Realization Report: Vanilla Opt Period 40 Real Period 20 Best 25 Symbols (out of 100) 483 Days [05/05/2003 - 04/04/2005] Total Net Profit: $15,507.32 Avg Net Profit/Day: $32.11 Total Net Prof Long: $13,781.52 Avg Net Prof Long/Day: $28.53 Total Net Prof Short: $1,725.79 Avg Net Prof Shrt/Day: $3.57 Total Trades: 12,075 T Avg Trades/Day: 25.00 T Total Long Trades: 6,088 T Avg Long Trades/Day: 12.60 T Total Short Trades: 5,987 T Avg Short Trades/Day: 12.40 T Total Shares Traded: 2,415,000 S Avg Shares/Day: 5,000.00 S Total Capital Traded: $49,862,424.31 Avg Cap Traded/Day: $103,234.83 Capital Required: $133,385.00 [Max Invested At Any One Time] Avg Capital Req/Day: $103,234.83 Best Day: $1,429.40 [06/05/2003] Worst Day: $(2,153.00) [07/21/2004] Max Fav. Exc. Daily: $1,429.40 [06/05/2003] Max Adv. Exc. Daily: $(2,153.00) [07/21/2004] Per Trade [12,075 Trades(Pos)] Per Share [2,415,000 Shares] Avg Profit/Trade: $1.284 Avg Profit/Share: $0.0064 Avg Shares/Trade: 200.00 S Avg Price/Share: $41.29 Avg Profit/Long: $2.264 Avg Profit/Long: $0.0113 Avg Profit/Short: $0.288 Avg Profit/Short: $0.0014 Avg Price/Trade: $4,129.39 Positions: 12,075 Avg Profit/Position: $1.2842 Miscellaneous Stats Winning Days: 281 D Losing Days: 202 D Avg Net/Winning Day: $378.71 Avg Net/Losing Day: $(450.05) Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/05/2003 322 322 322 0 25 25 23-2 14-10 5,000 65,956 0.12 05/06/2003 98 (224) 0 (224) 25 25 13-12 10-15 5,000 65,937 1.37 05/07/2003 12 (85) 0 (85) 25 25 22-3 9-16 5,000 66,345 (0.64) 05/08/2003 269 256 256 0 25 25 8-17 13-11 5,000 65,269 (0.62) 05/09/2003 (219) (488) 0 (488) 25 25 8-17 5-19 5,000 65,345 1.22 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/12/2003 728 947 947 0 25 25 19-6 20-5 5,000 65,958 2.25 05/13/2003 1,165 437 437 0 25 25 23-2 17-8 5,000 66,979 0.91 05/14/2003 1,403 238 238 0 25 25 17-8 11-14 5,000 67,540 (0.53) 05/15/2003 1,711 308 308 0 25 25 8-17 15-10 5,000 67,406 1.14 05/16/2003 1,736 24 24 0 25 25 16-9 12-13 5,000 67,769 0.05 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/19/2003 1,670 (66) 0 (66) 25 25 13-12 13-12 5,000 67,191 (3.14) 05/20/2003 1,670 0 0 0 25 25 1-24 14-11 5,000 65,517 0.04 05/21/2003 1,959 289 289 0 25 25 12-13 14-11 5,000 65,306 0.99 05/22/2003 1,875 (83) 0 (83) 25 25 15-10 10-15 5,000 66,240 1.56 05/23/2003 1,783 (92) 0 (92) 25 25 18-7 11-14 5,000 67,245 0.93 Date Balance P&L MFE MAE Pstns