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TradeStation TradeManager Performance Report 30minute_emini, @ES.D, 30 min, 1/3/2007 9:00:00 AM - 7/14/2009 9:00:00 AM
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TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $45,605.00    Profit Factor 1.26
Gross Profit $219,677.50    Gross Loss ($174,072.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $44,917.50    Select Profit Factor 1.29
Select Gross Profit $202,022.50    Select Gross Loss ($157,105.00)
Adjusted Total Net Profit $32,942.41    Adjusted Profit Factor 1.18
Adjusted Gross Profit $212,572.62    Adjusted Gross Loss ($179,630.21)
Total Number of Trades 1937    Percent Profitable 49.35%
Winning Trades 956    Losing Trades 981
Even Trades 0
Avg. Trade Net Profit $23.54    Ratio Avg. Win:Avg. Loss 1.29
Avg. Winning Trade $229.79    Avg. Losing Trade ($177.44)
Largest Winning Trade $3,115.00    Largest Losing Trade ($2,035.00)
Largest Winner as % of Gross Profit 1.42%    Largest Loser as % of Gross Loss 1.17%
Net Profit as % of Largest Loss 2241.03%
Slct. Net Profit as % of Largest Loss 2207.25%    Adj. Net Profit as % of Largest Loss 1618.79%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 12
Avg. Bars in Winning Trades 2.06    Avg. Bars in Losing Trades 2.42
Avg. Bars in Total Trades 2.24
Max. Shares/Contracts Held 1    Account Size Required $3,982.50
Total Commission $19,370.00    Total Slippage $0.00
Return on Initial Capital 45.61%    Annual Rate of Return 14.95%
Buy and Hold Return (38.90%)    Return on Account 1145.13%
Avg. Monthly Return $1,471.13    Std. Deviation of Monthly Return $2,290.23
Return Retracement Ratio 0.56    RINA Index 800.71
Sharpe Ratio n/a    K-Ratio n/a
Trading Period 2 Yrs, 6 Mths, 3 Dys, 20 Hrs    Percent of Time in the Market 23.60%
Time in the Market 7 Mths, 2 Dys, 15 Hrs, 30 Mins    Longest Flat Period 4 Dys, 19 Hrs, 30 Mins
Max. Equity Run-up $48,317.50
Date of Max. E. Run-up 06/23/09 11:30    Max. E. Run-up as % of Initial Capital 48.32%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,430.00)    Value ($3,982.50)
Date 07/14/08 15:00    Date 07/11/08 14:30
as % of Initial Capital 4.43%    as % of Initial Capital 3.98%
Net Profit as % of Drawdown 1029.46%    Net Profit as % of Drawdown 1145.13%
Slct. Net Profit as % of Drawdown 1013.94%    Slct. Net Profit as % of Drawdown 1127.87%
Adj. Net Prof as % of Drawdown 743.62%    Adj. Net Profit as % of Drawdown 827.18%
Max. Trade Drawdown ($2,200.00)    
Long Trades
Total Net Profit $10,907.50    Profit Factor 1.21
Gross Profit $61,732.50    Gross Loss ($50,825.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $16,850.00    Select Profit Factor 1.38
Select Gross Profit $60,680.00    Select Gross Loss ($43,830.00)
Adjusted Total Net Profit $4,576.97    Adjusted Profit Factor 1.09
Adjusted Gross Profit $58,243.17    Adjusted Gross Loss ($53,666.20)
Total Number of Trades 633    Percent Profitable 49.45%
Winning Trades 313    Losing Trades 320
Even Trades 0
Avg. Trade Net Profit $17.23    Ratio Avg. Win:Avg. Loss 1.24
Avg. Winning Trade $197.23    Avg. Losing Trade ($158.83)
Largest Winning Trade $1,052.50    Largest Losing Trade ($1,685.00)
Largest Winner as % of Gross Profit 1.70%    Largest Loser as % of Gross Loss 3.32%
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 11
Avg. Bars in Winning Trades 2.13    Avg. Bars in Losing Trades 2.31
Avg. Bars in Total Trades 2.22
Max. Shares/Contracts Held 1    Account Size Required $3,795.00
Total Commission $6,330.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 647.33%
Slct. Net Profit as % of Largest Loss 1000.00%    Adj. Net Profit as % of Largest Loss 271.63%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,070.00)    Value ($3,795.00)
as % of Initial Capital 4.07%    as % of Initial Capital 3.79%
Net Profit as % of Drawdown 268.00%    Net Profit as % of Drawdown 287.42%
Slct. Net Profit as % of Drawdown 414.00%    Slct. Net Profit as % of Drawdown 444.01%
Adj. Net Prof as % of Drawdown 112.46%    Adj. Net Profit as % of Drawdown 444.01%
Max. Trade Drawdown ($1,675.00)  
Short Trades
Total Net Profit $34,697.50    Profit Factor 1.28
Gross Profit $157,945.00    Gross Loss ($123,247.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $28,067.50    Select Profit Factor 1.25
Select Gross Profit $141,342.50    Select Gross Loss ($113,275.00)
Adjusted Total Net Profit $23,674.99    Adjusted Profit Factor 1.18
Adjusted Gross Profit $151,716.26    Adjusted Gross Loss ($128,041.27)
     
Total Number of Trades 1304    Percent Profitable 49.31%
Winning Trades 643    Losing Trades 661
Even Trades 0
Avg. Trade Net Proft $26.61    Ratio Avg. Win:Avg. Loss 1.32
Avg. Winning Trade $245.64    Avg. Losing Trade ($186.46)
Largest Winning Trade $3,115.00    Largest Losing Trade ($2,035.00)
Largest Winner as % of Gross Profit 1.97%    Largest Loser as % of Gross Loss 3.32%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 2.03    Avg. Bars in Losing Trades 2.47
Avg. Bars in Total Trades 2.25
Max. Shares/Contracts Held 1    Account Size Required $4,742.50
Total Slippage $0.00    Total Commission $13,040.00
Net Profit as % of Largest Loss 1705.04%
Slct. Net Profit as % of Largest Loss 1379.24%    Adj. Net Profit as % of Largest Loss 1163.39%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,812.50)    Value ($4,742.50)
as % of Initial Capital 4.81%    as % of Initial Capital 4.74%
Net Profit as % of Drawdown 720.99%    Net Profit as % of Drawdown 731.63%
Slct. Net Profit as % of Drawdown 583.22%    Slct. Net Profit as % of Drawdown 591.83%
Adj. Net Prof as % of Drawdown 491.95%    Adj. Net Prof as % of Drawdown 499.21%
Max. Trade Drawdown ($2,200.00)  
Created by TradeStation: 7/14/2009 7:40:27 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report 30minute_emini, @ES.D, 30 min, 1/3/2007 9:00:00 AM - 7/14/2009 9:00:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 1937 956 981
Avg. Trade Net Profit $23.54 $229.79 ($177.44)
1 Std. Deviation of Avg. Trade $290.08 $239.92 $167.95
Avg. Trade + 1 Std. Deviation $313.63 $469.71 ($9.49)
Avg. Trade - 1 Std. Deviation ($266.54) ($10.13) ($345.40)
Coefficient of Variation 1232.07% 104.41% 94.65%
Time Averages
Avg. Time in Trades 2 Hrs, 41 Mins 2 Hrs, 54 Mins 2 Hrs, 27 Mins
Avg. Time Between Trades 8 Hrs, 40 Mins 20 Hrs, 6 Mins 19 Hrs, 58 Mins
Avg. Time Between Trade Profit Peaks 62 Dys, 23 Hrs, 55 Mins
Outliers Total Positive Negative
Number of Outliers 30 12 18
Outlier Profit/Loss $687.50 $17,655.00 ($16,967.50)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $3,125.00 ($2,200.00)
Max. Value Date 1/22/2008 10/10/2008
Avg. Value $164.77 ($148.72)
1 Std. Deviation $205.93 $166.52
Avg. + 1 Std. Deviation $370.69 $17.81
Avg. - 1 Std. Deviation ($41.16) ($315.24)
Coefficient of Variation 124.98% 111.97%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 6.27% 49.75% 56.52%
1 Std. Deviation 69.59% 34.80% 42.64%
Avg. + 1 Std. Deviation 75.85% 84.55% 99.16%
Avg. - 1 Std. Deviation (63.32%) 14.94% 13.88%
Coefficient of Variation 1110.62% 69.96% 75.45%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,115.00 ($2,035.00)
Largest Profit/Loss as % of Gross 1.42% 1.17%
Largest Consec. Profit/Loss $4,725.00 ($3,135.00)
Largest Consec. Profit/Loss as % of Gross 2.15% 1.80%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 221 $222.30 ($177.82)
2 135 $214.31 ($179.17)
3 71 $209.48 ($173.56)
4 34 $290.92 ($268.46)
5 16 $248.59 ($234.22)
6 2 $233.75 ($128.75)
7 1 $382.86 ($260.00)
8 1 $155.63 ($135.00)
9 1 $209.44 ($235.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 240 ($195.47) $216.94
2 117 ($177.74) $228.03
3 59 ($180.48) $267.12
4 35 ($149.02) $245.00
5 13 ($161.54) $192.88
6 10 ($185.00) $217.50
7 4 ($219.38) $311.88
8 2 ($170.94) $227.50
9 1 ($101.67) $115.00
12 1 ($114.17) $352.50

Created by TradeStation: 7/14/2009 7:40:27 AM, 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  01/09/07 09:00  Buy  $1,470.50  $0.00  1  $2.50  0.02%  $25.00  40.00%    $5.00  $0.00
   Sell  01/09/07 09:30  Sell#4  $1,470.75    $12.50  $2.50    ($37.50)  80.00%  20.00%  $5.00  $0.00
 2  Sell Short  01/09/07 10:00  Short  $1,473.75  $0.00  1  $65.00  0.10%  $75.00  66.67%    $5.00  $0.00
   Buy to Cover  01/09/07 10:00  Cover#3  $1,472.25    $75.00  $67.50    ($37.50)  100.00%  66.67%  $5.00  $0.00
 3  Buy  01/09/07 10:30  Buy  $1,470.00  $0.00  1  ($135.00)  (0.17%)  $0.00  0.00%    $5.00  $0.00
   Sell  01/09/07 11:00  Sell#4  $1,467.50    ($125.00)  ($67.50)    ($162.50)  23.08%  (76.92%)  $5.00  $0.00
 4  Sell Short  01/09/07 12:30  Short  $1,467.50  $0.00  1  ($97.50)  (0.12%)  $25.00  22.22%    $5.00  $0.00
   Buy to Cover  01/09/07 13:00  Cover#2  $1,469.25    ($87.50)  ($165.00)    ($87.50)  0.00%  (77.78%)  $5.00  $0.00
 5  Sell Short  01/10/07 10:00  Short  $1,468.75  $0.00  1  $52.50  0.09%  $62.50  71.43%    $5.00  $0.00
   Buy to Cover  01/10/07 10:00  Cover#3  $1,467.50    $62.50  ($112.50)    ($25.00)  100.00%  71.43%  $5.00  $0.00
 6  Buy  01/10/07 11:00  Buy  $1,464.75  $0.00  1  $102.50  0.15%  $112.50  90.00%    $5.00  $0.00
   Sell  01/10/07 11:00  Sell#3  $1,467.00    $112.50  ($10.00)    ($12.50)  100.00%  90.00%  $5.00  $0.00
 7  Buy  01/10/07 12:00  Buy  $1,465.00  $0.00  1  $90.00  0.14%  $100.00  80.00%    $5.00  $0.00
   Sell  01/10/07 12:00  Sell#3  $1,467.00    $100.00  $80.00    ($25.00)  100.00%  80.00%  $5.00  $0.00
 8  Sell Short  01/10/07 12:30  Short  $1,468.25  $0.00  1  ($60.00)  (0.07%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  01/10/07 13:00  Cover#4  $1,469.25    ($50.00)  $20.00    ($75.00)  33.33%  (66.67%)  $5.00  $0.00
 9  Buy  01/11/07 12:30  Buy  $1,482.75  $0.00  1  ($135.00)  (0.17%)  $12.50  9.09%    $5.00  $0.00
   Sell  01/11/07 13:30  Sell#2  $1,480.25    ($125.00)  ($115.00)    ($125.00)  0.00%  (90.91%)  $5.00  $0.00
 10  Buy  01/11/07 14:30  Buy  $1,480.00  $0.00  1  $202.50  0.29%  $212.50  89.47%    $5.00  $0.00
   Sell  01/12/07 09:00  Sell  $1,484.25    $212.50  $87.50    ($25.00)  100.00%  89.47%  $5.00  $0.00
 11  Sell Short  01/12/07 09:30  Short  $1,484.75  $0.00  1  $140.00  0.20%  $150.00  92.31%    $5.00  $0.00
   Buy to Cover  01/12/07 09:30  Cover#3  $1,481.75    $150.00  $227.50    ($12.50)  100.00%  92.31%  $5.00  $0.00
 12  Buy  01/12/07 10:00  Buy  $1,480.25  $0.00  1  $77.50  0.12%  $87.50  87.50%    $5.00  $0.00
   Sell  01/12/07 10:00  Sell#3  $1,482.00    $87.50  $305.00    ($12.50)  100.00%  87.50%  $5.00  $0.00
 13  Buy  01/12/07 13:30  Buy  $1,486.25  $0.00  1  $152.50  0.22%  $162.50  86.67%    $5.00  $0.00
   Sell  01/12/07 15:15  Sell  $1,489.50    $162.50  $457.50    ($25.00)  100.00%  86.67%  $5.00  $0.00
 14  Buy  01/16/07 09:30  Buy  $1,487.75  $0.00  1  ($85.00)  (0.10%)  $75.00  50.00%    $5.00  $0.00
   Sell  01/16/07 10:00  Sell#2  $1,486.25    ($75.00)  $372.50    ($75.00)  0.00%  (50.00%)  $5.00  $0.00
 15  Sell Short  01/16/07 12:00  Short  $1,489.00  $0.00  1  $52.50  0.08%  $62.50  50.00%    $5.00  $0.00
   Buy to Cover  01/16/07 12:00  Cover#3  $1,487.75    $62.50  $425.00    ($62.50)  100.00%  50.00%  $5.00  $0.00
 16  Sell Short  01/16/07 13:30  Short  $1,488.50  $0.00  1  $65.00  0.10%  $75.00  85.71%    $5.00  $0.00
   Buy to Cover  01/16/07 13:30  Cover#3  $1,487.00    $75.00  $490.00    ($12.50)  100.00%  85.71%  $5.00  $0.00
 17  Sell Short  01/16/07 14:00  Short  $1,488.00  $0.00  1  ($22.50)  (0.02%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  01/16/07 14:30  Cover#4  $1,488.25    ($12.50)  $467.50    ($62.50)  80.00%  (20.00%)  $5.00  $0.00
 18  Buy  01/17/07 09:00  Buy  $1,486.75  $0.00  1  $90.00  0.13%  $100.00  66.67%    $5.00  $0.00
