Inst Units Entry Exit P&L -------- ------ ---------------------------- ---------------------------- ------------ GC----C -4600 Pos # 236 75-02-11 738.650 Pos # 237 75-02-13 751.750 -60,260.00 GC----C -3600 Pos # 238 75-03-20 742.450 Pos # 239 75-05-14 737.000 19,620.00 GC----C -3600 Pos # 240 75-06-02 727.750 Pos # 241 75-06-27 736.200 -30,420.00 GC----C -3800 Pos # 242 75-06-30 725.550 Pos # 243 75-10-17 706.800 71,250.00 GC----C -7000 Pos # 244 75-11-14 701.500 Pos # 245 75-12-19 705.100 -25,200.00 GC----C -4300 Pos # 246 76-01-08 695.450 Pos # 247 76-02-24 692.550 12,470.00 GC----C -12700 Pos # 248 76-03-26 689.400 Pos # 249 76-06-02 688.250 14,605.00 GC----C -8800 Pos # 250 76-06-24 682.500 Pos # 251 76-09-10 673.950 75,240.00 GC----C 2700 Pos # 252 76-11-09 690.400 Pos # 253 77-01-10 685.650 -12,825.00 GC----C 7500 Pos # 254 77-02-07 691.550 Pos # 255 77-04-26 700.900 70,125.00 GC----C 8300 Pos # 256 77-07-13 698.450 Pos # 257 77-08-15 696.700 -14,525.00 GC----C 11200 Pos # 258 77-09-02 701.800 Pos # 259 77-11-16 710.300 95,200.00 GC----C 8600 Pos # 260 77-12-23 714.500 Pos # 261 78-02-09 721.950 64,070.00 GC----C 8600 Pos # 262 78-02-15 729.600 Pos # 263 78-03-20 726.350 -27,950.00 GC----C 6100 Pos # 264 78-05-16 724.450 Pos # 265 78-11-02 762.450 231,800.00 GC----C 4300 Pos # 266 78-12-18 752.600 Pos # 267 79-04-11 767.100 62,350.00 GC----C 5300 Pos # 268 79-04-27 776.700 Pos # 269 79-08-02 810.200 177,550.00 GC----C 2900 Pos # 270 79-08-22 836.100 Pos # 271 79-11-01 882.350 134,125.00 GC----C 2300 Pos # 272 79-11-28 924.850 Pos # 273 80-02-25 1103.350 410,550.00 GC----C 2400 Pos # 274 80-05-30 999.100 Pos # 275 80-08-11 1052.900 129,120.00 GC----C 2300 Pos # 276 80-09-04 1103.750 Pos # 277 80-10-17 1096.000 -17,825.00 GC----C -1700 Pos # 278 81-01-23 964.300 Pos # 279 81-03-20 928.800 60,350.00 GC----C -1800 Pos # 280 81-04-10 885.550 Pos # 281 81-08-18 809.000 137,790.00 GC----C -2900 Pos # 282 81-09-28 793.100 Pos # 283 82-04-05 690.250 298,265.00 GC----C -3400 Pos # 284 82-05-06 673.750 Pos # 285 82-07-09 675.850 -7,140.00 GC----C -3800 Pos # 286 82-08-09 666.800 Pos # 287 82-08-19 705.050 -145,350.00 GC----C 1600 Pos # 288 82-08-26 753.300 Pos # 289 82-09-29 723.300 -48,000.00 GC----C 3300 Pos # 290 82-11-30 763.150 Pos # 291 83-02-23 785.000 72,105.00 GC----C 4900 Pos # 292 83-04-14 749.050 Pos # 293 83-05-31 727.750 -104,370.00 GC----C -2600 Pos # 294 83-06-06 706.500 Pos # 295 83-07-07 735.750 -76,050.00 GC----C -4400 Pos # 296 83-08-01 710.850 Pos # 297 83-11-28 687.650 102,080.00 GC----C -3700 Pos # 298 83-12-16 663.500 Pos # 299 84-02-02 670.200 -24,790.00 GC----C -7600 Pos # 300 84-03-21 672.650 Pos # 301 84-05-25 663.000 73,340.00 GC----C -5200 Pos # 302 84-06-15 646.200 Pos # 303 84-08-14 625.150 109,460.00 GC----C -8700 Pos # 304 84-09-04 606.150 Pos # 305 84-11-05 608.950 -24,360.00 GC----C -7000 Pos # 306 84-11-26 592.450 Pos # 307 85-03-19 573.500 132,650.00 GC----C -7800 Pos # 308 85-04-30 566.750 Pos # 309 85-06-18 576.800 -78,390.00 GC----C -7800 Pos # 310 85-07-01 559.200 Pos # 311 85-07-29 577.300 -141,180.00 GC----C 16600 Pos # 312 85-11-25 573.850 Pos # 313 85-12-02 562.400 -190,070.00 GC----C 4400 Pos # 314 86-01-16 601.350 Pos # 315 86-02-14 569.850 -138,600.00 GC----C 5200 Pos # 316 86-03-21 595.650 Pos # 317 86-03-31 569.900 -133,900.00 GC----C 10100 Pos # 318 86-06-09 583.300 Pos # 319 86-06-16 569.100 -143,420.00 GC----C 8700 Pos # 320 86-07-18 585.000 Pos # 321 86-10-17 645.050 522,435.00 GC----C 7700 Pos # 322 86-12-31 626.550 Pos # 323 87-01-30 619.300 -55,825.00 GC----C 6600 Pos # 324 87-03-04 630.900 Pos # 325 87-06-01 658.400 181,500.00 GC----C 7900 Pos # 326 87-07-22 668.150 Pos # 327 87-08-14 658.550 -75,840.00 GC----C 10500 Pos # 328 87-10-15 672.650 Pos # 329 87-11-05 658.600 -147,525.00 GC----C 5700 Pos # 330 87-11-27 685.150 Pos # 331 88-01-05 675.800 -53,295.00 GC----C -3000 Pos # 332 88-02-03 638.200 Pos # 333 88-03-21 643.600 -16,200.00 GC----C -6500 Pos # 334 88-05-02 637.300 Pos # 335 88-05-19 650.750 -87,425.00 GC----C -6000 Pos # 336 88-06-10 639.200 Pos # 337 88-10-17 596.050 258,900.00 GC----C -7500 Pos # 338 88-12-15 593.700 Pos # 339 89-06-23 549.250 333,375.00 GC----C -6900 Pos # 340 89-07-19 533.800 Pos # 341 89-09-25 532.600 8,280.00 GC----C 5000 Pos # 342 89-11-21 561.200 Pos # 343 89-12-27 557.050 -20,750.00 GC----C 5700 Pos # 344 90-01-24 577.400 Pos # 345 90-02-26 561.450 -90,915.00 GC----C -9800 Pos # 346 90-04-30 514.300 Pos # 347 90-07-03 507.550 66,150.00 GC----C -3800 Pos # 348 90-09-10 518.400 Pos # 349 90-09-26 547.750 -111,530.00 GC----C -5300 Pos # 350 90-10-15 515.300 Pos # 351 90-12-28 527.000 -62,010.00 GC----C -4800 Pos # 352 91-01-17 508.900 Pos # 353 91-03-08 503.800 24,480.00 GC----C -9900 Pos # 354 91-03-25 489.600 Pos # 355 91-05-28 492.900 -32,670.00 GC----C -15100 Pos # 356 91-07-25 490.150 Pos # 357 91-09-30 479.850 155,530.00 GC----C -15300 Pos # 358 91-11-01 478.300 Pos # 359 91-11-20 486.750 -129,285.00 GC----C -8700 Pos # 360 91-12-17 477.650 Pos # 361 92-06-12 459.850 154,860.00 GC----C -11100 Pos # 362 92-08-11 463.050 Pos # 363 92-09-14 461.550 16,650.00 GC----C -17100 Pos # 364 92-10-12 458.550 Pos # 365 92-12-16 450.200 142,785.00 GC----C -24100 Pos # 366 92-12-21 444.400 Pos # 367 93-02-10 444.200 4,820.00 GC----C -24600 Pos # 368 93-02-26 438.850 Pos # 369 93-03-19 443.500 -114,390.00 GC----C 8000 Pos # 370 93-04-29 466.750 Pos # 371 93-06-11 474.150 59,200.00 GC----C 6700 Pos # 372 93-06-22 515.700 Pos # 373 93-08-05 488.800 -180,230.00 GC----C 6800 Pos # 374 93-10-12 473.750 Pos # 375 94-01-10 486.200 84,660.00 GC----C 9900 Pos # 376 94-03-11 492.000 Pos # 377 94-04-11 482.600 -93,060.00 GC----C 8100 Pos # 378 94-05-23 489.500 Pos # 379 94-07-14 481.500 -64,800.00 GC----C 14500 Pos # 380 94-08-29 485.900 Pos # 381 94-10-11 483.200 -39,150.00 GC----C -16800 Pos # 382 94-12-01 472.100 Pos # 383 94-12-29 477.750 -94,920.00 GC----C -13500 Pos # 384 95-01-04 467.500 Pos # 385 95-03-07 473.400 -79,650.00 GC----C -9500 Pos # 386 95-05-09 471.250 Pos # 387 95-06-09 475.250 -38,000.00 GC----C -15300 Pos # 388 95-06-30 469.200 Pos # 389 95-07-11 479.400 -156,060.00 GC----C -9700 Pos # 390 95-07-27 467.400 Pos # 391 95-09-18 469.650 -21,825.00 GC----C -27400 Pos # 392 95-10-19 462.750 Pos # 393 95-11-09 466.750 -109,600.00 GC----C -13400 Pos # 394 95-11-22 461.400 Pos # 395 96-01-02 469.850 -113,230.00 GC----C 6500 Pos # 396 96-01-22 481.450 Pos # 397 96-02-21 474.900 -42,575.00 GC----C -8500 Pos # 398 96-06-06 458.650 Pos # 399 96-07-31 459.300 -5,525.00 GC----C -23200 Pos # 400 96-08-30 457.250 Pos # 401 96-10-22 453.100 96,280.00 GC----C -17600 Pos # 402 96-10-31 446.100 Pos # 403 97-02-26 423.900 390,720.00 GC----C -6600 Pos # 404 97-03-18 411.800 Pos # 405 97-05-12 414.650 -18,810.00 GC----C -11100 Pos # 406 97-06-05 403.650 Pos # 407 97-09-29 389.050 162,060.00 GC----C -7400 Pos # 408 97-10-22 381.950 Pos # 409 98-01-23 356.650 187,220.00 GC----C -10400 Pos # 410 98-02-24 348.650 Pos # 411 98-03-24 358.000 -97,240.00 GC----C -9800 Pos # 412 98-05-06 356.200 Pos # 413 98-09-08 340.850 150,430.00 GC----C -10600 Pos # 414 98-10-26 341.850 Pos # 415 98-11-18 348.250 -67,840.00 GC----C -17800 Pos # 416 98-12-11 339.800 Pos # 417 99-03-08 340.150 -6,230.00 GC----C -13700 Pos # 418 99-03-16 331.600 Pos # 419 99-04-29 333.450 -25,345.00 GC----C -14900 Pos # 420 99-05-07 327.050 Pos # 421 99-08-04 305.550 320,350.00 GC----C -18300 Pos # 422 99-08-24 299.250 Pos # 423 99-09-21 305.200 -108,885.00 GC----C 2100 Pos # 424 99-10-05 378.300 Pos # 425 99-10-27 332.900 -95,340.00 GC----C 12800 Pos # 426 00-02-04 345.600 Pos # 427 00-03-16 327.550 -231,040.00 GC----C -9100 Pos # 428 00-04-28 313.100 Pos # 429 00-06-05 322.650 -86,905.00 GC----C -10900 Pos # 430 00-07-12 317.100 Pos # 431 00-11-27 300.700 178,760.00 GC----C -17700 Pos # 432 01-01-02 297.950 Pos # 433 01-03-09 297.400 9,735.00 GC----C -8500 Pos # 434 01-03-30 284.000 Pos # 435 01-04-16 290.350 -53,975.00 GC----C 5300 Pos # 436 01-05-21 319.550 Pos # 437 01-07-05 290.650 -153,170.00 GC----C 16500 Pos # 438 01-08-09 298.050 Pos # 439 01-10-18 302.850 79,200.00 GC----C 18600 Pos # 440 01-12-18 302.750 Pos # 441 02-03-07 311.800 168,330.00 GC----C 11800 Pos # 442 02-03-27 323.600 Pos # 443 02-06-28 334.100 123,900.00 GC----C 10700 Pos # 444 02-09-05 339.150 Pos # 445 02-10-15 332.750 -68,480.00 GC----C 11400 Pos # 446 02-11-08 341.650 Pos # 447 02-12-02 334.650 -79,800.00 GC----C 14400 Pos # 448 02-12-06 345.600 Pos # 449 03-02-18 363.300 254,880.00 GC----C 8200 Pos # 450 03-04-30 357.400 Pos # 451 03-06-23 368.550 91,430.00 GC----C 10800 Pos # 452 03-07-23 374.500 Pos # 453 03-10-03 385.350 117,180.00 GC----C 7300 Pos # 454 03-10-24 407.100 Pos # 455 04-01-26 420.800 100,010.00 GC----C 7000 Pos # 456 04-03-18 428.200 Pos # 457 04-04-14 413.800 -100,800.00 GC----C 6900 Pos # 458 04-05-27 409.500 Pos # 459 04-07-23 401.800 -53,130.00 GC----C 8400 Pos # 460 04-08-18 418.050 Pos # 461 05-01-03 441.100 193,620.00 GC----C 9400 Pos # 462 05-02-17 438.900 Pos # 463 05-03-23 435.850 -28,670.00 GC----C 14200 Pos # 464 05-04-20 443.000 Pos # 465 05-05-12 428.700 -203,060.00 GC----C -7400 Pos # 466 05-07-05 428.000 Pos # 467 05-08-02 437.550 -70,670.00 GC----C -8400 Pos # 468 05-08-30 434.550 Pos # 469 05-09-12 455.100 -172,620.00 GC----C 5700 Pos # 470 05-09-16 461.850 Pos # 471 05-09-27 463.700 10,545.00 ------------ Long 724,945.00 Short 1,274,525.00 Total 1,999,470.00