Zen Trading System v1.71e Report...06/30/2010, 18:40 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 12/30/99, 0000, 06958.1400, ... , Short, +0000.0000, +000000.0000, +0000000.00 01/03/00, 0000, 06750.7600, Close, Long , +0207.3800, +000207.3800, +0001036.90 01/05/00, 0000, 06502.0700, Close, Short, -0248.6900, -000041.3100, -0000206.55 01/07/00, 0000, 06780.9600, Close, Long , -0278.8900, -000320.2000, -0001601.00 01/24/00, 0000, 06931.9900, Close, Short, +0151.0300, -000169.1700, -0000845.85 01/25/00, 0000, 06809.6400, Close, Long , +0122.3500, -000046.8200, -0000234.10 01/27/00, 0000, 07126.1300, Close, Short, +0316.4900, +000269.6700, +0001348.35 02/01/00, 0000, 07050.4600, Close, Long , +0075.6700, +000345.3400, +0001726.70 02/02/00, 0000, 07171.9500, Close, Short, +0121.4900, +000466.8300, +0002334.15 02/04/00, 0000, 07444.6100, Close, Long , -0272.6600, +000194.1700, +0000970.85 02/08/00, 0000, 07549.8800, Close, Short, +0105.2700, +000299.4400, +0001497.20 02/09/00, 0000, 07629.1100, Close, Long , -0079.2300, +000220.2100, +0001101.05 02/11/00, 0000, 07611.5500, Close, Short, -0017.5600, +000202.6500, +0001013.25 02/15/00, 0000, 07396.1300, Close, Long , +0215.4200, +000418.0700, +0002090.35 02/17/00, 0000, 07580.5300, Close, Short, +0184.4000, +000602.4700, +0003012.35 02/18/00, 0000, 07573.7800, Close, Long , +0006.7500, +000609.2200, +0003046.10 02/23/00, 0000, 07698.9700, Close, Short, +0125.1900, +000734.4100, +0003672.05 02/24/00, 0000, 07640.5300, Close, Long , +0058.4400, +000792.8500, +0003964.25 02/25/00, 0000, 07738.6800, Close, Short, +0098.1500, +000891.0000, +0004455.00 02/28/00, 0000, 07587.1300, Close, Long , +0151.5500, +001042.5500, +0005212.75 03/01/00, 0000, 07727.9300, Close, Short, +0140.8000, +001183.3500, +0005916.75 03/03/00, 0000, 07960.0300, Close, Long , -0232.1000, +000951.2500, +0004756.25 03/10/00, 0000, 07975.9500, Close, Short, +0015.9200, +000967.1700, +0004835.85 03/13/00, 0000, 07693.8500, Close, Long , +0282.1000, +001249.2700, +0006246.35 03/16/00, 0000, 07583.9600, Close, Short, -0109.8900, +001139.3800, +0005696.90 03/17/00, 0000, 07710.9200, Close, Long , -0126.9600, +001012.4200, +0005062.10 03/20/00, 0000, 07872.3800, Close, Short, +0161.4600, +001173.8800, +0005869.40 03/21/00, 0000, 07807.9300, Close, Long , +0064.4500, +001238.3300, +0006191.65 03/23/00, 0000, 07694.7800, Close, Short, -0113.1500, +001125.1800, +0005625.90 03/24/00, 0000, 07932.4200, Close, Long , -0237.6400, +000887.5400, +0004437.70 03/30/00, 0000, 07644.8900, Close, Short, -0287.5300, +000600.0100, +0003000.05 04/26/00, 0000, 07388.5500, Close, Long , +0256.3400, +000856.3500, +0004281.75 04/27/00, 0000, 07221.7400, Close, Short, -0166.8100, +000689.5400, +0003447.70 04/28/00, 0000, 07414.6800, Close, Long , -0192.9400, +000496.6000, +0002483.00 05/02/00, 0000, 07555.9200, Close, Short, +0141.2400, +000637.8400, +0003189.20 05/04/00, 0000, 07386.7100, Close, Long , +0169.2100, +000807.0500, +0004035.25 05/08/00, 0000, 07408.0900, Close, Short, +0021.3800, +000828.4300, +0004142.15 05/09/00, 0000, 07280.5400, Close, Long , +0127.5500, +000955.9800, +0004779.90 05/11/00, 0000, 07259.4800, Close, Short, -0021.0600, +000934.9200, +0004674.60 05/12/00, 0000, 07269.2800, Close, Long , -0009.8000, +000925.1200, +0004625.60 05/17/00, 0000, 07211.5100, Close, Short, -0057.7700, +000867.3500, +0004336.75 05/22/00, 0000, 06912.9600, Close, Long , +0298.5500, +001165.9000, +0005829.50 05/25/00, 0000, 06978.8700, Close, Short, +0065.9100, +001231.8100, +0006159.05 05/26/00, 0000, 06938.3300, Close, Long , +0040.5400, +001272.3500, +0006361.75 05/29/00, 0000, 07016.6600, Close, Short, +0078.3300, +001350.6800, +0006753.40 05/30/00, 0000, 07119.2600, Close, Long , -0102.6000, +001248.0800, +0006240.40 06/01/00, 0000, 07272.7600, Close, Short, +0153.5000, +001401.5800, +0007007.90 06/05/00, 0000, 07408.0200, Close, Long , -0135.2600, +001266.3200, +0006331.60 06/16/00, 0000, 07131.4000, Close, Short, -0276.6200, +000989.7000, +0004948.50 06/20/00, 0000, 07227.2700, Close, Long , -0095.8700, +000893.8300, +0004469.15 06/21/00, 0000, 07100.0900, Close, Short, -0127.1800, +000766.6500, +0003833.25 06/26/00, 0000, 07027.1900, Close, Long , +0072.9000, +000839.5500, +0004197.75 06/27/00, 0000, 07048.9600, Close, Short, +0021.7700, +000861.3200, +0004306.60 06/29/00, 0000, 06874.5400, Close, Long , +0174.4200, +001035.7400, +0005178.70 07/03/00, 0000, 06958.9600, Close, Short, +0084.4200, +001120.1600, +0005600.80 07/07/00, 0000, 07052.2200, Close, Long , -0093.2600, +001026.9000, +0005134.50 07/10/00, 0000, 07070.8200, Close, Short, +0018.6000, +001045.5000, +0005227.50 07/12/00, 0000, 07065.9700, Close, Long , +0004.8500, +001050.3500, +0005251.75 07/13/00, 0000, 07195.9900, Close, Short, +0130.0200, +001180.3700, +0005901.85 07/18/00, 0000, 07406.9100, Close, Long , -0210.9200, +000969.4500, +0004847.25 07/20/00, 0000, 07480.1400, Close, Short, +0073.2300, +001042.6800, +0005213.40 07/21/00, 0000, 07373.2600, Close, Long , +0106.8800, +001149.5600, +0005747.80 07/27/00, 0000, 07183.4400, Close, Short, -0189.8200, +000959.7400, +0004798.70 08/03/00, 0000, 07037.9100, Close, Long , +0145.5300, +001105.2700, +0005526.35 08/07/00, 0000, 07113.2200, Close, Short, +0075.3100, +001180.5800, +0005902.90 08/09/00, 0000, 07226.7100, Close, Long , -0113.4900, +001067.0900, +0005335.45 08/15/00, 0000, 07307.4300, Close, Short, +0080.7200, +001147.8100, +0005739.05 08/17/00, 0000, 07278.4300, Close, Long , +0029.0000, +001176.8100, +0005884.05 08/18/00, 0000, 07232.4200, Close, Short, -0046.0100, +001130.8000, +0005654.00 08/21/00, 0000, 07199.3400, Close, Long , +0033.0800, +001163.8800, +0005819.40 08/25/00, 0000, 07307.1700, Close, Short, +0107.8300, +001271.7100, +0006358.55 08/29/00, 0000, 07294.4000, Close, Long , +0012.7700, +001284.4800, +0006422.40 08/30/00, 0000, 07185.5600, Close, Short, -0108.8400, +001175.6400, +0005878.20 09/01/00, 0000, 07344.6700, Close, Long , -0159.1100, +001016.5300, +0005082.65 09/08/00, 0000, 07267.7700, Close, Short, -0076.9000, +000939.6300, +0004698.15 09/12/00, 0000, 07135.7500, Close, Long , +0132.0200, +001071.6500, +0005358.25 09/14/00, 0000, 07048.5000, Close, Short, -0087.2500, +000984.4000, +0004922.00 09/15/00, 0000, 06999.5400, Close, Long , +0048.9600, +001033.3600, +0005166.80 09/19/00, 0000, 06937.7400, Close, Short, -0061.8000, +000971.5600, +0004857.80 09/20/00, 0000, 06765.2300, Close, Long , +0172.5100, +001144.0700, +0005720.35 09/21/00, 0000, 06682.9200, Close, Short, -0082.3100, +001061.7600, +0005308.80 09/22/00, 0000, 06740.2500, Close, Long , -0057.3300, +001004.4300, +0005022.15 09/27/00, 0000, 06814.0600, Close, Short, +0073.8100, +001078.2400, +0005391.20 10/09/00, 0000, 06680.7800, Close, Long , +0133.2800, +001211.5200, +0006057.60 10/10/00, 0000, 06673.1500, Close, Short, -0007.6300, +001203.8900, +0006019.45 10/11/00, 0000, 06561.6300, Close, Long , +0111.5200, +001315.4100, +0006577.05 10/13/00, 0000, 06661.3000, Close, Short, +0099.6700, +001415.0800, +0007075.40 10/19/00, 0000, 06619.4300, Close, Long , +0041.8700, +001456.9500, +0007284.75 10/20/00, 0000, 06618.4300, Close, Short, -0001.0000, +001455.9500, +0007279.75 10/24/00, 0000, 06802.8100, Close, Long , -0184.3800, +001271.5700, +0006357.85 10/31/00, 0000, 07077.4400, Close, Short, +0274.6300, +001546.2000, +0007731.00 11/06/00, 0000, 07136.3000, Close, Long , -0058.8600, +001487.3400, +0007436.70 11/10/00, 0000, 06851.6900, Close, Short, -0284.6100, +001202.7300, +0006013.65 11/14/00, 0000, 06966.6500, Close, Long , -0114.9600, +001087.7700, +0005438.85 11/16/00, 0000, 06842.1100, Close, Short, -0124.5400, +000963.2300, +0004816.15 11/17/00, 0000, 06752.2900, Close, Long , +0089.8200, +001053.0500, +0005265.25 11/21/00, 0000, 06678.0700, Close, Short, -0074.2200, +000978.8300, +0004894.15 11/22/00, 0000, 06510.5400, Close, Long , +0167.5300, +001146.3600, +0005731.80 11/23/00, 0000, 06601.0000, Close, Short, +0090.4600, +001236.8200, +0006184.10 11/30/00, 0000, 06372.3300, Close, Long , +0228.6700, +001465.4900, +0007327.45 12/01/00, 0000, 06512.9100, Close, Short, +0140.5800, +001606.0700, +0008030.35 12/04/00, 0000, 06408.1000, Close, Long , +0104.8100, +001710.8800, +0008554.40 12/06/00, 0000, 06622.2500, Close, Short, +0214.1500, +001925.0300, +0009625.15 12/07/00, 0000, 06566.0800, Close, Long , +0056.1700, +001981.2000, +0009906.00 12/11/00, 0000, 06782.5200, Close, Short, +0216.4400, +002197.6400, +0010988.20 12/14/00, 0000, 06469.9500, Close, Long , +0312.5700, +002510.2100, +0012551.05 12/18/00, 0000, 06390.2500, Close, Short, -0079.7000, +002430.5100, +0012152.55 12/20/00, 0000, 06248.7600, Close, Long , +0141.4900, +002572.0000, +0012860.00 12/22/00, 0000, 06251.4000, Close, Short, +0002.6400, +002574.6400, +0012873.20 12/29/00, 0000, 06433.6100, Close, Long , -0182.2100, +002392.4300, +0011962.15 01/02/01, 0000, 06289.8200, Close, Short, -0143.7900, +002248.6400, +0011243.20 01/03/01, 0000, 06434.9600, Close, Long , -0145.1400, +002103.5000, +0010517.50 01/04/01, 0000, 06376.5400, Close, Short, -0058.4200, +002045.0800, +0010225.40 01/11/01, 0000, 06465.2100, Close, Long , -0088.6700, +001956.4100, +0009782.05 01/17/01, 0000, 06653.3800, Close, Short, +0188.1700, +002144.5800, +0010722.90 01/24/01, 0000, 06706.6700, Close, Long , -0053.2900, +002091.2900, +0010456.45 01/25/01, 0000, 06727.4900, Close, Short, +0020.8200, +002112.1100, +0010560.55 01/26/01, 0000, 06695.2000, Close, Long , +0032.2900, +002144.4000, +0010722.00 01/29/01, 0000, 06750.9600, Close, Short, +0055.7600, +002200.1600, +0011000.80 01/30/01, 0000, 06739.3000, Close, Long , +0011.6600, +002211.8200, +0011059.10 01/31/01, 0000, 06795.1400, Close, Short, +0055.8400, +002267.6600, +0011338.30 02/01/01, 0000, 06704.6800, Close, Long , +0090.4600, +002358.1200, +0011790.60 02/02/01, 0000, 06638.2000, Close, Short, -0066.4800, +002291.6400, +0011458.20 02/06/01, 0000, 06693.0300, Close, Long , -0054.8300, +002236.8100, +0011184.05 02/07/01, 0000, 06578.9600, Close, Short, -0114.0700, +002122.7400, +0010613.70 02/08/01, 0000, 06636.8100, Close, Long , -0057.8500, +002064.8900, +0010324.45 02/09/01, 0000, 06497.0700, Close, Short, -0139.7400, +001925.1500, +0009625.75 02/23/01, 0000, 06075.3400, Close, Long , +0421.7300, +002346.8800, +0011734.40 02/27/01, 0000, 06220.4800, Close, Short, +0145.1400, +002492.0200, +0012460.10 03/13/01, 0000, 05962.9300, Close, Long , +0257.5500, +002749.5700, +0013747.85 03/14/01, 0000, 05794.1200, Close, Short, -0168.8100, +002580.7600, +0012903.80 03/16/01, 0000, 05734.4900, Close, Long , +0059.6300, +002640.3900, +0013201.95 03/19/01, 0000, 05657.2900, Close, Short, -0077.2000, +002563.1900, +0012815.95 03/22/01, 0000, 05388.0200, Close, Long , +0269.2700, +002832.4600, +0014162.30 03/26/01, 0000, 05726.9700, Close, Short, +0338.9500, +003171.4100, +0015857.05 03/27/01, 0000, 05938.2100, Close, Long , -0211.2400, +002960.1700, +0014800.85 03/28/01, 0000, 05817.5200, Close, Short, -0120.6900, +002839.4800, +0014197.40 03/29/01, 0000, 05879.3000, Close, Long , -0061.7800, +002777.7000, +0013888.50 03/30/01, 0000, 05829.9500, Close, Short, -0049.3500, +002728.3500, +0013641.75 04/02/01, 0000, 05760.7600, Close, Long , +0069.1900, +002797.5400, +0013987.70 04/04/01, 0000, 05597.6600, Close, Short, -0163.1000, +002634.4400, +0013172.20 04/05/01, 0000, 05773.3400, Close, Long , -0175.6800, +002458.7600, +0012293.80 04/06/01, 0000, 05698.8800, Close, Short, -0074.4600, +002384.3000, +0011921.50 04/09/01, 0000, 05781.0100, Close, Long , -0082.1300, +002302.1700, +0011510.85 04/10/01, 0000, 05913.8400, Close, Short, +0132.8300, +002435.0000, +0012175.00 04/17/01, 0000, 05935.5800, Close, Long , -0021.7400, +002413.2600, +0012066.30 04/18/01, 0000, 06164.8800, Close, Short, +0229.3000, +002642.5600, +0013212.80 04/19/01, 0000, 06181.9100, Close, Long , -0017.0300, +002625.5300, +0013127.65 04/20/01, 0000, 06127.9700, Close, Short, -0053.9400, +002571.5900, +0012857.95 04/23/01, 0000, 06051.4800, Close, Long , +0076.4900, +002648.0800, +0013240.40 04/24/01, 0000, 06124.5700, Close, Short, +0073.0900, +002721.1700, +0013605.85 04/25/01, 0000, 06115.1900, Close, Long , +0009.3800, +002730.5500, +0013652.75 04/26/01, 0000, 06123.6600, Close, Short, +0008.4700, +002739.0200, +0013695.10 05/02/01, 0000, 06213.8400, Close, Long , -0090.1800, +002648.8400, +0013244.20 05/09/01, 0000, 06063.9400, Close, Short, -0149.9000, +002498.9400, +0012494.70 05/10/01, 0000, 06165.1800, Close, Long , -0101.2400, +002397.7000, +0011988.50 05/14/01, 0000, 06064.6800, Close, Short, -0100.5000, +002297.2000, +0011486.00 05/16/01, 0000, 06148.4400, Close, Long , -0083.7600, +002213.4400, +0011067.20 05/21/01, 0000, 06249.8700, Close, Short, +0101.4300, +002314.8700, +0011574.35 05/23/01, 0000, 06215.2500, Close, Long , +0034.6200, +002349.4900, +0011747.45 05/24/01, 0000, 06278.9000, Close, Short, +0063.6500, +002413.1400, +0012065.70 05/25/01, 0000, 06223.5700, Close, Long , +0055.3300, +002468.4700, +0012342.35 05/29/01, 0000, 06120.3300, Close, Short, -0103.2400, +002365.2300, +0011826.15 06/01/01, 0000, 06125.1700, Close, Long , -0004.8400, +002360.3900, +0011801.95 06/05/01, 0000, 06242.1300, Close, Short, +0116.9600, +002477.3500, +0012386.75 06/06/01, 0000, 06192.4400, Close, Long , +0049.6900, +002527.0400, +0012635.20 06/07/01, 0000, 06184.2500, Close, Short, -0008.1900, +002518.8500, +0012594.25 06/08/01, 0000, 06187.2100, Close, Long , -0002.9600, +002515.8900, +0012579.45 06/11/01, 0000, 06162.7400, Close, Short, -0024.4700, +002491.4200, +0012457.10 06/12/01, 0000, 06059.1500, Close, Long , +0103.5900, +002595.0100, +0012975.05 06/13/01, 0000, 06111.9400, Close, Short, +0052.7900, +002647.8000, +0013239.00 06/14/01, 0000, 06031.2700, Close, Long , +0080.6700, +002728.4700, +0013642.35 06/19/01, 0000, 05922.5300, Close, Short, -0108.7400, +002619.7300, +0013098.65 06/20/01, 0000, 05876.0400, Close, Long , +0046.4900, +002666.2200, +0013331.10 06/21/01, 0000, 05926.3800, Close, Short, +0050.3400, +002716.5600, +0013582.80 06/26/01, 0000, 05847.7900, Close, Long , +0078.5900, +002795.1500, +0013975.75 06/28/01, 0000, 05971.7700, Close, Short, +0123.9800, +002919.1300, +0014595.65 06/29/01, 0000, 06058.3800, Close, Long , -0086.6100, +002832.5200, +0014162.60 07/04/01, 0000, 06015.7200, Close, Short, -0042.6600, +002789.8600, +0013949.30 07/05/01, 0000, 05999.1900, Close, Long , +0016.5300, +002806.3900, +0014031.95 07/09/01, 0000, 05869.8600, Close, Short, -0129.3300, +002677.0600, +0013385.30 07/10/01, 0000, 05816.3200, Close, Long , +0053.5400, +002730.6000, +0013653.00 07/11/01, 0000, 05801.8000, Close, Short, -0014.5200, +002716.0800, +0013580.40 07/13/01, 0000, 05928.0100, Close, Long , -0126.2100, +002589.8700, +0012949.35 07/16/01, 0000, 05853.7600, Close, Short, -0074.2500, +002515.6200, +0012578.10 07/17/01, 0000, 05846.6600, Close, Long , +0007.1000, +002522.7200, +0012613.60 07/19/01, 0000, 05829.6900, Close, Short, -0016.9700, +002505.7500, +0012528.75 07/20/01, 0000, 05764.0600, Close, Long , +0065.6300, +002571.3800, +0012856.90 07/23/01, 0000, 05791.7300, Close, Short, +0027.6700, +002599.0500, +0012995.25 07/24/01, 0000, 05663.2600, Close, Long , +0128.4700, +002727.5200, +0013637.60 07/26/01, 0000, 05675.7600, Close, Short, +0012.5000, +002740.0200, +0013700.10 07/30/01, 0000, 05792.1900, Close, Long , -0116.4300, +002623.5900, +0013117.95 08/01/01, 0000, 05835.2300, Close, Short, +0043.0400, +002666.6300, +0013333.15 08/06/01, 0000, 05746.0400, Close, Long , +0089.1900, +002755.8200, +0013779.10 08/07/01, 0000, 05752.5100, Close, Short, +0006.4700, +002762.2900, +0013811.45 08/08/01, 0000, 05614.5100, Close, Long , +0138.0000, +002900.2900, +0014501.45 08/13/01, 0000, 05453.7700, Close, Short, -0160.7400, +002739.5500, +0013697.75 08/16/01, 0000, 05361.9200, Close, Long , +0091.8500, +002831.4000, +0014157.00 08/20/01, 0000, 05207.8300, Close, Short, -0154.0900, +002677.3100, +0013386.55 08/21/01, 0000, 05216.1100, Close, Long , -0008.2800, +002669.0300, +0013345.15 08/24/01, 0000, 05387.5000, Close, Short, +0171.3900, +002840.4200, +0014202.10 08/28/01, 0000, 05308.7800, Close, Long , +0078.7200, +002919.1400, +0014595.70 08/29/01, 0000, 05305.0000, Close, Short, -0003.7800, +002915.3600, +0014576.80 08/30/01, 0000, 05162.4000, Close, Long , +0142.6000, +003057.9600, +0015289.80 09/04/01, 0000, 05208.1000, Close, Short, +0045.7000, +003103.6600, +0015518.30 09/05/01, 0000, 05048.0800, Close, Long , +0160.0200, +003263.6800, +0016318.40 09/07/01, 0000, 04730.6700, Close, Short, -0317.4100, +002946.2700, +0014731.35 09/12/01, 0000, 04335.2000, Close, Long , +0395.4700, +003341.7400, +0016708.70 09/13/01, 0000, 04392.4000, Close, Short, +0057.2000, +003398.9400, +0016994.70 09/14/01, 0000, 04115.9800, Close, Long , +0276.4200, +003675.3600, +0018376.80 09/17/01, 0000, 04234.5500, Close, Short, +0118.5700, +003793.9300, +0018969.65 09/18/01, 0000, 04194.8500, Close, Long , +0039.7000, +003833.6300, +0019168.15 09/19/01, 0000, 04041.8000, Close, Short, -0153.0500, +003680.5800, +0018402.90 09/25/01, 0000, 04009.1200, Close, Long , +0032.6800, +003713.2600, +0018566.30 09/26/01, 0000, 04095.3200, Close, Short, +0086.2000, +003799.4600, +0018997.30 09/28/01, 0000, 04308.1500, Close, Long , -0212.8300, +003586.6300, +0017933.15 10/01/01, 0000, 04239.9700, Close, Short, -0068.1800, +003518.4500, +0017592.25 10/02/01, 0000, 04304.2000, Close, Long , -0064.2300, +003454.2200, +0017271.10 10/03/01, 0000, 04436.6600, Close, Short, +0132.4600, +003586.6800, +0017933.40 10/05/01, 0000, 04487.6900, Close, Long , -0051.0300, +003535.6500, +0017678.25 10/12/01, 0000, 04625.1300, Close, Short, +0137.4400, +003673.0900, +0018365.45 10/15/01, 0000, 04548.4800, Close, Long , +0076.6500, +003749.7400, +0018748.70 10/16/01, 0000, 04626.4800, Close, Short, +0078.0000, +003827.7400, +0019138.70 10/18/01, 0000, 04574.3700, Close, Long , +0052.1100, +003879.8500, +0019399.25 10/23/01, 0000, 04704.2200, Close, Short, +0129.8500, +004009.7000, +0020048.50 10/25/01, 0000, 04715.6000, Close, Long , -0011.3800, +003998.3200, +0019991.60 10/26/01, 0000, 04820.2600, Close, Short, +0104.6600, +004102.9800, +0020514.90 10/29/01, 0000, 04660.3500, Close, Long , +0159.9100, +004262.8900, +0021314.45 10/30/01, 0000, 04543.9800, Close, Short, -0116.3700, +004146.5200, +0020732.60 11/01/01, 0000, 04636.1300, Close, Long , -0092.1500, +004054.3700, +0020271.85 11/02/01, 0000, 04583.3100, Close, Short, -0052.8200, +004001.5500, +0020007.75 11/05/01, 0000, 04755.1100, Close, Long , -0171.8000, +003829.7500, +0019148.75 11/08/01, 0000, 04993.5700, Close, Short, +0238.4600, +004068.2100, +0020341.05 11/12/01, 0000, 04820.3700, Close, Long , +0173.2000, +004241.4100, +0021207.05 11/19/01, 0000, 05185.1000, Close, Short, +0364.7300, +004606.1400, +0023030.70 11/21/01, 0000, 05087.0300, Close, Long , +0098.0700, +004704.2100, +0023521.05 11/28/01, 0000, 04915.9500, Close, Short, -0171.0800, +004533.1300, +0022665.65 11/30/01, 0000, 04989.9100, Close, Long , -0073.9600, +004459.1700, +0022295.85 12/05/01, 0000, 05262.7500, Close, Short, +0272.8400, +004732.0100, +0023660.05 12/11/01, 0000, 05146.4500, Close, Long , +0116.3000, +004848.3100, +0024241.55 12/12/01, 0000, 05062.5600, Close, Short, -0083.8900, +004764.4200, +0023822.10 12/13/01, 0000, 04966.0500, Close, Long , +0096.5100, +004860.9300, +0024304.65 12/18/01, 0000, 05039.6400, Close, Short, +0073.5900, +004934.5200, +0024672.60 12/19/01, 0000, 04984.6900, Close, Long , +0054.9500, +004989.4700, +0024947.35 12/21/01, 0000, 05019.0100, Close, Short, +0034.3200, +005023.7900, +0025118.95 12/27/01, 0000, 05117.1300, Close, Long , -0098.1200, +004925.6700, +0024628.35 01/04/02, 0000, 05318.7300, Close, Short, +0201.6000, +005127.2700, +0025636.35 01/07/02, 0000, 05232.2200, Close, Long , +0086.5100, +005213.7800, +0026068.90 01/14/02, 0000, 05065.8400, Close, Short, -0166.3800, +005047.4000, +0025237.00 01/17/02, 0000, 05133.4000, Close, Long , -0067.5600, +004979.8400, +0024899.20 01/21/02, 0000, 05069.7400, Close, Short, -0063.6600, +004916.1800, +0024580.90 01/23/02, 0000, 05163.0300, Close, Long , -0093.2900, +004822.8900, +0024114.45 01/24/02, 0000, 05170.4400, Close, Short, +0007.4100, +004830.3000, +0024151.50 01/25/02, 0000, 05156.6300, Close, Long , +0013.8100, +004844.1100, +0024220.55 01/29/02, 0000, 05084.5200, Close, Short, -0072.1100, +004772.0000, +0023860.00 02/05/02, 0000, 04936.7500, Close, Long , +0147.7700, +004919.7700, +0024598.85 02/07/02, 0000, 04862.6200, Close, Short, -0074.1300, +004845.6400, +0024228.20 02/08/02, 0000, 04835.9500, Close, Long , +0026.6700, +004872.3100, +0024361.55 02/11/02, 0000, 04940.0000, Close, Short, +0104.0500, +004976.3600, +0024881.80 02/19/02, 0000, 04764.0500, Close, Long , +0175.9500, +005152.3100, +0025761.55 02/20/02, 0000, 04780.2400, Close, Short, +0016.1900, +005168.5000, +0025842.50 02/22/02, 0000, 04745.5800, Close, Long , +0034.6600, +005203.1600, +0026015.80 02/25/02, 0000, 04863.5400, Close, Short, +0117.9600, +005321.1200, +0026605.60 02/26/02, 0000, 04897.7500, Close, Long , -0034.2100, +005286.9100, +0026434.55 02/27/02, 0000, 04960.2200, Close, Short, +0062.4700, +005349.3800, +0026746.90 02/28/02, 0000, 05039.0800, Close, Long , -0078.8600, +005270.5200, +0026352.60 03/05/02, 0000, 05228.6700, Close, Short, +0189.5900, +005460.1100, +0027300.55 03/07/02, 0000, 05289.4300, Close, Long , -0060.7600, +005399.3500, +0026996.75 03/08/02, 0000, 05359.5500, Close, Short, +0070.1200, +005469.4700, +0027347.35 03/11/02, 0000, 05340.6700, Close, Long , +0018.8800, +005488.3500, +0027441.75 03/15/02, 0000, 05401.1100, Close, Short, +0060.4400, +005548.7900, +0027743.95 03/20/02, 0000, 05364.7000, Close, Long , +0036.4100, +005585.2000, +0027926.00 04/02/02, 0000, 05311.0800, Close, Short, -0053.6200, +005531.5800, +0027657.90 04/03/02, 0000, 05281.8400, Close, Long , +0029.2400, +005560.8200, +0027804.10 04/05/02, 0000, 05260.5300, Close, Short, -0021.3100, +005539.5100, +0027697.55 04/08/02, 0000, 05180.3300, Close, Long , +0080.2000, +005619.7100, +0028098.55 04/10/02, 0000, 05265.3600, Close, Short, +0085.0300, +005704.7400, +0028523.70 04/11/02, 0000, 05162.9600, Close, Long , +0102.4000, +005807.1400, +0029035.70 04/12/02, 0000, 05189.6500, Close, Short, +0026.6900, +005833.8300, +0029169.15 04/16/02, 0000, 05343.8800, Close, Long , -0154.2300, +005679.6000, +0028398.00 04/18/02, 0000, 05262.8800, Close, Short, -0081.0000, +005598.6000, +0027993.00 04/22/02, 0000, 05205.4800, Close, Long , +0057.4000, +005656.0000, +0028280.00 04/29/02, 0000, 05008.0400, Close, Short, -0197.4400, +005458.5600, +0027292.80 05/03/02, 0000, 04882.7700, Close, Long , +0125.2700, +005583.8300, +0027919.15 05/06/02, 0000, 04880.6700, Close, Short, -0002.1000, +005581.7300, +0027908.65 05/07/02, 0000, 04872.4100, Close, Long , +0008.2600, +005589.9900, +0027949.95 05/08/02, 0000, 05028.5900, Close, Short, +0156.1800, +005746.1700, +0028730.85 05/10/02, 0000, 04871.7000, Close, Long , +0156.8900, +005903.0600, +0029515.30 05/13/02, 0000, 