   Sell  01/17/07 09:00  Sell#3  $1,488.75    $100.00  $557.50    ($50.00)  100.00%  66.67%  $5.00  $0.00
 19  Sell Short  01/17/07 10:30  Short  $1,489.00  $0.00  1  $52.50  0.08%  $62.50  55.56%    $5.00  $0.00
   Buy to Cover  01/17/07 10:30  Cover#3  $1,487.75    $62.50  $610.00    ($50.00)  100.00%  55.56%  $5.00  $0.00
 20  Buy  01/17/07 13:00  Buy  $1,490.00  $0.00  1  ($85.00)  (0.10%)  $125.00  62.50%    $5.00  $0.00
   Sell  01/17/07 13:30  Sell#2  $1,488.50    ($75.00)  $525.00    ($75.00)  0.00%  (37.50%)  $5.00  $0.00
 21  Buy  01/17/07 14:00  Buy  $1,489.00  $0.00  1  ($72.50)  (0.08%)  $25.00  14.29%    $5.00  $0.00
   Sell  01/17/07 14:30  Sell#4  $1,487.75    ($62.50)  $452.50    ($150.00)  50.00%  (35.71%)  $5.00  $0.00
 22  Sell Short  01/17/07 15:15  Short  $1,488.75  $0.00  1  ($47.50)  (0.05%)  $37.50  50.00%    $5.00  $0.00
   Buy to Cover  01/18/07 09:00  Cover#4  $1,489.50    ($37.50)  $405.00    ($37.50)  0.00%  (50.00%)  $5.00  $0.00
 23  Buy  01/18/07 09:30  Buy  $1,487.00  $0.00  1  ($135.00)  (0.17%)  $0.00  0.00%    $5.00  $0.00
   Sell  01/18/07 10:00  Sell#4  $1,484.50    ($125.00)  $270.00    ($262.50)  52.38%  (47.62%)  $5.00  $0.00
 24  Buy  01/18/07 13:30  Buy  $1,484.00  $0.00  1  $65.00  0.10%  $75.00  60.00%    $5.00  $0.00
   Sell  01/18/07 13:30  Sell#3  $1,485.50    $75.00  $335.00    ($50.00)  100.00%  60.00%  $5.00  $0.00
 25  Sell Short  01/19/07 09:00  Short  $1,483.25  $0.00  1  $52.50  0.08%  $62.50  45.45%    $5.00  $0.00
   Buy to Cover  01/19/07 09:00  Cover#3  $1,482.00    $62.50  $387.50    ($75.00)  100.00%  45.45%  $5.00  $0.00
 26  Sell Short  01/19/07 09:30  Short  $1,483.75  $0.00  1  $65.00  0.10%  $75.00  46.15%    $5.00  $0.00
   Buy to Cover  01/19/07 09:30  Cover#3  $1,482.25    $75.00  $452.50    ($87.50)  100.00%  46.15%  $5.00  $0.00
 27  Sell Short  01/19/07 10:00  Short  $1,484.50  $0.00  1  $65.00  0.10%  $75.00  27.27%    $5.00  $0.00
   Buy to Cover  01/19/07 10:00  Cover#3  $1,483.00    $75.00  $517.50    ($200.00)  100.00%  27.27%  $5.00  $0.00
 28  Buy  01/19/07 11:30  Buy  $1,484.50  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Sell  01/19/07 12:00  Sell#2  $1,483.00    ($75.00)  $432.50    ($87.50)  14.29%  (85.71%)  $5.00  $0.00
 29  Buy  01/22/07 09:00  Buy  $1,485.50  $0.00  1  ($22.50)  (0.02%)  $12.50  25.00%    $5.00  $0.00
   Sell  01/22/07 09:30  Sell#4  $1,485.25    ($12.50)  $410.00    ($37.50)  50.00%  (25.00%)  $5.00  $0.00
 30  Sell Short  01/22/07 13:00  Short  $1,479.00  $0.00  1  ($122.50)  (0.15%)  $112.50  50.00%    $5.00  $0.00
   Buy to Cover  01/22/07 14:00  Cover#2  $1,481.25    ($112.50)  $287.50    ($112.50)  0.00%  (50.00%)  $5.00  $0.00
 31  Buy  01/22/07 14:30  Buy  $1,478.25  $0.00  1  $2.50  0.02%  $12.50  25.00%    $5.00  $0.00
   Sell  01/22/07 15:00  Sell#4  $1,478.50    $12.50  $290.00    ($37.50)  100.00%  25.00%  $5.00  $0.00
 32  Sell Short  01/22/07 15:15  Short  $1,481.00  $0.00  1  $2.50  0.02%  $187.50  100.00%    $5.00  $0.00
   Buy to Cover  01/23/07 09:00  Cover#4  $1,480.75    $12.50  $292.50    $0.00  6.67%  6.67%  $5.00  $0.00
 33  Sell Short  01/23/07 09:30  Short  $1,481.25  $0.00  1  $65.00  0.10%  $75.00  75.00%    $5.00  $0.00
   Buy to Cover  01/23/07 09:30  Cover#3  $1,479.75    $75.00  $357.50    ($25.00)  100.00%  75.00%  $5.00  $0.00
 34  Buy  01/23/07 13:30  Buy  $1,485.00  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Sell  01/23/07 14:00  Sell#2  $1,483.50    ($75.00)  $272.50    ($75.00)  0.00%  (100.00%)  $5.00  $0.00
 35  Buy  01/23/07 14:30  Buy  $1,483.50  $0.00  1  $127.50  0.19%  $137.50  73.33%    $5.00  $0.00
   Sell  01/24/07 09:00  Sell  $1,486.25    $137.50  $400.00    ($50.00)  100.00%  73.33%  $5.00  $0.00
 36  Buy  01/24/07 12:30  Buy  $1,489.00  $0.00  1  $102.50  0.15%  $112.50  90.00%    $5.00  $0.00
   Sell  01/24/07 13:00  Sell  $1,491.25    $112.50  $502.50    ($12.50)  100.00%  90.00%  $5.00  $0.00
 37  Buy  01/25/07 09:00  Buy  $1,493.75  $0.00  1  $65.00  0.10%  $75.00  66.67%    $5.00  $0.00
   Sell  01/25/07 09:00  Sell#3  $1,495.25    $75.00  $567.50    ($37.50)  100.00%  66.67%  $5.00  $0.00
 38  Buy  01/25/07 09:30  Buy  $1,493.50  $0.00  1  ($97.50)  (0.12%)  $37.50  25.00%    $5.00  $0.00
   Sell  01/25/07 10:00  Sell#2  $1,491.75    ($87.50)  $470.00    ($112.50)  16.67%  (58.33%)  $5.00  $0.00
 39  Sell Short  01/26/07 09:00  Short  $1,481.25  $0.00  1  $165.00  0.24%  $175.00  73.68%    $5.00  $0.00
   Buy to Cover  01/26/07 09:00  Cover#3  $1,477.75    $175.00  $635.00    ($62.50)  100.00%  73.68%  $5.00  $0.00
 40  Sell Short  01/26/07 11:30  Short  $1,476.25  $0.00  1  $177.50  0.25%  $187.50  83.33%    $5.00  $0.00
   Buy to Cover  01/26/07 12:30  Cover  $1,472.50    $187.50  $812.50    ($37.50)  100.00%  83.33%  $5.00  $0.00
 41  Sell Short  01/26/07 13:30  Short  $1,475.50  $0.00  1  ($135.00)  (0.17%)  $75.00  37.50%    $5.00  $0.00
   Buy to Cover  01/26/07 14:30  Cover#2  $1,478.00    ($125.00)  $677.50    ($125.00)  0.00%  (62.50%)  $5.00  $0.00
 42  Buy  01/29/07 09:00  Buy  $1,476.00  $0.00  1  $77.50  0.12%  $87.50  100.00%    $5.00  $0.00
   Sell  01/29/07 09:00  Sell#3  $1,477.75    $87.50  $755.00    $0.00  100.00%  100.00%  $5.00  $0.00
 43  Buy  01/29/07 13:00  Buy  $1,478.50  $0.00  1  ($135.00)  (0.17%)  $0.00  0.00%    $5.00  $0.00
   Sell  01/29/07 13:30  Sell#2  $1,476.00    ($125.00)  $620.00    ($150.00)  16.67%  (83.33%)  $5.00  $0.00
 44  Buy  01/30/07 12:30  Buy  $1,480.00  $0.00  1  ($35.00)  (0.03%)  $200.00  76.19%    $5.00  $0.00
   Sell  01/31/07 09:00  Sell#2  $1,479.50    ($25.00)  $585.00    ($62.50)  14.29%  (9.52%)  $5.00  $0.00
 45  Sell Short  01/31/07 10:00  Short  $1,482.75  $0.00  1  ($60.00)  (0.07%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  01/31/07 10:30  Cover#4  $1,483.75    ($50.00)  $525.00    ($100.00)  50.00%  (50.00%)  $5.00  $0.00
 46  Buy  01/31/07 12:00  Buy  $1,482.25  $0.00  1  $2.50  0.02%  $87.50  70.00%    $5.00  $0.00
   Sell  01/31/07 13:30  Sell#4  $1,482.50    $12.50  $527.50    ($37.50)  40.00%  10.00%  $5.00  $0.00
 47  Sell Short  01/31/07 14:00  Short  $1,487.25  $0.00  1  ($297.50)  (0.39%)  $25.00  6.90%    $5.00  $0.00
   Buy to Cover  01/31/07 14:30  Cover#4  $1,493.00    ($287.50)  $230.00    ($337.50)  13.79%  (79.31%)  $5.00  $0.00
 48  Sell Short  02/01/07 09:00  Short  $1,495.75  $0.00  1  ($97.50)  (0.12%)  $50.00  26.67%    $5.00  $0.00
   Buy to Cover  02/01/07 09:30  Cover#4  $1,497.50    ($87.50)  $132.50    ($137.50)  26.67%  (46.67%)  $5.00  $0.00
 49  Buy  02/01/07 10:30  Buy  $1,494.75  $0.00  1  ($10.00)  0.00%  $0.00  0.00%    $5.00  $0.00
   Sell  02/01/07 11:00  Sell#4  $1,494.75    $0.00  $122.50    ($62.50)  100.00%  0.00%  $5.00  $0.00
 50  Sell Short  02/01/07 13:00  Short  $1,497.25  $0.00  1  ($22.50)  (0.02%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  02/01/07 13:30  Cover#4  $1,497.50    ($12.50)  $100.00    ($62.50)  80.00%  (20.00%)  $5.00  $0.00
 51  Buy  02/02/07 09:00  Buy  $1,499.25  $0.00  1  $152.50  0.22%  $162.50  76.47%    $5.00  $0.00
   Sell  02/02/07 09:30  Sell  $1,502.50    $162.50  $252.50    ($50.00)  100.00%  76.47%  $5.00  $0.00
 52  Buy  02/02/07 11:00  Buy  $1,500.00  $0.00  1  $77.50  0.12%  $87.50  63.64%    $5.00  $0.00
   Sell  02/02/07 11:00  Sell#3  $1,501.75    $87.50  $330.00    ($50.00)  100.00%  63.64%  $5.00  $0.00
 53  Sell Short  02/02/07 11:30  Short  $1,502.75  $0.00  1  $65.00  0.10%  $75.00  85.71%    $5.00  $0.00
   Buy to Cover  02/02/07 11:30  Cover#3  $1,501.25    $75.00  $395.00    ($12.50)  100.00%  85.71%  $5.00  $0.00
 54  Buy  02/02/07 13:30  Buy  $1,501.75  $0.00  1  ($60.00)  (0.07%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/02/07 14:00  Sell#4  $1,500.75    ($50.00)  $335.00    ($62.50)  20.00%  (80.00%)  $5.00  $0.00
 55  Sell Short  02/02/07 15:00  Short  $1,503.00  $0.00  1  ($10.00)  0.00%  $50.00  80.00%    $5.00  $0.00
   Buy to Cover  02/02/07 15:15  Cover#4  $1,503.00    $0.00  $325.00    ($12.50)  20.00%  0.00%  $5.00  $0.00
 56  Buy  02/05/07 09:00  Buy  $1,501.25  $0.00  1  ($85.00)  (0.10%)  $37.50  23.08%    $5.00  $0.00
   Sell  02/05/07 09:30  Sell#4  $1,499.75    ($75.00)  $240.00    ($125.00)  30.77%  (46.15%)  $5.00  $0.00
 57  Sell Short  02/05/07 10:00  Short  $1,501.75  $0.00  1  $52.50  0.08%  $62.50  71.43%    $5.00  $0.00
   Buy to Cover  02/05/07 10:00  Cover#3  $1,500.50    $62.50  $292.50    ($25.00)  100.00%  71.43%  $5.00  $0.00
 58  Sell Short  02/05/07 11:00  Short  $1,501.25  $0.00  1  ($72.50)  (0.08%)  $62.50  50.00%    $5.00  $0.00
   Buy to Cover  02/05/07 12:30  Cover#2  $1,502.50    ($62.50)  $220.00    ($62.50)  0.00%  (50.00%)  $5.00  $0.00
 59  Sell Short  02/05/07 13:00  Short  $1,501.75  $0.00  1  ($60.00)  (0.07%)  $25.00  33.33%    $5.00  $0.00
   Buy to Cover  02/05/07 13:30  Cover#2  $1,502.75    ($50.00)  $160.00    ($50.00)  0.00%  (66.67%)  $5.00  $0.00
 60  Sell Short  02/05/07 14:00  Short  $1,502.50  $0.00  1  ($35.00)  (0.03%)  $37.50  37.50%    $5.00  $0.00
   Buy to Cover  02/05/07 14:30  Cover#4  $1,503.00    ($25.00)  $125.00    ($62.50)  37.50%  (25.00%)  $5.00  $0.00
 61  Sell Short  02/05/07 15:15  Short  $1,503.00  $0.00  1  $40.00  0.07%  $50.00  66.67%    $5.00  $0.00
   Buy to Cover  02/05/07 15:15  Cover#3  $1,502.00    $50.00  $165.00    ($25.00)  100.00%  66.67%  $5.00  $0.00
 62  Sell Short  02/06/07 09:00  Short  $1,503.50  $0.00  1  $65.00  0.10%  $75.00  60.00%    $5.00  $0.00
   Buy to Cover  02/06/07 09:00  Cover#3  $1,502.00    $75.00  $230.00    ($50.00)  100.00%  60.00%  $5.00  $0.00
 63  Sell Short  02/06/07 12:30  Short  $1,499.75  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  02/06/07 13:00  Cover#2  $1,501.00    ($62.50)  $157.50    ($62.50)  0.00%  (100.00%)  $5.00  $0.00
 64  Sell Short  02/06/07 13:30  Short  $1,500.75  $0.00  1  ($47.50)  (0.05%)  $75.00  66.67%    $5.00  $0.00
   Buy to Cover  02/06/07 14:00  Cover#2  $1,501.50    ($37.50)  $110.00    ($37.50)  0.00%  (33.33%)  $5.00  $0.00
 65  Sell Short  02/06/07 14:30  Short  $1,502.00  $0.00  1  ($147.50)  (0.18%)  $37.50  21.43%    $5.00  $0.00
   Buy to Cover  02/07/07 09:00  Cover#2  $1,504.75    ($137.50)  ($37.50)    ($137.50)  0.00%  (78.57%)  $5.00  $0.00
 66  Sell Short  02/07/07 12:00  Short  $1,507.00  $0.00  1  $40.00  0.07%  $50.00  100.00%    $5.00  $0.00
   Buy to Cover  02/07/07 12:00  Cover#3  $1,506.00    $50.00  $2.50    $0.00  100.00%  100.00%  $5.00  $0.00
 67  Buy  02/07/07 13:00  Buy  $1,505.50  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/07/07 13:30  Sell#4  $1,505.00    ($25.00)  ($32.50)    ($37.50)  33.33%  (66.67%)  $5.00  $0.00
 68  Sell Short  02/07/07 15:00  Short  $1,504.25  $0.00  1  ($72.50)  (0.08%)  $25.00  28.57%    $5.00  $0.00
   Buy to Cover  02/07/07 15:15  Cover#2  $1,505.50    ($62.50)  ($105.00)    ($62.50)  0.00%  (71.43%)  $5.00  $0.00
 69  Sell Short  02/08/07 11:30  Short  $1,499.50  $0.00  1  ($97.50)  (0.12%)  $37.50  30.00%    $5.00  $0.00
   Buy to Cover  02/08/07 12:00  Cover#2  $1,501.25    ($87.50)  ($202.50)    ($87.50)  0.00%  (70.00%)  $5.00  $0.00
 70  Buy  02/08/07 13:30  Buy  $1,499.50  $0.00  1  $77.50  0.12%  $87.50  87.50%    $5.00  $0.00
   Sell  02/08/07 13:30  Sell#3  $1,501.25    $87.50  ($125.00)    ($12.50)  100.00%  87.50%  $5.00  $0.00
 71  Sell Short  02/08/07 14:00  Short  $1,502.00  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  02/08/07 14:30  Cover#4  $1,503.25    ($62.50)  ($197.50)    ($125.00)  50.00%  (50.00%)  $5.00  $0.00
 72  Buy  02/09/07 09:30  Buy  $1,501.75  $0.00  1  $15.00  0.03%  $25.00  100.00%    $5.00  $0.00
