Realization Report: Vanilla Opt Period 20 Real Period 5 Best 2 Symbols (out of 100) 504 Days [03/25/2003 - 03/23/2005] Total Net Profit: $3,673.91 Avg Net Profit/Day: $7.29 Total Net Prof Long: $3,467.27 Avg Net Prof Long/Day: $6.88 Total Net Prof Short: $206.64 Avg Net Prof Shrt/Day: $0.41 Total Trades: 1,008 T Avg Trades/Day: 2.00 T Total Long Trades: 510 T Avg Long Trades/Day: 1.01 T Total Short Trades: 498 T Avg Short Trades/Day: 0.99 T Total Shares Traded: 201,600 S Avg Shares/Day: 400.00 S Total Capital Traded: $5,499,223.78 Avg Cap Traded/Day: $10,911.16 Capital Required: $16,822.00 [Max Invested At Any One Time] Avg Capital Req/Day: $10,911.16 Best Day: $528.00 [03/01/2004] Worst Day: $(477.00) [07/17/2003] Max Fav. Exc. Daily: $528.00 [03/01/2004] Max Adv. Exc. Daily: $(477.00) [07/17/2003] Per Trade [1,008 Trades(Pos)] Per Share [201,600 Shares] Avg Profit/Trade: $3.645 Avg Profit/Share: $0.0182 Avg Shares/Trade: 200.00 S Avg Price/Share: $54.56 Avg Profit/Long: $6.799 Avg Profit/Long: $0.0340 Avg Profit/Short: $0.415 Avg Profit/Short: $0.0021 Avg Price/Trade: $5,455.58 Positions: 1,008 Avg Profit/Position: $3.6447 Miscellaneous Stats Winning Days: 259 D Losing Days: 245 D Avg Net/Winning Day: $117.83 Avg Net/Losing Day: $(109.57) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 03/25/2003 50 50 50 0 2 2 2-0 2-0 400 5,507 0.93 03/26/2003 51 1 1 0 2 2 0-2 1-1 400 5,570 (0.01) 03/27/2003 19 (31) 0 (31) 2 2 1-1 1-1 400 5,504 1.78 03/28/2003 (68) (88) 0 (88) 2 2 0-2 0-2 400 5,525 1.59 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 03/31/2003 47 115 115 0 2 2 0-2 2-0 400 5,526 (2.08) 04/01/2003 69 21 21 0 2 2 2-0 1-1 400 6,712 0.14 04/02/2003 (22) (92) 0 (92) 2 2 1-1 0-2 400 6,790 0.85 04/03/2003 (151) (128) 0 (128) 2 2 1-1 1-1 400 6,866 (3.22) 04/04/2003 (372) (221) 0 (221) 2 2 2-0 0-2 400 6,703 (3.48) 04/07/2003 (445) (72) 0 (72) 2 2 2-0 0-2 400 6,579 (1.19) 04/08/2003 (400) 45 45 0 2 2 2-0 1-1 400 5,218 1.27 04/09/2003 (461) (60) 0 (60) 2 2 1-1 1-1 400 5,294 (2.69) 04/10/2003 (345) 115 115 0 2 2 2-0 2-0 400 5,157 2.58 04/11/2003 (378) (32) 0 (32) 2 2 0-2 1-1 400 5,337 0.81 04/14/2003 (295) 83 83 0 2 2 1-1 1-1 400 5,396 2.75 04/15/2003 (375) (80) 0 (80) 2 2 0-2 0-2 400 6,940 1.26 04/16/2003 (188) 187 187 0 2 2 0-2 2-0 400 7,036 (2.49) 04/17/2003 57 246 246 0 2 2 2-0 2-0 400 6,800 3.52 04/21/2003 77 20 20 0 2 2 0-2 1-1 400 7,063 (0.18) 04/22/2003 (7) (85) 0 (85) 2 2 1-1 1-1 400 6,951 2.71 04/23/2003 30 38 38 0 2 2 0-2 1-1 400 7,125 (0.38) 04/24/2003 11 (18) 0 (18) 2 2 1-1 1-1 400 7,023 0.93 04/25/2003 184 172 172 0 2 2 0-2 2-0 400 7,069 (2.31) 04/28/2003 (9) (193) 0 (193) 2 2 2-0 1-1 400 6,841 (2.57) 04/29/2003 191 201 201 0 2 2 1-1 1-1 400 9,473 2.83 04/30/2003 38 (152) 0 (152) 2 2 0-2 0-2 400 9,660 1.44 05/01/2003 25 (13) 0 (13) 2 2 0-2 1-1 400 9,809 (0.03) 05/02/2003 7 (18) 0 (18) 2 2 1-1 1-1 400 9,775 3.69 05/05/2003 (49) (56) 0 (56) 2 2 0-2 1-1 400 10,161 0.74 05/06/2003 (3) 46 46 0 2 2 1-1 1-1 400 9,645 1.11 05/07/2003 125 129 129 0 2 2 0-2 2-0 400 9,782 (1.20) 05/08/2003 101 (24) 0 (24) 2 2 2-0 1-1 400 9,570 (0.10) 05/09/2003 184 82 82 0 2 2 1-1 2-0 400 9,592 0.36 05/12/2003 24 (159) 0 (159) 2 2 1-1 0-2 400 9,640 (0.68) 05/13/2003 219 194 194 0 2 2 0-2 2-0 400 11,361 (1.70) 05/14/2003 66 (152) 0 (152) 2 2 2-0 0-2 400 11,172 (1.37) 05/15/2003 136 70 70 0 2 2 2-0 1-1 400 11,068 0.62 05/16/2003 179 43 43 0 2 2 1-1 1-1 400 11,138 (2.53) 05/19/2003 (28) (208) 0 (208) 2 2 2-0 0-2 400 10,738 (1.92) 05/20/2003 (156) (127) 0 (127) 2 2 2-0 0-2 400 8,802 (1.60) 05/21/2003 (35) 120 120 0 2 2 2-0 2-0 400 8,659 1.30 05/22/2003 (53) (18) 0 (18) 2 2 0-2 1-1 400 8,779 0.72 05/23/2003 (136) (82) 0 (82) 2 2 1-1 0-2 400 8,759 (0.47) 05/27/2003 (14) 122 122 0 2 2 1-1 1-1 400 9,588 4.32 05/28/2003 (10) 4 4 0 2 2 0-2 1-1 400 10,072 0.00 05/29/2003 (16) (6) 0 (6) 2 2 1-1 1-1 400 9,995 1.63 05/30/2003 (213) (197) 0 (197) 2 2 0-2 0-2 400 10,178 1.80 06/02/2003 10 224 224 0 2 2 0-2 2-0 400 10,500 (2.25) 06/03/2003 83 72 72 0 2 2 2-0 1-1 400 11,218 0.62 06/04/2003 (179) (263) 0 (263) 2 2 1-1 0-2 400 11,274 (0.28) 06/05/2003 (388) (209) 0 (209) 2 2 1-1 0-2 400 11,190 (1.26) 06/06/2003 (327) 60 60 0 2 2 1-1 1-1 400 11,090 (1.70) 06/09/2003 (438) (111) 0 (111) 2 2 2-0 0-2 400 10,831 (1.06) 06/10/2003 (418) 20 20 0 2 2 1-1 2-0 400 6,573 (0.17) 06/11/2003 (346) 71 71 0 2 2 1-1 1-1 