit  $1,460.25    $50.00  $737.50    ($75.00)  52.63%  21.05%  $12.50  $0.00
 9  Buy  04/11/07 07:00  Buy#29  $1,458.75  $0.00  1  ($300.00)  (0.38%)  $50.00  9.30%    $12.50  $0.00
   Sell  04/11/07 13:15  End of Day Exit  $1,453.25    ($275.00)  $437.50    ($487.50)  39.53%  (51.16%)  $12.50  $0.00
 10  Buy  04/12/07 06:45  Buy#29  $1,448.75  $0.00  1  $525.00  0.76%  $637.50  86.44%    $12.50  $0.00
   Sell  04/12/07 13:15  End of Day Exit  $1,459.75    $550.00  $962.50    ($100.00)  88.14%  74.58%  $12.50  $0.00
 11  Sell Short  04/13/07 06:45  Short#29  $1,462.25  $0.00  1  ($212.50)  (0.26%)  $275.00  57.89%    $12.50  $0.00
   Buy to Cover  04/13/07 13:15  End of Day Exit  $1,466.00    ($187.50)  $750.00    ($200.00)  2.63%  (39.47%)  $12.50  $0.00
 12  Sell Short  04/16/07 06:45  Short#29  $1,471.50  $0.00  1  ($437.50)  (0.56%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  04/16/07 13:15  End of Day Exit  $1,479.75    ($412.50)  $312.50    ($512.50)  19.51%  (80.49%)  $12.50  $0.00
 13  Sell Short  04/17/07 06:45  Short#29  $1,482.75  $0.00  1  ($62.50)  (0.05%)  $162.50  41.94%    $12.50  $0.00
   Buy to Cover  04/17/07 13:15  End of Day Exit  $1,483.50    ($37.50)  $250.00    ($225.00)  48.39%  (9.68%)  $12.50  $0.00
 14  Buy  04/18/07 07:15  Buy#29  $1,478.00  $0.00  1  $312.50  0.46%  $550.00  100.00%    $12.50  $0.00
   Sell  04/18/07 13:15  End of Day Exit  $1,484.75    $337.50  $562.50    $0.00  61.36%  61.36%  $12.50  $0.00
 15  Buy  04/19/07 06:45  Buy#29  $1,477.50  $0.00  1  $350.00  0.51%  $437.50  83.33%    $12.50  $0.00
   Sell  04/19/07 13:15  End of Day Exit  $1,485.00    $375.00  $912.50    ($87.50)  88.10%  71.43%  $12.50  $0.00
 16  Sell Short  04/23/07 07:00  Short#29  $1,498.25  $0.00  1  $250.00  0.37%  $337.50  87.10%    $12.50  $0.00
   Buy to Cover  04/23/07 13:15  End of Day Exit  $1,492.75    $275.00  $1,162.50    ($50.00)  83.87%  70.97%  $12.50  $0.00
 17  Buy  04/24/07 07:00  Buy#29  $1,491.75  $0.00  1  $37.50  0.08%  $200.00  36.36%    $12.50  $0.00
   Sell  04/24/07 13:15  End of Day Exit  $1,493.00    $62.50  $1,200.00    ($350.00)  75.00%  11.36%  $12.50  $0.00
 18  Buy  04/25/07 07:00  Buy#29  $1,497.25  $0.00  1  $387.50  0.55%  $537.50  69.35%    $12.50  $0.00
   Sell  04/25/07 13:15  End of Day Exit  $1,505.50    $412.50  $1,587.50    ($237.50)  83.87%  53.23%  $12.50  $0.00
 19  Sell Short  04/26/07 11:45  Short#29  $1,508.00  $0.00  1  $25.00  0.07%  $200.00  80.00%    $12.50  $0.00
   Buy to Cover  04/26/07 13:15  End of Day Exit  $1,507.00    $50.00  $1,612.50    ($50.00)  40.00%  20.00%  $12.50  $0.00
 20  Sell Short  04/27/07 07:00  Short#29  $1,503.00  $0.00  1  ($212.50)  (0.25%)  $200.00  43.24%    $12.50  $0.00
   Buy to Cover  04/27/07 13:15  End of Day Exit  $1,506.75    ($187.50)  $1,400.00    ($262.50)  16.22%  (40.54%)  $12.50  $0.00
 21  Sell Short  04/30/07 07:45  Short#29  $1,507.50  $0.00  1  $662.50  0.91%  $750.00  96.77%    $12.50  $0.00
   Buy to Cover  04/30/07 13:15  End of Day Exit  $1,493.75    $687.50  $2,062.50    ($25.00)  91.94%  88.71%  $12.50  $0.00
 22  Sell Short  05/01/07 11:45  Short#29  $1,497.25  $0.00  1  ($25.00)  0.00%  $162.50  92.86%    $12.50  $0.00
   Buy to Cover  05/01/07 13:15  End of Day Exit  $1,497.25    $0.00  $2,037.50    ($12.50)  7.14%  0.00%  $12.50  $0.00
 23  Sell Short  05/02/07 06:45  Short#29  $1,498.75  $0.00  1  ($362.50)  (0.45%)  $75.00  12.50%    $12.50  $0.00
   Buy to Cover  05/02/07 13:15  End of Day Exit  $1,505.50    ($337.50)  $1,675.00    ($525.00)  31.25%  (56.25%)  $12.50  $0.00
 24  Sell Short  05/03/07 06:45  Short#29  $1,509.50  $0.00  1  ($187.50)  (0.22%)  $137.50  39.29%    $12.50  $0.00
   Buy to Cover  05/03/07 13:15  End of Day Exit  $1,512.75    ($162.50)  $1,487.50    ($212.50)  14.29%  (46.43%)  $12.50  $0.00
 25  Sell Short  05/04/07 07:15  Short#29  $1,517.75  $0.00  1  ($62.50)  (0.05%)  $312.50  69.44%    $12.50  $0.00
   Buy to Cover  05/04/07 13:15  End of Day Exit  $1,518.50    ($37.50)  $1,425.00    ($137.50)  22.22%  (8.33%)  $12.50  $0.00
 26  Sell Short  05/07/07 06:45  Short#29  $1,520.75  $0.00  1  $62.50  0.12%  $162.50  86.67%    $12.50  $0.00
   Buy to Cover  05/07/07 13:15  End of Day Exit  $1,519.00    $87.50  $1,487.50    ($25.00)  60.00%  46.67%  $12.50  $0.00
 27  Buy  05/08/07 06:45  Buy#29  $1,514.50  $0.00  1  $75.00  0.13%  $187.50  46.88%    $12.50  $0.00
   Sell  05/08/07 13:15  End of Day Exit  $1,516.50    $100.00  $1,562.50    ($212.50)  78.13%  25.00%  $12.50  $0.00
 28  Buy  05/09/07 11:30  Buy#29  $1,513.25  $0.00  1  $325.00  0.46%  $512.50  91.11%    $12.50  $0.00
   Sell  05/09/07 13:15  End of Day Exit  $1,520.25    $350.00  $1,887.50    ($50.00)  71.11%  62.22%  $12.50  $0.00
 29  Sell Short  05/10/07 07:30  Short#29  $1,517.00  $0.00  1  $650.00  0.89%  $825.00  92.96%    $12.50  $0.00
   Buy to Cover  05/10/07 13:15  End of Day Exit  $1,503.50    $675.00  $2,537.50    ($62.50)  83.10%  76.06%  $12.50  $0.00
 30  Buy  05/15/07 07:00  Buy#29  $1,513.50  $0.00  1  ($50.00)  (0.03%)  $537.50  71.67%    $12.50  $0.00
   Sell  05/15/07 13:15  End of Day Exit  $1,513.00    ($25.00)  $2,487.50    ($212.50)  25.00%  (3.33%)  $12.50  $0.00
 31  Buy  05/16/07 07:45  Buy#29  $1,514.00  $0.00  1  $412.50  0.58%  $450.00  72.00%    $12.50  $0.00
   Sell  05/16/07 13:15  End of Day Exit  $1,522.75    $437.50  $2,900.00    ($175.00)  98.00%  70.00%  $12.50  $0.00
 32  Sell Short  05/17/07 07:15  Short#29  $1,521.50  $0.00  1  $62.50  0.12%  $150.00  38.71%    $12.50  $0.00
   Buy to Cover  05/17/07 13:15  End of Day Exit  $1,519.75    $87.50  $2,962.50    ($237.50)  83.87%  22.58%  $12.50  $0.00
 33  Sell Short  05/18/07 06:45  Short#29  $1,526.50  $0.00  1  ($325.00)  (0.39%)  $100.00  24.24%    $12.50  $0.00
   Buy to Cover  05/18/07 13:15  End of Day Exit  $1,532.50    ($300.00)  $2,637.50    ($312.50)  3.03%  (72.73%)  $12.50  $0.00
 34  Sell Short  05/21/07 07:00  Short#29  $1,533.25  $0.00  1  $37.50  0.08%  $112.50  30.00%    $12.50  $0.00
   Buy to Cover  05/21/07 13:15  End of Day Exit  $1,532.00    $62.50  $2,675.00    ($262.50)  86.67%  16.67%  $12.50  $0.00
 35  Buy  05/22/07 07:00  Buy#29  $1,531.50  $0.00  1  ($125.00)  (0.13%)  $312.50  75.76%    $12.50  $0.00
   Sell  05/22/07 13:15  End of Day Exit  $1,529.50    ($100.00)  $2,550.00    ($100.00)  0.00%  (24.24%)  $12.50  $0.00
 36  Buy  05/23/07 11:30  Buy#29  $1,533.00  $0.00  1  ($175.00)  (0.20%)  $100.00  30.77%    $12.50  $0.00
   Sell  05/23/07 13:15  End of Day Exit  $1,530.00    ($150.00)  $2,375.00    ($225.00)  23.08%  (46.15%)  $12.50  $0.00
 37  Buy  05/24/07 06:45  Buy#29  $1,528.25  $0.00  1  ($625.00)  (0.79%)  $437.50  35.35%    $12.50  $0.00
   Sell  05/24/07 13:15  End of Day Exit  $1,516.25    ($600.00)  $1,750.00    ($800.00)  16.16%  (48.48%)  $12.50  $0.00
 38  Buy  05/25/07 07:15  Buy#29  $1,517.75  $0.00  1  $175.00  0.26%  $362.50  85.29%    $12.50  $0.00
   Sell  05/25/07 13:15  End of Day Exit  $1,521.75    $200.00  $1,925.00    ($62.50)  61.76%  47.06%  $12.50  $0.00
 39  Buy  05/29/07 09:15  Buy#29  $1,523.25  $0.00  1  $162.50  0.25%  $200.00  47.06%    $12.50  $0.00
   Sell  05/29/07 13:15  End of Day Exit  $1,527.00    $187.50  $2,087.50    ($225.00)  97.06%  44.12%  $12.50  $0.00
 40  Buy  05/30/07 06:45  Buy#29  $1,518.25  $0.00  1  $962.50  1.30%  $1,050.00  94.38%    $12.50  $0.00
   Sell  05/30/07 13:15  End of Day Exit  $1,538.00    $987.50  $3,050.00    ($62.50)  94.38%  88.76%  $12.50  $0.00
 41  Sell Short  05/31/07 06:45  Short#29  $1,540.25  $0.00  1  $125.00  0.19%  $275.00  70.97%    $12.50  $0.00
   Buy to Cover  05/31/07 13:15  End of Day Exit  $1,537.25    $150.00  $3,175.00    ($112.50)  67.74%  38.71%  $12.50  $0.00
 42  Sell Short  06/01/07 06:45  Short#29  $1,542.75  $0.00  1  ($75.00)  (0.06%)  $225.00  48.65%    $12.50  $0.00
   Buy to Cover  06/01/07 13:15  End of Day Exit  $1,543.75    ($50.00)  $3,100.00    ($237.50)  40.54%  (10.81%)  $12.50  $0.00
 43  Buy  06/05/07 06:45  Buy#29  $1,538.00  $0.00  1  ($12.50)  0.02%  $200.00  38.10%    $12.50  $0.00
   Sell  06/05/07 13:15  End of Day Exit  $1,538.25    $12.50  $3,087.50    ($325.00)  64.29%  2.38%  $12.50  $0.00
 44  Sell Short  06/07/07 07:00  Short#29  $1,519.75  $0.00  1  $1,362.50  1.83%  $1,450.00  95.08%    $12.50  $0.00
   Buy to Cover  06/07/07 13:15  End of Day Exit  $1,492.00    $1,387.50  $4,450.00    ($75.00)  95.90%  90.98%  $12.50  $0.00
 45  Sell Short  06/08/07 07:00  Short#29  $1,493.25  $0.00  1  ($925.00)  (1.21%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  06/08/07 13:15  End of Day Exit  $1,511.25    ($900.00)  $3,525.00    ($962.50)  6.49%  (93.51%)  $12.50  $0.00
 46  Sell Short  06/11/07 07:00  Short#29  $1,512.00  $0.00  1  ($112.50)  (0.12%)  $250.00  39.22%    $12.50  $0.00
   Buy to Cover  06/11/07 13:15  End of Day Exit  $1,513.75    ($87.50)  $3,412.50    ($387.50)  47.06%  (13.73%)  $12.50  $0.00
 47  Buy  06/12/07 07:15  Buy#29  $1,505.25  $0.00  1  ($512.50)  (0.65%)  $512.50  50.00%    $12.50  $0.00
   Sell  06/12/07 13:15  End of Day Exit  $1,495.50    ($487.50)  $2,900.00    ($512.50)  2.44%  (47.56%)  $12.50  $0.00
 48  Buy  06/13/07 07:00  Buy#29  $1,501.75  $0.00  1  $812.50  1.12%  $925.00  96.10%    $12.50  $0.00
   Sell  06/13/07 13:15  End of Day Exit  $1,518.50    $837.50  $3,712.50    ($37.50)  90.91%  87.01%  $12.50  $0.00
 49  Sell Short  06/14/07 07:00  Short#29  $1,524.25  $0.00  1  ($212.50)  (0.25%)  $100.00  24.24%    $12.50  $0.00
   Buy to Cover  06/14/07 13:15  End of Day Exit  $1,528.00    ($187.50)  $3,500.00    ($312.50)  30.30%  (45.45%)  $12.50  $0.00
 50  Sell Short  06/15/07 06:45  Short#29  $1,538.25  $0.00  1  $87.50  0.15%  $162.50  43.33%    $12.50  $0.00
   Buy to Cover  06/15/07 13:15  End of Day Exit  $1,536.00    $112.50  $3,587.50    ($212.50)  86.67%  30.00%  $12.50  $0.00
 51  Buy  06/18/07 07:00  Buy#29  $1,536.50  $0.00  1  ($137.50)  (0.15%)  $75.00  26.09%    $12.50  $0.00
   Sell  06/18/07 13:15  End of Day Exit  $1,534.25    ($112.50)  $3,450.00    ($212.50)  34.78%  (39.13%)  $12.50  $0.00
 52  Buy  06/19/07 06:45  Buy#29  $1,531.75  $0.00  1  $262.50  0.38%  $375.00  73.17%    $12.50  $0.00
   Sell  06/19/07 13:15  End of Day Exit  $1,537.50    $287.50  $3,712.50    ($137.50)  82.93%  56.10%  $12.50  $0.00
 53  Sell Short  06/21/07 07:30  Short#29  $1,517.00  $0.00  1  ($387.50)  (0.48%)  $262.50  38.18%    $12.50  $0.00
   Buy to Cover  06/21/07 13:15  End of Day Exit  $1,524.25    ($362.50)  $3,325.00    ($425.00)  9.09%  (52.73%)  $12.50  $0.00
 54  Buy  06/25/07 11:45  Buy#29  $1,498.75  $0.00  1  $150.00  0.23%  $200.00  43.24%    $12.50  $0.00
   Sell  06/25/07 13:15  End of Day Exit  $1,502.25    $175.00  $3,475.00    ($262.50)  94.59%  37.84%  $12.50  $0.00
 55  Buy  06/26/07 07:00  Buy#29  $1,502.50  $0.00  1  ($825.00)  (1.06%)  $275.00  24.72%    $12.50  $0.00
   Sell  06/26/07 13:15  End of Day Exit  $1,486.50    ($800.00)  $2,650.00    ($837.50)  3.37%  (71.91%)  $12.50  $0.00
 56  Buy  06/27/07 06:45  Buy#29  $1,485.00  $0.00  1  $1,087.50  1.50%  $1,175.00  92.16%    $12.50  $0.00
   Sell  06/27/07 13:15  End of Day Exit  $1,507.25    $1,112.50  $3,737.50    ($100.00)  95.10%  87.25%  $12.50  $0.00
