Realization Report: Vanilla Opt Period 40 Real Period 20 485 Days [04/22/2003 - 03/23/2005] Total Net Profit: $7,707.49 Avg Net Profit/Day: $15.89 Total Net Prof Long: $13,062.86 Avg Net Prof Long/Day: $26.93 Total Net Prof Short: $(5,355.37) Avg Net Prof Shrt/Day: $(11.04) Total Trades: 4,850 T Avg Trades/Day: 10.00 T Total Long Trades: 2,474 T Avg Long Trades/Day: 5.10 T Total Short Trades: 2,376 T Avg Short Trades/Day: 4.90 T Total Shares Traded: 970,000 S Avg Shares/Day: 2,000.00 S Total Capital Traded: $22,277,119.95 Avg Cap Traded/Day: $45,932.21 Capital Required: $70,178.00 [Max Invested At Any One Time] Avg Capital Req/Day: $45,932.21 Best Day: $1,280.00 [01/24/2005] Worst Day: $(1,811.40) [12/03/2003] Max Fav. Exc. Daily: $1,280.00 [01/24/2005] Max Adv. Exc. Daily: $(1,811.40) [12/03/2003] Per Trade [4,850 Trades( )] Per Share [970,000 Shares] Avg Profit/Trade: $1.589 Avg Profit/Share: $0.0079 Avg Shares/Trade: 200.00 S Avg Price/Share: $45.93 Avg Profit/Long: $5.280 Avg Profit/Long: $0.0264 Avg Profit/Short: $(2.254) Avg Profit/Short: $(0.0113) Avg Price/Trade: $4,593.22 Positions: 4,850 Avg Profit/Position: $1.5892 Miscellaneous Stats Winning Days: 251 D Losing Days: 234 D Avg Net/Winning Day: $274.55 Avg Net/Losing Day: $(261.55) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 04/22/2003 219 219 219 0 10 10 7-3 6-4 2,000 24,311 3.15 04/23/2003 310 90 90 0 10 10 9-1 3-7 2,000 25,238 1.28 04/24/2003 507 197 197 0 10 10 4-6 5-5 2,000 25,185 2.76 04/25/2003 296 (211) 0 (211) 10 10 5-5 4-6 2,000 25,666 (1.52) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 04/28/2003 513 216 216 0 10 10 3-7 5-5 2,000 25,387 0.95 04/29/2003 753 239 239 0 10 10 8-2 5-5 2,000 25,651 1.08 04/30/2003 901 148 148 0 10 10 7-3 5-5 2,000 25,922 (0.11) 05/01/2003 842 (59) 0 (59) 10 10 4-6 5-5 2,000 26,019 0.99 05/02/2003 1,064 221 221 0 10 10 5-5 5-5 2,000 26,196 3.85 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/05/2003 1,203 138 138 0 10 10 10-0 6-3 2,000 27,343 0.31 05/06/2003 1,229 25 25 0 10 10 6-4 4-6 2,000 27,450 1.30 05/07/2003 1,284 55 55 0 10 10 8-2 6-4 2,000 27,659 (0.75) 05/08/2003 1,349 65 65 0 10 10 4-6 3-6 2,000 27,213 (0.26) 05/09/2003 1,274 (75) 0 (75) 10 10 5-5 3-7 2,000 27,259 0.63 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/12/2003 1,609 335 335 0 10 10 6-4 6-4 2,000 27,476 2.49 05/13/2003 1,873 263 263 0 10 10 10-0 7-3 2,000 27,965 1.16 05/14/2003 1,678 (195) 0 (195) 10 10 7-3 3-7 2,000 28,353 0.23 05/15/2003 1,901 222 222 0 10 10 4-6 8-2 2,000 28,607 0.45 05/16/2003 2,008 107 107 0 10 10 6-4 4-6 2,000 28,686 0.72 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/19/2003 1,787 (221) 0 (221) 10 10 6-4 5-5 2,000 28,578 (2.90) 05/20/2003 1,810 22 22 0 10 10 0-10 5-5 2,000 31,840 (0.15) 05/21/2003 1,486 (323) 0 (323) 10 10 5-5 2-8 2,000 31,594 0.78 05/22/2003 1,470 (16) 0 (16) 10 10 5-5 4-6 2,000 32,079 2.50 05/23/2003 1,556 86 86 0 10 10 9-1 6-4 2,000 32,813 0.52 05/27/2003 1,728 172 172 0 10 10 7-3 6-4 2,000 32,828 4.68 05/28/2003 1,498 (229) 0 (229) 10 10 9-1 4-6 2,000 34,329 0.10 05/29/2003 1,851 352 352 0 10 10 5-5 7-3 2,000 34,188 1.63 05/30/2003 2,164 312 312 0 10 10 6-4 6-4 2,000 34,691 3.26 06/02/2003 1,682 (481) 0 (481) 10 10 10-0 1-9 2,000 36,065 (0.89) 06/03/2003 1,219 (462) 0 (462) 10 10 1-9 3-7 2,000 35,627 1.44 06/04/2003 2,048 828 828 0 10 10 8-2 8-2 2,000 36,180 3.19 06/05/2003 3,084 1,035 1,035 0 10 10 10-0 10-0 2,000 37,058 2.93 06/06/2003 2,498 (586) 0 (586) 10 10 10-0 2-8 2,000 38,652 (1.57) 06/09/2003 2,904 405 405 0 10 10 2-8 7-3 2,000 38,258 (0.75) 06/10/2003 2,779 (124) 0 (124) 10 10 3-7 2-8 2,000 37,677 1.62 06/11/2003 3,536 757 757 0 10 10 9-1 9-1 2,000 38,003 1.25 06/12/2003 3,377 (158) 0 (158) 10 10 8-2 5-5 2,000 38,671 (0.12) 06/13/2003 3,375 (2) 0 (2) 10 10 5-5 4-6 2,000 38,578 (2.36) 06/16/2003 3,089 (286) 0 (286) 10 10 1-9 2-8 2,000 37,900 3.99 06/17/2003 2,986 (102) 0 (102) 10 10 8-2 3-7 2,000 38,665 0.12 