Realization Report: Vanilla Opt Period 40 Real Period 20 485 Days [04/22/2003 - 03/23/2005] Total Net Profit: $10,836.89 Avg Net Profit/Day: $22.34 Total Net Prof Long: $16,333.89 Avg Net Prof Long/Day: $33.68 Total Net Prof Short: $(5,497.00) Avg Net Prof Shrt/Day: $(11.33) Total Trades: 12,087 T Avg Trades/Day: 24.92 T Total Long Trades: 6,048 T Avg Long Trades/Day: 12.47 T Total Short Trades: 6,039 T Avg Short Trades/Day: 12.45 T Total Shares Traded: 2,417,400 S Avg Shares/Day: 4,984.33 S Total Capital Traded: $46,231,627.37 Avg Cap Traded/Day: $95,322.94 Capital Required: $128,095.00 [Max Invested At Any One Time] Avg Capital Req/Day: $95,322.94 Best Day: $2,288.90 [06/05/2003] Worst Day: $(2,456.00) [07/21/2004] Max Fav. Exc. Daily: $2,288.90 [06/05/2003] Max Adv. Exc. Daily: $(2,456.00) [07/21/2004] Per Trade [12,087 Trades()] Per Share [2,417,400 Shares] Avg Profit/Trade: $0.897 Avg Profit/Share: $0.0045 Avg Shares/Trade: 200.00 S Avg Price/Share: $38.25 Avg Profit/Long: $2.701 Avg Profit/Long: $0.0135 Avg Profit/Short: $(0.910) Avg Profit/Short: $(0.0046) Avg Price/Trade: $3,824.91 Positions: 12,087 Avg Profit/Position: $0.8966 Miscellaneous Stats Winning Days: 259 D Losing Days: 226 D Avg Net/Winning Day: $456.43 Avg Net/Losing Day: $(475.13) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 04/22/2003 450 450 450 0 25 25 16-9 14-11 5,000 51,848 2.49 04/23/2003 507 56 56 0 25 25 19-6 10-15 5,000 53,419 0.63 04/24/2003 905 398 398 0 25 25 12-13 15-10 5,000 52,994 1.10 04/25/2003 551 (353) 0 (353) 25 25 12-13 12-13 5,000 53,173 (2.10) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 04/28/2003 250 (300) 0 (300) 25 25 5-20 8-17 5,000 52,236 1.46 04/29/2003 633 382 382 0 25 25 20-5 12-13 5,000 53,217 0.63 04/30/2003 782 149 149 0 25 25 13-12 13-12 5,000 53,471 0.24 05/01/2003 775 (7) 0 (7) 25 25 13-12 15-10 5,000 53,530 1.09 05/02/2003 1,405 630 630 0 25 25 17-8 16-9 5,000 53,931 2.98 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/05/2003 1,557 151 151 0 25 25 24-1 15-9 5,000 55,784 0.47 05/06/2003 1,591 34 34 0 25 25 16-9 11-14 5,000 55,925 1.32 05/07/2003 1,433 (158) 0 (158) 25 25 20-5 9-16 5,000 56,211 (0.58) 05/08/2003 1,606 173 173 0 25 25 10-15 11-12 5,000 55,248 (0.47) 05/09/2003 1,372 (233) 0 (233) 25 25 11-14 8-16 5,000 55,440 1.27 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/12/2003 2,292 919 919 0 25 25 19-6 18-7 5,000 55,998 2.20 05/13/2003 2,710 418 418 0 25 25 22-3 17-8 5,000 56,829 1.18 05/14/2003 2,521 (189) 0 (189) 25 25 18-7 9-16 5,000 57,525 (0.33) 05/15/2003 2,698 176 176 0 25 25 8-17 15-10 5,000 57,597 1.08 05/16/2003 2,944 245 245 0 25 25 16-9 15-10 5,000 57,830 0.25 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/19/2003 2,929 (14) 0 (14) 25 25 14-11 12-13 5,000 57,358 (3.52) 05/20/2003 3,155 225 225 0 25 25 1-24 15-10 5,000 69,910 (0.06) 05/21/2003 2,836 (319) 0 (319) 25 25 11-14 9-16 5,000 69,599 0.86 05/22/2003 3,169 333 333 0 25 25 15-10 12-13 5,000 70,513 1.75 05/23/2003 3,255 86 86 0 25 25 20-5 13-12 5,000 71,934 0.78 05/27/2003 4,414 1,159 1,159 0 25 25 18-7 17-8 5,000 72,134 4.46 05/28/2003 4,099 (315) 0 (315) 25 25 24-1 10-15 5,000 75,312 (0.02) 05/29/2003 4,403 303 303 0 25 25 11-14 14-10 5,000 75,122 1.13 05/30/2003 4,456 53 53 0 25 25 14-11 11-13 5,000 76,089 2.03 06/02/2003 3,784 (671) 0 (671) 25 25 22-3 6-19 5,000 78,301 (1.80) 06/03/2003 2,785 (999) 0 (999) 25 25 3-22 8-17 5,000 76,994 1.58 06/04/2003 3,822 1,037 1,037 0 25 25 18-7 18-7 5,000 78,007 2.46 06/05/2003 6,111 2,288 2,288 0 25 25 25-0 25-0 5,000 79,132 3.14 06/06/2003 3,739 (2,371) 0 (2,371) 25 25 25-0 2-23 5,000 82,639 (3.33) 06/09/2003 4,709 969 969 0 25 25 2-23 20-5 5,000 79,990 (1.22) 06/10/2003 4,252 (456) 0 (456) 25 25 5-20 8-17 5,000 78,968 1.13 06/11/2003 5,157 904 904 0 25 25 20-5 18-7 5,000 79,455 1.59 06/12/2003 4,569 (587) 0 (587) 25 25 21-4 9-16 5,000 80,948 (0.27) 06/13/2003 4,928 359 359 0 25 25 11-14 13-12 5,000 80,722 (2.52) 06/16/2003 3,431 (1,497) 0 (1,497) 25 25 1-24 3-22 5,000 79,350 3.29 06/17/2003 2,974 (456) 0 (456) 25 25 21-4 6-19 5,000 75,008 (0.51) 06/18/2003 2,952 (21) 0 (21) 25 25 6-19 13-12 5,000 74,319 0.63 06/19/2003 3,806 853 853 0 25 25 16-9 11-13 5,000 74,623 (2.14) 06/20/2003 4,086 279 279 0 25 25 2-23 14-11 5,000 72,710 (0.13) 06/23/2003 4,096 9 9 0 25 25 11-14 15-10 5,000 72,665 (2.81) 06/24/2003 3,586 (509) 0 (509) 25 25 5-20 10-14 5,000 70,602 0.34 06/25/2003 3,785 199 199 0 25 25 11-14 14-11 5,000 70,762 0.73 06/26/2003 3,675 (110) 0 (110) 25 25 16-9 13-12 5,000 70,973 2.86 06/27/2003 2,931 (744) 0 (744) 25 25 22-3 8-17 5,000 72,944 (0.65) 06/30/2003 3,118 187 187 0 25 25 9-16 14-11 5,000 72,698 (0.54) 07/01/2003 2,191 (926) 0 (926) 25 25 6-19 6-19 5,000 71,668 1.88 07/02/2003 3,039 848 848 0 25 25 19-6 18-6 5,000 72,879 2.67 07/03/2003 2,887 (151) 0 (151) 25 25 23-2 9-15 5,000 74,413 0.22 07/07/2003 2,334 (553) 0 (553) 25 25 11-14 12-13 5,000 75,068 2.21 07/08/2003 3,108 774 774 0 25 25 20-5 18-7 5,000 76,501 2.27 07/09/2003 3,204 95 95 0 25 25 23-2 8-16 5,000 78,144 0.39 07/10/2003 2,733 (470) 0 (470) 25 25 10-15 11-14 5,000 77,998 (1.26) 07/11/2003 2,532 (201) 0 (201) 25 25 6-19 13-12 5,000 77,408 0.47 07/14/2003 2,964 432 432 0 25 25 16-9 15-10 5,000 79,043 0.97 07/15/2003 2,444 (519) 0 (519) 25 25 18-7 10-15 5,000 