Zen Trading System v1.71e Report...06/30/2010, 18:43 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, Stop , Long , -0100.0000, -000100.0000, -0000500.00 01/05/00, 0000, 06502.0700, Stop , Short, -0362.0000, -000462.0000, -0002310.00 01/07/00, 0000, 06780.9600, Stop , Long , -0101.8500, -000563.8500, -0002819.25 01/18/00, 0000, 07072.1200, Stop , Long , +0307.9400, -000255.9100, -0001279.55 01/21/00, 0000, 06992.7500, Stop , Long , -0095.4600, -000351.3700, -0001756.85 01/24/00, 0000, 06931.9900, Close, Short, -0061.7600, -000413.1300, -0002065.65 01/25/00, 0000, 06809.6400, Close, Long , +0121.3500, -000291.7800, -0001458.90 01/27/00, 0000, 07126.1300, Close, Short, +0315.4900, +000023.7100, +0000118.55 02/01/00, 0000, 07050.4600, Stop , Long , +0073.5300, +000097.2400, +0000486.20 02/02/00, 0000, 07171.9500, Close, Short, +0120.4900, +000217.7300, +0001088.65 02/03/00, 0000, 07354.2600, Stop , Short, -0127.0000, +000090.7300, +0000453.65 02/04/00, 0000, 07444.6100, Close, Long , -0091.3500, -000000.6200, -0000003.10 02/07/00, 0000, 07296.3200, Stop , Long , -0143.0000, -000143.6200, -0000718.10 02/08/00, 0000, 07549.8800, Close, Short, +0252.5600, +000108.9400, +0000544.70 02/09/00, 0000, 07629.1100, Close, Long , -0080.2300, +000028.7100, +0000143.55 02/11/00, 0000, 07611.5500, Close, Short, -0018.5600, +000010.1500, +0000050.75 02/15/00, 0000, 07396.1300, Close, Long , +0214.4200, +000224.5700, +0001122.85 02/17/00, 0000, 07580.5300, Close, Short, +0183.4000, +000407.9700, +0002039.85 02/18/00, 0000, 07573.7800, Close, Long , +0005.7500, +000413.7200, +0002068.60 02/21/00, 0000, 07590.5300, Stop , Long , -0115.0000, +000298.7200, +0001493.60 02/23/00, 0000, 07698.9700, Close, Short, +0107.4400, +000406.1600, +0002030.80 02/24/00, 0000, 07640.5300, Close, Long , +0057.4400, +000463.6000, +0002318.00 02/25/00, 0000, 07738.6800, Close, Short, +0097.1500, +000560.7500, +0002803.75 02/28/00, 0000, 07587.1300, Close, Long , +0150.5500, +000711.3000, +0003556.50 03/01/00, 0000, 07727.9300, Close, Short, +0139.8000, +000851.1000, +0004255.50 03/02/00, 0000, 07945.7700, Stop , Short, -0133.0000, +000718.1000, +0003590.50 03/03/00, 0000, 07960.0300, Close, Long , -0015.2600, +000702.8400, +0003514.20 03/09/00, 0000, 07949.1500, Stop , Long , -0077.0600, +000625.7800, +0003128.90 03/10/00, 0000, 07975.9500, Close, Short, +0025.8000, +000651.5800, +0003257.90 03/13/00, 0000, 07693.8500, Close, Long , +0281.1000, +000932.6800, +0004663.40 03/16/00, 0000, 07583.9600, Close, Short, -0110.8900, +000821.7900, +0004108.95 03/17/00, 0000, 07710.9200, Stop , Long , -0208.0000, +000613.7900, +0003068.95 03/20/00, 0000, 07872.3800, Close, Short, +0160.4600, +000774.2500, +0003871.25 03/21/00, 0000, 07807.9300, Close, Long , +0063.4500, +000837.7000, +0004188.50 03/23/00, 0000, 07694.7800, Stop , Short, -0127.0000, +000710.7000, +0003553.50 03/24/00, 0000, 07932.4200, Stop , Long , -0172.0000, +000538.7000, +0002693.50 03/30/00, 0000, 07644.8900, Stop , Short, -0208.0000, +000330.7000, +0001653.50 04/10/00, 0000, 07516.9500, Stop , Short, +0034.1200, +000364.8200, +0001824.10 04/25/00, 0000, 07280.5100, Stop , Short, +0275.0000, +000639.8200, +0003199.10 04/26/00, 0000, 07388.5500, Close, Long , -0109.0400, +000530.7800, +0002653.90 04/27/00, 0000, 07221.7400, Stop , Short, -0150.0000, +000380.7800, +0001903.90 04/28/00, 0000, 07414.6800, Close, Long , -0193.9400, +000186.8400, +0000934.20 05/02/00, 0000, 07555.9200, Close, Short, +0140.2400, +000327.0800, +0001635.40 05/04/00, 0000, 07386.7100, Close, Long , +0168.2100, +000495.2900, +0002476.45 05/08/00, 0000, 07408.0900, Close, Short, +0020.3800, +000515.6700, +0002578.35 05/09/00, 0000, 07280.5400, Close, Long , +0126.5500, +000642.2200, +0003211.10 05/10/00, 0000, 07120.8600, Stop , Long , -0161.0000, +000481.2200, +0002406.10 05/11/00, 0000, 07259.4800, Close, Short, +0137.6200, +000618.8400, +0003094.20 05/12/00, 0000, 07269.2800, Close, Long , -0010.8000, +000608.0400, +0003040.20 05/17/00, 0000, 07211.5100, Stop , Short, -0070.2200, +000537.8200, +0002689.10 05/22/00, 0000, 06912.9600, Close, Long , +0297.5500, +000835.3700, +0004176.85 05/24/00, 0000, 06834.8800, Stop , Long , -0113.2700, +000722.1000, +0003610.50 05/25/00, 0000, 06978.8700, Close, Short, +0142.9900, +000865.0900, +0004325.45 05/26/00, 0000, 06938.3300, Close, Long , +0039.5400, +000904.6300, +0004523.15 05/29/00, 0000, 07016.6600, Close, Short, +0077.3300, +000981.9600, +0004909.80 05/30/00, 0000, 07119.2600, Stop , Long , -0087.0000, +000894.9600, +0004474.80 06/01/00, 0000, 07272.7600, Close, Short, +0152.5000, +001047.4600, +0005237.30 06/02/00, 0000, 07438.9500, Stop , Short, -0145.0000, +000902.4600, +0004512.30 06/05/00, 0000, 07408.0200, Close, Long , +0029.9300, +000932.3900, +0004661.95 06/07/00, 0000, 07292.9800, Stop , Long , -0125.0000, +000807.3900, +0004036.95 06/13/00, 0000, 07268.9100, Stop , Long , -0113.0000, +000694.3900, +0003471.95 06/16/00, 0000, 07131.4000, Stop , Short, -0028.9700, +000665.4200, +0003327.10 06/20/00, 0000, 07227.2700, Close, Long , -0096.8700, +000568.5500, +0002842.75 06/21/00, 0000, 07100.0900, Stop , Short, -0068.0000, +000500.5500, +0002502.75 06/26/00, 0000, 07027.1900, Stop , Long , +0021.6800, +000522.2300, +0002611.15 06/27/00, 0000, 07048.9600, Close, Short, +0020.7700, +000543.0000, +0002715.00 06/29/00, 0000, 06874.5400, Close, Long , +0173.4200, +000716.4200, +0003582.10 07/03/00, 0000, 06958.9600, Close, Short, +0083.4200, +000799.8400, +0003999.20 07/05/00, 0000, 06961.7300, Stop , Short, -0072.4000, +000727.4400, +0003637.20 07/07/00, 0000, 07052.2200, Stop , Long , -0061.3600, +000666.0800, +0003330.40 07/10/00, 0000, 07070.8200, Close, Short, +0017.6000, +000683.6800, +0003418.40 07/12/00, 0000, 07065.9700, Close, Long , +0003.8500, +000687.5300, +0003437.65 07/13/00, 0000, 07195.9900, Close, Short, +0129.0200, +000816.5500, +0004082.75 07/17/00, 0000, 07430.7000, Stop , Short, -0159.0000, +000657.5500, +0003287.75 07/18/00, 0000, 07406.9100, Close, Long , +0022.7900, +000680.3400, +0003401.70 07/20/00, 0000, 07480.1400, Stop , Short, -0087.0000, +000593.3400, +0002966.70 07/21/00, 0000, 07373.2600, Close, Long , +0105.8800, +000699.2200, +0003496.10 07/26/00, 0000, 07302.1200, Stop , Long , -0121.0000, +000578.2200, +0002891.10 07/27/00, 0000, 07183.4400, Stop , Short, -0102.0000, +000476.2200, +0002381.10 08/03/00, 0000, 07037.9100, Close, Long , +0144.5300, +000620.7500, +0003103.75 08/07/00, 0000, 07113.2200, Close, Short, +0074.3100, +000695.0600, +0003475.30 08/09/00, 0000, 07226.7100, Stop , Long , -0106.0000, +000589.0600, +0002945.30 08/15/00, 0000, 07307.4300, Close, Short, +0079.7200, +000668.7800, +0003343.90 08/17/00, 0000, 07278.4300, Close, Long , +0028.0000, +000696.7800, +0003483.90 08/18/00, 0000, 07232.4200, Close, Short, -0047.0100, +000649.7700, +0003248.85 08/21/00, 0000, 07199.3400, Close, Long , +0032.0800, +000681.8500, +0003409.25 08/23/00, 0000, 07232.7800, Stop , Long , -0027.1400, +000654.7100, +0003273.55 08/25/00, 0000, 07307.1700, Close, Short, +0073.3900, +000728.1000, +0003640.50 08/28/00, 0000, 07339.2200, Stop , Short, -0089.0000, +000639.1000, +0003195.50 08/29/00, 0000, 07294.4000, Close, Long , +0043.8200, +000682.9200, +0003414.60 08/30/00, 0000, 07185.5600, Stop , Short, -0072.0000, +000610.9200, +0003054.60 09/01/00, 0000, 07344.6700, Stop , Long , -0103.0000, +000507.9200, +0002539.60 09/06/00, 0000, 07333.0200, Stop , Long , -0002.1100, +000505.8100, +0002529.05 09/08/00, 0000, 07267.7700, Stop , Short, -0050.6800, +000455.1300, +0002275.65 09/12/00, 0000, 07135.7500, Close, Long , +0131.0200, +000586.1500, +0002930.75 09/13/00, 0000, 07006.2600, Stop , Long , -0077.0000, +000509.1500, +0002545.75 09/14/00, 0000, 07048.5000, Close, Short, +0041.2400, +000550.3900, +0002751.95 09/15/00, 0000, 06999.5400, Close, Long , +0047.9600, +000598.3500, +0002991.75 09/18/00, 0000, 06891.6900, Stop , Long , -0091.0000, +000507.3500, +0002536.75 09/19/00, 0000, 06937.7400, Close, Short, +0045.0500, +000552.4000, +0002762.00 09/20/00, 0000, 06765.2300, Close, Long , +0171.5100, +000723.9100, +0003619.55 09/21/00, 0000, 06682.9200, Close, Short, -0083.3100, +000640.6000, +0003203.00 09/22/00, 0000, 06740.2500, Close, Long , -0058.3300, +000582.2700, +0002911.35 09/27/00, 0000, 06814.0600, Close, Short, +0072.8100, +000655.0800, +0003275.40 10/02/00, 0000, 06862.2600, Stop , Short, -0086.0600, +000569.0200, +0002845.10 10/09/00, 0000, 06680.7800, Close, Long , +0180.4800, +000749.5000, +0003747.50 10/10/00, 0000, 06673.1500, Close, Short, -0008.6300, +000740.8700, +0003704.35 10/11/00, 0000, 06561.6300, Close, Long , +0110.5200, +000851.3900, +0004256.95 10/12/00, 0000, 06465.2600, Stop , Long , -0173.0000, +000678.3900, +0003391.95 10/13/00, 0000, 06661.3000, Close, Short, +0195.0400, +000873.4300, +0004367.15 10/19/00, 0000, 06619.4300, Close, Long , +0040.8700, +000914.3000, +0004571.50 10/20/00, 0000, 06618.4300, Close, Short, -0002.0000, +000912.3000, +0004561.50 10/24/00, 0000, 06802.8100, Stop , Long , -0118.0000, +000794.3000, +0003971.50 10/31/00, 0000, 07077.4400, Close, Short, +0273.6300, +001067.9300, +0005339.65 11/03/00, 0000, 07128.2700, Stop , Short, -0075.6300, +000992.3000, +0004961.50 11/06/00, 0000, 07136.3000, Close, Long , -0009.0300, +000983.2700, +0004916.35 11/07/00, 0000, 07076.2800, Stop , Long , -0068.0000, +000915.2700, +0004576.35 11/09/00, 0000, 06959.5000, Stop , Long , -0097.0000, +000818.2700, +0004091.35 11/10/00, 0000, 06851.6900, Stop , Short, -0083.0000, +000735.2700, +0003676.35 11/14/00, 0000, 06966.6500, Stop , Long , -0035.4100, +000699.8600, +0003499.30 11/16/00, 0000, 06842.1100, Close, Short, -0125.5400, +000574.3200, +0002871.60 11/17/00, 0000, 06752.2900, Close, Long , +0088.8200, +000663.1400, +0003315.70 11/20/00, 0000, 06609.4800, Stop , Long , -0109.0000, +000554.1400, +0002770.70 11/21/00, 0000, 06678.0700, Close, Short, +0067.5900, +000621.7300, +0003108.65 11/22/00, 0000, 06510.5400, Close, Long , +0166.5300, +000788.2600, +0003941.30 11/23/00, 0000, 06601.0000, Close, Short, +0089.4600, +000877.7200, +0004388.60 11/27/00, 0000, 06696.9100, Stop , Short, -0131.0000, +000746.7200, +0003733.60 11/30/00, 0000, 06372.3300, Close, Long , +0323.5800, +001070.3000, +0005351.50 12/01/00, 0000, 06512.9100, Close, Short, +0139.5800, +001209.8800, +0006049.40 12/04/00, 0000, 06408.1000, Close, Long , +0103.8100, +001313.6900, +0006568.45 12/06/00, 0000, 06622.2500, Close, Short, +0213.1500, +001526.8400, +0007634.20 12/07/00, 0000, 06566.0800, Close, Long , +0055.1700, +001582.0100, +0007910.05 12/11/00, 0000, 06782.5200, Close, Short, +0215.4400, +001797.4500, +0008987.25 12/14/00, 0000, 06469.9500, Close, Long , +0311.5700, +002109.0200, +0010545.10 12/18/00, 0000, 06390.2500, Close, Short, -0080.7000, +002028.3200, +0010141.60 12/20/00, 0000, 06248.7600, Close, Long , +0140.4900, +002168.8100, +0010844.05 12/22/00, 0000, 06251.4000, Close, Short, +0001.6400, +002170.4500, +0010852.25 12/27/00, 0000, 06328.1600, Stop , Short, -0082.0000, +002088.4500, +0010442.25 12/29/00, 0000, 06433.6100, Stop , Long , -0094.0000, +001994.4500, +0009972.25 01/02/01, 0000, 06289.8200, Stop , Short, -0092.0000, +001902.4500, +0009512.25 01/03/01, 0000, 06434.9600, Stop , Long , -0130.0000, +001772.4500, +0008862.25 01/04/01, 0000, 06376.5400, Close, Short, -0059.4200, +001713.0300, +0008565.15 01/11/01, 0000, 06465.2100, Stop , Long , -0049.5300, +001663.5000, +0008317.50 01/16/01, 0000, 06502.8900, Stop , Long , -0009.3400, +001654.1600, +0008270.80 01/17/01, 0000, 06653.3800, Close, Short, +0149.4900, +001803.6500, +0009018.25 01/19/01, 0000, 06651.5300, Stop , Short, -0056.3800, +001747.2700, +0008736.35 01/24/01, 0000, 06706.6700, Stop , Long , -0092.0000, +001655.2700, +0008276.35 01/25/01, 0000, 06727.4900, Close, Short, +0019.8200, +001675.0900, +0008375.45 01/26/01, 0000, 06695.2000, Close, Long , +0031.2900, +001706.3800, +0008531.90 01/29/01, 0000, 06750.9600, Close, Short, +0054.7600, +001761.1400, +0008805.70 01/30/01, 0000, 06739.3000, Close, Long , +0010.6600, +001771.8000, +0008859.00 01/31/01, 0000, 06795.1400, Close, Short, +0054.8400, +001826.6400, +0009133.20 02/01/01, 0000, 06704.6800, Close, Long , +0089.4600, +001916.1000, +0009580.50 02/02/01, 0000, 06638.2000, Stop , Short, -0080.0000, +001836.1000, +0009180.50 02/06/01, 0000, 06693.0300, Stop , Long , -0038.8700, +001797.2300, +0008986.15 02/07/01, 0000, 06578.9600, Stop , Short, -0065.0000, +001732.2300, +0008661.15 02/08/01, 0000, 06636.8100, Close, Long , -0058.8500, +001673.3800, +0008366.90 02/09/01, 0000, 06497.0700, Stop , Short, -0078.0000, +001595.3800, +0007976.90 02/15/01, 0000, 06591.6700, Stop , Short, -0079.8000, +001515.5800, +0007577.90 02/23/01, 0000, 06075.3400, Close, Long , +0515.3300, +002030.9100, +0010154.55 02/27/01, 0000, 06220.4800, Close, Short, +0144.1400, +002175.0500, +0010875.25 03/06/01, 0000, 06284.0600, Stop , Short, -0007.9000, +002167.1500, +0010835.75 03/13/01, 0000, 05962.9300, Close, Long , +0320.1300, +002487.2800, +0012436.40 03/14/01, 0000, 05794.1200, Stop , Short, -0104.0000, +002383.2800, +0011916.40 03/16/01, 0000, 05734.4900, Close, Long , +0058.6300, +002441.9100, +0012209.55 03/19/01, 0000, 05657.2900, Close, Short, -0078.2000, +002363.7100, +0011818.55 03/22/01, 0000, 05388.0200, Close, Long , +0268.2700, +002631.9800, +0013159.90 03/26/01, 0000, 05726.9700, Close, Short, +0337.9500, +002969.9300, +0014849.65 03/27/01, 0000, 05938.2100, Stop , Long , -0188.0000, +002781.9300, +0013909.65 03/28/01, 0000, 05817.5200, Close, Short, -0121.6900, +002660.2400, +0013301.20 03/29/01, 0000, 05879.3000, Close, Long , -0062.7800, +002597.4600, +0012987.30 03/30/01, 0000, 05829.9500, Close, Short, -0050.3500, +002547.1100, +0012735.55 04/02/01, 0000, 05760.7600, Close, Long , +0068.1900, +002615.3000, +0013076.50 04/03/01, 0000, 05553.4600, Stop , Long , -0181.0000, +002434.3000, +0012171.50 04/04/01, 0000, 05597.6600, Close, Short, +0043.2000, +002477.5000, +0012387.50 04/05/01, 0000, 05773.3400, Close, Long , -0176.6800, +002300.8200, +0011504.10 04/06/01, 0000, 05698.8800, Close, Short, -0075.4600, +002225.3600, +0011126.80 