 57  Sell Short  06/28/07 07:15  Short#29  $1,508.50  $0.00  1  $112.50  0.18%  $162.50  28.89%    $12.50  $0.00
   Buy to Cover  06/28/07 13:15  End of Day Exit  $1,505.75    $137.50  $3,850.00    ($400.00)  95.56%  24.44%  $12.50  $0.00
 58  Buy  06/29/07 09:15  Buy#29  $1,509.50  $0.00  1  ($200.00)  (0.23%)  $37.50  4.35%    $12.50  $0.00
   Sell  06/29/07 13:15  End of Day Exit  $1,506.00    ($175.00)  $3,650.00    ($825.00)  75.36%  (20.29%)  $12.50  $0.00
 59  Sell Short  07/03/07 07:15  Short#29  $1,525.50  $0.00  1  $12.50  0.05%  $200.00  84.21%    $12.50  $0.00
   Buy to Cover  07/03/07 10:15  End of Day Exit  $1,524.75    $37.50  $3,662.50    ($37.50)  31.58%  15.79%  $12.50  $0.00
 60  Buy  07/05/07 08:00  Buy#29  $1,522.00  $0.00  1  $25.00  0.07%  $212.50  45.95%    $12.50  $0.00
   Sell  07/05/07 13:15  End of Day Exit  $1,523.00    $50.00  $3,687.50    ($250.00)  64.86%  10.81%  $12.50  $0.00
 61  Buy  07/06/07 07:00  Buy#29  $1,521.50  $0.00  1  $450.00  0.62%  $550.00  86.27%    $12.50  $0.00
   Sell  07/06/07 13:15  End of Day Exit  $1,531.00    $475.00  $4,137.50    ($87.50)  88.24%  74.51%  $12.50  $0.00
 62  Sell Short  07/09/07 12:00  Short#29  $1,533.75  $0.00  1  $112.50  0.18%  $175.00  87.50%    $12.50  $0.00
   Buy to Cover  07/09/07 13:15  End of Day Exit  $1,531.00    $137.50  $4,250.00    ($25.00)  81.25%  68.75%  $12.50  $0.00
 63  Sell Short  07/10/07 07:30  Short#29  $1,524.00  $0.00  1  $737.50  1.00%  $825.00  88.00%    $12.50  $0.00
   Buy to Cover  07/10/07 13:15  End of Day Exit  $1,508.75    $762.50  $4,987.50    ($112.50)  93.33%  81.33%  $12.50  $0.00
 64  Buy  07/11/07 07:00  Buy#29  $1,506.50  $0.00  1  $662.50  0.91%  $687.50  87.30%    $12.50  $0.00
   Sell  07/11/07 13:15  End of Day Exit  $1,520.25    $687.50  $5,650.00    ($100.00)  100.00%  87.30%  $12.50  $0.00
 65  Sell Short  07/12/07 07:00  Short#29  $1,528.25  $0.00  1  ($800.00)  (1.01%)  $87.50  8.33%    $12.50  $0.00
   Buy to Cover  07/12/07 13:15  End of Day Exit  $1,543.75    ($775.00)  $4,850.00    ($962.50)  17.86%  (73.81%)  $12.50  $0.00
 66  Sell Short  07/13/07 07:00  Short#29  $1,546.50  $0.00  1  ($125.00)  (0.13%)  $50.00  11.43%    $12.50  $0.00
   Buy to Cover  07/13/07 13:15  End of Day Exit  $1,548.50    ($100.00)  $4,725.00    ($387.50)  65.71%  (22.86%)  $12.50  $0.00
 67  Buy  07/16/07 10:45  Buy#29  $1,547.75  $0.00  1  ($25.00)  0.00%  $162.50  54.17%    $12.50  $0.00
   Sell  07/16/07 13:15  End of Day Exit  $1,547.75    $0.00  $4,700.00    ($137.50)  45.83%  0.00%  $12.50  $0.00
 68  Buy  07/17/07 09:30  Buy#29  $1,548.00  $0.00  1  ($62.50)  (0.05%)  $300.00  72.73%    $12.50  $0.00
   Sell  07/17/07 13:15  End of Day Exit  $1,547.25    ($37.50)  $4,637.50    ($112.50)  18.18%  (9.09%)  $12.50  $0.00
 69  Buy  07/18/07 06:45  Buy#29  $1,541.50  $0.00  1  $87.50  0.15%  $250.00  32.26%    $12.50  $0.00
   Sell  07/18/07 13:15  End of Day Exit  $1,543.75    $112.50  $4,725.00    ($525.00)  82.26%  14.52%  $12.50  $0.00
 70  Sell Short  07/19/07 06:45  Short#29  $1,550.25  $0.00  1  $50.00  0.10%  $225.00  58.06%    $12.50  $0.00
   Buy to Cover  07/19/07 13:15  End of Day Exit  $1,548.75    $75.00  $4,775.00    ($162.50)  61.29%  19.35%  $12.50  $0.00
 71  Buy  07/20/07 07:00  Buy#29  $1,545.00  $0.00  1  ($600.00)  (0.74%)  $62.50  6.10%    $12.50  $0.00
   Sell  07/20/07 13:15  End of Day Exit  $1,533.50    ($575.00)  $4,175.00    ($962.50)  37.80%  (56.10%)  $12.50  $0.00
 72  Buy  07/23/07 07:00  Buy#29  $1,537.75  $0.00  1  ($25.00)  0.00%  $350.00  80.00%    $12.50  $0.00
   Sell  07/23/07 13:15  End of Day Exit  $1,537.75    $0.00  $4,150.00    ($87.50)  20.00%  0.00%  $12.50  $0.00
 73  Buy  07/24/07 06:45  Buy#29  $1,528.50  $0.00  1  ($875.00)  (1.11%)  $187.50  13.76%    $12.50  $0.00
   Sell  07/24/07 13:15  End of Day Exit  $1,511.50    ($850.00)  $3,275.00    ($1,175.00)  23.85%  (62.39%)  $12.50  $0.00
 74  Sell Short  07/25/07 07:00  Short#29  $1,519.25  $0.00  1  $300.00  0.43%  $1,012.50  93.10%    $12.50  $0.00
   Buy to Cover  07/25/07 13:15  End of Day Exit  $1,512.75    $325.00  $3,575.00    ($75.00)  36.78%  29.89%  $12.50  $0.00
 75  Buy  07/26/07 08:15  Buy#29  $1,491.25  $0.00  1  ($750.00)  (0.97%)  $0.00  0.00%    $12.50  $0.00
   Sell  07/26/07 13:15  End of Day Exit  $1,476.75    ($725.00)  $2,825.00    ($1,587.50)  54.33%  (45.67%)  $12.50  $0.00
 76  Sell Short  07/27/07 07:00  Short#29  $1,478.25  $0.00  1  $1,562.50  2.15%  $1,625.00  84.42%    $12.50  $0.00
   Buy to Cover  07/27/07 13:15  End of Day Exit  $1,446.50    $1,587.50  $4,387.50    ($300.00)  98.05%  82.47%  $12.50  $0.00
 77  Sell Short  07/30/07 07:15  Short#29  $1,458.25  $0.00  1  ($562.50)  (0.74%)  $475.00  38.78%    $12.50  $0.00
   Buy to Cover  07/30/07 13:15  End of Day Exit  $1,469.00    ($537.50)  $3,825.00    ($750.00)  17.35%  (43.88%)  $12.50  $0.00
 78  Sell Short  07/31/07 06:45  Short#29  $1,478.50  $0.00  1  $1,325.00  1.83%  $1,687.50  86.54%    $12.50  $0.00
   Buy to Cover  07/31/07 13:15  End of Day Exit  $1,451.50    $1,350.00  $5,150.00    ($262.50)  82.69%  69.23%  $12.50  $0.00
 79  Buy  08/01/07 07:00  Buy#29  $1,445.25  $0.00  1  $625.00  0.90%  $912.50  60.83%    $12.50  $0.00
   Sell  08/01/07 13:15  End of Day Exit  $1,458.25    $650.00  $5,775.00    ($587.50)  82.50%  43.33%  $12.50  $0.00
 80  Sell Short  08/02/07 07:00  Short#29  $1,468.00  $0.00  1  ($125.00)  (0.14%)  $675.00  79.41%    $12.50  $0.00
   Buy to Cover  08/02/07 13:15  End of Day Exit  $1,470.00    ($100.00)  $5,650.00    ($175.00)  8.82%  (11.76%)  $12.50  $0.00
 81  Buy  08/06/07 07:00  Buy#29  $1,430.25  $0.00  1  $1,275.00  1.82%  $1,587.50  76.97%    $12.50  $0.00
   Sell  08/06/07 13:15  End of Day Exit  $1,456.25    $1,300.00  $6,925.00    ($475.00)  86.06%  63.03%  $12.50  $0.00
 82  Sell Short  08/07/07 07:00  Short#29  $1,453.50  $0.00  1  ($900.00)  (1.20%)  $212.50  12.50%    $12.50  $0.00
   Buy to Cover  08/07/07 13:15  End of Day Exit  $1,471.00    ($875.00)  $6,025.00    ($1,487.50)  36.03%  (51.47%)  $12.50  $0.00
 83  Buy  08/08/07 12:30  Buy#29  $1,475.75  $0.00  1  $787.50  1.10%  $862.50  81.18%    $12.50  $0.00
   Sell  08/08/07 13:15  End of Day Exit  $1,492.00    $812.50  $6,812.50    ($200.00)  95.29%  76.47%  $12.50  $0.00
 84  Buy  08/09/07 06:45  Buy#29  $1,466.75  $0.00  1  ($1,050.00)  (1.40%)  $762.50  41.22%    $12.50  $0.00
   Sell  08/09/07 13:15  End of Day Exit  $1,446.25    ($1,025.00)  $5,762.50    ($1,087.50)  3.38%  (55.41%)  $12.50  $0.00
 85  Buy  08/10/07 06:45  Buy#29  $1,434.75  $0.00  1  $212.50  0.33%  $1,112.50  66.42%    $12.50  $0.00
   Sell  08/10/07 13:15  End of Day Exit  $1,439.50    $237.50  $5,975.00    ($562.50)  47.76%  14.18%  $12.50  $0.00
 86  Buy  08/13/07 07:00  Buy#29  $1,455.75  $0.00  1  ($612.50)  (0.81%)  $262.50  28.38%    $12.50  $0.00
   Sell  08/13/07 13:15  End of Day Exit  $1,444.00    ($587.50)  $5,362.50    ($662.50)  8.11%  (63.51%)  $12.50  $0.00
 87  Buy  08/14/07 07:00  Buy#29  $1,444.00  $0.00  1  ($1,100.00)  (1.49%)  $150.00  10.62%    $12.50  $0.00
   Sell  08/14/07 13:15  End of Day Exit  $1,422.50    ($1,075.00)  $4,262.50    ($1,262.50)  13.27%  (76.11%)  $12.50  $0.00
 88  Buy  08/15/07 06:45  Buy#29  $1,417.75  $0.00  1  ($787.50)  (1.08%)  $887.50  46.41%    $12.50  $0.00
   Sell  08/15/07 13:15  End of Day Exit  $1,402.50    ($762.50)  $3,475.00    ($1,025.00)  13.73%  (39.87%)  $12.50  $0.00
 89  Buy  08/16/07 06:45  Buy#29  $1,388.75  $0.00  1  $1,212.50  1.78%  $1,637.50  55.98%    $12.50  $0.00
   Sell  08/16/07 13:15  End of Day Exit  $1,413.50    $1,237.50  $4,687.50    ($1,287.50)  86.32%  42.31%  $12.50  $0.00
 90  Buy  08/20/07 07:00  Buy#29  $1,436.50  $0.00  1  $25.00  0.07%  $437.50  39.33%    $12.50  $0.00
   Sell  08/20/07 13:15  End of Day Exit  $1,437.50    $50.00  $4,712.50    ($675.00)  65.17%  4.49%  $12.50  $0.00
 91  Buy  08/22/07 08:15  Buy#29  $1,449.25  $0.00  1  $350.00  0.52%  $437.50  58.33%    $12.50  $0.00
   Sell  08/22/07 13:15  End of Day Exit  $1,456.75    $375.00  $5,062.50    ($312.50)  91.67%  50.00%  $12.50  $0.00
 92  Buy  08/29/07 07:00  Buy#29  $1,431.50  $0.00  1  $1,087.50  1.55%  $1,212.50  85.84%    $12.50  $0.00
   Sell  08/29/07 13:15  End of Day Exit  $1,453.75    $1,112.50  $6,150.00    ($200.00)  92.92%  78.76%  $12.50  $0.00
 93  Sell Short  08/30/07 07:00  Short#29  $1,446.75  $0.00  1  ($187.50)  (0.22%)  $162.50  19.70%    $12.50  $0.00
   Buy to Cover  08/30/07 13:15  End of Day Exit  $1,450.00    ($162.50)  $5,962.50    ($662.50)  60.61%  (19.70%)  $12.50  $0.00
 94  Sell Short  08/31/07 06:45  Short#29  $1,464.75  $0.00  1  $87.50  0.15%  $425.00  50.00%    $12.50  $0.00
   Buy to Cover  08/31/07 13:15  End of Day Exit  $1,462.50    $112.50  $6,050.00    ($425.00)  63.24%  13.24%  $12.50  $0.00
 95  Buy  09/05/07 07:15  Buy#29  $1,466.00  $0.00  1  ($50.00)  (0.03%)  $50.00  9.76%    $12.50  $0.00
   Sell  09/05/07 13:15  End of Day Exit  $1,465.50    ($25.00)  $6,000.00    ($462.50)  85.37%  (4.88%)  $12.50  $0.00
 96  Sell Short  09/06/07 08:45  Short#29  $1,469.00  $0.00  1  $12.50  0.05%  $225.00  52.94%    $12.50  $0.00
   Buy to Cover  09/06/07 13:15  End of Day Exit  $1,468.25    $37.50  $6,012.50    ($200.00)  55.88%  8.82%  $12.50  $0.00
 97  Sell Short  09/07/07 07:00  Short#29  $1,453.25  $0.00  1  $225.00  0.34%  $725.00  86.57%    $12.50  $0.00
   Buy to Cover  09/07/07 13:15  End of Day Exit  $1,448.25    $250.00  $6,237.50    ($112.50)  43.28%  29.85%  $12.50  $0.00
 98  Sell Short  09/11/07 07:00  Short#29  $1,451.50  $0.00  1  ($525.00)  (0.69%)  $112.50  16.36%    $12.50  $0.00
   Buy to Cover  09/11/07 13:15  End of Day Exit  $1,461.50    ($500.00)  $5,712.50    ($575.00)  10.91%  (72.73%)  $12.50  $0.00
 99  Sell Short  09/12/07 07:00  Short#29  $1,459.25  $0.00  1  ($300.00)  (0.38%)  $37.50  6.67%    $12.50  $0.00
   Buy to Cover  09/12/07 13:15  End of Day Exit  $1,464.75    ($275.00)  $5,412.50    ($525.00)  44.44%  (48.89%)  $12.50  $0.00
 100  Sell Short  09/13/07 06:45  Short#29  $1,470.75  $0.00  1  ($175.00)  (0.20%)  $200.00  31.37%    $12.50  $0.00
   Buy to Cover  09/13/07 13:15  End of Day Exit  $1,473.75    ($150.00)  $5,237.50    ($437.50)  45.10%  (23.53%)  $12.50  $0.00
 101  Buy  09/14/07 06:45  Buy#29  $1,464.00  $0.00  1  $425.00  0.61%  $562.50  83.33%    $12.50  $0.00
   Sell  09/14/07 13:15  End of Day Exit  $1,473.00    $450.00  $5,662.50    ($112.50)  83.33%  66.67%  $12.50  $0.00
 102  Sell Short  09/17/07 07:30  Short#29  $1,469.75  $0.00  1  $212.50  0.32%  $475.00  90.48%    $12.50  $0.00
   Buy to Cover  09/17/07 13:15  End of Day Exit  $1,465.00    $237.50  $5,875.00    ($50.00)  54.76%  45.24%  $12.50  $0.00
 103  Sell Short  09/18/07 06:45  Short#29  $1,472.25  $0.00  1  ($1,837.50)  (2.46%)  $225.00  10.78%    $12.50  $0.00
   Buy to Cover  09/18/07 13:15  End of Day Exit  $1,508.50    ($1,812.50)  $4,037.50    ($1,862.50)  2.40%  (86.83%)  $12.50  $0.00
 104  Sell Short  09/19/07 07:00  Short#29  $1,520.75  $0.00  1  $187.50  0.28%  $525.00  61.76%    $12.50  $0.00
   Buy to Cover  09/19/07 13:15  End of Day Exit  $1,516.50    $212.50  $4,225.00    ($325.00)  63.24%  25.00%  $12.50  $0.00
