Inst Units Entry Exit Adjustments P&L -------- ------ ----------------------- ----------------------- ----------- ------------- CL----C -41600 1 90-03-12 -3.575 2 90-08-03 -2.315 0.00 -52,416.00 CL----C 9400 3 90-08-07 0.925 4 91-01-17 -3.125 0.00 -38,070.00 CL----C 16900 10 91-07-18 0.295 12 91-12-03 -0.820 0.00 -18,843.50 CL----C -15300 14 92-01-09 -3.545 17 92-05-04 -0.820 0.00 -41,692.50 CL----C -21600 20 93-01-13 -3.385 22 94-04-22 -8.020 0.00 100,115.99 CL----C 16300 23 94-06-17 -4.035 24 94-12-02 -6.575 0.00 -41,402.00 CL----C 42200 25 95-03-27 -4.190 26 95-06-23 -5.625 0.00 -60,557.00 CL----C 41100 29 95-11-17 -3.270 34 97-02-28 11.825 0.00 620,404.50 CL----C -30700 36 97-11-26 9.960 37 99-03-22 2.325 0.00 234,394.50 CL----C 21700 38 99-04-21 4.475 51 01-06-21 26.300 0.00 473,602.50 CL----C 27000 52 01-09-14 31.330 53 01-09-24 23.935 0.00 -199,665.00 CL----C -17900 54 01-09-25 22.515 58 02-03-18 24.230 0.00 -30,698.50 CL----C 24000 60 02-08-16 28.590 62 02-11-13 24.615 0.00 -95,400.00 CL----C 21900 63 02-12-18 31.490 68 05-11-15 62.275 0.00 674,191.50 HG----C 3500 0 90-02-21 10.650 5 91-01-24 29.750 0.00 66,850.00 HG----C 4750 6 91-02-26 40.250 7 91-03-20 33.250 0.00 -33,250.00 HG----C 6750 8 91-04-18 38.700 9 91-05-01 33.450 0.00 -35,437.50 HG----C 8250 11 91-09-09 35.850 13 91-12-11 31.900 0.00 -32,587.50 HG----C 8000 15 92-02-25 35.500 16 92-04-20 32.050 0.00 -27,600.00 HG----C 15000 18 92-05-26 34.750 19 92-09-30 36.475 0.00 25,875.00 HG----C 7250 21 94-01-18 14.875 27 95-10-11 73.950 0.00 428,293.75 HG----C 4500 28 95-11-08 84.750 30 96-01-04 74.900 0.00 -44,325.00 HG----C 6750 31 96-04-23 79.775 32 96-06-06 60.700 0.00 -128,756.25 HG----C 3750 33 96-11-19 71.950 35 97-08-18 73.925 0.00 7,406.25 HG----C 8000 39 99-05-03 41.250 40 99-05-26 35.450 0.00 -46,400.00 HG----C 6250 41 99-07-02 44.200 42 00-03-06 45.000 0.00 5,000.00 HG----C 8250 43 00-05-11 48.175 44 00-06-09 44.725 0.00 -28,462.50 HG----C 8000 45 00-06-20 47.700 46 00-07-10 45.750 0.00 -15,600.00 HG----C 9500 47 00-07-12 47.325 48 00-11-01 48.150 0.00 7,837.50 HG----C 9250 49 00-12-12 52.550 50 01-01-03 45.000 0.00 -69,837.50 HG----C 8000 55 02-01-25 32.975 56 02-01-31 31.075 0.00 -15,200.00 HG----C 7000 57 02-02-01 35.000 59 02-07-23 30.225 0.00 -33,425.00 HG----C 9000 61 02-11-11 31.700 64 02-12-30 28.875 0.00 -25,425.00 HG----C 9500 65 03-01-08 32.650 66 03-04-03 29.475 0.00 -30,162.50 HG----C 12000 67 03-05-20 34.225 69 05-12-30 211.425 0.00 2,126,400.00 ------------- Long 3,415,454.75 Short 209,703.49 Total 3,625,158.24