400 6,542 3.22 06/12/2003 (437) (91) 0 (91) 2 2 0-2 1-1 400 6,818 1.40 06/13/2003 (544) (106) 0 (106) 2 2 1-1 1-1 400 6,923 (2.09) 06/16/2003 (315) 229 229 0 2 2 2-0 2-0 400 6,809 3.36 06/17/2003 (172) 143 143 0 2 2 0-2 2-0 400 7,719 (1.85) 06/18/2003 (99) 73 73 0 2 2 2-0 1-1 400 7,539 0.71 06/19/2003 (184) (85) 0 (85) 2 2 1-1 1-1 400 7,627 (2.72) 06/20/2003 (95) 88 88 0 2 2 2-0 2-0 400 7,451 1.06 06/23/2003 (36) 59 59 0 2 2 0-2 2-0 400 7,517 (0.86) 06/24/2003 (203) (166) 0 (166) 2 2 1-1 1-1 400 10,450 2.41 06/25/2003 (263) (60) 0 (60) 2 2 0-2 0-2 400 10,690 0.52 06/26/2003 (315) (52) 0 (52) 2 2 0-2 1-1 400 10,784 0.85 06/27/2003 (434) (118) 0 (118) 2 2 1-1 0-2 400 10,795 0.03 06/30/2003 (407) 27 27 0 2 2 1-1 2-0 400 10,779 (0.22) 07/01/2003 (356) 50 50 0 2 2 1-1 1-1 400 11,063 1.24 07/02/2003 (701) (344) 0 (344) 2 2 0-2 0-2 400 11,212 3.43 07/03/2003 (699) 2 2 0 2 2 0-2 1-1 400 11,437 0.17 07/07/2003 (511) 188 188 0 2 2 1-1 2-0 400 11,565 1.38 07/08/2003 (402) 109 109 0 2 2 1-1 1-1 400 10,925 3.44 07/09/2003 (487) (84) 0 (84) 2 2 0-2 0-2 400 11,252 0.95 07/10/2003 (414) 72 72 0 2 2 0-2 1-1 400 11,246 (0.97) 07/11/2003 (335) 78 78 0 2 2 1-1 2-0 400 11,215 0.58 07/14/2003 (291) 43 43 0 2 2 1-1 2-0 400 11,339 0.22 07/15/2003 (454) (162) 0 (162) 2 2 2-0 0-2 400 7,150 (2.17) 07/16/2003 (580) (125) 0 (125) 2 2 2-0 0-2 400 7,156 (1.85) 07/17/2003 (1,057) (476) 0 (476) 2 2 2-0 0-2 400 6,986 (7.38) 07/18/2003 (1,045) 11 11 0 2 2 2-0 1-1 400 6,535 (0.06) 07/21/2003 (1,266) (220) 0 (220) 2 2 1-1 0-2 400 6,627 (2.76) 07/22/2003 (1,348) (81) 0 (81) 2 2 0-2 0-2 400 12,746 0.66 07/23/2003 (1,329) 18 18 0 2 2 0-2 1-1 400 12,731 (0.25) 07/24/2003 (966) 363 363 0 2 2 1-1 1-1 400 12,381 (3.32) 07/25/2003 (773) 193 193 0 2 2 2-0 2-0 400 11,986 1.67 07/28/2003 (682) 90 90 0 2 2 0-2 2-0 400 12,184 (0.73) 07/29/2003 (486) 196 196 0 2 2 1-1 2-0 400 11,777 1.01 07/30/2003 (658) (171) 0 (171) 2 2 1-1 0-2 400 11,904 (1.53) 07/31/2003 (498) 160 160 0 2 2 1-1 1-1 400 11,870 (1.71) 08/01/2003 (519) (21) 0 (21) 2 2 2-0 1-1 400 11,374 (0.33) 08/04/2003 (527) (8) 0 (8) 2 2 1-1 1-1 400 11,159 (0.18) 08/05/2003 (627) (99) 0 (99) 2 2 1-1 1-1 400 11,650 (2.65) 08/06/2003 (734) (107) 0 (107) 2 2 2-0 0-2 400 11,313 (0.90) 08/07/2003 (586) 148 148 0 2 2 2-0 2-0 400 11,181 1.29 08/08/2003 (558) 27 27 0 2 2 0-2 2-0 400 11,429 (0.26) 08/11/2003 (434) 124 124 0 2 2 2-0 2-0 400 11,440 1.08 08/12/2003 (614) (179) 0 (179) 2 2 0-2 0-2 400 11,595 1.52 08/13/2003 (561) 52 52 0 2 2 0-2 1-1 400 11,775 (0.40) 08/14/2003 (576) (14) 0 (14) 2 2 1-1 1-1 400 11,704 0.89 08/15/2003 (613) (37) 0 (37) 2 2 0-2 1-1 400 11,783 0.39 08/18/2003 (617) (4) 0 (4) 2 2 1-1 1-1 400 11,831 2.42 08/19/2003 (705) (88) 0 (88) 2 2 0-2 0-2 400 12,111 0.78 08/20/2003 (658) 46 46 0 2 2 0-2 1-1 400 12,171 (0.33) 08/21/2003 (692) (33) 0 (33) 2 2 1-1 1-1 400 12,132 1.37 08/22/2003 (423) 269 269 0 2 2 0-2 2-0 400 12,332 (2.16) 08/25/2003 (580) (156) 0 (156) 2 2 2-0 0-2 400 12,025 (1.27) 08/26/2003 (511) 69 69 0 2 2 2-0 1-1 400 12,379 0.56 08/27/2003 (607) (95) 0 (95) 2 2 1-1 0-2 400 12,361 0.42 08/28/2003 (496) 111 111 0 2 2 1-1 1-1 400 12,520 2.35 08/29/2003 (553) (56) 0 (56) 2 2 0-2 1-1 400 12,830 0.45 09/02/2003 (550) 2 2 0 2 2 1-1 1-1 400 10,943 0.28 09/03/2003 (371) 178 178 0 2 2 0-2 2-0 400 11,075 (1.56) 09/04/2003 (318) 53 53 0 2 2 2-0 2-0 400 10,881 0.42 09/05/2003 (29) 288 288 0 2 2 0-2 2-0 400 10,925 (2.68) 09/08/2003 33 63 63 0 2 2 2-0 1-1 400 10,672 0.48 09/09/2003 35 2 2 0 2 2 1-1 1-1 400 10,770 (0.46) 09/10/2003 (5) (41) 0 (41) 2 2 2-0 0-2 400 10,709 (0.40) 09/11/2003 61 66 66 0 2 2 2-0 1-1 400 10,772 0.76 09/12/2003 84 22 22 0 2 2 1-1 1-1 400 10,871 5.29 09/15/2003 234 149 149 0 2 2 0-2 2-0 400 11,523 (1.31) 09/16/2003 443 208 208 0 2 2 2-0 1-1 400 10,190 1.54 09/17/2003 595 152 152 0 2 2 1-1 2-0 400 10,438 1.46 09/18/2003 574 (20) 0 (20) 2 2 1-1 1-1 400 10,532 1.29 09/19/2003 643 68 68 0 2 2 0-2 1-1 400 10,648 (0.43) 09/22/2003 753 110 110 0 2 2 1-1 2-0 400 10,494 (0.10) 09/23/2003 892 139 139 0 2 2 0-2 2-0 400 12,289 (1.08) 09/24/2003 788 (104) 0 (104) 2 2 2-0 0-2 400 12,089 (0.88) 09/25/2003 757 (31) 0 (31) 2 2 2-0 1-1 400 11,968 (0.14) 09/26/2003 845 88 88 0 2 2 1-1 2-0 400 11,909 0.11 09/29/2003 1,057 212 212 0 2 2 1-1 2-0 400 12,069 1.84 09/30/2003 1,155 97 97 0 2 2 1-1 1-1 400 11,504 (1.92) 10/01/2003 1,385 229 229 0 2 2 2-0 2-0 