04/09/01, 0000, 05781.0100, Close, Long , -0083.1300, +002142.2300, +0010711.15 04/10/01, 0000, 05913.8400, Close, Short, +0131.8300, +002274.0600, +0011370.30 04/17/01, 0000, 05935.5800, Close, Long , -0022.7400, +002251.3200, +0011256.60 04/18/01, 0000, 06164.8800, Close, Short, +0228.3000, +002479.6200, +0012398.10 04/19/01, 0000, 06181.9100, Close, Long , -0018.0300, +002461.5900, +0012307.95 04/20/01, 0000, 06127.9700, Close, Short, -0054.9400, +002406.6500, +0012033.25 04/23/01, 0000, 06051.4800, Close, Long , +0075.4900, +002482.1400, +0012410.70 04/24/01, 0000, 06124.5700, Close, Short, +0072.0900, +002554.2300, +0012771.15 04/25/01, 0000, 06115.1900, Close, Long , +0008.3800, +002562.6100, +0012813.05 04/26/01, 0000, 06123.6600, Close, Short, +0007.4700, +002570.0800, +0012850.40 04/30/01, 0000, 06264.5100, Stop , Short, -0093.0000, +002477.0800, +0012385.40 05/02/01, 0000, 06213.8400, Close, Long , +0049.6700, +002526.7500, +0012633.75 05/03/01, 0000, 06089.1700, Stop , Long , -0099.0000, +002427.7500, +0012138.75 05/09/01, 0000, 06063.9400, Close, Short, -0026.2300, +002401.5200, +0012007.60 05/10/01, 0000, 06165.1800, Stop , Long , -0076.0000, +002325.5200, +0011627.60 05/14/01, 0000, 06064.6800, Close, Short, -0101.5000, +002224.0200, +0011120.10 05/16/01, 0000, 06148.4400, Stop , Long , -0089.0000, +002135.0200, +0010675.10 05/21/01, 0000, 06249.8700, Close, Short, +0100.4300, +002235.4500, +0011177.25 05/23/01, 0000, 06215.2500, Close, Long , +0033.6200, +002269.0700, +0011345.35 05/24/01, 0000, 06278.9000, Close, Short, +0062.6500, +002331.7200, +0011658.60 05/25/01, 0000, 06223.5700, Close, Long , +0054.3300, +002386.0500, +0011930.25 05/29/01, 0000, 06120.3300, Stop , Short, -0090.0000, +002296.0500, +0011480.25 05/31/01, 0000, 06123.2600, Stop , Short, +0004.1100, +002300.1600, +0011500.80 06/01/01, 0000, 06125.1700, Close, Long , -0002.9100, +002297.2500, +0011486.25 06/05/01, 0000, 06242.1300, Close, Short, +0115.9600, +002413.2100, +0012066.05 06/06/01, 0000, 06192.4400, Close, Long , +0048.6900, +002461.9000, +0012309.50 06/07/01, 0000, 06184.2500, Close, Short, -0009.1900, +002452.7100, +0012263.55 06/08/01, 0000, 06187.2100, Stop , Long , -0060.0000, +002392.7100, +0011963.55 06/11/01, 0000, 06162.7400, Close, Short, -0025.4700, +002367.2400, +0011836.20 06/12/01, 0000, 06059.1500, Close, Long , +0102.5900, +002469.8300, +0012349.15 06/13/01, 0000, 06111.9400, Close, Short, +0051.7900, +002521.6200, +0012608.10 06/14/01, 0000, 06031.2700, Close, Long , +0079.6700, +002601.2900, +0013006.45 06/15/01, 0000, 05915.1800, Stop , Long , -0085.0000, +002516.2900, +0012581.45 06/19/01, 0000, 05922.5300, Close, Short, +0006.3500, +002522.6400, +0012613.20 06/20/01, 0000, 05876.0400, Close, Long , +0045.4900, +002568.1300, +0012840.65 06/21/01, 0000, 05926.3800, Close, Short, +0049.3400, +002617.4700, +0013087.35 06/26/01, 0000, 05847.7900, Close, Long , +0077.5900, +002695.0600, +0013475.30 06/28/01, 0000, 05971.7700, Close, Short, +0122.9800, +002818.0400, +0014090.20 06/29/01, 0000, 06058.3800, Close, Long , -0087.6100, +002730.4300, +0013652.15 07/04/01, 0000, 06015.7200, Close, Short, -0043.6600, +002686.7700, +0013433.85 07/05/01, 0000, 05999.1900, Close, Long , +0015.5300, +002702.3000, +0013511.50 07/06/01, 0000, 05862.1000, Stop , Long , -0083.0000, +002619.3000, +0013096.50 07/09/01, 0000, 05869.8600, Close, Short, +0006.7600, +002626.0600, +0013130.30 07/10/01, 0000, 05816.3200, Close, Long , +0052.5400, +002678.6000, +0013393.00 07/11/01, 0000, 05801.8000, Close, Short, -0015.5200, +002663.0800, +0013315.40 07/12/01, 0000, 05889.8800, Stop , Short, -0079.0000, +002584.0800, +0012920.40 07/13/01, 0000, 05928.0100, Close, Long , -0039.1300, +002544.9500, +0012724.75 07/16/01, 0000, 05853.7600, Stop , Short, -0086.0000, +002458.9500, +0012294.75 07/17/01, 0000, 05846.6600, Close, Long , +0006.1000, +002465.0500, +0012325.25 07/18/01, 0000, 05728.3700, Stop , Long , -0062.0000, +002403.0500, +0012015.25 07/19/01, 0000, 05829.6900, Close, Short, +0100.3200, +002503.3700, +0012516.85 07/20/01, 0000, 05764.0600, Close, Long , +0064.6300, +002568.0000, +0012840.00 07/23/01, 0000, 05791.7300, Close, Short, +0026.6700, +002594.6700, +0012973.35 07/24/01, 0000, 05663.2600, Close, Long , +0127.4700, +002722.1400, +0013610.70 07/26/01, 0000, 05675.7600, Close, Short, +0011.5000, +002733.6400, +0013668.20 07/30/01, 0000, 05792.1900, Stop , Long , -0099.0000, +002634.6400, +0013173.20 08/01/01, 0000, 05835.2300, Close, Short, +0042.0400, +002676.6800, +0013383.40 08/02/01, 0000, 05777.2800, Stop , Short, -0049.0000, +002627.6800, +0013138.40 08/06/01, 0000, 05746.0400, Close, Long , +0030.2400, +002657.9200, +0013289.60 08/07/01, 0000, 05752.5100, Close, Short, +0005.4700, +002663.3900, +0013316.95 08/08/01, 0000, 05614.5100, Close, Long , +0137.0000, +002800.3900, +0014001.95 08/09/01, 0000, 05512.2800, Stop , Long , -0124.0000, +002676.3900, +0013381.95 08/13/01, 0000, 05453.7700, Close, Short, -0059.5100, +002616.8800, +0013084.40 08/14/01, 0000, 05520.7100, Stop , Short, -0096.0000, +002520.8800, +0012604.40 08/16/01, 0000, 05361.9200, Close, Long , +0157.7900, +002678.6700, +0013393.35 08/17/01, 0000, 05222.1200, Stop , Long , -0107.0000, +002571.6700, +0012858.35 08/20/01, 0000, 05207.8300, Close, Short, -0015.2900, +002556.3800, +0012781.90 08/21/01, 0000, 05216.1100, Close, Long , -0009.2800, +002547.1000, +0012735.50 08/24/01, 0000, 05387.5000, Close, Short, +0170.3900, +002717.4900, +0013587.45 08/28/01, 0000, 05308.7800, Close, Long , +0077.7200, +002795.2100, +0013976.05 08/29/01, 0000, 05305.0000, Close, Short, -0004.7800, +002790.4300, +0013952.15 08/30/01, 0000, 05162.4000, Close, Long , +0141.6000, +002932.0300, +0014660.15 09/03/01, 0000, 05094.1000, Stop , Long , -0067.2300, +002864.8000, +0014324.00 09/04/01, 0000, 05208.1000, Close, Short, +0113.0000, +002977.8000, +0014889.00 09/05/01, 0000, 05048.0800, Close, Long , +0159.0200, +003136.8200, +0015684.10 09/06/01, 0000, 04875.3700, Stop , Long , -0161.0000, +002975.8200, +0014879.10 09/07/01, 0000, 04730.6700, Close, Short, -0145.7000, +002830.1200, +0014150.60 09/12/01, 0000, 04335.2000, Close, Long , +0394.4700, +003224.5900, +0016122.95 09/13/01, 0000, 04392.4000, Close, Short, +0056.2000, +003280.7900, +0016403.95 09/14/01, 0000, 04115.9800, Close, Long , +0275.4200, +003556.2100, +0017781.05 09/17/01, 0000, 04234.5500, Close, Short, +0117.5700, +003673.7800, +0018368.90 09/18/01, 0000, 04194.8500, Close, Long , +0038.7000, +003712.4800, +0018562.40 09/19/01, 0000, 04041.8000, Stop , Short, -0122.0000, +003590.4800, +0017952.40 09/24/01, 0000, 04038.6900, Stop , Short, -0004.4300, +003586.0500, +0017930.25 09/25/01, 0000, 04009.1200, Close, Long , +0028.5700, +003614.6200, +0018073.10 09/26/01, 0000, 04095.3200, Close, Short, +0085.2000, +003699.8200, +0018499.10 09/28/01, 0000, 04308.1500, Stop , Long , -0160.0000, +003539.8200, +0017699.10 10/01/01, 0000, 04239.9700, Stop , Short, -0120.0000, +003419.8200, +0017099.10 10/02/01, 0000, 04304.2000, Close, Long , -0065.2300, +003354.5900, +0016772.95 10/03/01, 0000, 04436.6600, Close, Short, +0131.4600, +003486.0500, +0017430.25 10/05/01, 0000, 04487.6900, Close, Long , -0052.0300, +003434.0200, +0017170.10 10/08/01, 0000, 04495.1500, Stop , Long , -0135.0000, +003299.0200, +0016495.10 10/12/01, 0000, 04625.1300, Stop , Short, +0102.3100, +003401.3300, +0017006.65 10/15/01, 0000, 04548.4800, Close, Long , +0075.6500, +003476.9800, +0017384.90 10/16/01, 0000, 04626.4800, Close, Short, +0077.0000, +003553.9800, +0017769.90 10/17/01, 0000, 04644.8200, Stop , Short, -0113.0000, +003440.9800, +0017204.90 10/18/01, 0000, 04574.3700, Close, Long , +0069.4500, +003510.4300, +0017552.15 10/23/01, 0000, 04704.2200, Close, Short, +0128.8500, +003639.2800, +0018196.40 10/24/01, 0000, 04811.8200, Stop , Short, -0108.0000, +003531.2800, +0017656.40 10/25/01, 0000, 04715.6000, Close, Long , +0095.2200, +003626.5000, +0018132.50 10/26/01, 0000, 04820.2600, Close, Short, +0103.6600, +003730.1600, +0018650.80 10/29/01, 0000, 04660.3500, Close, Long , +0158.9100, +003889.0700, +0019445.35 10/30/01, 0000, 04543.9800, Stop , Short, -0140.0000, +003749.0700, +0018745.35 11/01/01, 0000, 04636.1300, Close, Long , -0093.1500, +003655.9200, +0018279.60 11/02/01, 0000, 04583.3100, Close, Short, -0053.8200, +003602.1000, +0018010.50 11/05/01, 0000, 04755.1100, Stop , Long , -0087.0000, +003515.1000, +0017575.50 11/08/01, 0000, 04993.5700, Close, Short, +0237.4600, +003752.5600, +0018762.80 11/12/01, 0000, 04820.3700, Close, Long , +0172.2000, +003924.7600, +0019623.80 11/19/01, 0000, 05185.1000, Close, Short, +0363.7300, +004288.4900, +0021442.45 11/21/01, 0000, 05087.0300, Close, Long , +0097.0700, +004385.5600, +0021927.80 11/23/01, 0000, 05150.9700, Stop , Long , -0021.4900, +004364.0700, +0021820.35 11/27/01, 0000, 05059.5700, Stop , Long , -0110.0000, +004254.0700, +0021270.35 11/28/01, 0000, 04915.9500, Close, Short, -0144.6200, +004109.4500, +0020547.25 11/30/01, 0000, 04989.9100, Close, Long , -0074.9600, +004034.4900, +0020172.45 12/03/01, 0000, 04988.4400, Stop , Long , -0095.0000, +003939.4900, +0019697.45 12/05/01, 0000, 05262.7500, Close, Short, +0273.3100, +004212.8000, +0021064.00 12/11/01, 0000, 05146.4500, Close, Long , +0115.3000, +004328.1000, +0021640.50 12/12/01, 0000, 05062.5600, Stop , Short, -0085.0000, +004243.1000, +0021215.50 12/13/01, 0000, 04966.0500, Close, Long , +0095.5100, +004338.6100, +0021693.05 12/18/01, 0000, 05039.6400, Close, Short, +0072.5900, +004411.2000, +0022056.00 12/19/01, 0000, 04984.6900, Close, Long , +0053.9500, +004465.1500, +0022325.75 12/21/01, 0000, 05019.0100, Stop , Short, -0099.0000, +004366.1500, +0021830.75 12/27/01, 0000, 05117.1300, Close, Long , -0099.1200, +004267.0300, +0021335.15 01/04/02, 0000, 05318.7300, Close, Short, +0200.6000, +004467.6300, +0022338.15 01/07/02, 0000, 05232.2200, Close, Long , +0085.5100, +004553.1400, +0022765.70 01/10/02, 0000, 05228.1100, Stop , Long , -0051.0100, +004502.1300, +0022510.65 01/14/02, 0000, 05065.8400, Stop , Short, -0105.0000, +004397.1300, +0021985.65 01/17/02, 0000, 05133.4000, Stop , Long , +0002.6400, +004399.7700, +0021998.85 01/21/02, 0000, 05069.7400, Close, Short, -0064.6600, +004335.1100, +0021675.55 01/23/02, 0000, 05163.0300, Stop , Long , -0071.9800, +004263.1300, +0021315.65 01/24/02, 0000, 05170.4400, Close, Short, +0006.4100, +004269.5400, +0021347.70 01/25/02, 0000, 05156.6300, Close, Long , +0012.8100, +004282.3500, +0021411.75 01/29/02, 0000, 05084.5200, Stop , Short, -0065.6100, +004216.7400, +0021083.70 02/01/02, 0000, 05097.0600, Stop , Short, -0062.6800, +004154.0600, +0020770.30 02/05/02, 0000, 04936.7500, Close, Long , +0159.3100, +004313.3700, +0021566.85 02/06/02, 0000, 04804.4100, Stop , Long , -0102.0000, +004211.3700, +0021056.85 02/07/02, 0000, 04862.6200, Close, Short, +0057.2100, +004268.5800, +0021342.90 02/08/02, 0000, 04835.9500, Close, Long , +0025.6700, +004294.2500, +0021471.25 02/11/02, 0000, 04940.0000, Close, Short, +0103.0500, +004397.3000, +0021986.50 02/14/02, 0000, 04973.7700, Stop , Short, -0048.7800, +004348.5200, +0021742.60 02/19/02, 0000, 04764.0500, Close, Long , +0208.7200, +004557.2400, +0022786.20 02/20/02, 0000, 04780.2400, Close, Short, +0015.1900, +004572.4300, +0022862.15 02/21/02, 0000, 04850.7300, Stop , Short, -0088.0000, +004484.4300, +0022422.15 02/22/02, 0000, 04745.5800, Close, Long , +0104.1500, +004588.5800, +0022942.90 02/25/02, 0000, 04863.5400, Close, Short, +0116.9600, +004705.5400, +0023527.70 02/26/02, 0000, 04897.7500, Close, Long , -0035.2100, +004670.3300, +0023351.65 02/27/02, 0000, 04960.2200, Close, Short, +0061.4700, +004731.8000, +0023659.00 02/28/02, 0000, 05039.0800, Stop , Long , -0093.0000, +004638.8000, +0023194.00 03/05/02, 0000, 05228.6700, Close, Short, +0188.5900, +004827.3900, +0024136.95 03/07/02, 0000, 05289.4300, Stop , Long , -0076.0000, +004751.3900, +0023756.95 03/08/02, 0000, 05359.5500, Close, Short, +0069.1200, +004820.5100, +0024102.55 03/11/02, 0000, 05340.6700, Close, Long , +0017.8800, +004838.3900, +0024191.95 03/12/02, 0000, 05275.8100, Stop , Long , -0091.0000, +004747.3900, +0023736.95 03/15/02, 0000, 05401.1100, Close, Short, +0124.3000, +004871.6900, +0024358.45 03/20/02, 0000, 05364.7000, Close, Long , +0035.4100, +004907.1000, +0024535.50 03/26/02, 0000, 05390.5900, Stop , Long , -0063.5700, +004843.5300, +0024217.65 04/02/02, 0000, 05311.0800, Stop , Short, -0061.3000, +004782.2300, +0023911.15 04/03/02, 0000, 05281.8400, Close, Long , +0028.2400, +004810.4700, +0024052.35 04/04/02, 0000, 05254.9500, Stop , Long , -0055.0000, +004755.4700, +0023777.35 04/05/02, 0000, 05260.5300, Close, Short, +0004.5800, +004760.0500, +0023800.25 04/08/02, 0000, 05180.3300, Close, Long , +0079.2000, +004839.2500, +0024196.25 04/10/02, 0000, 05265.3600, Close, Short, +0084.0300, +004923.2800, +0024616.40 04/11/02, 0000, 05162.9600, Close, Long , +0101.4000, +005024.6800, +0025123.40 04/12/02, 0000, 05189.6500, Close, Short, +0025.6900, +005050.3700, +0025251.85 04/16/02, 0000, 05343.8800, Stop , Long , -0063.0000, +004987.3700, +0024936.85 04/18/02, 0000, 05262.8800, Stop , Short, -0088.0000, +004899.3700, +0024496.85 04/22/02, 0000, 05205.4800, Close, Long , +0056.4000, +004955.7700, +0024778.85 04/25/02, 0000, 05054.4100, Stop , Long , -0097.0000, +004858.7700, +0024293.85 04/29/02, 0000, 05008.0400, Close, Short, -0047.3700, +004811.4000, +0024057.00 05/03/02, 0000, 04882.7700, Close, Long , +0124.2700, +004935.6700, +0024678.35 05/06/02, 0000, 04880.6700, Close, Short, -0003.1000, +004932.5700, +0024662.85 05/07/02, 0000, 04872.4100, Close, Long , +0007.2600, +004939.8300, +0024699.15 05/08/02, 0000, 05028.5900, Close, Short, +0155.1800, +005095.0100, +0025475.05 05/10/02, 0000, 04871.7000, Close, Long , +0155.8900, +005250.9000, +0026254.50 05/13/02, 0000, 04975.4800, Close, Short, +0102.7800, +005353.6800, +0026768.40 05/14/02, 0000, 05049.0800, Close, Long , -0074.6000, +005279.0800, +0026395.40 05/17/02, 0000, 05036.4100, Close, Short, -0013.6700, +005265.4100, +0026327.05 05/21/02, 0000, 