Inst Units Entry Exit P&L -------- ------ ------------------------ ------------------------ ------------ GC----C -4600 0 75-02-11 738.650 1 75-02-13 751.750 -60,260.00 GC----C -3600 2 75-03-20 742.450 3 75-05-14 737.000 19,620.00 GC----C -3600 4 75-06-02 727.750 5 75-06-27 736.200 -30,420.00 GC----C -3700 6 75-06-30 725.550 7 75-10-17 706.800 69,375.00 GC----C -7000 8 75-11-14 701.500 9 75-12-19 705.100 -25,200.00 GC----C -4300 10 76-01-08 695.450 11 76-02-24 692.550 12,470.00 GC----C -12600 12 76-03-26 689.400 13 76-06-02 688.250 14,490.00 GC----C -8800 14 76-06-24 682.500 15 76-09-10 673.950 75,240.00 GC----C 2700 16 76-11-09 690.400 17 77-01-10 685.650 -12,825.00 GC----C 7500 18 77-02-07 691.550 19 77-04-26 700.900 70,125.00 GC----C 8300 20 77-07-13 698.450 21 77-08-15 696.700 -14,525.00 GC----C 11200 22 77-09-02 701.800 23 77-11-16 710.300 95,200.00 GC----C 8500 24 77-12-23 714.500 25 78-02-09 721.950 63,325.00 GC----C 8600 26 78-02-15 729.600 27 78-03-20 726.350 -27,950.00 GC----C 6100 28 78-05-16 724.450 29 78-11-02 762.450 231,800.00 GC----C 4300 30 78-12-18 752.600 31 79-04-11 767.100 62,350.00 GC----C 5300 32 79-04-27 776.700 33 79-08-02 810.200 177,550.00 GC----C 2900 34 79-08-22 836.100 35 79-11-01 882.350 134,125.00 GC----C 2300 36 79-11-28 924.850 37 80-02-25 1103.350 410,550.00 GC----C 2400 38 80-05-30 999.100 39 80-08-11 1052.900 129,120.00 GC----C 2300 40 80-09-04 1103.750 41 80-10-17 1096.000 -17,825.00 GC----C -1700 42 81-01-23 964.300 43 81-03-20 928.800 60,350.00 GC----C -1800 44 81-04-10 885.550 45 81-08-18 809.000 137,790.00 GC----C -2900 46 81-09-28 793.100 47 82-04-05 690.250 298,265.00 GC----C -3400 48 82-05-06 673.750 49 82-07-09 675.850 -7,140.00 GC----C -3800 50 82-08-09 666.800 51 82-08-19 705.050 -145,350.00 GC----C 1600 52 82-08-26 753.300 53 82-09-29 723.300 -48,000.00 GC----C 3300 54 82-11-30 763.150 55 83-02-23 785.000 72,105.00 GC----C 4900 56 83-04-14 749.050 57 83-05-31 727.750 -104,370.00 GC----C -2600 58 83-06-06 706.500 59 83-07-07 735.750 -76,050.00 GC----C -4300 60 83-08-01 710.850 61 83-11-28 687.650 99,760.00 GC----C -3700 62 83-12-16 663.500 63 84-02-02 670.200 -24,790.00 GC----C -7500 64 84-03-21 672.650 65 84-05-25 663.000 72,375.00 GC----C -5200 66 84-06-15 646.200 67 84-08-14 625.150 109,460.00 GC----C -8700 68 84-09-04 606.150 69 84-11-05 608.950 -24,360.00 GC----C -7000 70 84-11-26 592.450 71 85-03-19 573.500 132,650.00 GC----C -7700 72 85-04-30 566.750 73 85-06-18 576.800 -77,385.00 GC----C -7700 74 85-07-01 559.200 75 85-07-29 577.300 -139,370.00 GC----C 16500 76 85-11-25 573.850 77 85-12-02 562.400 -188,925.00 GC----C 4400 78 86-01-16 601.350 79 