06/18/2003 3,179 193 193 0 10 10 3-7 6-4 2,000 38,545 0.08 06/19/2003 3,923 743 743 0 10 10 5-5 6-3 2,000 38,407 (2.25) 06/20/2003 3,977 53 53 0 10 10 1-9 5-5 2,000 37,114 0.93 06/23/2003 3,877 (100) 0 (100) 10 10 6-4 6-4 2,000 37,426 (2.80) 06/24/2003 3,529 (347) 0 (347) 10 10 2-8 3-7 2,000 36,285 0.10 06/25/2003 3,619 89 89 0 10 10 5-5 6-4 2,000 36,358 0.56 06/26/2003 3,334 (285) 0 (285) 10 10 5-5 4-6 2,000 36,312 2.87 06/27/2003 3,111 (222) 0 (222) 10 10 9-1 4-6 2,000 37,453 (0.01) 06/30/2003 3,108 (3) 0 (3) 10 10 5-5 4-6 2,000 37,455 0.12 07/01/2003 2,591 (516) 0 (516) 10 10 3-7 1-9 2,000 37,076 0.27 07/02/2003 3,106 514 514 0 10 10 6-4 6-3 2,000 37,334 3.58 07/03/2003 3,007 (98) 0 (98) 10 10 9-1 4-6 2,000 38,407 0.28 07/07/2003 3,088 81 81 0 10 10 5-5 6-4 2,000 38,738 2.08 07/08/2003 3,197 109 109 0 10 10 7-3 5-5 2,000 39,460 1.40 07/09/2003 3,285 87 87 0 10 10 8-2 4-5 2,000 40,112 0.79 07/10/2003 3,091 (194) 0 (194) 10 10 6-4 5-5 2,000 40,348 (1.49) 07/11/2003 2,818 (272) 0 (272) 10 10 1-9 3-7 2,000 39,931 0.47 07/14/2003 2,920 102 102 0 10 10 8-2 4-6 2,000 40,772 0.91 07/15/2003 2,750 (170) 0 (170) 10 10 6-4 4-6 2,000 36,249 (0.38) 07/16/2003 2,922 171 171 0 10 10 4-6 4-6 2,000 36,137 (1.39) 07/17/2003 3,343 421 421 0 10 10 2-8 8-2 2,000 35,445 (1.11) 07/18/2003 3,280 (62) 0 (62) 10 10 2-8 4-5 2,000 35,290 0.48 07/21/2003 3,143 (137) 0 (137) 10 10 5-5 4-6 2,000 35,763 (0.58) 07/22/2003 2,952 (191) 0 (191) 10 10 3-7 3-7 2,000 35,503 0.49 07/23/2003 2,995 43 43 0 10 10 6-4 4-6 2,000 36,025 0.29 07/24/2003 3,388 393 393 0 10 10 6-4 7-2 2,000 36,221 (0.27) 07/25/2003 2,959 (429) 0 (429) 10 10 4-6 2-8 2,000 36,347 0.64 07/28/2003 3,022 62 62 0 10 10 8-2 5-5 2,000 36,368 (0.43) 07/29/2003 3,252 230 230 0 10 10 5-5 7-3 2,000 36,235 (0.42) 07/30/2003 3,205 (47) 0 (47) 10 10 6-4 4-5 2,000 36,222 (0.85) 07/31/2003 3,162 (42) 0 (42) 10 10 3-7 6-2 2,000 36,204 0.24 08/01/2003 3,077 (85) 0 (85) 10 10 3-7 4-6 2,000 36,185 (0.69) 08/04/2003 3,168 91 91 0 10 10 3-7 6-4 2,000 35,925 0.66 08/05/2003 2,875 (293) 0 (293) 10 10 7-3 4-6 2,000 36,184 (2.18) 08/06/2003 3,428 552 552 0 10 10 1-9 10-0 2,000 35,319 (1.37) 08/07/2003 3,421 (6) 0 (6) 10 10 1-9 4-6 2,000 34,764 0.65 08/08/2003 3,524 103 103 0 10 10 7-3 8-2 2,000 34,658 0.73 08/11/2003 3,578 54 54 0 10 10 7-3 6-3 2,000 35,170 0.47 08/12/2003 4,083 504 504 0 10 10 9-1 8-2 2,000 31,939 2.35 08/13/2003 3,889 (193) 0 (193) 10 10 9-1 5-5 2,000 32,657 (0.75) 08/14/2003 3,877 (12) 0 (12) 10 10 4-6 5-5 2,000 32,459 (0.39) 08/15/2003 4,046 169 169 0 10 10 5-5 5-5 2,000 32,488 0.76 08/18/2003 3,894 (152) 0 (152) 10 10 6-4 5-5 2,000 32,796 2.08 08/19/2003 4,215 320 320 0 10 10 9-1 7-3 2,000 33,440 0.03 08/20/2003 4,346 131 131 0 10 10 6-4 6-4 2,000 33,368 0.95 08/21/2003 4,637 291 291 0 10 10 8-2 6-4 2,000 33,722 1.03 08/22/2003 4,231 (405) 0 (405) 10 10 8-2 3-7 2,000 34,456 (1.92) 08/25/2003 4,361 129 129 0 10 10 1-9 5-5 2,000 33,814 0.18 08/26/2003 4,349 (11) 0 (11) 10 10 6-4 5-5 2,000 33,656 0.94 08/27/2003 4,739 390 390 0 10 10 9-1 7-3 2,000 33,775 1.31 08/28/2003 4,914 174 174 0 10 10 8-2 7-3 2,000 34,277 2.32 08/29/2003 5,027 113 113 0 10 10 9-1 6-4 2,000 35,138 1.07 09/02/2003 4,919 (108) 0 (108) 10 10 7-3 7-3 2,000 35,297 2.28 09/03/2003 4,751 (167) 0 (167) 10 10 10-0 4-6 2,000 36,164 (0.85) 09/04/2003 4,863 112 112 0 10 10 4-6 4-6 2,000 36,040 1.25 09/05/2003 4,473 (390) 0 (390) 10 10 10-0 4-6 2,000 36,449 (0.38) 09/08/2003 4,314 (159) 0 (159) 10 10 4-6 6-4 2,000 36,080 2.17 09/09/2003 4,265 (48) 0 (48) 10 10 7-3 3-7 2,000 40,403 (0.62) 09/10/2003 4,641 376 376 0 10 10 2-8 8-2 2,000 39,855 (3.01) 09/11/2003 4,261 (379) 0 (379) 10 10 0-10 1-9 2,000 38,973 1.19 09/12/2003 4,710 449 449 0 10 10 9-1 5-5 2,000 38,877 1.28 09/15/2003 4,502 (208) 0 (208) 10 10 6-4 3-7 2,000 39,396 (0.38) 09/16/2003 3,768 (733) 0 (733) 10 10 3-7 3-7 2,000 39,244 3.17 09/17/2003 3,672 (95) 0 (95) 10 10 10-0 4-6 2,000 40,383 (0.38) 09/18/2003 3,847 