400 11,334 1.82 10/02/2003 1,367 (17) 0 (17) 2 2 0-2 1-1 400 11,568 0.27 10/03/2003 1,153 (214) 0 (214) 2 2 1-1 0-2 400 11,741 0.25 10/06/2003 1,235 82 82 0 2 2 1-1 2-0 400 11,765 0.57 10/07/2003 1,190 (44) 0 (44) 2 2 1-1 1-1 400 11,636 1.22 10/08/2003 1,503 312 312 0 2 2 0-2 2-0 400 11,844 (2.77) 10/09/2003 1,388 (114) 0 (114) 2 2 2-0 1-1 400 11,689 (0.86) 10/10/2003 1,340 (47) 0 (47) 2 2 1-1 1-1 400 11,578 0.51 10/13/2003 1,288 (52) 0 (52) 2 2 0-2 1-1 400 11,710 0.39 10/14/2003 1,373 84 84 0 2 2 1-1 1-1 400 12,454 0.92 10/15/2003 1,539 166 166 0 2 2 0-2 1-1 400 12,702 (1.22) 10/16/2003 1,436 (102) 0 (102) 2 2 1-1 0-2 400 12,481 0.72 10/17/2003 1,508 72 72 0 2 2 1-1 1-1 400 12,514 (2.85) 10/20/2003 1,477 (31) 0 (31) 2 2 2-0 1-1 400 12,142 (0.20) 10/21/2003 1,430 (47) 0 (47) 2 2 0-2 0-2 400 9,955 0.44 10/22/2003 1,543 113 113 0 2 2 0-2 2-0 400 9,931 (1.13) 10/23/2003 1,529 (13) 0 (13) 2 2 2-0 1-1 400 9,652 (0.03) 10/24/2003 1,570 40 40 0 2 2 1-1 1-1 400 9,594 1.28 10/27/2003 1,599 29 29 0 2 2 0-2 2-0 400 9,806 (0.31) 10/28/2003 1,887 287 287 0 2 2 2-0 1-1 400 11,436 2.72 10/29/2003 1,759 (127) 0 (127) 2 2 1-1 0-2 400 11,683 0.20 10/30/2003 1,911 152 152 0 2 2 1-1 1-1 400 11,990 (2.21) 10/31/2003 1,923 11 11 0 2 2 2-0 1-1 400 11,768 0.08 11/03/2003 2,111 187 187 0 2 2 1-1 2-0 400 11,913 (0.25) 11/04/2003 2,141 29 29 0 2 2 0-2 1-1 400 10,079 (0.25) 11/05/2003 2,228 86 86 0 2 2 1-1 1-1 400 10,077 1.35 11/06/2003 2,349 120 120 0 2 2 0-2 2-0 400 10,248 (1.09) 11/07/2003 2,338 (10) 0 (10) 2 2 2-0 1-1 400 10,173 0.03 11/10/2003 2,260 (77) 0 (77) 2 2 1-1 1-1 400 10,145 (2.69) 11/11/2003 2,347 86 86 0 2 2 2-0 2-0 400 10,686 0.78 11/12/2003 2,147 (200) 0 (200) 2 2 0-2 0-2 400 10,813 1.94 11/13/2003 2,071 (76) 0 (76) 2 2 0-2 0-2 400 10,956 0.72 11/14/2003 2,349 278 278 0 2 2 0-2 2-0 400 11,020 (2.51) 11/17/2003 2,375 26 26 0 2 2 2-0 1-1 400 10,686 0.20 11/18/2003 2,686 311 311 0 2 2 0-2 2-0 400 11,622 (2.70) 11/19/2003 2,724 37 37 0 2 2 2-0 2-0 400 11,383 0.32 11/20/2003 2,757 33 33 0 2 2 0-2 2-0 400 11,393 (0.28) 11/21/2003 2,886 129 129 0 2 2 2-0 2-0 400 11,311 1.12 11/24/2003 2,620 (265) 0 (265) 2 2 0-2 0-2 400 11,408 2.37 11/25/2003 2,625 4 4 0 2 2 0-2 1-1 400 12,099 (0.06) 11/26/2003 2,652 27 27 0 2 2 1-1 1-1 400 12,145 (0.24) 11/28/2003 2,801 149 149 0 2 2 2-0 2-0 400 12,109 1.22 12/01/2003 2,940 139 139 0 2 2 0-2 2-0 400 12,308 (1.13) 12/02/2003 2,847 (93) 0 (93) 2 2 2-0 0-2 400 12,102 (0.73) 12/03/2003 2,705 (142) 0 (142) 2 2 2-0 0-2 400 12,033 (1.23) 12/04/2003 2,617 (88) 0 (88) 2 2 2-0 0-2 400 11,885 (0.76) 12/05/2003 2,539 (77) 0 (77) 2 2 2-0 0-2 400 11,741 (0.71) 12/08/2003 2,580 40 40 0 2 2 2-0 1-1 400 11,720 0.26 12/09/2003 2,653 72 72 0 2 2 0-2 2-0 400 13,115 (0.56) 12/10/2003 2,709 55 55 0 2 2 2-0 1-1 400 12,948 0.44 12/11/2003 2,784 75 75 0 2 2 1-1 1-1 400 12,961 1.62 12/12/2003 2,930 145 145 0 2 2 0-2 2-0 400 13,140 (1.11) 12/15/2003 2,784 (145) 0 (145) 2 2 2-0 0-2 400 13,062 (1.11) 12/16/2003 2,721 (62) 0 (62) 2 2 2-0 1-1 400 11,792 (0.48) 12/17/2003 2,629 (91) 0 (91) 2 2 1-1 1-1 400 11,704 1.52 12/18/2003 2,687 58 58 0 2 2 0-2 1-1 400 11,920 (0.53) 12/19/2003 2,723 36 36 0 2 2 1-1 2-0 400 11,923 0.18 12/22/2003 2,903 179 179 0 2 2 1-1 2-0 400 12,022 (1.19) 12/23/2003 2,873 (29) 0 (29) 2 2 0-2 1-1 400 7,502 0.39 12/24/2003 2,893 20 20 0 2 2 1-1 1-0 400 7,534 (0.26) 12/26/2003 2,881 (11) 0 (11) 2 2 2-0 1-1 400 7,518 (0.17) 12/29/2003 2,833 (47) 0 (47) 2 2 1-1 1-1 400 7,547 0.76 12/30/2003 2,856 22 22 0 2 2 0-2 2-0 400 7,302 (0.32) 12/31/2003 2,754 (102) 0 (102) 2 2 2-0 1-1 400 7,356 (1.56) 01/02/2004 2,468 (286) 0 (286) 2 2 1-1 0-2 400 7,243 1.00 01/05/2004 2,551 83 83 0 2 2 1-1 1-1 400 7,400 3.54 01/06/2004 2,235 (315) 0 (315) 2 2 0-2 1-1 400 8,819 2.88 01/07/2004 2,289 54 54 0 2 2 1-1 1-1 400 9,150 (0.72) 01/08/2004 2,349 59 59 0 2 2 2-0 2-0 400 9,130 0.53 01/09/2004 2,251 (98) 0 (98) 2 2 0-2 1-1 400 9,089 1.61 01/12/2004 2,166 (84) 0 (84) 2 2 1-1 0-2 400 9,201 1.16 01/13/2004 2,321 154 154 0 2 2 1-1 1-1 400 8,764 (2.05) 01/14/2004 2,291 (29) 0 (29) 2 2 2-0 0-2 400 8,579 (0.32) 01/15/2004 2,414 123 123 0 2 2 2-0 2-0 400 8,175 1.34 01/16/2004 2,503 89 89 0 2 2 0-2 2-0 400 8,362 (0.96) 01/20/2004 2,603 100 100 0 2 2 1-1 2-0 400 8,115 (0.67) 01/21/2004 2,546 (57) 0 (57) 2 2 1-1 1-1 400 8,023 (2.31) 01/22/2004 2,391 (155) 0 (155) 2 2 2-0 0-2 400 7,880 (1.73) 01/23/2004 