 105  Buy  09/20/07 10:30  Buy#29  $1,510.50  $0.00  1  ($237.50)  (0.28%)  $112.50  25.71%    $12.50  $0.00
   Sell  09/20/07 13:15  End of Day Exit  $1,506.25    ($212.50)  $3,987.50    ($325.00)  25.71%  (48.57%)  $12.50  $0.00
 106  Buy  09/21/07 07:00  Buy#29  $1,514.25  $0.00  1  ($250.00)  (0.30%)  $225.00  45.00%    $12.50  $0.00
   Sell  09/21/07 13:15  End of Day Exit  $1,509.75    ($225.00)  $3,737.50    ($275.00)  10.00%  (45.00%)  $12.50  $0.00
 107  Sell Short  09/24/07 07:30  Short#29  $1,514.50  $0.00  1  $362.50  0.51%  $562.50  76.27%    $12.50  $0.00
   Buy to Cover  09/24/07 13:15  End of Day Exit  $1,506.75    $387.50  $4,100.00    ($175.00)  76.27%  52.54%  $12.50  $0.00
 108  Sell Short  09/25/07 07:00  Short#29  $1,498.00  $0.00  1  ($325.00)  (0.40%)  $200.00  32.00%    $12.50  $0.00
   Buy to Cover  09/25/07 13:15  End of Day Exit  $1,504.00    ($300.00)  $3,775.00    ($425.00)  20.00%  (48.00%)  $12.50  $0.00
 109  Sell Short  09/26/07 08:15  Short#29  $1,513.50  $0.00  1  $87.50  0.15%  $400.00  69.57%    $12.50  $0.00
   Buy to Cover  09/26/07 13:15  End of Day Exit  $1,511.25    $112.50  $3,862.50    ($175.00)  50.00%  19.57%  $12.50  $0.00
 110  Sell Short  09/27/07 06:45  Short#29  $1,518.00  $0.00  1  ($125.00)  (0.13%)  $287.50  71.88%    $12.50  $0.00
   Buy to Cover  09/27/07 13:15  End of Day Exit  $1,520.00    ($100.00)  $3,737.50    ($112.50)  3.13%  (25.00%)  $12.50  $0.00
 111  Sell Short  09/28/07 07:00  Short#29  $1,519.50  $0.00  1  $187.50  0.28%  $562.50  90.00%    $12.50  $0.00
   Buy to Cover  09/28/07 13:15  End of Day Exit  $1,515.25    $212.50  $3,925.00    ($62.50)  44.00%  34.00%  $12.50  $0.00
 112  Sell Short  10/03/07 07:30  Short#29  $1,527.25  $0.00  1  $37.50  0.08%  $275.00  55.00%    $12.50  $0.00
   Buy to Cover  10/03/07 13:15  End of Day Exit  $1,526.00    $62.50  $3,962.50    ($225.00)  57.50%  12.50%  $12.50  $0.00
 113  Buy  10/04/07 07:00  Buy#29  $1,525.75  $0.00  1  $62.50  0.11%  $212.50  62.96%    $12.50  $0.00
   Sell  10/04/07 13:15  End of Day Exit  $1,527.50    $87.50  $4,025.00    ($125.00)  62.96%  25.93%  $12.50  $0.00
 114  Buy  10/05/07 07:00  Buy#29  $1,535.25  $0.00  1  $512.50  0.70%  $675.00  88.52%    $12.50  $0.00
   Sell  10/05/07 13:15  End of Day Exit  $1,546.00    $537.50  $4,537.50    ($87.50)  81.97%  70.49%  $12.50  $0.00
 115  Sell Short  10/08/07 07:15  Short#29  $1,542.25  $0.00  1  $200.00  0.29%  $362.50  100.00%    $12.50  $0.00
   Buy to Cover  10/08/07 13:15  End of Day Exit  $1,537.75    $225.00  $4,737.50    $0.00  62.07%  62.07%  $12.50  $0.00
 116  Sell Short  10/09/07 06:45  Short#29  $1,543.25  $0.00  1  ($462.50)  (0.57%)  $287.50  37.70%    $12.50  $0.00
   Buy to Cover  10/09/07 13:15  End of Day Exit  $1,552.00    ($437.50)  $4,275.00    ($475.00)  4.92%  (57.38%)  $12.50  $0.00
 117  Sell Short  10/10/07 08:45  Short#29  $1,548.25  $0.00  1  ($25.00)  0.00%  $387.50  72.09%    $12.50  $0.00
   Buy to Cover  10/10/07 13:15  End of Day Exit  $1,548.25    $0.00  $4,250.00    ($150.00)  27.91%  0.00%  $12.50  $0.00
 118  Sell Short  10/11/07 06:45  Short#29  $1,555.75  $0.00  1  $712.50  0.95%  $1,212.50  79.51%    $12.50  $0.00
   Buy to Cover  10/11/07 13:15  End of Day Exit  $1,541.00    $737.50  $4,962.50    ($312.50)  68.85%  48.36%  $12.50  $0.00
 119  Sell Short  10/16/07 08:45  Short#29  $1,530.75  $0.00  1  $350.00  0.49%  $512.50  97.62%    $12.50  $0.00
   Buy to Cover  10/16/07 13:15  End of Day Exit  $1,523.25    $375.00  $5,312.50    ($12.50)  73.81%  71.43%  $12.50  $0.00
 120  Sell Short  10/17/07 06:45  Short#29  $1,535.00  $0.00  1  $337.50  0.47%  $1,287.50  96.26%    $12.50  $0.00
   Buy to Cover  10/17/07 13:15  End of Day Exit  $1,527.75    $362.50  $5,650.00    ($50.00)  30.84%  27.10%  $12.50  $0.00
 121  Sell Short  10/18/07 07:30  Short#29  $1,521.50  $0.00  1  ($37.50)  (0.02%)  $275.00  52.38%    $12.50  $0.00
   Buy to Cover  10/18/07 13:15  End of Day Exit  $1,521.75    ($12.50)  $5,612.50    ($250.00)  45.24%  (2.38%)  $12.50  $0.00
 122  Sell Short  10/22/07 07:00  Short#29  $1,479.00  $0.00  1  ($525.00)  (0.68%)  $337.50  36.00%    $12.50  $0.00
   Buy to Cover  10/22/07 13:15  End of Day Exit  $1,489.00    ($500.00)  $5,087.50    ($600.00)  10.67%  (53.33%)  $12.50  $0.00
 123  Sell Short  10/23/07 06:45  Short#29  $1,496.25  $0.00  1  ($225.00)  (0.27%)  $537.50  62.32%    $12.50  $0.00
   Buy to Cover  10/23/07 13:15  End of Day Exit  $1,500.25    ($200.00)  $4,862.50    ($325.00)  14.49%  (23.19%)  $12.50  $0.00
 124  Sell Short  10/24/07 12:15  Short#29  $1,497.50  $0.00  1  ($12.50)  0.02%  $387.50  77.50%    $12.50  $0.00
   Buy to Cover  10/24/07 13:15  End of Day Exit  $1,497.25    $12.50  $4,850.00    ($112.50)  25.00%  2.50%  $12.50  $0.00
 125  Sell Short  10/25/07 07:15  Short#29  $1,499.50  $0.00  1  ($37.50)  (0.02%)  $937.50  77.32%    $12.50  $0.00
   Buy to Cover  10/25/07 13:15  End of Day Exit  $1,499.75    ($12.50)  $4,812.50    ($275.00)  21.65%  (1.03%)  $12.50  $0.00
 126  Sell Short  10/26/07 06:45  Short#29  $1,512.50  $0.00  1  ($275.00)  (0.33%)  $575.00  65.71%    $12.50  $0.00
   Buy to Cover  10/26/07 13:15  End of Day Exit  $1,517.50    ($250.00)  $4,537.50    ($300.00)  5.71%  (28.57%)  $12.50  $0.00
 127  Sell Short  10/29/07 07:00  Short#29  $1,524.25  $0.00  1  $50.00  0.10%  $350.00  77.78%    $12.50  $0.00
   Buy to Cover  10/29/07 13:15  End of Day Exit  $1,522.75    $75.00  $4,587.50    ($100.00)  38.89%  16.67%  $12.50  $0.00
 128  Sell Short  10/30/07 07:00  Short#29  $1,518.50  $0.00  1  $325.00  0.46%  $425.00  89.47%    $12.50  $0.00
   Buy to Cover  10/30/07 13:15  End of Day Exit  $1,511.50    $350.00  $4,912.50    ($50.00)  84.21%  73.68%  $12.50  $0.00
 129  Sell Short  10/31/07 06:45  Short#29  $1,521.00  $0.00  1  ($387.50)  (0.48%)  $600.00  48.00%    $12.50  $0.00
   Buy to Cover  10/31/07 13:15  End of Day Exit  $1,528.25    ($362.50)  $4,525.00    ($650.00)  23.00%  (29.00%)  $12.50  $0.00
 130  Buy  11/01/07 06:45  Buy#29  $1,508.75  $0.00  1  ($900.00)  (1.16%)  $137.50  10.68%    $12.50  $0.00
   Sell  11/01/07 13:15  End of Day Exit  $1,491.25    ($875.00)  $3,625.00    ($1,150.00)  21.36%  (67.96%)  $12.50  $0.00
 131  Buy  11/02/07 07:00  Buy#29  $1,486.75  $0.00  1  $287.50  0.42%  $387.50  34.44%    $12.50  $0.00
   Sell  11/02/07 13:15  End of Day Exit  $1,493.00    $312.50  $3,912.50    ($737.50)  93.33%  27.78%  $12.50  $0.00
 132  Sell Short  11/05/07 07:00  Short#29  $1,480.50  $0.00  1  ($25.00)  0.00%  $550.00  50.00%    $12.50  $0.00
   Buy to Cover  11/05/07 13:15  End of Day Exit  $1,480.50    $0.00  $3,887.50    ($550.00)  50.00%  0.00%  $12.50  $0.00
 133  Buy  11/06/07 07:00  Buy#29  $1,487.75  $0.00  1  $600.00  0.84%  $675.00  60.00%    $12.50  $0.00
   Sell  11/06/07 13:15  End of Day Exit  $1,500.25    $625.00  $4,487.50    ($450.00)  95.56%  55.56%  $12.50  $0.00
 134  Sell Short  11/07/07 07:15  Short#29  $1,489.00  $0.00  1  $1,500.00  2.05%  $1,750.00  96.55%    $12.50  $0.00
   Buy to Cover  11/07/07 13:15  End of Day Exit  $1,458.50    $1,525.00  $5,987.50    ($62.50)  87.59%  84.14%  $12.50  $0.00
 135  Buy  11/08/07 07:00  Buy#29  $1,453.75  $0.00  1  ($162.50)  (0.19%)  $425.00  25.76%    $12.50  $0.00
   Sell  11/08/07 13:15  End of Day Exit  $1,451.00    ($137.50)  $5,825.00    ($1,225.00)  65.91%  (8.33%)  $12.50  $0.00
 136  Sell Short  11/09/07 07:15  Short#29  $1,438.00  $0.00  1  $350.00  0.52%  $550.00  41.12%    $12.50  $0.00
   Buy to Cover  11/09/07 13:15  End of Day Exit  $1,430.50    $375.00  $6,175.00    ($787.50)  86.92%  28.04%  $12.50  $0.00
 137  Buy  11/12/07 12:45  Buy#29  $1,425.25  $0.00  1  ($512.50)  (0.68%)  $262.50  33.33%    $12.50  $0.00
   Sell  11/12/07 13:15  End of Day Exit  $1,415.50    ($487.50)  $5,662.50    ($525.00)  4.76%  (61.90%)  $12.50  $0.00
 138  Buy  11/15/07 09:30  Buy#29  $1,441.00  $0.00  1  ($437.50)  (0.57%)  $212.50  18.28%    $12.50  $0.00
   Sell  11/15/07 13:15  End of Day Exit  $1,432.75    ($412.50)  $5,225.00    ($950.00)  46.24%  (35.48%)  $12.50  $0.00
 139  Buy  11/16/07 07:00  Buy#29  $1,435.50  $0.00  1  ($25.00)  0.00%  $325.00  33.77%    $12.50  $0.00
   Sell  11/16/07 13:15  End of Day Exit  $1,435.50    $0.00  $5,200.00    ($637.50)  66.23%  0.00%  $12.50  $0.00
 140  Sell Short  11/20/07 07:00  Short#29  $1,419.50  $0.00  1  ($162.50)  (0.19%)  $1,112.50  64.49%    $12.50  $0.00
   Buy to Cover  11/20/07 13:15  End of Day Exit  $1,422.25    ($137.50)  $5,037.50    ($612.50)  27.54%  (7.97%)  $12.50  $0.00
 141  Sell Short  11/21/07 07:00  Short#29  $1,407.75  $0.00  1  $712.50  1.05%  $775.00  68.13%    $12.50  $0.00
   Buy to Cover  11/21/07 13:15  End of Day Exit  $1,393.00    $737.50  $5,750.00    ($362.50)  96.70%  64.84%  $12.50  $0.00
 142  Buy  11/23/07 07:00  Buy#29  $1,405.00  $0.00  1  $575.00  0.85%  $712.50  86.36%    $12.50  $0.00
   Sell  11/23/07 10:15  End of Day Exit  $1,417.00    $600.00  $6,325.00    ($112.50)  86.36%  72.73%  $12.50  $0.00
 143  Sell Short  11/26/07 07:00  Short#29  $1,421.75  $0.00  1  $1,837.50  2.62%  $1,987.50  93.53%    $12.50  $0.00
   Buy to Cover  11/26/07 13:15  End of Day Exit  $1,384.50    $1,862.50  $8,162.50    ($137.50)  94.12%  87.65%  $12.50  $0.00
 144  Buy  11/27/07 07:15  Buy#29  $1,389.50  $0.00  1  $600.00  0.90%  $925.00  80.43%    $12.50  $0.00
   Sell  11/27/07 13:15  End of Day Exit  $1,402.00    $625.00  $8,762.50    ($225.00)  73.91%  54.35%  $12.50  $0.00
 145  Sell Short  11/29/07 08:15  Short#29  $1,446.50  $0.00  1  ($12.50)  0.02%  $425.00  59.65%    $12.50  $0.00
   Buy to Cover  11/29/07 13:15  End of Day Exit  $1,446.25    $12.50  $8,750.00    ($287.50)  42.11%  1.75%  $12.50  $0.00
 146  Sell Short  11/30/07 06:45  Short#29  $1,465.25  $0.00  1  $162.50  0.26%  $850.00  88.31%    $12.50  $0.00
   Buy to Cover  11/30/07 13:15  End of Day Exit  $1,461.50    $187.50  $8,912.50    ($112.50)  31.17%  19.48%  $12.50  $0.00
 147  Buy  12/03/07 07:15  Buy#29  $1,450.25  $0.00  1  $12.50  0.05%  $450.00  75.00%    $12.50  $0.00
   Sell  12/03/07 13:15  End of Day Exit  $1,451.00    $37.50  $8,925.00    ($150.00)  31.25%  6.25%  $12.50  $0.00
 148  Buy  12/04/07 06:45  Buy#29  $1,440.75  $0.00  1  ($137.50)  (0.16%)  $350.00  70.00%    $12.50  $0.00
   Sell  12/04/07 13:15  End of Day Exit  $1,438.50    ($112.50)  $8,787.50    ($150.00)  7.50%  (22.50%)  $12.50  $0.00
 149  Sell Short  12/05/07 06:45  Short#29  $1,453.25  $0.00  1  ($487.50)  (0.64%)  $62.50  10.20%    $12.50  $0.00
   Buy to Cover  12/05/07 13:15  End of Day Exit  $1,462.50    ($462.50)  $8,300.00    ($550.00)  14.29%  (75.51%)  $12.50  $0.00
 150  Sell Short  12/06/07 07:00  Short#29  $1,464.00  $0.00  1  ($975.00)  (1.30%)  $62.50  5.38%    $12.50  $0.00
   Buy to Cover  12/06/07 13:15  End of Day Exit  $1,483.00    ($950.00)  $7,325.00    ($1,100.00)  12.90%  (81.72%)  $12.50  $0.00
 151  Sell Short  12/07/07 06:45  Short#29  $1,487.50  $0.00  1  $262.50  0.39%  $412.50  89.19%    $12.50  $0.00
   Buy to Cover  12/07/07 13:15  End of Day Exit  $1,481.75    $287.50  $7,587.50    ($50.00)  72.97%  62.16%  $12.50  $0.00