174 174 0 10 10 4-6 5-5 2,000 40,268 1.33 09/19/2003 3,654 (193) 0 (193) 10 10 9-1 4-6 2,000 40,921 (0.88) 09/22/2003 3,988 333 333 0 10 10 3-7 7-3 2,000 40,108 (1.16) 09/23/2003 3,577 (410) 0 (410) 10 10 2-8 2-8 2,000 39,652 1.31 09/24/2003 2,681 (896) 0 (896) 10 10 8-2 2-8 2,000 39,985 (3.91) 09/25/2003 3,128 447 447 0 10 10 0-10 9-1 2,000 38,709 (1.47) 09/26/2003 3,596 468 468 0 10 10 1-9 8-2 2,000 38,253 (2.27) 09/29/2003 3,433 (162) 0 (162) 10 10 1-9 3-7 2,000 37,629 0.86 09/30/2003 3,247 (186) 0 (186) 10 10 8-2 3-7 2,000 37,711 (0.73) 10/01/2003 2,865 (382) 0 (382) 10 10 3-7 4-6 2,000 37,720 1.64 10/02/2003 3,118 253 253 0 10 10 9-1 7-3 2,000 38,332 1.13 10/03/2003 3,056 (62) 0 (62) 10 10 8-2 6-4 2,000 39,444 0.60 10/06/2003 3,165 108 108 0 10 10 8-2 7-3 2,000 39,671 0.24 10/07/2003 3,553 388 388 0 10 10 9-1 8-2 2,000 37,727 1.67 10/08/2003 3,169 (383) 0 (383) 10 10 9-1 2-8 2,000 38,402 (1.21) 10/09/2003 3,055 (113) 0 (113) 10 10 1-9 7-3 2,000 38,306 (0.98) 10/10/2003 3,325 269 269 0 10 10 2-8 6-4 2,000 38,147 0.15 10/13/2003 3,229 (96) 0 (96) 10 10 6-4 5-5 2,000 38,144 0.57 10/14/2003 3,158 (70) 0 (70) 10 10 7-3 4-5 2,000 38,407 0.69 10/15/2003 2,883 (274) 0 (274) 10 10 7-3 4-6 2,000 39,143 (1.54) 10/16/2003 2,892 8 8 0 10 10 3-7 6-4 2,000 38,648 0.15 10/17/2003 2,860 (31) 0 (31) 10 10 5-5 5-5 2,000 38,815 (2.81) 10/20/2003 2,637 (222) 0 (222) 10 10 0-10 4-6 2,000 38,056 0.91 10/21/2003 2,493 (144) 0 (144) 10 10 6-4 5-5 2,000 38,339 1.78 10/22/2003 2,401 (92) 0 (92) 10 10 9-1 5-5 2,000 38,664 (1.10) 10/23/2003 2,282 (118) 0 (118) 10 10 4-6 4-6 2,000 38,121 0.60 10/24/2003 2,256 (25) 0 (25) 10 10 6-4 7-3 2,000 38,038 0.95 10/27/2003 2,360 104 104 0 10 10 9-1 6-2 2,000 38,549 0.79 10/28/2003 2,816 455 455 0 10 10 7-3 7-2 2,000 39,093 1.62 10/29/2003 3,416 600 600 0 10 10 8-2 6-4 2,000 39,637 2.33 10/30/2003 3,151 (264) 0 (264) 10 10 8-2 3-7 2,000 40,949 (1.42) 10/31/2003 3,292 140 140 0 10 10 1-9 7-3 2,000 40,613 (0.62) 11/03/2003 2,596 (695) 0 (695) 10 10 2-8 3-7 2,000 40,438 1.56 11/04/2003 3,259 663 663 0 10 10 8-2 6-4 2,000 43,383 1.26 11/05/2003 3,713 454 454 0 10 10 6-4 4-6 2,000 42,882 2.10 11/06/2003 4,367 654 654 0 10 10 8-2 8-2 2,000 43,713 1.18 11/07/2003 4,531 163 163 0 10 10 6-4 6-4 2,000 44,557 (0.49) 11/10/2003 5,051 520 520 0 10 10 4-6 6-4 2,000 44,554 (2.23) 11/11/2003 5,274 222 222 0 10 10 0-10 6-4 2,000 43,517 (0.43) 11/12/2003 5,241 (32) 0 (32) 10 10 4-6 4-6 2,000 43,219 1.28 11/13/2003 5,413 172 172 0 10 10 8-2 4-6 2,000 43,566 (0.17) 11/14/2003 5,503 89 89 0 10 10 4-6 6-4 2,000 43,597 (1.66) 11/17/2003 5,955 452 452 0 10 10 2-8 6-4 2,000 42,480 0.15 11/18/2003 5,713 (242) 0 (242) 10 10 4-6 4-6 2,000 42,703 (0.81) 11/19/2003 5,657 (55) 0 (55) 10 10 2-8 6-4 2,000 42,442 0.02 11/20/2003 5,491 (165) 0 (165) 10 10 4-6 4-6 2,000 42,057 1.53 11/21/2003 5,370 (121) 0 (121) 10 10 8-2 4-6 2,000 42,695 (0.32) 11/24/2003 5,641 271 271 0 10 10 4-6 5-5 2,000 42,931 2.16 11/25/2003 5,872 230 230 0 10 10 9-1 8-2 2,000 44,130 0.68 11/26/2003 6,041 168 168 0 10 10 7-3 7-3 2,000 44,540 0.16 11/28/2003 6,208 167 167 0 10 10 4-6 4-6 2,000 44,471 1.36 12/01/2003 5,952 (255) 0 (255) 10 10 8-2 4-5 2,000 45,250 (0.17) 12/02/2003 6,007 54 54 0 10 10 6-4 5-5 2,000 44,250 (0.31) 12/03/2003 4,196 (1,811) 0 (1,811) 10 10 3-7 6-4 2,000 44,231 (3.04) 12/04/2003 5,068 872 872 0 10 10 3-7 6-4 2,000 42,860 (2.06) 12/05/2003 5,151 82 82 0 10 10 3-7 5-5 2,000 41,929 (0.02) 12/08/2003 5,215 64 64 0 10 10 6-4 5-5 2,000 41,773 0.87 12/09/2003 4,735 (479) 0 (479) 10 10 7-3 2-8 2,000 42,284 (1.07) 12/10/2003 4,938 202 202 0 10 10 3-7 6-4 2,000 42,021 (0.52) 12/11/2003 4,891 (46) 0 (46) 10 10 5-5 5-5 2,000 41,636 2.70 12/12/2003 5,158 266 266 0 10 10 10-0 6-4 2,000 42,735 0.67 12/15/2003 5,389 231 231 0 10 10 6-4 4-6 2,000 43,513 (2.80) 12/16/2003 5,542 152 152 0 10 10 0-10 4-6 2,000 42,413 (0.19) 12/17/2003 5,658 115 115 0 10 10 6-4 4-6 2,000 42,267 0.11 12/18/2003 5,303 (354) 0 (354) 10 10 4-6 2-8 2,000 42,506 1.15 12/19/2003 5,389 86 86 0 10 10 8-2 5-5 2,000 42,771 0.29 12/22/2003 5,353 (36) 0 (36) 10 10 5-5 4-6 2,000 43,032 0.07 12/23/2003 5,240 (112) 0 (112) 10 10 5-5 3-6 2,000 42,972 0.89 12/24/2003 5,404 164 164 0 10 10 7-3 6-4 2,000 43,265 (0.04) 12/26/2003 5,274 (130) 0 (130) 10 10 5-5 4-6 2,000 43,328 (0.16) 12/29/2003 5,129 (145) 0 (145) 10 10 3-7 4-6 2,000 43,336 1.19 12/30/2003 5,318 188 188 0 10 10 8-2 6-3 2,000 47,290 (0.05) 12/31/2003 5,367 48 48 0 10 10 4-6 7-3 2,000 47,441 0.16 01/02/2004 5,582 215 215 0 10 10 3-7 6-4 2,000 47,626 (1.46) 01/05/2004 4,876 (705) 0 (705) 10 10 1-9 3-7 2,000 47,569 2.59 01/06/2004 5,054 178 178 0 10 10 8-2 7-3 2,000 48,448 0.10 01/07/2004 5,088 33 33 0 10 10 5-5 5-5 2,000 48,253 0.52 01/08/2004 4,970 (117) 0 (117) 10 10 6-4 4-6 2,000 48,642 (0.39) 01/09/2004 4,905 (64) 0 (64) 10 10 4-6 6-4 2,000 48,001 0.52 01/12/2004 5,342 436 436 0 10 10 6-4 8-2 2,000 48,215 1.26 01/13/2004 5,324 (17) 0 (17) 10 10 8-2 5-5 2,000 48,742 (0.60) 01/14/2004 5,875 551 551 0 10 10 3-7 9-1 2,000 48,538 (0.42) 01/15/2004 5,794 (80) 0 (80) 10 10 4-6 4-6 2,000 48,317 0.80 01/16/2004 5,736 (58) 0 (58) 10 10 6-4 5-5 2,000 48,734 0.88 01/20/2004 6,016 279 279 0 10 10 7-3 5-5 2,000 49,271 (0.11) 01/21/2004 5,900 (115) 0 (115) 10 10 4-6 4-6 2,000 48,992 0.08 01/22/2004 6,034 134 134 0 10 10 6-4 5-5 2,000 48,600 (0.97) 01/23/2004 6,401 366 366 0 10 10 3-7 6-4 2,000 48,370 (0.48) 01/26/2004 6,158 (242) 0 (242) 10 10 5-5 3-6 2,000 48,020 0.99 01/27/2004 5,503 (655) 0 (655) 10 10 10-0 2-8 2,000 55,292 (1.44) 01/28/2004 6,033 530 530 0 10 10 2-8 8-2 2,000 54,571 (2.30) 01/29/2004 6,557 524 524 0 10 10 0-10 6-4 2,000 53,427 (1.01) 01/30/2004 6,300 (257) 0 (257) 10 10 4-6 3-7 2,000 52,992 (0.10) 02/02/2004 6,309 9 9 0 10 10 5-5 7-3 2,000 53,188 (1.04) 02/03/2004 6,084 (224) 0 (224) 10 10 4-6 3-7 2,000 52,589 (0.64) 02/04/2004 5,948 (136) 0 (136) 10 10 5-5 4-6 2,000 52,051 0.41 02/05/2004 6,153 205 205 0 10 10 7-3 7-3 2,000 52,410 (0.46) 02/06/2004 5,668 (485) 0 (485) 10 10 4-6 5-5 2,000 52,276 2.03 02/09/2004 5,630 (38) 0 (38) 10 10 9-1 3-7 2,000 53,325 (0.37) 02/10/2004 5,721 91 91 0 10 10 4-6 5-4 2,000 53,306 0.25 02/11/2004 5,747 26 26 0 10 10 6-4 5-5 2,000 53,576 0.98 02/12/2004 5,727 (20) 0 (20) 10 10 5-5 4-6 2,000 53,538 (0.23) 02/13/2004 5,812 84 84 0 10 10 5-5 6-4 2,000 53,553 (0.80) 02/17/2004 5,909 97 97 0 10 10 1-9 5-5 2,000 53,331 0.45 02/18/2004 5,792 (116) 0 (116) 10 10 6-4 6-4 2,000 53,253 (0.58) 02/19/2004 5,956 163 163 0 10 10 4-6 7-3 2,000 53,381 (2.35) 02/20/2004 6,009 53 53 0 10 10 1-9 5-5 2,000 52,339 (0.51) 02/23/2004 6,603 593 593 0 10 10 4-6 6-3 2,000 52,127 (2.04) 02/24/2004 6,652 49 49 0 10 10 1-9 5-5 2,000 54,305 (0.09) 02/25/2004 6,936 283 283 0 10 10 6-4 7-3 2,000 54,452 0.39 02/26/2004 6,901 (35) 0 (35) 10 10 5-5 5-5 2,000 54,602 1.44 02/27/2004 7,073 171 171 0 10 10 8-2 7-3 2,000 55,474 0.09 03/01/2004 7,156 83 83 0 10 10 5-5 6-4 2,000 55,712 1.21 03/02/2004 6,073 (1,082) 0 (1,082) 10 10 9-1 1-9 2,000 56,430 (1.48) 03/03/2004 6,095 21 21 0 10 10 2-8 6-4 2,000 55,403 (0.40) 03/04/2004 5,897 (197) 0 (197) 10 10 2-8 3-7 2,000 55,032 0.71 03/05/2004 6,053 155 155 0 10 10 7-3 5-5 2,000 54,947 0.12 03/08/2004 5,697 (355) 0 (355) 10 10 6-4 3-6 2,000 55,002 (2.12) 03/09/2004 6,324 626 626 0 10 10 0-10 6-4 2,000 53,825 (1.21) 03/10/2004 6,516 191 191 0 10 10 4-6 6-4 2,000 53,117 (2.16) 03/11/2004 7,059 543 543 0 10 10 0-10 8-2 2,000 51,679 (0.97) 03/12/2004 6,684 (375) 0 (375) 10 10 2-8 2-8 2,000 51,557 1.48 03/15/2004 5,603 (1,080) 0 (1,080) 10 10 10-0 1-9 2,000 52,137 (2.24) 03/16/2004 5,856 252 252 0 10 10 1-9 6-4 2,000 51,493 (0.29) 03/17/2004 5,826 (29) 0 (29) 10 10 5-5 3-7 2,000 51,723 1.23 03/18/2004 5,873 47 47 0 10 10 8-2 5-5 2,000 52,290 0.11 03/19/2004 6,186 312 312 0 10 10 5-5 5-5 2,000 52,504 (1.05) 03/22/2004 6,180 (6) 0 (6) 10 10 2-8 6-4 2,000 51,617 (1.50) 03/23/2004 6,721 541 541 0 10 10 3-7 8-1 