Inst Name Units Entry Exit Adjustments P&L -------- ------------------------------------------ ------ ----------------------- ----------------------- ----------- ------------- ED----C Eurodollar -62 0 19900206 82.641 4 19900601 83.185 0.00 -84,474.76 S-----C Soybeans 47 3 19900309 357.750 7 19900803 324.875 0.00 -77,256.25 SP----C Standard and Poor 6 6 19900604 746.925 9 19900817 699.900 0.00 -70,537.54 US----C US 30-Year Bonds -14 1 19900207 51.875 11 19901203 54.907 0.00 -42,437.50 SP----C Standard and Poor -6 10 19900817 699.900 13 19910403 747.950 0.00 -72,075.02 HG----C Copper 18 2 19900216 -18.850 15 19910513 0.300 0.00 86,175.00 HG----C Copper -10 16 19910513 0.300 17 19920629 15.250 0.00 -37,375.00 HG----C Copper 21 18 19920629 15.250 19 19921109 -1.425 0.00 -87,543.75 S-----C Soybeans -15 8 19900803 324.875 21 19930507 259.500 0.00 49,031.25 US----C US 30-Year Bonds 10 12 19901203 54.907 23 19940311 65.501 0.00 105,937.52 HG----C Copper -14 20 19921109 -1.425 25 19940315 -7.300 0.00 20,562.50 SP----C Standard and Poor 3 14 19910403 747.950 27 19940331 789.600 0.00 31,237.50 ED----C Eurodollar 28 5 19900601 83.185 29 19940401 89.306 0.00 428,400.12 S-----C Soybeans 26 22 19930507 259.500 31 19940705 253.875 0.00 -7,312.50 SP----C Standard and Poor -9 28 19940331 789.600 33 19950206 826.275 0.00 -82,518.76 ED----C Eurodollar -35 30 19940401 89.306 35 19950413 89.345 0.00 -3,499.76 US----C US 30-Year Bonds -8 24 19940311 65.501 37 19950503 63.469 0.00 16,250.02 S-----C Soybeans -17 32 19940705 253.875 39 19950523 255.750 0.00 -1,593.75 HG----C Copper 21 26 19940315 -7.300 41 19960112 39.400 0.00 245,175.00 US----C US 30-Year Bonds 13 38 19950503 63.469 43 19960411 65.829 0.00 30,671.90 ED----C Eurodollar 28 36 19950413 89.345 45 19960607 89.720 0.00 26,250.05 ED----C Eurodollar -101 46 19960607 89.720 47 19960913 90.200 0.00 -121,199.77 S-----C Soybeans 38 40 19950523 255.750 49 19961014 316.625 0.00 115,662.50 S-----C Soybeans -22 50 19961014 316.625 51 19970307 458.375 0.00 -155,925.00 HG----C Copper -22 42 19960112 39.400 53 19970321 58.525 0.00 -105,187.50 US----C US 30-Year Bonds -11 44 19960411 65.829 55 19970730 75.063 0.00 -101,578.13 HG----C Copper 14 54 19970321 58.525 57 19971024 37.700 0.00 -72,887.50 S-----C Soybeans 18 52 19970307 458.375 59 19980723 447.000 0.00 -10,237.50 SP----C Standard and Poor 11 34 19950206 826.275 61 19981008 1164.800 0.00 930,943.75 SP----C Standard and Poor -3 62 19981008 1164.800 63 19981221 1438.550 0.00 -205,312.51 US----C US 30-Year Bonds 16 56 19970730 75.063 65 19990506 78.266 0.00 51,250.00 ED----C Eurodollar 133 48 19960913 90.200 67 19990630 90.897 0.00 231,752.57 HG----C Copper -21 58 19971024 37.700 69 19990902 20.225 0.00 91,743.75 US----C US 30-Year Bonds -14 66 19990506 78.266 71 20000331 77.813 0.00 6,343.75 S-----C Soybeans -30 60 19980723 447.000 73 20000403 383.375 0.00 95,437.50 S-----C Soybeans 28 74 20000403 383.375 75 20000620 294.750 0.00 -124,075.00 SP----C Standard and Poor 2 64 19981221 1438.550 77 20001011 1467.200 0.00 14,324.98 ED----C Eurodollar -89 68 19990630 90.897 79 20001012 90.708 0.00 42,274.52 HG----C Copper 36 70 19990902 20.225 81 20010316 15.075 0.00 -46,350.00 S-----C Soybeans -30 76 20000620 294.750 83 20010711 321.750 0.00 -40,500.00 HG----C Copper -56 82 20010316 15.075 85 20020603 10.025 0.00 70,700.00 HG----C Copper 69 86 20020603 10.025 87 20020927 -1.850 0.00 -204,843.75 SP----C Standard and Poor -3 78 20001011 1467.200 89 20030530 1006.900 0.00 345,224.99 HG----C Copper -90 88 20020927 -1.850 91 20030728 10.900 0.00 -286,875.00 ED----C Eurodollar 117 80 20001012 90.708 93 20040507 95.625 0.00 1,438,368.39 ED----C Eurodollar -534 94 20040507 95.625 95 20040806 95.969 0.00 -458,904.21 S-----C Soybeans 39 84 20010711 321.750 97 20040924 616.500 0.00 574,762.50 ED----C Eurodollar 322 96 20040806 95.969 99 20050114 95.470 0.00 -401,493.01 S-----C Soybeans -24 98 20040924 616.500 101 20050615 786.750 0.00 -204,300.00 US----C US 30-Year Bonds 19 72 20000331 77.813 103 20060307 109.969 0.00 610,963.98 S-----C Soybeans 43 102 20050615 786.750 105 20060403 605.250 0.00 -390,225.00 SP----C Standard and Poor 6 90 20030530 1006.900 107 20060811 1269.050 0.00 393,225.02 HG----C Copper 87 92 20030728 10.900 108 20060811 344.325 0.00 7,251,993.75 ED----C Eurodollar -305 100 20050114 95.470 109 20060811 94.538 0.00 711,030.67 US----C US 30-Year Bonds -62 104 20060307 109.969 110 20060811 108.219 0.00 108,500.05 S-----C Soybeans -52 106 20060403 605.250 111 20060811 566.750 0.00 100,100.00 -------------- Long 11,074,332.74 Short -346,557.66 Total 10,727,775.08