04975.4800, Close, Short, +0103.7800, +006006.8400, +0030034.20 05/14/02, 0000, 05049.0800, Close, Long , -0073.6000, +005933.2400, +0029666.20 05/17/02, 0000, 05036.4100, Close, Short, -0012.6700, +005920.5700, +0029602.85 05/21/02, 0000, 04984.6100, Close, Long , +0051.8000, +005972.3700, +0029861.85 05/22/02, 0000, 04919.5000, Close, Short, -0065.1100, +005907.2600, +0029536.30 05/23/02, 0000, 04879.5000, Close, Long , +0040.0000, +005947.2600, +0029736.30 05/24/02, 0000, 04899.1300, Close, Short, +0019.6300, +005966.8900, +0029834.45 05/27/02, 0000, 04961.5400, Close, Long , -0062.4100, +005904.4800, +0029522.40 05/28/02, 0000, 04918.5800, Close, Short, -0042.9600, +005861.5200, +0029307.60 05/30/02, 0000, 04761.9600, Close, Long , +0156.6200, +006018.1400, +0030090.70 06/05/02, 0000, 04624.3100, Close, Short, -0137.6500, +005880.4900, +0029402.45 06/12/02, 0000, 04510.1900, Close, Long , +0114.1200, +005994.6100, +0029973.05 06/17/02, 0000, 04475.1000, Close, Short, -0035.0900, +005959.5200, +0029797.60 06/19/02, 0000, 04354.8200, Close, Long , +0120.2800, +006079.8000, +0030399.00 06/21/02, 0000, 04232.4000, Close, Short, -0122.4200, +005957.3800, +0029786.90 06/26/02, 0000, 04099.0500, Close, Long , +0133.3500, +006090.7300, +0030453.65 06/27/02, 0000, 04259.4300, Close, Short, +0160.3800, +006251.1100, +0031255.55 06/28/02, 0000, 04382.5600, Close, Long , -0123.1300, +006127.9800, +0030639.90 07/01/02, 0000, 04366.8100, Close, Short, -0015.7500, +006112.2300, +0030561.15 07/02/02, 0000, 04195.9500, Close, Long , +0170.8600, +006283.0900, +0031415.45 07/04/02, 0000, 04258.6200, Close, Short, +0062.6700, +006345.7600, +0031728.80 07/05/02, 0000, 04483.0300, Close, Long , -0224.4100, +006121.3500, +0030606.75 07/10/02, 0000, 04190.2200, Close, Short, -0292.8100, +005828.5400, +0029142.70 07/24/02, 0000, 03632.6600, Close, Long , +0557.5600, +006386.1000, +0031930.50 07/30/02, 0000, 03878.9400, Close, Short, +0246.2800, +006632.3800, +0033161.90 08/07/02, 0000, 03465.5400, Close, Long , +0413.4000, +007045.7800, +0035228.90 08/09/02, 0000, 03760.8600, Close, Short, +0295.3200, +007341.1000, +0036705.50 08/16/02, 0000, 03684.6900, Close, Long , +0076.1700, +007417.2700, +0037086.35 08/19/02, 0000, 03837.6700, Close, Short, +0152.9800, +007570.2500, +0037851.25 08/20/02, 0000, 03768.5100, Close, Long , +0069.1600, +007639.4100, +0038197.05 08/21/02, 0000, 03868.1700, Close, Short, +0099.6600, +007739.0700, +0038695.35 08/23/02, 0000, 03828.2600, Close, Long , +0039.9100, +007778.9800, +0038894.90 08/27/02, 0000, 03851.3400, Close, Short, +0023.0800, +007802.0600, +0039010.30 09/03/02, 0000, 03398.9900, Close, Long , +0452.3500, +008254.4100, +0041272.05 09/06/02, 0000, 03485.6800, Close, Short, +0086.6900, +008341.1000, +0041705.50 09/09/02, 0000, 03429.2200, Close, Long , +0056.4600, +008397.5600, +0041987.80 09/10/02, 0000, 03494.6900, Close, Short, +0065.4700, +008463.0300, +0042315.15 09/11/02, 0000, 03584.6900, Close, Long , -0090.0000, +008373.0300, +0041865.15 09/12/02, 0000, 03421.8700, Close, Short, -0162.8200, +008210.2100, +0041051.05 09/18/02, 0000, 03124.9200, Close, Long , +0296.9500, +008507.1600, +0042535.80 09/19/02, 0000, 03007.4700, Close, Short, -0117.4500, +008389.7100, +0041948.55 09/23/02, 0000, 02914.2500, Close, Long , +0093.2200, +008482.9300, +0042414.65 09/24/02, 0000, 02873.2100, Close, Short, -0041.0400, +008441.8900, +0042209.45 09/30/02, 0000, 02769.0300, Close, Long , +0104.1800, +008546.0700, +0042730.35 10/02/02, 0000, 02926.7400, Close, Short, +0157.7100, +008703.7800, +0043518.90 10/07/02, 0000, 02667.3900, Close, Long , +0259.3500, +008963.1300, +0044815.65 10/08/02, 0000, 02622.0900, Close, Short, -0045.3000, +008917.8300, +0044589.15 10/10/02, 0000, 02733.1900, Close, Long , -0111.1000, +008806.7300, +0044033.65 10/14/02, 0000, 02850.1100, Close, Short, +0116.9200, +008923.6500, +0044618.25 10/15/02, 0000, 03048.2700, Close, Long , -0198.1600, +008725.4900, +0043627.45 10/23/02, 0000, 03015.4200, Close, Short, -0032.8500, +008692.6400, +0043463.20 10/24/02, 0000, 03090.0100, Close, Long , -0074.5900, +008618.0500, +0043090.25 10/28/02, 0000, 03198.9600, Close, Short, +0108.9500, +008727.0000, +0043635.00 10/30/02, 0000, 03113.5900, Close, Long , +0085.3700, +008812.3700, +0044061.85 11/04/02, 0000, 03327.9400, Close, Short, +0214.3500, +009026.7200, +0045133.60 11/08/02, 0000, 03079.1000, Close, Long , +0248.8400, +009275.5600, +0046377.80 11/12/02, 0000, 03115.8800, Close, Short, +0036.7800, +009312.3400, +0046561.70 11/13/02, 0000, 03066.4200, Close, Long , +0049.4600, +009361.8000, +0046809.00 11/26/02, 0000, 03191.6300, Close, Short, +0125.2100, +009487.0100, +0047435.05 11/27/02, 0000, 03346.1400, Close, Long , -0154.5100, +009332.5000, +0046662.50 12/05/02, 0000, 03224.7400, Close, Short, -0121.4000, +009211.1000, +0046055.50 12/09/02, 0000, 03065.5700, Close, Long , +0159.1700, +009370.2700, +0046851.35 12/10/02, 0000, 03167.9900, Close, Short, +0102.4200, +009472.6900, +0047363.45 12/12/02, 0000, 03111.8800, Close, Long , +0056.1100, +009528.8000, +0047644.00 12/17/02, 0000, 03139.9700, Close, Short, +0028.0900, +009556.8900, +0047784.45 12/18/02, 0000, 03022.6900, Close, Long , +0117.2800, +009674.1700, +0048370.85 12/20/02, 0000, 03024.2200, Close, Short, +0001.5300, +009675.7000, +0048378.50 12/23/02, 0000, 03000.8400, Close, Long , +0023.3800, +009699.0800, +0048495.40 12/30/02, 0000, 02892.6300, Close, Short, -0108.2100, +009590.8700, +0047954.35 01/02/03, 0000, 03105.0400, Close, Long , -0212.4100, +009378.4600, +0046892.30 01/08/03, 0000, 02993.0000, Close, Short, -0112.0400, +009266.4200, +0046332.10 01/13/03, 0000, 03060.6500, Close, Long , -0067.6500, +009198.7700, +0045993.85 01/14/03, 0000, 03098.7200, Close, Short, +0038.0700, +009236.8400, +0046184.20 01/17/03, 0000, 02918.8200, Close, Long , +0179.9000, +009416.7400, +0047083.70 01/21/03, 0000, 02870.5700, Close, Short, -0048.2500, +009368.4900, +0046842.45 01/23/03, 0000, 02811.2200, Close, Long , +0059.3500, +009427.8400, +0047139.20 01/24/03, 0000, 02717.8200, Close, Short, -0093.4000, +009334.4400, +0046672.20 01/31/03, 0000, 02747.8300, Close, Long , -0030.0100, +009304.4300, +0046522.15 02/03/03, 0000, 02751.9900, Close, Short, +0004.1600, +009308.5900, +0046542.95 02/04/03, 0000, 02632.9800, Close, Long , +0119.0100, +009427.6000, +0047138.00 02/05/03, 0000, 02725.8800, Close, Short, +0092.9000, +009520.5000, +0047602.50 02/06/03, 0000, 02649.0000, Close, Long , +0076.8800, +009597.3800, +0047986.90 02/10/03, 0000, 02586.0900, Close, Short, -0062.9100, +009534.4700, +0047672.35 02/14/03, 0000, 02674.4600, Close, Long , -0088.3700, +009446.1000, +0047230.50 02/17/03, 0000, 02708.9700, Close, Short, +0034.5100, +009480.6100, +0047403.05 02/25/03, 0000, 02485.5000, Close, Long , +0223.4700, +009704.0800, +0048520.40 02/27/03, 0000, 02513.2200, Close, Short, +0027.7200, +009731.8000, +0048659.00 03/10/03, 0000, 02329.0400, Close, Long , +0184.1800, +009915.9800, +0049579.90 03/11/03, 0000, 02305.3000, Close, Short, -0023.7400, +009892.2400, +0049461.20 03/12/03, 0000, 02202.9600, Close, Long , +0102.3400, +009994.5800, +0049972.90 03/13/03, 0000, 02354.3100, Close, Short, +0151.3500, +010145.9300, +0050729.65 03/17/03, 0000, 02487.1200, Close, Long , -0132.8100, +010013.1200, +0050065.60 03/20/03, 0000, 02604.8500, Close, Short, +0117.7300, +010130.8500, +0050654.25 03/24/03, 0000, 02548.3700, Close, Long , +0056.4800, +010187.3300, +0050936.65 03/25/03, 0000, 02636.1000, Close, Short, +0087.7300, +010275.0600, +0051375.30 03/26/03, 0000, 02579.3300, Close, Long , +0056.7700, +010331.8300, +0051659.15 03/28/03, 0000, 02520.8400, Close, Short, -0058.4900, +010273.3400, +0051366.70 03/31/03, 0000, 02423.8700, Close, Long , +0096.9700, +010370.3100, +0051851.55 04/07/03, 0000, 02808.9400, Close, Short, +0385.0700, +010755.3800, +0053776.90 04/09/03, 0000, 02734.1000, Close, Long , +0074.8400, +010830.2200, +0054151.10 04/23/03, 0000, 02974.4000, Close, Short, +0240.3000, +011070.5200, +0055352.60 04/24/03, 0000, 02891.6200, Close, Long , +0082.7800, +011153.3000, +0055766.50 05/08/03, 0000, 02886.0800, Close, Short, -0005.5400, +011147.7600, +0055738.80 05/09/03, 0000, 02956.5900, Close, Long , -0070.5100, +011077.2500, +0055386.25 05/16/03, 0000, 02989.0800, Close, Short, +0032.4900, +011109.7400, +0055548.70 05/28/03, 0000, 02919.5400, Close, Long , +0069.5400, +011179.2800, +0055896.40 05/30/03, 0000, 02982.6800, Close, Short, +0063.1400, +011242.4200, +0056212.10 06/03/03, 0000, 03026.8200, Close, Long , -0044.1400, +011198.2800, +0055991.40 06/04/03, 0000, 03080.0200, Close, Short, +0053.2000, +011251.4800, +0056257.40 06/05/03, 0000, 03039.7600, Close, Long , +0040.2600, +011291.7400, +0056458.70 06/06/03, 0000, 03127.4600, Close, Short, +0087.7000, +011379.4400, +0056897.20 06/09/03, 0000, 03094.7600, Close, Long , +0032.7000, +011412.1400, +0057060.70 06/10/03, 0000, 03140.3400, Close, Short, +0045.5800, +011457.7200, +0057288.60 06/13/03, 0000, 03168.7100, Close, Long , -0028.3700, +011429.3500, +0057146.75 06/16/03, 0000, 03264.5000, Close, Short, +0095.7900, +011525.1400, +0057625.70 06/19/03, 0000, 03247.1100, Close, Long , +0017.3900, +011542.5300, +0057712.65 07/01/03, 0000, 03146.5500, Close, Short, -0100.5600, +011441.9700, +0057209.85 07/02/03, 0000, 03241.0400, Close, Long , -0094.4900, +011347.4800, +0056737.40 07/07/03, 0000, 03332.8700, Close, Short, +0091.8300, +011439.3100, +0057196.55 07/10/03, 0000, 03269.8400, Close, Long , +0063.0300, +011502.3400, +0057511.70 07/14/03, 0000, 03396.0700, Close, Short, +0126.2300, +011628.5700, +0058142.85 07/17/03, 0000, 03330.6800, Close, Long , +0065.3900, +011693.9600, +0058469.80 07/21/03, 0000, 03287.0000, Close, Short, -0043.6800, +011650.2800, +0058251.40 07/22/03, 0000, 03318.1500, Close, Long , -0031.1500, +011619.1300, +0058095.65 07/24/03, 0000, 03374.8200, Close, Short, +0056.6700, +011675.8000, +0058379.00 07/29/03, 0000, 03428.1200, Close, Long , -0053.3000, +011622.5000, +0058112.50 08/06/03, 0000, 03375.6600, Close, Short, -0052.4600, +011570.0400, +0057850.20 08/07/03, 0000, 03331.8900, Close, Long , +0043.7700, +011613.8100, +0058069.05 08/14/03, 0000, 03452.7000, Close, Short, +0120.8100, +011734.6200, +0058673.10 08/19/03, 0000, 03504.5300, Close, Long , -0051.8300, +011682.7900, +0058413.95 08/21/03, 0000, 03565.4700, Close, Short, +0060.9400, +011743.7300, +0058718.65 08/22/03, 0000, 03549.0500, Close, Long , +0016.4200, +011760.1500, +0058800.75 08/26/03, 0000, 03455.4800, Close, Short, -0093.5700, +011666.5800, +0058332.90 08/27/03, 0000, 03483.0800, Close, Long , -0027.6000, +011638.9800, +0058194.90 09/01/03, 0000, 03571.2200, Close, Short, +0088.1400, +011727.1200, +0058635.60 09/05/03, 0000, 03607.7100, Close, Long , -0036.4900, +011690.6300, +0058453.15 09/08/03, 0000, 03641.5300, Close, Short, +0033.8200, +011724.4500, +0058622.25 09/09/03, 0000, 03594.4000, Close, Long , +0047.1300, +011771.5800, +0058857.90 09/10/03, 0000, 03536.8700, Close, Short, -0057.5300, +011714.0500, +0058570.25 09/11/03, 0000, 03566.8500, Close, Long , -0029.9800, +011684.0700, +0058420.35 09/12/03, 0000, 03508.0600, Close, Short, -0058.7900, +011625.2800, +0058126.40 09/16/03, 0000, 03564.7500, Close, Long , -0056.6900, +011568.5900, +0057842.95 09/18/03, 0000, 03612.0200, Close, Short, +0047.2700, +011615.8600, +0058079.30 09/19/03, 0000, 03578.7000, Close, Long , +0033.3200, +011649.1800, +0058245.90 09/22/03, 0000, 03456.2700, Close, Short, -0122.4300, +011526.7500, +0057633.75 09/25/03, 0000, 03326.2700, Close, Long , +0130.0000, +011656.7500, +0058283.75 10/01/03, 0000, 03329.8300, Close, Short, +0003.5600, +011660.3100, +0058301.55 10/02/03, 0000, 03276.6400, Close, Long , +0053.1900, +011713.5000, +0058567.50 10/06/03, 0000, 03404.9100, Close, Short, +0128.2700, +011841.7700, +0059208.85 10/07/03, 0000, 03355.7800, Close, Long , +0049.1300, +011890.9000, +0059454.50 10/08/03, 0000, 03395.3300, Close, Short, +0039.5500, +011930.4500, +0059652.25 10/09/03, 0000, 03481.9000, Close, Long , -0086.5700, +011843.8800, +0059219.40 10/24/03, 0000, 03452.6400, Close, Short, -0029.2600, +011814.6200, +0059073.10 10/27/03, 0000, 03517.1000, Close, Long , -0064.4600, +011750.1600, +0058750.80 10/28/03, 0000, 03586.9300, Close, Short, +0069.8300, +011819.9900, +0059099.95 10/30/03, 0000, 03639.6600, Close, Long , -0052.7300, +011767.2600, +0058836.30 11/04/03, 0000, 03741.7100, Close, Short, +0102.0500, +011869.3100, +0059346.55 11/05/03, 0000, 03717.7000, Close, Long , +0024.0100, +011893.3200, +0059466.60 11/07/03, 0000, 03782.5600, Close, Short, +0064.8600, +011958.1800, +0059790.90 11/10/03, 0000, 03746.2400, Close, Long , +0036.3200, +011994.5000, +0059972.50 11/14/03, 0000, 03797.4000, Close, Short, +0051.1600, +012045.6600, +0060228.30 11/20/03, 0000, 03638.0400, Close, Long , +0159.3600, +012205.0200, +0061025.10 12/04/03, 0000, 03874.7800, Close, Short, +0236.7400, +012441.7600, +0062208.80 12/08/03, 0000, 03806.5400, Close, Long , +0068.2400, +012510.0000, +0062550.00 01/06/04, 0000, 04035.4400, Close, Short, +0228.9000, +012738.9000, +0063694.50 01/07/04, 0000, 04004.4000, Close, Long , +0031.0400, +012769.9400, +0063849.70 01/09/04, 0000, 04016.1800, Close, Short, +0011.7800, +012781.7200, +0063908.60 01/12/04, 0000, 03995.9100, Close, Long , +0020.2700, +012801.9900, +0064009.95 01/16/04, 0000, 04111.6400, Close, Short, +0115.7300, +012917.7200, +0064588.60 01/20/04, 0000, 04106.4100, Close, Long , +0005.2300, +012922.9500, +0064614.75 01/21/04, 0000, 04138.0400, Close, Short, +0031.6300, +012954.5800, +0064772.90 01/22/04, 0000, 04139.8600, Close, Long , -0001.8200, +012952.7600, +0064763.80 01/23/04, 0000, 04151.8300, Close, Short, +0011.9700, +012964.7300, +0064823.65 01/26/04, 0000, 04128.6800, Close, Long , +0023.1500, +012987.8800, +0064939.40 01/30/04, 0000, 04058.6000, Close, Short, -0070.0800, +012917.8000, +0064589.00 02/09/04, 0000, 04098.9700, Close, Long , -0040.3700, +012877.4300, +0064387.15 02/13/04, 0000, 04057.0500, Close, Short, -0041.9200, +012835.5100, +0064177.55 02/17/04, 0000, 04095.8600, Close, Long , -0038.8100, +012796.7000, +0063983.50 02/19/04, 0000, 04141.5300, Close, Short, +0045.6700, +012842.3700, +0064211.85 02/24/04, 0000, 03991.4200, Close, Long , +0150.1100, +012992.4800, +0064962.40 02/27/04, 0000, 04018.1600, Close, Short, +0026.7400, +013019.2200, +0065096.10 03/01/04, 0000, 04054.4300, Close, Long , -0036.2700, +012982.9500, +0064914.75 03/02/04, 0000, 04100.3400, Close, Short, +0045.9100, +013028.8600, +0065144.30 03/03/04, 0000, 04071.7000, Close, Long , +0028.6400, +013057.5000, +0065287.50 03/04/04, 0000, 04133.7800, Close, Short, +0062.0800, +013119.5800, +0065597.90 03/10/04, 0000, 04044.7000, Close, Long , +0089.0800, +013208.6600, +0066043.30 03/12/04, 0000, 03915.3800, Close, Short, -0129.3200, +013079.3400, +0065396.70 03/15/04, 0000, 03810.7600, Close, Long , +0104.6200, +013183.9600, +0065919.80 03/16/04, 0000, 03822.3700, Close, Short, +0011.6100, +013195.5700, +0065977.85 03/22/04, 0000, 03729.2300, Close, Long , +0093.1400, +013288.7100, +0066443.55 03/23/04, 0000, 03728.8200, Close, Short, -0000.4100, +013288.3000, +0066441.50 03/29/04, 0000, 03881.2500, Close, Long , -0152.4300, +013135.8700, +0065679.35 03/30/04, 0000, 03874.0400, Close, Short, -0007.2100, +013128.6600, +0065643.30 03/31/04, 0000, 03856.7000, Close, Long , +0017.3400, +013146.0000, +0065730.00 04/02/04, 0000, 04007.6000, Close, Short, +0150.9000, +013296.9000, +0066484.50 04/06/04, 0000, 04022.8100, Close, Long , -0015.2100, +013281.6900, +0066408.45 04/13/04, 0000, 04071.4200, Close, Short, +0048.6100, +013330.3000, +0066651.50 04/14/04, 0000, 04012.7700, Close, Long , +0058.6500, +013388.9500, +0066944.75 04/16/04, 0000, 04033.9800, Close, Short, +0021.2100, +013410.1600, +0067050.80 04/19/04, 0000, 04025.0700, Close, Long , +0008.9100, +013419.0700, +0067095.35 04/20/04, 0000, 04061.1300, Close, Short, +0036.0600, +013455.1300, +0067275.65 04/21/04, 0000, 04026.1500, Close, Long , +0034.9800, +013490.1100, +0067450.55 04/23/04, 0000, 04103.6200, Close, Short, +0077.4700, +013567.5800, +0067837.90 04/27/04, 0000, 04134.1000, Close, Long , -0030.4800, +013537.1000, +0067685.50 04/29/04, 0000, 04008.9100, Close, Short, -0125.1900, +013411.9100, +0067059.55 05/05/04, 0000, 04022.1000, Close, Long , -0013.1900, +013398.7200, +0066993.60 05/06/04, 0000, 03909.4600, Close, Short, -0112.6400, +013286.0800, +0066430.40 05/27/04, 0000, 03913.3300, Close, Long , -0003.8700, +013282.2100, +0066411.05 06/01/04, 0000, 03864.1800, Close, Short, -0049.1500, +013233.0600, +0066165.30 06/02/04, 0000, 03888.3100, Close, Long , -0024.1300, +013208.9300, +0066044.65 06/03/04, 0000, 03917.0800, Close, Short, +0028.7700, +013237.7000, +0066188.50 06/08/04, 0000, 04018.9500, Close, Long , -0101.8700, +013135.8300, +0065679.15 06/22/04, 0000, 03928.3900, Close, Short, -0090.5600, +013045.2700, +0065226.35 06/24/04, 0000, 04007.0500, Close, Long , -0078.6600, +012966.6100, +0064833.05 06/30/04, 0000, 04052.7300, Close, Short, +0045.6800, +013012.2900, +0065061.45 07/06/04, 0000, 03944.8800, Close, Long , +0107.8500, +013120.1400, +0065600.70 07/08/04, 0000, 03934.4800, Close, Short, -0010.4000, +013109.7400, +0065548.70 07/09/04, 0000, 03924.4900, Close, Long , +0009.9900, +013119.7300, +0065598.65 07/13/04, 0000, 03903.8800, Close, Short, -0020.6100, +013099.1200, +0065495.60 07/15/04, 0000, 03847.1900, Close, Long , +0056.6900, +013155.8100, +0065779.05 07/16/04, 0000, 03845.9300, Close, Short, -0001.2600, +013154.5500, +0065772.75 07/19/04, 0000, 03812.6300, Close, Long , +0033.3000, +013187.8500, +0065939.25 07/20/04, 0000, 03837.6000, Close, Short, +0024.9700, +013212.8200, +0066064.10 07/22/04, 0000, 03801.0500, Close, Long , +0036.5500, +013249.3700, +0066246.85 07/23/04, 0000, 03797.3300, Close, Short, -0003.7200, +013245.6500, +0066228.25 07/26/04, 0000, 03752.5900, Close, Long , +0044.7400, +013290.3900, +0066451.95 07/27/04, 0000, 03814.0800, Close, Short, +0061.4900, +013351.8800, +0066759.40 07/29/04, 0000, 03889.6800, Close, Long , -0075.6000, +013276.2800, +0066381.40 08/02/04, 0000, 03862.7100, Close, Short, -0026.9700, +013249.3100, +0066246.55 08/03/04, 0000, 03877.3200, Close, Long , -0014.6100, +013234.7000, +0066173.50 08/04/04, 0000, 03823.7400, Close, Short, -0053.5800, +013181.1200, +0065905.60 08/06/04, 0000, 03727.7400, Close, Long , +0096.0000, +013277.1200, +0066385.60 08/10/04, 0000, 03720.6400, Close, Short, -0007.1000, +013270.0200, +0066350.10 08/11/04, 0000, 03678.9100, Close, Long , +0041.7300, +013311.7500, +0066558.75 08/18/04, 0000, 03726.5000, Close, Short, +0047.5900, +013359.3400, +0066796.70 08/23/04, 0000, 03772.1400, Close, Long , -0045.6400, +013313.7000, +0066568.50 08/24/04, 0000, 03771.0000, Close, Short, -0001.1400, +013312.5600, +0066562.80 08/30/04, 0000, 03838.8500, Close, Long , -0067.8500, +013244.7100, +0066223.55 09/03/04, 0000, 03866.9900, Close, Short, +0028.1400, +013272.8500, +0066364.25 09/07/04, 0000, 03889.0400, Close, Long , -0022.0500, +013250.8000, +0066254.00 09/13/04, 0000, 03953.3100, Close, Short, +0064.2700, +013315.0700, +0066575.35 09/14/04, 0000, 03947.7500, Close, Long , +0005.5600, +013320.6300, +0066603.15 09/23/04, 0000, 03905.6600, Close, Short, -0042.0900, +013278.5400, +0066392.70 09/27/04, 0000, 03874.3700, Close, Long , +0031.2900, +013309.8300, +0066549.15 09/30/04, 0000, 03892.9000, Close, Short, +0018.5300, +013328.3600, +0066641.80 10/01/04, 0000, 03994.9600, Close, Long , -0102.0600, +013226.3000, +0066131.50 10/12/04, 0000, 03966.4800, Close, Short, -0028.4800, +013197.8200, +0065989.10 10/14/04, 0000, 03940.4600, Close, Long , +0026.0200, +013223.8400, +0066119.20 10/20/04, 0000, 03912.4000, Close, Short, -0028.0600, +013195.7800, +0065978.90 10/25/04, 0000, 03854.4100, Close, Long , +0057.9900, +013253.7700, +0066268.85 10/27/04, 0000, 03929.0300, Close, Short, +0074.6200, +013328.3900, +0066641.95 10/28/04, 0000, 03959.5900, Close, Long , -0030.5600, +013297.8300, +0066489.15 11/01/04, 0000, 04012.6400, Close, Short, +0053.0500, +013350.8800, +0066754.40 11/03/04, 0000, 04039.0400, Close, Long , -0026.4000, +013324.4800, +0066622.40 11/04/04, 0000, 04041.3800, Close, Short, +0002.3400, +013326.8200, +0066634.10 11/09/04, 0000, 04065.3300, Close, Long , -0023.9500, +013302.8700, +0066514.35 11/10/04, 0000, 04089.1300, Close, Short, +0023.8000, +013326.6700, +0066633.35 11/15/04, 0000, 04134.3400, Close, Long , -0045.2100, +013281.4600, +0066407.30 11/17/04, 0000, 04183.4100, Close, Short, +0049.0700, +013330.5300, +0066652.65 11/18/04, 0000, 04178.6800, Close, Long , +0004.7300, +013335.2600, +0066676.30 11/19/04, 0000, 04134.8900, Close, Short, -0043.7900, +013291.4700, +0066457.35 11/22/04, 0000, 04123.9800, Close, Long , +0010.9100, +013302.3800, +0066511.90 12/02/04, 0000, 04216.4000, Close, Short, +0092.4200, +013394.8000, +0066974.00 12/03/04, 0000, 04208.8700, Close, Long , +0007.5300, +013402.3300, +0067011.65 12/07/04, 0000, 04212.6200, Close, Short, +0003.7500, +013406.0800, +0067030.40 12/08/04, 0000, 04201.3500, Close, Long , +0011.2700, +013417.3500, +0067086.75 12/09/04, 0000, 04150.4100, Close, Short, -0050.9400, +013366.4100, +0066832.05 12/10/04, 0000, 04174.5500, Close, Long , -0024.1400, +013342.2700, +0066711.35 12/13/04, 0000, 04219.2400, Close, Short, +0044.6900, +013386.9600, +0066934.80 12/15/04, 0000, 04213.6900, Close, Long , +0005.5500, +013392.5100, +0066962.55 12/16/04, 0000, 04233.7100, Close, Short, +0020.0200, +013412.5300, +0067062.65 12/20/04, 0000, 04211.5500, Close, Long , +0022.1600, +013434.6900, +0067173.45 12/22/04, 0000, 04241.2800, Close, Short, +0029.7300, +013464.4200, +0067322.10 12/27/04, 0000, 04235.3600, Close, Long , +0005.9200, +013470.3400, +0067351.70 12/28/04, 0000, 04261.7900, Close, Short, +0026.4300, +013496.7700, +0067483.85 12/29/04, 0000, 04247.7500, Close, Long , +0014.0400, +013510.8100, +0067554.05 12/30/04, 0000, 04256.0800, Close, Short, +0008.3300, +013519.1400, +0067595.70 01/04/05, 0000, 04290.5000, Close, Long , -0034.4200, +013484.7200, +0067423.60 01/07/05, 0000, 04316.4000, Close, Short, +0025.9000, +013510.6200, +0067553.10 01/10/05, 0000, 04307.3700, Close, Long , +0009.0300, +013519.6500, +0067598.25 01/11/05, 0000, 04258.0100, Close, Short, -0049.3600, +013470.2900, +0067351.45 01/12/05, 0000, 04208.8200, Close, Long , +0049.1900, +013519.4800, +0067597.40 01/18/05, 0000, 04250.7100, Close, Short, +0041.8900, +013561.3700, +0067806.85 01/19/05, 0000, 04245.5500, Close, Long , +0005.1600, +013566.5300, +0067832.65 01/20/05, 0000, 04220.4300, Close, Short, -0025.1200, +013541.4100, +0067707.05 01/21/05, 0000, 04213.7000, Close, Long , +0006.7300, +013548.1400, +0067740.70 01/25/05, 0000, 04233.9500, Close, Short, +0020.2500, +013568.3900, +0067841.95 01/26/05, 0000, 04214.1200, Close, Long , +0019.8300, +013588.2200, +0067941.10 01/27/05, 0000, 04216.4100, Close, Short, +0002.2900, +013590.5100, +0067952.55 01/28/05, 0000, 04201.8100, Close, Long , +0014.6000, +013605.1100, +0068025.55 02/01/05, 0000, 