2,000 48,374 (1.49) 03/24/2004 6,341 (380) 0 (380) 10 10 1-9 3-7 2,000 47,891 1.07 03/25/2004 6,299 (42) 0 (42) 10 10 6-4 5-5 2,000 48,440 2.44 03/26/2004 6,400 101 101 0 10 10 9-1 7-3 2,000 49,353 0.21 03/29/2004 6,707 306 306 0 10 10 6-4 5-5 2,000 49,878 0.63 03/30/2004 6,703 (4) 0 (4) 10 10 5-5 5-5 2,000 49,972 0.97 03/31/2004 6,303 (399) 0 (399) 10 10 8-2 4-6 2,000 50,373 (0.44) 04/01/2004 5,746 (557) 0 (557) 10 10 4-6 3-7 2,000 50,365 1.17 04/02/2004 6,638 891 891 0 10 10 7-3 7-3 2,000 51,704 1.46 04/05/2004 6,880 242 242 0 10 10 8-2 7-3 2,000 52,373 2.18 04/06/2004 7,234 353 353 0 10 10 9-1 7-3 2,000 52,855 0.79 04/07/2004 7,232 (1) 0 (1) 10 10 8-2 5-5 2,000 53,190 (0.27) 04/08/2004 7,280 47 47 0 10 10 5-5 6-4 2,000 53,391 (0.89) 04/12/2004 7,042 (238) 0 (238) 10 10 1-9 5-5 2,000 53,013 0.62 04/13/2004 6,815 (227) 0 (227) 10 10 6-4 4-6 2,000 53,537 (2.58) 04/14/2004 6,436 (378) 0 (378) 10 10 0-10 2-8 2,000 51,902 1.05 04/15/2004 6,300 (135) 0 (135) 10 10 8-2 4-6 2,000 51,999 (1.23) 04/16/2004 6,456 155 155 0 10 10 2-8 6-4 2,000 51,407 (0.15) 04/19/2004 6,324 (132) 0 (132) 10 10 4-6 4-6 2,000 51,292 2.01 04/20/2004 5,376 (948) 0 (948) 10 10 9-1 1-9 2,000 51,859 (1.83) 04/21/2004 4,740 (635) 0 (635) 10 10 0-10 4-6 2,000 51,473 0.93 04/22/2004 5,297 557 557 0 10 10 6-4 6-4 2,000 51,848 2.94 04/23/2004 5,205 (91) 0 (91) 10 10 10-0 5-5 2,000 53,077 (0.14) 04/26/2004 5,410 205 205 0 10 10 5-5 4-6 2,000 53,037 (0.06) 04/27/2004 5,013 (397) 0 (397) 10 10 5-5 4-6 2,000 53,228 (0.32) 04/28/2004 5,046 32 32 0 10 10 5-5 5-5 2,000 52,647 (1.10) 04/29/2004 5,277 230 230 0 10 10 2-8 6-4 2,000 51,986 (1.00) 04/30/2004 5,963 685 685 0 10 10 2-8 8-2 2,000 51,657 (1.78) 05/03/2004 4,714 (1,249) 0 (1,249) 10 10 2-8 0-10 2,000 50,638 1.62 05/04/2004 4,767 53 53 0 10 10 8-2 6-4 2,000 51,319 0.41 05/05/2004 4,857 89 89 0 10 10 6-4 6-4 2,000 51,394 1.06 05/06/2004 5,051 193 193 0 10 10 8-2 3-7 2,000 51,826 0.35 05/07/2004 4,942 (108) 0 (108) 10 10 5-5 4-6 2,000 51,769 (1.91) 05/10/2004 5,773 830 830 0 10 10 1-9 8-2 2,000 50,383 (1.60) 05/11/2004 5,404 (369) 0 (369) 10 10 1-9 3-7 2,000 49,772 0.99 05/12/2004 5,548 144 144 0 10 10 8-2 7-2 2,000 50,028 0.10 05/13/2004 5,489 (58) 0 (58) 10 10 5-5 4-6 2,000 49,850 (0.16) 05/14/2004 5,747 258 258 0 10 10 5-5 5-5 2,000 50,075 (0.54) 05/17/2004 6,117 370 370 0 10 10 4-6 7-3 2,000 49,610 (0.43) 05/18/2004 6,047 (70) 0 (70) 10 10 5-5 5-5 2,000 43,031 0.84 05/19/2004 5,933 (113) 0 (113) 10 10 10-0 3-7 2,000 43,718 (0.16) 05/20/2004 5,895 (38) 0 (38) 10 10 3-7 4-6 2,000 43,535 (0.41) 05/21/2004 5,750 (145) 0 (145) 10 10 5-5 4-6 2,000 43,646 0.88 05/24/2004 5,752 1 1 0 10 10 9-1 3-7 2,000 44,548 (0.03) 05/25/2004 5,391 (360) 0 (360) 10 10 4-6 3-7 2,000 44,579 2.74 05/26/2004 5,697 305 305 0 10 10 9-1 7-3 2,000 45,738 0.71 05/27/2004 5,562 (134) 0 (134) 10 10 8-2 2-8 2,000 46,166 0.01 05/28/2004 5,135 (427) 0 (427) 10 10 4-6 2-8 2,000 46,121 0.86 06/01/2004 5,402 266 266 0 10 10 8-2 6-4 2,000 46,232 0.85 06/02/2004 5,612 210 210 0 10 10 8-2 5-5 2,000 46,637 (0.44) 06/03/2004 5,408 (204) 0 (204) 10 10 5-5 5-5 2,000 46,517 (1.47) 06/04/2004 4,991 (416) 0 (416) 10 10 0-10 6-4 2,000 46,697 0.64 06/07/2004 4,949 (42) 0 (42) 10 10 4-6 3-7 2,000 47,261 2.01 06/08/2004 4,342 (607) 0 (607) 10 10 9-1 4-6 2,000 47,939 0.71 06/09/2004 4,599 257 257 0 10 10 5-5 5-5 2,000 48,004 (1.22) 06/10/2004 4,632 32 32 0 10 10 0-10 6-4 2,000 47,544 0.00 06/14/2004 5,335 703 703 0 10 10 4-6 7-3 2,000 47,054 (1.84) 06/15/2004 5,360 25 25 0 10 10 1-9 3-7 2,000 50,906 0.42 06/16/2004 5,682 321 321 0 10 10 8-2 7-3 2,000 51,242 (0.00) 06/17/2004 5,580 (102) 0 (102) 10 10 5-5 5-5 2,000 51,290 (0.73) 06/18/2004 5,770 190 190 0 10 10 2-8 5-5 2,000 50,796 0.72 06/21/2004 5,507 (262) 0 (262) 10 10 7-3 4-6 2,000 51,258 (0.10) 06/22/2004 5,214 (292) 0 (292) 10 10 5-5 3-7 2,000 51,188 0.58 06/23/2004 5,334 119 119 0 10 10 6-4 6-4 2,000 51,279 1.34 06/24/2004 5,164 (169) 0 (169) 10 10 