2,270 (121) 0 (121) 2 2 2-0 0-2 400 7,713 (1.83) 01/26/2004 2,292 22 22 0 2 2 2-0 1-1 400 7,621 (0.29) 01/27/2004 2,361 69 69 0 2 2 1-1 1-1 400 7,547 (1.30) 01/28/2004 2,132 (228) 0 (228) 2 2 2-0 0-2 400 7,470 (2.91) 01/29/2004 2,113 (19) 0 (19) 2 2 2-0 1-1 400 7,267 (0.18) 01/30/2004 2,189 76 76 0 2 2 1-1 2-0 400 7,256 (0.14) 02/02/2004 2,403 213 213 0 2 2 1-1 1-1 400 7,270 (2.66) 02/03/2004 2,398 (5) 0 (5) 2 2 2-0 1-1 400 7,981 (0.20) 02/04/2004 2,527 129 129 0 2 2 1-1 2-0 400 7,996 0.81 02/05/2004 2,492 (34) 0 (34) 2 2 1-1 0-2 400 8,073 (0.25) 02/06/2004 2,582 89 89 0 2 2 1-1 1-1 400 8,034 3.39 02/09/2004 2,773 190 190 0 2 2 0-2 2-0 400 8,411 (2.16) 02/10/2004 2,888 115 115 0 2 2 2-0 2-0 400 8,443 1.30 02/11/2004 2,866 (21) 0 (21) 2 2 0-2 1-1 400 8,540 0.32 02/12/2004 2,790 (76) 0 (76) 2 2 1-1 0-2 400 8,540 0.03 02/13/2004 2,753 (36) 0 (36) 2 2 1-1 1-1 400 8,546 (1.70) 02/17/2004 2,817 63 63 0 2 2 2-0 2-0 400 9,724 0.62 02/18/2004 2,855 38 38 0 2 2 0-2 1-1 400 9,763 (0.49) 02/19/2004 2,825 (29) 0 (29) 2 2 1-1 1-1 400 9,755 (1.25) 02/20/2004 2,849 24 24 0 2 2 2-0 1-1 400 9,646 0.48 02/23/2004 2,887 38 38 0 2 2 1-1 2-0 400 9,629 0.03 02/24/2004 2,966 79 79 0 2 2 2-0 1-1 400 10,565 0.56 02/25/2004 2,780 (186) 0 (186) 2 2 1-1 0-2 400 10,673 0.74 02/26/2004 2,733 (47) 0 (47) 2 2 1-1 0-2 400 10,801 0.24 02/27/2004 2,711 (21) 0 (21) 2 2 1-1 1-1 400 10,853 (0.34) 03/01/2004 3,239 527 527 0 2 2 2-0 2-0 400 10,835 3.92 03/02/2004 3,390 151 151 0 2 2 0-2 2-0 400 12,439 (1.03) 03/03/2004 3,319 (71) 0 (71) 2 2 2-0 0-2 400 12,273 (0.50) 03/04/2004 3,397 77 77 0 2 2 2-0 1-1 400 12,220 0.88 03/05/2004 3,294 (103) 0 (103) 2 2 1-1 1-1 400 12,200 1.66 03/08/2004 3,395 100 100 0 2 2 0-2 2-0 400 12,377 (0.94) 03/09/2004 3,318 (77) 0 (77) 2 2 2-0 0-2 400 12,925 (0.61) 03/10/2004 3,096 (221) 0 (221) 2 2 2-0 0-2 400 12,795 (1.61) 03/11/2004 2,980 (116) 0 (116) 2 2 2-0 1-1 400 12,552 (0.81) 03/12/2004 2,962 (17) 0 (17) 2 2 1-1 1-1 400 12,475 1.21 03/15/2004 3,099 137 137 0 2 2 0-2 2-0 400 12,547 (1.05) 03/16/2004 2,896 (202) 0 (202) 2 2 2-0 0-2 400 9,526 (2.65) 03/17/2004 2,820 (76) 0 (76) 2 2 2-0 0-2 400 9,381 (0.90) 03/18/2004 2,893 72 72 0 2 2 2-0 2-0 400 9,377 1.06 03/19/2004 3,037 144 144 0 2 2 0-2 2-0 400 9,461 (1.70) 03/22/2004 2,968 (68) 0 (68) 2 2 2-0 0-2 400 9,228 (0.74) 03/23/2004 2,953 (14) 0 (14) 2 2 1-1 1-1 400 5,987 (2.70) 03/24/2004 3,062 109 109 0 2 2 2-0 2-0 400 5,855 1.99 03/25/2004 2,918 (143) 0 (143) 2 2 0-2 0-2 400 6,007 2.28 03/26/2004 2,986 67 67 0 2 2 0-2 1-1 400 6,086 (1.25) 03/29/2004 3,067 80 80 0 2 2 1-1 2-0 400 6,004 (1.11) 03/30/2004 3,076 9 9 0 2 2 1-1 1-1 400 7,909 (0.23) 03/31/2004 3,129 52 52 0 2 2 2-0 2-0 400 7,919 0.67 04/01/2004 2,999 (130) 0 (130) 2 2 0-2 0-2 400 7,990 1.51 04/02/2004 3,085 86 86 0 2 2 0-2 2-0 400 8,327 (1.20) 04/05/2004 3,094 9 9 0 2 2 2-0 1-1 400 8,243 (0.07) 04/06/2004 3,228 133 133 0 2 2 0-2 2-0 400 9,483 (1.43) 04/07/2004 3,215 (13) 0 (13) 2 2 2-0 1-1 400 9,305 (0.15) 04/08/2004 3,197 (18) 0 (18) 2 2 1-1 1-1 400 9,302 (3.04) 04/12/2004 3,291 93 93 0 2 2 2-0 2-0 400 9,034 1.02 04/13/2004 3,438 147 147 0 2 2 0-2 2-0 400 9,154 (1.57) 04/14/2004 3,548 109 109 0 2 2 2-0 2-0 400 8,979 1.21 04/15/2004 3,714 165 165 0 2 2 0-2 2-0 400 9,145 (1.83) 04/16/2004 3,644 (69) 0 (69) 2 2 2-0 0-2 400 8,896 (0.82) 04/19/2004 3,754 110 110 0 2 2 2-0 1-1 400 8,813 1.19 04/20/2004 3,870 115 115 0 2 2 0-2 2-0 400 8,807 (1.39) 04/21/2004 3,890 19 19 0 2 2 2-0 2-0 400 8,699 0.24 04/22/2004 3,846 (43) 0 (43) 2 2 0-2 1-1 400 8,704 0.57 04/23/2004 3,824 (21) 0 (21) 2 2 1-1 1-1 400 8,740 (0.99) 04/26/2004 3,590 (234) 0 (234) 2 2 2-0 0-2 400 8,711 (2.81) 04/27/2004 3,870 280 280 0 2 2 1-1 1-1 400 11,551 (2.06) 04/28/2004 3,843 (27) 0 (27) 2 2 2-0 1-1 400 11,054 (0.45) 04/29/2004 3,831 (11) 0 (11) 2 2 1-1 1-1 400 11,036 (0.67) 04/30/2004 3,527 (304) 0 (304) 2 2 2-0 0-2 400 11,052 (3.09) 05/03/2004 3,974 446 446 0 2 2 2-0 2-0 400 10,745 3.62 05/04/2004 3,900 (74) 0 (74) 2 2 0-2 1-1 400 11,289 0.90 05/05/2004 4,098 197 197 0 2 2 1-1 2-0 400 11,500 0.56 05/06/2004 3,869 (228) 0 (228) 2 2 1-1 0-2 400 11,445 0.04 05/07/2004 4,069 200 200 0 2 2 1-1 2-0 400 11,381 (1.08) 05/10/2004 3,749 (319) 0 (319) 2 2 1-1 0-2 400 11,069 (1.93) 05/11/2004 3,744 (4) 0 (4) 2 2 2-0 1-1 400 10,786 (0.17) 05/12/2004 3,880 135 135 0 2 2 1-1 2-0 400 10,734 (0.10) 05/13/2004 4,047 167 