04279.9700, Close, Short, +0078.1600, +013683.2700, +0068416.35 02/03/05, 0000, 04281.6400, Close, Long , -0001.6700, +013681.6000, +0068408.00 02/04/05, 0000, 04339.2800, Close, Short, +0057.6400, +013739.2400, +0068696.20 02/08/05, 0000, 04371.3900, Close, Long , -0032.1100, +013707.1300, +0068535.65 02/17/05, 0000, 04369.6800, Close, Short, -0001.7100, +013705.4200, +0068527.10 02/18/05, 0000, 04359.4700, Close, Long , +0010.2100, +013715.6300, +0068578.15 02/22/05, 0000, 04323.2100, Close, Short, -0036.2600, +013679.3700, +0068396.85 02/24/05, 0000, 04304.2900, Close, Long , +0018.9200, +013698.2900, +0068491.45 03/01/05, 0000, 04383.6200, Close, Short, +0079.3300, +013777.6200, +0068888.10 03/03/05, 0000, 04373.2700, Close, Long , +0010.3500, +013787.9700, +0068939.85 03/04/05, 0000, 04423.5200, Close, Short, +0050.2500, +013838.2200, +0069191.10 03/08/05, 0000, 04396.5000, Close, Long , +0027.0200, +013865.2400, +0069326.20 03/09/05, 0000, 04375.6000, Close, Short, -0020.9000, +013844.3400, +0069221.70 03/10/05, 0000, 04337.6800, Close, Long , +0037.9200, +013882.2600, +0069411.30 03/11/05, 0000, 04360.4900, Close, Short, +0022.8100, +013905.0700, +0069525.35 03/15/05, 0000, 04387.6900, Close, Long , -0027.2000, +013877.8700, +0069389.35 03/16/05, 0000, 04309.1100, Close, Short, -0078.5800, +013799.2900, +0068996.45 03/24/05, 0000, 04343.6000, Close, Long , -0034.4900, +013764.8000, +0068824.00 03/29/05, 0000, 04351.8900, Close, Short, +0008.2900, +013773.0900, +0068865.45 03/30/05, 0000, 04347.5200, Close, Long , +0004.3700, +013777.4600, +0068887.30 04/01/05, 0000, 04373.5300, Close, Short, +0026.0100, +013803.4700, +0069017.35 04/05/05, 0000, 04362.6100, Close, Long , +0010.9200, +013814.3900, +0069071.95 04/06/05, 0000, 04379.1800, Close, Short, +0016.5700, +013830.9600, +0069154.80 04/11/05, 0000, 04396.0900, Close, Long , -0016.9100, +013814.0500, +0069070.25 04/13/05, 0000, 04405.6900, Close, Short, +0009.6000, +013823.6500, +0069118.25 04/14/05, 0000, 04402.0500, Close, Long , +0003.6400, +013827.2900, +0069136.45 04/15/05, 0000, 04312.2500, Close, Short, -0089.8000, +013737.4900, +0068687.45 04/18/05, 0000, 04202.2000, Close, Long , +0110.0500, +013847.5400, +0069237.70 04/22/05, 0000, 04223.0400, Close, Short, +0020.8400, +013868.3800, +0069341.90 05/04/05, 0000, 04264.3500, Close, Long , -0041.3100, +013827.0700, +0069135.35 05/09/05, 0000, 04292.4100, Close, Short, +0028.0600, +013855.1300, +0069275.65 05/12/05, 0000, 04267.0500, Close, Long , +0025.3600, +013880.4900, +0069402.45 05/13/05, 0000, 04275.7000, Close, Short, +0008.6500, +013889.1400, +0069445.70 05/16/05, 0000, 04262.1800, Close, Long , +0013.5200, +013902.6600, +0069513.30 05/17/05, 0000, 04251.7700, Close, Short, -0010.4100, +013892.2500, +0069461.25 05/18/05, 0000, 04324.6000, Close, Long , -0072.8300, +013819.4200, +0069097.10 06/01/05, 0000, 04527.1700, Close, Short, +0202.5700, +014021.9900, +0070109.95 06/03/05, 0000, 04510.3900, Close, Long , +0016.7800, +014038.7700, +0070193.85 06/07/05, 0000, 04566.0100, Close, Short, +0055.6200, +014094.3900, +0070471.95 06/08/05, 0000, 04557.2900, Close, Long , +0008.7200, +014103.1100, +0070515.55 06/24/05, 0000, 04566.4800, Close, Short, +0009.1900, +014112.3000, +0070561.50 06/29/05, 0000, 04583.6300, Close, Long , -0017.1500, +014095.1500, +0070475.75 07/04/05, 0000, 04623.4100, Close, Short, +0039.7800, +014134.9300, +0070674.65 07/05/05, 0000, 04603.6500, Close, Long , +0019.7600, +014154.6900, +0070773.45 07/07/05, 0000, 04530.1800, Close, Short, -0073.4700, +014081.2200, +0070406.10 07/08/05, 0000, 04597.9700, Close, Long , -0067.7900, +014013.4300, +0070067.15 07/11/05, 0000, 04663.3800, Close, Short, +0065.4100, +014078.8400, +0070394.20 07/18/05, 0000, 04719.5700, Close, Long , -0056.1900, +014022.6500, +0070113.25 07/19/05, 0000, 04770.5400, Close, Short, +0050.9700, +014073.6200, +0070368.10 07/21/05, 0000, 04829.8700, Close, Long , -0059.3300, +014014.2900, +0070071.45 08/05/05, 0000, 04827.1800, Close, Short, -0002.6900, +014011.6000, +0070058.00 08/08/05, 0000, 04837.8600, Close, Long , -0010.6800, +014000.9200, +0070004.60 08/09/05, 0000, 04909.4800, Close, Short, +0071.6200, +014072.5400, +0070362.70 08/11/05, 0000, 04953.9300, Close, Long , -0044.4500, +014028.0900, +0070140.45 08/16/05, 0000, 04883.8100, Close, Short, -0070.1200, +013957.9700, +0069789.85 08/17/05, 0000, 04871.4600, Close, Long , +0012.3500, +013970.3200, +0069851.60 08/25/05, 0000, 04856.0100, Close, Short, -0015.4500, +013954.8700, +0069774.35 08/26/05, 0000, 04783.8000, Close, Long , +0072.2100, +014027.0800, +0070135.40 08/31/05, 0000, 04829.6900, Close, Short, +0045.8900, +014072.9700, +0070364.85 09/05/05, 0000, 04909.8900, Close, Long , -0080.2000, +013992.7700, +0069963.85 09/07/05, 0000, 04988.1400, Close, Short, +0078.2500, +014071.0200, +0070355.10 09/08/05, 0000, 04992.7500, Close, Long , -0004.6100, +014066.4100, +0070332.05 09/13/05, 0000, 04901.8800, Close, Short, -0090.8700, +013975.5400, +0069877.70 09/16/05, 0000, 04986.5000, Close, Long , -0084.6200, +013890.9200, +0069454.60 09/21/05, 0000, 04875.2200, Close, Short, -0111.2800, +013779.6400, +0068898.20 09/26/05, 0000, 04998.1600, Close, Long , -0122.9400, +013656.7000, +0068283.50 10/06/05, 0000, 05017.2700, Close, Short, +0019.1100, +013675.8100, +0068379.05 10/07/05, 0000, 05007.7700, Close, Long , +0009.5000, +013685.3100, +0068426.55 10/11/05, 0000, 05032.4600, Close, Short, +0024.6900, +013710.0000, +0068550.00 10/13/05, 0000, 04950.0700, Close, Long , +0082.3900, +013792.3900, +0068961.95 10/14/05, 0000, 04975.5600, Close, Short, +0025.4900, +013817.8800, +0069089.40 10/19/05, 0000, 04845.9800, Close, Long , +0129.5800, +013947.4600, +0069737.30 10/26/05, 0000, 04900.7900, Close, Short, +0054.8100, +014002.2700, +0070011.35 10/27/05, 0000, 04806.0500, Close, Long , +0094.7400, +014097.0100, +0070485.05 10/28/05, 0000, 04825.6400, Close, Short, +0019.5900, +014116.6000, +0070583.00 10/31/05, 0000, 04929.0700, Close, Long , -0103.4300, +014013.1700, +0070065.85 11/01/05, 0000, 04922.5500, Close, Short, -0006.5200, +014006.6500, +0070033.25 11/02/05, 0000, 04954.8300, Close, Long , -0032.2800, +013974.3700, +0069871.85 11/04/05, 0000, 04995.2400, Close, Short, +0040.4100, +014014.7800, +0070073.90 11/08/05, 0000, 05008.8300, Close, Long , -0013.5900, +014001.1900, +0070005.95 11/09/05, 0000, 05011.3800, Close, Short, +0002.5500, +014003.7400, +0070018.70 11/10/05, 0000, 05015.5500, Close, Long , -0004.1700, +013999.5700, +0069997.85 11/11/05, 0000, 05090.7500, Close, Short, +0075.2000, +014074.7700, +0070373.85 11/14/05, 0000, 05092.4300, Close, Long , -0001.6800, +014073.0900, +0070365.45 11/15/05, 0000, 05110.6100, Close, Short, +0018.1800, +014091.2700, +0070456.35 11/16/05, 0000, 05081.4600, Close, Long , +0029.1500, +014120.4200, +0070602.10 11/17/05, 0000, 05099.7200, Close, Short, +0018.2600, +014138.6800, +0070693.40 11/22/05, 0000, 05174.7200, Close, Long , -0075.0000, +014063.6800, +0070318.40 11/23/05, 0000, 05196.0800, Close, Short, +0021.3600, +014085.0400, +0070425.20 11/24/05, 0000, 05187.9800, Close, Long , +0008.1000, +014093.1400, +0070465.70 12/01/05, 0000, 05266.5500, Close, Short, +0078.5700, +014171.7100, +0070858.55 12/05/05, 0000, 05266.8600, Close, Long , -0000.3100, +014171.4000, +0070857.00 12/06/05, 0000, 05300.8500, Close, Short, +0033.9900, +014205.3900, +0071026.95 12/07/05, 0000, 05266.7500, Close, Long , +0034.1000, +014239.4900, +0071197.45 12/08/05, 0000, 05286.7500, Close, Short, +0020.0000, +014259.4900, +0071297.45 12/09/05, 0000, 05282.1300, Close, Long , +0004.6200, +014264.1100, +0071320.55 01/17/06, 0000, 05460.1600, Close, Short, +0178.0300, +014442.1400, +0072210.70 01/23/06, 0000, 05348.7200, Close, Long , +0111.4400, +014553.5800, +0072767.90 01/26/06, 0000, 05548.9100, Close, Short, +0200.1900, +014753.7700, +0073768.85 01/30/06, 0000, 05660.0300, Close, Long , -0111.1200, +014642.6500, +0073213.25 02/01/06, 0000, 05726.5300, Close, Short, +0066.5000, +014709.1500, +0073545.75 02/02/06, 0000, 05649.6000, Close, Long , +0076.9300, +014786.0800, +0073930.40 02/06/06, 0000, 05666.7800, Close, Short, +0017.1800, +014803.2600, +0074016.30 02/08/06, 0000, 05666.4100, Close, Long , +0000.3700, +014803.6300, +0074018.15 02/09/06, 0000, 05743.6800, Close, Short, +0077.2700, +014880.9000, +0074404.50 02/10/06, 0000, 05701.4700, Close, Long , +0042.2100, +014923.1100, +0074615.55 02/13/06, 0000, 05756.3300, Close, Short, +0054.8600, +014977.9700, +0074889.85 02/14/06, 0000, 05763.4000, Close, Long , -0007.0700, +014970.9000, +0074854.50 02/16/06, 0000, 05789.2500, Close, Short, +0025.8500, +014996.7500, +0074983.75 02/17/06, 0000, 05795.4800, Close, Long , -0006.2300, +014990.5200, +0074952.60 02/22/06, 0000, 05862.0600, Close, Short, +0066.5800, +015057.1000, +0075285.50 02/23/06, 0000, 05857.8800, Close, Long , +0004.1800, +015061.2800, +0075306.40 02/24/06, 0000, 05870.7900, Close, Short, +0012.9100, +015074.1900, +0075370.95 02/28/06, 0000, 05796.0400, Close, Long , +0074.7500, +015148.9400, +0075744.70 03/02/06, 0000, 05783.4900, Close, Short, -0012.5500, +015136.3900, +0075681.95 03/08/06, 0000, 05673.3600, Close, Long , +0110.1300, +015246.5200, +0076232.60 03/09/06, 0000, 05732.2200, Close, Short, +0058.8600, +015305.3800, +0076526.90 03/10/06, 0000, 05804.9200, Close, Long , -0072.7000, +015232.6800, +0076163.40 03/16/06, 0000, 05897.7900, Close, Short, +0092.8700, +015325.5500, +0076627.75 03/17/06, 0000, 05882.3800, Close, Long , +0015.4100, +015340.9600, +0076704.80 03/24/06, 0000, 05973.1400, Close, Short, +0090.7600, +015431.7200, +0077158.60 03/27/06, 0000, 05912.2600, Close, Long , +0060.8800, +015492.6000, +0077463.00 03/30/06, 0000, 05984.1900, Close, Short, +0071.9300, +015564.5300, +0077822.65 04/04/06, 0000, 06013.8500, Close, Long , -0029.6600, +015534.8700, +0077674.35 04/07/06, 0000, 05952.9200, Close, Short, -0060.9300, +015473.9400, +0077369.70 04/10/06, 0000, 06003.4000, Close, Long , -0050.4800, +015423.4600, +0077117.30 04/11/06, 0000, 05908.4700, Close, Short, -0094.9300, +015328.5300, +0076642.65 04/19/06, 0000, 05993.7600, Close, Long , -0085.2900, +015243.2400, +0076216.20 04/20/06, 0000, 06063.2800, Close, Short, +0069.5200, +015312.7600, +0076563.80 04/24/06, 0000, 06079.0900, Close, Long , -0015.8100, +015296.9500, +0076484.75 04/26/06, 0000, 06107.1200, Close, Short, +0028.0300, +015324.9800, +0076624.90 04/27/06, 0000, 06067.7400, Close, Long , +0039.3800, +015364.3600, +0076821.80 04/28/06, 0000, 06009.8900, Close, Short, -0057.8500, +015306.5100, +0076532.55 05/02/06, 0000, 06051.2900, Close, Long , -0041.4000, +015265.1100, +0076325.55 05/03/06, 0000, 05968.9600, Close, Short, -0082.3300, +015182.7800, +0075913.90 05/04/06, 0000, 06039.3200, Close, Long , -0070.3600, +015112.4200, +0075562.10 05/05/06, 0000, 06113.2900, Close, Short, +0073.9700, +015186.3900, +0075931.95 05/10/06, 0000, 06118.3800, Close, Long , -0005.0900, +015181.3000, +0075906.50 05/11/06, 0000, 06054.7200, Close, Short, -0063.6600, +015117.6400, +0075588.20 05/12/06, 0000, 05916.2800, Close, Long , +0138.4400, +015256.0800, +0076280.40 05/16/06, 0000, 05851.9200, Close, Short, -0064.3600, +015191.7200, +0075958.60 05/17/06, 0000, 05652.7200, Close, Long , +0199.2000, +015390.9200, +0076954.60 05/18/06, 0000, 05666.0700, Close, Short, +0013.3500, +015404.2700, +0077021.35 05/22/06, 0000, 05546.2400, Close, Long , +0119.8300, +015524.1000, +0077620.50 05/23/06, 0000, 05678.4900, Close, Short, +0132.2500, +015656.3500, +0078281.75 05/24/06, 0000, 