8-2 5-5 2,000 51,920 (0.49) 06/25/2004 5,357 193 193 0 10 10 5-5 6-4 2,000 51,792 0.96 06/28/2004 5,675 317 317 0 10 10 7-3 6-4 2,000 52,536 0.04 06/29/2004 5,811 136 136 0 10 10 3-7 5-5 2,000 52,559 0.26 06/30/2004 5,933 122 122 0 10 10 6-4 7-3 2,000 52,632 0.59 07/01/2004 5,779 (154) 0 (154) 10 10 7-3 4-6 2,000 52,775 (2.29) 07/02/2004 5,934 155 155 0 10 10 1-9 7-3 2,000 51,874 (0.71) 07/06/2004 6,110 175 175 0 10 10 2-8 8-2 2,000 51,509 (1.54) 07/07/2004 6,094 (15) 0 (15) 10 10 0-10 5-5 2,000 50,755 0.04 07/08/2004 6,150 56 56 0 10 10 5-5 4-6 2,000 50,252 (0.54) 07/09/2004 5,709 (440) 0 (440) 10 10 3-7 2-8 2,000 50,204 0.36 07/12/2004 5,717 7 7 0 10 10 7-3 6-4 2,000 49,973 0.82 07/13/2004 5,605 (112) 0 (112) 10 10 7-3 5-5 2,000 47,736 (0.61) 07/14/2004 5,724 119 119 0 10 10 4-6 5-5 2,000 47,133 (0.29) 07/15/2004 5,709 (15) 0 (15) 10 10 3-7 3-7 2,000 47,124 0.01 07/16/2004 5,458 (250) 0 (250) 10 10 6-4 3-7 2,000 47,308 (2.50) 07/19/2004 5,683 224 224 0 10 10 1-9 7-3 2,000 46,616 (0.34) 07/20/2004 5,365 (317) 0 (317) 10 10 4-6 5-5 2,000 46,499 1.69 07/21/2004 4,315 (1,049) 0 (1,049) 10 10 9-1 1-9 2,000 46,717 (1.44) 07/22/2004 3,863 (452) 0 (452) 10 10 2-8 3-7 2,000 45,821 (0.01) 07/23/2004 3,425 (438) 0 (438) 10 10 5-5 2-7 2,000 45,508 (0.86) 07/26/2004 4,060 635 635 0 10 10 4-6 6-3 2,000 45,236 (0.54) 07/27/2004 3,734 (326) 0 (326) 10 10 2-8 3-7 2,000 45,121 0.57 07/28/2004 3,658 (75) 0 (75) 10 10 5-5 4-6 2,000 45,228 (0.96) 07/29/2004 3,571 (87) 0 (87) 10 10 3-7 3-7 2,000 44,582 1.03 07/30/2004 3,858 286 286 0 10 10 8-2 7-3 2,000 44,866 0.82 08/02/2004 3,615 (242) 0 (242) 10 10 9-1 4-6 2,000 45,112 0.27 08/03/2004 3,987 371 371 0 10 10 5-5 4-6 2,000 45,137 (1.89) 08/04/2004 4,310 323 323 0 10 10 1-9 4-6 2,000 44,152 (0.65) 08/05/2004 4,000 (309) 0 (309) 10 10 5-5 6-4 2,000 43,914 (2.24) 08/06/2004 4,456 455 455 0 10 10 1-9 7-3 2,000 42,678 (1.34) 08/09/2004 4,456 0 0 0 10 10 2-8 4-6 2,000 42,062 0.22 08/10/2004 3,653 (803) 0 (803) 10 10 4-6 3-7 2,000 41,321 1.67 08/11/2004 3,865 211 211 0 10 10 9-1 7-3 2,000 41,320 1.06 08/12/2004 3,668 (197) 0 (197) 10 10 8-2 3-6 2,000 41,808 0.04 08/13/2004 4,074 406 406 0 10 10 4-6 8-2 2,000 41,774 (0.33) 08/16/2004 3,375 (699) 0 (699) 10 10 4-6 5-4 2,000 41,897 2.39 08/17/2004 2,882 (492) 0 (492) 10 10 8-2 3-7 2,000 43,680 (0.34) 08/18/2004 2,596 (286) 0 (286) 10 10 5-5 5-5 2,000 43,241 1.81 08/19/2004 2,327 (268) 0 (268) 10 10 8-2 2-8 2,000 44,119 0.32 08/20/2004 2,188 (139) 0 (139) 10 10 4-6 4-6 2,000 44,063 0.80 08/23/2004 1,736 (451) 0 (451) 10 10 8-2 2-8 2,000 44,676 (0.57) 08/24/2004 1,920 183 183 0 10 10 4-6 6-4 2,000 44,543 (0.60) 08/25/2004 1,835 (84) 0 (84) 10 10 4-6 5-5 2,000 44,380 0.74 08/26/2004 1,903 68 68 0 10 10 9-1 8-2 2,000 44,671 0.26 08/27/2004 1,951 48 48 0 10 10 7-3 5-5 2,000 44,797 0.25 08/30/2004 1,634 (316) 0 (316) 10 10 6-4 4-6 2,000 44,863 (1.40) 08/31/2004 1,640 5 5 0 10 10 0-10 5-5 2,000 44,277 (0.13) 09/01/2004 1,905 265 265 0 10 10 5-5 4-6 2,000 44,137 0.84 09/02/2004 2,438 533 533 0 10 10 9-1 9-1 2,000 44,787 1.11 09/03/2004 2,823 385 385 0 10 10 8-2 7-3 2,000 45,299 0.32 09/07/2004 2,918 95 95 0 10 10 4-6 6-4 2,000 40,799 0.58 09/08/2004 2,544 (373) 0 (373) 10 10 6-4 3-7 2,000 41,127 (1.14) 09/09/2004 2,784 239 239 0 10 10 1-9 6-3 2,000 40,724 (0.47) 09/10/2004 2,392 (391) 0 (391) 10 10 4-6 4-6 2,000 40,492 1.69 09/13/2004 2,929 536 536 0 10 10 10-0 9-1 2,000 41,360 1.15 09/14/2004 2,864 (64) 0 (64) 10 10 9-1 2-8 2,000 41,680 0.00 09/15/2004 3,007 143 143 0 10 10 3-7 6-4 2,000 41,497 (1.35) 09/16/2004 2,969 (37) 0 (37) 10 10 1-9 5-5 2,000 40,846 0.28 09/17/2004 3,059 90 90 0 10 10 6-4 6-4 2,000 41,274 0.09 09/20/2004 2,838 (221) 0 (221) 10 10 6-4 2-8 2,000 41,237 (0.35) 09/21/2004 2,457 (380) 0 (380) 10 10 2-8 2-8 2,000 41,126 0.72 09/22/2004 2,397 (59) 0 (59) 10 10 8-2 4-6 2,000 41,423 (1.43) 09/23/2004 2,575 178 178 0 10 10 2-8 7-2 2,000 40,707 (0.66) 09/24/2004 2,639 64 64 0 10 10 2-8 5-3 