167 0 2 2 1-1 1-1 400 10,647 1.71 05/14/2004 4,205 158 158 0 2 2 0-2 2-0 400 10,911 (1.37) 05/17/2004 4,130 (75) 0 (75) 2 2 2-0 0-2 400 10,661 (0.63) 05/18/2004 4,212 82 82 0 2 2 2-0 1-1 400 10,675 0.63 05/19/2004 4,276 63 63 0 2 2 1-1 1-1 400 10,806 (0.52) 05/20/2004 4,096 (179) 0 (179) 2 2 2-0 0-2 400 10,736 (1.53) 05/21/2004 4,107 11 11 0 2 2 2-0 1-1 400 10,644 0.07 05/24/2004 3,773 (334) 0 (334) 2 2 1-1 1-1 400 10,305 3.32 05/25/2004 3,766 (6) 0 (6) 2 2 1-1 1-1 400 15,202 3.34 05/26/2004 3,647 (119) 0 (119) 2 2 0-2 0-2 400 15,694 0.69 05/27/2004 3,455 (192) 0 (192) 2 2 0-2 0-2 400 15,818 1.46 05/28/2004 3,304 (150) 0 (150) 2 2 0-2 0-2 400 15,995 1.08 06/01/2004 3,426 121 121 0 2 2 2-0 2-0 400 10,404 1.13 06/02/2004 3,618 191 191 0 2 2 0-2 2-0 400 10,647 (1.78) 06/03/2004 3,441 (177) 0 (177) 2 2 2-0 0-2 400 10,404 (1.54) 06/04/2004 3,340 (101) 0 (101) 2 2 2-0 0-2 400 10,410 (1.03) 06/07/2004 3,602 261 261 0 2 2 2-0 2-0 400 10,395 2.65 06/08/2004 3,282 (320) 0 (320) 2 2 0-2 0-2 400 13,856 2.05 06/09/2004 3,678 395 395 0 2 2 0-2 2-0 400 14,022 (2.57) 06/10/2004 3,723 45 45 0 2 2 2-0 2-0 400 13,660 0.35 06/14/2004 3,742 18 18 0 2 2 0-2 1-1 400 13,637 (0.65) 06/15/2004 3,845 102 102 0 2 2 2-0 2-0 400 12,691 0.81 06/16/2004 3,643 (202) 0 (202) 2 2 0-2 0-2 400 12,799 1.58 06/17/2004 3,613 (29) 0 (29) 2 2 0-2 1-1 400 12,980 0.23 06/18/2004 3,423 (190) 0 (190) 2 2 1-1 1-1 400 13,216 3.13 06/21/2004 3,540 116 116 0 2 2 0-2 2-0 400 13,680 (0.86) 06/22/2004 3,958 418 418 0 2 2 2-0 2-0 400 13,483 3.54 06/23/2004 4,066 107 107 0 2 2 0-2 1-1 400 13,725 (0.23) 06/24/2004 4,397 330 330 0 2 2 1-1 2-0 400 12,848 1.19 06/25/2004 4,300 (97) 0 (97) 2 2 1-1 1-1 400 13,120 1.12 06/28/2004 4,355 54 54 0 2 2 0-2 1-1 400 13,400 (0.88) 06/29/2004 4,345 (9) 0 (9) 2 2 1-1 1-1 400 14,951 (2.19) 06/30/2004 4,773 427 427 0 2 2 2-0 2-0 400 15,246 2.98 07/01/2004 4,506 (267) 0 (267) 2 2 0-2 1-1 400 15,770 2.03 07/02/2004 4,415 (91) 0 (91) 2 2 1-1 0-2 400 15,862 (0.13) 07/06/2004 4,409 (5) 0 (5) 2 2 2-0 1-1 400 12,924 0.15 07/07/2004 4,322 (86) 0 (86) 2 2 1-1 1-1 400 12,962 2.58 07/08/2004 3,992 (329) 0 (329) 2 2 0-2 0-2 400 13,097 2.73 07/09/2004 4,157 164 164 0 2 2 0-2 2-0 400 13,590 (1.30) 07/12/2004 4,159 2 2 0 2 2 2-0 1-1 400 13,425 (0.41) 07/13/2004 4,020 (138) 0 (138) 2 2 1-1 0-2 400 13,457 0.03 07/14/2004 3,791 (228) 0 (228) 2 2 1-1 1-1 400 13,491 1.28 07/15/2004 3,736 (55) 0 (55) 2 2 0-2 0-1 400 13,741 0.29 07/16/2004 3,799 62 62 0 2 2 1-1 1-1 400 13,848 (3.83) 07/19/2004 3,727 (72) 0 (72) 2 2 2-0 0-2 400 13,377 (0.80) 07/20/2004 3,905 178 178 0 2 2 2-0 2-0 400 14,317 1.33 07/21/2004 3,945 39 39 0 2 2 0-2 2-0 400 14,565 (0.30) 07/22/2004 3,741 (203) 0 (203) 2 2 2-0 0-2 400 14,495 (1.23) 07/23/2004 3,605 (135) 0 (135) 2 2 2-0 0-2 400 13,992 (0.85) 07/26/2004 3,574 (30) 0 (30) 2 2 2-0 1-1 400 13,834 (0.09) 07/27/2004 3,769 194 194 0 2 2 2-0 2-0 400 10,122 1.96 07/28/2004 3,818 48 48 0 2 2 0-2 1-1 400 10,316 (0.46) 07/29/2004 3,945 127 127 0 2 2 1-1 2-0 400 10,290 0.53 07/30/2004 3,860 (85) 0 (85) 2 2 1-1 0-2 400 10,344 0.37 08/02/2004 3,969 109 109 0 2 2 1-1 1-1 400 10,375 (1.97) 08/03/2004 3,557 (412) 0 (412) 2 2 2-0 0-2 400 11,494 (3.66) 08/04/2004 3,505 (52) 0 (52) 2 2 2-0 1-1 400 11,076 (0.71) 08/05/2004 3,629 124 124 0 2 2 1-1 1-1 400 11,031 (2.16) 08/06/2004 3,461 (167) 0 (167) 2 2 2-0 0-2 400 10,785 (1.48) 08/09/2004 3,415 (46) 0 (46) 2 2 2-0 1-1 400 10,662 (0.32) 08/10/2004 3,370 (45) 0 (45) 2 2 1-1 1-1 400 9,673 2.97 08/11/2004 3,219 (150) 0 (150) 2 2 0-2 0-2 400 9,878 1.68 08/12/2004 3,377 157 157 0 2 2 0-2 1-1 400 9,976 (0.85) 08/13/2004 3,406 29 29 0 2 2 1-1 2-0 400 9,822 (0.29) 08/16/2004 3,322 (84) 0 (84) 2 2 1-1 1-1 400 9,813 1.89 08/17/2004 3,356 34 34 0 2 2 0-2 2-0 400 9,588 (0.41) 08/18/2004 3,751 395 395 0 2 2 2-0 2-0 400 9,494 4.10 08/19/2004 4,034 283 283 0 2 2 0-2 2-0 400 10,058 (3.05) 08/20/2004 4,432 397 397 0 2 2 2-0 2-0 400 9,729 3.86 08/23/2004 4,394 (38) 0 (38) 2 2 0-2 1-1 400 10,209 0.11 08/24/2004 4,562 167 167 0 2 2 1-1 2-0 400 14,064 (0.99) 08/25/2004 4,664 102 102 0 2 2 1-1 1-1 400 13,962 0.91 08/26/2004 4,803 138 138 0 2 2 0-2 2-0 400 14,014 (0.96) 08/27/2004 4,920 116 116 0 2 2 2-0 2-0 400 13,896 0.83 08/30/2004 5,132 211 211 0 2 2 0-2 2-0 400 13,983 (1.55) 08/31/2004 4,999 (132) 0 (132) 2 2 2-0 1-1 400 13,816 (1.10) 09/01/2004 4,949 (49) 0 (49) 2 2 1-1 1-1 400 