84,327 (1.13) 07/16/2003 2,453 8 8 0 25 25 7-18 13-12 5,000 83,665 (1.34) 07/17/2003 3,426 972 972 0 25 25 5-20 20-5 5,000 81,543 (1.37) 07/18/2003 3,782 355 355 0 25 25 4-21 14-9 5,000 80,889 (0.08) 07/21/2003 3,937 155 155 0 25 25 11-14 16-9 5,000 80,946 (1.03) 07/22/2003 3,832 (104) 0 (104) 25 25 6-19 11-14 5,000 80,663 0.46 07/23/2003 3,891 59 59 0 25 25 14-11 9-15 5,000 81,497 0.28 07/24/2003 3,969 77 77 0 25 25 13-12 13-11 5,000 82,108 (1.44) 07/25/2003 2,846 (1,123) 0 (1,123) 25 25 6-19 3-22 5,000 81,147 1.34 07/28/2003 3,433 587 587 0 25 25 22-3 16-8 5,000 82,171 0.39 07/29/2003 3,731 298 298 0 25 25 15-10 15-10 5,000 82,598 (0.73) 07/30/2003 4,255 524 524 0 25 25 11-14 15-9 5,000 82,170 (1.13) 07/31/2003 4,314 58 58 0 25 25 4-21 13-10 5,000 82,181 0.01 08/01/2003 4,280 (34) 0 (34) 25 25 10-15 13-12 5,000 81,864 (0.41) 08/04/2003 4,450 169 169 0 25 25 10-15 14-11 5,000 81,606 0.21 08/05/2003 4,333 (116) 0 (116) 25 25 13-12 14-11 5,000 81,798 (2.57) 08/06/2003 4,899 566 566 0 25 25 2-23 18-7 5,000 79,518 (0.78) 08/07/2003 4,337 (561) 0 (561) 25 25 7-18 8-17 5,000 78,739 0.13 08/08/2003 4,529 192 192 0 25 25 14-11 15-10 5,000 78,800 (0.81) 08/11/2003 3,949 (579) 0 (579) 25 25 10-15 9-15 5,000 78,673 1.32 08/12/2003 4,793 843 843 0 25 25 21-4 19-6 5,000 76,320 2.13 08/13/2003 4,712 (80) 0 (80) 25 25 23-2 13-12 5,000 78,064 (0.42) 08/14/2003 4,612 (100) 0 (100) 25 25 11-14 10-15 5,000 77,853 0.21 08/15/2003 4,727 114 114 0 25 25 16-9 12-13 5,000 78,238 0.20 08/18/2003 4,052 (674) 0 (674) 25 25 11-14 11-13 5,000 78,784 2.57 08/19/2003 4,375 322 322 0 25 25 22-3 16-9 5,000 81,135 0.43 08/20/2003 4,274 (100) 0 (100) 25 25 15-10 13-12 5,000 80,912 1.26 08/21/2003 5,136 861 861 0 25 25 21-4 14-11 5,000 82,299 1.58 08/22/2003 3,810 (1,325) 0 (1,325) 25 25 18-7 7-18 5,000 85,032 (2.35) 08/25/2003 3,766 (43) 0 (43) 25 25 2-23 12-13 5,000 82,836 0.25 08/26/2003 3,775 9 9 0 25 25 15-10 12-13 5,000 82,671 0.74 08/27/2003 4,212 436 436 0 25 25 20-5 17-8 5,000 82,891 1.28 08/28/2003 4,806 594 594 0 25 25 22-3 17-7 5,000 83,897 1.29 08/29/2003 4,891 84 84 0 25 25 18-7 14-11 5,000 84,895 0.74 09/02/2003 4,943 52 52 0 25 25 19-6 15-10 5,000 85,481 1.33 09/03/2003 5,279 335 335 0 25 25 19-6 14-11 5,000 87,208 (0.59) 09/04/2003 5,767 488 488 0 25 25 12-13 14-11 5,000 86,961 1.14 09/05/2003 5,456 (310) 0 (310) 25 25 21-4 10-15 5,000 87,534 (0.16) 09/08/2003 5,864 407 407 0 25 25 10-15 12-13 5,000 87,223 2.11 09/09/2003 5,730 (133) 0 (133) 25 25 18-7 9-16 5,000 88,240 (1.10) 09/10/2003 7,059 1,328 1,328 0 25 25 4-21 20-5 5,000 86,675 (2.62) 09/11/2003 6,228 (831) 0 (831) 25 25 1-24 2-22 5,000 84,943 1.00 09/12/2003 6,755 527 527 0 25 25 21-4 14-11 5,000 85,017 0.83 09/15/2003 6,680 (74) 0 (74) 25 25 16-9 11-14 5,000 85,936 (0.63) 09/16/2003 5,389 (1,291) 0 (1,291) 25 25 6-19 7-18 5,000 85,616 2.52 09/17/2003 5,417 27 27 0 25 25 24-1 11-13 5,000 87,569 (0.03) 09/18/2003 5,534 117 117 0 25 25 12-13 14-11 5,000 87,753 1.51 09/19/2003 5,503 (30) 0 (30) 25 25 21-4 12-12 5,000 89,481 (0.27) 09/22/2003 6,030 526 526 0 25 25 9-16 16-9 5,000 87,955 (0.41) 09/23/2003 5,249 (780) 0 (780) 25 25 8-17 9-16 5,000 87,561 1.68 09/24/2003 2,902 (2,347) 0 (2,347) 25 25 22-3 3-22 5,000 88,773 (3.65) 09/25/2003 4,022 1,120 1,120 0 25 25 0-25 20-5 5,000 85,878 (1.27) 09/26/2003 4,948 926 926 0 25 25 5-20 18-7 5,000 84,552 (2.00) 09/29/2003 4,667 (281) 0 (281) 25 25 2-23 7-17 5,000 83,430 0.70 09/30/2003 4,385 (281) 0 (281) 25 25 17-8 11-14 5,000 83,312 (0.85) 10/01/2003 3,989 (395) 0 (395) 25 25 7-18 8-17 5,000 83,220 1.58 10/02/2003 4,268 278 278 0 25 25 20-5 13-11 5,000 84,800 0.82 10/03/2003 4,574 305 305 0 25 25 18-7 16-9 5,000 87,072 0.89 10/06/2003 4,647 73 73 0 25 25 17-8 13-12 5,000 87,994 0.71 10/07/2003 5,564 917 917 0 25 25 20-5 18-7 5,000 82,075 1.63 10/08/2003 4,755 (809) 0 (809) 25 25 21-4 7-18 5,000 83,536 (1.30) 10/09/2003 4,687 (67) 0 (67) 25 25 3-22 15-10 5,000 83,445 (0.68) 10/10/2003 4,706 18 18 0 25 25 7-18 14-11 5,000 83,200 0.17 10/13/2003 4,811 105 105 0 25 25 14-11 14-11 5,000 83,597 0.48 10/14/2003 4,755 (55) 0 (55) 25 25 17-8 13-11 5,000 83,838 0.86 10/15/2003 3,783 (972) 0 (972) 25 25 19-6 5-20 5,000 85,485 (1.75) 10/16/2003 3,231 (551) 0 (551) 25 25 5-20 9-16 5,000 83,982 1.03 10/17/2003 2,319 (912) 0 (912) 25 25 19-6 7-18 5,000 84,779 (2.83) 10/20/2003 1,662 (656) 0 (656) 25 25 1-24 8-17 5,000 82,789 1.05 10/21/2003 1,763 100 100 0 25 25 18-7 14-11 5,000 83,764 1.53 10/22/2003 1,048 (715) 0 (715) 25 25 21-4 8-17 5,000 84,108 (1.71) 10/23/2003 329 (719) 0 (719) 25 25 4-21 5-20 5,000 82,237 0.97 10/24/2003 921 591 591 0 25 25 20-5 19-6 5,000 82,476 1.12 10/27/2003 954 33 33 0 25 25 22-3 12-11 5,000 83,794 0.38 10/28/2003 1,091 137 137 0 25 25 13-12 13-11 5,000 84,652 2.47 10/29/2003 1,686 594 594 0 25 25 23-2 13-12 5,000 86,466 1.02 10/30/2003 1,290 (396) 0 (396) 25 25 15-10 9-16 5,000 88,146 (1.95) 10/31/2003 1,655 365 365 0 25 25 3-22 17-8 5,000 86,742 (0.75) 11/03/2003 655 (999) 0 (999) 25 25 5-20 7-18 5,000 86,528 1.53 11/04/2003 1,356 701 701 0 23 23 18-5 11-12 4,600 76,409 0.54 11/05/2003 1,705 349 349 0 23 23 12-11 12-10 4,600 75,835 1.29 11/06/2003 2,347 641 641 0 23 23 16-7 15-8 4,600 77,061 0.39 11/07/2003 2,486 139 139 0 23 23 14-9 13-10 4,600 78,149 (0.95) 11/10/2003 3,231 745 745 0 