2,000 40,527 0.15 09/27/2004 2,605 (34) 0 (34) 10 10 4-6 6-4 2,000 40,464 (0.65) 09/28/2004 2,647 41 41 0 10 10 2-8 5-5 2,000 40,501 (0.78) 09/29/2004 2,640 (6) 0 (6) 10 10 3-7 5-5 2,000 40,222 1.47 09/30/2004 2,566 (74) 0 (74) 10 10 8-2 5-5 2,000 40,692 0.28 10/01/2004 2,297 (268) 0 (268) 10 10 5-5 3-7 2,000 41,093 1.65 10/04/2004 2,194 (103) 0 (103) 10 10 8-2 5-5 2,000 41,806 (0.38) 10/05/2004 2,141 (52) 0 (52) 10 10 5-5 5-4 2,000 41,380 0.42 10/06/2004 2,386 244 244 0 10 10 8-2 7-3 2,000 41,573 1.16 10/07/2004 2,220 (166) 0 (166) 10 10 7-3 3-7 2,000 41,881 (0.73) 10/08/2004 2,721 501 501 0 10 10 2-8 7-3 2,000 41,594 (1.37) 10/11/2004 2,489 (232) 0 (232) 10 10 1-9 3-7 2,000 41,144 0.81 10/12/2004 2,914 425 425 0 10 10 8-2 6-4 2,000 41,217 1.14 10/13/2004 2,949 34 34 0 10 10 6-4 5-5 2,000 41,929 (1.47) 10/14/2004 3,061 112 112 0 10 10 3-7 6-4 2,000 41,292 (0.60) 10/15/2004 2,805 (256) 0 (256) 10 10 3-7 4-6 2,000 41,204 (0.03) 10/18/2004 2,714 (91) 0 (91) 10 10 5-5 5-5 2,000 41,242 0.86 10/19/2004 2,542 (171) 0 (171) 10 10 6-4 5-5 2,000 41,761 (1.74) 10/20/2004 2,732 189 189 0 10 10 1-9 7-3 2,000 40,905 0.25 10/21/2004 2,308 (424) 0 (424) 10 10 4-6 5-5 2,000 40,951 1.30 10/22/2004 2,141 (166) 0 (166) 10 10 7-3 5-5 2,000 41,495 (1.19) 10/25/2004 2,030 (111) 0 (111) 10 10 4-6 5-5 2,000 40,835 0.24 10/26/2004 1,979 (51) 0 (51) 10 10 5-5 5-5 2,000 40,958 0.84 10/27/2004 2,222 242 242 0 10 10 6-4 6-4 2,000 41,741 2.75 10/28/2004 2,103 (118) 0 (118) 10 10 8-2 7-3 2,000 42,896 0.37 10/29/2004 2,223 119 119 0 10 10 7-3 5-5 2,000 42,827 0.70 11/01/2004 2,324 101 101 0 10 10 6-4 7-3 2,000 43,134 0.56 11/02/2004 2,736 411 411 0 10 10 4-6 8-2 2,000 47,782 (0.04) 11/03/2004 2,370 (366) 0 (366) 10 10 4-6 3-7 2,000 48,507 (0.21) 11/04/2004 2,383 13 13 0 10 10 3-7 5-5 2,000 48,114 1.80 11/05/2004 2,775 392 392 0 10 10 8-2 7-3 2,000 49,190 0.80 11/08/2004 2,484 (291) 0 (291) 10 10 7-3 4-6 2,000 49,756 (0.58) 11/09/2004 2,677 192 192 0 10 10 3-7 9-1 2,000 49,554 (0.30) 11/10/2004 2,761 84 84 0 10 10 2-8 5-5 2,000 49,371 (0.12) 11/11/2004 2,767 5 5 0 10 10 5-5 7-3 2,000 49,562 0.97 11/12/2004 3,486 719 719 0 10 10 8-2 7-3 2,000 50,087 0.90 11/15/2004 3,438 (47) 0 (47) 10 10 7-3 4-6 2,000 50,438 0.08 11/16/2004 3,783 345 345 0 10 10 3-7 8-2 2,000 50,311 (0.52) 11/17/2004 3,458 (324) 0 (324) 10 10 3-7 3-7 2,000 50,132 0.87 11/18/2004 3,302 (155) 0 (155) 10 10 8-2 6-3 2,000 50,495 1.51 11/19/2004 3,076 (226) 0 (226) 10 10 8-2 2-8 2,000 50,881 (1.27) 11/22/2004 2,408 (667) 0 (667) 10 10 0-10 1-8 2,000 50,322 1.28 11/23/2004 2,482 73 73 0 10 10 8-2 5-5 2,000 51,058 0.09 11/24/2004 2,562 79 79 0 10 10 5-5 6-4 2,000 51,429 0.40 11/26/2004 2,603 41 41 0 10 10 7-3 6-4 2,000 51,594 (0.13) 11/29/2004 2,922 319 319 0 10 10 5-5 8-2 2,000 51,652 (0.09) 11/30/2004 3,177 255 255 0 10 10 4-6 6-4 2,000 60,198 (0.02) 12/01/2004 3,021 (156) 0 (156) 10 10 4-6 5-5 2,000 60,108 1.84 12/02/2004 3,080 58 58 0 10 10 9-1 5-5 2,000 61,201 0.17 12/03/2004 3,432 352 352 0 10 10 4-6 5-5 2,000 61,072 (0.03) 12/06/2004 3,050 (382) 0 (382) 10 10 3-7 3-7 2,000 60,947 1.02 12/07/2004 2,908 (141) 0 (141) 10 10 8-2 4-6 2,000 61,453 (1.17) 12/08/2004 2,410 (497) 0 (497) 10 10 2-8 2-8 2,000 60,581 1.37 12/09/2004 3,123 713 713 0 10 10 10-0 8-2 2,000 60,971 0.99 12/10/2004 3,465 341 341 0 10 10 8-2 5-5 2,000 61,392 0.75 12/13/2004 3,620 155 155 0 10 10 5-5 5-5 2,000 61,972 0.05 12/14/2004 3,441 (178) 0 (178) 10 10 4-6 3-7 2,000 62,317 0.32 12/15/2004 3,072 (368) 0 (368) 10 10 7-3 4-6 2,000 62,548 (0.24) 12/16/2004 3,281 208 208 0 10 10 5-5 6-4 2,000 62,347 (0.59) 12/17/2004 3,484 202 202 0 10 10 3-7 4-6 2,000 62,083 (0.68) 12/20/2004 3,828 344 344 0 10 10 3-7 8-2 2,000 61,656 (0.83) 12/21/2004 3,085 (743) 0 (743) 10 10 1-9 3-7 2,000 61,194 1.45 12/22/2004 3,969 884 884 0 10 10 8-2 7-3 2,000 61,699 1.43 12/23/2004 3,919 (50) 0 (50) 10 10 9-1 5-4 2,000 62,605 0.25 12/27/2004 3,890 (29) 0 (29) 10 10 6-4 4-6 2,000 62,907 (0.81) 