13,652 1.52 09/02/2004 4,526 (423) 0 (423) 2 2 0-2 0-2 400 13,836 3.15 09/03/2004 4,400 (126) 0 (126) 2 2 0-2 1-1 400 14,317 0.68 09/07/2004 4,289 (110) 0 (110) 2 2 1-1 1-1 400 14,354 0.91 09/08/2004 4,661 371 371 0 2 2 0-2 2-0 400 14,584 (2.26) 09/09/2004 4,649 (11) 0 (11) 2 2 2-0 1-1 400 14,246 0.08 09/10/2004 4,726 76 76 0 2 2 1-1 1-1 400 14,211 1.90 09/13/2004 4,470 (255) 0 (255) 2 2 0-2 0-2 400 14,502 1.59 09/14/2004 4,482 12 12 0 2 2 1-1 1-1 400 15,651 0.74 09/15/2004 4,447 (34) 0 (34) 2 2 0-2 1-1 400 15,773 0.37 09/16/2004 4,282 (165) 0 (165) 2 2 1-1 0-2 400 15,995 1.00 09/17/2004 4,140 (141) 0 (141) 2 2 1-1 0-2 400 16,200 (0.50) 09/20/2004 3,777 (362) 0 (362) 2 2 1-1 0-2 400 16,027 0.36 09/21/2004 3,852 74 74 0 2 2 2-0 2-0 400 13,105 0.54 09/22/2004 3,882 30 30 0 2 2 0-2 2-0 400 13,102 (0.29) 09/23/2004 3,919 37 37 0 2 2 2-0 2-0 400 13,059 0.27 09/24/2004 3,837 (82) 0 (82) 2 2 0-2 0-2 400 13,109 0.66 09/27/2004 3,971 134 134 0 2 2 0-2 2-0 400 13,074 (1.06) 09/28/2004 4,123 151 151 0 2 2 2-0 2-0 400 12,936 1.45 09/29/2004 4,066 (56) 0 (56) 2 2 0-2 1-1 400 12,968 0.32 09/30/2004 4,012 (54) 0 (54) 2 2 1-1 1-1 400 13,001 0.38 10/01/2004 3,755 (256) 0 (256) 2 2 0-2 0-2 400 13,019 1.86 10/04/2004 3,714 (41) 0 (41) 2 2 0-2 0-2 400 13,274 0.29 10/05/2004 3,562 (152) 0 (152) 2 2 1-1 1-1 400 9,688 1.56 10/06/2004 3,533 (28) 0 (28) 2 2 0-2 1-1 400 9,813 0.24 10/07/2004 3,547 13 13 0 2 2 1-1 1-1 400 9,841 (1.42) 10/08/2004 3,439 (108) 0 (108) 2 2 2-0 0-2 400 9,681 (1.20) 10/11/2004 3,451 12 12 0 2 2 2-0 2-0 400 9,595 0.12 10/12/2004 3,401 (50) 0 (50) 2 2 2-0 1-1 400 9,687 (0.14) 10/13/2004 3,311 (90) 0 (90) 2 2 1-1 0-2 400 9,782 0.20 10/14/2004 3,463 152 152 0 2 2 1-1 2-0 400 9,729 (2.04) 10/15/2004 3,450 (12) 0 (12) 2 2 1-1 1-1 400 9,676 (0.50) 10/18/2004 3,736 285 285 0 2 2 2-0 2-0 400 9,664 2.21 10/19/2004 3,853 117 117 0 2 2 0-2 1-1 400 12,697 (0.77) 10/20/2004 3,887 34 34 0 2 2 1-1 1-1 400 12,536 0.73 10/21/2004 3,869 (17) 0 (17) 2 2 0-2 1-1 400 12,452 0.02 10/22/2004 3,807 (62) 0 (62) 2 2 1-1 0-2 400 12,408 0.36 10/25/2004 3,763 (43) 0 (43) 2 2 1-1 1-1 400 12,436 1.26 10/26/2004 3,728 (35) 0 (35) 2 2 1-1 0-2 400 8,144 (0.64) 10/27/2004 3,882 154 154 0 2 2 1-1 2-0 400 8,103 1.04 10/28/2004 3,998 115 115 0 2 2 1-1 1-1 400 8,077 1.16 10/29/2004 3,951 (46) 0 (46) 2 2 0-2 0-2 400 8,180 0.81 11/01/2004 3,890 (61) 0 (61) 2 2 0-2 0-2 400 8,235 0.64 11/02/2004 3,871 (19) 0 (19) 2 2 0-2 1-1 400 7,676 (0.05) 11/03/2004 3,898 27 27 0 2 2 1-1 1-1 400 7,845 (3.09) 11/04/2004 4,059 161 161 0 2 2 2-0 2-0 400 7,616 2.28 11/05/2004 4,101 42 42 0 2 2 0-2 1-1 400 7,841 (0.29) 11/08/2004 4,164 63 63 0 2 2 1-1 1-1 400 7,892 1.61 11/09/2004 4,268 103 103 0 2 2 1-1 1-1 400 12,961 1.06 11/10/2004 4,148 (119) 0 (119) 2 2 0-2 1-1 400 13,206 0.60 11/11/2004 4,307 158 158 0 2 2 1-1 1-1 400 13,600 1.77 11/12/2004 4,329 22 22 0 2 2 0-2 1-1 400 13,817 0.18 11/15/2004 4,162 (167) 0 (167) 2 2 1-1 1-1 400 13,895 (1.00) 11/16/2004 4,070 (91) 0 (91) 2 2 2-0 0-2 400 13,670 (0.67) 11/17/2004 4,415 344 344 0 2 2 2-0 2-0 400 13,857 2.12 11/18/2004 4,576 161 161 0 2 2 0-2 1-1 400 14,191 (0.71) 11/19/2004 4,647 70 70 0 2 2 1-1 1-1 400 14,038 (1.01) 11/22/2004 4,798 151 151 0 2 2 2-0 2-0 400 13,963 1.08 11/23/2004 4,757 (40) 0 (40) 2 2 0-2 1-1 400 13,928 0.41 11/24/2004 4,690 (66) 0 (66) 2 2 1-1 1-1 400 14,088 0.72 11/26/2004 4,752 62 62 0 2 2 0-2 2-0 400 14,208 (0.46) 11/29/2004 4,517 (234) 0 (234) 2 2 2-0 0-2 400 14,251 (1.45) 11/30/2004 4,720 203 203 0 2 2 2-0 1-1 400 14,309 1.13 12/01/2004 4,730 9 9 0 2 2 1-1 1-1 400 14,516 0.46 12/02/2004 4,258 (471) 0 (471) 2 2 0-2 0-2 400 14,662 3.15 12/03/2004 4,416 157 157 0 2 2 0-2 2-0 400 15,178 (0.92) 12/06/2004 4,152 (264) 0 (264) 2 2 2-0 1-1 400 15,063 (1.40) 12/07/2004 4,259 106 106 0 2 2 0-2 1-1 400 9,593 (1.80) 12/08/2004 4,289 30 30 0 2 2 1-1 2-0 400 9,470 (0.22) 12/09/2004 4,163 (125) 0 (125) 2 2 1-1 1-1 400 9,308 2.94 12/10/2004 3,908 (254) 0 (254) 2 2 0-2 1-1 400 9,511 2.04 12/13/2004 3,862 (46) 0 (46) 2 2 1-1 1-1 400 9,859 1.52 12/14/2004 3,833 (29) 0 (29) 2 2 0-2 0-2 400 9,017 0.28 12/15/2004 3,768 (64) 0 (64) 2 2 0-2 1-1 400 9,077 1.20 12/16/2004 3,944 176 176 0 2 2 1-1 2-0 400 9,036 (1.36) 12/17/2004 3,805 (138) 0 (138) 2 2 1-1 0-2 400 9,038 (1.34) 12/20/2004 3,700 (104) 0 (104) 2 2 1-1 0-2 400 8,965 (0.09) 12/21/2004 3,733 32 32 0 2 2 2-0 1-1 400 8,790 