 152  Sell Short  12/11/07 10:30  Short#29  $1,496.50  $0.00  1  $2,212.50  2.99%  $2,287.50  88.83%    $12.50  $0.00
   Buy to Cover  12/11/07 13:15  End of Day Exit  $1,451.75    $2,237.50  $9,800.00    ($287.50)  98.06%  86.89%  $12.50  $0.00
 153  Buy  12/12/07 07:00  Buy#29  $1,480.25  $0.00  1  ($750.00)  (0.98%)  $100.00  5.23%    $12.50  $0.00
   Sell  12/12/07 13:15  End of Day Exit  $1,465.75    ($725.00)  $9,050.00    ($1,812.50)  56.86%  (37.91%)  $12.50  $0.00
 154  Buy  12/13/07 07:00  Buy#29  $1,453.00  $0.00  1  $487.50  0.71%  $675.00  62.79%    $12.50  $0.00
   Sell  12/13/07 13:15  End of Day Exit  $1,463.25    $512.50  $9,537.50    ($400.00)  84.88%  47.67%  $12.50  $0.00
 155  Sell Short  12/14/07 07:00  Short#29  $1,454.75  $0.00  1  $562.50  0.81%  $587.50  58.02%    $12.50  $0.00
   Buy to Cover  12/14/07 13:15  End of Day Exit  $1,443.00    $587.50  $10,100.00    ($425.00)  100.00%  58.02%  $12.50  $0.00
 156  Sell Short  12/17/07 07:30  Short#29  $1,438.50  $0.00  1  $825.00  1.18%  $925.00  91.36%    $12.50  $0.00
   Buy to Cover  12/17/07 13:15  End of Day Exit  $1,421.50    $850.00  $10,925.00    ($87.50)  92.59%  83.95%  $12.50  $0.00
 157  Buy  12/18/07 07:00  Buy#29  $1,429.50  $0.00  1  $87.50  0.16%  $350.00  27.18%    $12.50  $0.00
   Sell  12/18/07 13:15  End of Day Exit  $1,431.75    $112.50  $11,012.50    ($937.50)  81.55%  8.74%  $12.50  $0.00
 158  Sell Short  12/19/07 07:00  Short#29  $1,433.00  $0.00  1  $137.50  0.23%  $612.50  62.03%    $12.50  $0.00
   Buy to Cover  12/19/07 13:15  End of Day Exit  $1,429.75    $162.50  $11,150.00    ($375.00)  54.43%  16.46%  $12.50  $0.00
 159  Buy  12/20/07 07:00  Buy#29  $1,435.75  $0.00  1  $162.50  0.26%  $212.50  24.29%    $12.50  $0.00
   Sell  12/20/07 13:15  End of Day Exit  $1,439.50    $187.50  $11,312.50    ($662.50)  97.14%  21.43%  $12.50  $0.00
 160  Sell Short  12/21/07 07:00  Short#29  $1,453.25  $0.00  1  ($512.50)  (0.67%)  $87.50  14.00%    $12.50  $0.00
   Buy to Cover  12/21/07 13:15  End of Day Exit  $1,463.00    ($487.50)  $10,800.00    ($537.50)  8.00%  (78.00%)  $12.50  $0.00
 161  Sell Short  12/24/07 06:45  Short#29  $1,466.50  $0.00  1  ($325.00)  (0.41%)  $100.00  19.51%    $12.50  $0.00
   Buy to Cover  12/24/07 10:15  End of Day Exit  $1,472.50    ($300.00)  $10,475.00    ($412.50)  21.95%  (58.54%)  $12.50  $0.00
 162  Buy  12/26/07 07:00  Buy#29  $1,466.00  $0.00  1  $412.50  0.60%  $500.00  85.11%    $12.50  $0.00
   Sell  12/26/07 13:15  End of Day Exit  $1,474.75    $437.50  $10,887.50    ($87.50)  89.36%  74.47%  $12.50  $0.00
 163  Buy  12/28/07 07:15  Buy#29  $1,459.75  $0.00  1  ($500.00)  (0.65%)  $0.00  0.00%    $12.50  $0.00
   Sell  12/28/07 13:15  End of Day Exit  $1,450.25    ($475.00)  $10,387.50    ($687.50)  30.91%  (69.09%)  $12.50  $0.00
 164  Buy  12/31/07 06:45  Buy#29  $1,445.75  $0.00  1  ($325.00)  (0.42%)  $187.50  27.78%    $12.50  $0.00
   Sell  12/31/07 13:15  End of Day Exit  $1,439.75    ($300.00)  $10,062.50    ($487.50)  27.78%  (44.44%)  $12.50  $0.00
 165  Sell Short  01/02/08 07:00  Short#29  $1,445.25  $0.00  1  $1,062.50  1.50%  $1,562.50  99.21%    $12.50  $0.00
   Buy to Cover  01/02/08 13:15  End of Day Exit  $1,423.50    $1,087.50  $11,125.00    ($12.50)  69.84%  69.05%  $12.50  $0.00
 166  Sell Short  01/03/08 07:15  Short#29  $1,425.75  $0.00  1  $62.50  0.12%  $487.50  70.91%    $12.50  $0.00
   Buy to Cover  01/03/08 13:15  End of Day Exit  $1,424.00    $87.50  $11,187.50    ($200.00)  41.82%  12.73%  $12.50  $0.00
 167  Sell Short  01/07/08 07:00  Short#29  $1,393.00  $0.00  1  $325.00  0.50%  $900.00  83.72%    $12.50  $0.00
   Buy to Cover  01/07/08 13:15  End of Day Exit  $1,386.00    $350.00  $11,512.50    ($175.00)  48.84%  32.56%  $12.50  $0.00
 168  Sell Short  01/08/08 06:45  Short#29  $1,396.50  $0.00  1  $1,700.00  2.47%  $1,925.00  86.03%    $12.50  $0.00
   Buy to Cover  01/08/08 13:15  End of Day Exit  $1,362.00    $1,725.00  $13,212.50    ($312.50)  91.06%  77.09%  $12.50  $0.00
 169  Buy  01/09/08 08:45  Buy#29  $1,359.75  $0.00  1  $812.50  1.23%  $1,087.50  69.05%    $12.50  $0.00
   Sell  01/09/08 13:15  End of Day Exit  $1,376.50    $837.50  $14,025.00    ($487.50)  84.13%  53.17%  $12.50  $0.00
 170  Sell Short  01/10/08 07:00  Short#29  $1,371.00  $0.00  1  ($737.50)  (1.04%)  $75.00  4.72%    $12.50  $0.00
   Buy to Cover  01/10/08 13:15  End of Day Exit  $1,385.25    ($712.50)  $13,287.50    ($1,512.50)  50.39%  (44.88%)  $12.50  $0.00
 171  Buy  01/11/08 07:15  Buy#29  $1,375.75  $0.00  1  ($137.50)  (0.16%)  $637.50  54.84%    $12.50  $0.00
   Sell  01/11/08 13:15  End of Day Exit  $1,373.50    ($112.50)  $13,150.00    ($525.00)  35.48%  (9.68%)  $12.50  $0.00
 172  Buy  01/14/08 07:00  Buy#29  $1,377.00  $0.00  1  $400.00  0.62%  $625.00  92.59%    $12.50  $0.00
   Sell  01/14/08 13:15  End of Day Exit  $1,385.50    $425.00  $13,550.00    ($50.00)  70.37%  62.96%  $12.50  $0.00
 173  Buy  01/15/08 06:45  Buy#29  $1,369.00  $0.00  1  ($800.00)  (1.13%)  $187.50  16.67%    $12.50  $0.00
   Sell  01/15/08 13:15  End of Day Exit  $1,353.50    ($775.00)  $12,750.00    ($937.50)  14.44%  (68.89%)  $12.50  $0.00
 174  Sell Short  01/16/08 11:30  Short#29  $1,355.25  $0.00  1  $675.00  1.03%  $737.50  67.05%    $12.50  $0.00
   Buy to Cover  01/16/08 13:15  End of Day Exit  $1,341.25    $700.00  $13,425.00    ($362.50)  96.59%  63.64%  $12.50  $0.00
 175  Sell Short  01/17/08 07:00  Short#29  $1,347.00  $0.00  1  $2,087.50  3.14%  $2,400.00  98.97%    $12.50  $0.00
   Buy to Cover  01/17/08 13:15  End of Day Exit  $1,304.75    $2,112.50  $15,512.50    ($25.00)  88.14%  87.11%  $12.50  $0.00
 176  Buy  01/18/08 07:00  Buy#29  $1,308.75  $0.00  1  ($950.00)  (1.41%)  $575.00  29.11%    $12.50  $0.00
   Sell  01/18/08 13:15  End of Day Exit  $1,290.25    ($925.00)  $14,562.50    ($1,400.00)  24.05%  (46.84%)  $12.50  $0.00
 177  Buy  01/22/08 06:45  Buy#29  $1,231.50  $0.00  1  $2,125.00  3.49%  $2,925.00  92.86%    $12.50  $0.00
   Sell  01/22/08 13:15  End of Day Exit  $1,274.50    $2,150.00  $16,687.50    ($225.00)  75.40%  68.25%  $12.50  $0.00
 178  Buy  01/23/08 10:00  Buy#29  $1,236.75  $0.00  1  $3,487.50  5.68%  $3,637.50  97.65%    $12.50  $0.00
   Sell  01/23/08 13:15  End of Day Exit  $1,307.00    $3,512.50  $20,175.00    ($87.50)  96.64%  94.30%  $12.50  $0.00
 179  Sell Short  01/24/08 07:00  Short#29  $1,315.00  $0.00  1  ($125.00)  (0.15%)  $737.50  67.05%    $12.50  $0.00
   Buy to Cover  01/24/08 13:15  End of Day Exit  $1,317.00    ($100.00)  $20,050.00    ($362.50)  23.86%  (9.09%)  $12.50  $0.00
 180  Sell Short  01/25/08 06:45  Short#29  $1,332.75  $0.00  1  $1,675.00  2.55%  $1,975.00  92.94%    $12.50  $0.00
   Buy to Cover  01/25/08 13:15  End of Day Exit  $1,298.75    $1,700.00  $21,725.00    ($150.00)  87.06%  80.00%  $12.50  $0.00
 181  Buy  01/28/08 06:45  Buy#29  $1,293.00  $0.00  1  $1,300.00  2.05%  $1,512.50  85.21%    $12.50  $0.00
   Sell  01/28/08 13:15  End of Day Exit  $1,319.50    $1,325.00  $23,025.00    ($262.50)  89.44%  74.65%  $12.50  $0.00
 182  Sell Short  01/29/08 12:15  Short#29  $1,330.50  $0.00  1  $150.00  0.26%  $200.00  72.73%    $12.50  $0.00
   Buy to Cover  01/29/08 13:15  End of Day Exit  $1,327.00    $175.00  $23,175.00    ($75.00)  90.91%  63.64%  $12.50  $0.00
 183  Buy  01/30/08 13:00  Buy#29  $1,318.75  $0.00  1  ($200.00)  (0.27%)  $75.00  18.75%    $12.50  $0.00
   Sell  01/30/08 13:15  End of Day Exit  $1,315.25    ($175.00)  $22,975.00    ($325.00)  37.50%  (43.75%)  $12.50  $0.00
 184  Buy  01/31/08 06:45  Buy#29  $1,300.50  $0.00  1  $1,950.00  3.04%  $2,587.50  95.39%    $12.50  $0.00
   Sell  01/31/08 13:15  End of Day Exit  $1,340.00    $1,975.00  $24,925.00    ($125.00)  77.42%  72.81%  $12.50  $0.00
 185  Sell Short  02/01/08 07:00  Short#29  $1,348.75  $0.00  1  ($687.50)  (0.98%)  $362.50  34.12%    $12.50  $0.00
   Buy to Cover  02/01/08 13:15  End of Day Exit  $1,362.00    ($662.50)  $24,237.50    ($700.00)  3.53%  (62.35%)  $12.50  $0.00
 186  Sell Short  02/05/08 07:00  Short#29  $1,327.50  $0.00  1  $950.00  1.47%  $1,250.00  95.24%    $12.50  $0.00
   Buy to Cover  02/05/08 13:15  End of Day Exit  $1,308.00    $975.00  $25,187.50    ($62.50)  79.05%  74.29%  $12.50  $0.00
 187  Buy  02/06/08 07:00  Buy#29  $1,303.00  $0.00  1  ($400.00)  (0.58%)  $762.50  53.51%    $12.50  $0.00
   Sell  02/06/08 13:15  End of Day Exit  $1,295.50    ($375.00)  $24,787.50    ($662.50)  20.18%  (26.32%)  $12.50  $0.00
 188  Buy  02/07/08 06:45  Buy#29  $1,286.25  $0.00  1  $925.00  1.48%  $1,362.50  87.90%    $12.50  $0.00
   Sell  02/07/08 13:15  End of Day Exit  $1,305.25    $950.00  $25,712.50    ($187.50)  73.39%  61.29%  $12.50  $0.00
 189  Sell Short  02/08/08 07:00  Short#29  $1,301.50  $0.00  1  $262.50  0.44%  $775.00  72.09%    $12.50  $0.00
   Buy to Cover  02/08/08 13:15  End of Day Exit  $1,295.75    $287.50  $25,975.00    ($300.00)  54.65%  26.74%  $12.50  $0.00
 190  Sell Short  02/11/08 09:15  Short#29  $1,298.75  $0.00  1  ($225.00)  (0.31%)  $175.00  28.57%    $12.50  $0.00
   Buy to Cover  02/11/08 13:15  End of Day Exit  $1,302.75    ($200.00)  $25,750.00    ($437.50)  38.78%  (32.65%)  $12.50  $0.00
 191  Sell Short  02/12/08 06:45  Short#29  $1,314.00  $0.00  1  ($62.50)  (0.06%)  $462.50  38.95%    $12.50  $0.00
   Buy to Cover  02/12/08 13:15  End of Day Exit  $1,314.75    ($37.50)  $25,687.50    ($725.00)  57.89%  (3.16%)  $12.50  $0.00
 192  Buy  02/13/08 07:00  Buy#29  $1,321.50  $0.00  1  $337.50  0.55%  $700.00  72.73%    $12.50  $0.00
   Sell  02/13/08 13:15  End of Day Exit  $1,328.75    $362.50  $26,025.00    ($262.50)  64.94%  37.66%  $12.50  $0.00
 193  Buy  02/14/08 07:00  Buy#29  $1,327.25  $0.00  1  ($575.00)  (0.83%)  $312.50  29.41%    $12.50  $0.00
   Sell  02/14/08 13:15  End of Day Exit  $1,316.25    ($550.00)  $25,450.00    ($750.00)  18.82%  (51.76%)  $12.50  $0.00
 194  Buy  02/15/08 06:45  Buy#29  $1,309.75  $0.00  1  $300.00  0.50%  $350.00  51.85%    $12.50  $0.00
   Sell  02/15/08 13:15  End of Day Exit  $1,316.25    $325.00  $25,750.00    ($325.00)  96.30%  48.15%  $12.50  $0.00
 195  Sell Short  02/20/08 07:00  Short#29  $1,307.75  $0.00  1  ($837.50)  (1.24%)  $325.00  22.81%    $12.50  $0.00
   Buy to Cover  02/20/08 13:15  End of Day Exit  $1,324.00    ($812.50)  $24,912.50    ($1,100.00)  20.18%  (57.02%)  $12.50  $0.00
 196  Buy  02/21/08 07:15  Buy#29  $1,328.25  $0.00  1  ($875.00)  (1.28%)  $112.50  8.57%    $12.50  $0.00
   Sell  02/21/08 13:15  End of Day Exit  $1,311.25    ($850.00)  $24,037.50    ($1,200.00)  26.67%  (64.76%)  $12.50  $0.00
 197  Sell Short  02/22/08 13:00  Short#29  $1,314.50  $0.00  1  ($337.50)  (0.48%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  02/22/08 13:15  End of Day Exit  $1,320.75    ($312.50)  $23,700.00    ($400.00)  21.88%  (78.13%)  $12.50  $0.00
 198  Sell Short  02/25/08 07:30  Short#29  $1,322.50  $0.00  1  ($712.50)  (1.04%)  $325.00  26.53%    $12.50  $0.00
   Buy to Cover  02/25/08 13:15  End of Day Exit  $1,336.25    ($687.50)  $22,987.50    ($900.00)  17.35%  (56.12%)  $12.50  $0.00
 199  Sell Short  02/26/08 07:00  Short#29  $1,335.50  $0.00  1  ($625.00)  (0.90%)  $337.50  27.27%    $12.50  $0.00