23 23 6-17 16-7 4,600 77,630 (1.95) 11/11/2003 3,592 360 360 0 23 23 1-22 13-10 4,600 76,002 (0.35) 11/12/2003 2,924 (667) 0 (667) 23 23 9-14 9-14 4,600 75,649 2.29 11/13/2003 3,546 621 621 0 23 23 21-2 13-10 4,600 76,924 0.46 11/14/2003 3,701 155 155 0 23 23 13-10 11-12 4,600 77,402 (1.96) 11/17/2003 4,344 643 643 0 23 23 3-20 14-9 4,600 75,455 0.02 11/18/2003 4,199 (144) 0 (144) 23 23 10-13 11-12 4,600 75,903 (2.08) 11/19/2003 4,080 (118) 0 (118) 23 23 2-21 12-11 4,600 74,835 0.15 11/20/2003 4,021 (58) 0 (58) 23 23 11-12 9-14 4,600 74,063 0.56 11/21/2003 3,939 (82) 0 (82) 23 23 15-8 11-11 4,600 74,741 (0.51) 11/24/2003 3,461 (477) 0 (477) 23 23 6-17 8-15 4,600 75,052 2.49 11/25/2003 3,621 159 159 0 23 23 21-2 14-8 4,600 77,255 0.10 11/26/2003 3,784 162 162 0 23 23 12-11 14-8 4,600 77,794 0.04 11/28/2003 3,973 189 189 0 23 23 9-14 13-10 4,600 77,775 0.89 12/01/2003 3,810 (162) 0 (162) 23 23 17-6 12-10 4,600 78,979 0.68 12/02/2003 3,702 (108) 0 (108) 25 25 17-8 11-14 5,000 101,262 (0.48) 12/03/2003 2,431 (1,271) 0 (1,271) 25 25 7-18 14-11 5,000 101,094 (2.56) 12/04/2003 3,505 1,074 1,074 0 25 25 6-19 14-11 5,000 98,381 (1.43) 12/05/2003 4,069 564 564 0 25 25 9-16 15-10 5,000 96,118 (0.64) 12/08/2003 4,018 (51) 0 (51) 25 25 11-14 11-13 5,000 95,402 0.27 12/09/2003 3,398 (620) 0 (620) 25 25 15-10 9-16 5,000 96,104 (2.42) 12/10/2003 3,867 469 469 0 25 25 3-22 19-6 5,000 94,258 (0.48) 12/11/2003 2,769 (1,097) 0 (1,097) 25 25 7-18 8-17 5,000 93,701 2.79 12/12/2003 2,804 34 34 0 25 25 24-1 11-13 5,000 96,438 (0.18) 12/15/2003 3,990 1,186 1,186 0 25 25 10-15 15-10 5,000 97,786 (3.34) 12/16/2003 4,004 13 13 0 25 25 0-25 11-14 5,000 94,654 0.16 12/17/2003 4,200 195 195 0 25 25 14-11 11-14 5,000 94,469 0.28 12/18/2003 3,986 (213) 0 (213) 25 25 12-13 11-14 5,000 95,043 1.54 12/19/2003 4,331 345 345 0 25 25 22-3 14-11 5,000 96,251 0.02 12/22/2003 4,210 (121) 0 (121) 25 25 13-12 11-14 5,000 96,466 0.12 12/23/2003 4,507 296 296 0 25 25 13-12 11-13 5,000 96,439 0.91 12/24/2003 4,681 173 173 0 25 25 20-5 13-11 5,000 97,226 (0.13) 12/26/2003 4,621 (59) 0 (59) 25 25 12-13 12-13 5,000 97,457 (0.54) 12/29/2003 4,388 (232) 0 (232) 25 25 7-18 10-15 5,000 97,316 1.11 12/30/2003 4,624 235 235 0 25 25 19-6 16-8 5,000 100,385 (0.05) 12/31/2003 4,664 40 40 0 25 25 12-13 15-10 5,000 100,594 (0.37) 01/02/2004 5,003 338 338 0 25 25 6-19 15-10 5,000 100,692 (0.88) 01/05/2004 4,592 (410) 0 (410) 25 25 6-19 9-16 5,000 100,912 2.01 01/06/2004 5,121 528 528 0 25 25 20-5 18-7 5,000 102,895 0.73 01/07/2004 5,133 12 12 0 25 25 15-10 14-11 5,000 103,417 0.23 01/08/2004 4,829 (303) 0 (303) 25 25 14-11 11-14 5,000 104,290 (0.06) 01/09/2004 5,221 391 391 0 25 25 12-13 17-8 5,000 103,033 0.52 01/12/2004 6,061 840 840 0 25 25 14-11 17-8 5,000 103,658 1.26 01/13/2004 5,854 (206) 0 (206) 25 25 20-5 14-11 5,000 104,923 (0.80) 01/14/2004 6,706 851 851 0 25 25 9-16 19-6 5,000 104,448 (0.02) 01/15/2004 6,642 (64) 0 (64) 25 25 13-12 12-13 5,000 104,331 0.77 01/16/2004 6,249 (392) 0 (392) 25 25 14-11 8-17 5,000 105,549 0.36 01/20/2004 7,058 809 809 0 25 25 15-10 15-10 5,000 106,176 (0.03) 01/21/2004 6,851 (206) 0 (206) 25 25 11-14 10-15 5,000 105,767 (0.23) 01/22/2004 7,614 763 763 0 25 25 12-13 17-8 5,000 105,410 (0.73) 01/23/2004 7,860 246 246 0 25 25 10-15 14-11 5,000 104,952 (0.75) 01/26/2004 7,529 (331) 0 (331) 25 25 9-16 10-14 5,000 104,003 1.08 01/27/2004 6,479 (1,050) 0 (1,050) 25 25 21-4 7-18 5,000 116,176 (1.79) 01/28/2004 7,941 1,462 1,462 0 25 25 3-22 21-4 5,000 114,616 (2.13) 01/29/2004 8,569 628 628 0 25 25 1-24 14-11 5,000 112,492 (0.34) 01/30/2004 8,276 (293) 0 (293) 25 25 12-13 10-15 5,000 112,337 (0.16) 02/02/2004 7,867 (408) 0 (408) 25 25 11-14 14-11 5,000 112,368 (0.20) 02/03/2004 7,769 (97) 0 (97) 25 25 12-13 10-15 5,000 111,936 (0.03) 02/04/2004 7,191 (577) 0 (577) 25 25 13-12 7-18 5,000 111,202 (0.24) 02/05/2004 7,807 616 616 0 25 25 13-12 16-9 5,000 111,567 (0.81) 02/06/2004 6,619 (1,188) 0 (1,188) 25 25 6-19 7-18 5,000 110,957 1.87 02/09/2004 6,485 (134) 0 (134) 25 25 24-1 11-14 5,000 112,808 (0.23) 02/10/2004 6,485 0 0 0 25 25 12-13 13-11 5,000 112,727 0.31 02/11/2004 6,551 66 66 0 25 25 15-10 13-12 5,000 113,497 0.92 02/12/2004 6,303 (247) 0 (247) 25 25 17-8 9-16 5,000 113,767 (0.64) 02/13/2004 7,009 705 705 0 25 25 7-18 18-7 5,000 113,361 (1.16) 02/17/2004 7,053 44 44 0 25 25 2-23 13-12 5,000 112,693 0.20 02/18/2004 7,239 186 186 0 25 25 12-13 13-12 5,000 113,298 (0.02) 02/19/2004 7,790 550 550 0 25 25 10-15 16-9 5,000 114,492 (1.85) 02/20/2004 7,819 29 29 0 25 25 3-22 14-11 5,000 112,849 (0.57) 02/23/2004 8,987 1,167 1,167 0 25 25 8-17 18-6 5,000 112,196 (2.11) 02/24/2004 9,039 51 51 0 25 25 1-24 14-11 5,000 105,373 (0.06) 02/25/2004 8,758 (281) 0 (281) 25 25 12-13 11-13 5,000 105,676 0.04 02/26/2004 8,919 161 161 0 25 25 13-12 13-11 5,000 105,348 1.36 02/27/2004 9,446 526 526 0 25 25 19-6 17-8 5,000 107,112 (0.15) 03/01/2004 9,335 (111) 0 (111) 25 25 11-14 12-12 5,000 107,439 1.58 03/02/2004 7,991 (1,343) 0 (1,343) 25 25 23-2 5-20 5,000 108,932 (0.88) 03/03/2004 8,217 226 226 0 25 25 7-18 15-10 5,000 107,678 0.23 03/04/2004 8,098 (119) 0 (119) 25 25 11-14 13-12 5,000 107,606 1.01 03/05/2004 8,599 501 501 0 25 25 21-4 14-11 5,000 107,535 0.36 03/08/2004 7,696 (903) 0 (903) 25 25 16-9 8-16 5,000 108,128 (2.54) 