Trds Lo-Sh W-L Shares Cap Req B&H(%) 05/27/2003 2,230 447 447 0 25 25 18-7 18-7 5,000 67,364 4.54 05/28/2003 1,984 (245) 0 (245) 25 25 24-1 8-17 5,000 70,333 (0.03) 05/29/2003 1,706 (278) 0 (278) 25 25 9-16 10-14 5,000 70,221 1.24 05/30/2003 1,760 54 54 0 25 25 14-11 10-14 5,000 70,994 1.46 06/02/2003 666 (1,094) 0 (1,094) 25 25 24-1 7-18 5,000 77,584 (2.13) 06/03/2003 376 (290) 0 (290) 25 25 3-22 10-15 5,000 76,094 0.82 06/04/2003 1,361 985 985 0 25 25 16-9 19-6 5,000 76,775 2.13 06/05/2003 2,790 1,429 1,429 0 25 25 24-1 23-2 5,000 77,674 3.31 06/06/2003 1,983 (807) 0 (807) 25 25 23-2 11-14 5,000 81,273 (3.01) 06/09/2003 2,890 906 906 0 25 25 3-22 20-5 5,000 78,798 (1.18) 06/10/2003 2,422 (467) 0 (467) 25 25 6-19 9-16 5,000 77,850 1.17 06/11/2003 3,145 722 722 0 25 25 20-5 18-7 5,000 78,702 1.42 06/12/2003 2,717 (428) 0 (428) 25 25 19-6 8-16 5,000 79,987 (0.27) 06/13/2003 2,739 22 22 0 25 25 11-14 13-12 5,000 79,776 (2.52) 06/16/2003 1,428 (1,310) 0 (1,310) 25 25 2-23 6-19 5,000 78,525 2.64 06/17/2003 944 (484) 0 (484) 25 25 22-3 6-19 5,000 80,911 (0.60) 06/18/2003 550 (393) 0 (393) 25 25 5-20 10-15 5,000 80,137 1.13 06/19/2003 755 204 204 0 25 25 17-8 13-11 5,000 80,720 (1.95) 06/20/2003 1,419 664 664 0 25 25 3-22 18-7 5,000 79,071 (0.53) 06/23/2003 1,676 257 257 0 25 25 9-16 17-8 5,000 78,823 (2.32) 06/24/2003 1,468 (207) 0 (207) 25 25 5-20 12-13 5,000 76,733 (0.16) 06/25/2003 2,149 680 680 0 25 25 12-13 18-7 5,000 76,813 0.66 06/26/2003 1,832 (317) 0 (317) 25 25 14-11 12-13 5,000 77,049 2.33 06/27/2003 1,602 (229) 0 (229) 25 25 21-4 11-14 5,000 78,985 (0.56) 06/30/2003 2,163 561 561 0 25 25 10-15 16-9 5,000 75,355 (0.89) 07/01/2003 1,646 (516) 0 (516) 25 25 4-21 9-16 5,000 73,907 2.30 07/02/2003 2,436 790 790 0 25 25 20-5 19-5 5,000 75,427 2.79 07/03/2003 2,732 296 296 0 25 25 23-2 13-11 5,000 76,918 0.15 07/07/2003 2,061 (671) 0 (671) 25 25 11-14 11-14 5,000 77,807 2.21 07/08/2003 3,230 1,168 1,168 0 25 25 21-4 20-5 5,000 79,337 2.16 07/09/2003 3,462 232 232 0 25 25 23-2 13-11 5,000 80,825 0.47 07/10/2003 3,245 (216) 0 (216) 25 25 13-12 12-13 5,000 80,538 (1.34) 07/11/2003 3,003 (241) 0 (241) 25 25 6-19 12-13 5,000 79,894 0.56 07/14/2003 3,110 106 106 0 25 25 17-8 13-12 5,000 81,621 0.47 07/15/2003 3,153 42 42 0 25 25 15-10 15-10 5,000 82,562 (0.84) 07/16/2003 3,192 39 39 0 25 25 7-18 14-11 5,000 82,361 (1.48) 07/17/2003 4,262 1,070 1,070 0 25 25 5-20 21-4 5,000 80,045 (1.92) 07/18/2003 4,818 556 556 0 25 25 3-22 15-9 5,000 79,134 (0.14) 07/21/2003 5,073 254 254 0 25 25 11-14 17-8 5,000 79,073 (1.35) 07/22/2003 4,984 (89) 0 (89) 25 25 5-20 13-12 5,000 78,890 0.41 07/23/2003 5,406 422 422 0 25 25 13-12 14-10 5,000 79,433 0.45 07/24/2003 4,913 (493) 0 (493) 25 25 15-10 13-11 5,000 79,540 (2.37) 07/25/2003 4,815 (97) 0 (97) 25 25 5-20 11-14 5,000 77,796 1.48 07/28/2003 5,492 677 677 0 25 25 22-3 18-6 5,000 84,194 0.66 07/29/2003 5,560 67 67 0 25 25 16-9 14-11 5,000 84,702 (0.88) 07/30/2003 5,907 347 347 0 25 25 9-16 16-8 5,000 84,055 (1.20) 07/31/2003 6,022 114 114 0 25 25 3-22 13-10 5,000 84,144 (0.05) 08/01/2003 5,997 (24) 0 (24) 25 25 11-14 13-12 5,000 83,704 (0.26) 08/04/2003 6,494 496 496 0 25 25 10-15 17-8 5,000 83,560 0.21 08/05/2003 5,954 (539) 0 (539) 25 25 13-12 13-12 5,000 83,836 (2.55) 08/06/2003 6,648 694 694 0 25 25 2-23 19-6 5,000 81,449 (0.66) 08/07/2003 6,498 (149) 0 (149) 25 25 7-18 12-13 5,000 80,771 0.19 08/08/2003 6,645 147 147 0 25 25 15-10 17-8 5,000 80,999 (0.90) 08/11/2003 6,098 (547) 0 (547) 25 25 9-16 10-15 5,000 80,729 1.43 08/12/2003 7,220 1,122 1,122 0 25 25 21-4 21-4 5,000 81,915 1.75 08/13/2003 7,210 (9) 0 (9) 25 25 21-4 15-10 5,000 83,564 (0.44) 08/14/2003 7,307 96 96 0 25 25 12-13 13-12 5,000 83,351 0.17 08/15/2003 7,746 438 438 0 25 25 14-11 13-12 5,000 83,868 0.12 08/18/2003 7,096 (649) 0 (649) 25 25 12-13 14-11 5,000 84,292 2.51 08/19/2003 7,547 450 450 0 25 25 21-4 16-9 5,000 86,665 0.46 08/20/2003 7,710 162 162 0 25 25 15-10 13-12 5,000 86,615 0.83 08/21/2003 7,744 34 34 0 25 25 19-6 15-10 5,000 87,747 1.95 08/22/2003 6,762 (982) 0 (982) 25 25 21-4 11-14 5,000 90,957 (2.10) 08/25/2003 6,812 50 50 0 25 25 1-24 12-13 5,000 89,738 0.33 08/26/2003 7,289 477 477 0 25 25 15-10 17-8 5,000 89,603 0.52 08/27/2003 7,531 241 241 0 25 25 19-6 15-10 5,000 89,817 1.32 08/28/2003 8,382 851 851 0 25 25 21-4 20-5 5,000 91,010 1.21 08/29/2003 8,742 360 360 0 25 25 20-5 16-9 5,000 91,950 0.64 09/02/2003 9,076 334 334 0 25 25 17-8 19-6 5,000 92,465 1.33 09/03/2003 9,075 (1) 0 (1) 25 25 21-4 13-12 5,000 94,240 (0.45) 09/04/2003 9,411 336 336 0 25 25 11-14 14-11 5,000 94,226 0.73 09/05/2003 9,608 197 197 0 25 25 17-8 15-10 5,000 94,584 (0.25) 09/08/2003 9,378 (229) 0 (229) 25 25 9-16 11-14 5,000 94,093 1.62 09/09/2003 9,521 142 142 0 25 25 19-6 12-13 5,000 95,238 (0.66) 09/10/2003 10,058 537 537 0 25 25 5-20 19-6 5,000 94,165 (2.27) 09/11/2003 9,526 (531) 0 (531) 25 25 2-23 8-17 5,000 92,320 0.89 09/12/2003 9,960 434 434 0 25 25 17-8 14-11 5,000 92,337 0.99 09/15/2003 9,576 (384) 0 (384) 25 25 18-7 10-15 5,000 93,319 (0.20) 09/16/2003 8,718 (858) 0 (858) 25 25 9-16 10-15 5,000 93,160 2.60 09/17/2003 9,055 337 337 0 25 25 25-0 15-10 5,000 95,327 0.15 09/18/2003 9,222 166 166 0 25 25 13-12 15-10 5,000 95,627 1.64 09/19/2003 9,228 6 6 0 25 25 23-2 13-12 5,000 97,446 (0.61) 09/22/2003 9,877 648 648 0 25 25 10-15 19-6 5,000 92,493 (0.49) 09/23/2003 9,359 (517) 0 (517) 25 25 9-16 11-14 5,000 92,066 1.70 09/24/2003 7,248 (2,111) 0 (2,111) 25 25 23-2 5-20 5,000 93,191 (3.22) 09/25/2003 7,894 645 645 0 25 25 0-25 18-7 5,000 90,363 (0.86) 09/26/2003 8,330 436 436 0 25 25 7-18 18-7 5,000 89,132 (1.88) 09/29/2003 8,572 241 241 0 25 25 3-22 14-11 5,000 88,024 0.73 09/30/2003 8,452 (119) 0 (119) 25 25 16-9 9-15 5,000 88,052 (0.68) 10/01/2003 7,557 (895) 0 (895) 25 25 6-19 7-18 5,000 87,989 1.96 10/02/2003 7,757 199 199 0 25 25 22-3 12-13 5,000 89,764 0.42 10/03/2003 8,010 252 252 0 25 25 14-11 15-10 5,000 91,707 0.84 10/06/2003 8,160 150 150 0 25 25 16-9 15-10 5,000 92,658 0.58 10/07/2003 8,735 575 575 0 25 25 17-8 16-9 5,000 92,680 1.30 10/08/2003 8,215 (520) 0 (520) 25 25 20-5 11-14 5,000 94,212 (1.19) 10/09/2003 8,470 255 255 0 25 25 5-20 16-9 5,000 94,257 (0.50) 10/10/2003 8,365 (104) 0 (104) 25 25 10-15 15-10 5,000 93,917 0.46 10/13/2003 8,859 493 493 0 25 25 17-8 15-10 5,000 94,870 0.45 10/14/2003 8,896 37 37 0 25 25 17-8 14-11 5,000 94,930 0.84 10/15/2003 8,265 (631) 0 (631) 25 25 18-7 8-17 5,000 96,428 (1.82) 10/16/2003 7,619 (645) 0 (645) 25 25 4-21 9-16 5,000 94,662 1.00 10/17/2003 6,446 (1,172) 0 (1,172) 25 25 18-7 10-15 5,000 95,530 (2.41) 10/20/2003 6,483 37 37 0 25 25 3-22 14-11 5,000 88,960 0.88 10/21/2003 6,684 200 200 0 25 25 16-9 15-10 5,000 89,834 1.30 10/22/2003 6,305 (378) 0 (378) 25 25 21-4 10-15 5,000 89,889 (1.01) 10/23/2003 6,076 (228) 0 (228) 25 25 8-17 10-14 5,000 88,317 0.51 10/24/2003 6,472 395 395 0 25 25 15-10 18-7 5,000 88,045 0.97 10/27/2003 6,738 265 265 0 25 25 21-4 17-6 5,000 89,194 0.46 10/28/2003 7,206 468 468 0 25 25 16-9 18-6 5,000 89,955 1.70 10/29/2003 7,496 290 290 0 25 25 21-4 17-8 5,000 91,209 1.51 10/30/2003 6,200 (1,296) 0 (1,296) 25 25 18-7 7-18 5,000 93,355 (2.10) 10/31/2003 6,709 509 509 0 25 25 2-23 18-7 5,000 91,740 (0.87) 11/03/2003 5,745 (963) 0 (963) 25 25 