   Sell  02/09/07 10:00  Sell#4  $1,502.25    $25.00  ($182.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 73  Sell Short  02/09/07 11:00  Short  $1,504.25  $0.00  1  $27.50  0.05%  $37.50  100.00%    $5.00  $0.00
   Buy to Cover  02/09/07 11:30  Cover#4  $1,503.50    $37.50  ($155.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 74  Buy  02/09/07 12:00  Buy  $1,501.75  $0.00  1  ($210.00)  (0.27%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/09/07 12:30  Sell#4  $1,497.75    ($200.00)  ($365.00)    ($225.00)  11.11%  (88.89%)  $5.00  $0.00
 75  Sell Short  02/09/07 15:00  Short  $1,492.50  $0.00  1  $152.50  0.22%  $162.50  81.25%    $5.00  $0.00
   Buy to Cover  02/12/07 09:00  Cover  $1,489.25    $162.50  ($212.50)    ($37.50)  100.00%  81.25%  $5.00  $0.00
 76  Sell Short  02/12/07 12:00  Short  $1,489.75  $0.00  1  $127.50  0.18%  $137.50  84.62%    $5.00  $0.00
   Buy to Cover  02/12/07 13:00  Cover  $1,487.00    $137.50  ($85.00)    ($25.00)  100.00%  84.62%  $5.00  $0.00
 77  Sell Short  02/12/07 14:30  Short  $1,487.75  $0.00  1  ($135.00)  (0.17%)  $87.50  41.18%    $5.00  $0.00
   Buy to Cover  02/13/07 09:00  Cover#2  $1,490.25    ($125.00)  ($220.00)    ($125.00)  0.00%  (58.82%)  $5.00  $0.00
 78  Buy  02/13/07 13:00  Buy  $1,495.25  $0.00  1  $90.00  0.13%  $100.00  72.73%    $5.00  $0.00
   Sell  02/13/07 15:00  Sell  $1,497.25    $100.00  ($130.00)    ($37.50)  100.00%  72.73%  $5.00  $0.00
 79  Buy  02/14/07 11:30  Buy  $1,506.25  $0.00  1  $102.50  0.15%  $112.50  81.82%    $5.00  $0.00
   Sell  02/14/07 13:00  Sell  $1,508.50    $112.50  ($27.50)    ($25.00)  100.00%  81.82%  $5.00  $0.00
 80  Buy  02/14/07 15:00  Buy  $1,508.75  $0.00  1  ($85.00)  (0.10%)  $12.50  14.29%    $5.00  $0.00
   Sell  02/15/07 09:00  Sell#2  $1,507.25    ($75.00)  ($112.50)    ($75.00)  0.00%  (85.71%)  $5.00  $0.00
 81  Sell Short  02/15/07 09:30  Short  $1,509.25  $0.00  1  $40.00  0.07%  $50.00  57.14%    $5.00  $0.00
   Buy to Cover  02/15/07 09:30  Cover#3  $1,508.25    $50.00  ($72.50)    ($37.50)  100.00%  57.14%  $5.00  $0.00
 82  Buy  02/15/07 10:00  Buy  $1,507.00  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/15/07 10:30  Sell#4  $1,506.50    ($25.00)  ($107.50)    ($62.50)  60.00%  (40.00%)  $5.00  $0.00
 83  Sell Short  02/15/07 11:00  Short  $1,509.50  $0.00  1  $2.50  0.02%  $12.50  100.00%    $5.00  $0.00
   Buy to Cover  02/15/07 11:30  Cover#4  $1,509.25    $12.50  ($105.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 84  Buy  02/15/07 14:30  Buy  $1,508.75  $0.00  1  $52.50  0.08%  $62.50  83.33%    $5.00  $0.00
   Sell  02/15/07 14:30  Sell#3  $1,510.00    $62.50  ($52.50)    ($12.50)  100.00%  83.33%  $5.00  $0.00
 85  Sell Short  02/15/07 15:00  Short  $1,510.50  $0.00  1  $40.00  0.07%  $50.00  57.14%    $5.00  $0.00
   Buy to Cover  02/15/07 15:00  Cover#3  $1,509.50    $50.00  ($12.50)    ($37.50)  100.00%  57.14%  $5.00  $0.00
 86  Buy  02/15/07 15:15  Buy  $1,509.00  $0.00  1  ($172.50)  (0.22%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/16/07 09:00  Sell#2  $1,505.75    ($162.50)  ($185.00)    ($162.50)  0.00%  (100.00%)  $5.00  $0.00
 87  Sell Short  02/16/07 10:30  Short  $1,507.25  $0.00  1  $40.00  0.07%  $50.00  80.00%    $5.00  $0.00
   Buy to Cover  02/16/07 10:30  Cover#3  $1,506.25    $50.00  ($145.00)    ($12.50)  100.00%  80.00%  $5.00  $0.00
 88  Sell Short  02/16/07 12:30  Short  $1,506.75  $0.00  1  $52.50  0.08%  $62.50  83.33%    $5.00  $0.00
   Buy to Cover  02/16/07 12:30  Cover#3  $1,505.50    $62.50  ($92.50)    ($12.50)  100.00%  83.33%  $5.00  $0.00
 89  Sell Short  02/16/07 13:30  Short  $1,506.75  $0.00  1  ($60.00)  (0.07%)  $37.50  42.86%    $5.00  $0.00
   Buy to Cover  02/16/07 14:30  Cover#2  $1,507.75    ($50.00)  ($152.50)    ($50.00)  0.00%  (57.14%)  $5.00  $0.00
 90  Sell Short  02/16/07 15:00  Short  $1,507.75  $0.00  1  ($47.50)  (0.05%)  $25.00  28.57%    $5.00  $0.00
   Buy to Cover  02/16/07 15:15  Cover#4  $1,508.50    ($37.50)  ($200.00)    ($62.50)  28.57%  (42.86%)  $5.00  $0.00
 91  Buy  02/20/07 09:00  Buy  $1,506.75  $0.00  1  ($172.50)  (0.22%)  $37.50  15.79%    $5.00  $0.00
   Sell  02/20/07 09:30  Sell#4  $1,503.50    ($162.50)  ($372.50)    ($200.00)  15.79%  (68.42%)  $5.00  $0.00
 92  Sell Short  02/20/07 10:30  Short  $1,506.25  $0.00  1  ($172.50)  (0.22%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  02/20/07 11:00  Cover#4  $1,509.50    ($162.50)  ($545.00)    ($175.00)  7.14%  (92.86%)  $5.00  $0.00
 93  Buy  02/20/07 12:30  Buy  $1,509.75  $0.00  1  $140.00  0.20%  $150.00  80.00%    $5.00  $0.00
   Sell  02/20/07 14:30  Sell  $1,512.75    $150.00  ($405.00)    ($37.50)  100.00%  80.00%  $5.00  $0.00
 94  Buy  02/20/07 15:15  Buy  $1,511.25  $0.00  1  ($247.50)  (0.31%)  $12.50  5.00%    $5.00  $0.00
   Sell  02/21/07 09:00  Sell#2  $1,506.50    ($237.50)  ($652.50)    ($237.50)  0.00%  (95.00%)  $5.00  $0.00
 95  Sell Short  02/21/07 11:00  Short  $1,508.25  $0.00  1  $2.50  0.02%  $75.00  100.00%    $5.00  $0.00
   Buy to Cover  02/21/07 11:30  Cover#4  $1,508.00    $12.50  ($650.00)    $0.00  16.67%  16.67%  $5.00  $0.00
 96  Buy  02/21/07 13:00  Buy  $1,508.25  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Sell  02/21/07 13:30  Sell#2  $1,507.00    ($62.50)  ($722.50)    ($62.50)  0.00%  (100.00%)  $5.00  $0.00
 97  Buy  02/22/07 09:30  Buy  $1,509.50  $0.00  1  ($60.00)  (0.07%)  $87.50  58.33%    $5.00  $0.00
   Sell  02/22/07 10:30  Sell#4  $1,508.50    ($50.00)  ($782.50)    ($62.50)  8.33%  (33.33%)  $5.00  $0.00
 98  Sell Short  02/22/07 12:30  Short  $1,507.00  $0.00  1  $102.50  0.15%  $112.50  60.00%    $5.00  $0.00
   Buy to Cover  02/22/07 14:00  Cover  $1,504.75    $112.50  ($680.00)    ($75.00)  100.00%  60.00%  $5.00  $0.00
 99  Sell Short  02/22/07 15:00  Short  $1,507.75  $0.00  1  $115.00  0.17%  $125.00  62.50%    $5.00  $0.00
   Buy to Cover  02/23/07 09:00  Cover  $1,505.25    $125.00  ($565.00)    ($75.00)  100.00%  62.50%  $5.00  $0.00
 100  Sell Short  02/23/07 11:00  Short  $1,504.25  $0.00  1  ($35.00)  (0.03%)  $212.50  89.47%    $5.00  $0.00
   Buy to Cover  02/23/07 14:00  Cover#2  $1,504.75    ($25.00)  ($600.00)    ($25.00)  0.00%  (10.53%)  $5.00  $0.00
 101  Sell Short  02/23/07 14:30  Short  $1,504.50  $0.00  1  ($197.50)  (0.25%)  $87.50  31.82%    $5.00  $0.00
   Buy to Cover  02/26/07 09:00  Cover#2  $1,508.25    ($187.50)  ($797.50)    ($187.50)  0.00%  (68.18%)  $5.00  $0.00
 102  Buy  02/26/07 10:00  Buy  $1,504.50  $0.00  1  ($85.00)  (0.10%)  $100.00  53.33%    $5.00  $0.00
   Sell  02/26/07 11:30  Sell#2  $1,503.00    ($75.00)  ($882.50)    ($87.50)  6.67%  (40.00%)  $5.00  $0.00
 103  Sell Short  02/26/07 13:30  Short  $1,500.25  $0.00  1  ($97.50)  (0.12%)  $25.00  22.22%    $5.00  $0.00
   Buy to Cover  02/26/07 14:30  Cover#2  $1,502.00    ($87.50)  ($980.00)    ($87.50)  0.00%  (77.78%)  $5.00  $0.00
 104  Sell Short  02/26/07 15:00  Short  $1,501.75  $0.00  1  $665.00  0.90%  $675.00  94.74%    $5.00  $0.00
   Buy to Cover  02/27/07 09:00  Cover  $1,488.25    $675.00  ($315.00)    ($37.50)  100.00%  94.74%  $5.00  $0.00
 105  Sell Short  02/28/07 09:00  Short  $1,456.75  $0.00  1  $315.00  0.45%  $325.00  72.22%    $5.00  $0.00
   Buy to Cover  02/28/07 09:00  Cover#3  $1,450.25    $325.00  $0.00    ($125.00)  100.00%  72.22%  $5.00  $0.00
 106  Sell Short  02/28/07 09:30  Short  $1,456.00  $0.00  1  ($322.50)  (0.43%)  $237.50  43.18%    $5.00  $0.00
   Buy to Cover  02/28/07 10:00  Cover#2  $1,462.25    ($312.50)  ($322.50)    ($312.50)  0.00%  (56.82%)  $5.00  $0.00
 107  Sell Short  02/28/07 10:30  Short  $1,464.50  $0.00  1  $1,140.00  1.57%  $1,150.00  93.88%    $5.00  $0.00
   Buy to Cover  03/01/07 09:00  Cover  $1,441.50    $1,150.00  $817.50    ($75.00)  100.00%  93.88%  $5.00  $0.00
 108  Sell Short  03/01/07 10:00  Short  $1,452.25  $0.00  1  $165.00  0.24%  $175.00  38.89%    $5.00  $0.00
   Buy to Cover  03/01/07 10:00  Cover#3  $1,448.75    $175.00  $982.50    ($275.00)  100.00%  38.89%  $5.00  $0.00
 109  Sell Short  03/01/07 10:30  Short  $1,453.75  $0.00  1  ($172.50)  (0.22%)  $200.00  45.71%    $5.00  $0.00
   Buy to Cover  03/01/07 11:00  Cover#2  $1,457.00    ($162.50)  $810.00    ($237.50)  17.14%  (37.14%)  $5.00  $0.00
 110  Sell Short  03/01/07 13:30  Short  $1,457.75  $0.00  1  $27.50  0.05%  $100.00  36.36%    $5.00  $0.00
   Buy to Cover  03/01/07 14:00  Cover#4  $1,457.00    $37.50  $837.50    ($175.00)  77.27%  13.64%  $5.00  $0.00
 111  Buy  03/01/07 14:30  Buy  $1,454.75  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  03/01/07 15:00  Sell#4  $1,454.25    ($25.00)  $802.50    ($162.50)  84.62%  (15.38%)  $5.00  $0.00
 112  Sell Short  03/02/07 10:00  Short  $1,453.75  $0.00  1  $377.50  0.53%  $387.50  88.57%    $5.00  $0.00
   Buy to Cover  03/02/07 11:30  Cover  $1,446.00    $387.50  $1,180.00    ($50.00)  100.00%  88.57%  $5.00  $0.00
 113  Sell Short  03/02/07 14:00  Short  $1,444.00  $0.00  1  $327.50  0.47%  $337.50  81.82%    $5.00  $0.00
   Buy to Cover  03/02/07 15:15  Cover  $1,437.25    $337.50  $1,507.50    ($75.00)  100.00%  81.82%  $5.00  $0.00
 114  Sell Short  03/05/07 09:30  Short  $1,440.00  $0.00  1  $165.00  0.24%  $175.00  66.67%    $5.00  $0.00
   Buy to Cover  03/05/07 09:30  Cover#3  $1,436.50    $175.00  $1,672.50    ($87.50)  100.00%  66.67%  $5.00  $0.00
 115  Sell Short  03/05/07 10:00  Short  $1,439.00  $0.00  1  ($172.50)  (0.23%)  $275.00  62.86%    $5.00  $0.00
   Buy to Cover  03/05/07 10:30  Cover#2  $1,442.25    ($162.50)  $1,500.00    ($162.50)  0.00%  (37.14%)  $5.00  $0.00
 116  Sell Short  03/05/07 13:00  Short  $1,434.75  $0.00  1  ($185.00)  (0.24%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/05/07 13:30  Cover#2  $1,438.25    ($175.00)  $1,315.00    ($175.00)  0.00%  (100.00%)  $5.00  $0.00
 117  Sell Short  03/06/07 09:00  Short  $1,435.50  $0.00  1  ($135.00)  (0.17%)  $12.50  4.76%    $5.00  $0.00
   Buy to Cover  03/06/07 09:30  Cover#2  $1,438.00    ($125.00)  $1,180.00    ($250.00)  47.62%  (47.62%)  $5.00  $0.00
 118  Sell Short  03/06/07 11:00  Short  $1,438.50  $0.00  1  ($22.50)  (0.02%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/06/07 11:30  Cover#4  $1,438.75    ($12.50)  $1,157.50    ($62.50)  80.00%  (20.00%)  $5.00  $0.00
 119  Buy  03/07/07 09:00  Buy  $1,444.25  $0.00  1  $115.00  0.17%  $125.00  62.50%    $5.00  $0.00
   Sell  03/07/07 09:00  Sell#3  $1,446.75    $125.00  $1,272.50    ($75.00)  100.00%  62.50%  $5.00  $0.00
 120  Buy  03/07/07 09:30  Buy  $1,444.00  $0.00  1  $90.00  0.14%  $100.00  66.67%    $5.00  $0.00
   Sell  03/07/07 09:30  Sell#3  $1,446.00    $100.00  $1,362.50    ($50.00)  100.00%  66.67%  $5.00  $0.00
 121  Buy  03/07/07 10:30  Buy  $1,443.25  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  03/07/07 11:00  Sell#4  $1,442.75    ($25.00)  $1,327.50    ($100.00)  75.00%  (25.00%)  $5.00  $0.00
 122  Sell Short  03/07/07 11:30  Short  $1,445.75  $0.00  1  ($97.50)  (0.12%)  $37.50  30.00%    $5.00  $0.00
   Buy to Cover  03/07/07 12:00  Cover#2  $1,447.50    ($87.50)  $1,230.00    ($87.50)  0.00%  (70.00%)  $5.00  $0.00
 123  Buy  03/07/07 14:30  Buy  $1,447.50  $0.00  1  ($110.00)  (0.14%)  $175.00  63.64%    $5.00  $0.00
   Sell  03/07/07 15:00  Sell#2  $1,445.50    ($100.00)  $1,120.00    ($100.00)  0.00%  (36.36%)  $5.00  $0.00
 124  Sell Short  03/08/07 09:00  Short  $1,452.75  $0.00  1  ($22.50)  (0.02%)  $50.00  26.67%    $5.00  $0.00
   Buy to Cover  03/08/07 09:30  Cover#2  $1,453.00    ($12.50)  $1,097.50    ($137.50)  66.67%  (6.67%)  $5.00  $0.00