03/09/2004 8,730 1,034 1,034 0 25 25 0-25 19-6 5,000 105,536 (1.02) 03/10/2004 9,430 699 699 0 25 25 6-19 17-8 5,000 104,289 (1.73) 03/11/2004 10,018 588 588 0 25 25 2-23 20-5 5,000 101,884 (1.06) 03/12/2004 9,372 (646) 0 (646) 25 25 5-20 8-17 5,000 101,523 1.25 03/15/2004 7,511 (1,860) 0 (1,860) 25 25 22-3 3-21 5,000 102,256 (2.07) 03/16/2004 8,084 573 573 0 25 25 2-23 17-8 5,000 101,195 (0.39) 03/17/2004 8,103 19 19 0 25 25 10-15 12-13 5,000 101,633 1.04 03/18/2004 7,943 (160) 0 (160) 25 25 19-6 12-13 5,000 102,370 (0.27) 03/19/2004 8,638 695 695 0 25 25 8-17 17-8 5,000 101,935 (1.21) 03/22/2004 8,862 223 223 0 25 25 4-21 16-9 5,000 100,035 (1.01) 03/23/2004 10,202 1,340 1,340 0 25 25 4-21 22-2 5,000 102,856 (1.49) 03/24/2004 9,515 (687) 0 (687) 25 25 3-22 9-16 5,000 101,661 0.68 03/25/2004 9,942 427 427 0 25 25 15-10 14-11 5,000 102,853 2.58 03/26/2004 10,101 159 159 0 25 25 22-3 16-8 5,000 104,731 0.28 03/29/2004 10,681 579 579 0 25 25 15-10 15-10 5,000 105,666 1.06 03/30/2004 11,150 468 468 0 25 25 17-8 15-10 5,000 106,309 1.36 03/31/2004 10,560 (590) 0 (590) 25 25 21-4 11-13 5,000 107,726 (0.52) 04/01/2004 9,593 (966) 0 (966) 25 25 9-16 8-17 5,000 107,382 1.16 04/02/2004 10,874 1,281 1,281 0 25 25 18-7 17-8 5,000 110,306 0.87 04/05/2004 11,738 863 863 0 25 25 16-9 18-7 5,000 111,007 1.34 04/06/2004 12,248 509 509 0 25 25 19-6 17-8 5,000 111,651 0.32 04/07/2004 12,312 64 64 0 25 25 15-10 14-11 5,000 111,818 0.04 04/08/2004 12,295 (16) 0 (16) 25 25 12-13 11-14 5,000 112,679 (0.75) 04/12/2004 11,950 (344) 0 (344) 25 25 6-19 14-11 5,000 111,941 0.41 04/13/2004 11,172 (777) 0 (777) 25 25 15-10 10-15 5,000 112,896 (2.75) 04/14/2004 10,574 (597) 0 (597) 25 25 0-25 7-18 5,000 109,570 0.66 04/15/2004 10,241 (333) 0 (333) 25 25 18-7 9-16 5,000 110,080 (0.95) 04/16/2004 10,666 424 424 0 25 25 8-17 14-11 5,000 109,168 0.69 04/19/2004 11,359 692 692 0 25 25 17-8 16-9 5,000 109,810 1.84 04/20/2004 10,373 (986) 0 (986) 25 25 21-4 7-18 5,000 100,295 (1.49) 04/21/2004 9,469 (903) 0 (903) 25 25 3-22 11-14 5,000 99,513 0.81 04/22/2004 10,984 1,514 1,514 0 25 25 17-8 16-9 5,000 99,930 2.57 04/23/2004 10,849 (134) 0 (134) 25 25 24-1 15-10 5,000 102,599 (0.08) 04/26/2004 10,765 (83) 0 (83) 25 25 14-11 9-16 5,000 102,473 (0.96) 04/27/2004 10,870 104 104 0 25 25 8-17 16-9 5,000 101,932 (0.70) 04/28/2004 11,044 173 173 0 25 25 9-16 13-12 5,000 100,598 (1.37) 04/29/2004 11,844 799 799 0 25 25 5-20 17-8 5,000 99,265 (1.22) 04/30/2004 13,016 1,171 1,171 0 25 25 5-20 20-5 5,000 98,745 (2.31) 05/03/2004 11,931 (1,084) 0 (1,084) 25 25 2-23 9-16 5,000 96,807 0.30 05/04/2004 12,036 104 104 0 25 25 14-11 13-12 5,000 97,453 0.94 05/05/2004 12,244 207 207 0 25 25 18-7 15-9 5,000 98,068 0.71 05/06/2004 12,796 552 552 0 25 25 18-7 11-13 5,000 98,222 (0.05) 05/07/2004 12,729 (67) 0 (67) 25 25 12-13 12-13 5,000 98,028 (0.80) 05/10/2004 13,816 1,087 1,087 0 25 25 9-16 14-10 5,000 96,082 (0.85) 05/11/2004 12,868 (948) 0 (948) 25 25 8-17 7-18 5,000 95,455 0.77 05/12/2004 12,953 85 85 0 25 25 18-7 13-11 5,000 95,655 0.40 05/13/2004 12,872 (80) 0 (80) 25 25 16-9 13-12 5,000 95,510 0.46 05/14/2004 12,504 (367) 0 (367) 25 25 18-7 9-16 5,000 96,218 (1.35) 05/17/2004 12,906 401 401 0 25 25 6-19 16-9 5,000 94,383 (0.22) 05/18/2004 12,715 (190) 0 (190) 25 25 10-15 11-14 5,000 87,792 0.17 05/19/2004 13,083 367 367 0 25 25 16-9 13-12 5,000 88,896 (0.92) 05/20/2004 13,029 (53) 0 (53) 25 25 6-19 10-14 5,000 88,245 (0.19) 05/21/2004 12,816 (212) 0 (212) 25 25 12-13 9-15 5,000 88,790 0.33 05/24/2004 12,983 167 167 0 25 25 15-10 14-11 5,000 90,113 (0.07) 05/25/2004 12,076 (907) 0 (907) 25 25 10-15 9-16 5,000 89,960 2.94 05/26/2004 12,595 519 519 0 25 25 24-1 18-7 5,000 92,381 0.57 05/27/2004 12,391 (204) 0 (204) 25 25 19-6 8-16 5,000 93,269 (0.15) 05/28/2004 11,695 (695) 0 (695) 25 25 12-13 6-19 5,000 93,251 0.32 06/01/2004 11,670 (25) 0 (25) 25 25 15-10 11-14 5,000 92,975 0.78 06/02/2004 11,630 (39) 0 (39) 25 25 21-4 9-16 5,000 93,935 (0.53) 06/03/2004 11,666 35 35 0 25 25 9-16 15-10 5,000 93,372 (1.01) 06/04/2004 11,343 (322) 0 (322) 25 25 5-20 15-10 5,000 93,929 (0.07) 06/07/2004 10,794 (549) 0 (549) 25 25 7-18 7-18 5,000 94,650 2.04 06/08/2004 10,824 30 30 0 25 25 23-2 17-8 5,000 96,002 0.96 06/09/2004 10,702 (122) 0 (122) 25 25 17-8 9-15 5,000 96,380 (1.29) 06/10/2004 10,671 (30) 0 (30) 25 25 1-24 12-13 5,000 95,420 0.15 06/14/2004 11,241 569 569 0 25 25 14-11 13-12 5,000 94,712 (1.41) 06/15/2004 11,053 (188) 0 (188) 25 25 2-23 7-17 5,000 97,851 0.54 06/16/2004 11,447 393 393 0 25 25 19-6 14-11 5,000 98,429 (0.01) 06/17/2004 11,303 (144) 0 (144) 25 25 12-13 11-14 5,000 98,310 (1.03) 06/18/2004 11,336 33 33 0 25 25 4-21 9-16 5,000 97,141 0.47 06/21/2004 10,829 (506) 0 (506) 25 25 18-7 7-17 5,000 97,749 (0.33) 06/22/2004 10,169 (660) 0 (660) 25 25 8-17 8-17 5,000 97,613 1.09 06/23/2004 10,989 820 820 0 25 25 17-8 17-8 5,000 98,236 1.65 06/24/2004 10,857 (131) 0 (131) 25 25 23-2 12-11 5,000 99,547 (0.13) 06/25/2004 11,232 374 374 0 25 25 12-13 15-9 5,000 99,505 1.31 06/28/2004 11,465 232 232 0 25 25 17-8 14-11 5,000 100,943 (0.72) 06/29/2004 11,057 (407) 0 (407) 25 25 6-19 6-19 5,000 100,453 0.74 06/30/2004 11,252 195 195 0 25 25 17-8 15-10 5,000 100,844 0.73 07/01/2004 10,350 (902) 0 (902) 25 25 19-6 7-18 5,000 101,349 (2.19) 07/02/2004 