6-19 9-16 5,000 91,351 1.06 11/04/2003 6,134 388 388 0 25 25 19-6 13-12 5,000 92,087 0.70 11/05/2003 6,050 (83) 0 (83) 25 25 16-9 13-12 5,000 91,668 0.98 11/06/2003 6,849 798 798 0 25 25 16-9 21-4 5,000 92,540 0.13 11/07/2003 6,817 (32) 0 (32) 25 25 16-9 12-13 5,000 93,466 (0.70) 11/10/2003 7,221 403 403 0 25 25 7-18 19-6 5,000 92,890 (1.56) 11/11/2003 7,532 310 310 0 25 25 2-23 16-9 5,000 91,418 (0.18) 11/12/2003 7,127 (405) 0 (405) 25 25 10-15 12-13 5,000 91,203 1.84 11/13/2003 7,563 436 436 0 25 25 23-2 17-8 5,000 92,532 0.21 11/14/2003 7,518 (45) 0 (45) 25 25 13-12 16-9 5,000 92,804 (1.90) 11/17/2003 8,050 532 532 0 25 25 4-21 19-6 5,000 100,112 (0.29) 11/18/2003 8,480 430 430 0 25 25 8-17 18-7 5,000 100,434 (1.99) 11/19/2003 8,789 308 308 0 25 25 3-22 16-9 5,000 98,930 0.12 11/20/2003 9,467 678 678 0 25 25 12-13 19-6 5,000 98,013 0.36 11/21/2003 9,845 377 377 0 25 25 17-8 18-7 5,000 98,776 (0.26) 11/24/2003 9,290 (554) 0 (554) 25 25 11-14 13-12 5,000 99,321 2.20 11/25/2003 9,523 233 233 0 25 25 23-2 19-6 5,000 101,776 (0.03) 11/26/2003 9,765 241 241 0 25 25 15-10 15-10 5,000 102,296 0.01 11/28/2003 9,635 (129) 0 (129) 25 25 12-13 11-14 5,000 102,295 0.64 12/01/2003 9,529 (106) 0 (106) 25 25 19-6 13-11 5,000 103,350 0.48 12/02/2003 9,672 142 142 0 25 25 16-9 15-10 5,000 103,806 (0.35) 12/03/2003 10,425 752 752 0 25 25 7-18 21-4 5,000 103,706 (2.64) 12/04/2003 11,090 665 665 0 25 25 3-22 18-7 5,000 100,881 (0.99) 12/05/2003 11,767 677 677 0 25 25 11-14 17-8 5,000 99,316 (0.24) 12/08/2003 11,766 (1) 0 (1) 25 25 10-15 14-11 5,000 98,892 0.69 12/09/2003 11,555 (210) 0 (210) 25 25 16-9 15-10 5,000 99,965 (2.11) 12/10/2003 12,438 883 883 0 25 25 3-22 20-3 5,000 98,402 (0.54) 12/11/2003 11,326 (1,111) 0 (1,111) 25 25 8-17 10-15 5,000 97,739 2.79 12/12/2003 11,473 146 146 0 25 25 24-1 13-12 5,000 100,517 0.09 12/15/2003 11,402 (70) 0 (70) 25 25 11-14 16-9 5,000 94,911 (3.58) 12/16/2003 11,942 540 540 0 25 25 1-24 17-8 5,000 91,704 (0.22) 12/17/2003 12,195 252 252 0 25 25 11-14 15-10 5,000 91,369 0.01 12/18/2003 11,482 (713) 0 (713) 25 25 9-16 9-16 5,000 91,748 1.68 12/19/2003 11,550 67 67 0 25 25 24-1 12-13 5,000 93,136 (0.09) 12/22/2003 11,340 (209) 0 (209) 25 25 11-14 9-16 5,000 93,346 0.18 12/23/2003 11,510 170 170 0 25 25 15-10 12-12 5,000 93,569 1.16 12/24/2003 11,518 7 7 0 25 25 19-6 15-9 5,000 94,342 0.03 12/26/2003 11,552 34 34 0 25 25 13-12 15-10 5,000 94,804 (0.15) 12/29/2003 