 125  Buy  03/08/07 12:00  Buy  $1,455.00  $0.00  1  $40.00  0.07%  $87.50  87.50%    $5.00  $0.00
   Sell  03/08/07 12:30  Sell#4  $1,456.00    $50.00  $1,137.50    ($12.50)  62.50%  50.00%  $5.00  $0.00
 126  Sell Short  03/08/07 13:00  Short  $1,458.00  $0.00  1  $202.50  0.29%  $212.50  80.95%    $5.00  $0.00
   Buy to Cover  03/08/07 13:30  Cover  $1,453.75    $212.50  $1,340.00    ($50.00)  100.00%  80.95%  $5.00  $0.00
 127  Buy  03/09/07 09:30  Buy  $1,452.25  $0.00  1  $52.50  0.09%  $62.50  29.41%    $5.00  $0.00
   Sell  03/09/07 09:30  Sell#3  $1,453.50    $62.50  $1,392.50    ($150.00)  100.00%  29.41%  $5.00  $0.00
 128  Sell Short  03/09/07 11:00  Short  $1,456.00  $0.00  1  ($10.00)  0.00%  $50.00  44.44%    $5.00  $0.00
   Buy to Cover  03/09/07 11:30  Cover#4  $1,456.00    $0.00  $1,382.50    ($62.50)  55.56%  0.00%  $5.00  $0.00
 129  Buy  03/09/07 12:00  Buy  $1,454.00  $0.00  1  ($97.50)  (0.12%)  $62.50  41.67%    $5.00  $0.00
   Sell  03/09/07 12:30  Sell#2  $1,452.25    ($87.50)  $1,285.00    ($87.50)  0.00%  (58.33%)  $5.00  $0.00
 130  Sell Short  03/09/07 14:30  Short  $1,452.75  $0.00  1  ($135.00)  (0.17%)  $50.00  28.57%    $5.00  $0.00
   Buy to Cover  03/09/07 15:00  Cover#2  $1,455.25    ($125.00)  $1,150.00    ($125.00)  0.00%  (71.43%)  $5.00  $0.00
 131  Buy  03/12/07 09:00  Buy  $1,451.00  $0.00  1  ($97.50)  (0.12%)  $112.50  45.00%    $5.00  $0.00
   Sell  03/12/07 09:30  Sell#4  $1,449.25    ($87.50)  $1,052.50    ($137.50)  20.00%  (35.00%)  $5.00  $0.00
 132  Sell Short  03/12/07 11:30  Short  $1,452.00  $0.00  1  ($72.50)  (0.09%)  $12.50  8.33%    $5.00  $0.00
   Buy to Cover  03/12/07 12:00  Cover#4  $1,453.25    ($62.50)  $980.00    ($137.50)  50.00%  (41.67%)  $5.00  $0.00
 133  Buy  03/12/07 15:00  Buy  $1,455.75  $0.00  1  $40.00  0.07%  $75.00  54.55%    $5.00  $0.00
   Sell  03/12/07 15:15  Sell#4  $1,456.75    $50.00  $1,020.00    ($62.50)  81.82%  36.36%  $5.00  $0.00
 134  Sell Short  03/13/07 10:30  Short  $1,453.25  $0.00  1  $77.50  0.12%  $87.50  63.64%    $5.00  $0.00
   Buy to Cover  03/13/07 10:30  Cover#3  $1,451.50    $87.50  $1,097.50    ($50.00)  100.00%  63.64%  $5.00  $0.00
 135  Sell Short  03/14/07 09:00  Short  $1,433.25  $0.00  1  $215.00  0.31%  $225.00  78.26%    $5.00  $0.00
   Buy to Cover  03/14/07 09:00  Cover#3  $1,428.75    $225.00  $1,312.50    ($62.50)  100.00%  78.26%  $5.00  $0.00
 136  Sell Short  03/14/07 10:00  Short  $1,431.75  $0.00  1  $352.50  0.51%  $362.50  82.86%    $5.00  $0.00
   Buy to Cover  03/14/07 11:30  Cover  $1,424.50    $362.50  $1,665.00    ($75.00)  100.00%  82.86%  $5.00  $0.00
 137  Sell Short  03/14/07 12:30  Short  $1,425.50  $0.00  1  ($235.00)  (0.32%)  $125.00  35.71%    $5.00  $0.00
   Buy to Cover  03/14/07 13:00  Cover#2  $1,430.00    ($225.00)  $1,430.00    ($225.00)  0.00%  (64.29%)  $5.00  $0.00
 138  Sell Short  03/14/07 13:30  Short  $1,426.25  $0.00  1  ($260.00)  (0.35%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/14/07 14:00  Cover#2  $1,431.25    ($250.00)  $1,170.00    ($287.50)  13.04%  (86.96%)  $5.00  $0.00
 139  Sell Short  03/14/07 14:30  Short  $1,433.00  $0.00  1  ($185.00)  (0.24%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/14/07 15:00  Cover#2  $1,436.50    ($175.00)  $985.00    ($262.50)  33.33%  (66.67%)  $5.00  $0.00
 140  Sell Short  03/14/07 15:15  Short  $1,437.25  $0.00  1  ($172.50)  (0.23%)  $137.50  45.83%    $5.00  $0.00
   Buy to Cover  03/15/07 09:00  Cover#2  $1,440.50    ($162.50)  $812.50    ($162.50)  0.00%  (54.17%)  $5.00  $0.00
 141  Sell Short  03/15/07 09:30  Short  $1,441.00  $0.00  1  ($97.50)  (0.12%)  $100.00  50.00%    $5.00  $0.00
   Buy to Cover  03/15/07 10:00  Cover#2  $1,442.75    ($87.50)  $715.00    ($100.00)  6.25%  (43.75%)  $5.00  $0.00
 142  Sell Short  03/15/07 10:30  Short  $1,443.50  $0.00  1  $65.00  0.10%  $75.00  75.00%    $5.00  $0.00
   Buy to Cover  03/15/07 10:30  Cover#3  $1,442.00    $75.00  $780.00    ($25.00)  100.00%  75.00%  $5.00  $0.00
 143  Sell Short  03/15/07 12:00  Short  $1,443.75  $0.00  1  $2.50  0.02%  $150.00  80.00%    $5.00  $0.00
   Buy to Cover  03/15/07 12:30  Cover#4  $1,443.50    $12.50  $782.50    ($37.50)  26.67%  6.67%  $5.00  $0.00
 144  Sell Short  03/15/07 14:00  Short  $1,443.25  $0.00  1  $40.00  0.07%  $50.00  66.67%    $5.00  $0.00
   Buy to Cover  03/15/07 14:30  Cover#4  $1,442.25    $50.00  $822.50    ($25.00)  100.00%  66.67%  $5.00  $0.00
 145  Buy  03/16/07 09:00  Buy  $1,440.25  $0.00  1  $90.00  0.14%  $100.00  100.00%    $5.00  $0.00
   Sell  03/16/07 09:00  Sell#3  $1,442.25    $100.00  $912.50    $0.00  100.00%  100.00%  $5.00  $0.00
 146  Buy  03/16/07 10:00  Buy  $1,441.50  $0.00  1  ($110.00)  (0.14%)  $50.00  33.33%    $5.00  $0.00
   Sell  03/16/07 10:30  Sell#2  $1,439.50    ($100.00)  $802.50    ($100.00)  0.00%  (66.67%)  $5.00  $0.00
 147  Sell Short  03/16/07 12:30  Short  $1,439.25  $0.00  1  $190.00  0.28%  $200.00  72.73%    $5.00  $0.00
   Buy to Cover  03/16/07 13:30  Cover  $1,435.25    $200.00  $992.50    ($75.00)  100.00%  72.73%  $5.00  $0.00
 148  Sell Short  03/16/07 15:00  Short  $1,436.75  $0.00  1  ($335.00)  (0.45%)  $100.00  23.53%    $5.00  $0.00
   Buy to Cover  03/19/07 09:00  Cover#2  $1,443.25    ($325.00)  $657.50    ($325.00)  0.00%  (76.47%)  $5.00  $0.00
 149  Buy  03/19/07 12:00  Buy  $1,449.25  $0.00  1  ($10.00)  0.00%  $162.50  72.22%    $5.00  $0.00
   Sell  03/19/07 14:30  Sell#4  $1,449.25    $0.00  $647.50    ($62.50)  27.78%  0.00%  $5.00  $0.00
 150  Sell Short  03/19/07 15:15  Short  $1,452.00  $0.00  1  $2.50  0.02%  $100.00  61.54%    $5.00  $0.00
   Buy to Cover  03/20/07 09:00  Cover#4  $1,451.75    $12.50  $650.00    ($62.50)  46.15%  7.69%  $5.00  $0.00
 151  Sell Short  03/20/07 09:30  Short  $1,453.00  $0.00  1  $65.00  0.10%  $75.00  75.00%    $5.00  $0.00
   Buy to Cover  03/20/07 09:30  Cover#3  $1,451.50    $75.00  $715.00    ($25.00)  100.00%  75.00%  $5.00  $0.00
 152  Sell Short  03/20/07 10:00  Short  $1,453.50  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/20/07 10:30  Cover#4  $1,454.25    ($37.50)  $667.50    ($75.00)  50.00%  (50.00%)  $5.00  $0.00
 153  Sell Short  03/20/07 14:30  Short  $1,458.25  $0.00  1  ($72.50)  (0.09%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/20/07 15:00  Cover#2  $1,459.50    ($62.50)  $595.00    ($75.00)  16.67%  (83.33%)  $5.00  $0.00
 154  Buy  03/21/07 09:00  Buy  $1,458.50  $0.00  1  $2.50  0.02%  $37.50  75.00%    $5.00  $0.00
   Sell  03/21/07 09:30  Sell#4  $1,458.75    $12.50  $597.50    ($12.50)  50.00%  25.00%  $5.00  $0.00
 155  Sell Short  03/21/07 12:00  Short  $1,460.75  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/21/07 12:30  Cover#4  $1,461.25    ($25.00)  $562.50    ($37.50)  33.33%  (66.67%)  $5.00  $0.00
 156  Buy  03/22/07 09:30  Buy  $1,480.75  $0.00  1  $215.00  0.30%  $225.00  64.29%    $5.00  $0.00
   Sell  03/22/07 11:30  Sell  $1,485.25    $225.00  $777.50    ($125.00)  100.00%  64.29%  $5.00  $0.00
 157  Buy  03/22/07 13:00  Buy  $1,483.25  $0.00  1  $152.50  0.22%  $162.50  61.90%    $5.00  $0.00
   Sell  03/22/07 14:00  Sell  $1,486.50    $162.50  $930.00    ($100.00)  100.00%  61.90%  $5.00  $0.00
 158  Buy  03/22/07 14:30  Buy  $1,482.75  $0.00  1  ($10.00)  0.00%  $0.00  0.00%    $5.00  $0.00
   Sell  03/22/07 15:00  Sell#4  $1,482.75    $0.00  $920.00    ($100.00)  100.00%  0.00%  $5.00  $0.00
 159  Sell Short  03/23/07 09:00  Short  $1,484.50  $0.00  1  $77.50  0.12%  $87.50  87.50%    $5.00  $0.00
   Buy to Cover  03/23/07 09:00  Cover#3  $1,482.75    $87.50  $997.50    ($12.50)  100.00%  87.50%  $5.00  $0.00
 160  Buy  03/23/07 12:00  Buy  $1,485.00  $0.00  1  ($110.00)  (0.13%)  $50.00  33.33%    $5.00  $0.00
   Sell  03/23/07 12:30  Sell#2  $1,483.00    ($100.00)  $887.50    ($100.00)  0.00%  (66.67%)  $5.00  $0.00
 161  Sell Short  03/23/07 14:00  Short  $1,485.50  $0.00  1  ($60.00)  (0.07%)  $50.00  50.00%    $5.00  $0.00
   Buy to Cover  03/23/07 14:30  Cover#2  $1,486.50    ($50.00)  $827.50    ($50.00)  0.00%  (50.00%)  $5.00  $0.00
 162  Sell Short  03/23/07 15:00  Short  $1,486.25  $0.00  1  $77.50  0.12%  $87.50  100.00%    $5.00  $0.00
   Buy to Cover  03/23/07 15:00  Cover#3  $1,484.50    $87.50  $905.00    $0.00  100.00%  100.00%  $5.00  $0.00
 163  Sell Short  03/26/07 11:30  Short  $1,476.25  $0.00  1  ($147.50)  (0.19%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/26/07 12:00  Cover#2  $1,479.00    ($137.50)  $757.50    ($175.00)  21.43%  (78.57%)  $5.00  $0.00
 164  Sell Short  03/26/07 13:00  Short  $1,479.50  $0.00  1  ($160.00)  (0.20%)  $12.50  7.69%    $5.00  $0.00
   Buy to Cover  03/26/07 14:30  Cover#2  $1,482.50    ($150.00)  $597.50    ($150.00)  0.00%  (92.31%)  $5.00  $0.00
 165  Sell Short  03/26/07 15:00  Short  $1,482.75  $0.00  1  ($160.00)  (0.20%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/26/07 15:15  Cover#2  $1,485.75    ($150.00)  $437.50    ($187.50)  20.00%  (80.00%)  $5.00  $0.00
 166  Buy  03/27/07 09:00  Buy  $1,481.00  $0.00  1  ($147.50)  (0.19%)  $25.00  14.29%    $5.00  $0.00
   Sell  03/27/07 09:30  Sell#2  $1,478.25    ($137.50)  $290.00    ($150.00)  7.14%  (78.57%)  $5.00  $0.00
 167  Sell Short  03/27/07 12:00  Short  $1,478.00  $0.00  1  ($35.00)  (0.03%)  $137.50  68.75%    $5.00  $0.00
   Buy to Cover  03/27/07 15:00  Cover#4  $1,478.50    ($25.00)  $255.00    ($62.50)  18.75%  (12.50%)  $5.00  $0.00
 168  Buy  03/28/07 09:00  Buy  $1,471.25  $0.00  1  ($72.50)  (0.08%)  $62.50  38.46%    $5.00  $0.00
   Sell  03/28/07 09:30  Sell#4  $1,470.00    ($62.50)  $182.50    ($100.00)  23.08%  (38.46%)  $5.00  $0.00
 169  Sell Short  03/28/07 11:30  Short  $1,468.75  $0.00  1  ($135.00)  (0.17%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  03/28/07 12:00  Cover#2  $1,471.25    ($125.00)  $47.50    ($250.00)  50.00%  (50.00%)  $5.00  $0.00
 170  Buy  03/28/07 13:30  Buy  $1,469.00  $0.00  1  ($160.00)  (0.20%)  $0.00  0.00%    $5.00  $0.00
   Sell  03/28/07 14:00  Sell#2  $1,466.00    ($150.00)  ($112.50)    ($212.50)  29.41%  (70.59%)  $5.00  $0.00
 171  Sell Short  03/29/07 09:00  Short  $1,474.00  $0.00  1  $127.50  0.19%  $162.50  86.67%    $5.00  $0.00
   Buy to Cover  03/29/07 09:30  Cover#2  $1,471.25    $137.50  $15.00    ($25.00)  86.67%  73.33%  $5.00  $0.00
 172  Buy  03/29/07 10:00  Buy  $1,468.50  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Sell  03/29/07 10:30  Sell#4  $1,467.75    ($37.50)  ($32.50)    ($37.50)  0.00%  (100.00%)  $5.00  $0.00
 173  Sell Short  03/29/07 14:30  Short  $1,465.50  $0.00  1  ($147.50)  (0.19%)  $37.50  17.65%    $5.00  $0.00
   Buy to Cover  03/29/07 15:00  Cover#2  $1,468.25    ($137.50)  ($180.00)    ($175.00)  17.65%  (64.71%)  $5.00  $0.00
 174  Sell Short  03/29/07 15:15  Short  $1,470.00  $0.00  1  ($60.00)  (0.07%)  $125.00  71.43%    $5.00  $0.00
   Buy to Cover  03/30/07 09:00  Cover#2  $1,471.00    ($50.00)  ($240.00)    ($50.00)  0.00%  (28.57%)  $5.00  $0.00
 175  Sell Short  03/30/07 13:00  Short  $1,465.50  $0.00  1  ($160.00)  (0.20%)  $62.50  29.41%    $5.00  $0.00
   Buy to Cover  03/30/07 13:30  Cover#2  $1,468.50    ($150.00)  ($400.00)    ($150.00)  0.00%  (70.59%)  $5.00  $0.00
 176  Sell Short  03/30/07 14:00  Short  $1,468.25  $0.00  1  ($97.50)  (0.12%)  $100.00  42.11%    $5.00  $0.00
   Buy to Cover  04/02/07 09:00  Cover#4  $1,470.00    ($87.50)  ($497.50)    ($137.50)  21.05%  (36.84%)  $5.00  $0.00
 177  Buy  04/02/07 09:30  Buy  $1,467.50  $0.00  1  ($135.00)  (0.17%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/02/07 10:00  Sell#4  $1,465.00    ($125.00)  ($632.50)    ($225.00)  44.44%  (55.56%)  $5.00  $0.00