10,766 416 416 0 25 25 1-24 18-7 5,000 99,603 (0.67) 07/06/2004 11,555 789 789 0 25 25 6-19 18-7 5,000 98,135 (2.27) 07/07/2004 11,827 272 272 0 25 25 3-22 14-11 5,000 96,330 0.24 07/08/2004 11,685 (142) 0 (142) 25 25 14-11 11-14 5,000 95,602 (0.54) 07/09/2004 11,176 (509) 0 (509) 25 25 8-17 10-15 5,000 95,525 0.06 07/12/2004 11,290 114 114 0 25 25 15-10 15-10 5,000 94,931 (0.04) 07/13/2004 11,116 (174) 0 (174) 25 25 15-10 10-15 5,000 97,180 (0.50) 07/14/2004 11,672 555 555 0 25 25 10-15 15-10 5,000 96,158 0.05 07/15/2004 11,315 (356) 0 (356) 25 25 12-13 9-16 5,000 96,832 (0.27) 07/16/2004 11,668 352 352 0 25 25 12-13 13-12 5,000 96,991 (2.37) 07/19/2004 12,483 815 815 0 25 25 2-23 21-4 5,000 95,342 (0.91) 07/20/2004 11,324 (1,159) 0 (1,159) 25 25 4-21 7-18 5,000 94,618 1.84 07/21/2004 8,868 (2,455) 0 (2,455) 25 25 22-3 1-24 5,000 95,688 (2.48) 07/22/2004 8,686 (182) 0 (182) 25 25 4-21 10-14 5,000 93,353 0.79 07/23/2004 8,358 (327) 0 (327) 25 25 14-11 7-16 5,000 92,711 (1.20) 07/26/2004 9,508 1,149 1,149 0 25 25 4-21 19-5 5,000 91,790 (0.93) 07/27/2004 8,033 (1,474) 0 (1,474) 25 25 4-21 8-17 5,000 91,310 1.50 07/28/2004 8,122 89 89 0 25 25 17-8 11-14 5,000 92,586 (0.54) 07/29/2004 8,249 126 126 0 25 25 9-16 11-14 5,000 92,275 0.72 07/30/2004 8,853 603 603 0 25 25 17-8 17-8 5,000 92,914 0.90 08/02/2004 8,702 (151) 0 (151) 25 25 19-6 13-12 5,000 93,199 0.59 08/03/2004 8,931 229 229 0 25 25 15-10 9-16 5,000 93,484 (2.18) 08/04/2004 9,504 573 573 0 25 25 3-22 11-14 5,000 91,305 (0.17) 08/05/2004 9,408 (96) 0 (96) 25 25 13-12 13-12 5,000 90,983 (2.11) 08/06/2004 10,451 1,043 1,043 0 25 25 3-22 19-6 5,000 88,330 (1.68) 08/09/2004 10,428 (23) 0 (23) 25 25 3-22 11-14 5,000 87,038 (0.14) 08/10/2004 9,931 (497) 0 (497) 25 25 14-11 14-11 5,000 84,074 1.89 08/11/2004 10,047 115 115 0 25 25 23-2 14-10 5,000 84,357 0.14 08/12/2004 10,193 145 145 0 25 25 15-10 13-11 5,000 84,436 (0.64) 08/13/2004 10,447 254 254 0 25 25 6-19 14-11 5,000 84,226 0.04 08/16/2004 10,150 (297) 0 (297) 25 25 13-12 12-11 5,000 84,663 1.94 08/17/2004 9,771 (378) 0 (378) 25 25 21-4 11-14 5,000 87,426 (0.04) 08/18/2004 9,263 (508) 0 (508) 25 25 11-14 11-14 5,000 86,839 2.24 08/19/2004 8,968 (294) 0 (294) 25 25 23-2 8-17 5,000 88,314 0.09 08/20/2004 8,779 (189) 0 (189) 25 25 10-15 13-12 5,000 88,427 0.89 08/23/2004 8,035 (743) 0 (743) 25 25 20-5 8-17 5,000 89,552 (0.53) 08/24/2004 8,150 114 114 0 25 25 11-14 14-11 5,000 89,406 (0.73) 08/25/2004 7,741 (409) 0 (409) 25 25 8-17 9-16 5,000 88,945 1.20 08/26/2004 7,848 107 107 0 25 25 22-3 17-8 5,000 89,772 0.00 08/27/2004 7,893 45 45 0 25 25 14-11 11-14 5,000 89,916 0.42 08/30/2004 7,393 (499) 0 (499) 25 25 18-7 7-18 5,000 90,154 (1.28) 08/31/2004 7,223 (169) 0 (169) 25 25 0-25 13-12 5,000 89,108 (0.10) 09/01/2004 7,456 233 233 0 25 25 12-13 9-16 5,000 88,975 0.53 09/02/2004 8,070 613 613 0 25 25 18-7 19-6 5,000 89,676 1.34 09/03/2004 8,196 126 126 0 25 25 22-3 12-13 5,000 90,562 (0.38) 09/07/2004 7,720 (476) 0 (476) 25 25 9-16 9-16 5,000 93,142 0.40 09/08/2004 7,525 (194) 0 (194) 25 25 15-10 10-15 5,000 93,723 (0.62) 09/09/2004 7,927 401 401 0 25 25 6-19 13-11 5,000 93,315 (0.06) 09/10/2004 7,861 (66) 0 (66) 25 25 13-12 15-10 5,000 92,979 1.23 09/13/2004 8,586 725 725 0 25 25 21-4 20-5 5,000 94,277 0.78 09/14/2004 8,388 (198) 0 (198) 25 25 18-7 8-17 5,000 94,860 0.19 09/15/2004 8,623 234 234 0 25 25 9-16 13-11 5,000 94,798 (1.09) 09/16/2004 8,534 (88) 0 (88) 25 25 3-22 13-11 5,000 93,863 0.21 09/17/2004 8,597 62 62 0 25 25 10-15 13-12 5,000 94,598 0.04 09/20/2004 8,591 (5) 0 (5) 25 25 14-11 10-14 5,000 94,251 (0.06) 09/21/2004 8,070 (521) 0 (521) 25 25 11-14 10-15 5,000 94,509 0.51 09/22/2004 7,770 (299) 0 (299) 25 25 20-5 10-15 5,000 94,758 (1.39) 09/23/2004 7,675 (94) 0 (94) 25 25 5-20 16-8 5,000 93,295 (0.08) 09/24/2004 7,842 167 167 0 25 25 9-16 11-12 5,000 93,292 0.62 09/27/2004 7,858 16 16 0 25 25 14-11 14-11 5,000 93,660 (0.34) 09/28/2004 8,063 204 204 0 25 25 7-18 13-12 5,000 93,628 0.04 09/29/2004 8,280 216 216 0 25 25 13-12 14-11 5,000 93,686 1.49 09/30/2004 8,174 (105) 0 (105) 25 25 22-3 11-14 5,000 94,917 0.25 10/01/2004 7,795 (379) 0 (379) 25 25 12-13 11-14 5,000 95,796 1.38 10/04/2004 7,190 (604) 0 (604) 25 25 20-5 11-14 5,000 97,331 (0.22) 10/05/2004 7,054 (135) 0 (135) 25 25 13-12 13-10 5,000 93,019 0.29 10/06/2004 7,669 614 614 0 25 25 15-10 16-9 5,000 93,148 1.09 10/07/2004 7,315 (354) 0 (354) 25 25 18-7 8-17 5,000 93,800 (0.89) 10/08/2004 8,193 877 877 0 25 25 5-20 19-6 5,000 92,671 (1.65) 10/11/2004 7,663 (529) 0 (529) 25 25 1-24 10-15 5,000 91,372 0.61 10/12/2004 8,090 426 426 0 25 25 16-9 13-12 5,000 91,289 0.78 10/13/2004 8,065 (24) 0 (24) 25 25 14-11 13-12 5,000 93,019 (1.17) 10/14/2004 8,653 587 587 0 25 25 8-17 17-8 5,000 91,892 (0.45) 10/15/2004 8,600 (53) 0 (53) 25 25 8-17 15-10 5,000 91,581 (0.18) 10/18/2004 8,112 (487) 0 (487) 25 25 10-15 10-15 5,000 91,210 1.91 10/19/2004 6,854 (1,258) 0 (1,258) 25 25 21-4 6-19 5,000 93,252 (1.82) 10/20/2004 6,291 (563) 0 (563) 25 25 2-23 9-16 5,000 90,870 1.05 10/21/2004 6,252 (39) 0 (39) 25 25 18-7 16-9 5,000 92,069 1.56 10/22/2004 4,995 (1,256) 0 (1,256) 25 25 19-6 7-18 5,000 93,393 (2.11) 10/25/2004 4,834 (161) 0 (161) 25 25 5-20 11-14 5,000 91,197 0.24 10/26/2004 4,760 (74) 0 (74) 25 25 13-12 13-12 5,000 91,229 0.73 