86-02-14 569.850 -138,600.00 GC----C 5200 80 86-03-21 595.650 81 86-03-31 569.900 -133,900.00 GC----C 10100 82 86-06-09 583.300 83 86-06-16 569.100 -143,420.00 GC----C 8700 84 86-07-18 585.000 85 86-10-17 645.050 522,435.00 GC----C 7700 86 86-12-31 626.550 87 87-01-30 619.300 -55,825.00 GC----C 6600 88 87-03-04 630.900 89 87-06-01 658.400 181,500.00 GC----C 7900 90 87-07-22 668.150 91 87-08-14 658.550 -75,840.00 GC----C 10500 92 87-10-15 672.650 93 87-11-05 658.600 -147,525.00 GC----C 5700 94 87-11-27 685.150 95 88-01-05 675.800 -53,295.00 GC----C -3000 96 88-02-03 638.200 97 88-03-21 643.600 -16,200.00 GC----C -6500 98 88-05-02 637.300 99 88-05-19 650.750 -87,425.00 GC----C -6000 100 88-06-10 639.200 101 88-10-17 596.050 258,900.00 GC----C -7500 102 88-12-15 593.700 103 89-06-23 549.250 333,375.00 GC----C -6900 104 89-07-19 533.800 105 89-09-25 532.600 8,280.00 GC----C 5000 106 89-11-21 561.200 107 89-12-27 557.050 -20,750.00 GC----C 5700 108 90-01-24 577.400 109 90-02-26 561.450 -90,915.00 GC----C -9800 110 90-04-30 514.300 111 90-07-03 507.550 66,150.00 GC----C -3800 112 90-09-10 518.400 113 90-09-26 547.750 -111,530.00 GC----C -5300 114 90-10-15 515.300 115 90-12-28 527.000 -62,010.00 GC----C -4800 116 91-01-17 508.900 117 91-03-08 503.800 24,480.00 GC----C -9900 118 91-03-25 489.600 119 91-05-28 492.900 -32,670.00 GC----C -15100 120 91-07-25 490.150 121 91-09-30 479.850 155,530.00 GC----C -15300 122 91-11-01 478.300 123 91-11-20 486.750 -129,285.00 GC----C -8700 124 91-12-17 477.650 125 92-06-12 459.850 154,860.00 GC----C -11100 126 92-08-11 463.050 127 92-09-14 461.550 16,650.00 GC----C -17100 128 92-10-12 458.550 129 92-12-16 450.200 142,785.00 GC----C -24100 130 92-12-21 444.400 131 93-02-10 444.200 4,820.00 GC----C -24600 132 93-02-26 438.850 133 93-03-19 443.500 -114,390.00 GC----C 8000 134 93-04-29 466.750 135 93-06-11 474.150 59,200.00 GC----C 6700 136 93-06-22 515.700 137 93-08-05 488.800 -180,230.00 GC----C 6800 138 93-10-12 473.750 139 94-01-10 486.200 84,660.00 GC----C 9900 140 94-03-11 492.000 141 94-04-11 482.600 -93,060.00 GC----C 8100 142 94-05-23 489.500 143 94-07-14 481.500 -64,800.00 GC----C 14500 144 94-08-29 485.900 145 94-10-11 483.200 -39,150.00 GC----C -16700 146 94-12-01 472.100 147 94-12-29 477.750 -94,355.00 GC----C -13500 148 95-01-04 467.500 149 95-03-07 473.400 -79,650.00 GC----C -9500 150 95-05-09 471.250 151 95-06-09 475.250 -38,000.00 GC----C -15300 152 95-06-30 469.200 153 95-07-11 479.400 -156,060.00 GC----C -9700 154 95-07-27 467.400 155 95-09-18 469.650 -21,825.00 GC----C -27400 156 95-10-19 462.750 157 95-11-09 466.750 -109,600.00 GC----C -13400 158 95-11-22 