05587.2300, Close, Long , +0091.2600, +015747.6100, +0078738.05 05/25/06, 0000, 05706.0600, Close, Short, +0118.8300, +015866.4400, +0079332.20 05/30/06, 0000, 05622.4300, Close, Long , +0083.6300, +015950.0700, +0079750.35 05/31/06, 0000, 05692.8600, Close, Short, +0070.4300, +016020.5000, +0080102.50 06/06/06, 0000, 05502.8100, Close, Long , +0190.0500, +016210.5500, +0081052.75 06/07/06, 0000, 05543.9300, Close, Short, +0041.1200, +016251.6700, +0081258.35 06/08/06, 0000, 05383.2800, Close, Long , +0160.6500, +016412.3200, +0082061.60 06/09/06, 0000, 05464.0800, Close, Short, +0080.8000, +016493.1200, +0082465.60 06/12/06, 0000, 05395.5500, Close, Long , +0068.5300, +016561.6500, +0082808.25 06/14/06, 0000, 05305.9900, Close, Short, -0089.5600, +016472.0900, +0082360.45 06/19/06, 0000, 05439.2300, Close, Long , -0133.2400, +016338.8500, +0081694.25 06/20/06, 0000, 05493.6100, Close, Short, +0054.3800, +016393.2300, +0081966.15 06/21/06, 0000, 05503.4100, Close, Long , -0009.8000, +016383.4300, +0081917.15 06/22/06, 0000, 05533.4200, Close, Short, +0030.0100, +016413.4400, +0082067.20 06/26/06, 0000, 05514.6300, Close, Long , +0018.7900, +016432.2300, +0082161.15 06/27/06, 0000, 05459.1500, Close, Short, -0055.4800, +016376.7500, +0081883.75 06/29/06, 0000, 05581.6700, Close, Long , -0122.5200, +016254.2300, +0081271.15 07/03/06, 0000, 05712.6900, Close, Short, +0131.0200, +016385.2500, +0081926.25 07/04/06, 0000, 05729.0100, Close, Long , -0016.3200, +016368.9300, +0081844.65 07/13/06, 0000, 05527.2900, Close, Short, -0201.7200, +016167.2100, +0080836.05 07/14/06, 0000, 05422.2200, Close, Long , +0105.0700, +016272.2800, +0081361.40 07/18/06, 0000, 05396.8500, Close, Short, -0025.3700, +016246.9100, +0081234.55 07/19/06, 0000, 05539.2900, Close, Long , -0142.4400, +016104.4700, +0080522.35 07/21/06, 0000, 05451.0100, Close, Short, -0088.2800, +016016.1900, +0080080.95 07/24/06, 0000, 05578.0500, Close, Long , -0127.0400, +015889.1500, +0079445.75 07/27/06, 0000, 05659.0700, Close, Short, +0081.0200, +015970.1700, +0079850.85 07/31/06, 0000, 05681.9700, Close, Long , -0022.9000, +015947.2700, +0079736.35 08/01/06, 0000, 05596.7400, Close, Short, -0085.2300, +015862.0400, +0079310.20 08/02/06, 0000, 05680.8200, Close, Long , -0084.0800, +015777.9600, +0078889.80 08/16/06, 0000, 05812.9400, Close, Short, +0132.1200, +015910.0800, +0079550.40 08/17/06, 0000, 05833.5100, Close, Long , -0020.5700, +015889.5100, +0079447.55 09/06/06, 0000, 05813.0600, Close, Short, -0020.4500, +015869.0600, +0079345.30 09/12/06, 0000, 05873.8500, Close, Long , -0060.7900, +015808.2700, +0079041.35 09/22/06, 0000, 05883.3200, Close, Short, +0009.4700, +015817.7400, +0079088.70 09/25/06, 0000, 05901.6600, Close, Long , -0018.3400, +015799.4000, +0078997.00 09/26/06, 0000, 05960.6300, Close, Short, +0058.9700, +015858.3700, +0079291.85 09/28/06, 0000, 05989.1600, Close, Long , -0028.5300, +015829.8400, +0079149.20 09/29/06, 0000, 06004.3300, Close, Short, +0015.1700, +015845.0100, +0079225.05 10/02/06, 0000, 05999.4600, Close, Long , +0004.8700, +015849.8800, +0079249.40 10/04/06, 0000, 06046.3700, Close, Short, +0046.9100, +015896.7900, +0079483.95 10/09/06, 0000, 06084.4000, Close, Long , -0038.0300, +015858.7600, +0079293.80 10/10/06, 0000, 06117.7100, Close, Short, +0033.3100, +015892.0700, +0079460.35 10/11/06, 0000, 06119.4500, Close, Long , -0001.7400, +015890.3300, +0079451.65 10/12/06, 0000, 06160.2800, Close, Short, +0040.8300, +015931.1600, +0079655.80 10/16/06, 0000, 06186.5400, Close, Long , -0026.2600, +015904.9000, +0079524.50 11/02/06, 0000, 06223.3300, Close, Short, +0036.7900, +015941.6900, +0079708.45 11/03/06, 0000, 06241.1500, Close, Long , -0017.8200, +015923.8700, +0079619.35 11/06/06, 0000, 06330.6500, Close, Short, +0089.5000, +016013.3700, +0080066.85 11/08/06, 0000, 06349.2600, Close, Long , -0018.6100, +015994.7600, +0079973.80 11/15/06, 0000, 06430.8900, Close, Short, +0081.6300, +016076.3900, +0080381.95 11/17/06, 0000, 06412.3600, Close, Long , +0018.5300, +016094.9200, +0080474.60 11/20/06, 0000, 06452.3300, Close, Short, +0039.9700, +016134.8900, +0080674.45 11/22/06, 0000, 06476.1300, Close, Long , -0023.8000, +016111.0900, +0080555.45 11/27/06, 0000, 06298.1700, Close, Short, -0177.9600, +015933.1300, +0079665.65 12/05/06, 0000, 06372.8000, Close, Long , -0074.6300, +015858.5000, +0079292.50 12/11/06, 0000, 06469.4200, Close, Short, +0096.6200, +015955.1200, +0079775.60 12/13/06, 0000, 06520.7700, Close, Long , -0051.3500, +015903.7700, +0079518.85 12/14/06, 0000, 06552.5800, Close, Short, +0031.8100, +015935.5800, +0079677.90 12/15/06, 0000, 06588.8300, Close, Long , -0036.2500, +015899.3300, +0079496.65 12/21/06, 0000, 06573.9600, Close, Short, -0014.8700, +015884.4600, +0079422.30 12/22/06, 0000, 06503.1300, Close, Long , +0070.8300, +015955.2900, +0079776.45 12/27/06, 0000, 06608.8600, Close, Short, +0105.7300, +016061.0200, +0080305.10 12/28/06, 0000, 06611.8100, Close, Long , -0002.9500, +016058.0700, +0080290.35 01/02/07, 0000, 06681.1300, Close, Short, +0069.3200, +016127.3900, +0080636.95 01/04/07, 0000, 06674.4000, Close, Long , +0006.7300, +016134.1200, +0080670.60 01/10/07, 0000, 06566.5600, Close, Short, -0107.8400, +016026.2800, +0080131.40 01/11/07, 0000, 06687.3000, Close, Long , -0120.7400, +015905.5400, +0079527.70 01/26/07, 0000, 06690.3400, Close, Short, +0003.0400, +015908.5800, +0079542.90 01/29/07, 0000, 06726.0100, Close, Long , -0035.6700, +015872.9100, +0079364.55 01/30/07, 0000, 06788.2300, Close, Short, +0062.2200, +015935.1300, +0079675.65 01/31/07, 0000, 06789.1100, Close, Long , -0000.8800, +015934.2500, +0079671.25 02/02/07, 0000, 06885.7600, Close, Short, +0096.6500, +016030.9000, +0080154.50 02/05/07, 0000, 06874.0600, Close, Long , +0011.7000, +016042.6000, +0080213.00 02/07/07, 0000, 06915.5600, Close, Short, +0041.5000, +016084.1000, +0080420.50 02/08/07, 0000, 06876.7300, Close, Long , +0038.8300, +016122.9300, +0080614.65 02/09/07, 0000, 06911.1100, Close, Short, +0034.3800, +016157.3100, +0080786.55 02/12/07, 0000, 06859.4500, Close, Long , +0051.6600, +016208.9700, +0081044.85 02/14/07, 0000, 06961.1800, Close, Short, +0101.7300, +016310.7000, +0081553.50 02/15/07, 0000, 06958.6200, Close, Long , +0002.5600, +016313.2600, +0081566.30 02/20/07, 0000, 06982.9100, Close, Short, +0024.2900, +016337.5500, +0081687.75 02/21/07, 0000, 06941.6600, Close, Long , +0041.2500, +016378.8000, +0081894.00 02/26/07, 0000, 07027.5900, Close, Short, +0085.9300, +016464.7300, +0082323.65 03/01/07, 0000, 06640.2400, Close, Long , +0387.3500, +016852.0800, +0084260.40 03/02/07, 0000, 06603.3200, Close, Short, -0036.9200, +016815.1600, +0084075.80 03/05/07, 0000, 06534.5700, Close, Long , +0068.7500, +016883.9100, +0084419.55 03/08/07, 0000, 06713.2300, Close, Short, +0178.6600, +017062.5700, +0085312.85 03/09/07, 0000, 06716.5200, Close, Long , -0003.2900, +017059.2800, +0085296.40 03/12/07, 0000, 06715.4900, Close, Short, -0001.0300, +017058.2500, +0085291.25 03/13/07, 0000, 06623.9900, Close, Long , +0091.5000, +017149.7500, +0085748.75 03/15/07, 0000, 06585.4700, Close, Short, -0038.5200, +017111.2300, +0085556.15 03/19/07, 0000, 06671.4100, Close, Long , -0085.9400, +017025.2900, +0085126.45 03/20/07, 0000, 06700.2900, Close, Short, +0028.8800, +017054.1700, +0085270.85 03/22/07, 0000, 06856.9600, Close, Long , -0156.6700, +016897.5000, +0084487.50 04/04/07, 0000, 07073.9100, Close, Short, +0216.9500, +017114.4500, +0085572.25 04/05/07, 0000, 07099.9100, Close, Long , -0026.0000, +017088.4500, +0085442.25 04/16/07, 0000, 07338.0600, Close, Short, +0238.1500, +017326.6000, +0086633.00 04/17/07, 0000, 07348.8300, Close, Long , -0010.7700, +017315.8300, +0086579.15 04/18/07, 0000, 07282.3400, Close, Short, -0066.4900, +017249.3400, +0086246.70 04/19/07, 0000, 07242.7300, Close, Long , +0039.6100, +017288.9500, +0086444.75 04/20/07, 0000, 07342.5400, Close, Short, +0099.8100, +017388.7600, +0086943.80 04/24/07, 0000, 07270.3200, Close, Long , +0072.2200, +017460.9800, +0087304.90 04/25/07, 0000, 07343.0800, Close, Short, +0072.7600, +017533.7400, +0087668.70 04/26/07, 0000, 07387.0200, Close, Long , -0043.9400, +017489.8000, +0087449.00 05/02/07, 0000, 07455.9300, Close, Short, +0068.9100, +017558.7100, +0087793.55 05/03/07, 0000, 07476.6900, Close, Long , -0020.7600, +017537.9500, +0087689.75 06/06/07, 0000, 07730.0500, Close, Short, +0253.3600, +017791.3100, +0088956.55 06/07/07, 0000, 07618.6100, Close, Long , +0111.4400, +017902.7500, +0089513.75 06/12/07, 0000, 07678.2600, Close, Short, +0059.6500, +017962.4000, +0089812.00 06/14/07, 0000, 07849.1600, Close, Long , -0170.9000, +017791.5000, +0088957.50 06/15/07, 0000, 08030.6400, Close, Short, +0181.4800, +017972.9800, +0089864.90 06/21/07, 0000, 07964.7100, Close, Long , +0065.9300, +018038.9100, +0090194.55 06/26/07, 0000, 07860.5200, Close, Short, -0104.1900, +017934.7200, +0089673.60 06/27/07, 0000, 07801.2300, Close, Long , +0059.2900, +017994.0100, +0089970.05 06/29/07, 0000, 08007.3200, Close, Short, +0206.0900, +018200.1000, +0091000.50 07/05/07, 0000, 07987.1300, Close, Long , +0020.1900, +018220.2900, +0091101.45 07/06/07, 0000, 08048.3200, Close, Short, +0061.1900, +018281.4800, +0091407.40 07/11/07, 0000, 07898.5400, Close, Long , +0149.7800, +018431.2600, +0092156.30 07/18/07, 0000, 07893.6100, Close, Short, -0004.9300, +018426.3300, +0092131.65 07/26/07, 0000, 07508.9600, Close, Long , +0384.6500, +018810.9800, +0094054.90 07/27/07, 0000, 07451.6800, Close, Short, -0057.2800, +018753.7000, +0093768.50 07/30/07, 0000, 07456.3100, Close, Long , -0004.6300, +018749.0700, +0093745.35 07/31/07, 0000, 07584.1400, Close, Short, +0127.8300, +018876.9000, +0094384.50 08/01/07, 0000, 07473.9300, Close, Long , +0110.2100, +018987.1100, +0094935.55 08/02/07, 0000, 07534.1300, Close, Short, +0060.2000, +019047.3100, +0095236.55 08/03/07, 0000, 07435.6700, Close, Long , +0098.4600, +019145.7700, +0095728.85 08/07/07, 0000, 07513.6600, Close, Short, +0077.9900, +019223.7600, +0096118.80 08/10/07, 0000, 07343.2600, Close, Long , +0170.4000, +019394.1600, +0096970.80 08/13/07, 0000, 07474.3300, Close, Short, +0131.0700, +019525.2300, +0097626.15 08/16/07, 0000, 07270.0700, Close, Long , +0204.2600, +019729.4900, +0098647.45 08/17/07, 0000, 07378.2900, Close, Short, +0108.2200, +019837.7100, +0099188.55 08/21/07, 0000, 07424.7500, Close, Long , -0046.4600, +019791.2500, +0098956.25 08/28/07, 0000, 07430.2400, Close, Short, +0005.4900, +019796.7400, +0098983.70 08/30/07, 0000, 07519.9400, Close, Long , -0089.7000, +019707.0400, +0098535.20 08/31/07, 0000, 07638.1700, Close, Short, +0118.2300, +019825.2700, +0099126.35 09/05/07, 0000, 07588.0300, Close, Long , +0050.1400, +019875.4100, +0099377.05 09/07/07, 0000, 07436.6300, Close, Short, -0151.4000, +019724.0100, +0098620.05 09/13/07, 0000, 07535.9700, Close, Long , -0099.3400, +019624.6700, +0098123.35 09/17/07, 0000, 07479.8500, Close, Short, -0056.1200, +019568.5500, +0097842.75 09/18/07, 0000, 07575.2100, Close, Long , -0095.3600, +019473.1900, +0097365.95 09/19/07, 0000, 07750.8400, Close, Short, +0175.6300, +019648.8200, +0098244.10 09/24/07, 0000, 07787.9200, Close, Long , -0037.0800, +019611.7400, +0098058.70 10/02/07, 0000, 07946.7900, Close, Short, +0158.8700, +019770.6100, +0098853.05 10/03/07, 0000, 07955.3000, Close, Long , -0008.5100, +019762.1000, +0098810.50 10/18/07, 0000, 07921.4000, Close, Short, -0033.9000, +019728.2000, +0098641.00 10/19/07, 0000, 07884.1200, Close, Long , +0037.2800, +019765.4800, +0098827.40 10/23/07, 