   Buy to Cover  02/26/08 13:15  End of Day Exit  $1,347.50    ($600.00)  $22,362.50    ($900.00)  24.24%  (48.48%)  $12.50  $0.00
 200  Buy  02/28/08 06:45  Buy#29  $1,335.50  $0.00  1  ($237.50)  (0.32%)  $362.50  50.88%    $12.50  $0.00
   Sell  02/28/08 13:15  End of Day Exit  $1,331.25    ($212.50)  $22,125.00    ($350.00)  19.30%  (29.82%)  $12.50  $0.00
 201  Buy  02/29/08 06:45  Buy#29  $1,318.50  $0.00  1  ($937.50)  (1.38%)  $62.50  4.24%    $12.50  $0.00
   Sell  02/29/08 13:15  End of Day Exit  $1,300.25    ($912.50)  $21,187.50    ($1,412.50)  33.90%  (61.86%)  $12.50  $0.00
 202  Sell Short  03/03/08 07:15  Short#29  $1,295.50  $0.00  1  ($125.00)  (0.15%)  $525.00  66.67%    $12.50  $0.00
   Buy to Cover  03/03/08 13:15  End of Day Exit  $1,297.50    ($100.00)  $21,062.50    ($262.50)  20.63%  (12.70%)  $12.50  $0.00
 203  Buy  03/04/08 07:45  Buy#29  $1,284.00  $0.00  1  $387.50  0.64%  $637.50  51.52%    $12.50  $0.00
   Sell  03/04/08 13:15  End of Day Exit  $1,292.25    $412.50  $21,450.00    ($600.00)  81.82%  33.33%  $12.50  $0.00
 204  Sell Short  03/05/08 07:00  Short#29  $1,298.50  $0.00  1  ($137.50)  (0.17%)  $662.50  53.54%    $12.50  $0.00
   Buy to Cover  03/05/08 13:15  End of Day Exit  $1,300.75    ($112.50)  $21,312.50    ($575.00)  37.37%  (9.09%)  $12.50  $0.00
 205  Sell Short  03/07/08 07:00  Short#29  $1,265.75  $0.00  1  $375.00  0.63%  $925.00  57.36%    $12.50  $0.00
   Buy to Cover  03/07/08 13:15  End of Day Exit  $1,257.75    $400.00  $21,687.50    ($687.50)  67.44%  24.81%  $12.50  $0.00
 206  Sell Short  03/10/08 07:15  Short#29  $1,260.50  $0.00  1  $937.50  1.53%  $1,150.00  97.87%    $12.50  $0.00
   Buy to Cover  03/10/08 13:15  End of Day Exit  $1,241.25    $962.50  $22,625.00    ($25.00)  84.04%  81.91%  $12.50  $0.00
 207  Sell Short  03/11/08 06:45  Short#29  $1,268.75  $0.00  1  ($1,025.00)  (1.58%)  $875.00  46.05%    $12.50  $0.00
   Buy to Cover  03/11/08 13:15  End of Day Exit  $1,288.75    ($1,000.00)  $21,600.00    ($1,025.00)  1.32%  (52.63%)  $12.50  $0.00
 208  Sell Short  03/12/08 08:15  Short#29  $1,291.75  $0.00  1  $837.50  1.34%  $937.50  71.43%    $12.50  $0.00
   Buy to Cover  03/12/08 13:15  End of Day Exit  $1,274.50    $862.50  $22,437.50    ($375.00)  94.29%  65.71%  $12.50  $0.00
 209  Buy  03/13/08 07:15  Buy#29  $1,250.00  $0.00  1  $1,375.00  2.24%  $1,875.00  92.59%    $12.50  $0.00
   Sell  03/13/08 13:15  End of Day Exit  $1,278.00    $1,400.00  $23,812.50    ($150.00)  76.54%  69.14%  $12.50  $0.00
 210  Buy  03/14/08 07:00  Buy#29  $1,278.75  $0.00  1  ($1,187.50)  (1.82%)  $0.00  0.00%    $12.50  $0.00
   Sell  03/14/08 13:15  End of Day Exit  $1,255.50    ($1,162.50)  $22,625.00    ($2,012.50)  42.24%  (57.76%)  $12.50  $0.00
 211  Buy  03/17/08 06:45  Buy#29  $1,223.00  $0.00  1  $937.50  1.57%  $1,487.50  92.97%    $12.50  $0.00
   Sell  03/17/08 13:15  End of Day Exit  $1,242.25    $962.50  $23,562.50    ($112.50)  67.19%  60.16%  $12.50  $0.00
 212  Buy  03/18/08 11:45  Buy#29  $1,263.75  $0.00  1  $1,637.50  2.63%  $1,687.50  88.24%    $12.50  $0.00
   Sell  03/18/08 13:15  End of Day Exit  $1,297.00    $1,662.50  $25,200.00    ($225.00)  98.69%  86.93%  $12.50  $0.00
 213  Sell Short  03/19/08 07:00  Short#29  $1,305.25  $0.00  1  $2,150.00  3.33%  $2,275.00  96.81%    $12.50  $0.00
   Buy to Cover  03/19/08 13:15  End of Day Exit  $1,261.75    $2,175.00  $27,350.00    ($75.00)  95.74%  92.55%  $12.50  $0.00
 214  Buy  03/25/08 07:00  Buy#29  $1,310.50  $0.00  1  $187.50  0.32%  $587.50  68.12%    $12.50  $0.00
   Sell  03/25/08 13:15  End of Day Exit  $1,314.75    $212.50  $27,537.50    ($275.00)  56.52%  24.64%  $12.50  $0.00
 215  Buy  03/26/08 07:00  Buy#29  $1,306.25  $0.00  1  ($462.50)  (0.67%)  $312.50  40.32%    $12.50  $0.00
   Sell  03/26/08 13:15  End of Day Exit  $1,297.50    ($437.50)  $27,075.00    ($462.50)  3.23%  (56.45%)  $12.50  $0.00
 216  Buy  03/27/08 07:00  Buy#29  $1,304.50  $0.00  1  ($587.50)  (0.86%)  $325.00  30.23%    $12.50  $0.00
   Sell  03/27/08 13:15  End of Day Exit  $1,293.25    ($562.50)  $26,487.50    ($750.00)  17.44%  (52.33%)  $12.50  $0.00
 217  Sell Short  03/28/08 07:00  Short#29  $1,297.50  $0.00  1  $775.00  1.23%  $1,037.50  90.22%    $12.50  $0.00
   Buy to Cover  03/28/08 13:15  End of Day Exit  $1,281.50    $800.00  $27,262.50    ($112.50)  79.35%  69.57%  $12.50  $0.00
 218  Sell Short  04/02/08 07:45  Short#29  $1,337.50  $0.00  1  $175.00  0.30%  $575.00  67.65%    $12.50  $0.00
   Buy to Cover  04/02/08 13:15  End of Day Exit  $1,333.50    $200.00  $27,437.50    ($275.00)  55.88%  23.53%  $12.50  $0.00
 219  Sell Short  04/03/08 07:00  Short#29  $1,327.75  $0.00  1  ($450.00)  (0.64%)  $187.50  22.39%    $12.50  $0.00
   Buy to Cover  04/03/08 13:15  End of Day Exit  $1,336.25    ($425.00)  $26,987.50    ($650.00)  26.87%  (50.75%)  $12.50  $0.00
 220  Buy  04/04/08 07:00  Buy#29  $1,330.50  $0.00  1  $200.00  0.34%  $775.00  82.67%    $12.50  $0.00
   Sell  04/04/08 13:15  End of Day Exit  $1,335.00    $225.00  $27,187.50    ($162.50)  41.33%  24.00%  $12.50  $0.00
 221  Buy  04/07/08 07:00  Buy#29  $1,341.25  $0.00  1  ($325.00)  (0.45%)  $537.50  57.33%    $12.50  $0.00
   Sell  04/07/08 13:15  End of Day Exit  $1,335.25    ($300.00)  $26,862.50    ($400.00)  10.67%  (32.00%)  $12.50  $0.00
 222  Buy  04/08/08 06:45  Buy#29  $1,328.00  $0.00  1  $300.00  0.49%  $362.50  72.50%    $12.50  $0.00
   Sell  04/08/08 13:15  End of Day Exit  $1,334.50    $325.00  $27,162.50    ($137.50)  92.50%  65.00%  $12.50  $0.00
 223  Buy  04/10/08 07:00  Buy#29  $1,317.75  $0.00  1  $387.50  0.63%  $725.00  80.56%    $12.50  $0.00
   Sell  04/10/08 13:15  End of Day Exit  $1,326.00    $412.50  $27,550.00    ($175.00)  65.28%  45.83%  $12.50  $0.00
 224  Buy  04/11/08 06:45  Buy#29  $1,310.00  $0.00  1  ($600.00)  (0.88%)  $250.00  24.69%    $12.50  $0.00
   Sell  04/11/08 13:15  End of Day Exit  $1,298.50    ($575.00)  $26,950.00    ($762.50)  18.52%  (56.79%)  $12.50  $0.00
 225  Buy  04/14/08 06:45  Buy#29  $1,294.50  $0.00  1  ($50.00)  (0.04%)  $287.50  57.50%    $12.50  $0.00
   Sell  04/14/08 13:15  End of Day Exit  $1,294.00    ($25.00)  $26,900.00    ($212.50)  37.50%  (5.00%)  $12.50  $0.00
 226  Sell Short  04/15/08 06:45  Short#29  $1,300.50  $0.00  1  $62.50  0.13%  $625.00  90.91%    $12.50  $0.00
   Buy to Cover  04/15/08 13:15  End of Day Exit  $1,298.75    $87.50  $26,962.50    ($62.50)  21.82%  12.73%  $12.50  $0.00
 227  Sell Short  04/17/08 07:00  Short#29  $1,327.00  $0.00  1  ($400.00)  (0.57%)  $275.00  34.38%    $12.50  $0.00
   Buy to Cover  04/17/08 13:15  End of Day Exit  $1,334.50    ($375.00)  $26,562.50    ($525.00)  18.75%  (46.88%)  $12.50  $0.00
 228  Sell Short  04/18/08 06:45  Short#29  $1,354.50  $0.00  1  $187.50  0.31%  $325.00  49.06%    $12.50  $0.00
   Buy to Cover  04/18/08 13:15  End of Day Exit  $1,350.25    $212.50  $26,750.00    ($337.50)  83.02%  32.08%  $12.50  $0.00
 229  Buy  04/21/08 07:15  Buy#29  $1,347.25  $0.00  1  $175.00  0.30%  $400.00  69.57%    $12.50  $0.00
   Sell  04/21/08 13:15  End of Day Exit  $1,351.25    $200.00  $26,925.00    ($175.00)  65.22%  34.78%  $12.50  $0.00
 230  Buy  04/22/08 07:00  Buy#29  $1,344.50  $0.00  1  ($50.00)  (0.04%)  $187.50  25.86%    $12.50  $0.00
   Sell  04/22/08 13:15  End of Day Exit  $1,344.00    ($25.00)  $26,875.00    ($537.50)  70.69%  (3.45%)  $12.50  $0.00
 231  Buy  04/23/08 07:00  Buy#29  $1,340.00  $0.00  1  $50.00  0.11%  $637.50  75.00%    $12.50  $0.00
   Sell  04/23/08 13:15  End of Day Exit  $1,341.50    $75.00  $26,925.00    ($212.50)  33.82%  8.82%  $12.50  $0.00
 232  Sell Short  04/24/08 08:45  Short#29  $1,347.50  $0.00  1  ($75.00)  (0.07%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  04/24/08 13:15  End of Day Exit  $1,348.50    ($50.00)  $26,850.00    ($737.50)  93.22%  (6.78%)  $12.50  $0.00
 233  Sell Short  04/25/08 12:15  Short#29  $1,360.00  $0.00  1  ($50.00)  (0.04%)  $75.00  28.57%    $12.50  $0.00
   Buy to Cover  04/25/08 13:15  End of Day Exit  $1,360.50    ($25.00)  $26,800.00    ($187.50)  61.90%  (9.52%)  $12.50  $0.00
 234  Sell Short  04/28/08 06:45  Short#29  $1,363.75  $0.00  1  $150.00  0.26%  $275.00  62.86%    $12.50  $0.00
   Buy to Cover  04/28/08 13:15  End of Day Exit  $1,360.25    $175.00  $26,950.00    ($162.50)  77.14%  40.00%  $12.50  $0.00
 235  Buy  04/29/08 07:00  Buy#29  $1,357.00  $0.00  1  ($175.00)  (0.22%)  $162.50  31.71%    $12.50  $0.00
   Sell  04/29/08 13:15  End of Day Exit  $1,354.00    ($150.00)  $26,775.00    ($350.00)  39.02%  (29.27%)  $12.50  $0.00
 236  Buy  04/30/08 12:00  Buy#29  $1,355.75  $0.00  1  ($437.50)  (0.61%)  $37.50  7.50%    $12.50  $0.00
   Sell  04/30/08 13:15  End of Day Exit  $1,347.50    ($412.50)  $26,337.50    ($462.50)  10.00%  (82.50%)  $12.50  $0.00
 237  Buy  05/01/08 06:45  Buy#29  $1,346.25  $0.00  1  $1,412.50  2.14%  $1,450.00  99.15%    $12.50  $0.00
   Sell  05/01/08 13:15  End of Day Exit  $1,375.00    $1,437.50  $27,750.00    ($12.50)  99.15%  98.29%  $12.50  $0.00
 238  Sell Short  05/02/08 06:45  Short#29  $1,387.00  $0.00  1  $362.50  0.56%  $900.00  100.00%    $12.50  $0.00
   Buy to Cover  05/02/08 13:15  End of Day Exit  $1,379.25    $387.50  $28,112.50    $0.00  43.06%  43.06%  $12.50  $0.00
 239  Buy  05/05/08 08:00  Buy#29  $1,371.00  $0.00  1  $12.50  0.05%  $87.50  31.82%    $12.50  $0.00
   Sell  05/05/08 13:15  End of Day Exit  $1,371.75    $37.50  $28,125.00    ($187.50)  81.82%  13.64%  $12.50  $0.00
 240  Buy  05/06/08 06:45  Buy#29  $1,363.50  $0.00  1  $987.50  1.49%  $1,087.50  86.14%    $12.50  $0.00
   Sell  05/06/08 13:15  End of Day Exit  $1,383.75    $1,012.50  $29,112.50    ($175.00)  94.06%  80.20%  $12.50  $0.00
 241  Sell Short  05/07/08 07:45  Short#29  $1,382.75  $0.00  1  $1,212.50  1.79%  $1,462.50  97.50%    $12.50  $0.00
   Buy to Cover  05/07/08 13:15  End of Day Exit  $1,358.00    $1,237.50  $30,325.00    ($37.50)  85.00%  82.50%  $12.50  $0.00
 242  Sell Short  05/08/08 07:00  Short#29  $1,360.75  $0.00  1  $275.00  0.44%  $425.00  61.82%    $12.50  $0.00
   Buy to Cover  05/08/08 13:15  End of Day Exit  $1,354.75    $300.00  $30,600.00    ($262.50)  81.82%  43.64%  $12.50  $0.00
 243  Sell Short  05/09/08 07:00  Short#29  $1,351.25  $0.00  1  ($62.50)  (0.06%)  $200.00  44.44%    $12.50  $0.00
   Buy to Cover  05/09/08 13:15  End of Day Exit  $1,352.00    ($37.50)  $30,537.50    ($250.00)  47.22%  (8.33%)  $12.50  $0.00
 244  Buy  05/12/08 07:00  Buy#29  $1,352.75  $0.00  1  $725.00  1.11%  $762.50  81.33%    $12.50  $0.00
   Sell  05/12/08 13:15  End of Day Exit  $1,367.75    $750.00  $31,262.50    ($175.00)  98.67%  80.00%  $12.50  $0.00
 245  Sell Short  05/14/08 06:45  Short#29  $1,373.00  $0.00  1  $100.00  0.18%  $125.00  17.86%    $12.50  $0.00
   Buy to Cover  05/14/08 13:15  End of Day Exit  $1,370.50    $125.00  $31,362.50    ($575.00)  100.00%  17.86%  $12.50  $0.00
 246  Buy  05/15/08 06:45  Buy#29  $1,370.25  $0.00  1  $850.00  1.28%  $912.50  100.00%    $12.50  $0.00
   Sell  05/15/08 13:15  End of Day Exit  $1,387.75    $875.00  $32,212.50    $0.00  95.89%  95.89%  $12.50  $0.00