04984.6100, Close, Long , +0050.8000, +005316.2100, +0026581.05 05/22/02, 0000, 04919.5000, Stop , Short, -0096.0000, +005220.2100, +0026101.05 05/23/02, 0000, 04879.5000, Close, Long , +0039.0000, +005259.2100, +0026296.05 05/24/02, 0000, 04899.1300, Close, Short, +0018.6300, +005277.8400, +0026389.20 05/27/02, 0000, 04961.5400, Stop , Long , -0056.0000, +005221.8400, +0026109.20 05/28/02, 0000, 04918.5800, Stop , Short, -0067.0000, +005154.8400, +0025774.20 05/30/02, 0000, 04761.9600, Close, Long , +0155.6200, +005310.4600, +0026552.30 06/03/02, 0000, 04747.9500, Stop , Long , -0033.6600, +005276.8000, +0026384.00 06/04/02, 0000, 04625.7900, Stop , Long , -0110.0000, +005166.8000, +0025834.00 06/05/02, 0000, 04624.3100, Close, Short, -0002.4800, +005164.3200, +0025821.60 06/06/02, 0000, 04657.5200, Stop , Short, -0082.0000, +005082.3200, +0025411.60 06/12/02, 0000, 04510.1900, Close, Long , +0146.3300, +005228.6500, +0026143.25 06/14/02, 0000, 04303.8500, Stop , Long , -0113.0000, +005115.6500, +0025578.25 06/17/02, 0000, 04475.1000, Close, Short, +0170.2500, +005285.9000, +0026429.50 06/19/02, 0000, 04354.8200, Close, Long , +0119.2800, +005405.1800, +0027025.90 06/20/02, 0000, 04245.6800, Stop , Long , -0101.0000, +005304.1800, +0026520.90 06/21/02, 0000, 04232.4000, Close, Short, -0014.2800, +005289.9000, +0026449.50 06/26/02, 0000, 04099.0500, Close, Long , +0132.3500, +005422.2500, +0027111.25 06/27/02, 0000, 04259.4300, Close, Short, +0159.3800, +005581.6300, +0027908.15 06/28/02, 0000, 04382.5600, Close, Long , -0124.1300, +005457.5000, +0027287.50 07/01/02, 0000, 04366.8100, Close, Short, -0016.7500, +005440.7500, +0027203.75 07/02/02, 0000, 04195.9500, Close, Long , +0169.8600, +005610.6100, +0028053.05 07/04/02, 0000, 04258.6200, Close, Short, +0061.6700, +005672.2800, +0028361.40 07/05/02, 0000, 04483.0300, Stop , Long , -0111.0000, +005561.2800, +0027806.40 07/10/02, 0000, 04190.2200, Stop , Short, -0192.0000, +005369.2800, +0026846.40 07/18/02, 0000, 04100.7500, Stop , Short, +0077.7100, +005446.9900, +0027234.95 07/24/02, 0000, 03632.6600, Close, Long , +0467.0900, +005914.0800, +0029570.40 07/30/02, 0000, 03878.9400, Close, Short, +0245.2800, +006159.3600, +0030796.80 08/06/02, 0000, 03568.6400, Stop , Short, +0366.2900, +006525.6500, +0032628.25 08/07/02, 0000, 03465.5400, Close, Long , +0102.1000, +006627.7500, +0033138.75 08/09/02, 0000, 03760.8600, Close, Short, +0294.3200, +006922.0700, +0034610.35 08/15/02, 0000, 03665.7400, Stop , Short, +0043.9400, +006966.0100, +0034830.05 08/16/02, 0000, 03684.6900, Close, Long , -0019.9500, +006946.0600, +0034730.30 08/19/02, 0000, 03837.6700, Close, Short, +0151.9800, +007098.0400, +0035490.20 08/20/02, 0000, 03768.5100, Close, Long , +0068.1600, +007166.2000, +0035831.00 08/21/02, 0000, 03868.1700, Close, Short, +0098.6600, +007264.8600, +0036324.30 08/23/02, 0000, 03828.2600, Close, Long , +0038.9100, +007303.7700, +0036518.85 08/27/02, 0000, 03851.3400, Close, Short, +0022.0800, +007325.8500, +0036629.25 09/03/02, 0000, 03398.9900, Close, Long , +0451.3500, +007777.2000, +0038886.00 09/05/02, 0000, 03354.7100, Stop , Long , -0083.0900, +007694.1100, +0038470.55 09/06/02, 0000, 03485.6800, Close, Short, +0129.9700, +007824.0800, +0039120.40 09/09/02, 0000, 03429.2200, Close, Long , +0055.4600, +007879.5400, +0039397.70 09/10/02, 0000, 03494.6900, Close, Short, +0064.4700, +007944.0100, +0039720.05 09/11/02, 0000, 03584.6900, Stop , Long , -0079.0000, +007865.0100, +0039325.05 09/12/02, 0000, 03421.8700, Stop , Short, -0128.0000, +007737.0100, +0038685.05 09/17/02, 0000, 03289.1300, Stop , Short, +0016.8200, +007753.8300, +0038769.15 09/18/02, 0000, 03124.9200, Close, Long , +0163.2100, +007917.0400, +0039585.20 09/19/02, 0000, 03007.4700, Close, Short, -0118.4500, +007798.5900, +0038992.95 09/23/02, 0000, 02914.2500, Close, Long , +0092.2200, +007890.8100, +0039454.05 09/24/02, 0000, 02873.2100, Close, Short, -0042.0400, +007848.7700, +0039243.85 09/26/02, 0000, 03020.6000, Stop , Short, -0168.0000, +007680.7700, +0038403.85 09/30/02, 0000, 02769.0300, Close, Long , +0250.5700, +007931.3400, +0039656.70 10/02/02, 0000, 02926.7400, Close, Short, +0156.7100, +008088.0500, +0040440.25 10/07/02, 0000, 02667.3900, Close, Long , +0258.3500, +008346.4000, +0041732.00 10/08/02, 0000, 02622.0900, Stop , Short, -0090.0000, +008256.4000, +0041282.00 10/10/02, 0000, 02733.1900, Stop , Long , -0074.7900, +008181.6100, +0040908.05 10/14/02, 0000, 02850.1100, Close, Short, +0115.9200, +008297.5300, +0041487.65 10/15/02, 0000, 03048.2700, Stop , Long , -0129.0000, +008168.5300, +0040842.65 10/23/02, 0000, 03015.4200, Stop , Short, +0071.4000, +008239.9300, +0041199.65 10/24/02, 0000, 03090.0100, Close, Long , -0075.5900, +008164.3400, +0040821.70 10/28/02, 0000, 03198.9600, Close, Short, +0107.9500, +008272.2900, +0041361.45 10/30/02, 0000, 03113.5900, Close, Long , +0084.3700, +008356.6600, +0041783.30 11/04/02, 0000, 03327.9400, Close, Short, +0213.3500, +008570.0100, +0042850.05 11/08/02, 0000, 03079.1000, Close, Long , +0247.8400, +008817.8500, +0044089.25 11/12/02, 0000, 03115.8800, Close, Short, +0035.7800, +008853.6300, +0044268.15 11/13/02, 0000, 03066.4200, Close, Long , +0048.4600, +008902.0900, +0044510.45 11/19/02, 0000, 03206.9300, Stop , Long , +0081.9400, +008984.0300, +0044920.15 11/20/02, 0000, 03212.9900, Stop , Long , -0070.0000, +008914.0300, +0044570.15 11/26/02, 0000, 03191.6300, Stop , Short, +0050.8900, +008964.9200, +0044824.60 11/27/02, 0000, 03346.1400, Stop , Long , -0129.0000, +008835.9200, +0044179.60 12/04/02, 0000, 03320.7500, Stop , Long , -0099.9400, +008735.9800, +0043679.90 12/05/02, 0000, 03224.7400, Stop , Short, -0089.0000, +008646.9800, +0043234.90 12/09/02, 0000, 03065.5700, Close, Long , +0158.1700, +008805.1500, +0044025.75 12/10/02, 0000, 03167.9900, Close, Short, +0101.4200, +008906.5700, +0044532.85 12/12/02, 0000, 03111.8800, Close, Long , +0055.1100, +008961.6800, +0044808.40 12/17/02, 0000, 03139.9700, Close, Short, +0027.0900, +008988.7700, +0044943.85 12/18/02, 0000, 03022.6900, Close, Long , +0116.2800, +009105.0500, +0045525.25 12/20/02, 0000, 03024.2200, Close, Short, +0000.5300, +009105.5800, +0045527.90 12/23/02, 0000, 03000.8400, Close, Long , +0022.3800, +009127.9600, +0045639.80 12/27/02, 0000, 02840.0000, Stop , Long , -0079.0000, +009048.9600, +0045244.80 12/30/02, 0000, 02892.6300, Close, Short, +0051.6300, +009100.5900, +0045502.95 01/02/03, 0000, 03105.0400, Stop , Long , -0067.0000, +009033.5900, +0045167.95 01/08/03, 0000, 02993.0000, Stop , Short, -0053.7900, +008979.8000, +0044899.00 01/13/03, 0000, 03060.6500, Stop , Long , -0105.0000, +008874.8000, +0044374.00 01/14/03, 0000, 03098.7200, Close, Short, +0037.0700, +008911.8700, +0044559.35 01/17/03, 0000, 02918.8200, Close, Long , +0178.9000, +009090.7700, +0045453.85 01/21/03, 0000, 02870.5700, Close, Short, -0049.2500, +009041.5200, +0045207.60 01/23/03, 0000, 02811.2200, Close, Long , +0058.3500, +009099.8700, +0045499.35 01/24/03, 0000, 02717.8200, Stop , Short, -0081.0000, +009018.8700, +0045094.35 01/31/03, 0000, 02747.8300, Stop , Long , -0026.9800, +008991.8900, +0044959.45 02/03/03, 0000, 02751.9900, Close, Short, +0003.1600, +008995.0500, +0044975.25 02/04/03, 0000, 02632.9800, Close, Long , +0118.0100, +009113.0600, +0045565.30 02/05/03, 0000, 02725.8800, Close, Short, +0091.9000, +009204.9600, +0046024.80 02/06/03, 0000, 02649.0000, Close, Long , +0075.8800, +009280.8400, +0046404.20 02/10/03, 0000, 02586.0900, Stop , Short, -0101.0000, +009179.8400, +0045899.20 02/11/03, 0000, 02627.0000, Stop , Short, -0062.0000, +009117.8400, +0045589.20 02/14/03, 0000, 02674.4600, Stop , Long , +0013.7300, +009131.5700, +0045657.85 02/17/03, 0000, 02708.9700, Close, Short, +0033.5100, +009165.0800, +0045825.40 02/25/03, 0000, 02485.5000, Close, Long , +0222.4700, +009387.5500, +0046937.75 02/27/03, 0000, 02513.2200, Close, Short, +0026.7200, +009414.2700, +0047071.35 03/03/03, 0000, 02549.6500, Stop , Short, -0071.0000, +009343.2700, +0046716.35 03/10/03, 0000, 02329.0400, Close, Long , +0219.6100, +009562.8800, +0047814.40 03/11/03, 0000, 02305.3000, Close, Short, -0024.7400, +009538.1400, +0047690.70 03/12/03, 0000, 02202.9600, Close, Long , +0101.3400, +009639.4800, +0048197.40 03/13/03, 0000, 02354.3100, Close, Short, +0150.3500, +009789.8300, +0048949.15 03/17/03, 0000, 02487.1200, Stop , Long , -0133.0000, +009656.8300, +0048284.15 03/20/03, 0000, 02604.8500, Close, Short, +0116.7300, +009773.5600, +0048867.80 03/21/03, 0000, 02715.0600, Stop , Short, -0099.0000, +009674.5600, +0048372.80 03/24/03, 0000, 02548.3700, Close, Long , +0165.6900, +009840.2500, +0049201.25 03/25/03, 0000, 02636.1000, Close, Short, +0086.7300, +009926.9800, +0049634.90 03/26/03, 0000, 02579.3300, Close, Long , +0055.7700, +009982.7500, +0049913.75 03/28/03, 0000, 02520.8400, Stop , Short, -0068.2800, +009914.4700, +0049572.35 03/31/03, 0000, 02423.8700, Close, Long , +0095.9700, +010010.4400, +0050052.20 04/07/03, 0000, 02808.9400, Close, Short, +0384.0700, +010394.5100, +0051972.55 04/09/03, 0000, 02734.1000, Close, Long , +0073.8400, +010468.3500, +0052341.75 04/23/03, 0000, 02974.4000, Close, Short, +0239.3000, +010707.6500, +0053538.25 04/24/03, 0000, 02891.6200, Close, Long , +0081.7800, +010789.4300, +0053947.15 05/08/03, 0000, 02886.0800, Stop , Short, +0097.3300, +010886.7600, +0054433.80 05/09/03, 0000, 02956.5900, Close, Long , -0071.5100, +010815.2500, +0054076.25 05/16/03, 0000, 02989.0800, Close, Short, +0031.4900, +010846.7400, +0054233.70 05/28/03, 0000, 02919.5400, Stop , Long , +0095.2500, +010941.9900, +0054709.95 05/30/03, 0000, 02982.6800, Close, Short, +0062.1400, +011004.1300, +0055020.65 06/02/03, 0000, 03064.5600, Stop , Short, -0080.0000, +010924.1300, +0054620.65 06/03/03, 0000, 03026.8200, Close, Long , +0036.7400, +010960.8700, +0054804.35 06/04/03, 0000, 03080.0200, Close, Short, +0052.2000, +011013.0700, +0055065.35 06/05/03, 0000, 03039.7600, Close, Long , +0039.2600, +011052.3300, +0055261.65 06/06/03, 0000, 03127.4600, Close, Short, +0086.7000, +011139.0300, +0055695.15 06/09/03, 0000, 03094.7600, Close, Long , +0031.7000, +011170.7300, +0055853.65 06/10/03, 0000, 03140.3400, Close, Short, +0044.5800, +011215.3100, +0056076.55 06/12/03, 0000, 03219.4700, Stop , Short, -0065.0000, +011150.3100, +0055751.55 06/13/03, 0000, 03168.7100, Close, Long , +0049.7600, +011200.0700, +0056000.35 06/16/03, 0000, 03264.5000, Close, Short, +0094.7900, +011294.8600, +0056474.30 06/19/03, 0000, 03247.1100, Close, Long , +0016.3900, +011311.2500, +0056556.25 07/01/03, 0000, 03146.5500, Stop , Short, -0091.0000, +011220.2500, +0056101.25 07/02/03, 0000, 03241.0400, Stop , Long , -0090.0000, +011130.2500, +0055651.25 07/07/03, 0000, 03332.8700, Close, Short, +0090.8300, +011221.0800, +0056105.40 07/10/03, 0000, 03269.8400, Close, Long , +0062.0300, +011283.1100, +0056415.55 07/14/03, 0000, 03396.0700, Close, Short, +0125.2300, +011408.3400, +0057041.70 07/17/03, 0000, 03330.6800, Close, Long , +0064.3900, +011472.7300, +0057363.65 07/21/03, 0000, 03287.0000, Stop , Short, -0011.9700, +011460.7600, +0057303.80 07/22/03, 0000, 03318.1500, Close, Long , -0032.1500, +011428.6100, +0057143.05 07/24/03, 0000, 03374.8200, Close, Short, +0055.6700, +011484.2800, +0057421.40 07/28/03, 0000, 03417.7700, Stop , Short, -0040.0700, +011444.2100, +0057221.05 07/29/03, 0000, 03428.1200, Close, Long , -0011.3500, +011432.8600, +0057164.30 08/01/03, 0000, 03438.8900, Stop , Long , -0016.2600, +011416.6000, +0057083.00 08/06/03, 0000, 03375.6600, Stop , Short, -0076.0000, +011340.6000, +0056703.00 08/07/03, 0000, 03331.8900, Close, Long , +0042.7700, +011383.3700, +0056916.85 08/14/03, 0000, 03452.7000, Close, Short, +0119.8100, +011503.1800, +0057515.90 08/18/03, 0000, 03507.2300, Stop , Short, -0027.2300, +011475.9500, +0057379.75 08/19/03, 0000, 03504.5300, Close, Long , +0001.7000, +011477.6500, +0057388.25 08/21/03, 0000, 03565.4700, Close, Short, +0059.9400, +011537.5900, +0057687.95 08/22/03, 0000, 03549.0500, Close, Long , +0015.4200, +011553.0100, +0057765.05 08/25/03, 0000, 03500.0900, Stop , Long , -0050.0000, +011503.0100, +0057515.05 08/26/03, 0000, 03455.4800, Stop , Short, -0053.0000, +011450.0100, +0057250.05 08/27/03, 0000, 03483.0800, Close, Long , -0028.6000, +011421.4100, +0057107.05 09/01/03, 0000, 03571.2200, Close, Short, +0087.1400, +011508.5500, +0057542.75 09/03/03, 0000, 03647.5100, Stop , Short, -0046.9800, +011461.5700, +0057307.85 09/05/03, 0000, 03607.7100, Close, Long , +0038.8000, +011500.3700, +0057501.85 09/08/03, 0000, 03641.5300, Close, Short, +0032.8200, +011533.1900, +0057665.95 09/09/03, 0000, 03594.4000, Close, Long , +0046.1300, +011579.3200, +0057896.60 09/10/03, 0000, 03536.8700, Close, Short, -0058.5300, +011520.7900, +0057603.95 09/11/03, 0000, 03566.8500, Close, Long , -0030.9800, +011489.8100, +0057449.05 09/12/03, 0000, 03508.0600, Stop , Short, -0065.0000, +011424.8100, +0057124.05 09/16/03, 0000, 03564.7500, Close, Long , -0057.6900, +011367.1200, +0056835.60 09/18/03, 0000, 03612.0200, Close, Short, +0046.2700, +011413.3900, +0057066.95 09/19/03, 0000, 03578.7000, Close, Long , +0032.3200, +011445.7100, +0057228.55 09/22/03, 0000, 03456.2700, Stop , Short, -0048.0000, +011397.7100, +0056988.55 09/25/03, 0000, 03326.2700, Close, Long , +0129.0000, +011526.7100, +0057633.55 09/30/03, 0000, 03256.7800, Stop , Long , -0063.0000, +011463.7100, +0057318.55 10/01/03, 0000, 03329.8300, Close, Short, +0072.0500, +011535.7600, +0057678.80 10/02/03, 0000, 03276.6400, Close, Long , +0052.1900, +011587.9500, +0057939.75 10/06/03, 0000, 03404.9100, Close, Short, +0127.2700, +011715.2200, +0058576.10 10/07/03, 0000, 03355.7800, Close, Long , +0048.1300, +011763.3500, +0058816.75 10/08/03, 0000, 03395.3300, Close, Short, +0038.5500, +011801.9000, +0059009.50 10/09/03, 0000, 03481.9000, Stop , Long , -0079.0000, +011722.9000, +0058614.50 10/17/03, 0000, 03516.6700, Stop , Long , +0031.8200, +011754.7200, +0058773.60 10/22/03, 0000, 03490.6000, Stop , Long , +0010.4100, +011765.1300, +0058825.65 10/24/03, 0000, 03452.6400, Close, Short, -0038.9600, +011726.1700, +0058630.85 