0000, 07842.7900, Close, Short, -0041.3300, +019724.1500, +0098620.75 10/24/07, 0000, 07828.9600, Close, Long , +0013.8300, +019737.9800, +0098689.90 10/29/07, 0000, 08009.6700, Close, Short, +0180.7100, +019918.6900, +0099593.45 11/15/07, 0000, 07667.0300, Close, Long , +0342.6400, +020261.3300, +0101306.65 11/20/07, 0000, 07630.3100, Close, Short, -0036.7200, +020224.6100, +0101123.05 11/21/07, 0000, 07518.4200, Close, Long , +0111.8900, +020336.5000, +0101682.50 11/22/07, 0000, 07562.1000, Close, Short, +0043.6800, +020380.1800, +0101900.90 11/28/07, 0000, 07723.6600, Close, Long , -0161.5600, +020218.6200, +0101093.10 11/30/07, 0000, 07870.5200, Close, Short, +0146.8600, +020365.4800, +0101827.40 12/04/07, 0000, 07808.9400, Close, Long , +0061.5800, +020427.0600, +0102135.30 12/05/07, 0000, 07944.7700, Close, Short, +0135.8300, +020562.8900, +0102814.45 12/11/07, 0000, 08009.4200, Close, Long , -0064.6500, +020498.2400, +0102491.20 12/12/07, 0000, 08076.1200, Close, Short, +0066.7000, +020564.9400, +0102824.70 12/13/07, 0000, 07928.3100, Close, Long , +0147.8100, +020712.7500, +0103563.75 12/17/07, 0000, 07825.4400, Close, Short, -0102.8700, +020609.8800, +0103049.40 12/20/07, 0000, 07869.1900, Close, Long , -0043.7500, +020566.1300, +0102830.65 12/21/07, 0000, 08002.6700, Close, Short, +0133.4800, +020699.6100, +0103498.05 12/28/07, 0000, 08067.3200, Close, Long , -0064.6500, +020634.9600, +0103174.80 01/03/08, 0000, 07908.4100, Close, Short, -0158.9100, +020476.0500, +0102380.25 01/04/08, 0000, 07808.6900, Close, Long , +0099.7200, +020575.7700, +0102878.85 01/08/08, 0000, 07849.9900, Close, Short, +0041.3000, +020617.0700, +0103085.35 01/09/08, 0000, 07782.7100, Close, Long , +0067.2800, +020684.3500, +0103421.75 01/11/08, 0000, 07717.9500, Close, Short, -0064.7600, +020619.5900, +0103097.95 01/15/08, 0000, 07566.3800, Close, Long , +0151.5700, +020771.1600, +0103855.80 01/17/08, 0000, 07413.5300, Close, Short, -0152.8500, +020618.3100, +0103091.55 01/23/08, 0000, 06439.2100, Close, Long , +0974.3200, +021592.6300, +0107963.15 01/24/08, 0000, 06821.0700, Close, Short, +0381.8600, +021974.4900, +0109872.45 01/25/08, 0000, 06816.7400, Close, Long , +0004.3300, +021978.8200, +0109894.10 01/28/08, 0000, 06818.8500, Close, Short, +0002.1100, +021980.9300, +0109904.65 01/29/08, 0000, 06892.9600, Close, Long , -0074.1100, +021906.8200, +0109534.10 01/30/08, 0000, 06875.3500, Close, Short, -0017.6100, +021889.2100, +0109446.05 01/31/08, 0000, 06851.7500, Close, Long , +0023.6000, +021912.8100, +0109564.05 02/01/08, 0000, 06968.6700, Close, Short, +0116.9200, +022029.7300, +0110148.65 02/04/08, 0000, 07000.4900, Close, Long , -0031.8200, +021997.9100, +0109989.55 02/05/08, 0000, 06765.2500, Close, Short, -0235.2400, +021762.6700, +0108813.35 02/12/08, 0000, 06967.8400, Close, Long , -0202.5900, +021560.0800, +0107800.40 02/15/08, 0000, 06832.4300, Close, Short, -0135.4100, +021424.6700, +0107123.35 02/18/08, 0000, 06967.5500, Close, Long , -0135.1200, +021289.5500, +0106447.75 02/20/08, 0000, 06899.6800, Close, Short, -0067.8700, +021221.6800, +0106108.40 02/22/08, 0000, 06806.2900, Close, Long , +0093.3900, +021315.0700, +0106575.35 02/25/08, 0000, 06882.5600, Close, Short, +0076.2700, +021391.3400, +0106956.70 02/26/08, 0000, 06985.9700, Close, Long , -0103.4100, +021287.9300, +0106439.65 02/28/08, 0000, 06862.5200, Close, Short, -0123.4500, +021164.4800, +0105822.40 02/29/08, 0000, 06748.1300, Close, Long , +0114.3900, +021278.8700, +0106394.35 03/04/08, 0000, 06545.0400, Close, Short, -0203.0900, +021075.7800, +0105378.90 03/18/08, 0000, 06393.3900, Close, Long , +0151.6500, +021227.4300, +0106137.15 03/19/08, 0000, 06361.2200, Close, Short, -0032.1700, +021195.2600, +0105976.30 03/20/08, 0000, 06319.9900, Close, Long , +0041.2300, +021236.4900, +0106182.45 03/26/08, 0000, 06489.2600, Close, Short, +0169.2700, +021405.7600, +0107028.80 03/27/08, 0000, 06578.0600, Close, Long , -0088.8000, +021316.9600, +0106584.80 04/01/08, 0000, 06720.3300, Close, Short, +0142.2700, +021459.2300, +0107296.15 04/03/08, 0000, 06741.7200, Close, Long , -0021.3900, +021437.8400, +0107189.20 04/07/08, 0000, 06821.0300, Close, Short, +0079.3100, +021517.1500, +0107585.75 04/08/08, 0000, 06771.9800, Close, Long , +0049.0500, +021566.2000, +0107831.00 04/11/08, 0000, 06603.5700, Close, Short, -0168.4100, +021397.7900, +0106988.95 04/14/08, 0000, 06554.4900, Close, Long , +0049.0800, +021446.8700, +0107234.35 04/15/08, 0000, 06585.0500, Close, Short, +0030.5600, +021477.4300, +0107387.15 04/16/08, 0000, 06702.8400, Close, Long , -0117.7900, +021359.6400, +0106798.20 04/18/08, 0000, 06843.0800, Close, Short, +0140.2400, +021499.8800, +0107499.40 04/22/08, 0000, 06728.3000, Close, Long , +0114.7800, +021614.6600, +0108073.30 05/02/08, 0000, 07043.2300, Close, Short, +0314.9300, +021929.5900, +0109647.95 05/06/08, 0000, 07017.1000, Close, Long , +0026.1300, +021955.7200, +0109778.60 05/07/08, 0000, 07076.2500, Close, Short, +0059.1500, +022014.8700, +0110074.35 05/08/08, 0000, 07071.9000, Close, Long , +0004.3500, +022019.2200, +0110096.10 05/19/08, 0000, 07225.9400, Close, Short, +0154.0400, +022173.2600, +0110866.30 05/20/08, 0000, 07118.5000, Close, Long , +0107.4400, +022280.7000, +0111403.50 05/21/08, 0000, 07040.8300, Close, Short, -0077.6700, +022203.0300, +0111015.15 05/22/08, 0000, 07070.3300, Close, Long , -0029.5000, +022173.5300, +0110867.65 05/23/08, 0000, 06944.0500, Close, Short, -0126.2800, +022047.2500, +0110236.25 05/28/08, 0000, 07033.8400, Close, Long , -0089.7900, +021957.4600, +0109787.30 05/30/08, 0000, 07096.7900, Close, Short, +0062.9500, +022020.4100, +0110102.05 06/04/08, 0000, 06965.4300, Close, Long , +0131.3600, +022151.7700, +0110758.85 06/09/08, 0000, 06815.6300, Close, Short, -0149.8000, +022001.9700, +0110009.85 06/10/08, 0000, 06771.1000, Close, Long , +0044.5300, +022046.5000, +0110232.50 06/12/08, 0000, 06714.5200, Close, Short, -0056.5800, +021989.9200, +0109949.60 06/20/08, 0000, 06578.4400, Close, Long , +0136.0800, +022126.0000, +0110630.00 06/23/08, 0000, 06589.4600, Close, Short, +0011.0200, +022137.0200, +0110685.10 06/24/08, 0000, 06535.9700, Close, Long , +0053.4900, +022190.5100, +0110952.55 06/25/08, 0000, 06617.8400, Close, Short, +0081.8700, +022272.3800, +0111361.90 06/26/08, 0000, 06459.6000, Close, Long , +0158.2400, +022430.6200, +0112153.10 06/30/08, 0000, 06418.3200, Close, Short, -0041.2800, +022389.3400, +0111946.70 07/02/08, 0000, 06305.4200, Close, Long , +0112.9000, +022502.2400, +0112511.20 07/03/08, 0000, 06353.7400, Close, Short, +0048.3200, +022550.5600, +0112752.80 07/04/08, 0000, 06272.2100, Close, Long , +0081.5300, +022632.0900, +0113160.45 07/07/08, 0000, 06395.7500, Close, Short, +0123.5400, +022755.6300, +0113778.15 07/11/08, 0000, 06153.3000, Close, Long , +0242.4500, +022998.0800, +0114990.40 07/14/08, 0000, 06200.2500, Close, Short, +0046.9500, +023045.0300, +0115225.15 07/18/08, 0000, 06382.6500, Close, Long , -0182.4000, +022862.6300, +0114313.15 07/28/08, 0000, 06351.1500, Close, Short, -0031.5000, +022831.1300, +0114155.65 07/29/08, 0000, 06398.8000, Close, Long , -0047.6500, +022783.4800, +0113917.40 07/30/08, 0000, 06460.1200, Close, Short, +0061.3200, +022844.8000, +0114224.00 08/01/08, 0000, 06396.4600, Close, Long , +0063.6600, +022908.4600, +0114542.30 08/04/08, 0000, 06349.8100, Close, Short, -0046.6500, +022861.8100, +0114309.05 08/05/08, 0000, 06518.7000, Close, Long , -0168.8900, +022692.9200, +0113464.60 08/07/08, 0000, 06543.4900, Close, Short, +0024.7900, +022717.7100, +0113588.55 08/12/08, 0000, 06585.8700, Close, Long , -0042.3800, +022675.3300, +0113376.65 08/13/08, 0000, 06422.1900, Close, Short, -0163.6800, +022511.6500, +0112558.25 08/19/08, 0000, 06282.4300, Close, Long , +0139.7600, +022651.4100, +0113257.05 08/22/08, 0000, 06342.4200, Close, Short, +0059.9900, +022711.4000, +0113557.00 08/28/08, 0000, 06420.5400, Close, Long , -0078.1200, +022633.2800, +0113166.40 09/02/08, 0000, 06518.4700, Close, Short, +0097.9300, +022731.2100, +0113656.05 09/03/08, 0000, 06467.4900, Close, Long , +0050.9800, +022782.1900, +0113910.95 09/04/08, 0000, 06279.5700, Close, Short, -0187.9200, +022594.2700, +0112971.35 09/17/08, 0000, 05860.9800, Close, Long , +0418.5900, +023012.8600, +0115064.30 09/22/08, 0000, 06107.7500, Close, Short, +0246.7700, +023259.6300, +0116298.15 09/23/08, 0000, 06068.5300, Close, Long , +0039.2200, +023298.8500, +0116494.25 09/26/08, 0000, 06063.5000, Close, Short, -0005.0300, +023293.8200, +0116469.10 09/29/08, 0000, 05807.0800, Close, Long , +0256.4200, +023550.2400, +0117751.20 10/03/08, 0000, 05797.0300, Close, Short, -0010.0500, +023540.1900, +0117700.95 10/06/08, 0000, 05387.0100, Close, Long , +0410.0200, +023950.2100, +0119751.05 10/07/08, 0000, 05326.6300, Close, Short, -0060.3800, +023889.8300, +0119449.15 10/15/08, 0000, 04861.3300, Close, Long , +0465.3000, +024355.1300, +0121775.65 10/16/08, 0000, 04622.8100, Close, Short, -0238.5200, +024116.6100, +0120583.05 10/17/08, 0000, 04781.3300, Close, Long , -0158.5200, +023958.0900, +0119790.45 10/21/08, 0000, 04784.4100, Close, Short, +0003.0800, +023961.1700, +0119805.85 10/27/08, 0000, 04334.6400, Close, Long , +0449.7700, +024410.9400, +0122054.70 10/29/08, 0000, 04808.6900, Close, Short, +0474.0500, +024884.9900, +0124424.95 10/30/08, 0000, 04869.3000, Close, Long , -0060.6100, +024824.3800, +0124121.90 10/31/08, 0000, 04987.9700, Close, Short, +0118.6700, +024943.0500, +0124715.25 11/05/08, 0000, 05166.8700, Close, Long , -0178.9000, +024764.1500, +0123820.75 11/06/08, 0000, 04813.5700, Close, Short, -0353.3000, +024410.8500, +0122054.25 11/07/08, 0000, 04938.4600, Close, Long , -0124.8900, +024285.9600, +0121429.80 11/10/08, 0000, 05025.5300, Close, Short, +0087.0700, +024373.0300, +0121865.15 11/27/08, 0000, 04665.2700, Close, Long , +0360.2600, +024733.2900, +0123666.45 12/01/08, 0000, 04394.7900, Close, Short, -0270.4800, +024462.8100, +0122314.05 12/03/08, 0000, 04567.2400, Close, Long , -0172.4500, +024290.3600, +0121451.80 12/04/08, 0000, 04564.2300, Close, Short, -0003.0100, +024287.3500, +0121436.75 12/08/08, 0000, 04715.8800, Close, Long , -0151.6500, +024135.7000, +0120678.50 12/22/08, 0000, 04639.0200, Close, Short, -0076.8600, +024058.8400, +0120294.20 12/29/08, 0000, 04704.8600, Close, Long , -0065.8400, +023993.0000, +0119965.00 12/30/08, 0000, 04810.2000, Close, Short, +0105.3400, +024098.3400, +0120491.70 01/05/09, 0000, 04983.9900, Close, Long , -0173.7900, +023924.5500, +0119622.75 01/09/09, 0000, 04783.8900, Close, Short, -0200.1000, +023724.4500, +0118622.25 01/19/09, 0000, 04316.1400, Close, Long , +0467.7500, +024192.2000, +0120961.00 01/21/09, 0000, 04261.1500, Close, Short, -0054.9900, +024137.2100, +0120686.05 01/22/09, 0000, 04219.4200, Close, Long , +0041.7300, +024178.9400, +0120894.70 01/26/09, 0000, 04326.8700, Close, Short, +0107.4500, +024286.3900, +0121431.95 01/27/09, 0000, 04323.4200, Close, Long , +0003.4500, +024289.8400, +0121449.20 01/29/09, 0000, 04428.1100, Close, Short, +0104.6900, +024394.5300, +0121972.65 01/30/09, 0000, 04338.3500, Close, Long , +0089.7600, +024484.2900, +0122421.45 02/03/09, 0000, 04374.9600, Close, Short, +0036.6100, +024520.9000, +0122604.50 02/04/09, 0000, 04492.7900, Close, Long , -0117.8300, +024403.0700, +0122015.35 02/09/09, 0000, 04666.8200, Close, Short, +0174.0300, +024577.1000, +0122885.50 02/10/09, 0000, 04505.5400, Close, Long , +0161.2800, +024738.3800, +0123691.90 02/12/09, 0000, 04407.5600, Close, Short, -0097.9800, +024640.4000, +0123202.00 