11,507 (45) 0 (45) 25 25 11-14 13-12 5,000 94,929 1.38 12/30/2003 11,616 109 109 0 25 25 21-4 14-11 5,000 96,072 (0.11) 12/31/2003 11,975 359 359 0 25 25 10-15 19-6 5,000 96,123 (0.35) 01/02/2004 12,248 272 272 0 25 25 8-17 17-8 5,000 96,247 (0.55) 01/05/2004 12,167 (81) 0 (81) 25 25 6-19 12-13 5,000 96,487 1.05 01/06/2004 12,059 (107) 0 (107) 25 25 17-8 15-10 5,000 97,795 0.71 01/07/2004 12,204 145 145 0 25 25 15-10 16-9 5,000 98,401 0.60 01/08/2004 11,480 (724) 0 (724) 25 25 18-7 10-15 5,000 99,778 (0.66) 01/09/2004 11,708 228 228 0 25 25 9-16 17-8 5,000 97,691 0.53 01/12/2004 12,057 349 349 0 25 25 15-10 17-8 5,000 111,589 1.12 01/13/2004 11,894 (162) 0 (162) 25 25 17-8 14-11 5,000 112,772 (0.98) 01/14/2004 12,775 880 880 0 25 25 8-17 19-6 5,000 112,095 (0.11) 01/15/2004 12,455 (320) 0 (320) 25 25 11-14 11-14 5,000 111,745 1.04 01/16/2004 12,394 (61) 0 (61) 25 25 16-9 10-15 5,000 113,316 0.37 01/20/2004 12,885 491 491 0 25 25 15-10 17-7 5,000 113,885 0.09 01/21/2004 13,038 152 152 0 25 25 12-13 13-12 5,000 113,834 (0.08) 01/22/2004 13,584 546 546 0 25 25 13-12 17-8 5,000 114,327 (0.96) 01/23/2004 13,689 104 104 0 25 25 9-16 17-8 5,000 113,509 (0.36) 01/26/2004 12,683 (1,005) 0 (1,005) 25 25 9-16 9-16 5,000 112,793 1.30 01/27/2004 12,343 (340) 0 (340) 25 25 19-6 14-11 5,000 114,357 (1.60) 01/28/2004 13,033 690 690 0 25 25 4-21 20-5 5,000 112,715 (2.30) 01/29/2004 13,578 544 544 0 25 25 1-24 17-8 5,000 110,619 (0.00) 01/30/2004 13,721 143 143 0 25 25 13-12 16-9 5,000 110,823 0.03 02/02/2004 14,021 299 299 0 25 25 13-12 18-7 5,000 111,133 0.13 02/03/2004 13,688 (332) 0 (332) 25 25 13-12 14-11 5,000 111,297 (0.09) 02/04/2004 13,153 (535) 0 (535) 25 25 13-12 11-14 5,000 110,546 (0.02) 02/05/2004 13,678 524 524 0 25 25 14-11 16-9 5,000 111,105 (0.39) 02/06/2004 12,936 (741) 0 (741) 25 25 10-15 11-14 5,000 110,555 1.71 02/09/2004 12,672 (264) 0 (264) 25 25 22-3 12-13 5,000 114,258 (0.60) 02/10/2004 12,923 251 251 0 25 25 9-16 14-10 5,000 113,896 0.79 02/11/2004 12,544 (379) 0 (379) 25 25 18-7 13-12 5,000 115,112 0.27 02/12/2004 12,861 317 317 0 25 25 14-11 15-10 5,000 114,832 (0.60) 02/13/2004 13,779 917 917 0 25 25 9-16 20-5 5,000 114,260 (1.28) 02/17/2004 14,056 277 277 0 25 25 3-22 14-11 5,000 113,616 0.13 02/18/2004 14,159 102 102 0 25 25 15-10 14-11 5,000 113,626 0.03 02/19/2004 13,556 (602) 0 (602) 25 25 12-13 14-11 5,000 114,380 (2.29) 02/20/2004 14,270 714 714 0 25 