10/27/03, 0000, 03517.1000, Stop , Long , -0055.0000, +011671.1700, +0058355.85 10/28/03, 0000, 03586.9300, Close, Short, +0068.8300, +011740.0000, +0058700.00 10/30/03, 0000, 03639.6600, Stop , Long , -0075.0000, +011665.0000, +0058325.00 11/04/03, 0000, 03741.7100, Close, Short, +0101.0500, +011766.0500, +0058830.25 11/05/03, 0000, 03717.7000, Close, Long , +0023.0100, +011789.0600, +0058945.30 11/07/03, 0000, 03782.5600, Close, Short, +0063.8600, +011852.9200, +0059264.60 11/10/03, 0000, 03746.2400, Close, Long , +0035.3200, +011888.2400, +0059441.20 11/12/03, 0000, 03748.3400, Stop , Long , -0050.0000, +011838.2400, +0059191.20 11/14/03, 0000, 03797.4000, Close, Short, +0048.0600, +011886.3000, +0059431.50 11/20/03, 0000, 03638.0400, Close, Long , +0158.3600, +012044.6600, +0060223.30 11/28/03, 0000, 03745.9500, Stop , Long , +0064.9500, +012109.6100, +0060548.05 12/04/03, 0000, 03874.7800, Close, Short, +0127.8300, +012237.4400, +0061187.20 12/08/03, 0000, 03806.5400, Close, Long , +0067.2400, +012304.6800, +0061523.40 01/06/04, 0000, 04035.4400, Close, Short, +0227.9000, +012532.5800, +0062662.90 01/07/04, 0000, 04004.4000, Close, Long , +0030.0400, +012562.6200, +0062813.10 01/09/04, 0000, 04016.1800, Stop , Short, -0017.9700, +012544.6500, +0062723.25 01/12/04, 0000, 03995.9100, Close, Long , +0019.2700, +012563.9200, +0062819.60 01/16/04, 0000, 04111.6400, Close, Short, +0114.7300, +012678.6500, +0063393.25 01/20/04, 0000, 04106.4100, Close, Long , +0004.2300, +012682.8800, +0063414.40 01/21/04, 0000, 04138.0400, Close, Short, +0030.6300, +012713.5100, +0063567.55 01/22/04, 0000, 04139.8600, Close, Long , -0002.8200, +012710.6900, +0063553.45 01/23/04, 0000, 04151.8300, Close, Short, +0010.9700, +012721.6600, +0063608.30 01/26/04, 0000, 04128.6800, Close, Long , +0022.1500, +012743.8100, +0063719.05 01/29/04, 0000, 04095.7100, Stop , Long , -0024.4400, +012719.3700, +0063596.85 01/30/04, 0000, 04058.6000, Close, Short, -0038.1100, +012681.2600, +0063406.30 02/09/04, 0000, 04098.9700, Stop , Long , +0001.8100, +012683.0700, +0063415.35 02/13/04, 0000, 04057.0500, Stop , Short, -0000.8100, +012682.2600, +0063411.30 02/17/04, 0000, 04095.8600, Close, Long , -0039.8100, +012642.4500, +0063212.25 02/19/04, 0000, 04141.5300, Close, Short, +0044.6700, +012687.1200, +0063435.60 02/24/04, 0000, 03991.4200, Close, Long , +0149.1100, +012836.2300, +0064181.15 02/27/04, 0000, 04018.1600, Close, Short, +0025.7400, +012861.9700, +0064309.85 03/01/04, 0000, 04054.4300, Stop , Long , -0041.0000, +012820.9700, +0064104.85 03/02/04, 0000, 04100.3400, Close, Short, +0044.9100, +012865.8800, +0064329.40 03/03/04, 0000, 04071.7000, Close, Long , +0027.6400, +012893.5200, +0064467.60 03/04/04, 0000, 04133.7800, Close, Short, +0061.0800, +012954.6000, +0064773.00 03/10/04, 0000, 04044.7000, Close, Long , +0088.0800, +013042.6800, +0065213.40 03/11/04, 0000, 03904.9500, Stop , Long , -0057.0000, +012985.6800, +0064928.40 03/12/04, 0000, 03915.3800, Close, Short, +0009.4300, +012995.1100, +0064975.55 03/15/04, 0000, 03810.7600, Close, Long , +0103.6200, +013098.7300, +0065493.65 03/16/04, 0000, 03822.3700, Close, Short, +0010.6100, +013109.3400, +0065546.70 03/17/04, 0000, 03896.7900, Stop , Short, -0071.0000, +013038.3400, +0065191.70 03/22/04, 0000, 03729.2300, Close, Long , +0166.5600, +013204.9000, +0066024.50 03/23/04, 0000, 03728.8200, Close, Short, -0001.4100, +013203.4900, +0066017.45 03/25/04, 0000, 03811.9200, Stop , Short, -0056.2500, +013147.2400, +0065736.20 03/29/04, 0000, 03881.2500, Close, Long , -0070.3300, +013076.9100, +0065384.55 03/30/04, 0000, 03874.0400, Close, Short, -0008.2100, +013068.7000, +0065343.50 03/31/04, 0000, 03856.7000, Close, Long , +0016.3400, +013085.0400, +0065425.20 04/02/04, 0000, 04007.6000, Close, Short, +0149.9000, +013234.9400, +0066174.70 04/06/04, 0000, 04022.8100, Close, Long , -0016.2100, +013218.7300, +0066093.65 04/13/04, 0000, 04071.4200, Close, Short, +0047.6100, +013266.3400, +0066331.70 04/14/04, 0000, 04012.7700, Close, Long , +0057.6500, +013323.9900, +0066619.95 04/16/04, 0000, 04033.9800, Close, Short, +0020.2100, +013344.2000, +0066721.00 04/19/04, 0000, 04025.0700, Close, Long , +0007.9100, +013352.1100, +0066760.55 04/20/04, 0000, 04061.1300, Close, Short, +0035.0600, +013387.1700, +0066935.85 04/21/04, 0000, 04026.1500, Close, Long , +0033.9800, +013421.1500, +0067105.75 04/23/04, 0000, 04103.6200, Close, Short, +0076.4700, +013497.6200, +0067488.10 04/27/04, 0000, 04134.1000, Close, Long , -0031.4800, +013466.1400, +0067330.70 04/28/04, 0000, 04065.7400, Stop , Long , -0036.0000, +013430.1400, +0067150.70 04/29/04, 0000, 04008.9100, Stop , Short, -0062.0000, +013368.1400, +0066840.70 05/05/04, 0000, 04022.1000, Stop , Long , -0016.3000, +013351.8400, +0066759.20 05/06/04, 0000, 03909.4600, Stop , Short, -0057.0000, +013294.8400, +0066474.20 05/19/04, 0000, 03872.2600, Stop , Short, +0074.0900, +013368.9300, +0066844.65 05/24/04, 0000, 03867.8400, Stop , Short, -0014.5800, +013354.3500, +0066771.75 05/26/04, 0000, 03867.5200, Stop , Short, -0013.2300, +013341.1200, +0066705.60 05/27/04, 0000, 03913.3300, Close, Long , -0046.8100, +013294.3100, +0066471.55 06/01/04, 0000, 03864.1800, Stop , Short, -0020.9200, +013273.3900, +0066366.95 06/02/04, 0000, 03888.3100, Close, Long , -0025.1300, +013248.2600, +0066241.30 06/03/04, 0000, 03917.0800, Close, Short, +0027.7700, +013276.0300, +0066380.15 06/04/04, 0000, 03961.9300, Stop , Short, -0043.0000, +013233.0300, +0066165.15 06/07/04, 0000, 04017.8100, Stop , Short, -0053.0000, +013180.0300, +0065900.15 06/08/04, 0000, 04018.9500, Close, Long , -0002.1400, +013177.8900, +0065889.45 06/14/04, 0000, 03948.6500, Stop , Long , -0030.3100, +013147.5800, +0065737.90 06/17/04, 0000, 03985.4600, Stop , Long , +0025.5900, +013173.1700, +0065865.85 06/22/04, 0000, 03928.3900, Stop , Short, -0021.6700, +013151.5000, +0065757.50 06/24/04, 0000, 04007.0500, Stop , Long , -0064.0000, +013087.5000, +0065437.50 06/30/04, 0000, 04052.7300, Close, Short, +0044.6800, +013132.1800, +0065660.90 07/01/04, 0000, 04035.0200, Stop , Short, -0035.0000, +013097.1800, +0065485.90 07/06/04, 0000, 03944.8800, Close, Long , +0089.1400, +013186.3200, +0065931.60 07/08/04, 0000, 03934.4800, Close, Short, -0011.4000, +013174.9200, +0065874.60 07/09/04, 0000, 03924.4900, Close, Long , +0008.9900, +013183.9100, +0065919.55 07/13/04, 0000, 03903.8800, Close, Short, -0021.6100, +013162.3000, +0065811.50 07/15/04, 0000, 03847.1900, Close, Long , +0055.6900, +013217.9900, +0066089.95 07/16/04, 0000, 03845.9300, Close, Short, -0002.2600, +013215.7300, +0066078.65 07/19/04, 0000, 03812.6300, Close, Long , +0032.3000, +013248.0300, +0066240.15 07/20/04, 0000, 03837.6000, Close, Short, +0023.9700, +013272.0000, +0066360.00 07/21/04, 0000, 03877.4800, Stop , Short, -0048.0000, +013224.0000, +0066120.00 07/22/04, 0000, 03801.0500, Close, Long , +0075.4300, +013299.4300, +0066497.15 07/23/04, 0000, 03797.3300, Close, Short, -0004.7200, +013294.7100, +0066473.55 07/26/04, 0000, 03752.5900, Close, Long , +0043.7400, +013338.4500, +0066692.25 07/27/04, 0000, 03814.0800, Close, Short, +0060.4900, +013398.9400, +0066994.70 07/29/04, 0000, 03889.6800, Stop , Long , -0047.1300, +013351.8100, +0066759.05 08/02/04, 0000, 03862.7100, Stop , Short, -0038.0700, +013313.7400, +0066568.70 08/03/04, 0000, 03877.3200, Close, Long , -0015.6100, +013298.1300, +0066490.65 08/04/04, 0000, 03823.7400, Stop , Short, -0029.0000, +013269.1300, +0066345.65 08/06/04, 0000, 03727.7400, Close, Long , +0095.0000, +013364.1300, +0066820.65 08/10/04, 0000, 03720.6400, Close, Short, -0008.1000, +013356.0300, +0066780.15 08/11/04, 0000, 03678.9100, Close, Long , +0040.7300, +013396.7600, +0066983.80 08/18/04, 0000, 03726.5000, Close, Short, +0046.5900, +013443.3500, +0067216.75 08/23/04, 0000, 03772.1400, Stop , Long , -0019.1100, +013424.2400, +0067121.20 08/24/04, 0000, 03771.0000, Close, Short, -0002.1400, +013422.1000, +0067110.50 08/26/04, 0000, 03832.2800, Stop , Short, -0034.0000, +013388.1000, +0066940.50 08/30/04, 0000, 03838.8500, Close, Long , -0007.5700, +013380.5300, +0066902.65 08/31/04, 0000, 03785.2100, Stop , Long , -0032.0000, +013348.5300, +0066742.65 09/03/04, 0000, 03866.9900, Close, Short, +0080.7800, +013429.3100, +0067146.55 09/07/04, 0000, 03889.0400, Close, Long , -0023.0500, +013406.2600, +0067031.30 09/09/04, 0000, 03851.2200, Stop , Long , -0029.0000, +013377.2600, +0066886.30 09/13/04, 0000, 03953.3100, Close, Short, +0101.0900, +013478.3500, +0067391.75 09/14/04, 0000, 03947.7500, Close, Long , +0004.5600, +013482.9100, +0067414.55 09/22/04, 0000, 03942.3500, Stop , Long , +0015.2700, +013498.1800, +0067490.90 09/23/04, 0000, 03905.6600, Close, Short, -0037.6900, +013460.4900, +0067302.45 09/27/04, 0000, 03874.3700, Close, Long , +0030.2900, +013490.7800, +0067453.90 09/30/04, 0000, 03892.9000, Close, Short, +0017.5300, +013508.3100, +0067541.55 10/01/04, 0000, 03994.9600, Stop , Long , -0057.0000, +013451.3100, +0067256.55 10/08/04, 0000, 04015.5400, Stop , Long , +0023.7000, +013475.0100, +0067375.05 10/12/04, 0000, 03966.4800, Stop , Short, -0021.7200, +013453.2900, +0067266.45 10/14/04, 0000, 03940.4600, Close, Long , +0025.0200, +013478.3100, +0067391.55 10/15/04, 0000, 03922.1100, Stop , Long , -0043.0000, +013435.3100, +0067176.55 10/20/04, 0000, 03912.4000, Stop , Short, -0016.9800, +013418.3300, +0067091.65 10/25/04, 0000, 03854.4100, Close, Long , +0056.9900, +013475.3200, +0067376.60 10/27/04, 0000, 03929.0300, Close, Short, +0073.6200, +013548.9400, +0067744.70 10/28/04, 0000, 03959.5900, Close, Long , -0031.5600, +013517.3800, +0067586.90 11/01/04, 0000, 04012.6400, Close, Short, +0052.0500, +013569.4300, +0067847.15 11/03/04, 0000, 04039.0400, Stop , Long , -0052.0000, +013517.4300, +0067587.15 11/04/04, 0000, 04041.3800, Close, Short, +0001.3400, +013518.7700, +0067593.85 11/05/04, 0000, 04063.5800, Stop , Short, -0027.0000, +013491.7700, +0067458.85 11/09/04, 0000, 04065.3300, Close, Long , -0002.7500, +013489.0200, +0067445.10 11/10/04, 0000, 04089.1300, Close, Short, +0022.8000, +013511.8200, +0067559.10 11/11/04, 0000, 04130.8100, Stop , Short, -0034.0000, +013477.8200, +0067389.10 11/15/04, 0000, 04134.3400, Close, Long , -0004.5300, +013473.2900, +0067366.45 11/17/04, 0000, 04183.4100, Close, Short, +0048.0700, +013521.3600, +0067606.80 11/18/04, 0000, 04178.6800, Close, Long , +0003.7300, +013525.0900, +0067625.45 11/19/04, 0000, 04134.8900, Stop , Short, -0031.0000, +013494.0900, +0067470.45 11/22/04, 0000, 04123.9800, Close, Long , +0009.9100, +013504.0000, +0067520.00 11/30/04, 0000, 04126.0000, Stop , Long , +0003.3700, +013507.3700, +0067536.85 12/02/04, 0000, 04216.4000, Close, Short, +0089.4000, +013596.7700, +0067983.85 12/03/04, 0000, 04208.8700, Close, Long , +0006.5300, +013603.3000, +0068016.50 12/07/04, 0000, 04212.6200, Close, Short, +0002.7500, +013606.0500, +0068030.25 12/08/04, 0000, 04201.3500, Close, Long , +0010.2700, +013616.3200, +0068081.60 12/09/04, 0000, 04150.4100, Stop , Short, -0037.0000, +013579.3200, +0067896.60 12/10/04, 0000, 04174.5500, Close, Long , -0025.1400, +013554.1800, +0067770.90 12/13/04, 0000, 04219.2400, Close, Short, +0043.6900, +013597.8700, +0067989.35 12/15/04, 0000, 04213.6900, Close, Long , +0004.5500, +013602.4200, +0068012.10 12/16/04, 0000, 04233.7100, Close, Short, +0019.0200, +013621.4400, +0068107.20 12/20/04, 0000, 04211.5500, Close, Long , +0021.1600, +013642.6000, +0068213.00 12/22/04, 0000, 04241.2800, Close, Short, +0028.7300, +013671.3300, +0068356.65 12/27/04, 0000, 04235.3600, Close, Long , +0004.9200, +013676.2500, +0068381.25 12/28/04, 0000, 04261.7900, Close, Short, +0025.4300, +013701.6800, +0068508.40 12/29/04, 0000, 04247.7500, Close, Long , +0013.0400, +013714.7200, +0068573.60 12/30/04, 0000, 04256.0800, Close, Short, +0007.3300, +013722.0500, +0068610.25 01/03/05, 0000, 04291.5300, Stop , Short, -0015.0000, +013707.0500, +0068535.25 01/04/05, 0000, 04290.5000, Close, Long , +0000.0300, +013707.0800, +0068535.40 01/05/05, 0000, 04258.2400, Stop , Long , -0030.0000, +013677.0800, +0068385.40 01/07/05, 0000, 04316.4000, Close, Short, +0057.1600, +013734.2400, +0068671.20 01/10/05, 0000, 04307.3700, Close, Long , +0008.0300, +013742.2700, +0068711.35 01/11/05, 0000, 04258.0100, Stop , Short, -0031.0000, +013711.2700, +0068556.35 01/12/05, 0000, 04208.8200, Close, Long , +0048.1900, +013759.4600, +0068797.30 01/18/05, 0000, 04250.7100, Stop , Short, +0013.6900, +013773.1500, +0068865.75 01/19/05, 0000, 04245.5500, Close, Long , +0004.1600, +013777.3100, +0068886.55 01/20/05, 0000, 04220.4300, Stop , Short, -0028.0000, +013749.3100, +0068746.55 01/21/05, 0000, 04213.7000, Close, Long , +0005.7300, +013755.0400, +0068775.20 01/24/05, 0000, 04201.8900, Stop , Long , -0024.0000, +013731.0400, +0068655.20 01/25/05, 0000, 04233.9500, Close, Short, +0031.0600, +013762.1000, +0068810.50 01/26/05, 0000, 04214.1200, Close, Long , +0018.8300, +013780.9300, +0068904.65 01/27/05, 0000, 04216.4100, Close, Short, +0001.2900, +013782.2200, +0068911.10 01/28/05, 0000, 04201.8100, Close, Long , +0013.6000, +013795.8200, +0068979.10 02/01/05, 0000, 04279.9700, Close, Short, +0077.1600, +013872.9800, +0069364.90 02/03/05, 0000, 04281.6400, Close, Long , -0002.6700, +013870.3100, +0069351.55 02/04/05, 0000, 04339.2800, Close, Short, +0056.6400, +013926.9500, +0069634.75 02/08/05, 0000, 04371.3900, Close, Long , -0033.1100, +013893.8400, +0069469.20 02/09/05, 0000, 04353.1500, Stop , Long , -0020.0000, +013873.8400, +0069369.20 02/16/05, 0000, 04368.7700, Stop , Long , +0019.8800, +013893.7200, +0069468.60 02/17/05, 0000, 04369.6800, Close, Short, -0000.0900, +013893.6300, +0069468.15 02/18/05, 0000, 04359.4700, Close, Long , +0009.2100, +013902.8400, +0069514.20 02/22/05, 0000, 04323.2100, Stop , Short, -0033.0000, +013869.8400, +0069349.20 02/24/05, 0000, 04304.2900, Close, Long , +0017.9200, +013887.7600, +0069438.80 03/01/05, 0000, 04383.6200, Close, Short, +0078.3300, +013966.0900, +0069830.45 03/03/05, 0000, 04373.2700, Close, Long , +0009.3500, +013975.4400, +0069877.20 03/04/05, 0000, 