10/27/2004 5,630 870 870 0 25 25 17-8 17-8 5,000 92,448 3.23 10/28/2004 5,964 333 333 0 25 25 23-2 18-7 5,000 95,124 0.72 10/29/2004 6,168 204 204 0 25 25 18-7 13-12 5,000 95,517 0.44 11/01/2004 6,377 208 208 0 25 25 16-9 14-10 5,000 96,059 0.51 11/02/2004 6,899 521 521 0 25 25 13-12 15-10 5,000 114,251 0.26 11/03/2004 5,611 (1,287) 0 (1,287) 25 25 13-12 10-15 5,000 116,156 (0.47) 11/04/2004 5,729 117 117 0 25 25 10-15 14-11 5,000 114,622 1.45 11/05/2004 4,652 (1,076) 0 (1,076) 25 25 19-6 13-12 5,000 117,109 (0.14) 11/08/2004 4,745 93 93 0 25 25 13-12 12-12 5,000 117,229 (0.55) 11/09/2004 4,685 (60) 0 (60) 25 25 9-16 14-11 5,000 116,356 (0.03) 11/10/2004 5,484 799 799 0 25 25 12-13 15-10 5,000 116,451 0.17 11/11/2004 4,855 (629) 0 (629) 25 25 12-13 14-11 5,000 117,588 1.34 11/12/2004 6,369 1,513 1,513 0 25 25 23-2 17-8 5,000 119,277 1.00 11/15/2004 6,634 265 265 0 25 25 17-8 15-10 5,000 120,454 0.09 11/16/2004 7,067 433 433 0 25 25 11-14 17-8 5,000 119,914 (0.40) 11/17/2004 6,755 (312) 0 (312) 25 25 7-18 11-14 5,000 120,964 0.66 11/18/2004 6,973 218 218 0 25 25 17-8 14-10 5,000 121,369 0.81 11/19/2004 6,823 (149) 0 (149) 25 25 18-7 7-18 5,000 121,688 (1.48) 11/22/2004 6,133 (690) 0 (690) 25 25 0-25 6-18 5,000 120,351 0.95 11/23/2004 5,662 (470) 0 (470) 25 25 18-7 10-15 5,000 121,303 (0.05) 11/24/2004 5,953 290 290 0 25 25 9-16 13-12 5,000 122,557 0.64 11/26/2004 6,102 149 149 0 25 25 19-6 14-11 5,000 123,257 (0.13) 11/29/2004 6,560 458 458 0 25 25 10-15 19-6 5,000 123,822 (0.70) 11/30/2004 6,789 228 228 0 25 25 8-17 14-11 5,000 114,482 (0.08) 12/01/2004 6,460 (328) 0 (328) 25 25 11-14 10-15 5,000 114,395 1.48 12/02/2004 6,231 (229) 0 (229) 25 25 22-3 12-13 5,000 116,087 (0.02) 12/03/2004 6,348 117 117 0 25 25 11-14 12-13 5,000 115,715 (0.12) 12/06/2004 5,839 (509) 0 (509) 25 25 8-17 10-14 5,000 115,607 0.20 12/07/2004 6,221 382 382 0 25 25 12-13 14-11 5,000 116,073 (1.82) 12/08/2004 5,585 (635) 0 (635) 25 25 3-22 9-16 5,000 114,004 0.78 12/09/2004 5,948 362 362 0 25 25 19-6 14-11 5,000 114,400 1.28 12/10/2004 6,618 669 669 0 25 25 20-5 16-9 5,000 115,214 0.73 12/13/2004 6,822 204 204 0 25 25 15-10 12-13 5,000 116,183 0.35 12/14/2004 6,903 81 81 0 25 25 14-11 11-14 5,000 116,909 0.71 12/15/2004 6,312 (590) 0 (590) 25 25 18-7 10-15 5,000 117,651 (0.18) 12/16/2004 7,002 689 689 0 25 25 11-14 17-8 5,000 117,301 (0.85) 12/17/2004 6,746 (255) 0 (255) 25 25 7-18 10-15 5,000 116,550 (0.15) 12/20/2004 7,249 502 502 0 25 25 10-15 16-9 5,000 116,486 (0.42) 12/21/2004 6,507 (741) 0 (741) 25 25 9-16 11-14 5,000 116,335 0.97 12/22/2004 7,711 1,204 1,204 0 25 25 19-6 16-9 5,000 117,127 1.04 12/23/2004 7,963 251 251 0 25 25 20-5 15-9 5,000 118,323 0.31 12/27/2004 7,642 (321) 0 (321) 25 25 16-9 9-16 5,000 119,216 (0.74) 12/28/2004 6,260 (1,382) 0 (1,382) 25 25 3-22 3-22 5,000 110,583 1.42 12/29/2004 6,779 518 518 0 25 25 25-0 19-6 5,000 111,968 0.57 12/30/2004 6,659 (119) 0 (119) 25 25 19-6 14-10 5,000 112,596 (0.26) 12/31/2004 6,903 244 244 0 25 25 8-17 14-10 5,000 112,200 (0.23) 01/03/2005 7,265 362 362 0 25 25 8-17 15-10 5,000 112,200 (1.73) 01/04/2005 9,515 2,250 2,250 0 25 25 2-23 22-3 5,000 111,196 (2.34) 01/05/2005 10,218 703 703 0 25 25 1-24 16-9 5,000 108,392 (0.46) 01/06/2005 10,765 546 546 0 25 25 8-17 18-7 5,000 108,099 (0.57) 01/07/2005 11,008 242 242 0 25 25 7-18 15-10 5,000 107,846 (0.48) 01/10/2005 10,599 (409) 0 (409) 25 25 7-18 8-17 5,000 107,200 0.57 01/11/2005 10,862 263 263 0 25 25 20-5 13-10 5,000 107,375 0.13 01/12/2005 10,478 (384) 0 (384) 25 25 14-11 11-14 5,000 107,982 0.10 01/13/2005 9,762 (716) 0 (716) 25 25 16-9 9-15 5,000 108,147 (1.30) 01/14/2005 8,755 (1,007) 0 (1,007) 25 25 2-23 4-21 5,000 106,905 0.92 01/18/2005 9,679 924 924 0 25 25 21-4 20-5 5,000 107,534 1.50 01/19/2005 8,735 (943) 0 (943) 25 25 22-3 6-19 5,000 109,111 (1.44) 01/20/2005 9,446 710 710 0 25 25 3-22 14-10 5,000 107,832 (0.57) 01/21/2005 9,762 315 315 0 25 25 7-18 16-9 5,000 107,055 (1.00) 01/24/2005 11,740 1,977 1,977 0 25 25 4-21 19-6 5,000 106,133 (1.70) 01/25/2005 11,327 (413) 0 (413) 25 25 4-21 12-13 5,000 104,647 0.31 01/26/2005 12,067 740 740 0 25 25 15-10 14-11 5,000 110,268 0.87 01/27/2005 12,103 35 35 0 25 25 16-9 12-13 5,000 111,213 (0.02) 01/28/2005 12,450 346 346 0 25 25 11-14 13-12 5,000 111,367 (0.76) 01/31/2005 11,822 (627) 0 (627) 25 25 7-18 11-14 5,000 111,880 0.85 02/01/2005 11,463 (358) 0 (358) 25 25 19-6 12-13 5,000 113,020 0.39 02/02/2005 11,302 (161) 0 (161) 25 25 14-11 11-14 5,000 113,986 0.46 02/03/2005 12,457 1,154 1,154 0 25 25 14-11 18-7 5,000 114,351 0.21 02/04/2005 11,389 (1,067) 0 (1,067) 25 25 9-16 7-18 5,000 114,701 1.79 02/07/2005 10,869 (519) 0 (519) 25 25 23-2 10-15 5,000 117,023 (0.49) 02/08/2005 11,103 234 234 0 25 25 10-15 16-9 5,000 116,309 (0.31) 02/09/2005 10,929 (173) 0 (173) 25 25 11-14 12-13 5,000 116,334 (1.87) 02/10/2005 11,824 894 894 0 25 25 2-23 18-6 5,000 114,480 (0.80) 02/11/2005 10,440 (1,384) 0 (1,384) 25 25 5-20 5-20 5,000 113,659 1.93 02/14/2005 10,735 294 294 0 25 25 21-4 14-11 5,000 115,825 0.27 02/15/2005 10,459 (275) 0 (275) 25 25 12-13 12-13 5,000 115,617 0.21 02/16/2005 10,367 (92) 0 (92) 25 25 17-8 11-13 5,000 115,637 0.33 02/17/2005 10,186 (180) 0 (180) 25 25 16-9 9-16 5,000 115,710 (1.64) 02/18/2005 10,892 705 705 0 25 25 0-25 14-11 5,000 