 247  Sell Short  05/19/08 07:00  Short#29  $1,390.00  $0.00  1  ($150.00)  (0.18%)  $262.50  27.27%    $12.50  $0.00
   Buy to Cover  05/19/08 13:15  End of Day Exit  $1,392.50    ($125.00)  $32,062.50    ($700.00)  59.74%  (12.99%)  $12.50  $0.00
 248  Buy  05/20/08 07:15  Buy#29  $1,379.75  $0.00  1  ($12.50)  0.02%  $112.50  22.50%    $12.50  $0.00
   Sell  05/20/08 13:15  End of Day Exit  $1,380.00    $12.50  $32,050.00    ($387.50)  80.00%  2.50%  $12.50  $0.00
 249  Buy  05/21/08 07:00  Buy#29  $1,378.25  $0.00  1  ($1,150.00)  (1.63%)  $87.50  6.03%    $12.50  $0.00
   Sell  05/21/08 13:15  End of Day Exit  $1,355.75    ($1,125.00)  $30,900.00    ($1,362.50)  16.38%  (77.59%)  $12.50  $0.00
 250  Sell Short  05/22/08 07:15  Short#29  $1,358.00  $0.00  1  $50.00  0.11%  $225.00  48.65%    $12.50  $0.00
   Buy to Cover  05/22/08 13:15  End of Day Exit  $1,356.50    $75.00  $30,950.00    ($237.50)  67.57%  16.22%  $12.50  $0.00
 251  Buy  05/27/08 08:45  Buy#29  $1,338.25  $0.00  1  $462.50  0.73%  $625.00  83.33%    $12.50  $0.00
   Sell  05/27/08 13:15  End of Day Exit  $1,348.00    $487.50  $31,412.50    ($125.00)  81.67%  65.00%  $12.50  $0.00
 252  Sell Short  05/28/08 12:45  Short#29  $1,353.25  $0.00  1  ($50.00)  (0.04%)  $187.50  55.56%    $12.50  $0.00
   Buy to Cover  05/28/08 13:15  End of Day Exit  $1,353.75    ($25.00)  $31,362.50    ($150.00)  37.04%  (7.41%)  $12.50  $0.00
 253  Sell Short  05/29/08 07:00  Short#29  $1,356.00  $0.00  1  ($250.00)  (0.33%)  $237.50  25.33%    $12.50  $0.00
   Buy to Cover  05/29/08 13:15  End of Day Exit  $1,360.50    ($225.00)  $31,112.50    ($700.00)  50.67%  (24.00%)  $12.50  $0.00
 254  Buy  05/30/08 07:00  Buy#29  $1,362.50  $0.00  1  $37.50  0.09%  $275.00  78.57%    $12.50  $0.00
   Sell  05/30/08 13:15  End of Day Exit  $1,363.75    $62.50  $31,150.00    ($75.00)  39.29%  17.86%  $12.50  $0.00
 255  Buy  06/02/08 06:45  Buy#29  $1,358.75  $0.00  1  ($525.00)  (0.74%)  $12.50  1.35%    $12.50  $0.00
   Sell  06/02/08 13:15  End of Day Exit  $1,348.75    ($500.00)  $30,625.00    ($912.50)  44.59%  (54.05%)  $12.50  $0.00
 256  Buy  06/03/08 07:00  Buy#29  $1,348.50  $0.00  1  ($387.50)  (0.54%)  $400.00  32.99%    $12.50  $0.00
   Sell  06/03/08 13:15  End of Day Exit  $1,341.25    ($362.50)  $30,237.50    ($812.50)  37.11%  (29.90%)  $12.50  $0.00
 257  Sell Short  06/04/08 07:00  Short#29  $1,342.00  $0.00  1  $50.00  0.11%  $375.00  44.12%    $12.50  $0.00
   Buy to Cover  06/04/08 13:15  End of Day Exit  $1,340.50    $75.00  $30,287.50    ($475.00)  64.71%  8.82%  $12.50  $0.00
 258  Sell Short  06/05/08 07:00  Short#29  $1,348.50  $0.00  1  ($1,000.00)  (1.45%)  $75.00  6.90%    $12.50  $0.00
   Buy to Cover  06/05/08 13:15  End of Day Exit  $1,368.00    ($975.00)  $29,287.50    ($1,012.50)  3.45%  (89.66%)  $12.50  $0.00
 259  Sell Short  06/06/08 07:00  Short#29  $1,356.50  $0.00  1  $1,687.50  2.52%  $1,750.00  96.55%    $12.50  $0.00
   Buy to Cover  06/06/08 13:15  End of Day Exit  $1,322.25    $1,712.50  $30,975.00    ($62.50)  97.93%  94.48%  $12.50  $0.00
 260  Buy  06/09/08 07:00  Buy#29  $1,324.25  $0.00  1  $75.00  0.15%  $512.50  48.81%    $12.50  $0.00
   Sell  06/09/08 13:15  End of Day Exit  $1,326.25    $100.00  $31,050.00    ($537.50)  60.71%  9.52%  $12.50  $0.00
 261  Buy  06/11/08 07:00  Buy#29  $1,316.00  $0.00  1  ($875.00)  (1.29%)  $0.00  0.00%    $12.50  $0.00
   Sell  06/11/08 13:15  End of Day Exit  $1,299.00    ($850.00)  $30,175.00    ($900.00)  5.56%  (94.44%)  $12.50  $0.00
 262  Sell Short  06/12/08 07:00  Short#29  $1,310.25  $0.00  1  $312.50  0.52%  $812.50  73.03%    $12.50  $0.00
   Buy to Cover  06/12/08 13:15  End of Day Exit  $1,303.50    $337.50  $30,487.50    ($300.00)  57.30%  30.34%  $12.50  $0.00
 263  Buy  06/13/08 07:00  Buy#29  $1,305.75  $0.00  1  $687.50  1.09%  $925.00  93.67%    $12.50  $0.00
   Sell  06/13/08 13:15  End of Day Exit  $1,320.00    $712.50  $31,175.00    ($62.50)  78.48%  72.15%  $12.50  $0.00
 264  Buy  06/17/08 07:30  Buy#29  $1,323.00  $0.00  1  ($462.50)  (0.66%)  $175.00  24.14%    $12.50  $0.00
   Sell  06/17/08 13:15  End of Day Exit  $1,314.25    ($437.50)  $30,712.50    ($550.00)  15.52%  (60.34%)  $12.50  $0.00
 265  Buy  06/18/08 06:45  Buy#29  $1,305.50  $0.00  1  ($325.00)  (0.46%)  $187.50  26.79%    $12.50  $0.00
   Sell  06/18/08 13:15  End of Day Exit  $1,299.50    ($300.00)  $30,387.50    ($512.50)  30.36%  (42.86%)  $12.50  $0.00
 266  Buy  06/19/08 07:00  Buy#29  $1,298.75  $0.00  1  $150.00  0.27%  $587.50  67.14%    $12.50  $0.00
   Sell  06/19/08 13:15  End of Day Exit  $1,302.25    $175.00  $30,537.50    ($287.50)  52.86%  20.00%  $12.50  $0.00
 267  Buy  06/20/08 06:45  Buy#29  $1,292.75  $0.00  1  ($700.00)  (1.04%)  $112.50  11.84%    $12.50  $0.00
   Sell  06/20/08 13:15  End of Day Exit  $1,279.25    ($675.00)  $29,837.50    ($837.50)  17.11%  (71.05%)  $12.50  $0.00
 268  Sell Short  06/23/08 07:00  Short#29  $1,286.25  $0.00  1  $362.50  0.60%  $462.50  100.00%    $12.50  $0.00
   Buy to Cover  06/23/08 13:15  End of Day Exit  $1,278.50    $387.50  $30,200.00    $0.00  83.78%  83.78%  $12.50  $0.00
 269  Sell Short  06/24/08 08:15  Short#29  $1,278.00  $0.00  1  $100.00  0.20%  $212.50  28.33%    $12.50  $0.00
   Buy to Cover  06/24/08 13:15  End of Day Exit  $1,275.50    $125.00  $30,300.00    ($537.50)  88.33%  16.67%  $12.50  $0.00
 270  Buy  06/26/08 06:45  Buy#29  $1,269.50  $0.00  1  ($1,237.50)  (1.91%)  $75.00  5.50%    $12.50  $0.00
   Sell  06/26/08 13:15  End of Day Exit  $1,245.25    ($1,212.50)  $29,062.50    ($1,287.50)  5.50%  (88.99%)  $12.50  $0.00
 271  Buy  06/27/08 06:45  Buy#29  $1,243.50  $0.00  1  ($150.00)  (0.20%)  $412.50  45.21%    $12.50  $0.00
   Sell  06/27/08 13:15  End of Day Exit  $1,241.00    ($125.00)  $28,912.50    ($500.00)  41.10%  (13.70%)  $12.50  $0.00
 272  Buy  06/30/08 07:00  Buy#29  $1,240.50  $0.00  1  $137.50  0.26%  $612.50  73.13%    $12.50  $0.00
   Sell  06/30/08 13:15  End of Day Exit  $1,243.75    $162.50  $29,050.00    ($225.00)  46.27%  19.40%  $12.50  $0.00
 273  Buy  07/01/08 06:45  Buy#29  $1,227.75  $0.00  1  $950.00  1.59%  $987.50  76.70%    $12.50  $0.00
   Sell  07/01/08 13:15  End of Day Exit  $1,247.25    $975.00  $30,000.00    ($300.00)  99.03%  75.73%  $12.50  $0.00
 274  Sell Short  07/02/08 07:00  Short#29  $1,253.25  $0.00  1  $1,450.00  2.35%  $1,575.00  97.67%    $12.50  $0.00
   Buy to Cover  07/02/08 13:15  End of Day Exit  $1,223.75    $1,475.00  $31,450.00    ($37.50)  93.80%  91.47%  $12.50  $0.00
 275  Sell Short  07/03/08 08:30  Short#29  $1,233.50  $0.00  1  $337.50  0.59%  $562.50  100.00%    $12.50  $0.00
   Buy to Cover  07/03/08 11:00  End of Day Exit  $1,226.25    $362.50  $31,787.50    $0.00  64.44%  64.44%  $12.50  $0.00
 276  Sell Short  07/07/08 06:45  Short#29  $1,233.50  $0.00  1  $1,037.50  1.72%  $1,600.00  93.43%    $12.50  $0.00
   Buy to Cover  07/07/08 13:15  End of Day Exit  $1,212.25    $1,062.50  $32,825.00    ($112.50)  68.61%  62.04%  $12.50  $0.00
 277  Buy  07/08/08 07:45  Buy#29  $1,208.25  $0.00  1  $1,300.00  2.19%  $1,412.50  87.60%    $12.50  $0.00
   Sell  07/08/08 13:15  End of Day Exit  $1,234.75    $1,325.00  $34,125.00    ($200.00)  94.57%  82.17%  $12.50  $0.00
 278  Sell Short  07/10/08 07:00  Short#29  $1,213.75  $0.00  1  ($125.00)  (0.16%)  $800.00  73.56%    $12.50  $0.00
   Buy to Cover  07/10/08 13:15  End of Day Exit  $1,215.75    ($100.00)  $34,000.00    ($287.50)  17.24%  (9.20%)  $12.50  $0.00
 279  Sell Short  07/11/08 07:00  Short#29  $1,202.25  $0.00  1  $62.50  0.15%  $800.00  48.48%    $12.50  $0.00
   Buy to Cover  07/11/08 13:15  End of Day Exit  $1,200.50    $87.50  $34,062.50    ($850.00)  56.82%  5.30%  $12.50  $0.00
 280  Buy  07/14/08 07:00  Buy#29  $1,209.25  $0.00  1  ($1,025.00)  (1.65%)  $0.00  0.00%    $12.50  $0.00
   Sell  07/14/08 13:15  End of Day Exit  $1,189.25    ($1,000.00)  $33,037.50    ($1,187.50)  15.79%  (84.21%)  $12.50  $0.00
 281  Buy  07/15/08 06:45  Buy#29  $1,179.50  $0.00  1  ($412.50)  (0.66%)  $850.00  48.57%    $12.50  $0.00
   Sell  07/15/08 13:15  End of Day Exit  $1,171.75    ($387.50)  $32,625.00    ($900.00)  29.29%  (22.14%)  $12.50  $0.00
 282  Buy  07/16/08 07:00  Buy#29  $1,174.50  $0.00  1  $1,300.00  2.26%  $1,625.00  93.53%    $12.50  $0.00
   Sell  07/16/08 13:15  End of Day Exit  $1,201.00    $1,325.00  $33,925.00    ($112.50)  82.73%  76.26%  $12.50  $0.00
 283  Sell Short  07/17/08 07:00  Short#29  $1,218.75  $0.00  1  $225.00  0.41%  $850.00  77.27%    $12.50  $0.00
   Buy to Cover  07/17/08 13:15  End of Day Exit  $1,213.75    $250.00  $34,150.00    ($250.00)  45.45%  22.73%  $12.50  $0.00
 284  Buy  07/18/08 07:00  Buy#29  $1,214.25  $0.00  1  $325.00  0.58%  $475.00  82.61%    $12.50  $0.00
   Sell  07/18/08 13:15  End of Day Exit  $1,221.25    $350.00  $34,475.00    ($100.00)  78.26%  60.87%  $12.50  $0.00
 285  Buy  07/21/08 07:15  Buy#29  $1,224.25  $0.00  1  ($125.00)  (0.16%)  $175.00  29.17%    $12.50  $0.00
   Sell  07/21/08 13:15  End of Day Exit  $1,222.25    ($100.00)  $34,350.00    ($425.00)  54.17%  (16.67%)  $12.50  $0.00
 286  Buy  07/22/08 06:45  Buy#29  $1,212.00  $0.00  1  $1,137.50  1.92%  $1,337.50  91.45%    $12.50  $0.00
   Sell  07/22/08 13:15  End of Day Exit  $1,235.25    $1,162.50  $35,487.50    ($125.00)  88.03%  79.49%  $12.50  $0.00
 287  Sell Short  07/23/08 06:45  Short#29  $1,239.50  $0.00  1  ($175.00)  (0.24%)  $162.50  20.63%    $12.50  $0.00
   Buy to Cover  07/23/08 13:15  End of Day Exit  $1,242.50    ($150.00)  $35,312.50    ($625.00)  60.32%  (19.05%)  $12.50  $0.00
 288  Buy  07/25/08 10:45  Buy#29  $1,212.75  $0.00  1  $62.50  0.14%  $325.00  89.66%    $12.50  $0.00
   Sell  07/25/08 13:15  End of Day Exit  $1,214.50    $87.50  $35,375.00    ($37.50)  34.48%  24.14%  $12.50  $0.00
 289  Buy  07/28/08 08:15  Buy#29  $1,214.00  $0.00  1  ($937.50)  (1.50%)  $0.00  0.00%    $12.50  $0.00
   Sell  07/28/08 13:15  End of Day Exit  $1,195.75    ($912.50)  $34,437.50    ($1,012.50)  9.88%  (90.12%)  $12.50  $0.00
 290  Sell Short  07/30/08 07:15  Short#29  $1,236.75  $0.00  1  ($462.50)  (0.71%)  $600.00  57.14%    $12.50  $0.00
   Buy to Cover  07/30/08 13:15  End of Day Exit  $1,245.50    ($437.50)  $33,975.00    ($450.00)  1.19%  (41.67%)  $12.50  $0.00
 291  Sell Short  07/31/08 07:00  Short#29  $1,238.50  $0.00  1  $537.50  0.91%  $637.50  64.56%    $12.50  $0.00
   Buy to Cover  07/31/08 13:15  End of Day Exit  $1,227.25    $562.50  $34,512.50    ($350.00)  92.41%  56.96%  $12.50  $0.00
 292  Buy  08/01/08 07:00  Buy#29  $1,223.50  $0.00  1  ($187.50)  (0.27%)  $100.00  17.02%    $12.50  $0.00
   Sell  08/01/08 13:15  End of Day Exit  $1,220.25    ($162.50)  $34,325.00    ($487.50)  55.32%  (27.66%)  $12.50  $0.00
 293  Buy  08/04/08 06:45  Buy#29  $1,213.50  $0.00  1  ($212.50)  (0.31%)  $362.50  52.73%    $12.50  $0.00
   Sell  08/04/08 13:15  End of Day Exit  $1,209.75    ($187.50)  $34,112.50    ($325.00)  20.00%  (27.27%)  $12.50  $0.00
 294  Buy  08/05/08 07:00  Buy#29  $1,218.25  $0.00  1  $1,225.00  2.05%  $1,350.00  100.00%    $12.50  $0.00
   Sell  08/05/08 13:15  End of Day Exit  $1,243.25    $1,250.00  $35,337.50    $0.00  92.59%  92.59%  $12.50  $0.00