25 1-24 18-7 5,000 112,233 (0.56) 02/23/2004 14,797 526 526 0 25 25 9-16 19-6 5,000 111,746 (1.91) 02/24/2004 15,071 273 273 0 25 25 4-21 16-9 5,000 109,975 0.03 02/25/2004 14,848 (223) 0 (223) 25 25 14-11 15-10 5,000 110,343 0.62 02/26/2004 15,328 479 479 0 25 25 16-9 16-8 5,000 111,216 1.03 02/27/2004 15,820 492 492 0 25 25 17-8 18-7 5,000 112,010 (0.09) 03/01/2004 15,034 (785) 0 (785) 25 25 11-14 12-12 5,000 112,269 1.54 03/02/2004 14,543 (491) 0 (491) 25 25 19-6 12-13 5,000 113,914 (0.90) 03/03/2004 14,961 418 418 0 25 25 7-18 17-8 5,000 112,547 (0.11) 03/04/2004 14,901 (60) 0 (60) 25 25 7-18 12-13 5,000 112,340 0.92 03/05/2004 15,409 508 508 0 25 25 20-5 17-8 5,000 112,153 0.49 03/08/2004 14,742 (666) 0 (666) 25 25 19-6 10-14 5,000 110,684 (1.78) 03/09/2004 15,291 548 548 0 25 25 1-24 16-9 5,000 108,724 (0.99) 03/10/2004 15,709 417 417 0 25 25 8-17 19-6 5,000 107,557 (1.91) 03/11/2004 16,761 1,051 1,051 0 25 25 1-24 21-4 5,000 104,974 (0.89) 03/12/2004 16,095 (665) 0 (665) 25 25 5-20 11-14 5,000 104,446 1.39 03/15/2004 14,814 (1,281) 0 (1,281) 25 25 20-5 7-17 5,000 105,562 (1.29) 03/16/2004 15,530 715 715 0 25 25 6-19 19-6 5,000 105,267 (0.36) 03/17/2004 15,699 169 169 0 25 25 13-12 14-11 5,000 105,548 1.16 03/18/2004 16,201 501 501 0 25 25 20-5 16-9 5,000 106,571 0.28 03/19/2004 16,559 358 358 0 25 25 15-10 14-11 5,000 106,700 (0.44) 03/22/2004 16,931 371 371 0 25 25 7-18 18-7 5,000 105,880 (1.09) 03/23/2004 17,610 678 678 0 25 25 4-21 19-5 5,000 105,408 (1.22) 03/24/2004 17,418 (191) 0 (191) 25 25 4-21 11-14 5,000 104,579 0.46 03/25/2004 17,516 97 97 0 25 25 15-10 15-10 5,000 105,633 2.64 03/26/2004 17,870 354 354 0 25 25 23-2 15-9 5,000 107,698 0.47 03/29/2004 17,942 72 72 0 25 25 15-10 13-12 5,000 108,767 1.21 03/30/2004 18,359 416 416 0 25 25 19-6 16-9 5,000 109,775 1.30 03/31/2004 18,327 (32) 0 (32) 25 25 19-6 15-9 5,000 111,473 (0.38) 04/01/2004 17,360 (967) 0 (967) 25 25 11-14 9-16 5,000 111,113 0.89 04/02/2004 18,039 679 679 0 25 25 17-8 18-7 5,000 113,626 0.44 04/05/2004 18,633 593 593 0 25 25 19-6 20-5 5,000 112,653 1.12 04/06/2004 18,320 (313) 0 (313) 25 25 21-4 12-13 5,000 113,069 (0.03) 04/07/2004 18,331 11 11 0 25 25 14-11 15-10 5,000 113,204 (0.31) 04/08/2004 18,805 474 474 0 25 25 8-17 16-9 5,000 113,640 (0.45) 04/12/2004 18,157 (647) 0 (647) 25 25 9-16 10-15 5,000 113,022 0.89 04/13/2004 16,557 (1,600) 0 (1,600) 25 25 20-5 6-19 5,000 114,345 (2.10) 