 178  Sell Short  04/02/07 10:30  Short  $1,470.50  $0.00  1  $15.00  0.03%  $37.50  60.00%    $5.00  $0.00
   Buy to Cover  04/02/07 11:00  Cover#4  $1,470.00    $25.00  ($617.50)    ($25.00)  80.00%  40.00%  $5.00  $0.00
 179  Sell Short  04/02/07 13:30  Short  $1,469.50  $0.00  1  ($10.00)  0.00%  $187.50  83.33%    $5.00  $0.00
   Buy to Cover  04/02/07 14:30  Cover#4  $1,469.50    $0.00  ($627.50)    ($37.50)  16.67%  0.00%  $5.00  $0.00
 180  Buy  04/03/07 12:30  Buy  $1,483.25  $0.00  1  $90.00  0.13%  $100.00  100.00%    $5.00  $0.00
   Sell  04/03/07 12:30  Sell#3  $1,485.25    $100.00  ($537.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 181  Sell Short  04/03/07 13:00  Short  $1,486.25  $0.00  1  $2.50  0.02%  $50.00  40.00%    $5.00  $0.00
   Buy to Cover  04/03/07 13:30  Cover#4  $1,486.00    $12.50  ($535.00)    ($75.00)  70.00%  10.00%  $5.00  $0.00
 182  Buy  04/03/07 14:00  Buy  $1,484.00  $0.00  1  ($97.50)  (0.12%)  $75.00  46.15%    $5.00  $0.00
   Sell  04/04/07 09:00  Sell#2  $1,482.25    ($87.50)  ($632.50)    ($87.50)  0.00%  (53.85%)  $5.00  $0.00
 183  Sell Short  04/04/07 10:00  Short  $1,485.25  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  04/04/07 10:00  Cover#3  $1,484.00    $62.50  ($580.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 184  Sell Short  04/04/07 10:30  Short  $1,485.50  $0.00  1  $2.50  0.02%  $25.00  50.00%    $5.00  $0.00
   Buy to Cover  04/04/07 11:00  Cover#4  $1,485.25    $12.50  ($577.50)    ($25.00)  75.00%  25.00%  $5.00  $0.00
 185  Buy  04/04/07 12:30  Buy  $1,484.50  $0.00  1  ($72.50)  (0.08%)  $12.50  16.67%    $5.00  $0.00
   Sell  04/04/07 13:00  Sell#2  $1,483.25    ($62.50)  ($650.00)    ($62.50)  0.00%  (83.33%)  $5.00  $0.00
 186  Sell Short  04/04/07 13:30  Short  $1,485.75  $0.00  1  ($35.00)  (0.03%)  $75.00  60.00%    $5.00  $0.00
   Buy to Cover  04/04/07 15:00  Cover#4  $1,486.25    ($25.00)  ($685.00)    ($50.00)  20.00%  (20.00%)  $5.00  $0.00
 187  Buy  04/05/07 09:00  Buy  $1,484.25  $0.00  1  ($10.00)  0.00%  $62.50  62.50%    $5.00  $0.00
   Sell  04/05/07 09:30  Sell#4  $1,484.25    $0.00  ($695.00)    ($37.50)  37.50%  0.00%  $5.00  $0.00
 188  Buy  04/05/07 15:00  Buy  $1,490.00  $0.00  1  $140.00  0.20%  $150.00  85.71%    $5.00  $0.00
   Sell  04/09/07 09:00 'nbsp;Sell  $1,493.00 $150.00  ($555.00)    ($25.00)  100.00%  85.71%  $5.00  $0.00
 189  Buy  04/09/07 09:30  Buy  $1,490.00  $0.00  1  $52.50  0.08%  $62.50  83.33%    $5.00  $0.00
   Sell  04/09/07 09:30  Sell#3  $1,491.25    $62.50  ($502.50)    ($12.50)  100.00%  83.33%  $5.00  $0.00
 190  Sell Short  04/09/07 10:30  Short  $1,493.25  $0.00  1  $27.50  0.05%  $37.50  75.00%    $5.00  $0.00
   Buy to Cover  04/09/07 11:00  Cover#4  $1,492.50    $37.50  ($475.00)    ($12.50)  100.00%  75.00%  $5.00  $0.00
 191  Sell Short  04/09/07 11:30  Short  $1,493.00  $0.00  1  $2.50  0.02%  $25.00  100.00%    $5.00  $0.00
   Buy to Cover  04/09/07 12:00  Cover#4  $1,492.75    $12.50  ($472.50)    $0.00  50.00%  50.00%  $5.00  $0.00
 192  Buy  04/09/07 13:00  Buy  $1,492.50  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/09/07 13:30  Sell#4  $1,492.00    ($25.00)  ($507.50)    ($25.00)  0.00%  (100.00%)  $5.00  $0.00
 193  Sell Short  04/09/07 15:00  Short  $1,492.75  $0.00  1  $40.00  0.07%  $50.00  80.00%    $5.00  $0.00
   Buy to Cover  04/09/07 15:00  Cover#3  $1,491.75    $50.00  ($467.50)    ($12.50)  100.00%  80.00%  $5.00  $0.00
 194  Sell Short  04/10/07 09:00  Short  $1,492.75  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  04/10/07 09:30  Cover#2  $1,494.00    ($62.50)  ($540.00)    ($87.50)  28.57%  (71.43%)  $5.00  $0.00
 195  Sell Short  04/10/07 12:30  Short  $1,493.00  $0.00  1  ($60.00)  (0.07%)  $37.50  42.86%    $5.00  $0.00
   Buy to Cover  04/10/07 13:00  Cover#2  $1,494.00    ($50.00)  ($600.00)    ($50.00)  0.00%  (57.14%)  $5.00  $0.00
 196  Sell Short  04/10/07 14:30  Short  $1,494.50  $0.00  1  $40.00  0.07%  $50.00  66.67%    $5.00  $0.00
   Buy to Cover  04/10/07 14:30  Cover#3  $1,493.50    $50.00  ($560.00)    ($25.00)  100.00%  66.67%  $5.00  $0.00
 197  Buy  04/10/07 15:15  Buy  $1,493.25  $0.00  1  $27.50  0.05%  $100.00  88.89%    $5.00  $0.00
   Sell  04/11/07 09:00  Sell#4  $1,494.00    $37.50  ($532.50)    ($12.50)  44.44%  33.33%  $5.00  $0.00
 198  Sell Short  04/11/07 11:30  Short  $1,489.00  $0.00  1  ($72.50)  (0.08%)  $87.50  58.33%    $5.00  $0.00
   Buy to Cover  04/11/07 12:30  Cover#2  $1,490.25    ($62.50)  ($605.00)    ($62.50)  0.00%  (41.67%)  $5.00  $0.00
 199  Sell Short  04/11/07 13:00  Short  $1,490.00  $0.00  1  $152.50  0.22%  $162.50  81.25%    $5.00  $0.00
   Buy to Cover  04/11/07 13:30  Cover  $1,486.75    $162.50  ($452.50)    ($37.50)  100.00%  81.25%  $5.00  $0.00
 200  Sell Short  04/11/07 15:15  Short  $1,486.25  $0.00  1  $177.50  0.25%  $187.50  100.00%    $5.00  $0.00
   Buy to Cover  04/12/07 09:00  Cover  $1,482.50    $187.50  ($275.00)    $0.00  100.00%  100.00%  $5.00  $0.00
<.tr> <
 201  Sell Short  04/12/07 09:30  Short  $1,486.00  $0.00  1  ($110.00)  (0.13%)  $125.00  55.56%    $5.00  $0.00
   Buy to Cover  04/12/07 10:00  Cover#2  $1,488.00    ($100.00)  ($385.00)    ($100.00)  0.00%  (44.44%)  $5.00  $0.00
 202  Sell Short  04/12/07 10:30  Short  $1,487.25  $0.00  1  ($147.50)  (0.18%)  $125.00  47.62%    $5.00  $0.00
   Buy to Cover  04/12/07 11:30  Cover#2  $1,490.00    ($137.50)  ($532.50)    ($137.50)  0.00%  (52.38%)  $5.00  $0.00
 203  Buy  04/13/07 09:30  Buy  $1,492.50  $0.00  1  $77.50  0.12%  $87.50  36.84%    $5.00  $0.00
   Sell  04/13/07 09:30  Sell#3  $1,494.25    $87.50  ($455.00)    ($150.00)  100.00%  36.84%  $5.00  $0.00
 204  Sell Short  04/13/07 10:00  Short  $1,495.00  $0.00  1  $65.00  0.10%  $75.00  85.71%    $5.00  $0.00
   Buy to Cover  04/13/07 10:00  Cover#3  $1,493.50    $75.00  ($390.00)    ($12.50)  100.00%  85.71%  $5.00  $0.00
 205  Sell Short  04/13/07 10:30  Short  $1,495.50  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  04/13/07 10:30  Cover#3  $1,494.25    $62.50  ($337.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 206  Sell Short  04/13/07 13:00  Short  $1,496.00  $0.00  1  ($60.00)  (0.07%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  04/13/07 13:30  Cover#4  $1,497.00    ($50.00)  ($397.50)    ($50.00)  0.00%  (100.00%)  $5.00  $0.00
 207  Buy  04/16/07 12:30  Buy  $1,511.25  $0.00  1  $77.50  0.12%  $87.50  63.64%    $5.00  $0.00
   Sell  04/16/07 14:30  Sell  $1,513.00    $87.50  ($320.00)    ($50.00)  100.00%  63.64%  $5.00  $0.00
 208  Buy  04/17/07 09:00  Buy  $1,512.25  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Sell  04/17/07 09:00  Sell#3  $1,513.50    $62.50  ($267.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 209  Buy  04/17/07 12:00  Buy  $1,517.50  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/17/07 12:30  Sell#4  $1,516.00    ($75.00)  ($352.50)    ($100.00)  25.00%  (75.00%)  $5.00  $0.00
 210  Sell Short  04/17/07 13:30  Short  $1,517.25  $0.00  1  $302.50  0.41%  $312.50  86.21%    $5.00  $0.00
   Buy to Cover  04/18/07 09:00  Cover  $1,511.00    $312.50  ($50.00)    ($50.00)  100.00%  86.21%  $5.00  $0.00
 211  Sell Short  04/18/07 10:00  Short  $1,516.00  $0.00  1  $65.00  0.10%  $75.00  66.67%    $5.00  $0.00
   Buy to Cover  04/18/07 10:00  Cover#3  $1,514.50    $75.00  $15.00    ($37.50)  100.00%  66.67%  $5.00  $0.00
 212  Sell Short  04/18/07 10:30  Short  $1,515.75  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  04/18/07 11:00  Cover#2  $1,517.00    ($62.50)  ($57.50)    ($125.00)  50.00%  (50.00%)  $5.00  $0.00
 213  Sell Short  04/18/07 13:00  Short  $1,517.25  $0.00  1  ($10.00)  0.00%  $12.50  25.00%    $5.00  $0.00
   Buy to Cover  04/18/07 13:30  Cover#4  $1,517.25    $0.00  ($67.50)    ($37.50)  75.00%  0.00%  $5.00  $0.00
 214  Buy  04/18/07 15:00  Buy  $1,517.50  $0.00  1  ($372.50)  (0.48%)  $62.50  14.71%    $5.00  $0.00
   Sell  04/19/07 09:00  Sell#2  $1,510.25    ($362.50)  ($440.00)    ($362.50)  0.00%  (85.29%)  $5.00  $0.00
 215  Sell Short  04/19/07 10:30  Short  $1,514.75  $0.00  1  ($85.00)  (0.10%)  $25.00  25.00%    $5.00  $0.00
   Buy to Cover  04/19/07 11:00  Cover#2  $1,516.25    ($75.00)  ($525.00)    ($75.00)  0.00%  (75.00%)  $5.00  $0.00
 216  Sell Short  04/19/07 11:30  Short  $1,516.25  $0.00  1  ($85.00)  (0.10%)  $50.00  30.77%    $5.00  $0.00
   Buy to Cover  04/19/07 12:00  Cover#2  $1,517.75    ($75.00)  ($610.00)    ($112.50)  23.08%  (46.15%)  $5.00  $0.00
 217  Buy  04/19/07 13:30  Buy  $1,517.00  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/19/07 14:00  Sell#2  $1,515.00    ($100.00)  ($720.00)    ($112.50)  11.11%  (88.89%)  $5.00  $0.00
 218  Buy  04/19/07 14:30  Buy  $1,515.25  $0.00  1  $77.50  0.12%  $87.50  87.50%    $5.00  $0.00
   Sell  04/19/07 14:30  Sell#3  $1,517.00    $87.50  ($642.50)    ($12.50)  100.00%  87.50%  $5.00  $0.00
 219  Buy  04/19/07 15:00  Buy  $1,514.75  $0.00  1  $177.50  0.25%  $187.50  75.00%    $5.00  $0.00
   Sell  04/19/07 15:15  Sell  $1,518.50    $187.50  ($465.00)    ($62.50)  100.00%  75.00%  $5.00  $0.00
 220  Sell Short  04/20/07 10:00  Short  $1,527.25  $0.00  1  $140.00  0.20%  $150.00  92.31%    $5.00  $0.00
   Buy to Cover  04/20/07 10:30  Cover  $1,524.25    $150.00  ($325.00)    ($12.50)  100.00%  92.31%  $5.00  $0.00
 221  Sell Short  04/20/07 12:30  Short  $1,524.50  $0.00  1  ($97.50)  (0.11%)  $25.00  22.22%    $5.00  $0.00
   Buy to Cover  04/20/07 13:30  Cover#2  $1,526.25    ($87.50)  ($422.50)    ($87.50)  0.00%  (77.78%)  $5.00  $0.00
 222  Sell Short  04/20/07 14:00  Short  $1,526.00  $0.00  1  ($85.00)  (0.10%)  $37.50  33.33%    $5.00  $0.00
   Buy to Cover  04/20/07 15:00  Cover#2  $1,527.50    ($75.00)  ($507.50)    ($75.00)  0.00%  (66.67%)  $5.00  $0.00
 223  Sell Short  04/23/07 14:30  Short  $1,527.50  $0.00  1  $152.50  0.21%  $162.50  86.67%    $5.00  $0.00
   Buy to Cover  04/24/07 09:00  Cover  $1,524.25    $162.50  ($355.00)    ($25.00)  100.00%  86.67%  $5.00  $0.00
 224  Sell Short  04/24/07 11:00  Short  $1,522.75  $0.00  1  ($135.00)  (0.16%)  $50.00  28.57%    $5.00  $0.00
   Buy to Cover  04/24/07 11:30  Cover#2  $1,525.25    ($125.00)  ($490.00)    ($125.00)  0.00%  (71.43%)  $5.00  $0.00
 225  Sell Short  04/24/07 12:00  Short  $1,526.00  $0.00  1  $40.00  0.07%  $212.50  100.00%    $5.00  $0.00
   Buy to Cover  04/24/07 13:30  Cover#4  $1,525.00    $50.00  ($450.00)    $0.00  23.53%  23.53%  $5.00  $0.00
 226  Buy  04/24/07 15:00  Buy  $1,524.75  $0.00  1  $302.50  0.41%  $312.50  83.33%    $5.00  $0.00
   Sell  04/25/07 09:00  Sell  $1,531.00    $312.50  ($147.50)    ($62.50)  100.00%  83.33%  $5.00  $0.00
 227  Buy  04/25/07 09:30  Buy  $1,525.75  $0.00  1  $77.50  0.11%  $87.50  77.78%    $5.00  $0.00
   Sell  04/25/07 09:30  Sell#3  $1,527.50    $87.50  ($70.00)    ($25.00)  100.00%  77.78%  $5.00  $0.00
 228  Buy  04/26/07 09:00  Buy  $1,537.50  $0.00  1  ($97.50)  (0.11%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/26/07 09:30  Sell#2  $1,535.75    ($87.50)  ($167.50)    ($100.00)  12.50%  (87.50%)  $5.00  $0.00
 229  Buy  04/26/07 12:30  Buy  $1,537.00  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/26/07 13:00  Sell#4  $1,536.50    ($25.00)  ($202.50)    ($37.50)  33.33%  (66.67%)  $5.00  $0.00
 230  Sell Short  04/26/07 13:30  Short  $1,538.75  $0.00  1  ($72.50)  (0.08%)  $12.50  14.29%    $5.00  $0.00
   Buy to Cover  04/26/07 14:00  Cover#2  $1,540.00    ($62.50)  ($275.00)    ($75.00)  14.29%  (71.43%)  $5.00  $0.00