 295  Sell Short  08/06/08 08:30  Short#29  $1,242.25  $0.00  1  ($350.00)  (0.52%)  $75.00  12.77%    $12.50  $0.00
   Buy to Cover  08/06/08 13:15  End of Day Exit  $1,248.75    ($325.00)  $34,987.50    ($512.50)  31.91%  (55.32%)  $12.50  $0.00
 296  Buy  08/07/08 12:15  Buy#29  $1,231.75  $0.00  1  ($187.50)  (0.26%)  $50.00  11.76%    $12.50  $0.00
   Sell  08/07/08 13:15  End of Day Exit  $1,228.50    ($162.50)  $34,800.00    ($375.00)  50.00%  (38.24%)  $12.50  $0.00
 297  Buy  08/08/08 06:45  Buy#29  $1,224.00  $0.00  1  $1,437.50  2.39%  $1,737.50  96.53%    $12.50  $0.00
   Sell  08/08/08 13:15  End of Day Exit  $1,253.25    $1,462.50  $36,237.50    ($62.50)  84.72%  81.25%  $12.50  $0.00
 298  Sell Short  08/11/08 07:00  Short#29  $1,255.50  $0.00  1  ($550.00)  (0.84%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  08/11/08 13:15  End of Day Exit  $1,266.00    ($525.00)  $35,687.50    ($937.50)  44.00%  (56.00%)  $12.50  $0.00
 299  Sell Short  08/12/08 07:00  Short#29  $1,262.50  $0.00  1  $475.00  0.79%  $825.00  100.00%    $12.50  $0.00
   Buy to Cover  08/12/08 13:15  End of Day Exit  $1,252.50    $500.00  $36,162.50    $0.00  60.61%  60.61%  $12.50  $0.00
 300  Buy  08/13/08 07:30  Buy#29  $1,240.75  $0.00  1  $212.50  0.38%  $725.00  72.50%    $12.50  $0.00
   Sell  08/13/08 13:15  End of Day Exit  $1,245.50    $237.50  $36,375.00    ($275.00)  51.25%  23.75%  $12.50  $0.00
 301  Sell Short  08/14/08 07:00  Short#29  $1,241.25  $0.00  1  ($687.50)  (1.07%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  08/14/08 13:15  End of Day Exit  $1,254.50    ($662.50)  $35,687.50    ($1,012.50)  34.57%  (65.43%)  $12.50  $0.00
 302  Sell Short  08/15/08 06:45  Short#29  $1,261.50  $0.00  1  $25.00  0.08%  $512.50  85.42%    $12.50  $0.00
   Buy to Cover  08/15/08 13:15  End of Day Exit  $1,260.50    $50.00  $35,712.50    ($87.50)  22.92%  8.33%  $12.50  $0.00
 303  Sell Short  08/18/08 06:45  Short#29  $1,263.25  $0.00  1  $987.50  1.60%  $1,425.00  99.13%    $12.50  $0.00
   Buy to Cover  08/18/08 13:15  End of Day Exit  $1,243.00    $1,012.50  $36,700.00    ($12.50)  71.30%  70.43%  $12.50  $0.00
 304  Buy  08/19/08 07:00  Buy#29  $1,230.50  $0.00  1  ($100.00)  (0.12%)  $100.00  22.22%    $12.50  $0.00
   Sell  08/19/08 13:15  End of Day Exit  $1,229.00    ($75.00)  $36,600.00    ($350.00)  61.11%  (16.67%)  $12.50  $0.00
 305  Buy  08/20/08 07:00  Buy#29  $1,224.75  $0.00  1  $462.50  0.80%  $637.50  78.46%    $12.50  $0.00
   Sell  08/20/08 13:15  End of Day Exit  $1,234.50    $487.50  $37,062.50    ($175.00)  81.54%  60.00%  $12.50  $0.00
 306  Sell Short  08/21/08 07:00  Short#29  $1,229.75  $0.00  1  ($337.50)  (0.51%)  $175.00  21.54%    $12.50  $0.00
   Buy to Cover  08/21/08 13:15  End of Day Exit  $1,236.00    ($312.50)  $36,725.00    ($637.50)  40.00%  (38.46%)  $12.50  $0.00
 307  Sell Short  08/22/08 06:45  Short#29  $1,244.75  $0.00  1  ($437.50)  (0.66%)  $62.50  11.11%    $12.50  $0.00
   Buy to Cover  08/22/08 13:15  End of Day Exit  $1,253.00    ($412.50)  $36,287.50    ($500.00)  15.56%  (73.33%)  $12.50  $0.00
 308  Buy  08/25/08 06:45  Buy#29  $1,243.25  $0.00  1  ($825.00)  (1.29%)  $112.50  10.98%    $12.50  $0.00
   Sell  08/25/08 13:15  End of Day Exit  $1,227.25    ($800.00)  $35,462.50    ($912.50)  10.98%  (78.05%)  $12.50  $0.00
 309  Buy  08/26/08 11:45  Buy#29  $1,223.75  $0.00  1  $400.00  0.69%  $450.00  94.74%    $12.50  $0.00
   Sell  08/26/08 13:15  End of Day Exit  $1,232.25    $425.00  $35,862.50    ($25.00)  94.74%  89.47%  $12.50  $0.00
 310  Buy  08/27/08 07:00  Buy#29  $1,231.00  $0.00  1  $600.00  1.02%  $750.00  95.24%    $12.50  $0.00
   Sell  08/27/08 13:15  End of Day Exit  $1,243.50    $625.00  $36,462.50    ($37.50)  84.13%  79.37%  $12.50  $0.00
 311  Sell Short  08/28/08 07:45  Short#29  $1,253.00  $0.00  1  ($312.50)  (0.46%)  $175.00  31.11%    $12.50  $0.00
   Buy to Cover  08/28/08 13:15  End of Day Exit  $1,258.75    ($287.50)  $36,150.00    ($387.50)  17.78%  (51.11%)  $12.50  $0.00
 312  Sell Short  08/29/08 07:00  Short#29  $1,257.50  $0.00  1  $637.50  1.05%  $762.50  93.85%    $12.50  $0.00
   Buy to Cover  08/29/08 13:15  End of Day Exit  $1,244.25    $662.50  $36,787.50    ($50.00)  87.69%  81.54%  $12.50  $0.00
 313  Sell Short  09/02/08 06:45  Short#29  $1,258.75  $0.00  1  $1,050.00  1.71%  $1,325.00  82.81%    $12.50  $0.00
   Buy to Cover  09/02/08 13:15  End of Day Exit  $1,237.25    $1,075.00  $37,837.50    ($275.00)  84.38%  67.19%  $12.50  $0.00
 314  Buy  09/03/08 06:45  Buy#29  $1,232.00  $0.00  1  $187.50  0.34%  $487.50  61.90%    $12.50  $0.00
   Sell  09/03/08 13:15  End of Day Exit  $1,236.25    $212.50  $38,025.00    ($300.00)  65.08%  26.98%  $12.50  $0.00
 315  Buy  09/04/08 06:45  Buy#29  $1,225.75  $0.00  1  ($1,462.50)  (2.35%)  $162.50  9.77%    $12.50  $0.00
   Sell  09/04/08 13:15  End of Day Exit  $1,197.00    ($1,437.50)  $36,562.50    ($1,500.00)  3.76%  (86.47%)  $12.50  $0.00
 316  Buy  09/05/08 06:45  Buy#29  $1,189.50  $0.00  1  $550.00  0.97%  $825.00  57.39%    $12.50  $0.00
   Sell  09/05/08 13:15  End of Day Exit  $1,201.00    $575.00  $37,112.50    ($612.50)  82.61%  40.00%  $12.50  $0.00
 317  Buy  09/09/08 07:30  Buy#29  $1,219.00  $0.00  1  ($1,575.00)  (2.54%)  $37.50  2.11%    $12.50  $0.00
   Sell  09/09/08 13:15  End of Day Exit  $1,188.00    ($1,550.00)  $35,537.50    ($1,737.50)  10.56%  (87.32%)  $12.50  $0.00
 318  Buy  09/10/08 08:00  Buy#29  $1,187.50  $0.00  1  $300.00  0.55%  $900.00  77.42%    $12.50  $0.00
   Sell  09/10/08 13:15  End of Day Exit  $1,194.00    $325.00  $35,837.50    ($262.50)  50.54%  27.96%  $12.50  $0.00
 319  Buy  09/11/08 06:45  Buy#29  $1,177.25  $0.00  1  $1,737.50  2.99%  $1,812.50  86.83%    $12.50  $0.00
   Sell  09/11/08 13:15  End of Day Exit  $1,212.50    $1,762.50  $37,575.00    ($275.00)  97.60%  84.43%  $12.50  $0.00
 320  Sell Short  09/12/08 07:00  Short#29  $1,201.25  $0.00  1  ($875.00)  (1.42%)  $362.50  29.29%    $12.50  $0.00
   Buy to Cover  09/12/08 13:15  End of Day Exit  $1,218.25    ($850.00)  $36,700.00    ($875.00)  2.02%  (68.69%)  $12.50  $0.00
 321  Sell Short  09/15/08 07:00  Short#29  $1,182.00  $0.00  1  $1,287.50  2.22%  $1,350.00  61.71%    $12.50  $0.00
   Buy to Cover  09/15/08 13:15  End of Day Exit  $1,155.75    $1,312.50  $37,987.50    ($837.50)  98.29%  60.00%  $12.50  $0.00
 322  Sell Short  09/16/08 07:00  Short#29  $1,143.75  $0.00  1  ($1,662.50)  (2.86%)  $575.00  23.83%    $12.50  $0.00
   Buy to Cover  09/16/08 13:15  End of Day Exit  $1,176.50    ($1,637.50)  $36,325.00    ($1,837.50)  8.29%  (67.88%)  $12.50  $0.00
 323  Sell Short  09/17/08 07:00  Short#29  $1,158.25  $0.00  1  $1,737.50  3.04%  $2,087.50  95.98%    $12.50  $0.00
   Buy to Cover  09/17/08 13:15  End of Day Exit  $1,123.00    $1,762.50  $38,062.50    ($87.50)  85.06%  81.03%  $12.50  $0.00
 324  Buy  09/18/08 07:00  Buy#29  $1,134.00  $0.00  1  $1,462.50  2.62%  $2,212.50  53.64%    $12.50  $0.00
   Sell  09/18/08 13:15  End of Day Exit  $1,163.75    $1,487.50  $39,525.00    ($1,912.50)  82.42%  36.06%  $12.50  $0.00
 325  Buy  09/22/08 07:00  Buy#29  $1,197.25  $0.00  1  ($1,225.00)  (2.00%)  $175.00  9.72%    $12.50  $0.00
   Sell  09/22/08 13:15  End of Day Exit  $1,173.25    ($1,200.00)  $38,300.00    ($1,625.00)  23.61%  (66.67%)  $12.50  $0.00
 326  Buy  09/23/08 08:15  Buy#29  $1,166.50  $0.00  1  ($1,012.50)  (1.69%)  $475.00  30.65%    $12.50  $0.00
   Sell  09/23/08 13:15  End of Day Exit  $1,146.75    ($987.50)  $37,287.50    ($1,075.00)  5.65%  (63.71%)  $12.50  $0.00
 327  Buy  09/24/08 07:00  Buy#29  $1,146.25  $0.00  1  $262.50  0.50%  $612.50  65.33%    $12.50  $0.00
   Sell  09/24/08 13:15  End of Day Exit  $1,152.00    $287.50  $37,550.00    ($325.00)  65.33%  30.67%  $12.50  $0.00
 328  Buy  09/26/08 06:45  Buy#29  $1,152.75  $0.00  1  $1,050.00  1.87%  $1,387.50  88.80%    $12.50  $0.00
   Sell  09/26/08 13:15  End of Day Exit  $1,174.25    $1,075.00  $38,600.00    ($175.00)  80.00%  68.80%  $12.50  $0.00
 329  Buy  09/29/08 06:45  Buy#29  $1,149.00  $0.00  1  ($3,550.00)  (6.14%)  $12.50  0.33%    $12.50  $0.00
   Sell  09/29/08 13:15  End of Day Exit  $1,078.50    ($3,525.00)  $35,050.00    ($3,800.00)  7.21%  (92.46%)  $12.50  $0.00
 330  Sell Short  09/30/08 07:15  Short#29  $1,101.50  $0.00  1  ($1,325.00)  (2.36%)  $25.00  1.46%    $12.50  $0.00
   Buy to Cover  09/30/08 13:15  End of Day Exit  $1,127.50    ($1,300.00)  $33,725.00    ($1,687.50)  22.63%  (75.91%)  $12.50  $0.00
 331  Sell Short  10/01/08 09:30  Short#29  $1,118.25  $0.00  1  ($462.50)  (0.78%)  $287.50  28.75%    $12.50  $0.00
   Buy to Cover  10/01/08 13:15  End of Day Exit  $1,127.00    ($437.50)  $33,262.50    ($712.50)  27.50%  (43.75%)  $12.50  $0.00
 332  Buy  10/03/08 10:45  Buy#29  $1,092.50  $0.00  1  ($1,225.00)  (2.20%)  $575.00  27.38%    $12.50  $0.00
   Sell  10/03/08 13:15  End of Day Exit  $1,068.50    ($1,200.00)  $32,037.50    ($1,525.00)  15.48%  (57.14%)  $12.50  $0.00
 333  Buy  10/06/08 06:45  Buy#29  $1,036.50  $0.00  1  ($1,200.00)  (2.27%)  $275.00  7.48%    $12.50  $0.00
   Sell  10/06/08 13:15  End of Day Exit  $1,013.00    ($1,175.00)  $30,837.50    ($3,400.00)  60.54%  (31.97%)  $12.50  $0.00
 334  Sell Short  10/08/08 07:00  Short#29  $970.50  $0.00  1  $1,512.50  3.17%  $1,825.00  69.19%    $12.50  $0.00
   Buy to Cover  10/08/08 13:15  End of Day Exit  $939.75    $1,537.50  $32,350.00    ($812.50)  89.10%  58.29%  $12.50  $0.00
 335  Sell Short  10/10/08 07:00  Short#29  $856.25  $0.00  1  $375.00  0.93%  $2,762.50  54.43%    $12.50  $0.00
   Buy to Cover  10/10/08 13:15  End of Day Exit  $848.25    $400.00  $32,725.00    ($2,312.50)  53.45%  7.88%  $12.50  $0.00
 336  Buy  10/13/08 07:00  Buy#29  $899.00  $0.00  1  $3,812.50  8.54%  $3,900.00  93.41%    $12.50  $0.00
   Sell  10/13/08 13:15  End of Day Exit  $975.75    $3,837.50  $36,537.50    ($275.00)  98.50%  91.92%  $12.50  $0.00
 337  Buy  10/15/08 07:00  Buy#29  $927.25  $0.00  1  ($3,225.00)  (6.90%)  $262.50  6.93%    $12.50  $0.00
   Sell  10/15/08 13:15  End of Day Exit  $863.25    ($3,200.00)  $33,312.50    ($3,525.00)  8.58%  (84.49%)  $12.50  $0.00
 338  Buy  10/16/08 07:15  Buy#29  $858.25  $0.00  1  $2,062.50  4.86%  $2,562.50  60.47%    $12.50  $0.00
   Sell  10/16/08 13:15  End of Day Exit  $900.00    $2,087.50  $35,375.00    ($1,675.00)  88.79%  49.26%  $12.50  $0.00
 339  Sell Short  10/17/08 07:00  Short#29  $891.25  $0.00  1  ($100.00)  (0.17%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  10/17/08 13:15  End of Day Exit  $892.75    ($75.00)  $35,275.00    ($2,800.00)  97.32%  (2.68%)  $12.50  $0.00
 340  Buy  10/20/08 08:15  Buy#29  $906.00  $0.00  1  $2,162.50  4.83%  $2,312.50  92.96%    $12.50  $0.00
   Sell  10/20/08 13:15  End of Day Exit  $949.75    $2,187.50  $37,437.50    ($175.00)  94.97%  87.94%  $12.50  $0.00
 341  Sell Short  10/21/08 07:00  Short#29  $935.75  $0.00  1  $800.00  1.76%  $1,262.50  72.14%    $12.50  $0.00
   Buy to Cover  10/21/08 13:15  End of Day Exit  $919.25    $825.00  $38,237.50    ($487.50)  75.00%  47.14%  $12.50  $0.00