02/17/09, 0000, 04216.6000, Close, Long , +0190.9600, +024831.3600, +0124156.80 02/23/09, 0000, 03936.4500, Close, Short, -0280.1500, +024551.2100, +0122756.05 02/26/09, 0000, 03942.6200, Close, Long , -0006.1700, +024545.0400, +0122725.20 03/02/09, 0000, 03710.0700, Close, Short, -0232.5500, +024312.4900, +0121562.45 03/05/09, 0000, 03695.4900, Close, Long , +0014.5800, +024327.0700, +0121635.35 03/10/09, 0000, 03886.9800, Close, Short, +0191.4900, +024518.5600, +0122592.80 03/11/09, 0000, 03914.1000, Close, Long , -0027.1200, +024491.4400, +0122457.20 03/12/09, 0000, 03956.2200, Close, Short, +0042.1200, +024533.5600, +0122667.80 03/17/09, 0000, 03987.7700, Close, Long , -0031.5500, +024502.0100, +0122510.05 03/19/09, 0000, 04043.4600, Close, Short, +0055.6900, +024557.7000, +0122788.50 03/24/09, 0000, 04187.3600, Close, Long , -0143.9000, +024413.8000, +0122069.00 03/25/09, 0000, 04223.2900, Close, Short, +0035.9300, +024449.7300, +0122248.65 03/27/09, 0000, 04203.5500, Close, Long , +0019.7400, +024469.4700, +0122347.35 03/30/09, 0000, 03989.2300, Close, Short, -0214.3200, +024255.1500, +0121275.75 03/31/09, 0000, 04084.7600, Close, Long , -0095.5300, +024159.6200, +0120798.10 04/01/09, 0000, 04131.0700, Close, Short, +0046.3100, +024205.9300, +0121029.65 04/03/09, 0000, 04384.9900, Close, Long , -0253.9200, +023952.0100, +0119760.05 04/06/09, 0000, 04349.8100, Close, Short, -0035.1800, +023916.8300, +0119584.15 04/07/09, 0000, 04322.5000, Close, Long , +0027.3100, +023944.1400, +0119720.70 04/08/09, 0000, 04357.9200, Close, Short, +0035.4200, +023979.5600, +0119897.80 04/15/09, 0000, 04549.7900, Close, Long , -0191.8700, +023787.6900, +0118938.45 04/16/09, 0000, 04609.4600, Close, Short, +0059.6700, +023847.3600, +0119236.80 04/20/09, 0000, 04486.3000, Close, Long , +0123.1600, +023970.5200, +0119852.60 04/22/09, 0000, 04594.4200, Close, Short, +0108.1200, +024078.6400, +0120393.20 04/23/09, 0000, 04538.2100, Close, Long , +0056.2100, +024134.8500, +0120674.25 04/24/09, 0000, 04674.3200, Close, Short, +0136.1100, +024270.9600, +0121354.80 04/27/09, 0000, 04694.0700, Close, Long , -0019.7500, +024251.2100, +0121256.05 05/04/09, 0000, 04902.4500, Close, Short, +0208.3800, +024459.5900, +0122297.95 05/05/09, 0000, 04853.0300, Close, Long , +0049.4200, +024509.0100, +0122545.05 05/13/09, 0000, 04727.6100, Close, Short, -0125.4200, +024383.5900, +0121917.95 05/15/09, 0000, 04737.5000, Close, Long , -0009.8900, +024373.7000, +0121868.50 05/20/09, 0000, 05038.9400, Close, Short, +0301.4400, +024675.1400, +0123375.70 05/21/09, 0000, 04900.6700, Close, Long , +0138.2700, +024813.4100, +0124067.05 05/22/09, 0000, 04918.7500, Close, Short, +0018.0800, +024831.4900, +0124157.45 05/25/09, 0000, 04918.4500, Close, Long , +0000.3000, +024831.7900, +0124158.95 06/01/09, 0000, 05142.5600, Close, Short, +0224.1100, +025055.9000, +0125279.50 06/03/09, 0000, 05054.5300, Close, Long , +0088.0300, +025143.9300, +0125719.65 06/04/09, 0000, 05064.8000, Close, Short, +0010.2700, +025154.2000, +0125771.00 06/05/09, 0000, 05077.0300, Close, Long , -0012.2300, +025141.9700, +0125709.85 06/11/09, 0000, 05107.2600, Close, Short, +0030.2300, +025172.2000, +0125861.00 06/12/09, 0000, 05069.2400, Close, Long , +0038.0200, +025210.2200, +0126051.10 06/15/09, 0000, 04889.9400, Close, Short, -0179.3000, +025030.9200, +0125154.60 06/29/09, 0000, 04885.0900, Close, Long , +0004.8500, +025035.7700, +0125178.85 06/30/09, 0000, 04808.6400, Close, Short, -0076.4500, +024959.3200, +0124796.60 07/01/09, 0000, 04905.4400, Close, Long , -0096.8000, +024862.5200, +0124312.60 07/02/09, 0000, 04718.4900, Close, Short, -0186.9500, +024675.5700, +0123377.85 07/13/09, 0000, 04722.3400, Close, Long , -0003.8500, +024671.7200, +0123358.60 07/15/09, 0000, 04928.4400, Close, Short, +0206.1000, +024877.8200, +0124389.10 07/22/09, 0000, 05121.5600, Close, Long , -0193.1200, +024684.7000, +0123423.50 07/24/09, 0000, 05229.3600, Close, Short, +0107.8000, +024792.5000, +0123962.50 07/27/09, 0000, 05251.5500, Close, Long , -0022.1900, +024770.3100, +0123851.55 07/30/09, 0000, 05360.6600, Close, Short, +0109.1100, +024879.4200, +0124397.10 07/31/09, 0000, 05332.1400, Close, Long , +0028.5200, +024907.9400, +0124539.70 08/03/09, 0000, 05426.8500, Close, Short, +0094.7100, +025002.6500, +0125013.25 08/04/09, 0000, 05417.0200, Close, Long , +0009.8300, +025012.4800, +0125062.40 08/17/09, 0000, 05201.6100, Close, Short, -0215.4100, +024797.0700, +0123985.35 08/20/09, 0000, 05311.0600, Close, Long , -0109.4500, +024687.6200, +0123438.10 08/21/09, 0000, 05462.7400, Close, Short, +0151.6800, +024839.3000, +0124196.50 08/25/09, 0000, 05557.0900, Close, Long , -0094.3500, +024744.9500, +0123724.75 09/01/09, 0000, 05327.2900, Close, Short, -0229.8000, +024515.1500, +0122575.75 09/04/09, 0000, 05384.4300, Close, Long , -0057.1400, +024458.0100, +0122290.05 09/07/09, 0000, 05463.5100, Close, Short, +0079.0800, +024537.0900, +0122685.45 09/10/09, 0000, 05594.7700, Close, Long , -0131.2600, +024405.8300, +0122029.15 09/11/09, 0000, 05624.0200, Close, Short, +0029.2500, +024435.0800, +0122175.40 09/14/09, 0000, 05620.2400, Close, Long , +0003.7800, +024438.8600, +0122194.30 09/16/09, 0000, 05700.2600, Close, Short, +0080.0200, +024518.8800, +0122594.40 09/18/09, 0000, 05703.8300, Close, Long , -0003.5700, +024515.3100, +0122576.55 09/25/09, 0000, 05581.4100, Close, Short, -0122.4200, +024392.8900, +0121964.45 09/28/09, 0000, 05736.3100, Close, Long , -0154.9000, +024237.9900, +0121189.95 10/01/09, 0000, 05554.5500, Close, Short, -0181.7600, +024056.2300, +0120281.15 10/06/09, 0000, 05657.6400, Close, Long , -0103.0900, +023953.1400, +0119765.70 10/14/09, 0000, 05854.1400, Close, Short, +0196.5000, +024149.6400, +0120748.20 10/16/09, 0000, 05743.3900, Close, Long , +0110.7500, +024260.3900, +0121301.95 10/23/09, 0000, 05740.2500, Close, Short, -0003.1400, +024257.2500, +0121286.25 10/26/09, 0000, 05642.1600, Close, Long , +0098.0900, +024355.3400, +0121776.70 10/28/09, 0000, 05496.2700, Close, Short, -0145.8900, +024209.4500, +0121047.25 10/30/09, 0000, 05414.9600, Close, Long , +0081.3100, +024290.7600, +0121453.80 11/02/09, 0000, 05430.8200, Close, Short, +0015.8600, +024306.6200, +0121533.10 11/03/09, 0000, 05353.3500, Close, Long , +0077.4700, +024384.0900, +0121920.45 11/04/09, 0000, 05444.2300, Close, Short, +0090.8800, +024474.9700, +0122374.85 11/06/09, 0000, 05488.2500, Close, Long , -0044.0200, +024430.9500, +0122154.75 11/16/09, 0000, 05804.8200, Close, Short, +0316.5700, +024747.5200, +0123737.60 11/19/09, 0000, 05702.1800, Close, Long , +0102.6400, +024850.1600, +0124250.80 11/23/09, 0000, 05801.4800, Close, Short, +0099.3000, +024949.4600, +0124747.30 11/27/09, 0000, 05685.6100, Close, Long , +0115.8700, +025065.3300, +0125326.65 11/30/09, 0000, 05625.9500, Close, Short, -0059.6600, +025005.6700, +0125028.35 12/01/09, 0000, 05776.6100, Close, Long , -0150.6600, +024855.0100, +0124275.05 12/08/09, 0000, 05688.5800, Close, Short, -0088.0300, +024766.9800, +0123834.90 12/11/09, 0000, 05756.2900, Close, Long , -0067.7100, +024699.2700, +0123496.35 12/14/09, 0000, 05802.2600, Close, Short, +0045.9700, +024745.2400, +0123726.20 12/17/09, 0000, 05844.4400, Close, Long , -0042.1800, +024703.0600, +0123515.30 12/21/09, 0000, 05930.5300, Close, Short, +0086.0900, +024789.1500, +0123945.75 12/23/09, 0000, 05957.4400, Close, Long , -0026.9100, +024762.2400, +0123811.20 12/28/09, 0000, 06002.9200, Close, Short, +0045.4800, +024807.7200, +0124038.60 12/29/09, 0000, 06011.5500, Close, Long , -0008.6300, +024799.0900, +0123995.45 01/12/10, 0000, 05943.0000, Close, Short, -0068.5500, +024730.5400, +0123652.70 01/13/10, 0000, 05963.1400, Close, Long , -0020.1400, +024710.4000, +0123552.00 01/14/10, 0000, 05988.8800, Close, Short, +0025.7400, +024736.1400, +0123680.70 01/19/10, 0000, 05976.4800, Close, Long , +0012.4000, +024748.5400, +0123742.70 01/20/10, 0000, 05851.5300, Close, Short, -0124.9500, +024623.5900, +0123117.95 01/21/10, 0000, 05746.9700, Close, Long , +0104.5600, +024728.1500, +0123640.75 01/25/10, 0000, 05631.3700, Close, Short, -0115.6000, +024612.5500, +0123062.75 01/27/10, 0000, 05643.2000, Close, Long , -0011.8300, +024600.7200, +0123003.60 01/29/10, 0000, 05608.7900, Close, Short, -0034.4100, +024566.3100, +0122831.55 02/04/10, 0000, 05533.2400, Close, Long , +0075.5500, +024641.8600, +0123209.30 02/08/10, 0000, 05484.8500, Close, Short, -0048.3900, +024593.4700, +0122967.35 02/16/10, 0000, 05592.1200, Close, Long , -0107.2700, +024486.2000, +0122431.00 02/17/10, 0000, 05648.3400, Close, Short, +0056.2200, +024542.4200, +0122712.10 02/22/10, 0000, 05688.4400, Close, Long , -0040.1000, +024502.3200, +0122511.60 02/23/10, 0000, 05604.0700, Close, Short, -0084.3700, +024417.9500, +0122089.75 02/25/10, 0000, 05532.3300, Close, Long , +0071.7400, +024489.6900, +0122448.45 02/26/10, 0000, 05598.4600, Close, Short, +0066.1300, +024555.8200, +0122779.10 03/01/10, 0000, 05713.5100, Close, Long , -0115.0500, +024440.7700, +0122203.85 03/12/10, 0000, 05945.1100, Close, Short, +0231.6000, +024672.3700, +0123361.85 03/18/10, 0000, 06012.3100, Close, Long , -0067.2000, +024605.1700, +0123025.85 03/25/10, 0000, 06132.9500, Close, Short, +0120.6400, +024725.8100, +0123629.05 03/26/10, 0000, 06120.0500, Close, Long , +0012.9000, +024738.7100, +0123693.55 03/29/10, 0000, 06156.8500, Close, Short, +0036.8000, +024775.5100, +0123877.55 03/30/10, 0000, 06142.2500, Close, Long , +0014.6000, +024790.1100, +0123950.55 04/01/10, 0000, 06235.5600, Close, Short, +0093.3100, +024883.4200, +0124417.10 04/07/10, 0000, 06222.4100, Close, Long , +0013.1500, +024896.5700, +0124482.85 04/12/10, 0000, 06250.6900, Close, Short, +0028.2800, +024924.8500, +0124624.25 04/13/10, 0000, 06230.8300, Close, Long , +0019.8600, +024944.7100, +0124723.55 04/16/10, 0000, 06180.9000, Close, Short, -0049.9300, +024894.7800, +0124473.90 04/19/10, 0000, 06162.4400, Close, Long , +0018.4600, +024913.2400, +0124566.20 04/22/10, 0000, 06168.7200, Close, Short, +0006.2800, +024919.5200, +0124597.60 04/23/10, 0000, 06259.5300, Close, Long , -0090.8100, +024828.7100, +0124143.55 04/26/10, 0000, 06332.1000, Close, Short, +0072.5700, +024901.2800, +0124506.40 05/06/10, 0000, 05908.2600, Close, Long , +0423.8400, +025325.1200, +0126625.60 05/10/10, 0000, 06017.9100, Close, Short, +0109.6500, +025434.7700, +0127173.85 05/12/10, 0000, 06183.4900, Close, Long , -0165.5800, +025269.1900, +0126345.95 05/14/10, 0000, 06056.7100, Close, Short, -0126.7800, +025142.4100, +0125712.05 05/18/10, 0000, 06155.9300, Close, Long , -0099.2200, +025043.1900, +0125215.95 05/19/10, 0000, 05988.6700, Close, Short, -0167.2600, +024875.9300, +0124379.65 05/25/10, 0000, 05670.0400, Close, Long , +0318.6300, +025194.5600, +0125972.80 06/03/10, 0000, 06054.6300, Close, Short, +0384.5900, +025579.1500, +0127895.75 06/08/10, 0000, 05868.5500, Close, Long , +0186.0800, +025765.2300, +0128826.15 06/10/10, 0000, 06056.5900, Close, Short, +0188.0400, +025953.2700, +0129766.35 06/18/10, 0000, 06216.9800, Close, Long , -0160.3900, +025792.8800, +0128964.40 06/21/10, 0000, 06292.9700, Close, Short, +0075.9900, +025868.8700, +0129344.35 06/22/10, 0000, 06269.0400, Close, Long , +0023.9300, +025892.8000, +0129464.00 06/24/10, 0000, 06115.4800, Close, Short, -0153.5600, +025739.2400, +0128696.20 06/25/10, 0000, 06070.6000, Close, Long , +0044.8800, +025784.1200, +0128920.60 06/29/10, 0000, 05952.0300, Close, Short, -0118.5700, +025665.5500, +0128327.75 06/30/10, 0000, 05965.5200, ... , Short, -0013.4900, +025652.0600, +0128260.30