 231  Buy  04/26/07 15:00  Buy  $1,538.25  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Sell  04/26/07 15:15  Sell#4  $1,537.50    ($37.50)  ($322.50)    ($37.50)  0.00%  (100.00%)  $5.00  $0.00
 232  Sell Short  04/27/07 11:00  Short  $1,537.25  $0.00  1  ($110.00)  (0.13%)  $100.00  50.00%    $5.00  $0.00
   Buy to Cover  04/27/07 13:00  Cover#2  $1,539.25    ($100.00)  ($432.50)    ($100.00)  0.00%  (50.00%)  $5.00  $0.00
 233  Sell Short  04/27/07 13:30  Short  $1,539.00  $0.00  1  ($72.50)  (0.08%)  $12.50  12.50%    $5.00  $0.00
   Buy to Cover  04/27/07 14:00  Cover#2  $1,540.25    ($62.50)  ($505.00)    ($87.50)  25.00%  (62.50%)  $5.00  $0.00
 234  Buy  04/30/07 09:00  Buy  $1,536.75  $0.00  1  $15.00  0.03%  $200.00  64.00%    $5.00  $0.00
   Sell  04/30/07 11:30  Sell#4  $1,537.25    $25.00  ($490.00)    ($112.50)  44.00%  8.00%  $5.00  $0.00
 235  Sell Short  04/30/07 12:00  Short  $1,539.75  $0.00  1  ($10.00)  0.00%  $87.50  77.78%    $5.00  $0.00
   Buy to Cover  04/30/07 12:30  Cover#4  $1,539.75    $0.00  ($500.00)    ($25.00)  22.22%  0.00%  $5.00  $0.00
 236  Buy  04/30/07 13:00  Buy  $1,537.50  $0.00  1  $15.00  0.03%  $112.50  90.00%    $5.00  $0.00
   Sell  04/30/07 13:30  Sell#4  $1,538.00    $25.00  ($485.00)    ($12.50)  30.00%  20.00%  $5.00  $0.00
 237  Sell Short  05/01/07 11:00  Short  $1,526.75  $0.00  1  $140.00  0.20%  $150.00  80.00%    $5.00  $0.00
   Buy to Cover  05/01/07 11:00  Cover#3  $1,523.75    $150.00  ($345.00)    ($37.50)  100.00%  80.00%  $5.00  $0.00
 238  Sell Short  05/01/07 13:00  Short  $1,525.00  $0.00  1  ($122.50)  (0.15%)  $25.00  18.18%    $5.00  $0.00
   Buy to Cover  05/01/07 13:30  Cover#2  $1,527.25    ($112.50)  ($467.50)    ($112.50)  0.00%  (81.82%)  $5.00  $0.00
 239  Sell Short  05/01/07 14:00  Short  $1,527.25  $0.00  1  ($110.00)  (0.13%)  $25.00  14.29%    $5.00  $0.00
   Buy to Cover  05/01/07 14:30  Cover#2  $1,529.25    ($100.00)  ($577.50)    ($150.00)  28.57%  (57.14%)  $5.00  $0.00
 240  Sell Short  05/01/07 15:00  Short  $1,529.50  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  05/01/07 15:00  Cover#3  $1,528.25    $62.50  ($525.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 241  Sell Short  05/01/07 15:15  Short  $1,530.00  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/02/07 09:00  Cover#4  $1,531.50    ($75.00)  ($610.00)    ($75.00)  0.00%  (100.00%)  $5.00  $0.00
 242  Buy  05/02/07 14:30  Buy  $1,539.75  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/02/07 15:00  Sell#4  $1,539.00    ($37.50)  ($657.50)    ($75.00)  50.00%  (50.00%)  $5.00  $0.00
 243  Sell Short  05/03/07 09:00  Short  $1,541.75  $0.00  1  ($35.00)  (0.03%)  $112.50  69.23%    $5.00  $0.00
   Buy to Cover  05/03/07 09:30  Cover#4  $1,542.25    ($25.00)  ($692.50)    ($50.00)  15.38%  (15.38%)  $5.00  $0.00
 244  Sell Short  05/03/07 13:00  Short  $1,544.75  $0.00  1  ($72.50)  (0.08%)  $87.50  58.33%    $5.00  $0.00
   Buy to Cover  05/03/07 14:30  Cover#4  $1,546.00    ($62.50)  ($765.00)    ($62.50)  0.00%  (41.67%)  $5.00  $0.00
 245  Buy  05/03/07 15:00  Buy  $1,543.75  $0.00  1  $65.00  0.10%  $75.00  100.00%    $5.00  $0.00
   Sell  05/03/07 15:00  Sell#3  $1,545.25    $75.00  ($700.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 246  Buy  05/04/07 11:00  Buy  $1,549.25  $0.00  1  ($72.50)  (0.08%)  $75.00  54.55%    $5.00  $0.00
   Sell  05/04/07 11:30  Sell#2  $1,548.00    ($62.50)  ($772.50)    ($62.50)  0.00%  (45.45%)  $5.00  $0.00
 247  Sell Short  05/04/07 13:00  Short  $1,548.75  $0.00  1  $90.00  0.13%  $100.00  80.00%    $5.00  $0.00
   Buy to Cover  05/04/07 13:00  Cover#3  $1,546.75    $100.00  ($682.50)    ($25.00)  100.00%  80.00%  $5.00  $0.00
 248  Sell Short  05/04/07 14:30  Short  $1,548.25  $0.00  1  ($97.50)  (0.11%)  $137.50  61.11%    $5.00  $0.00
   Buy to Cover  05/04/07 15:15  Cover#2  $1,550.00    ($87.50)  ($780.00)    ($87.50)  0.00%  (38.89%)  $5.00  $0.00
 249  Sell Short  05/07/07 09:00  Short  $1,550.50  $0.00  1  ($97.50)  (0.11%)  $25.00  12.50%    $5.00  $0.00
   Buy to Cover  05/07/07 09:30  Cover#2  $1,552.25    ($87.50)  ($877.50)    ($175.00)  43.75%  (43.75%)  $5.00  $0.00
 250  Buy  05/07/07 12:00  Buy  $1,551.25  $0.00  1  ($10.00)  0.00%  $25.00  66.67%    $5.00  $0.00
   Sell  05/07/07 12:30  Sell#4  $1,551.25    $0.00  ($887.50)    ($12.50)  33.33%  0.00%  $5.00  $0.00
 251  Sell Short  05/07/07 13:00  Short  $1,552.50  $0.00  1  $2.50  0.02%  $50.00  100.00%    $5.00  $0.00
   Buy to Cover  05/07/07 14:00  Cover#4  $1,552.25    $12.50  ($885.00)    $0.00  25.00%  25.00%  $5.00  $0.00
 252  Buy  05/07/07 14:30  Buy  $1,551.25  $0.00  1  $2.50  0.02%  $12.50  33.33%    $5.00  $0.00
   Sell  05/07/07 15:00  Sell#4  $1,551.50    $12.50  ($882.50)    ($25.00)  100.00%  33.33%  $5.00  $0.00
 253  Sell Short  05/08/07 11:00  Short  $1,546.00  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  05/08/07 11:00  Cover#3  $1,544.75    $62.50  ($830.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 254  Sell Short  05/08/07 11:30  Short  $1,546.00  $0.00  1  $65.00  0.10%  $75.00  100.00%    $5.00  $0.00
   Buy to Cover  05/08/07 11:30  Cover#3  $1,544.50    $75.00  ($765.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 255  Sell Short  05/08/07 12:00  Short  $1,546.00  $0.00  1  ($135.00)  (0.16%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/08/07 12:30  Cover#2  $1,548.50    ($125.00)  ($900.00)    ($162.50)  23.08%  (76.92%)  $5.00  $0.00
 256  Sell Short  05/08/07 13:00  Short  $1,548.75  $0.00  1  ($47.50)  (0.05%)  $62.50  62.50%    $5.00  $0.00
   Buy to Cover  05/08/07 13:30  Cover#2  $1,549.50    ($37.50)  ($947.50)    ($37.50)  0.00%  (37.50%)  $5.00  $0.00
 257  Sell Short  05/08/07 14:00  Short  $1,550.00  $0.00  1  $77.50  0.11%  $87.50  77.78%    $5.00  $0.00
   Buy to Cover  05/08/07 14:00  Cover#3  $1,548.25    $87.50  ($870.00)    ($25.00)  100.00%  77.78%  $5.00  $0.00
 258  Sell Short  05/08/07 14:30  Short  $1,550.00  $0.00  1  $127.50  0.18%  $137.50  73.33%    $5.00  $0.00
   Buy to Cover  05/09/07 09:00  Cover  $1,547.25    $137.50  ($742.50)    ($50.00)  100.00%  73.33%  $5.00  $0.00
 259  Sell Short  05/09/07 09:30  Short  $1,550.25  $0.00  1  $40.00  0.06%  $50.00  100.00%    $5.00  $0.00
   Buy to Cover  05/09/07 09:30  Cover#3  $1,549.25    $50.00  ($702.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 260  Sell Short  05/09/07 10:30  Short  $1,549.50  $0.00  1  ($60.00)  (0.06%)  $62.50  50.00%    $5.00  $0.00
   Buy to Cover  05/09/07 12:00  Cover#4  $1,550.50    ($50.00)  ($762.50)    ($62.50)  10.00%  (40.00%)  $5.00  $0.00
 261  Sell Short  05/09/07 13:30  Short  $1,552.50  $0.00  1  $40.00  0.06%  $50.00  36.36%    $5.00  $0.00
   Buy to Cover  05/09/07 13:30  Cover#3  $1,551.50    $50.00  ($722.50)    ($87.50)  100.00%  36.36%  $5.00  $0.00
 262  Sell Short  05/09/07 14:00  Short  $1,553.00  $0.00  1  ($72.50)  (0.08%)  $25.00  13.33%    $5.00  $0.00
   Buy to Cover  05/09/07 14:30  Cover#2  $1,554.25    ($62.50)  ($795.00)    ($162.50)  53.33%  (33.33%)  $5.00  $0.00
 263  Buy  05/10/07 09:00  Buy  $1,548.25  $0.00  1  $2.50  0.02%  $62.50  38.46%    $5.00  $0.00
   Sell  05/10/07 09:30  Sell#4  $1,548.50    $12.50  ($792.50)    ($100.00)  69.23%  7.69%  $5.00  $0.00
 264  Buy  05/10/07 10:30  Buy  $1,547.25  $0.00  1  ($172.50)  (0.21%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/10/07 11:00  Sell#4  $1,544.00    ($162.50)  ($965.00)    ($212.50)  23.53%  (76.47%)  $5.00  $0.00
 265  Sell Short  05/10/07 13:30  Short  $1,541.00  $0.00  1  $240.00  0.32%  $250.00  86.96%    $5.00  $0.00
   Buy to Cover  05/10/07 14:30  Cover  $1,536.00    $250.00  ($725.00)    ($37.50)  100.00%  86.96%  $5.00  $0.00
 266  Sell Short  05/11/07 09:00  Short  $1,538.25  $0.00  1  ($122.50)  (0.15%)  $25.00  15.38%    $5.00  $0.00
   Buy to Cover  05/11/07 09:30  Cover#2  $1,540.50    ($112.50)  ($847.50)    ($137.50)  15.38%  (69.23%)  $5.00  $0.00
 267  Sell Short  05/11/07 10:00  Short  $1,541.00  $0.00  1  ($222.50)  (0.28%)  $12.50  4.55%    $5.00  $0.00
   Buy to Cover  05/11/07 10:30  Cover#2  $1,545.25    ($212.50)  ($1,070.00)    ($262.50)  18.18%  (77.27%)  $5.00  $0.00
 268  Sell Short  05/11/07 11:00  Short  $1,545.50  $0.00  1  $102.50  0.15%  $112.50  90.00%    $5.00  $0.00
   Buy to Cover  05/11/07 11:00  Cover#3  $1,543.25    $112.50  ($967.50)    ($12.50)  100.00%  90.00%  $5.00  $0.00
 269  Sell Short  05/11/07 12:30  Short  $1,545.25  $0.00  1  ($22.50)  (0.02%)  $137.50  78.57%    $5.00  $0.00
   Buy to Cover  05/11/07 15800  Cover#4  $1,545.50    ($12.50)  ($990.00)    ($37.50)  14.29%  (7.14%)  $5.00  $0.00
 270  Buy  05/14/07 09:30 &nbrq;Buy  $1,547.25  $0.00  1  $27.50  0.05%  $162.50  86.67%    $5.00  $0.00
   Sell  05/14/07 13:00  Sell#4  $1,548.00    $37.50  ($962.50)    ($25.00)  33.33%  20.00%  $5.00  $0.00
 271  Sell Short  05/14/07 15:00  Short  $1,544.75  $0.00  1  ($97.50)  (0.11%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/14/07 15:15  Cover#2  $1,546.50    ($87.50)  ($1,060.00)    ($87.50)  0.00%  (100.00%)  $5.00  $0.00
 272  Sell Short  05/15/07 09:00  Short  $1,547.00  $0.00  1  ($60.00)  (0.06%)  $112.50  40.91%    $5.00  $0.00
   Buy to Cover  05/15/07 09:30  Cover#2  $1,548.00    ($50.00)  ($1,120.00)    ($162.50)  40.91%  (18.18%)  $5.00  $0.00
 273  Sell Short  05/15/07 11:00  Short  $1,554.25  $0.00  1  ($10.00)  0.00%  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/15/07 11:30  Cover#4  $1,554.25    $0.00  ($1,130.00)    ($87.50)  100.00%  0.00%  $5.00  $0.00
 274  Sell Short  05/16/07 09:00  Short  $1,547.25  $0.00  1  ($110.00)  (0.13%)  $12.50  7.14%    $5.00  $0.00
   Buy to Cover  05/16/07 09:30  Cover#2  $1,549.25    ($100.00)  ($1,240.00)    ($162.50)  35.71%  (57.14%)  $5.00  $0.00
 275  Sell Short  05/16/07 10:00  Short  $1,549.25  $0.00  1  $127.50  0.18%  $137.50  100.00%    $5.00  $0.00
   Buy to Cover  05/16/07 10:00  Cover#3  $1,546.50    $137.50  ($1,112.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 276  Sell Short  05/16/07 11:00  Short  $1,549.00  $0.00  1  $102.50  0.15%  $162.50  100.00%    $5.00  $0.00
   Buy to Cover  05/16/07 12:00  Cover#4  $1,546.75    $112.50  ($1,010.00)    $0.00  69.23%  69.23%  $5.00  $0.00
 277  Sell Short  05/16/07 12:30  Short  $1,549.00  $0.00  1  $102.50  0.15%  $112.50  100.00%    $5.00  $0.00
   Buy to Cover  05/16/07 12:30  Cover#3  $1,546.75    $112.50  ($907.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 278  Buy  05/17/07 09:00  Buy  $1,552.50  $0.00  1  ($60.00)  (0.06%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/17/07 09:30  Sell#4  $1,551.50    ($50.00)  ($967.50)    ($112.50)  55.56%  (44.44%)  $5.00  $0.00
 279  Sell Short  05/17/07 10:30  Short  $1,554.50  $0.00  1  $65.00  0.10%  $75.00  75.00%   'nbsp;$5.00  $0.00
   Buy to Cover  05/17/07 10:30  Cover#3  $1,553.00    $75.00  ($902.50)    ($25.00)  100.00%  75.00%  $5.00  $0.00
 280  Sell Short  05/17/07 11:00  Short  $1,554.75  $0.00  1  ($22.50)  (0.02%)  $37.50  30.00%    $5.00  $0.00
   Buy to Cover  05/17/07 11:30  Cover#4  $1,555.00    ($12.50)  ($925.00)    ($87.50)  60.00%  (10.00%)  $5.00  $0.00
 281  Buy  05/17/07 12:00  Buy  $1,552.75  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/17/07 12:30  Sell#2  $1,551.25    ($75.00)  ($1,010.00)    ($75.00)  0.00%  (100.00%)  $5.00  $0.00
 282  Sell Short  05/17/07 13:00  Short  $1,554.50  $0.00  1  $77.50  0.11%  $87.50  87.50%    $5.00  $0.00
   Buy to Cover  05/17/07 13:00  Cover#3  $1,552.75    $87.50  ($932.50)    ($12.50)  100.00%  87.50%  $5.00  $0.00
 283  Buy  05/17/07 15:00  Buy  $1,554.50  $0.00  1  $77.50  0.11%  $87.50  63.64%    $5.00  $0.00