12/28/2004 3,235 (655) 0 (655) 10 10 1-9 1-9 2,000 53,897 1.63 12/29/2004 3,534 298 298 0 10 10 10-0 8-2 2,000 54,533 0.71 12/30/2004 3,374 (159) 0 (159) 10 10 8-2 6-4 2,000 54,904 (0.34) 12/31/2004 3,537 163 163 0 10 10 4-6 6-4 2,000 54,666 (0.81) 01/03/2005 4,255 718 718 0 10 10 0-10 9-1 2,000 54,589 (1.49) 01/04/2005 5,106 851 851 0 10 10 1-9 9-1 2,000 54,151 (2.17) 01/05/2005 5,548 442 442 0 10 10 0-10 7-3 2,000 52,984 (0.71) 01/06/2005 5,944 396 396 0 10 10 3-7 8-2 2,000 52,718 (0.93) 01/07/2005 6,018 73 73 0 10 10 1-9 5-5 2,000 52,261 (0.29) 01/10/2005 5,902 (115) 0 (115) 10 10 4-6 3-7 2,000 52,082 0.34 01/11/2005 5,760 (142) 0 (142) 10 10 7-3 3-7 2,000 52,106 0.50 01/12/2005 5,463 (297) 0 (297) 10 10 6-4 3-7 2,000 52,522 0.45 01/13/2005 5,244 (219) 0 (219) 10 10 7-3 3-6 2,000 52,830 (1.24) 01/14/2005 4,793 (450) 0 (450) 10 10 0-10 3-7 2,000 52,279 0.82 01/18/2005 4,878 85 85 0 10 10 7-3 6-4 2,000 52,710 0.67 01/19/2005 4,799 (79) 0 (79) 10 10 7-3 5-5 2,000 52,961 (1.07) 01/20/2005 5,004 204 204 0 10 10 2-8 6-4 2,000 52,320 (0.47) 01/21/2005 5,259 255 255 0 10 10 2-8 7-3 2,000 51,990 (1.06) 01/24/2005 6,539 1,279 1,279 0 10 10 1-9 8-2 2,000 51,748 (1.93) 01/25/2005 6,321 (218) 0 (218) 10 10 3-7 4-6 2,000 50,814 (0.05) 01/26/2005 6,976 654 654 0 10 10 5-5 7-3 2,000 52,200 0.99 01/27/2005 7,560 583 583 0 10 10 6-4 7-3 2,000 52,772 0.58 01/28/2005 7,761 200 200 0 10 10 5-5 6-4 2,000 53,217 (1.56) 01/31/2005 7,330 (431) 0 (431) 10 10 1-9 2-8 2,000 53,087 1.42 02/01/2005 7,434 104 104 0 10 10 9-1 5-5 2,000 53,847 (0.15) 02/02/2005 7,283 (151) 0 (151) 10 10 4-6 3-7 2,000 54,196 1.10 02/03/2005 8,277 993 993 0 10 10 7-3 8-2 2,000 54,946 1.21 02/04/2005 8,172 (105) 0 (105) 10 10 5-5 5-5 2,000 55,549 2.10 02/07/2005 7,839 (332) 0 (332) 10 10 10-0 3-7 2,000 56,869 (0.64) 02/08/2005 8,263 423 423 0 10 10 3-7 9-1 2,000 56,636 (0.36) 02/09/2005 8,371 108 108 0 10 10 4-6 5-5 2,000 56,381 (1.77) 02/10/2005 8,579 207 207 0 10 10 1-9 7-2 2,000 55,729 (0.37) 02/11/2005 8,246 (332) 0 (332) 10 10 2-8 4-6 2,000 55,629 1.76 02/14/2005 8,327 80 80 0 10 10 8-2 6-4 2,000 56,605 (0.07) 02/15/2005 7,871 (456) 0 (456) 10 10 4-6 2-8 2,000 56,491 0.27 02/16/2005 7,653 (217) 0 (217) 10 10 6-4 3-6 2,000 56,419 0.18 02/17/2005 7,561 (92) 0 (92) 10 10 6-4 4-6 2,000 56,491 (1.97) 02/18/2005 7,859 297 297 0 10 10 0-10 6-4 2,000 55,599 (0.67) 02/22/2005 8,499 640 640 0 10 10 4-6 7-3 2,000 55,081 (1.26) 02/23/2005 8,044 (455) 0 (455) 10 10 3-7 2-8 2,000 54,571 (0.77) 02/24/2005 7,636 (408) 0 (408) 10 10 4-6 3-7 2,000 64,256 1.68 02/25/2005 7,288 (348) 0 (348) 10 10 9-1 6-4 2,000 65,211 (0.38) 02/28/2005 6,792 (496) 0 (496) 10 10 5-5 2-8 2,000 64,998 (0.36) 03/01/2005 7,165 373 373 0 10 10 5-5 7-3 2,000 65,062 0.99 03/02/2005 7,470 305 305 0 10 10 8-2 6-3 2,000 65,618 0.67 03/03/2005 7,080 (390) 0 (390) 10 10 8-2 3-7 2,000 66,327 (1.12) 03/04/2005 6,928 (152) 0 (152) 10 10 1-9 5-5 2,000 66,149 0.27 03/07/2005 7,799 871 871 0 10 10 6-4 7-3 2,000 66,303 1.38 03/08/2005 7,207 (592) 0 (592) 10 10 9-1 1-9 2,000 67,423 (0.60) 03/09/2005 7,451 243 243 0 10 10 2-8 7-3 2,000 66,948 (0.64) 03/10/2005 7,516 65 65 0 10 10 1-9 7-2 2,000 66,698 (0.06) 03/11/2005 8,221 705 705 0 10 10 3-7 6-4 2,000 67,486 (0.32) 03/14/2005 7,817 (403) 0 (403) 10 10 3-7 5-5 2,000 68,053 1.21 03/15/2005 7,409 (408) 0 (408) 10 10 8-2 5-5 2,000 69,279 (0.88) 03/16/2005 7,023 (385) 0 (385) 10 10 3-7 6-4 2,000 70,008 (0.53) 03/17/2005 6,698 (325) 0 (325) 10 10 1-9 4-6 2,000 69,039 0.76 03/18/2005 7,208 509 509 0 10 10 7-3 7-3 2,000 69,757 0.90 03/21/2005 6,519 (689) 0 (689) 10 10 8-2 2-8 2,000 70,177 (0.51) 03/22/2005 7,054 534 534 0 10 10 2-8 8-2 2,000 70,107 (1.51) 03/23/2005 7,707 652 652 0 10 10 2-8 8-2 2,000 68,768 0.05 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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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) [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)