461.400 159 96-01-02 469.850 -113,230.00 GC----C 6500 160 96-01-22 481.450 161 96-02-21 474.900 -42,575.00 GC----C -8500 162 96-06-06 458.650 163 96-07-31 459.300 -5,525.00 GC----C -23200 164 96-08-30 457.250 165 96-10-22 453.100 96,280.00 GC----C -17600 166 96-10-31 446.100 167 97-02-26 423.900 390,720.00 GC----C -6600 168 97-03-18 411.800 169 97-05-12 414.650 -18,810.00 GC----C -11100 170 97-06-05 403.650 171 97-09-29 389.050 162,060.00 GC----C -7400 172 97-10-22 381.950 173 98-01-23 356.650 187,220.00 GC----C -10400 174 98-02-24 348.650 175 98-03-24 358.000 -97,240.00 GC----C -9800 176 98-05-06 356.200 177 98-09-08 340.850 150,430.00 GC----C -10600 178 98-10-26 341.850 179 98-11-18 348.250 -67,840.00 GC----C -17800 180 98-12-11 339.800 181 99-03-08 340.150 -6,230.00 GC----C -13700 182 99-03-16 331.600 183 99-04-29 333.450 -25,345.00 GC----C -14900 184 99-05-07 327.050 185 99-08-04 305.550 320,350.00 GC----C -18300 186 99-08-24 299.250 187 99-09-21 305.200 -108,885.00 GC----C 2100 188 99-10-05 378.300 189 99-10-27 332.900 -95,340.00 GC----C 12800 190 00-02-04 345.600 191 00-03-16 327.550 -231,040.00 GC----C -9100 192 00-04-28 313.100 193 00-06-05 322.650 -86,905.00 GC----C -10900 194 00-07-12 317.100 195 00-11-27 300.700 178,760.00 GC----C -17700 196 01-01-02 297.950 197 01-03-09 297.400 9,735.00 GC----C -8500 198 01-03-30 284.000 199 01-04-16 290.350 -53,975.00 GC----C 5300 200 01-05-21 319.550 201 01-07-05 290.650 -153,170.00 GC----C 16500 202 01-08-09 298.050 203 01-10-18 302.850 79,200.00 GC----C 18600 204 01-12-18 302.750 205 02-03-07 311.800 168,330.00 GC----C 11800 206 02-03-27 323.600 207 02-06-28 334.100 123,900.00 GC----C 10700 208 02-09-05 339.150 209 02-10-15 332.750 -68,480.00 GC----C 11400 210 02-11-08 341.650 211 02-12-02 334.650 -79,800.00 GC----C 14400 212 02-12-06 345.600 213 03-02-18 363.300 254,880.00 GC----C 8200 214 03-04-30 357.400 215 03-06-23 368.550 91,430.00 GC----C 10800 216 03-07-23 374.500 217 03-10-03 385.350 117,180.00 GC----C 7300 218 03-10-24 407.100 219 04-01-26 420.800 100,010.00 GC----C 7000 220 04-03-18 428.200 221 04-04-14 413.800 -100,800.00 GC----C 6900 222 04-05-27 409.500 223 04-07-23 401.800 -53,130.00 GC----C 8400 224 04-08-18 418.050 225 05-01-03 441.100 193,620.00 GC----C 9400 226 05-02-17 438.900 227 05-03-23 435.850 -28,670.00 GC----C 14200 228 05-04-20 443.000 229 05-05-12 428.700 -203,060.00 GC----C -7400 230 05-07-05 428.000 231 05-08-02 437.550 -70,670.00 GC----C -8400 232 05-08-30 434.550 233 05-09-12 455.100 -172,620.00 GC----C 5700 234 05-09-16 461.850 235 05-09-27 463.700 10,545.00 ------------ Long 725,345.00 Short 1,272,630.00 Total 1,997,975.00