04423.5200, Close, Short, +0049.2500, +014024.6900, +0070123.45 03/08/05, 0000, 04396.5000, Close, Long , +0026.0200, +014050.7100, +0070253.55 03/09/05, 0000, 04375.6000, Close, Short, -0021.9000, +014028.8100, +0070144.05 03/10/05, 0000, 04337.6800, Close, Long , +0036.9200, +014065.7300, +0070328.65 03/11/05, 0000, 04360.4900, Close, Short, +0021.8100, +014087.5400, +0070437.70 03/15/05, 0000, 04387.6900, Close, Long , -0028.2000, +014059.3400, +0070296.70 03/16/05, 0000, 04309.1100, Stop , Short, -0024.0000, +014035.3400, +0070176.70 03/24/05, 0000, 04343.6000, Stop , Long , -0024.2500, +014011.0900, +0070055.45 03/29/05, 0000, 04351.8900, Stop , Short, -0031.0000, +013980.0900, +0069900.45 03/30/05, 0000, 04347.5200, Close, Long , +0003.3700, +013983.4600, +0069917.30 04/01/05, 0000, 04373.5300, Close, Short, +0025.0100, +014008.4700, +0070042.35 04/05/05, 0000, 04362.6100, Close, Long , +0009.9200, +014018.3900, +0070091.95 04/06/05, 0000, 04379.1800, Close, Short, +0015.5700, +014033.9600, +0070169.80 04/08/05, 0000, 04400.6800, Stop , Short, -0018.0000, +014015.9600, +0070079.80 04/11/05, 0000, 04396.0900, Close, Long , +0003.5900, +014019.5500, +0070097.75 04/12/05, 0000, 04372.1200, Stop , Long , -0024.0000, +013995.5500, +0069977.75 04/13/05, 0000, 04405.6900, Close, Short, +0032.5700, +014028.1200, +0070140.60 04/14/05, 0000, 04402.0500, Close, Long , +0002.6400, +014030.7600, +0070153.80 04/15/05, 0000, 04312.2500, Stop , Short, -0038.0000, +013992.7600, +0069963.80 04/18/05, 0000, 04202.2000, Close, Long , +0109.0500, +014101.8100, +0070509.05 04/20/05, 0000, 04178.6200, Stop , Long , -0036.5900, +014065.2200, +0070326.10 04/22/05, 0000, 04223.0400, Close, Short, +0043.4200, +014108.6400, +0070543.20 05/02/05, 0000, 04224.0200, Stop , Short, -0007.0600, +014101.5800, +0070507.90 05/04/05, 0000, 04264.3500, Close, Long , -0041.3300, +014060.2500, +0070301.25 05/09/05, 0000, 04292.4100, Close, Short, +0027.0600, +014087.3100, +0070436.55 05/12/05, 0000, 04267.0500, Close, Long , +0024.3600, +014111.6700, +0070558.35 05/13/05, 0000, 04275.7000, Close, Short, +0007.6500, +014119.3200, +0070596.60 05/16/05, 0000, 04262.1800, Close, Long , +0012.5200, +014131.8400, +0070659.20 05/17/05, 0000, 04251.7700, Stop , Short, -0023.0000, +014108.8400, +0070544.20 05/18/05, 0000, 04324.6000, Stop , Long , -0039.0000, +014069.8400, +0070349.20 06/01/05, 0000, 04527.1700, Close, Short, +0201.5700, +014271.4100, +0071357.05 06/03/05, 0000, 04510.3900, Close, Long , +0015.7800, +014287.1900, +0071435.95 06/07/05, 0000, 04566.0100, Close, Short, +0054.6200, +014341.8100, +0071709.05 06/08/05, 0000, 04557.2900, Close, Long , +0007.7200, +014349.5300, +0071747.65 06/15/05, 0000, 04548.4200, Stop , Long , +0007.9200, +014357.4500, +0071787.25 06/20/05, 0000, 04586.8600, Stop , Long , +0016.1500, +014373.6000, +0071868.00 06/24/05, 0000, 04566.4800, Stop , Short, +0009.6200, +014383.2200, +0071916.10 06/29/05, 0000, 04583.6300, Stop , Long , -0003.3400, +014379.8800, +0071899.40 07/04/05, 0000, 04623.4100, Close, Short, +0038.7800, +014418.6600, +0072093.30 07/05/05, 0000, 04603.6500, Close, Long , +0018.7600, +014437.4200, +0072187.10 07/07/05, 0000, 04530.1800, Stop , Short, -0020.1600, +014417.2600, +0072086.30 07/08/05, 0000, 04597.9700, Close, Long , -0068.7900, +014348.4700, +0071742.35 07/11/05, 0000, 04663.3800, Close, Short, +0064.4100, +014412.8800, +0072064.40 07/13/05, 0000, 04679.8900, Stop , Short, -0019.6500, +014393.2300, +0071966.15 07/14/05, 0000, 04699.2700, Stop , Short, -0028.0000, +014365.2300, +0071826.15 07/18/05, 0000, 04719.5700, Stop , Long , -0032.0000, +014333.2300, +0071666.15 07/19/05, 0000, 04770.5400, Close, Short, +0049.9700, +014383.2000, +0071916.00 07/21/05, 0000, 04829.8700, Stop , Long , -0044.0000, +014339.2000, +0071696.00 08/04/05, 0000, 04874.0600, Stop , Long , +0065.0000, +014404.2000, +0072021.00 08/05/05, 0000, 04827.1800, Close, Short, -0047.8800, +014356.3200, +0071781.60 08/08/05, 0000, 04837.8600, Close, Long , -0011.6800, +014344.6400, +0071723.20 08/09/05, 0000, 04909.4800, Close, Short, +0070.6200, +014415.2600, +0072076.30 08/10/05, 0000, 04990.5700, Stop , Short, -0064.0000, +014351.2600, +0071756.30 08/11/05, 0000, 04953.9300, Close, Long , +0035.6400, +014386.9000, +0071934.50 08/16/05, 0000, 04883.8100, Stop , Short, -0050.0000, +014336.9000, +0071684.50 08/17/05, 0000, 04871.4600, Close, Long , +0011.3500, +014348.2500, +0071741.25 08/23/05, 0000, 04917.7400, Stop , Long , +0042.2300, +014390.4800, +0071952.40 08/24/05, 0000, 04915.9500, Stop , Long , -0039.0000, +014351.4800, +0071757.40 08/25/05, 0000, 04856.0100, Stop , Short, -0042.0000, +014309.4800, +0071547.40 08/26/05, 0000, 04783.8000, Close, Long , +0071.2100, +014380.6900, +0071903.45 08/31/05, 0000, 04829.6900, Close, Short, +0044.8900, +014425.5800, +0072127.90 09/01/05, 0000, 04842.9400, Stop , Short, -0041.0000, +014384.5800, +0071922.90 09/05/05, 0000, 04909.8900, Stop , Long , -0034.8700, +014349.7100, +0071748.55 09/07/05, 0000, 04988.1400, Close, Short, +0077.2500, +014426.9600, +0072134.80 09/08/05, 0000, 04992.7500, Close, Long , -0005.6100, +014421.3500, +0072106.75 09/13/05, 0000, 04901.8800, Stop , Short, -0029.8200, +014391.5300, +0071957.65 09/16/05, 0000, 04986.5000, Stop , Long , -0081.0000, +014310.5300, +0071552.65 09/19/05, 0000, 04926.1300, Stop , Long , -0081.0000, +014229.5300, +0071147.65 09/21/05, 0000, 04875.2200, Stop , Short, -0007.2700, +014222.2600, +0071111.30 09/26/05, 0000, 04998.1600, Stop , Long , -0020.7900, +014201.4700, +0071007.35 10/05/05, 0000, 05069.4200, Stop , Long , +0076.8600, +014278.3300, +0071391.65 10/06/05, 0000, 05017.2700, Stop , Short, -0064.0000, +014214.3300, +0071071.65 10/07/05, 0000, 05007.7700, Close, Long , +0008.5000, +014222.8300, +0071114.15 10/11/05, 0000, 05032.4600, Close, Short, +0023.6900, +014246.5200, +0071232.60 10/13/05, 0000, 04950.0700, Close, Long , +0081.3900, +014327.9100, +0071639.55 10/14/05, 0000, 04975.5600, Close, Short, +0024.4900, +014352.4000, +0071762.00 10/19/05, 0000, 04845.9800, Close, Long , +0128.5800, +014480.9800, +0072404.90 10/26/05, 0000, 04900.7900, Close, Short, +0053.8100, +014534.7900, +0072673.95 10/27/05, 0000, 04806.0500, Close, Long , +0093.7400, +014628.5300, +0073142.65 10/28/05, 0000, 04825.6400, Close, Short, +0018.5900, +014647.1200, +0073235.60 10/31/05, 0000, 04929.0700, Stop , Long , -0068.0000, +014579.1200, +0072895.60 11/01/05, 0000, 04922.5500, Close, Short, -0007.5200, +014571.6000, +0072858.00 11/02/05, 0000, 04954.8300, Close, Long , -0033.2800, +014538.3200, +0072691.60 11/04/05, 0000, 04995.2400, Close, Short, +0039.4100, +014577.7300, +0072888.65 11/07/05, 0000, 05024.2000, Stop , Short, -0036.0000, +014541.7300, +0072708.65 11/08/05, 0000, 05008.8300, Close, Long , +0014.3700, +014556.1000, +0072780.50 11/09/05, 0000, 05011.3800, Close, Short, +0001.5500, +014557.6500, +0072788.25 11/10/05, 0000, 05015.5500, Stop , Long , -0032.0000, +014525.6500, +0072628.25 11/11/05, 0000, 05090.7500, Close, Short, +0074.2000, +014599.8500, +0072999.25 11/14/05, 0000, 05092.4300, Close, Long , -0002.6800, +014597.1700, +0072985.85 11/15/05, 0000, 05110.6100, Close, Short, +0017.1800, +014614.3500, +0073071.75 11/16/05, 0000, 05081.4600, Close, Long , +0028.1500, +014642.5000, +0073212.50 11/17/05, 0000, 05099.7200, Close, Short, +0017.2600, +014659.7600, +0073298.80 11/18/05, 0000, 05123.5000, Stop , Short, -0044.0000, +014615.7600, +0073078.80 11/21/05, 0000, 05170.6100, Stop , Short, -0056.0000, +014559.7600, +0072798.80 11/22/05, 0000, 05174.7200, Close, Long , -0005.1100, +014554.6500, +0072773.25 11/23/05, 0000, 05196.0800, Close, Short, +0020.3600, +014575.0100, +0072875.05 11/24/05, 0000, 05187.9800, Close, Long , +0007.1000, +014582.1100, +0072910.55 11/28/05, 0000, 05176.5900, Stop , Long , -0009.7100, +014572.4000, +0072862.00 12/01/05, 0000, 05266.5500, Close, Short, +0088.9600, +014661.3600, +0073306.80 12/05/05, 0000, 05266.8600, Close, Long , -0001.3100, +014660.0500, +0073300.25 12/06/05, 0000, 05300.8500, Close, Short, +0032.9900, +014693.0400, +0073465.20 12/07/05, 0000, 05266.7500, Close, Long , +0033.1000, +014726.1400, +0073630.70 12/08/05, 0000, 05286.7500, Close, Short, +0019.0000, +014745.1400, +0073725.70 12/09/05, 0000, 05282.1300, Close, Long , +0003.6200, +014748.7600, +0073743.80 12/14/05, 0000, 05286.7600, Stop , Long , +0001.1500, +014749.9100, +0073749.55 12/30/05, 0000, 05408.2600, Stop , Long , +0149.8200, +014899.7300, +0074498.65 01/10/06, 0000, 05494.7100, Stop , Long , +0108.8500, +015008.5800, +0075042.90 01/13/06, 0000, 05483.0900, Stop , Long , +0012.4200, +015021.0000, +0075105.00 01/17/06, 0000, 05460.1600, Stop , Short, -0018.4500, +015002.5500, +0075012.75 01/23/06, 0000, 05348.7200, Close, Long , +0110.4400, +015112.9900, +0075564.95 01/26/06, 0000, 05548.9100, Close, Short, +0199.1900, +015312.1800, +0076560.90 01/30/06, 0000, 05660.0300, Stop , Long , -0111.0000, +015201.1800, +0076005.90 02/01/06, 0000, 05726.5300, Close, Short, +0065.5000, +015266.6800, +0076333.40 02/02/06, 0000, 05649.6000, Close, Long , +0075.9300, +015342.6100, +0076713.05 02/06/06, 0000, 05666.7800, Close, Short, +0016.1800, +015358.7900, +0076793.95 02/08/06, 0000, 05666.4100, Close, Long , -0000.6300, +015358.1600, +0076790.80 02/09/06, 0000, 05743.6800, Close, Short, +0076.2700, +015434.4300, +0077172.15 02/10/06, 0000, 05701.4700, Close, Long , +0041.2100, +015475.6400, +0077378.20 02/13/06, 0000, 05756.3300, Close, Short, +0053.8600, +015529.5000, +0077647.50 02/14/06, 0000, 05763.4000, Close, Long , -0008.0700, +015521.4300, +0077607.15 02/16/06, 0000, 05789.2500, Close, Short, +0024.8500, +015546.2800, +0077731.40 02/17/06, 0000, 05795.4800, Close, Long , -0007.2300, +015539.0500, +0077695.25 02/22/06, 0000, 05862.0600, Close, Short, +0065.5800, +015604.6300, +0078023.15 02/23/06, 0000, 05857.8800, Close, Long , +0003.1800, +015607.8100, +0078039.05 02/24/06, 0000, 05870.7900, Close, Short, +0011.9100, +015619.7200, +0078098.60 02/27/06, 0000, 05915.1500, Stop , Short, -0033.0000, +015586.7200, +0077933.60 02/28/06, 0000, 05796.0400, Close, Long , +0118.1100, +015704.8300, +0078524.15 03/02/06, 0000, 05783.4900, Stop , Short, +0001.5700, +015706.4000, +0078532.00 03/08/06, 0000, 05673.3600, Close, Long , +0109.1300, +015815.5300, +0079077.65 03/09/06, 0000, 05732.2200, Close, Short, +0057.8600, +015873.3900, +0079366.95 03/10/06, 0000, 05804.9200, Stop , Long , -0064.0000, +015809.3900, +0079046.95 03/16/06, 0000, 05897.7900, Close, Short, +0091.8700, +015901.2600, +0079506.30 03/17/06, 0000, 05882.3800, Stop , Long , -0038.0000, +015863.2600, +0079316.30 03/21/06, 0000, 05911.8600, Stop , Long , -0027.5900, +015835.6700, +0079178.35 03/24/06, 0000, 05973.1400, Close, Short, +0060.2800, +015895.9500, +0079479.75 03/27/06, 0000, 05912.2600, Close, Long , +0059.8800, +015955.8300, +0079779.15 03/30/06, 0000, 05984.1900, Close, Short, +0070.9300, +016026.7600, +0080133.80 04/03/06, 0000, 06024.0500, Stop , Short, -0034.8900, +015991.8700, +0079959.35 04/04/06, 0000, 06013.8500, Close, Long , +0009.2000, +016001.0700, +0080005.35 04/07/06, 0000, 05952.9200, Stop , Short, -0018.4600, +015982.6100, +0079913.05 04/10/06, 0000, 06003.4000, Close, Long , -0051.4800, +015931.1300, +0079655.65 04/11/06, 0000, 05908.4700, Stop , Short, -0058.0000, +015873.1300, +0079365.65 04/19/06, 0000, 05993.7600, Stop , Long , -0048.7800, +015824.3500, +0079121.75 04/20/06, 0000, 06063.2800, Close, Short, +0068.5200, +015892.8700, +0079464.35 04/24/06, 0000, 06079.0900, Close, Long , -0016.8100, +015876.0600, +0079380.30 04/26/06, 0000, 06107.1200, Close, Short, +0027.0300, +015903.0900, +0079515.45 04/27/06, 0000, 06067.7400, Close, Long , +0038.3800, +015941.4700, +0079707.35 04/28/06, 0000, 06009.8900, Close, Short, -0058.8500, +015882.6200, +0079413.10 05/02/06, 0000, 06051.2900, Close, Long , -0042.4000, +015840.2200, +0079201.10 05/03/06, 0000, 05968.9600, Stop , Short, -0046.0000, +015794.2200, +0078971.10 05/04/06, 0000, 06039.3200, Close, Long , -0071.3600, +015722.8600, +0078614.30 05/05/06, 0000, 06113.2900, Close, Short, +0072.9700, +015795.8300, +0078979.15 05/10/06, 0000, 06118.3800, Close, Long , -0006.0900, +015789.7400, +0078948.70 05/11/06, 0000, 06054.7200, Stop , Short, -0043.0000, +015746.7400, +0078733.70 05/12/06, 0000, 05916.2800, Close, Long , +0137.4400, +015884.1800, +0079420.90 05/15/06, 0000, 05857.0300, Stop , Long , -0122.0000, +015762.1800, +0078810.90 05/16/06, 0000, 05851.9200, Close, Short, -0006.1100, +015756.0700, +0078780.35 05/17/06, 0000, 05652.7200, Close, Long , +0198.2000, +015954.2700, +0079771.35 05/18/06, 0000, 05666.0700, Close, Short, +0012.3500, +015966.6200, +0079833.10 05/22/06, 0000, 05546.2400, Close, Long , +0118.8300, +016085.4500, +0080427.25 05/23/06, 0000, 05678.4900, Close, Short, +0131.2500, +016216.7000, +0081083.50 05/24/06, 0000, 05587.2300, Close, Long , +0090.2600, +016306.9600, +0081534.80 05/25/06, 0000, 05706.0600, Close, Short, +0117.8300, +016424.7900, +0082123.95 05/30/06, 0000, 05622.4300, Close, Long , +0082.6300, +016507.4200, +0082537.10 05/31/06, 0000, 05692.8600, Close, Short, +0069.4300, +016576.8500, +0082884.25 06/06/06, 0000, 05502.8100, Close, Long , +0189.0500, +016765.9000, +0083829.50 06/07/06, 0000, 05543.9300, Close, Short, +0040.1200, +016806.0200, +0084030.10 06/08/06, 0000, 05383.2800, Close, Long , +0159.6500, +016965.6700, +0084828.35 06/09/06, 0000, 05464.0800, Close, Short, +0079.8000, +017045.4700, +0085227.35 06/12/06, 0000, 05395.5500, Close, Long , +0067.5300, +017113.0000, +0085565.00 06/13/06, 0000, 05292.1400, Stop , Long , -0086.0000, +017027.0000, +0085135.00 06/14/06, 0000, 05305.9900, Close, Short, +0012.8500, +017039.8500, +0085199.25 06/15/06, 0000, 05422.2200, Stop , Short, -0083.0000, +016956.8500, +0084784.25 06/19/06, 0000, 05439.2300, Close, Long , -0018.0100, +016938.8400, +0084694.20 06/20/06, 0000, 05493.6100, Close, Short, +0053.3800, +016992.2200, +0084961.10 06/21/06, 0000, 05503.4100, Close, Long , -0010.8000, +016981.4200, +0084907.10 06/22/06, 0000, 05533.4200, Close, Short, +0029.0100, +017010.4300, +0085052.15 06/26/06, 