   Sell  05/17/07 15:00  Sell#3  $1,556.25    $87.50  ($855.00)    ($50.00)  100.00%  63.64%  $5.00  $0.00
 284  Buy  05/17/07 15:15  Buy  $1,553.75  $0.00  1  $227.50  0.31%  $237.50  76.00%    $5.00  $0.00
   Sell  05/18/07 09:00  Sell  $1,558.50    $237.50  ($627.50)    ($75.00)  100.00%  76.00%  $5.00  $0.00
 285  Buy  05/18/07 11:00  Buy  $1,558.50  $0.00  1  $202.50  0.27%  $212.50  94.44%    $5.00  $0.00
   Sell  05/18/07 12:00  Sell  $1,562.75    $212.50  ($425.00)    ($12.50)  100.00%  94.44%  $5.00  $0.00
 286  Buy  05/18/07 14:00  Buy  $1,561.50  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/18/07 14:30  Sell#4  $1,561.00    ($25.00)  ($460.00)    ($75.00)  66.67%  (33.33%)  $5.00  $0.00
 287  Sell Short  05/18/07 15:00  Short  $1,563.25  $0.00  1  $52.50  0.08%  $62.50  55.56%    $5.00  $0.00
   Buy to Cover  05/18/07 15:00  Cover#3  $1,562.00    $62.50  ($407.50)    ($50.00)  100.00%  55.56%  $5.00  $0.00
 288  Buy  05/21/07 13:00  Buy  $1,568.25  $0.00  1  $15.00  0.03%  $25.00  40.00%    $5.00  $0.00
   Sell  05/21/07 13:30  Sell#4  $1,568.75    $25.00  ($392.50)    ($37.50)  100.00%  40.00%  $5.00  $0.00
 289  Sell Short  05/21/07 14:00  Short  $1,570.25  $0.00  1  $52.50  0.08%  $62.50  55.56%    $5.00  $0.00
   Buy to Cover  05/21/07 14:00  Cover#3  $1,569.00    $62.50  ($340.00)    ($50.00)  100.00%  55.56%  $5.00  $0.00
 290  Buy  05/21/07 14:30  Buy  $1,568.00  $0.00  1  ($197.50)  (0.24%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/21/07 15:00  Sell#4  $1,564.25    ($187.50)  ($537.50)    ($212.50)  11.76%  (88.24%)  $5.00  $0.00
 291  Sell Short  05/22/07 09:30  Short  $1,566.75  $0.00  1  $77.50  0.11%  $87.50  100.00%    $5.00  $0.00
   Buy to Cover  05/22/07 09:30  Cover#3  $1,565.00    $87.50  ($460.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 292  Sell Short  05/22/07 10:00  Short  $1,566.75  $0.00  1  $90.00  0.13%  $100.00  100.00%    $5.00  $0.00
   Buy to Cover  05/22/07 10:00  Cover#3  $1,564.75    $100.00  ($370.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 293  Sell Short  05/22/07 12:00  Short  $1,566.00  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/22/07 12:30  Cover#4  $1,568.00    ($100.00)  ($480.00)    ($125.00)  20.00%  (80.00%)  $5.00  $0.00
 294  Buy  05/22/07 14:00  Buy  $1,567.25  $0.00  1  $65.00  0.10%  $75.00  100.00%    $5.00  $0.00
   Sell  05/22/07 14:00  Sell#3  $1,568.75    $75.00  ($415.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 295  Buy  05/22/07 14:30  Buy  $1,567.50  $0.00  1  ($97.50)  (0.11%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/22/07 15:00  Sell#2  $1,565.75    ($87.50)  ($512.50)    ($87.50)  0.00%  (100.00%)  $5.00  $0.00
 296  Sell Short  05/23/07 09:00  Short  $1,567.50  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/23/07 09:30  Cover#2  $1,569.50    ($100.00)  ($622.50)    ($162.50)  38.46%  (61.54%)  $5.00  $0.00
 297  Buy  05/23/07 11:00  Buy  $1,569.50  $0.00  1  $90.00  0.13%  $100.00  88.89%    $5.00  $0.00
   Sell  05/23/07 11:00  Sell#3  $1,571.50    $100.00  ($532.50)    ($12.50)  100.00%  88.89%  $5.00  $0.00
 298  Buy  05/23/07 11:30  Buy  $1,569.50  $0.00  1  $152.50  0.21%  $162.50  92.86%    $5.00  $0.00
   Sell  05/23/07 12:30  Sell  $1,572.75    $162.50  ($380.00)    ($12.50)  100.00%  92.86%  $5.00  $0.00
 299  Buy  05/23/07 13:00  Buy  $1,569.75  $0.00  1  ($35.00)  (0.03%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/23/07 13:30  Sell#4  $1,569.25    ($25.00)  ($415.00)    ($50.00)  50.00%  (50.00%)  $5.00  $0.00
 300  Sell Short  05/24/07 09:30  Short  $1,565.00  $0.00  1  $252.50  0.34%  $262.50  52.50%    $5.00  $0.00
   Buy to Cover  05/24/07 10:00  Cover  $1,559.75    $262.50  ($162.50)    ($237.50)  100.00%  52.50%  $5.00  $0.00
 301  Sell Short  05/25/07 09:00  Short  $1,552.25  $0.00  1  ($10.00)  0.00%  $100.00  57.14%    $5.00  $0.00
   Buy to Cover  05/25/07 09:30  Cover#2  $1,552.25    $0.00  ($172.50)    ($75.00)  42.86%  0.00%  $5.00  $0.00
 302  Sell Short  05/25/07 10:00  Short  $1,553.50  $0.00  1  ($135.00)  (0.16%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/25/07 10:30  Cover#2  $1,556.00    ($125.00)  ($307.50)    ($212.50)  41.18%  (58.82%)  $5.00  $0.00
 303  Sell Short  05/25/07 12:30  Short  $1,554.50  $0.00  1  ($60.00)  (0.06%)  $137.50  73.33%    $5.00  $0.00
   Buy to Cover  05/25/07 14:00  Cover#2  $1,555.50    ($50.00)  ($367.50)    ($50.00)  0.00%  (26.67%)  $5.00  $0.00
 304  Sell Short  05/25/07 14:30  Short  $1,554.75  $0.00  1  ($72.50)  (0.08%)  $62.50  50.00%    $5.00  $0.00
   Buy to Cover  05/25/07 15:00  Cover#2  $1,556.00    ($62.50)  ($440.00)    ($62.50)  0.00%  (50.00%)  $5.00  $0.00
 305  Buy  05/29/07 11:00  Buy  $1,558.25  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Sell  05/29/07 11:30  Sell#4  $1,557.00    ($62.50)  ($512.50)    ($75.00)  16.67%  (83.33%)  $5.00  $0.00
 306  Sell Short  05/29/07 14:30  Short  $1,555.00  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  05/29/07 15:00  Cover#2  $1,557.00    ($100.00)  ($622.50)    ($100.00)  0.00%  (100.00%)  $5.00  $0.00
 307  Sell Short  05/29/07 15:15  Short  $1,558.25  $0.00  1  $352.50  0.47%  $362.50  80.56%    $5.00  $0.00
   Buy to Cover  05/30/07 09:00  Cover  $1,551.00    $362.50  ($270.00)    ($87.50)  100.00%  80.56%  $5.00  $0.00
 308  Sell Short  05/30/07 10:30  Short  $1,556.50  $0.00  1  $77.50  0.11%  $87.50  41.18%    $5.00  $0.00
   Buy to Cover  05/30/07 10:30  Cover#3  $1,554.75    $87.50  ($192.50)    ($125.00)  100.00%  41.18%  $5.00  $0.00
 309  Buy  05/30/07 13:00  Buy  $1,558.75  $0.00  1  ($135.00)  (0.16%)  $237.50  65.52%    $5.00  $0.00
   Sell  05/30/07 13:30  Sell#2  $1,556.25    ($125.00)  ($327.50)    ($125.00)  0.00%  (34.48%)  $5.00  $0.00
 310  Buy  05/31/07 10:30  Buy  $1,571.00  $0.00  1  ($110.00)  (0.13%)  $137.50  44.00%    $5.00  $0.00
   Sell  05/31/07 13:00  Sell#4  $1,569.00    ($100.00)  ($437.50)    ($175.00)  24.00%  (32.00%)  $5.00  $0.00
 311  Sell Short  05/31/07 13:30  Short  $1,572.75  $0.00  1  ($122.50)  (0.14%)  $175.00  60.87%    $5.00  $0.00
   Buy to Cover  06/01/07 09:00  Cover#2  $1,575.00    ($112.50)  ($560.00)    ($112.50)  0.00%  (39.13%)  $5.00  $0.00
 312  Buy  06/01/07 11:30  Buy  $1,574.25  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Sell  06/01/07 12:00  Sell#4  $1,573.50    ($37.50)  ($607.50)    ($125.00)  70.00%  (30.00%)  $5.00  $0.00
 313  Sell Short  06/01/07 12:30  Short  $1,575.75  $0.00  1  $77.50  0.11%  $87.50  87.50%    $5.00  $0.00
   Buy to Cover  06/01/07 12:30  Cover#3  $1,574.00    $87.50  ($530.00)    ($12.50)  100.00%  87.50%  $5.00  $0.00
 314  Sell Short  06/01/07 13:00  Short  $1,575.50  $0.00  1  $140.00  0.19%  $150.00  85.71%    $5.00  $0.00
   Buy to Cover  06/01/07 14:30  Cover  $1,572.50    $150.00  ($390.00)    ($25.00)  100.00%  85.71%  $5.00  $0.00
 315  Sell Short  06/01/07 15:00  Short  $1,575.25  $0.00  1  ($97.50)  (0.11%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/01/07 15:15  Cover#2  $1,577.00    ($87.50)  ($487.50)    ($87.50)  0.00%  (100.00%)  $5.00  $0.00
 316  Buy  06/04/07 09:00  Buy  $1,571.00  $0.00  1  $190.00  0.25%  $200.00  100.00%    $5.00  $0.00
   Sell  06/04/07 09:00  Sell#3  $1,575.00    $200.00  ($297.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 317  Sell Short  06/04/07 10:30  Short  $1,575.50  $0.00  1  ($22.50)  (0.02%)  $50.00  66.67%    $5.00  $0.00
   Buy to Cover  06/04/07 11:30  Cover#4  $1,575.75    ($12.50)  ($320.00)    ($25.00)  16.67%  (16.67%)  $5.00  $0.00
 318  Buy  06/04/07 12:30  Buy  $1,574.75  $0.00  1  ($22.50)  (0.02%)  $25.00  50.00%    $5.00  $0.00
   Sell  06/04/07 13:00  Sell#4  $1,574.50    ($12.50)  ($342.50)    ($25.00)  25.00%  (25.00%)  $5.00  $0.00
 319  Sell Short  06/04/07 13:30  Short  $1,576.75  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  06/04/07 13:30  Cover#3  $1,575.50    $62.50  ($290.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 320  Buy  06/04/07 14:00  Buy  $1,574.50  $0.00  1  $77.50  0.11%  $87.50  70.00%    $5.00  $0.00
   Sell  06/04/07 14:00  Sell#3  $1,576.25    $87.50  ($212.50)    ($37.50)  100.00%  70.00%  $5.00  $0.00
 321  Sell Short  06/04/07 14:30  Short  $1,576.50  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/04/07 15:00  Cover#4  $1,578.50    ($100.00)  ($322.50)    ($137.50)  27.27%  (72.73%)  $5.00  $0.00
 322  Sell Short  06/05/07 10:30  Short  $1,574.25  $0.00  1  $65.00  0.10%  $75.00  75.00%    $5.00  $0.00
   Buy to Cover  06/05/07 10:30  Cover#3  $1,572.75    $75.00  ($257.50)    ($25.00)  100.00%  75.00%  $5.00  $0.00
 323  Buy  06/05/07 11:00  Buy  $1,570.00  $0.00  1  ($110.00)  (0.13%)  $0.00  0.00%    $5.00  $0.00
   Sell  06/05/07 11:30  Sell#4  $1,568.00    ($100.00)  ($367.50)    ($112.50)  11.11%  (88.89%)  $5.00  $0.00
 324  Sell Short  06/05/07 13:00  Short  $1,569.00  $0.00  1  $227.50  0.30%  $237.50  65.52%    $5.00  $0.00
   Buy to Cover  06/06/07 09:00  Cover  $1,564.25    $237.50  ($140.00)    ($125.00)  100.00%  65.52%  $5.00  $0.00
 325  Sell Short  06/06/07 14:00  Short  $1,556.00  $0.00  1  ($135.00)  (0.16%)  $75.00  37.50%    $5.00  $0.00
   Buy to Cover  06/06/07 14:30  Cover#2  $1,558.50    ($125.00)  ($275.00)    ($125.00)  0.00%  (62.50%)  $5.00  $0.00
 326  Sell Short  06/06/07 15:00  Short  $1,557.50  $0.00  1  $202.50  0.27%  $212.50  73.91%    $5.00  $0.00
   Buy to Cover  06/06/07 15:15  Cover  $1,553.25    $212.50  ($72.50)    ($75.00)  100.00%  73.91%  $5.00  $0.00
 327  Sell Short  06/07/07 14:00  Short  $1,537.00  $0.00  1  $365.00  0.49%  $375.00  73.17%    $5.00  $0.00
   Buy to Cover  06/07/07 15:00  Cover  $1,529.50    $375.00  $292.50    ($137.50)  100.00%  73.17%  $5.00  $0.00
 328  Sell Short  06/08/07 09:30  Short  $1,532.75  $0.00  1  ($160.00)  (0.20%)  $325.00  68.42%    $5.00  $0.00
   Buy to Cover  06/08/07 13:00  Cover#2  $1,535.75    ($150.00)  $132.50    ($150.00)  0.00%  (31.58%)  $5.00  $0.00
 329  Sell Short  06/08/07 13:30  Short  $1,535.00  $0.00  1  ($135.00)  (0.16%)  $12.50  5.00%    $5.00  $0.00
   Buy to Cover  06/08/07 14:00  Cover#2  $1,537.50    ($125.00)  ($2.50)    ($237.50)  45.00%  (50.00%)  $5.00  $0.00
 330  Sell Short  06/08/07 14:30  Short  $1,539.00  $0.00  1  ($122.50)  (0.15%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/08/07 15:00  Cover#2  $1,541.25    ($112.50)  ($125.00)    ($150.00)  25.00%  (75.00%)  $5.00  $0.00
 331  Sell Short  06/08/07 15:15  Short  $1,543.75  $0.00  1  ($22.50)  (0.02%)  $200.00  88.89%    $5.00  $0.00
   Buy to Cover  06/11/07 09:00  Cover#2  $1,544.00    ($12.50)  ($147.50)    ($25.00)  5.56%  (5.56%)  $5.00  $0.00
 332  Sell Short  06/11/07 09:30  Short  $1,545.75  $0.00  1  $77.50  0.11%  $87.50  100.00%    $5.00  $0.00
   Buy to Cover  06/11/07 09:30  Cover#3  $1,544.00    $87.50  ($70.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 333  Sell Short  06/11/07 10:30  Short  $1,545.50  $0.00  1  $65.00  0.10%  $75.00  100.00%    $5.00  $0.00
   Buy to Cover  06/11/07 10:30  Cover#3  $1,544.00    $75.00  ($5.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 334  Buy  06/11/07 14:00  Buy  $1,549.00  $0.00  1  ($122.50)  (0.15%)  $100.00  47.06%    $5.00  $0.00
   Sell  06/11/07 15:00  Sell#2  $1,546.75    ($112.50)  ($127.50)    ($112.50)  0.00%  (52.94%)  $5.00  $0.00
 335  Buy  06/11/07 15:15  Buy  $1,546.00  $0.00  1  ($335.00)  (0.42%)  $62.50  16.13%    $5.00  $0.00
   Sell  06/12/07 09:00  Sell#2  $1,539.50    ($325.00)  ($462.50)    ($325.00)  0.00%  (83.87%)  $5.00  $0.00