0.25 12/22/2004 3,621 (111) 0 (111) 2 2 1-1 1-1 400 8,860 1.51 12/23/2004 3,530 (90) 0 (90) 2 2 0-2 1-1 400 8,983 0.70 12/27/2004 3,604 73 73 0 2 2 1-1 2-0 400 9,145 (0.00) 12/28/2004 3,820 216 216 0 2 2 2-0 2-0 400 16,379 1.35 12/29/2004 3,868 48 48 0 2 2 0-2 1-1 400 16,570 (0.26) 12/30/2004 3,840 (28) 0 (28) 2 2 1-1 1-1 400 16,575 (1.22) 12/31/2004 3,705 (135) 0 (135) 2 2 2-0 0-2 400 16,448 (0.82) 01/03/2005 3,342 (362) 0 (362) 2 2 2-0 1-1 400 16,388 (2.17) 01/04/2005 3,178 (163) 0 (163) 2 2 1-1 0-2 400 13,663 (0.62) 01/05/2005 3,443 264 264 0 2 2 1-1 2-0 400 13,655 0.61 01/06/2005 3,467 24 24 0 2 2 1-1 1-1 400 13,666 0.54 01/07/2005 3,500 32 32 0 2 2 0-2 2-0 400 13,833 (0.22) 01/10/2005 3,584 84 84 0 2 2 2-0 2-0 400 13,769 0.74 01/11/2005 3,503 (81) 0 (81) 2 2 1-1 1-1 400 16,454 1.62 01/12/2005 3,383 (119) 0 (119) 2 2 0-2 1-1 400 16,713 0.73 01/13/2005 3,618 234 234 0 2 2 1-1 1-1 400 16,822 (1.94) 01/14/2005 3,768 149 149 0 2 2 2-0 2-0 400 16,583 0.91 01/18/2005 3,437 (330) 0 (330) 2 2 0-2 0-2 400 16,684 1.96 01/19/2005 3,669 232 232 0 2 2 0-2 2-0 400 11,711 (2.06) 01/20/2005 3,602 (66) 0 (66) 2 2 2-0 1-1 400 11,469 (0.38) 01/21/2005 3,420 (182) 0 (182) 2 2 1-1 1-1 400 11,440 (2.05) 01/24/2005 3,153 (267) 0 (267) 2 2 2-0 0-2 400 11,344 (2.12) 01/25/2005 3,103 (49) 0 (49) 2 2 2-0 0-2 400 11,163 (0.34) 01/26/2005 3,298 195 195 0 2 2 2-0 2-0 400 12,046 1.19 01/27/2005 3,258 (39) 0 (39) 2 2 0-2 1-1 400 12,125 1.06 01/28/2005 3,179 (79) 0 (79) 2 2 1-1 1-1 400 12,179 (1.93) 01/31/2005 3,142 (37) 0 (37) 2 2 2-0 0-2 400 12,038 (0.49) 02/01/2005 3,263 120 120 0 2 2 2-0 2-0 400 12,000 0.88 02/02/2005 3,261 (2) 0 (2) 2 2 0-2 1-1 400 12,061 (0.31) 02/03/2005 3,351 89 89 0 2 2 1-1 2-0 400 12,038 (0.30) 02/04/2005 3,335 (15) 0 (15) 2 2 1-1 1-1 400 11,956 1.76 02/07/2005 3,203 (131) 0 (131) 2 2 0-2 1-1 400 12,144 0.52 02/08/2005 3,320 116 116 0 2 2 1-1 2-0 400 12,383 (0.41) 02/09/2005 3,462 142 142 0 2 2 0-2 2-0 400 13,415 (1.18) 02/10/2005 3,239 (223) 0 (223) 2 2 2-0 1-1 400 13,315 (1.44) 02/11/2005 3,253 14 14 0 2 2 1-1 1-1 400 13,134 1.26 02/14/2005 3,164 (88) 0 (88) 2 2 0-2 1-1 400 13,268 0.44 02/15/2005 3,263 98 98 0 2 2 1-1 1-1 400 13,347 1.95 02/16/2005 3,218 (44) 0 (44) 2 2 1-1 1-1 400 14,659 1.42 02/17/2005 3,209 (9) 0 (9) 2 2 0-2 1-1 400 14,795 (0.18) 02/18/2005 3,095 (113) 0 (113) 2 2 1-1 0-2 400 14,813 (0.38) 02/22/2005 3,215 119 119 0 2 2 1-1 1-1 400 14,735 (1.95) 02/23/2005 3,150 (65) 0 (65) 2 2 2-0 0-2 400 14,496 (0.44) 02/24/2005 3,058 (92) 0 (92) 2 2 2-0 0-2 400 8,585 (1.29) 02/25/2005 2,985 (73) 0 (73) 2 2 2-0 1-1 400 8,448 (1.55) 02/28/2005 3,415 429 429 0 2 2 1-1 2-0 400 8,378 7.27 03/01/2005 3,554 138 138 0 2 2 1-1 2-0 400 8,938 (1.80) 03/02/2005 3,581 27 27 0 2 2 1-1 1-1 400 8,779 1.57 03/03/2005 3,588 6 6 0 2 2 1-1 1-1 400 6,304 (2.21) 03/04/2005 3,475 (112) 0 (112) 2 2 2-0 0-2 400 6,213 (1.87) 03/07/2005 3,494 19 19 0 2 2 2-0 1-1 400 6,117 0.36 03/08/2005 3,431 (62) 0 (62) 2 2 1-1 1-1 400 6,142 (1.05) 03/09/2005 3,327 (103) 0 (103) 2 2 2-0 0-2 400 6,080 (1.61) 03/10/2005 3,352 24 24 0 2 2 1-1 1-1 400 13,347 0.24 03/11/2005 3,586 234 234 0 2 2 0-2 2-0 400 13,334 (1.69) 03/14/2005 3,658 72 72 0 2 2 2-0 2-0 400 13,128 0.55 03/15/2005 3,786 128 128 0 2 2 0-2 2-0 400 13,195 (0.88) 03/16/2005 3,886 100 100 0 2 2 2-0 1-1 400 13,029 0.60 03/17/2005 3,833 (52) 0 (52) 2 2 1-1 1-1 400 11,376 0.61 03/18/2005 3,837 4 4 0 2 2 0-2 1-1 400 11,428 (0.15) 03/21/2005 3,786 (50) 0 (50) 2 2 1-1 1-1 400 11,484 (0.72) 03/22/2005 3,730 (56) 0 (56) 2 2 2-0 1-1 400 11,432 (0.08) 03/23/2005 3,673 (57) 0 (57) 2 2 1-1 1-1 400 11,235 1.13 Optimization Summaries [03/24/2003] Symbols: DELL(545.00) IACI(536.79) [03/31/2003] Symbols: PDCO(469.05) SIAL(462.10) [04/07/2003] Symbols: MERQ(487.00) DLTR(363.10) [04/14/2003] Symbols: CMCSA(975.20) INTU(773.00) [04/21/2003] Symbols: CMCSA(867.10) INTU(787.00) [04/28/2003] Symbols: INTU(823.00) WFMI(748.00) [05/05/2003] Symbols: APOL(977.00) INTU(693.00) [05/12/2003] Symbols: APOL(975.00) PIXR(656.00) [05/19/2003] Symbols: ADBE(572.90) APOL(549.00) [05/26/2003] Symbols: INTU(806.00) APOL(566.00) [06/02/2003] Symbols: APOL(543.00) WFMI(474.00) [06/09/2003] Symbols: CMCSA(683.86) AMZN(566.60) [06/16/2003] Symbols: CDWC(1045.90) CMCSA(711.20) [06/23/2003] Symbols: CDWC(1272.00) APOL(1101.50) [06/30/2003] Symbols: CDWC(818.00) AMGN(765.70) [07/07/2003] Symbols: AMGN(789.70) GRMN(690.10) [07/14/2003] Symbols: GRMN(1262.00) ISIL(764.00) [07/21/2003] Symbols: ESRX(790.49) SIAL(509.80) [07/28/2003] Symbols: ESRX(1120.99) GENZ(592.00) [08/04/2003] Symbols: ESRX(1316.50) PCAR(1179.28) [08/11/2003] Symbols: PCAR(1408.71) ESRX(1029.50) [08/18/2003] Symbols: ESRX(895.00) PCAR(879.10) [08/25/2003] Symbols: ESRX(616.50) APOL(556.80) [09/01/2003] Symbols: APOL(769.00) CECO(521.95) [09/08/2003] Symbols: APOL(1233.00) CECO(686.00) [09/15/2003] Symbols: APOL(1093.50) BIIB(726.00) [09/22/2003] Symbols: APOL(1301.50) WFMI(737.00) [09/29/2003] Symbols: APOL(1254.50) QLGC(1123.60) [10/06/2003] Symbols: APOL(1009.50) QLGC(987.10) [10/13/2003] Symbols: AMGN(947.00) KLAC(944.80) [10/20/2003] Symbols: QLGC(1290.10) MXIM(1086.80) [10/27/2003] Symbols: AMGN(1144.90) QLGC(976.00) [11/03/2003] Symbols: QLGC(1435.00) LLTC(1033.00) [11/10/2003] Symbols: QLGC(1265.00) MXIM(1037.90) [11/17/2003] Symbols: QLGC(864.00) AMGN(607.00) [11/24/2003] Symbols: QLGC(878.00) WFMI(727.10) [12/01/2003] Symbols: WFMI(822.10) GRMN(784.70) [12/08/2003] Symbols: IVGN(760.00) WFMI(739.10) [12/15/2003] Symbols: GRMN(671.40) IVGN(636.00) [12/22/2003] Symbols: XLNX(732.00) PAYX(722.00) [12/29/2003] Symbols: CECO(721.00) LRCX(709.35) [01/05/2004] Symbols: LRCX(636.35) GRMN(622.70) [01/12/2004] Symbols: QLGC(473.10) PAYX(458.50) [01/19/2004] Symbols: QLGC(654.10) MCHP(438.94) [01/26/2004] Symbols: KMRT(788.30) QLGC(615.10) [02/02/2004] Symbols: QLGC(800.50) FISV(545.00) [02/09/2004] Symbols: QLGC(992.00) BMET(805.00) [02/16/2004] Symbols: BMET(752.00) SIAL(701.00) [02/23/2004] Symbols: BMET(656.00) CDWC(578.00) [03/01/2004] Symbols: CDWC(1102.00) CECO(703.00) [03/08/2004] Symbols: CDWC(1059.00) SIAL(609.00) [03/15/2004] Symbols: CDWC(646.00) MCHP(495.00) [03/22/2004] Symbols: DISH(578.27) MCHP(479.50) [03/29/2004] Symbols: DISH(487.81) MXIM(473.00) [04/05/2004] Symbols: INTU(485.00) GENZ(463.00) [04/12/2004] Symbols: GENZ(441.00) INTU(313.00) [04/19/2004] Symbols: GENZ(725.37) GRMN(544.00) [04/26/2004] Symbols: CECO(899.90) GENZ(675.37) [05/03/2004] Symbols: CECO(1545.90) RIMM(485.00) [05/10/2004] Symbols: CECO(1272.90) CTAS(576.00) [05/17/2004] Symbols: CECO(1718.00) CTAS(446.00) [05/24/2004] Symbols: CECO(642.00) APOL(443.00) [05/31/2004] Symbols: BIIB(436.00) BRCM(369.00) [06/07/2004] Symbols: APOL(620.00) BRCM(541.00) [06/14/2004] Symbols: KMRT(555.00) IVGN(490.00) [06/21/2004] Symbols: BRCM(631.00) APOL(605.50) [06/28/2004] Symbols: APOL(982.50) RIMM(782.75) [07/05/2004] Symbols: CECO(1432.00) APOL(1207.50) [07/12/2004] Symbols: APOL(1236.00) CECO(1132.00) [07/19/2004] Symbols: ERTS(712.90) APOL(695.00) [07/26/2004] Symbols: IVGN(960.00) GENZ(911.00) [08/02/2004] Symbols: IVGN(1249.00) CDWC(1041.00) [08/09/2004] Symbols: FAST(852.00) EBAY(685.45) [08/16/2004] Symbols: AMZN(1082.00) RIMM(1072.00) [08/23/2004] Symbols: KMRT(2321.00) RIMM(1202.00) [08/30/2004] Symbols: KMRT(2352.00) RIMM(1492.00) [09/06/2004] Symbols: KMRT(2400.00) BIIB(1034.00) [09/13/2004] Symbols: KMRT(1117.00) RIMM(1055.00) [09/20/2004] Symbols: XRAY(406.00) PIXR(309.00) [09/27/2004] Symbols: EXPD(433.00) PIXR(378.00) [10/04/2004] Symbols: EXPD(494.00) CTAS(402.40) [10/11/2004] Symbols: APOL(663.00) BRCM(495.00) [10/18/2004] Symbols: APOL(722.00) FAST(598.00) [10/25/2004] Symbols: BRCM(841.00) FAST(731.00) [11/01/2004] Symbols: EBAY(840.05) BRCM(705.00) [11/08/2004] Symbols: RIMM(1642.50) EBAY(1268.05) [11/15/2004] Symbols: RIMM(1864.00) EBAY(1125.55) [11/22/2004] Symbols: RIMM(1823.00) EXPD(852.10) [11/29/2004] Symbols: RIMM(2455.00) EBAY(629.00) [12/06/2004] Symbols: WYNN(831.00) VRSN(484.00) [12/13/2004] Symbols: VRSN(662.00) GENZ(626.00) [12/20/2004] Symbols: NXTL(614.40) GRMN(578.00) [12/27/2004] Symbols: APOL(708.50) RIMM(629.00) [01/03/2005] Symbols: APOL(1050.50) EXPD(783.00) [01/10/2005] Symbols: APOL(980.00) PIXR(865.00) [01/18/2005] Symbols: APOL(686.00) CHIR(510.00) [01/25/2005] Symbols: PIXR(677.00) CHIR(578.00) [02/01/2005] Symbols: PIXR(802.00) CHIR(421.00) [02/08/2005] Symbols: RIMM(808.00) XRAY(659.00) [02/15/2005] Symbols: FAST(962.00) PIXR(933.50) [02/23/2005] Symbols: XRAY(773.00) XMSR(698.88) [03/02/2005] Symbols: XMSR(956.10) NVLS(778.50) [03/09/2005] Symbols: CDWC(562.00) APOL(560.00) [03/16/2005] Symbols: QLGC(703.00) APOL(682.00) [03/23/2005] Symbols: WYNN(685.00) APOL(644.00)