0000, 05514.6300, Close, Long , +0017.7900, +017028.2200, +0085141.10 06/27/06, 0000, 05459.1500, Stop , Short, -0058.0000, +016970.2200, +0084851.10 06/29/06, 0000, 05581.6700, Stop , Long , -0063.7200, +016906.5000, +0084532.50 07/03/06, 0000, 05712.6900, Close, Short, +0130.0200, +017036.5200, +0085182.60 07/04/06, 0000, 05729.0100, Close, Long , -0017.3200, +017019.2000, +0085096.00 07/05/06, 0000, 05625.6300, Stop , Long , -0037.0000, +016982.2000, +0084911.00 07/11/06, 0000, 05616.0400, Stop , Long , +0009.6900, +016991.8900, +0084959.45 07/13/06, 0000, 05527.2900, Stop , Short, -0056.2200, +016935.6700, +0084678.35 07/14/06, 0000, 05422.2200, Close, Long , +0104.0700, +017039.7400, +0085198.70 07/18/06, 0000, 05396.8500, Close, Short, -0026.3700, +017013.3700, +0085066.85 07/19/06, 0000, 05539.2900, Stop , Long , -0066.0000, +016947.3700, +0084736.85 07/21/06, 0000, 05451.0100, Stop , Short, -0048.4700, +016898.9000, +0084494.50 07/24/06, 0000, 05578.0500, Stop , Long , -0104.0000, +016794.9000, +0083974.50 07/27/06, 0000, 05659.0700, Close, Short, +0080.0200, +016874.9200, +0084374.60 07/31/06, 0000, 05681.9700, Close, Long , -0023.9000, +016851.0200, +0084255.10 08/01/06, 0000, 05596.7400, Stop , Short, -0037.0000, +016814.0200, +0084070.10 08/02/06, 0000, 05680.8200, Close, Long , -0085.0800, +016728.9400, +0083644.70 08/03/06, 0000, 05640.0300, Stop , Long , -0080.0000, +016648.9400, +0083244.70 08/07/06, 0000, 05626.6700, Stop , Long , -0009.0000, +016639.9400, +0083199.70 08/10/06, 0000, 05630.9600, Stop , Long , -0006.8600, +016633.0800, +0083165.40 08/16/06, 0000, 05812.9400, Close, Short, +0180.9800, +016814.0600, +0084070.30 08/17/06, 0000, 05833.5100, Close, Long , -0021.5700, +016792.4900, +0083962.45 08/21/06, 0000, 05794.8300, Stop , Long , -0033.0000, +016759.4900, +0083797.45 08/24/06, 0000, 05814.0800, Stop , Long , -0042.4200, +016717.0700, +0083585.35 09/05/06, 0000, 05884.0700, Stop , Long , +0057.6400, +016774.7100, +0083873.55 09/06/06, 0000, 05813.0600, Stop , Short, -0047.0000, +016727.7100, +0083638.55 09/12/06, 0000, 05873.8500, Stop , Long , -0016.6600, +016711.0500, +0083555.25 09/18/06, 0000, 05926.3300, Stop , Long , +0022.0200, +016733.0700, +0083665.35 09/19/06, 0000, 05873.4600, Stop , Long , -0048.0000, +016685.0700, +0083425.35 09/22/06, 0000, 05883.3200, Stop , Short, +0044.5700, +016729.6400, +0083648.20 09/25/06, 0000, 05901.6600, Close, Long , -0019.3400, +016710.3000, +0083551.50 09/26/06, 0000, 05960.6300, Close, Short, +0057.9700, +016768.2700, +0083841.35 09/28/06, 0000, 05989.1600, Close, Long , -0029.5300, +016738.7400, +0083693.70 09/29/06, 0000, 06004.3300, Close, Short, +0014.1700, +016752.9100, +0083764.55 10/02/06, 0000, 05999.4600, Close, Long , +0003.8700, +016756.7800, +0083783.90 10/04/06, 0000, 06046.3700, Close, Short, +0045.9100, +016802.6900, +0084013.45 10/05/06, 0000, 06075.2800, Stop , Short, -0052.0000, +016750.6900, +0083753.45 10/09/06, 0000, 06084.4000, Close, Long , -0010.1200, +016740.5700, +0083702.85 10/10/06, 0000, 06117.7100, Close, Short, +0032.3100, +016772.8800, +0083864.40 10/11/06, 0000, 06119.4500, Close, Long , -0002.7400, +016770.1400, +0083850.70 10/12/06, 0000, 06160.2800, Close, Short, +0039.8300, +016809.9700, +0084049.85 10/16/06, 0000, 06186.5400, Close, Long , -0027.2600, +016782.7100, +0083913.55 10/17/06, 0000, 06115.1000, Stop , Long , -0026.0000, +016756.7100, +0083783.55 10/27/06, 0000, 06262.5400, Stop , Long , +0132.0900, +016888.8000, +0084444.00 11/02/06, 0000, 06223.3300, Stop , Short, -0015.6400, +016873.1600, +0084365.80 11/03/06, 0000, 06241.1500, Close, Long , -0018.8200, +016854.3400, +0084271.70 11/06/06, 0000, 06330.6500, Close, Short, +0088.5000, +016942.8400, +0084714.20 11/08/06, 0000, 06349.2600, Close, Long , -0019.6100, +016923.2300, +0084616.15 11/10/06, 0000, 06357.7700, Stop , Long , -0021.5800, +016901.6500, +0084508.25 11/15/06, 0000, 06430.8900, Close, Short, +0072.1200, +016973.7700, +0084868.85 11/17/06, 0000, 06412.3600, Close, Long , +0017.5300, +016991.3000, +0084956.50 11/20/06, 0000, 06452.3300, Close, Short, +0038.9700, +017030.2700, +0085151.35 11/22/06, 0000, 06476.1300, Close, Long , -0024.8000, +017005.4700, +0085027.35 11/24/06, 0000, 06411.9600, Stop , Long , -0039.0000, +016966.4700, +0084832.35 11/27/06, 0000, 06298.1700, Stop , Short, -0090.0000, +016876.4700, +0084382.35 11/29/06, 0000, 06363.8000, Stop , Short, -0041.5100, +016834.9600, +0084174.80 12/05/06, 0000, 06372.8000, Stop , Long , -0018.3300, +016816.6300, +0084083.15 12/11/06, 0000, 06469.4200, Close, Short, +0095.6200, +016912.2500, +0084561.25 12/13/06, 0000, 06520.7700, Stop , Long , -0048.0000, +016864.2500, +0084321.25 12/14/06, 0000, 06552.5800, Close, Short, +0030.8100, +016895.0600, +0084475.30 12/15/06, 0000, 06588.8300, Stop , Long , -0036.0000, +016859.0600, +0084295.30 12/19/06, 0000, 06553.5100, Stop , Long , -0020.5800, +016838.4800, +0084192.40 12/21/06, 0000, 06573.9600, Close, Short, +0019.4500, +016857.9300, +0084289.65 12/22/06, 0000, 06503.1300, Close, Long , +0069.8300, +016927.7600, +0084638.80 12/27/06, 0000, 06608.8600, Close, Short, +0104.7300, +017032.4900, +0085162.45 12/28/06, 0000, 06611.8100, Close, Long , -0003.9500, +017028.5400, +0085142.70 01/02/07, 0000, 06681.1300, Close, Short, +0068.3200, +017096.8600, +0085484.30 01/04/07, 0000, 06674.4000, Close, Long , +0005.7300, +017102.5900, +0085512.95 01/05/07, 0000, 06593.0900, Stop , Long , -0050.0000, +017052.5900, +0085262.95 01/10/07, 0000, 06566.5600, Stop , Short, -0031.7200, +017020.8700, +0085104.35 01/11/07, 0000, 06687.3000, Stop , Long , -0073.0000, +016947.8700, +0084739.35 01/17/07, 0000, 06701.7000, Stop , Long , +0005.4400, +016953.3100, +0084766.55 01/23/07, 0000, 06678.9300, Stop , Long , -0044.5300, +016908.7800, +0084543.90 01/26/07, 0000, 06690.3400, Stop , Short, -0003.5600, +016905.2200, +0084526.10 01/29/07, 0000, 06726.0100, Close, Long , -0036.6700, +016868.5500, +0084342.75 01/30/07, 0000, 06788.2300, Close, Short, +0061.2200, +016929.7700, +0084648.85 01/31/07, 0000, 06789.1100, Close, Long , -0001.8800, +016927.8900, +0084639.45 02/02/07, 0000, 06885.7600, Close, Short, +0095.6500, +017023.5400, +0085117.70 02/05/07, 0000, 06874.0600, Close, Long , +0010.7000, +017034.2400, +0085171.20 02/07/07, 0000, 06915.5600, Close, Short, +0040.5000, +017074.7400, +0085373.70 02/08/07, 0000, 06876.7300, Close, Long , +0037.8300, +017112.5700, +0085562.85 02/09/07, 0000, 06911.1100, Close, Short, +0033.3800, +017145.9500, +0085729.75 02/12/07, 0000, 06859.4500, Close, Long , +0050.6600, +017196.6100, +0085983.05 02/14/07, 0000, 06961.1800, Close, Short, +0100.7300, +017297.3400, +0086486.70 02/15/07, 0000, 06958.6200, Close, Long , +0001.5600, +017298.9000, +0086494.50 02/20/07, 0000, 06982.9100, Stop , Short, -0006.5400, +017292.3600, +0086461.80 02/21/07, 0000, 06941.6600, Close, Long , +0040.2500, +017332.6100, +0086663.05 02/26/07, 0000, 07027.5900, Close, Short, +0084.9300, +017417.5400, +0087087.70 03/01/07, 0000, 06640.2400, Close, Long , +0386.3500, +017803.8900, +0089019.45 03/02/07, 0000, 06603.3200, Close, Short, -0037.9200, +017765.9700, +0088829.85 03/05/07, 0000, 06534.5700, Close, Long , +0067.7500, +017833.7200, +0089168.60 03/08/07, 0000, 06713.2300, Close, Short, +0177.6600, +018011.3800, +0090056.90 03/09/07, 0000, 06716.5200, Close, Long , -0004.2900, +018007.0900, +0090035.45 03/12/07, 0000, 06715.4900, Close, Short, -0002.0300, +018005.0600, +0090025.30 03/13/07, 0000, 06623.9900, Close, Long , +0090.5000, +018095.5600, +0090477.80 03/14/07, 0000, 06447.7000, Stop , Long , -0087.0000, +018008.5600, +0090042.80 03/15/07, 0000, 06585.4700, Close, Short, +0136.7700, +018145.3300, +0090726.65 03/19/07, 0000, 06671.4100, Stop , Long , -0077.4000, +018067.9300, +0090339.65 03/20/07, 0000, 06700.2900, Close, Short, +0027.8800, +018095.8100, +0090479.05 03/22/07, 0000, 06856.9600, Stop , Long , -0065.0000, +018030.8100, +0090154.05 03/26/07, 0000, 06828.8200, Stop , Long , -0031.9000, +017998.9100, +0089994.55 03/28/07, 0000, 06816.8900, Stop , Long , -0025.4800, +017973.4300, +0089867.15 04/04/07, 0000, 07073.9100, Close, Short, +0256.0200, +018229.4500, +0091147.25 04/05/07, 0000, 07099.9100, Close, Long , -0027.0000, +018202.4500, +0091012.25 04/12/07, 0000, 07142.9500, Stop , Long , -0002.2400, +018200.2100, +0091001.05 04/16/07, 0000, 07338.0600, Close, Short, +0194.1100, +018394.3200, +0091971.60 04/17/07, 0000, 07348.8300, Close, Long , -0011.7700, +018382.5500, +0091912.75 04/18/07, 0000, 07282.3400, Stop , Short, -0070.0000, +018312.5500, +0091562.75 04/19/07, 0000, 07242.7300, Close, Long , +0038.6100, +018351.1600, +0091755.80 04/20/07, 0000, 07342.5400, Close, Short, +0098.8100, +018449.9700, +0092249.85 04/24/07, 0000, 07270.3200, Close, Long , +0071.2200, +018521.1900, +0092605.95 04/25/07, 0000, 07343.0800, Close, Short, +0071.7600, +018592.9500, +0092964.75 04/26/07, 0000, 07387.0200, Close, Long , -0044.9400, +018548.0100, +0092740.05 05/02/07, 0000, 07455.9300, Close, Short, +0067.9100, +018615.9200, +0093079.60 05/03/07, 0000, 07476.6900, Close, Long , -0021.7600, +018594.1600, +0092970.80 05/08/07, 0000, 07442.2000, Stop , Long , +0018.0000, +018612.1600, +0093060.80 05/10/07, 0000, 07415.3300, Stop , Long , -0026.2100, +018585.9500, +0092929.75 05/11/07, 0000, 07479.3400, Stop , Long , -0082.0000, +018503.9500, +0092519.75 05/25/07, 0000, 07739.2000, Stop , Long , +0185.5400, +018689.4900, +0093447.45 05/30/07, 0000, 07764.9700, Stop , Long , -0008.1600, +018681.3300, +0093406.65 06/05/07, 0000, 07919.8300, Stop , Long , +0115.8800, +018797.2100, +0093986.05 06/06/07, 0000, 07730.0500, Stop , Short, -0101.0000, +018696.2100, +0093481.05 06/07/07, 0000, 07618.6100, Close, Long , +0110.4400, +018806.6500, +0094033.25 06/12/07, 0000, 07678.2600, Close, Short, +0058.6500, +018865.3000, +0094326.50 06/14/07, 0000, 07849.1600, Stop , Long , -0100.0000, +018765.3000, +0093826.50 06/15/07, 0000, 08030.6400, Close, Short, +0180.4800, +018945.7800, +0094728.90 06/21/07, 0000, 07964.7100, Close, Long , +0064.9300, +019010.7100, +0095053.55 06/26/07, 0000, 07860.5200, Close, Short, -0105.1900, +018905.5200, +0094527.60 06/27/07, 0000, 07801.2300, Close, Long , +0058.2900, +018963.8100, +0094819.05 06/29/07, 0000, 08007.3200, Close, Short, +0205.0900, +019168.9000, +0095844.50 07/03/07, 0000, 08050.6800, Stop , Short, -0033.9200, +019134.9800, +0095674.90 07/05/07, 0000, 07987.1300, Close, Long , +0062.5500, +019197.5300, +0095987.65 07/06/07, 0000, 08048.3200, Close, Short, +0060.1900, +019257.7200, +0096288.60 07/11/07, 0000, 07898.5400, Close, Long , +0148.7800, +019406.5000, +0097032.50 07/17/07, 0000, 08038.2100, Stop , Long , +0152.1500, +019558.6500, +0097793.25 07/18/07, 0000, 07893.6100, Stop , Short, -0095.0000, +019463.6500, +0097318.25 07/26/07, 0000, 07508.9600, Close, Long , +0383.6500, +019847.3000, +0099236.50 07/27/07, 0000, 07451.6800, Close, Short, -0058.2800, +019789.0200, +0098945.10 07/30/07, 0000, 07456.3100, Close, Long , -0005.6300, +019783.3900, +0098916.95 07/31/07, 0000, 07584.1400, Close, Short, +0126.8300, +019910.2200, +0099551.10 08/01/07, 0000, 07473.9300, Close, Long , +0109.2100, +020019.4300, +0100097.15 08/02/07, 0000, 07534.1300, Close, Short, +0059.2000, +020078.6300, +0100393.15 08/03/07, 0000, 07435.6700, Close, Long , +0097.4600, +020176.0900, +0100880.45 08/07/07, 0000, 07513.6600, Close, Short, +0076.9900, +020253.0800, +0101265.40 08/08/07, 0000, 07605.9400, Stop , Short, -0082.0000, +020171.0800, +0100855.40 08/10/07, 0000, 07343.2600, Close, Long , +0261.6800, +020432.7600, +0102163.80 08/13/07, 0000, 07474.3300, Close, Short, +0130.0700, +020562.8300, +0102814.15 08/16/07, 0000, 07270.0700, Close, Long , +0203.2600, +020766.0900, +0103830.45 08/17/07, 0000, 07378.2900, Close, Short, +0107.2200, +020873.3100, +0104366.55 08/21/07, 0000, 07424.7500, Close, Long , -0047.4600, +020825.8500, +0104129.25 08/28/07, 0000, 07430.2400, Stop , Short, +0004.2100, +020830.0600, +0104150.30 08/30/07, 0000, 07519.9400, Stop , Long , -0060.0000, +020770.0600, +0103850.30 08/31/07, 0000, 07638.1700, Close, Short, +0117.2300, +020887.2900, +0104436.45 09/05/07, 0000, 07588.0300, Close, Long , +0049.1400, +020936.4300, +0104682.15 09/07/07, 0000, 07436.6300, Stop , Short, -0086.3100, +020850.1200, +0104250.60 09/11/07, 0000, 07457.9000, Stop , Short, -0035.8100, +020814.3100, +0104071.55 09/13/07, 0000, 07535.9700, Close, Long , -0079.0700, +020735.2400, +0103676.20 09/17/07, 0000, 07479.8500, Stop , Short, -0098.0000, +020637.2400, +0103186.20 09/18/07, 0000, 07575.2100, Stop , Long , -0087.0000, +020550.2400, +0102751.20 09/19/07, 0000, 07750.8400, Close, Short, +0174.6300, +020724.8700, +0103624.35 09/21/07, 0000, 07794.4300, Stop , Short, -0045.2500, +020679.6200, +0103398.10 09/24/07, 0000, 07787.9200, Close, Long , +0005.5100, +020685.1300, +0103425.65 09/25/07, 0000, 07769.4400, Stop , Long , -0038.0000, +020647.1300, +0103235.65 10/02/07, 0000, 07946.7900, Close, Short, +0176.3500, +020823.4800, +0104117.40 10/03/07, 0000, 07955.3000, Close, Long , -0009.5100, +020813.9700, +0104069.85 10/04/07, 0000, 07944.9900, Stop , Long , -0034.0000, +020779.9700, +0103899.85 10/15/07, 0000, 07969.4700, Stop , Long , +0035.2700, +020815.2400, +0104076.20 10/18/07, 0000, 07921.4000, Stop , Short, -0050.0600, +020765.1800, +0103825.90 10/19/07, 0000, 07884.1200, Close, Long , +0036.2800, +020801.4600, +0104007.30 10/22/07, 0000, 07794.9400, Stop , Long , -0066.0000, +020735.4600, +0103677.30 10/23/07, 0000, 07842.7900, Close, Short, +0046.8500, +020782.3100, +0103911.55 10/24/07, 0000, 07828.9600, Close, Long , +0012.8300, +020795.1400, +0103975.70 10/29/07, 0000, 08009.6700, Close, Short, +0179.7100, +020974.8500, +0104874.25 10/31/07, 0000, 08019.2200, Stop , Short, -0010.2700, +020964.5800, +0104822.90 11/09/07, 0000, 07812.4000, Stop , Short, +0122.6000, +021087.1800, +0105435.90 11/14/07, 0000, 07783.1100, Stop , Short, -0015.1600, +021072.0200, +0105360.10 11/15/07, 0000, 07667.0300, Close, Long , +0115.0800, +021187.1000, +0105935.50 11/19/07, 0000, 07511.9700, Stop , Long , -0144.0000, +021043.1000, +0105215.50 11/20/07, 0000, 07630.3100, Close, Short, +0117.3400, +021160.4400, +0105802.20 11/21/07, 0000, 07518.4200, Close, Long , +0110.8900, +021271.3300, +0106356.65 11/22/07, 0000, 07562.1000, Close, Short, +0042.6800, +021314.0100, +0106570.05 11/26/07, 0000, 07567.3600, Stop , Short, -0089.0000, +021225.0100, +0106125.05 11/28/07, 0000, 07723.6600, Stop , Long , -0072.9900, +021152.0200, +0105760.10 11/30/07, 0000, 07870.5200, Close, Short, +0145.8600, +021297.8800, +0106489.40 12/04/07, 0000, 07808.9400, Close, Long , +0060.5800, +021358.4600, +0106792.30 12/05/07, 0000, 07944.7700, Close, Short, +0134.8300, +021493.2900, +0107466.45 12/10/07, 0000, 08033.3600, Stop , Short, -0077.8100, +021415.4800, +0107077.40 12/11/07, 0000, 08009.4200, Close, Long , +0022.9400, +021438.4200, +0107192.10 12/12/07, 0000, 08076.1200, Stop , Short, -0077.0000, +021361.4200, +0106807.10 12/13/07, 0000, 07928.3100, Close, Long , +0146.8100, +021508.2300, +0107541.15 12/17/07, 0000, 07825.4400, Stop , Short, -0085.9500, +021422.2800, +0107111.40 12/20/07, 0000, 07869.1900, Close, Long , -0044.7500, +021377.5300, +0106887.65 12/21/07, 0000, 08002.6700, Close, Short, +0132.4800, +021510.0100, +0107550.05 12/28/07, 0000, 08067.3200, Close, Long , -0065.6500, +021444.3600, +0107221.80 01/02/08, 0000, 07949.1100, Stop , Long , -0070.0000, +021374.3600, +0106871.80 01/03/08, 0000, 07908.4100, Close, Short, -0041.7000, +021332.6600, +0106663.30 01/04/08, 0000, 07808.6900, Close, Long , +0098.7200, +021431.3800, +0107156.90 01/08/08, 0000, 07849.9900, Close, Short, +0040.3000, +021471.6800, +0107358.40 01/09/08, 0000, 07782.7100, Close, Long , +0066.2800, +021537.9600, +0107689.80 01/10/08, 0000, 07713.0900, Stop , Long , -0074.0000, +021463.9600, +0107319.80 01/11/08, 0000, 07717.9500, Close, Short, +0003.8600, +021467.8200, +0107339.10 01/15/08, 0000, 07566.3800, Close, Long , +0150.5700, +021618.3900, +0108091.95 01/17/08, 0000, 07413.5300, Stop , Short, -0142.0000, +021476.3900, +0107381.95 01/23/08, 0000, 06439.2100, Close, Long , +0973.3200, +022449.7100, +0112248.55 01/24/08, 0000, 06821.0700, Close, Short, +0380.8600, +022830.5700, +0114152.85 01/25/08, 0000, 06816.7400, Close, Long , +0003.3300, +022833.9000, +0114169.50 01/28/08, 0000, 06818.8500, Close, Short, +0001.1100, +022835.0100, +0114175.05 01/29/08, 0000, 06892.9600, Close, Long , -0075.1100, +022759.9000, +0113799.50 01/30/08, 0000, 06875.3500, Close, Short, -0018.6100, +022741.2900, +0113706.45 01/31/08, 0000, 06851.7500, Close, Long , +0022.6000, +022763.8900, +0113819.45 02/01/08, 0000, 06968.6700, Close, Short, +0115.9200, +022879.8100, +0114399.05 02/04/08, 0000, 07000.4900, Close, Long , -0032.8200, +022846.9900, +0114234.95 02/05/08, 0000, 06765.2500, Stop , Short, -0090.0000, +022756.9900, +0113784.95 02/12/08, 0000, 06967.8400, Stop , Long , -0138.4700, +022618.5200, +0113092.60 02/15/08, 0000, 06832.4300, Stop , Short, -0125.1700, +022493.3500, +0112466.75 02/18/08, 0000, 06967.5500, Close, Long , -0136.1200, +022357.2300, +0111786.15 02/20/08, 0000, 06899.6800, Close, Short, -0068.8700, +022288.3600, +0111441.80 02/22/08, 0000, 06806.2900, Close, Long , +0092.3900, +022380.7500, +0111903.75 02/25/08, 0000, 06882.5600, Close, Short, +0075.2700, +022456.0200, +0112280.10 02/26/08, 0000, 06985.9700, Stop , Long , -0107.0000, +022349.0200, +0111745.10 02/28/08, 0000, 06862.5200, Stop , Short, -0109.1200, +022239.9000, +0111199.50 02/29/08, 0000, 06748.1300, Close, Long , +0113.3900, +022353.2900, +0111766.45 03/04/08, 0000, 06545.0400, Stop , Short, -0147.0000, +022206.2900, +0111031.45 03/11/08, 0000, 06524.5700, Stop , Short, -0015.0400, +022191.2500, +0110956.25 03/18/08, 0000, 06393.3900, Close, Long , +0130.1800, +022321.4300, +0111607.15 03/19/08, 0000, 06361.2200, Close, Short, -0033.1700, +022288.2600, +0111441.30 03/20/08, 0000, 06319.9900, Close, Long , +0040.2300, +022328.4900, +0111642.45 03/26/08, 0000, 06489.2600, Close, Short, +0168.2700, +022496.7600, +0112483.80 03/27/08, 0000, 06578.0600, Stop , Long , -0075.0000, +022421.7600, +0112108.80 03/31/08, 0000, 06534.9700, Stop , Long , -0113.0000, +022308.7600, +0111543.80 04/01/08, 0000, 06720.3300, Close, Short, +0184.3600, +022493.1200, +0112465.60 04/03/08, 0000, 06741.7200, Close, Long , -0022.3900, +022470.7300, +0112353.65 04/07/08, 0000, 06821.0300, Close, Short, +0078.3100, +022549.0400, +0112745.20 04/08/08, 0000, 06771.9800, Close, Long , +0048.0500, +022597.0900, +0112985.45 04/10/08, 0000, 06704.3200, Stop , Long , -0086.0000, +022511.0900, +0112555.45 04/11/08, 0000, 06603.5700, Stop , Short, -0098.0000, +022413.0900, +0112065.45 04/14/08, 0000, 06554.4900, Close, Long , +0048.0800, +022461.1700, +0112305.85 04/15/08, 0000, 06585.0500, Close, Short, +0029.5600, +022490.7300, +0112453.65 04/16/08, 0000, 06702.8400, Stop , Long , -0091.0000, +022399.7300, +0111998.65 04/18/08, 0000, 06843.0800, Close, Short, +0139.2400, +022538.9700, +0112694.85 04/22/08, 0000, 06728.3000, Close, Long , +0113.7800, +022652.7500, +0113263.75 04/29/08, 0000, 06885.3400, Stop , Long , +0129.0300, +022781.7800, +0113908.90 05/02/08, 0000, 07043.2300, Close, Short, +0156.8900, +022938.6700, +0114693.35 05/06/08, 0000, 07017.1000, Close, Long , +0025.1300, +022963.8000, +0114819.00 05/07/08, 0000, 07076.2500, Close, Short, +0058.1500, +023021.9500, +0115109.75 05/08/08, 0000, 07071.9000, Close, Long , +0003.3500, +023025.3000, +0115126.50 05/09/08, 0000, 07003.1700, Stop , Long , -0060.0000, +022965.3000, +0114826.50 05/19/08, 0000, 07225.9400, Close, Short, +0221.7700, +023187.0700, +0115935.35 05/20/08, 0000, 07118.5000, Close, Long , +0106.4400, +023293.5100, +0116467.55 05/21/08, 0000, 07040.8300, Stop , Short, -0102.0000, +023191.5100, +0115957.55 05/22/08, 0000, 07070.3300, Close, Long , -0030.5000, +023161.0100, +0115805.05 05/23/08, 0000, 06944.0500, Stop , Short, -0101.0000, +023060.0100, +0115300.05 05/28/08, 0000, 07033.8400, Stop , Long , -0120.0000, +022940.0100, +0114700.05 05/30/08, 0000, 07096.7900, Close, Short, +0061.9500, +023001.9600, +0115009.80 06/04/08, 0000, 06965.4300, Close, Long , +0130.3600, +023132.3200, +0115661.60 06/06/08, 0000, 06803.8100, Stop , Long , -0104.0000, +023028.3200, +0115141.60 06/09/08, 0000, 06815.6300, Close, Short, +0010.8200, +023039.1400, +0115195.70 06/10/08, 0000, 06771.1000, Close, Long , +0043.5300, +023082.6700, +0115413.35 06/11/08, 0000, 06650.2600, Stop , Long , -0089.0000, +022993.6700, +0114968.35 06/12/08, 0000, 06714.5200, Close, Short, +0063.2600, +023056.9300, +0115284.65 06/16/08, 0000, 06729.8800, Stop , Short, -0084.0000, +022972.9300, +0114864.65 06/17/08, 0000, 06796.1600, Stop , Short, -0125.0000, +022847.9300, +0114239.65 06/20/08, 0000, 06578.4400, Close, Long , +0216.7200, +023064.6500, +0115323.25 06/23/08, 0000, 06589.4600, Close, Short, +0010.0200, +023074.6700, +0115373.35 06/24/08, 0000, 06535.9700, Close, Long , +0052.4900, +023127.1600, +0115635.80 06/25/08, 0000, 06617.8400, Close, Short, +0080.8700, +023208.0300, +0116040.15 06/26/08, 0000, 06459.6000, Close, Long , +0157.2400, +023365.2700, +0116826.35 06/30/08, 0000, 06418.3200, Stop , Short, -0146.0000, +023219.2700, +0116096.35 07/02/08, 0000, 06305.4200, Close, Long , +0111.9000, +023331.1700, +0116655.85 07/03/08, 0000, 06353.7400, Stop , Short, -0095.0000, +023236.1700, +0116180.85 07/04/08, 0000, 06272.2100, Close, Long , +0080.5300, +023316.7000, +0116583.50 07/07/08, 0000, 06395.7500, Close, Short, +0122.5400, +023439.2400, +0117196.20 07/11/08, 0000, 06153.3000, Close, Long , +0241.4500, +023680.6900, +0118403.45 07/14/08, 0000, 06200.2500, Close, Short, +0045.9500, +023726.6400, +0118633.20 07/17/08, 0000, 06271.2700, Stop , Short, -0047.4500, +023679.1900, +0118395.95 07/18/08, 0000, 06382.6500, Close, Long , -0112.3800, +023566.8100, +0117834.05 07/24/08, 0000, 06440.7000, Stop , Long , +0045.4400, +023612.2500, +0118061.25 07/28/08, 0000, 06351.1500, Close, Short, -0090.5500, +023521.7000, +0117608.50 07/29/08, 0000, 06398.8000, Close, Long , -0048.6500, +023473.0500, +0117365.25 07/30/08, 0000, 06460.1200, Close, Short, +0060.3200, +023533.3700, +0117666.85 08/01/08, 0000, 06396.4600, Close, Long , +0062.6600, +023596.0300, +0117980.15 08/04/08, 0000, 06349.8100, Close, Short, -0047.6500, +023548.3800, +0117741.90 08/05/08, 0000, 06518.7000, Stop , Long , -0076.0000, +023472.3800, +0117361.90 08/07/08, 0000, 06543.4900, Close, Short, +0023.7900, +023496.1700, +0117480.85 08/12/08, 0000, 06585.8700, Close, Long , -0043.3800, +023452.7900, +0117263.95 08/13/08, 0000, 06422.1900, Stop , Short, -0072.0000, +023380.7900, +0116903.95 08/19/08, 0000, 06282.4300, Close, Long , +0138.7600, +023519.5500, +0117597.75 08/21/08, 0000, 06236.9600, Stop , Long , -0039.6300, +023479.9200, +0117399.60 08/22/08, 0000, 06342.4200, Close, Short, +0104.4600, +023584.3800, +0117921.90 08/26/08, 0000, 06340.5200, Stop , Short, -0024.5300, +023559.8500, +0117799.25 08/28/08, 0000, 06420.5400, Stop , Long , -0068.5100, +023491.3400, +0117456.70 09/01/08, 0000, 06421.8000, Stop , Long , -0060.2400, +023431.1000, +0117155.50 09/02/08, 0000, 06518.4700, Close, Short, +0095.6700, +023526.7700, +0117633.85 09/03/08, 0000, 06467.4900, Close, Long , +0049.9800, +023576.7500, +0117883.75 09/04/08, 0000, 06279.5700, Stop , Short, -0079.0000, +023497.7500, +0117488.75 09/08/08, 0000, 06263.7400, Stop , Short, -0014.8700, +023482.8800, +0117414.40 09/17/08, 0000, 05860.9800, Close, Long , +0401.7600, +023884.6400, +0119423.20 09/22/08, 0000, 06107.7500, Close, Short, +0245.7700, +024130.4100, +0120652.05 09/23/08, 0000, 06068.5300, Close, Long , +0038.2200, +024168.6300, +0120843.15 09/26/08, 0000, 06063.5000, Stop , Short, -0015.5000, +024153.1300, +0120765.65 09/29/08, 0000, 05807.0800, Close, Long , +0255.4200, +024408.5500, +0122042.75 10/02/08, 0000, 05660.6300, Stop , Long , -0142.0600, +024266.4900, +0121332.45 10/03/08, 0000, 05797.0300, Close, Short, +0135.4000, +024401.8900, +0122009.45 10/06/08, 0000, 05387.0100, Close, Long , +0409.0200, +024810.9100, +0124054.55 10/07/08, 0000, 05326.6300, Close, Short, -0061.3800, +024749.5300, +0123747.65 10/13/08, 0000, 05062.4500, Stop , Short, +0286.3200, +025035.8500, +0125179.25 10/15/08, 0000, 04861.3300, Close, Long , +0200.1200, +025235.9700, +0126179.85 10/16/08, 0000, 04622.8100, Close, Short, -0239.5200, +024996.4500, +0124982.25 10/17/08, 0000, 04781.3300, Close, Long , -0159.5200, +024836.9300, +0124184.65 10/21/08, 0000, 04784.4100, Close, Short, +0002.0800, +024839.0100, +0124195.05 10/27/08, 0000, 04334.6400, Close, Long , +0448.7700, +025287.7800, +0126438.90 10/29/08, 0000, 04808.6900, Close, Short, +0473.0500, +025760.8300, +0128804.15 10/30/08, 0000, 04869.3000, Close, Long , -0061.6100, +025699.2200, +0128496.10 10/31/08, 0000, 04987.9700, Close, Short, +0117.6700, +025816.8900, +0129084.45 11/04/08, 0000, 05278.0400, Stop , Short, -0249.0000, +025567.8900, +0127839.45 11/05/08, 0000, 05166.8700, Close, Long , +0110.1700, +025678.0600, +0128390.30 11/06/08, 0000, 04813.5700, Stop , Short, -0135.0000, +025543.0600, +0127715.30 11/07/08, 0000, 04938.4600, Close, Long , -0125.8900, +025417.1700, +0127085.85 11/10/08, 0000, 05025.5300, Close, Short, +0086.0700, +025503.2400, +0127516.20 11/24/08, 0000, 04554.3300, Stop , Short, +0666.1200, +026169.3600, +0130846.80 11/27/08, 0000, 04665.2700, Close, Long , -0111.9400, +026057.4200, +0130287.10 12/01/08, 0000, 04394.7900, Stop , Short, -0117.8300, +025939.5900, +0129697.95 12/03/08, 0000, 04567.2400, Close, Long , -0173.4500, +025766.1400, +0128830.70 12/04/08, 0000, 04564.2300, Close, Short, -0004.0100, +025762.1300, +0128810.65 12/08/08, 0000, 04715.8800, Stop , Long , -0033.2400, +025728.8900, +0128644.45 12/12/08, 0000, 04663.3700, Stop , Long , -0011.0000, +025717.8900, +0128589.45 12/19/08, 0000, 04696.7000, Stop , Long , +0018.0300, +025735.9200, +0128679.60 12/22/08, 0000, 04639.0200, Stop , Short, -0119.0000, +025616.9200, +0128084.60 12/29/08, 0000, 04704.8600, Stop , Long , -0079.3600, +025537.5600, +0127687.80 12/30/08, 0000, 04810.2000, Close, Short, +0104.3400, +025641.9000, +0128209.50 01/02/09, 0000, 04973.0700, Stop , Short, -0095.0000, +025546.9000, +0127734.50 01/05/09, 0000, 04983.9900, Close, Long , -0011.9200, +025534.9800, +0127674.90 01/08/09, 0000, 04879.9100, Stop , Long , -0087.6800, +025447.3000, +0127236.50 01/09/09, 0000, 04783.8900, Stop , Short, -0105.0000, +025342.3000, +0126711.50 01/19/09, 0000, 04316.1400, Close, Long , +0466.7500, +025809.0500, +0129045.25 01/21/09, 0000, 04261.1500, Stop , Short, -0176.0000, +025633.0500, +0128165.25 01/22/09, 0000, 04219.4200, Close, Long , +0040.7300, +025673.7800, +0128368.90 01/26/09, 0000, 04326.8700, Close, Short, +0106.4500, +025780.2300, +0128901.15 01/27/09, 0000, 04323.4200, Close, Long , +0002.4500, +025782.6800, +0128913.40 01/29/09, 0000, 04428.1100, Close, Short, +0103.6900, +025886.3700, +0129431.85 01/30/09, 0000, 04338.3500, Close, Long , +0088.7600, +025975.1300, +0129875.65 02/02/09, 0000, 04271.0400, Stop , Long , -0127.0000, +025848.1300, +0129240.65 02/03/09, 0000, 04374.9600, Close, Short, +0102.9200, +025951.0500, +0129755.25 02/04/09, 0000, 04492.7900, Stop , Long , -0142.0000, +025809.0500, +0129045.25 02/09/09, 0000, 04666.8200, Close, Short, +0173.0300, +025982.0800, +0129910.40 02/10/09, 0000, 04505.5400, Close, Long , +0160.2800, +026142.3600, +0130711.80 02/12/09, 0000, 04407.5600, Stop , Short, -0048.4500, +026093.9100, +0130469.55 02/17/09, 0000, 04216.6000, Close, Long , +0189.9600, +026283.8700, +0131419.35 02/20/09, 0000, 04014.6600, Stop , Long , -0144.0000, +026139.8700, +0130699.35 02/23/09, 0000, 03936.4500, Close, Short, -0079.2100, +026060.6600, +0130303.30 02/26/09, 0000, 03942.6200, Close, Long , -0007.1700, +026053.4900, +0130267.45 02/27/09, 0000, 03843.7400, Stop , Long , -0132.0000, +025921.4900, +0129607.45 03/02/09, 0000, 03710.0700, Close, Short, -0134.6700, +025786.8200, +0128934.10 03/04/09, 0000, 03890.9400, Stop , Short, -0065.6500, +025721.1700, +0128605.85 03/05/09, 0000, 03695.4900, Close, Long , +0194.4500, +025915.6200, +0129578.10 03/10/09, 0000, 