 336  Sell Short  06/12/07 11:00  Short  $1,538.75  $0.00  1  ($135.00)  (0.16%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/12/07 11:30  Cover#2  $1,541.25    ($125.00)  ($597.50)    ($175.00)  28.57%  (71.43%)  $5.00  $0.00
 337  Sell Short  06/12/07 12:30  Short  $1,541.00  $0.00  1  ($122.50)  (0.15%)  $75.00  40.00%    $5.00  $0.00
   Buy to Cover  06/12/07 13:00  Cover#2  $1,543.25    ($112.50)  ($720.00)    ($112.50)  0.00%  (60.00%)  $5.00  $0.00
 338  Sell Short  06/12/07 13:30  Short  $1,545.50  $0.00  1  $440.00  0.58%  $450.00  76.60%    $5.00  $0.00
   Buy to Cover  06/12/07 14:00  Cover  $1,536.50    $450.00  ($280.00)    ($137.50)  100.00%  76.60%  $5.00  $0.00
 339  Sell Short  06/13/07 09:00  Short  $1,536.25  $0.00  1  ($135.00)  (0.16%)  $125.00  50.00%    $5.00  $0.00
   Buy to Cover  06/13/07 09:30  Cover#2  $1,538.75    ($125.00)  ($415.00)    ($125.00)  0.00%  (50.00%)  $5.00  $0.00
 340  Buy  06/13/07 11:30  Buy  $1,537.00  $0.00  1  ($47.50)  (0.05%)  $175.00  77.78%    $5.00  $0.00
   Sell  06/13/07 12:30  Sell#4  $1,536.25    ($37.50)  ($462.50)    ($50.00)  5.56%  (16.67%)  $5.00  $0.00
 341  Sell Short  06/13/07 13:30  Short  $1,539.00  $0.00  1  ($210.00)  (0.26%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/13/07 14:00  Cover#2  $1,543.00    ($200.00)  ($672.50)    ($312.50)  36.00%  (64.00%)  $5.00  $0.00
 342  Buy  06/14/07 11:00  Buy  $1,557.75  $0.00  1  $40.00  0.06%  $150.00  52.17%    $5.00  $0.00
   Sell  06/14/07 13:00  Sell#4  $1,558.75    $50.00  ($632.50)    ($137.50)  65.22%  17.39%  $5.00  $0.00
 343  Sell Short  06/14/07 14:00  Short  $1,560.50  $0.00  1  ($72.50)  (0.08%)  $50.00  44.44%    $5.00  $0.00
   Buy to Cover  06/14/07 14:30  Cover#2  $1,561.75    ($62.50)  ($705.00)    ($62.50)  0.00%  (55.56%)  $5.00  $0.00
 344  Buy  06/14/07 15:00  Buy  $1,558.50  $0.00  1  $40.00  0.06%  $50.00  80.00%    $5.00  $0.00
   Sell  06/14/07 15:15  Sell#4  $1,559.50    $50.00  ($665.00)    ($12.50)  100.00%  80.00%  $5.00  $0.00
 345  Sell Short  06/15/07 09:00  Short  $1,571.00  $0.00  1  ($10.00)  0.00%  $50.00  36.36%    $5.00  $0.00
   Buy to Cover  06/15/07 09:30  Cover#4  $1,571.00    $0.00  ($675.00)    ($87.50)  63.64%  0.00%  $5.00  $0.00
 346  Sell Short  06/15/07 10:00  Short  $1,572.00  $0.00  1  ($97.50)  (0.11%)  $12.50  7.14%    $5.00  $0.00
   Buy to Cover  06/15/07 10:30  Cover#4  $1,573.75    ($87.50)  ($772.50)    ($162.50)  42.86%  (50.00%)  $5.00  $0.00
 347  Buy  06/15/07 11:00  Buy  $1,570.75  $0.00  1  $77.50  0.11%  $87.50  87.50%    $5.00  $0.00
   Sell  06/15/07 11:00  Sell#3  $1,572.50    $87.50  ($695.00)    ($12.50)  100.00%  87.50%  $5.00  $0.00
 348  Sell Short  06/15/07 13:30  Short  $1,571.00  $0.00  1  $52.50  0.08%  $62.50  100.00%    $5.00  $0.00
   Buy to Cover  06/15/07 13:30  Cover#3  $1,569.75    $62.50  ($642.50)    $0.00  100.00%  100.00%  $5.00  $0.00
 349  Sell Short  06/15/07 14:00  Short  $1,571.00  $0.00  1  $152.50  0.21%  $162.50  72.22%    $5.00  $0.00
   Buy to Cover  06/18/07 09:30  Cover  $1,567.75    $162.50  ($490.00)    ($62.50)  100.00%  72.22%  $5.00  $0.00
 350  Buy  06/18/07 13:00  Buy  $1,567.75  $0.00  1  ($10.00)  0.00%  $100.00  72.73%    $5.00  $0.00
   Sell  06/18/07 13:30  Sell#4  $1,567.75    $0.00  ($500.00)    ($37.50)  27.27%  0.00%  $5.00  $0.00
 351  Sell Short  06/19/07 10:00  Short  $1,566.25  $0.00  1  ($122.50)  (0.14%)  $150.00  57.14%    $5.00  $0.00
   Buy to Cover  06/19/07 11:30  Cover#2  $1,568.50    ($112.50)  ($622.50)    ($112.50)  0.00%  (42.86%)  $5.00  $0.00
 352  Buy  06/19/07 13:00  Buy  $1,567.50  $0.00  1  ($10.00)  0.00%  $12.50  50.00%    $5.00  $0.00
   Sell  06/19/07 13:30  Sell#4  $1,567.50    $0.00  ($632.50)    ($12.50)  50.00%  0.00%  $5.00  $0.00
 353  Sell Short  06/19/07 14:30  Short  $1,568.50  $0.00  1  ($85.00)  (0.10%)  $12.50  14.29%    $5.00  $0.00
   Buy to Cover  06/19/07 15:00  Cover#2  $1,570.00    ($75.00)  ($717.50)    ($75.00)  0.00%  (85.71%)  $5.00  $0.00
 354  Buy  06/20/07 09:00  Buy  $1,567.50  $0.00  1  $90.00  0.13%  $100.00  80.00%    $5.00  $0.00
   Sell  06/20/07 09:00  Sell#3  $1,569.50    $100.00  ($627.50)    ($25.00)  100.00%  80.00%  $5.00  $0.00
 355  Sell Short  06/20/07 10:00  Short  $1,570.75  $0.00  1  $290.00  0.38%  $300.00  82.76%    $5.00  $0.00
   Buy to Cover  06/20/07 11:00  Cover  $1,564.75    $300.00  ($337.50)    ($62.50)  100.00%  82.76%  $5.00  $0.00
 356  Sell Short  06/21/07 09:30  Short  $1,551.25  $0.00  1  ($135.00)  (0.16%)  $250.00  62.50%    $5.00  $0.00
   Buy to Cover  06/21/07 10:30  Cover#2  $1,553.75    ($125.00)  ($472.50)    ($150.00)  6.25%  (31.25%)  $5.00  $0.00
 357  Sell Short  06/21/07 12:30  Short  $1,550.75  $0.00  1  ($197.50)  (0.24%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/21/07 13:00  Cover#2  $1,554.50    ($187.50)  ($670.00)    ($187.50)  0.00%  (100.00%)  $5.00  $0.00
 358  Sell Short  06/21/07 13:30  Short  $1,557.50  $0.00  1  $27.50  0.05%  $337.50  90.00%    $5.00  $0.00
   Buy to Cover  06/21/07 15:15  Cover#4  $1,556.75    $37.50  ($642.50)    ($37.50)  20.00%  10.00%  $5.00  $0.00
 359  Buy  06/22/07 09:00  Buy  $1,551.75  $0.00  1  ($35.00)  (0.03%)  $125.00  37.04%    $5.00  $0.00
   Sell  06/22/07 09:30  Sell#4  $1,551.25    ($25.00)  ($677.50)    ($212.50)  55.56%  (7.41%)  $5.00  $0.00
 360  Sell Short  06/22/07 11:00  Short  $1,550.75  $0.00  1  $102.50  0.15%  $112.50  90.00%    $5.00  $0.00
   Buy to Cover  06/22/07 11:00  Cover#3  $1,548.50    $112.50  ($575.00)    ($12.50)  100.00%  90.00%  $5.00  $0.00
 361  Sell Short  06/22/07 14:00  Short  $1,543.75  $0.00  1  $340.00  0.45%  $350.00  100.00%    $5.00  $0.00
   Buy to Cover  06/22/07 15:00  Cover  $1,536.75    $350.00  ($235.00)    $0.00  100.00%  100.00%  $5.00  $0.00
 362  Sell Short  06/22/07 15:15  Short  $1,542.50  $0.00  1  $215.00  0.29%  $225.00  94.74%    $5.00  $0.00
   Buy to Cover  06/22/07 15:15  Cover#3  $1,538.00    $225.00  ($20.00)    ($12.50)  100.00%  94.74%  $5.00  $0.00
 363  Sell Short  06/25/07 09:30  Short  $1,541.25  $0.00  1  ($235.00)  (0.29%)  $62.50  21.74%    $5.00  $0.00
   Buy to Cover  06/25/07 10:00  Cover#2  $1,545.75    ($225.00)  ($255.00)    ($225.00)  0.00%  (78.26%)  $5.00  $0.00
 364  Sell Short  06/25/07 10:30  Short  $1,545.75  $0.00  1  ($85.00)  (0.10%)  $12.50  9.09%    $5.00  $0.00
   Buy to Cover  06/25/07 11:00  Cover#2  $1,547.25    ($75.00)  ($340.00)    ($125.00)  36.36%  (54.55%)  $5.00  $0.00
 365  Sell Short  06/25/07 11:30  Short  $1,547.50  $0.00  1  $302.50  0.40%  $312.50  78.13%    $5.00  $0.00
   Buy to Cover  06/25/07 13:30  Cover  $1,541.25    $312.50  ($37.50)    ($87.50)  100.00%  78.13%  $5.00  $0.00
 366  Sell Short  06/26/07 09:00  Short  $1,538.00  $0.00  1  $2.50  0.02%  $137.50  73.33%    $5.00  $0.00
   Buy to Cover  06/26/07 09:30  Cover#2  $1,537.75    $12.50  ($35.00)    ($50.00)  33.33%  6.67%  $5.00  $0.00
 367  Sell Short  06/26/07 11:00  Short  $1,537.50  $0.00  1  ($85.00)  (0.10%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/26/07 11:30  Cover#4  $1,539.00    ($75.00)  ($120.00)    ($87.50)  14.29%  (85.71%)  $5.00  $0.00
 368  Sell Short  06/27/07 10:00  Short  $1,524.50  $0.00  1  ($185.00)  (0.23%)  $150.00  46.15%    $5.00  $0.00
   Buy to Cover  06/27/07 10:30  Cover#2  $1,528.00    ($175.00)  ($305.00)    ($175.00)  0.00%  (53.85%)  $5.00  $0.00
 369  Sell Short  06/27/07 11:00  Short  $1,527.00  $0.00  1  ($272.50)  (0.34%)  $175.00  40.00%    $5.00  $0.00
   Buy to Cover  06/27/07 13:30  Cover#2  $1,532.25    ($262.50)  ($577.50)    ($262.50)  0.00%  (60.00%)  $5.00  $0.00
 370  Buy  06/28/07 10:00  Buy  $1,538.75  $0.00  1  $190.00  0.26%  $200.00  94.12%    $5.00  $0.00
   Sell  06/28/07 11:00  Sell  $1,542.75    $200.00  ($387.50)    ($12.50)  100.00%  94.12%  $5.00  $0.00
 371  Sell Short  06/28/07 13:00  Short  $1,545.00  $0.00  1  $40.00  0.06%  $50.00  33.33%    $5.00  $0.00
   Buy to Cover  06/28/07 13:00  Cover#3  $1,544.00    $50.00  ($347.50)    ($100.00)  100.00%  33.33%  $5.00  $0.00
 372  Buy  06/28/07 13:30  Buy  $1,543.25  $0.00  1  $90.00  0.13%  $100.00  40.00%    $5.00  $0.00
   Sell  06/28/07 13:30  Sell#3  $1,545.25    $100.00  ($257.50)    ($150.00)  100.00%  40.00%  $5.00  $0.00
 373  Sell Short  06/28/07 14:00  Short  $1,547.00  $0.00  1  $65.00  0.10%  $75.00  75.00%    $5.00  $0.00
   Buy to Cover  06/28/07 14:00  Cover#3  $1,545.50    $75.00  ($192.50)    ($25.00)  100.00%  75.00%  $5.00  $0.00
 374  Buy  06/28/07 15:15  Buy  $1,539.00  $0.00  1  $102.50  0.15%  $112.50  69.23%    $5.00  $0.00
   Sell  06/28/07 15:15  Sell#3  $1,541.25    $112.50  ($90.00)    ($50.00)  100.00%  69.23%  $5.00  $0.00
 375  Sell Short  06/29/07 09:00  Short  $1,544.50  $0.00  1  ($172.50)  (0.21%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  06/29/07 09:30  Cover#4  $1,547.75    ($162.50)  ($262.50)    ($250.00)  35.00%  (65.00%)  $5.00  $0.00
 376  Buy  06/29/07 10:30  Buy  $1,544.75  $0.00  1  $52.50  0.08%  $150.00  66.67%    $5.00  $0.00
   Sell  06/29/07 11:00  Sell#4  $1,546.00    $62.50  ($210.00)    ($75.00)  61.11%  27.78%  $5.00  $0.00
 377  Sell Short  06/29/07 13:00  Short  $1,542.50  $0.00  1  $340.00  0.45%  $350.00  93.33%    $5.00  $0.00
   Buy to Cover  06/29/07 13:30  Cover  $1,535.50    $350.00  $130.00    ($25.00)  100.00%  93.33%  $5.00  $0.00
 378  Sell Short  07/02/07 09:00  Short  $1,543.00  $0.00  1  ($122.50)  (0.15%)  $50.00  23.53%    $5.00  $0.00
   Buy to Cover  07/02/07 09:30  Cover#2  $1,545.25    ($112.50)  $7.50    ($162.50)  23.53%  (52.94%)  $5.00  $0.00
 379  Buy  07/02/07 11:30  Buy  $1,546.25  $0.00  1  $152.50  0.21%  $162.50  65.00%    $5.00  $0.00
   Sell  07/02/07 13:00  Sell  $1,549.50    $162.50  $160.00    ($87.50)  100.00%  65.00%  $5.00  $0.00
 380  Buy  07/03/07 10:30  Buy  $1,555.50  $0.00  1  $15.00  0.03%  $162.50  72.22%    $5.00  $0.00
   Sell  07/05/07 09:30  Sell#4  $1,556.00    $25.00  $175.00    ($62.50)  38.89%  11.11%  $5.00  $0.00
 381  Buy  07/05/07 10:00  Buy  $1,556.00  $0.00  1  ($10.00)  0.00%  $0.00  0.00%    $5.00  $0.00
   Sell  07/05/07 10:30  Sell#4  $1,556.00    $0.00  $165.00    ($75.00)  100.00%  0.00%  $5.00  $0.00
 382  Sell Short  07/05/07 13:00  Short  $1,554.00  $0.00  1  ($110.00)  (0.13%)  $100.00  50.00%    $5.00  $0.00
   Buy to Cover  07/05/07 13:30  Cover#2  $1,556.00    ($100.00)  $55.00    ($100.00)  0.00%  (50.00%)  $5.00  $0.00
 383  Sell Short  07/05/07 14:00  Short  $1,555.75  $0.00  1  ($60.00)  (0.06%)  $25.00  25.00%    $5.00  $0.00
   Buy to Cover  07/05/07 14:30  Cover#4  $1,556.75    ($50.00)  ($5.00)    ($75.00)  25.00%  (50.00%)  $5.00  $0.00
 384  Buy  07/06/07 09:00  Buy  $1,555.50  $0.00  1  ($72.50)  (0.08%)  $0.00  0.00%    $5.00  $0.00
   Sell  07/06/07 09:30  Sell#4  $1,554.25    ($62.50)  ($77.50)    ($150.00)  58.33%  (41.67%)  $5.00  $0.00
 385  Sell Short  07/06/07 10:00  Short  $1,559.00  $0.00  1  $90.00  0.13%  $100.00  80.00%    $5.00  $0.00
   Buy to Cover  07/06/07 10:00  Cover#3  $1,557.00    $100.00  $12.50    ($25.00)  100.00%  80.00%  $5.00  $0.00
 386  Buy  07/06/07 11:30  Buy  $1,557.75  $0.00  1  $215.00  0.29%  $225.00  85.71%    $5.00  $0.00
   Sell  07/06/07 13:30  Sell  $1,562.25    $225.00  $227.50    ($37.50)  100.00%  85.71%  $5.00  $0.00
 387  Buy  07/09/07 10:00  Buy  $1,563.25  $0.00  1  ($185.00)  (0.22%)  $0.00  0.00%    $5.00  $0.00
   Sell  07/09/07 10:30  Sell#4  $1,559.75    ($175.00)  $42.50    ($200.00)  12.50%  (87.50%)  $5.00  $0.00
 388  Sell Short  07/09/07 12:00  Short  $1,563.25  $0.00  1  ($47.50)  (0.05%)  $0.00  0.00%    $5.00  $0.00
   Buy to Cover  07/09/07 12:30  Cover#4  $1,564.00    ($37.50)