114,071 (0.57) 02/22/2005 11,565 673 673 0 25 25 11-14 14-11 5,000 112,580 (0.95) 02/23/2005 11,446 (119) 0 (119) 25 25 8-17 10-14 5,000 111,823 (0.60) 02/24/2005 10,806 (640) 0 (640) 25 25 10-15 9-16 5,000 120,958 1.60 02/25/2005 10,842 36 36 0 25 25 22-3 16-9 5,000 122,918 0.10 02/28/2005 9,996 (846) 0 (846) 25 25 13-12 6-19 5,000 123,284 (0.49) 03/01/2005 10,479 483 483 0 25 25 10-15 15-10 5,000 123,088 0.73 03/02/2005 10,859 379 379 0 25 25 18-7 12-11 5,000 123,717 0.72 03/03/2005 10,396 (463) 0 (463) 25 25 17-8 10-15 5,000 125,163 (1.15) 03/04/2005 10,074 (322) 0 (322) 25 25 2-23 13-12 5,000 124,769 0.18 03/07/2005 10,969 895 895 0 25 25 14-11 16-9 5,000 125,352 1.29 03/08/2005 10,002 (967) 0 (967) 25 25 21-4 5-20 5,000 126,879 (0.52) 03/09/2005 10,341 339 339 0 25 25 5-20 16-9 5,000 126,048 (0.17) 03/10/2005 10,586 245 245 0 25 25 8-17 15-9 5,000 125,813 (0.23) 03/11/2005 11,626 1,040 1,040 0 25 25 7-18 16-7 5,000 126,327 (0.88) 03/14/2005 10,686 (939) 0 (939) 25 25 4-21 10-15 5,000 126,317 0.87 03/15/2005 9,986 (700) 0 (700) 25 25 17-8 11-14 5,000 128,095 (1.45) 03/16/2005 10,029 43 43 0 25 25 3-22 18-6 5,000 127,372 (0.63) 03/17/2005 9,495 (534) 0 (534) 25 25 3-22 11-14 5,000 125,843 0.50 03/18/2005 10,112 616 616 0 25 25 15-10 13-10 5,000 126,810 0.28 03/21/2005 9,493 (619) 0 (619) 25 25 15-10 11-14 5,000 127,145 (0.51) 03/22/2005 10,521 1,027 1,027 0 25 25 5-20 18-7 5,000 126,001 (1.36) 03/23/2005 10,836 314 314 0 25 25 4-21 13-12 5,000 123,898 0.43 Optimization Summaries [04/21/2003] Symbols: ESRX(1023.90) GRMN(626.10) AMZN(570.00) ERTS(401.50) YHOO(398.85) NVLS(382.60) SYMC(376.75) NXTL(352.00) NTLI(351.10) BRCM(342.10) SEBL(269.70) MSFT(264.40) SNDK(263.45) FISV(261.10) EBAY(249.75) LLTC(247.70) QCOM(226.00) CTSH(213.06) FLEX(203.30) AMAT(177.23) KLAC(157.10) ISIL(144.50) SNPS(125.50) RIMM(124.50) SANM(109.69) [05/19/2003] Symbols: ESRX(1493.90) NTLI(814.10) BRCM(808.00) KLAC(748.10) GRMN(549.10) CHIR(546.00) LRCX(481.69) NVLS(477.00) KMRT(465.00) FISV(447.10) SNDK(420.00) MLNM(400.10) QLGC(390.30) NXTL(371.10) IACI(369.00) CDWC(343.70) AMAT(331.24) IVGN(331.00) SIAL(299.10) INTC(293.10) PDCO(273.45) MRVL(270.55) QCOM(250.00) MXIM(235.30) CHKP(227.00) [06/16/2003] Symbols: KMRT(1488.30) NTLI(948.10) QLGC(904.30) ESRX(886.90) IVGN(874.10) GRMN(783.90) CHIR(742.60) CHKP(452.00) GILD(421.50) ISIL(418.50) MLNM(416.10) SNPS(415.70) MERQ(396.40) PETM(383.10) MCHP(382.90) XMSR(372.60) SNDK(363.50) FISV(351.00) MRVL(330.55) CTSH(324.10) CMVT(316.10) LRCX(303.99) GENZ(276.00) LLTC(258.10) SPLS(209.10) [07/14/2003] Symbols: NTLI(1292.20) KMRT(1026.40) IVGN(1002.40) BIIB(911.00) PIXR(800.40) ADBE(691.00) GILD(625.50) CECO(559.05) YHOO(487.25) PETM(463.20) CHKP(455.00) MRVL(438.50) MCHP(427.60) ALTR(404.70) CTSH(368.50) SNPS(339.25) QLGC(322.10) MERQ(273.00) MLNM(233.10) CHIR(197.60) BMET(196.00) GENZ(194.70) NVLS(182.70) FAST(178.90) DLTR(177.20) [08/11/2003] Symbols: IVGN(1243.15) NTLI(1232.10) BIIB(835.50) PIXR(689.20) CECO(613.60) VRSN(509.00) MLNM(475.00) LAMR(437.50) YHOO(412.49) PETM(400.10) MERQ(376.10) SBUX(372.90) NVLS(367.60) ALTR(362.10) INTU(319.88) CDWC(307.15) ADBE(304.10) MRVL(301.80) AMZN(289.02) NTAP(271.10) CHIR(252.20) LNCR(245.00) FLEX(241.80) ORCL(238.60) EBAY(207.88) [09/08/2003] Symbols: GRMN(1784.90) CHIR(1013.20) CDWC(960.15) MERQ(821.00) IVGN(814.85) VRTS(724.50) LAMR(694.10) ISIL(639.57) LRCX(616.20) VRSN(544.00) MLNM(496.00) NTLI(481.20) NTAP(440.20) COST(427.10) CMVT(413.90) PIXR(410.50) IACI(397.90) DLTR(385.70) EBAY(360.98) MRVL(329.85) MSFT(325.02) ADBE(295.00) SPLS(279.11) XLNX(226.10) PDCO(224.77) [10/06/2003] Symbols: NTLI(1678.20) PIXR(1231.70) GRMN(1042.00) SNDK(756.10) FAST(725.44) LAMR(691.00) VRTS(518.40) MLNM(469.00) SNPS(459.48) NXTL(408.10) DLTR(327.25) VRSN(301.88) MRVL(275.00) LRCX(274.10) CHIR(261.00) RIMM(257.25) SPLS(238.70) CHKP(238.10) NTAP(237.80) QCOM(227.50) SYMC(221.75) ESRX(208.60) BMET(169.00) CDWC(165.00) ERICY(158.60) [11/03/2003] Symbols: CECO(1019.10) GRMN(985.80) NTLI(832.00) MEDI(638.76) SNDK(602.60) FAST(494.44) LAMR(395.00) PIXR(270.71) MCHP(266.32) WYNN(232.30) MLNM(190.00) SNPS(154.50) PETM(143.10) VRTS(122.30) CTSH(90.45) RIMM(64.40) EBAY(63.00) ERICY(59.60) JNPR(55.20) CTXS(36.00) ESRX(34.60) NXTL(33.90) SUNW(8.70) [Only 31558912 had trades] [12/01/2003] Symbols: CECO(1834.00) NTLI(1114.00) EXPD(853.50) BBBY(776.40) CDWC(663.00) LAMR(618.50) APOL(602.00) WYNN(591.30) EBAY(501.75) PETM(386.00) IACI(380.00) AMZN(366.10) BIIB(351.52) KMRT(325.90) BMET(311.90) SNDK(303.05) PCAR(259.16) MCHP(236.62) YHOO(217.30) APCC(203.50) VRTS(176.90) CTXS(140.00) ISIL(112.50) ADBE(106.00) PIXR(102.71) [12/29/2003] Symbols: NTLI(2158.90) AMZN(1496.20) BBBY(1113.00) KMRT(742.80) ESRX(672.00) SNDK(649.80) EXPD(585.38) YHOO(537.20) PIXR(513.00) KLAC(509.40) DLTR(502.00) CDWC(489.45) INTC(480.00) XMSR(431.00) LAMR(409.50) PCAR(382.57) APOL(309.00) BMET(299.20) CMVT(291.60) RIMM(281.00) ISIL(262.50) IACI(259.60) NTAP(252.30) CTXS(247.00) EBAY(239.25) [01/26/2004] Symbols: AMZN(1472.00) IVGN(1427.00) RIMM(1253.00) NTLI(1238.90) SNDK(584.25) ESRX(582.00) CDWC(571.95) CTAS(481.80) MXIM(459.90) PDCO(440.97) ISIL(406.90) KLAC(400.40) DLTR(379.00) PIXR(375.00) INTC(356.00) JNPR(347.80) GILD(345.45) BIIB(336.00) MERQ(321.00) AMGN(301.10) YHOO(292.53) BBBY(289.90) CHIR(237.00) ATYT(209.90) COST(209.00) [02/23/2004] Symbols: RIMM(1593.55) WFMI(1351.50) IVGN(1319.00) NTLI(1154.00) KLAC(884.00) MERQ(649.50) GRMN(611.80) PCAR(601.43) AMZN(590.90) BRCM(580.00) BIIB(574.00) SNDK(563.05) LRCX(478.90) GILD(460.50) ERICY(450.09) TLAB(446.50) MXIM(434.70) CHIR(417.00) IACI(403.00) PAYX(402.20) CMCSA(401.40) NXTL(381.00) DISH(369.00) WYNN(288.00) CECO(276.00) [03/22/2004] Symbols: WFMI(933.50) IACI(797.90) SNDK(791.05) APOL(602.58) RIMM(588.55) ERTS(576.88) IVGN(530.00) BRCM(519.00) WYNN(507.00) PAYX(491.50) YHOO(487.65) NTLI(468.00) ESRX(459.10) XMSR(456.00) BIIB(428.00) GRMN(420.00) EXPD(387.00) CTXS(386.68) COST(353.00) PETM(320.10) CMVT(314.00) KMRT(291.00) GILD(287.00) TLAB(274.00) PIXR(268.00) [04/19/2004] Symbols: KMRT(1662.00) IVGN(1533.00) ESRX(955.10) NTLI(781.00) IACI(732.90) PETM(692.00) EXPD(508.00) YHOO(438.50) CECO(411.10) PIXR(402.00) APOL(377.58) JNPR(361.96) MRVL(349.08) SPLS(335.00) ADSK(315.00) SNPS(288.00) BRCM(288.00) CHKP(285.00) TEVA(275.50) DLTR(257.90) CTSH(254.00) CTXS(248.00) CMVT(217.00) ERTS(203.00) GILD(194.00) [05/17/2004] Symbols: IVGN(1966.00) NTLI(1935.00) KMRT(1249.00) TEVA(787.50) PCAR(730.00) MERQ(697.00) MCHP(613.64) CDWC(553.00) ALTR(439.00) CTSH(434.00) MLNM(429.90) BRCM(428.50) VRTS(421.00) CSCO(401.00) INTC(376.65) IACI(348.00) SPLS(332.24) EXPD(330.00) ERTS(327.00) CTXS(319.00) CMVT(310.00) LLTC(302.10) CHKP(300.18) CHRW(285.00) BBBY(285.00) [06/14/2004] Symbols: AMZN(1571.79) NTLI(1488.00) CDWC(1279.00) WFMI(900.00) PCAR(865.00) FISV(636.00) INTU(598.00) ERTS(595.00) EBAY(510.17) ISIL(469.00) TEVA(447.75) MERQ(433.00) MLNM(429.90) INTC(393.55) LRCX(377.00) NTAP(376.80) VRTS(355.50) YHOO(351.58) DISH(337.04) PDCO(327.50) BMET(275.00) MCHP(261.64) AMAT(258.90) BBBY(253.00) CHRW(249.00) [07/12/2004] Symbols: WFMI(1433.00) AMZN(744.73) WYNN(720.00) ADSK(659.50) PCAR(545.00) CDWC(536.00) NTLI(534.00) QLGC(491.00) MERQ(475.10) INTU(452.10) KMRT(432.00) YHOO(413.08) ROST(413.00) CTAS(395.00) DISH(378.04) NVLS(305.54) PETM(277.00) AMGN(239.99) FLEX(231.73) XMSR(216.50) LNCR(216.00) MLNM(206.00) ISIL(202.10) SIAL(191.00) ORCL(149.00) [08/09/2004] Symbols: KMRT(2273.00) MERQ(1160.10) WFMI(811.00) NTLI(773.00) DISH(608.00) CTAS(599.00) PAYX(471.00) LNCR(376.00) XMSR(342.50) WYNN(326.00) INTC(300.10) BBBY(230.00) ADSK(203.00) LAMR(195.00) ORCL(118.00) XLNX(104.10) PETM(87.00) ADBE(84.00) VRSN(81.00) PIXR(78.00) TEVA(64.50) APCC(43.00) DLTR(38.50) FISV(29.00) VRTS(27.10) [09/06/2004] Symbols: MERQ(1069.00) NTLI(953.00) BMET(738.00) CTAS(700.00) DISH(499.00) CECO(478.00) ESRX(464.90) BBBY(415.00) PAYX(373.00) SPLS(302.00) CHRW(296.00) PCAR(278.00) SBUX(277.80) TEVA(257.00) APCC(210.80) DLTR(201.50) SSCC(191.00) XMSR(189.00) INTC(141.20) WYNN(137.00) FISV(129.00) FLEX(124.00) AAPL(115.95) APOL(103.50) ADBE(103.10) [10/04/2004] Symbols: CECO(1099.00) NTLI(776.00) MERQ(541.60) ERTS(494.47) NTAP(487.00) PCAR(479.00) FISV(448.00) EBAY(435.95) GRMN(406.00) SSCC(402.00) QCOM(391.95) IVGN(388.00) MCHP(382.00) APCC(350.80) MRVL(349.40) AAPL(346.75) BMET(325.00) ESRX(288.70) XLNX(275.90) SYMC(274.00) SPLS(272.00) YHOO(269.50) FLEX(259.00) QLGC(250.00) INTU(224.60) [11/01/2004] Symbols: CHIR(1166.40) PCAR(986.00) CDWC(908.00) FISV(727.00) ADBE(550.50) QCOM(527.45) PETM(477.00) AMGN(463.00) LBTYA(453.00) BIIB(447.60) AAPL(440.25) LNCR(438.00) ERTS(416.16) SBUX(403.00) IACI(396.50) APCC(388.00) CECO(384.50) SSCC(380.00) RIMM(378.50) IVGN(349.00) XLNX(342.90) CMCSA(319.00) WFMI(310.00) KMRT(300.00) MEDI(270.00) [11/29/2004] Symbols: PCAR(1589.00) CHIR(1455.90) WFMI(1072.50) KMRT(929.50) CDWC(869.00) CECO(820.00) ERTS(716.19) AMGN(700.00) LBTYA(671.00) DELL(479.00) FISV(425.10) TEVA(394.50) IACI(380.20) ADBE(374.00) APCC(328.00) CMCSA(322.00) DISH(304.90) GRMN(283.00) ADSK(277.25) SSCC(234.00) CHRW(211.00) XLNX(202.00) CTAS(190.20) MLNM(190.00) GENZ(181.00) [12/27/2004] Symbols: KMRT(1928.00) ERTS(1802.40) CECO(1078.00) ESRX(960.00) ADBE(710.10) TEVA(616.00) LBTYA(499.00) IVGN(439.90) CTXS(354.50) GILD(350.00) PCAR(308.00) CTAS(284.20) LAMR(278.50) BMET(274.00) BIIB(273.50) APCC(262.90) MOLXE(245.50) FLEX(245.10) BRCM(213.10) ADSK(202.75) PDCO(200.00) CMVT(172.50) DELL(169.00) CHIR(168.50) SNPS(167.40) [01/25/2005] Symbols: KMRT(2161.50) ERTS(1532.00) CECO(1119.93) ADBE(881.10) CTSH(761.00) PCAR(751.00) XMSR(559.50) ADSK(515.50) MERQ(512.90) NTLI(502.99) VRTS(502.00) MXIM(498.10) GILD(488.50) TEVA(481.00) CTAS(479.00) SBUX(476.80) PDCO(378.00) MOLXE(376.50) SYMC(369.90) CMCSA(353.60) GRMN(343.00) RIMM(340.00) ERICY(334.50) QCOM(320.10) LAMR(308.50) [02/23/2005] Symbols: KMRT(2430.00) MERQ(1320.90) WFMI(1115.10) NTLI(1090.00) WYNN(1075.00) RIMM(884.00) ADBE(795.00) CECO(623.43) PCAR(582.00) ADSK(534.50) JNPR(509.50) COST(483.10) AMZN(464.00) GENZ(443.00) BBBY(430.00) CTSH(419.00) SBUX(389.50) CMCSA(381.00) GRMN(373.00) GILD(334.00) VRTS(334.00) NTAP(327.50) ERTS(325.00) SSCC(323.00) TEVA(322.00) [03/23/2005] Symbols: KMRT(1989.00) ESRX(957.90) ADBE(723.00) EBAY(669.50) CHRW(497.00) TEVA(479.00) DLTR(468.52) LBTYA(440.00) AAPL(389.90) AMZN(361.10) MERQ(322.00) BBBY(299.00) BRCM(290.50) COST(288.00) VRSN(258.60) WFMI(217.00) CTSH(211.00) PETM(167.00) ROST(164.50) PCAR(156.00) RIMM(122.00) NTLI(108.00) LVLT(99.00) JDSU(78.30) DISH(69.00)