03886.9800, Close, Short, +0190.4900, +026106.1100, +0130530.55 03/11/09, 0000, 03914.1000, Close, Long , -0028.1200, +026077.9900, +0130389.95 03/12/09, 0000, 03956.2200, Close, Short, +0041.1200, +026119.1100, +0130595.55 03/16/09, 0000, 04044.5400, Stop , Short, -0107.3800, +026011.7300, +0130058.65 03/17/09, 0000, 03987.7700, Close, Long , +0055.7700, +026067.5000, +0130337.50 03/19/09, 0000, 04043.4600, Close, Short, +0054.6900, +026122.1900, +0130610.95 03/23/09, 0000, 04176.3700, Stop , Short, -0125.0000, +025997.1900, +0129985.95 03/24/09, 0000, 04187.3600, Close, Long , -0011.9900, +025985.2000, +0129926.00 03/25/09, 0000, 04223.2900, Close, Short, +0034.9300, +026020.1300, +0130100.65 03/27/09, 0000, 04203.5500, Close, Long , +0018.7400, +026038.8700, +0130194.35 03/30/09, 0000, 03989.2300, Stop , Short, -0099.0000, +025939.8700, +0129699.35 03/31/09, 0000, 04084.7600, Close, Long , -0096.5300, +025843.3400, +0129216.70 04/01/09, 0000, 04131.0700, Close, Short, +0045.3100, +025888.6500, +0129443.25 04/02/09, 0000, 04381.9200, Stop , Short, -0132.0000, +025756.6500, +0128783.25 04/03/09, 0000, 04384.9900, Close, Long , -0004.0700, +025752.5800, +0128762.90 04/06/09, 0000, 04349.8100, Close, Short, -0036.1800, +025716.4000, +0128582.00 04/07/09, 0000, 04322.5000, Close, Long , +0026.3100, +025742.7100, +0128713.55 04/08/09, 0000, 04357.9200, Close, Short, +0034.4200, +025777.1300, +0128885.65 04/09/09, 0000, 04491.1200, Stop , Short, -0129.0000, +025648.1300, +0128240.65 04/15/09, 0000, 04549.7900, Close, Long , -0059.6700, +025588.4600, +0127942.30 04/16/09, 0000, 04609.4600, Close, Short, +0058.6700, +025647.1300, +0128235.65 04/20/09, 0000, 04486.3000, Close, Long , +0122.1600, +025769.2900, +0128846.45 04/22/09, 0000, 04594.4200, Close, Short, +0107.1200, +025876.4100, +0129382.05 04/23/09, 0000, 04538.2100, Close, Long , +0055.2100, +025931.6200, +0129658.10 04/24/09, 0000, 04674.3200, Close, Short, +0135.1100, +026066.7300, +0130333.65 04/27/09, 0000, 04694.0700, Close, Long , -0020.7500, +026045.9800, +0130229.90 04/28/09, 0000, 04607.4200, Stop , Long , -0126.0000, +025919.9800, +0129599.90 05/04/09, 0000, 04902.4500, Close, Short, +0294.0300, +026214.0100, +0131070.05 05/05/09, 0000, 04853.0300, Close, Long , +0048.4200, +026262.4300, +0131312.15 05/13/09, 0000, 04727.6100, Stop , Short, -0085.1300, +026177.3000, +0130886.50 05/15/09, 0000, 04737.5000, Close, Long , -0010.8900, +026166.4100, +0130832.05 05/20/09, 0000, 05038.9400, Close, Short, +0300.4400, +026466.8500, +0132334.25 05/21/09, 0000, 04900.6700, Close, Long , +0137.2700, +026604.1200, +0133020.60 05/22/09, 0000, 04918.7500, Close, Short, +0017.0800, +026621.2000, +0133106.00 05/25/09, 0000, 04918.4500, Close, Long , -0000.7000, +026620.5000, +0133102.50 05/26/09, 0000, 04985.6000, Stop , Long , -0100.0000, +026520.5000, +0132602.50 05/28/09, 0000, 04932.8800, Stop , Long , -0059.8300, +026460.6700, +0132303.35 06/01/09, 0000, 05142.5600, Close, Short, +0208.6800, +026669.3500, +0133346.75 06/03/09, 0000, 05054.5300, Close, Long , +0087.0300, +026756.3800, +0133781.90 06/04/09, 0000, 05064.8000, Close, Short, +0009.2700, +026765.6500, +0133828.25 06/05/09, 0000, 05077.0300, Stop , Long , -0073.0000, +026692.6500, +0133463.25 06/08/09, 0000, 05004.7200, Stop , Long , -0102.0000, +026590.6500, +0132953.25 06/11/09, 0000, 05107.2600, Close, Short, +0101.5400, +026692.1900, +0133460.95 06/12/09, 0000, 05069.2400, Close, Long , +0037.0200, +026729.2100, +0133646.05 06/15/09, 0000, 04889.9400, Stop , Short, -0060.0000, +026669.2100, +0133346.05 06/24/09, 0000, 04836.0100, Stop , Short, +0067.5400, +026736.7500, +0133683.75 06/29/09, 0000, 04885.0900, Stop , Long , -0042.4600, +026694.2900, +0133471.45 06/30/09, 0000, 04808.6400, Close, Short, -0077.4500, +026616.8400, +0133084.20 07/01/09, 0000, 04905.4400, Stop , Long , -0105.0000, +026511.8400, +0132559.20 07/02/09, 0000, 04718.4900, Stop , Short, -0109.0000, +026402.8400, +0132014.20 07/09/09, 0000, 04630.0700, Stop , Short, +0076.8400, +026479.6800, +0132398.40 07/13/09, 0000, 04722.3400, Stop , Long , -0015.2400, +026464.4400, +0132322.20 07/15/09, 0000, 04928.4400, Close, Short, +0205.1000, +026669.5400, +0133347.70 07/20/09, 0000, 05030.1500, Stop , Short, -0128.0000, +026541.5400, +0132707.70 07/21/09, 0000, 05093.9700, Stop , Short, -0075.0000, +026466.5400, +0132332.70 07/22/09, 0000, 05121.5600, Close, Long , -0028.5900, +026437.9500, +0132189.75 07/24/09, 0000, 05229.3600, Close, Short, +0106.8000, +026544.7500, +0132723.75 07/27/09, 0000, 05251.5500, Close, Long , -0023.1900, +026521.5600, +0132607.80 07/29/09, 0000, 05270.3200, Stop , Long , -0085.0000, +026436.5600, +0132182.80 07/30/09, 0000, 05360.6600, Close, Short, +0089.3400, +026525.9000, +0132629.50 07/31/09, 0000, 05332.1400, Close, Long , +0027.5200, +026553.4200, +0132767.10 08/03/09, 0000, 05426.8500, Close, Short, +0093.7100, +026647.1300, +0133235.65 08/04/09, 0000, 05417.0200, Close, Long , +0008.8300, +026655.9600, +0133279.80 08/05/09, 0000, 05353.0100, Stop , Long , -0068.0000, +026587.9600, +0132939.80 08/11/09, 0000, 05285.8100, Stop , Long , -0037.0500, +026550.9100, +0132754.55 08/14/09, 0000, 05309.1100, Stop , Long , +0019.3000, +026570.2100, +0132851.05 08/17/09, 0000, 05201.6100, Stop , Short, -0134.0000, +026436.2100, +0132181.05 08/20/09, 0000, 05311.0600, Stop , Long , -0123.0000, +026313.2100, +0131566.05 08/21/09, 0000, 05462.7400, Close, Short, +0150.6800, +026463.8900, +0132319.45 08/25/09, 0000, 05557.0900, Close, Long , -0095.3500, +026368.5400, +0131842.70 08/27/09, 0000, 05470.3300, Stop , Long , -0090.0000, +026278.5400, +0131392.70 09/01/09, 0000, 05327.2900, Stop , Short, -0045.9800, +026232.5600, +0131162.80 09/04/09, 0000, 05384.4300, Stop , Long , -0051.1300, +026181.4300, +0130907.15 09/07/09, 0000, 05463.5100, Close, Short, +0078.0800, +026259.5100, +0131297.55 09/09/09, 0000, 05574.2600, Stop , Short, -0084.0000, +026175.5100, +0130877.55 09/10/09, 0000, 05594.7700, Close, Long , -0021.5100, +026154.0000, +0130770.00 09/11/09, 0000, 05624.0200, Close, Short, +0028.2500, +026182.2500, +0130911.25 09/14/09, 0000, 05620.2400, Close, Long , +0002.7800, +026185.0300, +0130925.15 09/16/09, 0000, 05700.2600, Close, Short, +0079.0200, +026264.0500, +0131320.25 09/18/09, 0000, 05703.8300, Close, Long , -0004.5700, +026259.4800, +0131297.40 09/21/09, 0000, 05668.6500, Stop , Long , -0053.0000, +026206.4800, +0131032.40 09/24/09, 0000, 05605.2100, Stop , Long , -0035.2700, +026171.2100, +0130856.05 09/25/09, 0000, 05581.4100, Close, Short, -0024.8000, +026146.4100, +0130732.05 09/28/09, 0000, 05736.3100, Stop , Long , -0063.0000, +026083.4100, +0130417.05 10/01/09, 0000, 05554.5500, Stop , Short, -0153.0000, +025930.4100, +0129652.05 10/06/09, 0000, 05657.6400, Stop , Long , -0019.3500, +025911.0600, +0129555.30 10/14/09, 0000, 05854.1400, Close, Short, +0195.5000, +026106.5600, +0130532.80 10/16/09, 0000, 05743.3900, Close, Long , +0109.7500, +026216.3100, +0131081.55 10/21/09, 0000, 05833.4900, Stop , Long , +0004.1700, +026220.4800, +0131102.40 10/22/09, 0000, 05762.9300, Stop , Long , -0106.0000, +026114.4800, +0130572.40 10/23/09, 0000, 05740.2500, Close, Short, -0023.6800, +026090.8000, +0130454.00 10/26/09, 0000, 05642.1600, Close, Long , +0097.0900, +026187.8900, +0130939.45 10/28/09, 0000, 05496.2700, Close, Short, -0146.8900, +026041.0000, +0130205.00 10/30/09, 0000, 05414.9600, Close, Long , +0080.3100, +026121.3100, +0130606.55 11/02/09, 0000, 05430.8200, Close, Short, +0014.8600, +026136.1700, +0130680.85 11/03/09, 0000, 05353.3500, Close, Long , +0076.4700, +026212.6400, +0131063.20 11/04/09, 0000, 05444.2300, Close, Short, +0089.8800, +026302.5200, +0131512.60 11/06/09, 0000, 05488.2500, Close, Long , -0045.0200, +026257.5000, +0131287.50 11/16/09, 0000, 05804.8200, Close, Short, +0315.5700, +026573.0700, +0132865.35 11/18/09, 0000, 05787.6100, Stop , Short, -0020.6100, +026552.4600, +0132762.30 11/19/09, 0000, 05702.1800, Close, Long , +0084.4300, +026636.8900, +0133184.45 11/23/09, 0000, 05801.4800, Close, Short, +0098.3000, +026735.1900, +0133675.95 11/27/09, 0000, 05685.6100, Close, Long , +0114.8700, +026850.0600, +0134250.30 11/30/09, 0000, 05625.9500, Close, Short, -0060.6600, +026789.4000, +0133947.00 12/01/09, 0000, 05776.6100, Stop , Long , -0107.0000, +026682.4000, +0133412.00 12/08/09, 0000, 05688.5800, Stop , Short, -0076.9600, +026605.4400, +0133027.20 12/11/09, 0000, 05756.2900, Stop , Long , -0058.2600, +026547.1800, +0132735.90 12/14/09, 0000, 05802.2600, Close, Short, +0044.9700, +026592.1500, +0132960.75 12/16/09, 0000, 05903.4300, Stop , Short, -0065.0000, +026527.1500, +0132635.75 12/17/09, 0000, 05844.4400, Close, Long , +0057.9900, +026585.1400, +0132925.70 12/21/09, 0000, 05930.5300, Close, Short, +0085.0900, +026670.2300, +0133351.15 12/23/09, 0000, 05957.4400, Close, Long , -0027.9100, +026642.3200, +0133211.60 12/28/09, 0000, 06002.9200, Close, Short, +0044.4800, +026686.8000, +0133434.00 12/29/09, 0000, 06011.5500, Close, Long , -0009.6300, +026677.1700, +0133385.85 12/30/09, 0000, 05957.4300, Stop , Long , -0026.0000, +026651.1700, +0133255.85 01/07/10, 0000, 06019.3600, Stop , Long , +0011.8700, +026663.0400, +0133315.20 01/12/10, 0000, 05943.0000, Stop , Short, -0037.8600, +026625.1800, +0133125.90 01/13/10, 0000, 05963.1400, Close, Long , -0021.1400, +026604.0400, +0133020.20 01/14/10, 0000, 05988.8800, Close, Short, +0024.7400, +026628.7800, +0133143.90 01/19/10, 0000, 05976.4800, Close, Long , +0011.4000, +026640.1800, +0133200.90 01/20/10, 0000, 05851.5300, Stop , Short, -0117.0000, +026523.1800, +0132615.90 01/21/10, 0000, 05746.9700, Close, Long , +0103.5600, +026626.7400, +0133133.70 01/25/10, 0000, 05631.3700, Close, Short, -0116.6000, +026510.1400, +0132550.70 01/27/10, 0000, 05643.2000, Close, Long , -0012.8300, +026497.3100, +0132486.55 01/28/10, 0000, 05540.3300, Stop , Long , -0078.0000, +026419.3100, +0132096.55 01/29/10, 0000, 05608.7900, Close, Short, +0067.4600, +026486.7700, +0132433.85 02/02/10, 0000, 05709.6600, Stop , Short, -0110.0000, +026376.7700, +0131883.85 02/04/10, 0000, 05533.2400, Close, Long , +0175.4200, +026552.1900, +0132760.95 02/08/10, 0000, 05484.8500, Close, Short, -0049.3900, +026502.8000, +0132514.00 02/10/10, 0000, 05536.3700, Stop , Short, -0067.0000, +026435.8000, +0132179.00 02/16/10, 0000, 05592.1200, Close, Long , -0056.7500, +026379.0500, +0131895.25 02/17/10, 0000, 05648.3400, Close, Short, +0055.2200, +026434.2700, +0132171.35 02/19/10, 0000, 05722.0500, Stop , Short, -0081.0000, +026353.2700, +0131766.35 02/22/10, 0000, 05688.4400, Close, Long , +0032.6100, +026385.8800, +0131929.40 02/23/10, 0000, 05604.0700, Stop , Short, -0058.0000, +026327.8800, +0131639.40 02/25/10, 0000, 05532.3300, Close, Long , +0070.7400, +026398.6200, +0131993.10 02/26/10, 0000, 05598.4600, Close, Short, +0065.1300, +026463.7500, +0132318.75 03/01/10, 0000, 05713.5100, Stop , Long , -0073.0000, +026390.7500, +0131953.75 03/12/10, 0000, 05945.1100, Close, Short, +0230.6000, +026621.3500, +0133106.75 03/16/10, 0000, 05970.9900, Stop , Short, -0008.4500, +026612.9000, +0133064.50 03/18/10, 0000, 06012.3100, Close, Long , -0042.3200, +026570.5800, +0132852.90 03/19/10, 0000, 05982.4300, Stop , Long , -0042.0000, +026528.5800, +0132642.90 03/24/10, 0000, 06039.0000, Stop , Long , -0013.1600, +026515.4200, +0132577.10 03/25/10, 0000, 06132.9500, Close, Short, +0092.9500, +026608.3700, +0133041.85 03/26/10, 0000, 06120.0500, Close, Long , +0011.9000, +026620.2700, +0133101.35 03/29/10, 0000, 06156.8500, Close, Short, +0035.8000, +026656.0700, +0133280.35 03/30/10, 0000, 06142.2500, Stop , Long , -0047.0000, +026609.0700, +0133045.35 04/01/10, 0000, 06235.5600, Close, Short, +0092.3100, +026701.3800, +0133506.90 04/07/10, 0000, 06222.4100, Close, Long , +0012.1500, +026713.5300, +0133567.65 04/08/10, 0000, 06171.8300, Stop , Long , -0044.0000, +026669.5300, +0133347.65 04/12/10, 0000, 06250.6900, Close, Short, +0077.8600, +026747.3900, +0133736.95 04/13/10, 0000, 06230.8300, Close, Long , +0018.8600, +026766.2500, +0133831.25 04/16/10, 0000, 06180.9000, Stop , Short, +0004.6200, +026770.8700, +0133854.35 04/19/10, 0000, 06162.4400, Close, Long , +0017.4600, +026788.3300, +0133941.65 04/22/10, 0000, 06168.7200, Stop , Short, +0011.7900, +026800.1200, +0134000.60 04/23/10, 0000, 06259.5300, Close, Long , -0091.8100, +026708.3100, +0133541.55 04/26/10, 0000, 06332.1000, Close, Short, +0071.5700, +026779.8800, +0133899.40 05/06/10, 0000, 05908.2600, Close, Long , +0422.8400, +027202.7200, +0136013.60 05/07/10, 0000, 05715.0900, Stop , Long , -0111.0000, +027091.7200, +0135458.60 05/10/10, 0000, 06017.9100, Close, Short, +0301.8200, +027393.5400, +0136967.70 05/12/10, 0000, 06183.4900, Close, Long , -0166.5800, +027226.9600, +0136134.80 05/14/10, 0000, 06056.7100, Stop , Short, -0025.5200, +027201.4400, +0136007.20 05/18/10, 0000, 06155.9300, Close, Long , -0100.2200, +027101.2200, +0135506.10 05/19/10, 0000, 05988.6700, Stop , Short, -0104.0000, +026997.2200, +0134986.10 05/25/10, 0000, 05670.0400, Close, Long , +0317.6300, +027314.8500, +0136574.25 06/01/10, 0000, 05981.2700, Stop , Long , +0237.2900, +027552.1400, +0137760.70 06/03/10, 0000, 06054.6300, Close, Short, +0072.3600, +027624.5000, +0138122.50 06/08/10, 0000, 05868.5500, Close, Long , +0185.0800, +027809.5800, +0139047.90 06/10/10, 0000, 06056.5900, Close, Short, +0187.0400, +027996.6200, +0139983.10 06/15/10, 0000, 06175.0500, Stop , Short, -0088.2400, +027908.3800, +0139541.90 06/18/10, 0000, 06216.9800, Close, Long , -0042.9300, +027865.4500, +0139327.25 06/21/10, 0000, 06292.9700, Close, Short, +0074.9900, +027940.4400, +0139702.20 06/22/10, 0000, 06269.0400, Close, Long , +0022.9300, +027963.3700, +0139816.85 06/23/10, 0000, 06204.5200, Stop , Long , -0074.0000, +027889.3700, +0139446.85 06/24/10, 0000, 06115.4800, Stop , Short, -0083.0000, +027806.3700, +0139031.85 06/25/10, 0000, 06070.6000, Close, Long , +0043.8800, +027850.2500, +0139251.25 06/29/10, 0000, 05952.0300, Stop , Short, -0011.3800, +027838.8700, +0139194.35 06/30/10, 0000, 05965.5200, ... , Short, -0014.4900, +027824.3800, +0139121.90