 342  Buy  10/23/08 07:00  Buy#29  $849.50  $0.00  1  $1,262.50  3.03%  $1,662.50  49.44%    $12.50  $0.00
   Sell  10/23/08 13:15  End of Day Exit  $875.25    $1,287.50  $39,500.00    ($1,700.00)  88.85%  38.29%  $12.50  $0.00
 343  Buy  10/24/08 06:45  Buy#29  $814.50  $0.00  1  $625.00  1.60%  $2,100.00  74.01%    $12.50  $0.00
   Sell  10/24/08 13:15  End of Day Exit  $827.50    $650.00  $40,125.00    ($737.50)  48.90%  22.91%  $12.50  $0.00
 344  Sell Short  10/27/08 07:00  Short#29  $829.50  $0.00  1  $1,700.00  4.16%  $1,800.00  60.00%    $12.50  $0.00
   Buy to Cover  10/27/08 13:15  End of Day Exit  $795.00    $1,725.00  $41,825.00    ($1,200.00)  97.50%  57.50%  $12.50  $0.00
 345  Buy  10/28/08 07:15  Buy#29  $826.75  $0.00  1  $3,562.50  8.68%  $3,775.00  76.07%    $12.50  $0.00
   Sell  10/28/08 13:15  End of Day Exit  $898.50    $3,587.50  $45,387.50    ($1,187.50)  96.22%  72.29%  $12.50  $0.00
 346  Sell Short  10/29/08 07:15  Short#29  $897.50  $0.00  1  $500.00  1.17%  $975.00  36.97%    $12.50  $0.00
   Buy to Cover  10/29/08 13:15  End of Day Exit  $887.00    $525.00  $45,887.50    ($1,662.50)  82.94%  19.91%  $12.50  $0.00
 347  Buy  10/30/08 07:00  Buy#29  $911.25  $0.00  1  $437.50  1.02%  $637.50  33.77%    $12.50  $0.00
   Sell  10/30/08 13:15  End of Day Exit  $920.50    $462.50  $46,325.00    ($1,250.00)  90.73%  24.50%  $12.50  $0.00
 348  Sell Short  10/31/08 07:15  Short#29  $913.00  $0.00  1  ($675.00)  (1.42%)  $312.50  17.01%    $12.50  $0.00
   Buy to Cover  10/31/08 13:15  End of Day Exit  $926.00    ($650.00)  $45,650.00    ($1,525.00)  47.62%  (35.37%)  $12.50  $0.00
 349  Buy  11/03/08 07:45  Buy#29  $921.25  $0.00  1  $362.50  0.84%  $537.50  69.35%    $12.50  $0.00
   Sell  11/03/08 13:15  End of Day Exit  $929.00    $387.50  $46,012.50    ($237.50)  80.65%  50.00%  $12.50  $0.00
 350  Buy  11/04/08 07:00  Buy#29  $941.25  $0.00  1  $1,012.50  2.20%  $1,250.00  93.46%    $12.50  $0.00
   Sell  11/04/08 13:15  End of Day Exit  $962.00    $1,037.50  $47,025.00    ($87.50)  84.11%  77.57%  $12.50  $0.00
 351  Sell Short  11/05/08 07:15  Short#29  $951.00  $0.00  1  $1,662.50  3.55%  $2,225.00  84.36%    $12.50  $0.00
   Buy to Cover  11/05/08 13:15  End of Day Exit  $917.25    $1,687.50  $48,687.50    ($412.50)  79.62%  63.98%  $12.50  $0.00
 352  Buy  11/06/08 07:00  Buy#29  $899.50  $0.00  1  ($1,787.50)  (3.92%)  $25.00  1.15%    $12.50  $0.00
   Sell  11/06/08 13:15  End of Day Exit  $864.25    ($1,762.50)  $46,900.00    ($2,150.00)  17.82%  (81.03%)  $12.50  $0.00
 353  Buy  11/07/08 07:00  Buy#29  $867.00  $0.00  1  $1,462.50  3.43%  $1,500.00  92.31%    $12.50  $0.00
   Sell  11/07/08 13:15  End of Day Exit  $896.75    $1,487.50  $48,362.50    ($125.00)  99.23%  91.54%  $12.50  $0.00
 354  Buy  11/11/08 07:15  Buy#29  $848.25  $0.00  1  $212.50  0.56%  $1,412.50  82.48%    $12.50  $0.00
   Sell  11/11/08 13:15  End of Day Exit  $853.00    $237.50  $48,575.00    ($300.00)  31.39%  13.87%  $12.50  $0.00
 355  Buy  11/12/08 06:45  Buy#29  $838.00  $0.00  1  ($1,287.50)  (3.01%)  $362.50  19.46%    $12.50  $0.00
   Sell  11/12/08 13:15  End of Day Exit  $812.75    ($1,262.50)  $47,287.50    ($1,500.00)  12.75%  (67.79%)  $12.50  $0.00
 356  Sell Short  11/13/08 07:30  Short#29  $824.25  $0.00  1  ($2,187.50)  (5.25%)  $2,400.00  49.48%    $12.50  $0.00
   Buy to Cover  11/13/08 13:15  End of Day Exit  $867.50    ($2,162.50)  $45,100.00    ($2,450.00)  5.93%  (44.59%)  $12.50  $0.00
 357  Sell Short  11/14/08 07:00  Short#29  $860.25  $0.00  1  $1,987.50  4.68%  $2,025.00  70.13%    $12.50  $0.00
   Buy to Cover  11/14/08 13:15  End of Day Exit  $820.00    $2,012.50  $47,087.50    ($862.50)  99.57%  69.70%  $12.50  $0.00
 358  Buy  11/17/08 07:00  Buy#29  $814.00  $0.00  1  ($212.50)  (0.46%)  $1,362.50  78.42%    $12.50  $0.00
   Sell  11/17/08 13:15  End of Day Exit  $810.25    ($187.50)  $46,875.00    ($375.00)  10.79%  (10.79%)  $12.50  $0.00
 359  Buy  11/18/08 06:45  Buy#29  $806.25  $0.00  1  $937.50  2.39%  $1,112.50  50.28%    $12.50  $0.00
   Sell  11/18/08 13:15  End of Day Exit  $825.50    $962.50  $47,812.50    ($1,100.00)  93.22%  43.50%  $12.50  $0.00
 360  Sell Short  11/19/08 07:30  Short#29  $823.50  $0.00  1  $2,562.50  6.28%  $2,987.50  99.17%    $12.50  $0.00
   Buy to Cover  11/19/08 13:15  End of Day Exit  $771.75    $2,587.50  $50,375.00    ($25.00)  86.72%  85.89%  $12.50  $0.00
 361  Buy  11/20/08 07:15  Buy#29  $743.00  $0.00  1  ($1,712.50)  (4.54%)  $1,862.50  49.17%    $12.50  $0.00
   Sell  11/20/08 13:15  End of Day Exit  $709.25    ($1,687.50)  $48,662.50    ($1,925.00)  6.27%  (44.55%)  $12.50  $0.00
 362  Buy  11/21/08 07:00  Buy#29  $720.00  $0.00  1  $1,500.00  4.24%  $2,087.50  66.01%    $12.50  $0.00
   Sell  11/21/08 13:15  End of Day Exit  $750.50    $1,525.00  $50,162.50    ($1,075.00)  82.21%  48.22%  $12.50  $0.00
 363  Sell Short  11/24/08 07:15  Short#29  $778.00  $0.00  1  ($1,450.00)  (3.66%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  11/24/08 13:15  End of Day Exit  $806.50    ($1,425.00)  $48,712.50    ($2,387.50)  40.31%  (59.69%)  $12.50  $0.00
 364  Sell Short  11/25/08 06:45  Short#29  $828.25  $0.00  1  $787.50  1.96%  $1,762.50  94.63%    $12.50  $0.00
   Buy to Cover  11/25/08 13:15  End of Day Exit  $812.00    $812.50  $49,500.00    ($100.00)  48.99%  43.62%  $12.50  $0.00
 365  Sell Short  11/28/08 09:00  Short#29  $849.00  $0.00  1  ($287.50)  (0.62%)  $125.00  25.00%    $12.50  $0.00
   Buy to Cover  11/28/08 10:15  End of Day Exit  $854.25    ($262.50)  $49,212.50    ($375.00)  22.50%  (52.50%)  $12.50  $0.00
 366  Buy  12/02/08 07:00  Buy#29  $780.50  $0.00  1  $1,350.00  3.52%  $1,487.50  90.15%    $12.50  $0.00
   Sell  12/02/08 13:15  End of Day Exit  $808.00    $1,375.00  $50,562.50    ($162.50)  93.18%  83.33%  $12.50  $0.00
 367  Sell Short  12/03/08 07:00  Short#29  $795.75  $0.00  1  ($1,625.00)  (4.02%)  $500.00  21.05%    $12.50  $0.00
   Buy to Cover  12/03/08 13:15  End of Day Exit  $827.75    ($1,600.00)  $48,937.50    ($1,875.00)  11.58%  (67.37%)  $12.50  $0.00
 368  Sell Short  12/04/08 07:00  Short#29  $828.00  $0.00  1  $1,000.00  2.48%  $1,825.00  83.91%    $12.50  $0.00
   Buy to Cover  12/04/08 13:15  End of Day Exit  $807.50    $1,025.00  $49,937.50    ($350.00)  63.22%  47.13%  $12.50  $0.00
 369  Buy  12/05/08 07:00  Buy#29  $789.50  $0.00  1  $2,062.50  5.29%  $2,475.00  79.20%    $12.50  $0.00
   Sell  12/05/08 13:15  End of Day Exit  $831.25    $2,087.50  $52,000.00    ($650.00)  87.60%  66.80%  $12.50  $0.00
 370  Sell Short  12/08/08 07:00  Short#29  $867.00  $0.00  1  $125.00  0.35%  $737.50  55.66%    $12.50  $0.00
   Buy to Cover  12/08/08 13:15  End of Day Exit  $864.00    $150.00  $52,125.00    ($587.50)  55.66%  11.32%  $12.50  $0.00
 371  Sell Short  12/09/08 07:00  Short#29  $861.50  $0.00  1  $587.50  1.42%  $875.00  55.12%    $12.50  $0.00
   Buy to Cover  12/09/08 13:15  End of Day Exit  $849.25    $612.50  $52,712.50    ($712.50)  83.46%  38.58%  $12.50  $0.00
 372  Buy  12/10/08 07:00  Buy#29  $853.75  $0.00  1  $87.50  0.26%  $725.00  59.79%    $12.50  $0.00
   Sell  12/10/08 13:15  End of Day Exit  $856.00    $112.50  $52,800.00    ($487.50)  49.48%  9.28%  $12.50  $0.00
 373  Buy  12/11/08 12:00  Buy#29  $844.25  $0.00  1  ($512.50)  (1.15%)  $0.00  0.00%    $12.50  $0.00
   Sell  12/11/08 13:15  End of Day Exit  $834.50    ($487.50)  $52,287.50    ($837.50)  41.79%  (58.21%)  $12.50  $0.00
 374  Buy  12/12/08 06:45  Buy#29  $809.25  $0.00  1  $1,775.00  4.45%  $1,862.50  91.98%    $12.50  $0.00
   Sell  12/12/08 13:15  End of Day Exit  $845.25    $1,800.00  $54,062.50    ($162.50)  96.91%  88.89%  $12.50  $0.00
 375  Sell Short  12/17/08 07:00  Short#29  $865.00  $0.00  1  $62.50  0.20%  $525.00  44.21%    $12.50  $0.00
   Buy to Cover  12/17/08 13:15  End of Day Exit  $863.25    $87.50  $54,125.00    ($662.50)  63.16%  7.37%  $12.50  $0.00
 376  Sell Short  12/18/08 08:00  Short#29  $869.00  $0.00  1  $825.00  1.96%  $1,775.00  97.93%    $12.50  $0.00
   Buy to Cover  12/18/08 13:15  End of Day Exit  $852.00    $850.00  $54,950.00    ($37.50)  48.97%  46.90%  $12.50  $0.00
 377  Buy  12/19/08 09:15  Buy#29  $846.25  $0.00  1  ($275.00)  (0.59%)  $387.50  44.29%    $12.50  $0.00
   Sell  12/19/08 13:15  End of Day Exit  $841.25    ($250.00)  $54,675.00    ($487.50)  27.14%  (28.57%)  $12.50  $0.00
 378  Buy  12/22/08 07:00  Buy#29  $837.25  $0.00  1  ($312.50)  (0.69%)  $187.50  13.27%    $12.50  $0.00
   Sell  12/22/08 13:15  End of Day Exit  $831.50    ($287.50)  $54,362.50    ($1,225.00)  66.37%  (20.35%)  $12.50  $0.00
 379  Sell Short  12/23/08 07:45  Short#29  $836.00  $0.00  1  $825.00  2.03%  $1,037.50  93.26%    $12.50  $0.00
   Buy to Cover  12/23/08 13:15  End of Day Exit  $819.00    $850.00  $55,187.50    ($75.00)  83.15%  76.40%  $12.50  $0.00
 380  Buy  12/24/08 07:00  Buy#29  $820.00  $0.00  1  $212.50  0.58%  $325.00  74.29%    $12.50  $0.00
   Sell  12/24/08 13:15  End of Day Exit  $824.75    $237.50  $55,400.00    ($112.50)  80.00%  54.29%  $12.50  $0.00
 381  Sell Short  12/30/08 06:45  Short#29  $832.50  $0.00  1  ($812.50)  (1.89%)  $187.50  18.52%    $12.50  $0.00
   Buy to Cover  12/30/08 13:15  End of Day Exit  $848.25    ($787.50)  $54,587.50    ($825.00)  3.70%  (77.78%)  $12.50  $0.00
 382  Sell Short  12/31/08 06:45  Short#29  $849.25  $0.00  1  ($162.50)  (0.32%)  $0.00  0.00%    $12.50  $0.00
   Buy to Cover  12/31/08 13:15  End of Day Exit  $852.00    ($137.50)  $54,425.00    ($937.50)  85.33%  (14.67%)  $12.50  $0.00
 383  Buy  01/02/09 07:00  Buy#29  $860.25  $0.00  1  $1,262.50  2.99%  $1,625.00  89.66%    $12.50  $0.00
   Sell  01/02/09 13:15  End of Day Exit  $886.00    $1,287.50  $55,687.50    ($187.50)  81.38%  71.03%  $12.50  $0.00
 384  Sell Short  01/05/09 07:30  Short#29  $884.50  $0.00  1  ($162.50)  (0.31%)  $300.00  38.10%    $12.50  $0.00
   Buy to Cover  01/05/09 13:15  End of Day Exit  $887.25    ($137.50)  $55,525.00    ($487.50)  44.44%  (17.46%)  $12.50  $0.00
 385  Sell Short  01/06/09 06:45  Short#29  $894.50  $0.00  1  $175.00  0.45%  $500.00  54.79%    $12.50  $0.00
   Buy to Cover  01/06/09 13:15  End of Day Exit  $890.50    $200.00  $55,700.00    ($412.50)  67.12%  21.92%  $12.50  $0.00
 386  Buy  01/07/09 06:45  Buy#29  $877.00  $0.00  1  ($625.00)  (1.37%)  $150.00  14.12%    $12.50  $0.00
   Sell  01/07/09 13:15  End of Day Exit  $865.00    ($600.00)  $55,075.00    ($912.50)  29.41%  (56.47%)  $12.50  $0.00
 387  Buy  01/08/09 06:45  Buy#29  $858.50  $0.00  1  $400.00  0.99%  $462.50  64.91%    $12.50  $0.00
   Sell  01/08/09 13:15  End of Day Exit  $867.00    $425.00  $55,475.00    ($250.00)  94.74%  59.65%  $12.50  $0.00
 388  Buy  01/13/09 11:00  Buy#29  $821.25  $0.00  1  $337.50  0.88%  $487.50  75.00%    $12.50  $0.00
   Sell  01/13/09 13:15  End of Day Exit  $828.50    $362.50  $55,812.50    ($162.50)  80.77%  55.77%  $12.50  $0.00
 389  Buy  01/14/09 06:45  Buy#29  $811.50  $0.00  1  ($625.00)  (1.48%)  $87.50  8.43%    $12.50  $0.00
   Sell  01/14/09 13:15  End of Day Exit  $799.50    ($600.00)  $55,187.50    ($950.00)  33.73%  (57.83%)  $12.50  $0.00
 390  Buy  01/15/09 06:45  Buy#29  $792.25  $0.00