04/14/2004 16,732 175 175 0 25 25 1-24 14-11 5,000 111,551 0.37 04/15/2004 16,742 9 9 0 25 25 14-11 15-10 5,000 112,295 (1.02) 04/16/2004 17,341 598 598 0 25 25 8-17 18-7 5,000 111,536 0.02 04/19/2004 17,400 59 59 0 25 25 14-11 14-11 5,000 111,663 1.97 04/20/2004 16,091 (1,309) 0 (1,309) 25 25 23-2 9-16 5,000 113,956 (1.91) 04/21/2004 16,103 11 11 0 25 25 2-23 14-11 5,000 112,696 1.01 04/22/2004 16,894 790 790 0 25 25 18-7 19-5 5,000 113,329 2.58 04/23/2004 17,040 146 146 0 25 25 24-1 16-9 5,000 116,044 0.07 04/26/2004 16,844 (196) 0 (196) 25 25 15-10 12-13 5,000 116,128 (0.63) 04/27/2004 16,981 137 137 0 25 25 8-17 15-10 5,000 115,989 (0.80) 04/28/2004 17,239 257 257 0 25 25 10-15 16-9 5,000 114,443 (1.54) 04/29/2004 17,941 701 701 0 25 25 6-19 17-8 5,000 112,569 (0.67) 04/30/2004 18,272 330 330 0 25 25 9-16 19-6 5,000 112,392 (2.17) 05/03/2004 18,097 (175) 0 (175) 25 25 3-22 13-12 5,000 98,339 (0.37) 05/04/2004 18,206 109 109 0 25 25 11-14 12-13 5,000 98,357 0.80 05/05/2004 18,597 390 390 0 25 25 18-7 16-9 5,000 98,951 0.63 05/06/2004 18,488 (108) 0 (108) 25 25 18-7 9-16 5,000 98,952 0.18 05/07/2004 19,313 825 825 0 25 25 15-10 18-7 5,000 98,791 (0.59) 05/10/2004 19,937 623 623 0 25 25 10-15 15-9 5,000 97,250 (0.27) 05/11/2004 19,783 (153) 0 (153) 25 25 12-13 14-11 5,000 97,164 0.28 05/12/2004 20,124 340 340 0 25 25 14-11 13-11 5,000 97,114 0.26 05/13/2004 20,536 411 411 0 25 25 16-9 15-10 5,000 96,987 0.51 05/14/2004 20,576 40 40 0 25 25 16-9 14-11 5,000 97,527 (1.47) 05/17/2004 20,912 336 336 0 25 25 6-19 16-9 5,000 95,773 (0.23) 05/18/2004 20,810 (102) 0 (102) 25 25 9-16 12-13 5,000 96,353 (0.20) 05/19/2004 21,609 798 798 0 25 25 12-13 17-8 5,000 97,338 (1.19) 05/20/2004 21,722 113 113 0 25 25 3-22 13-11 5,000 96,763 0.04 05/21/2004 21,564 (157) 0 (157) 25 25 14-11 11-14 5,000 97,686 0.68 05/24/2004 21,530 (33) 0 (33) 25 25 16-9 13-12 5,000 99,300 (0.21) 05/25/2004 20,891 (639) 0 (639) 25 25 10-15 11-14 5,000 99,245 2.92 05/26/2004 21,203 312 312 0 25 25 24-1 16-9 5,000 101,838 0.37 05/27/2004 20,998 (204) 0 (204) 25 25 17-8 10-15 5,000 102,627 (0.05) 05/28/2004 20,457 (541) 0 (541) 25 25 14-11 6-19 5,000 102,844 0.43 06/01/2004 20,761 303 303 0 25 25 19-6 15-10 5,000 111,578 0.78 06/02/2004 20,305 (456) 0 (456) 25 25 21-4 11-14 5,000 112,848 (0.94) 06/03/2004 20,464 158 158 0 25 25 7-18 18-7 5,000 111,547 (1.04) 06/04/2004 20,388 (75) 0 (75) 25 25 4-21 14-11 5,000 112,054 (0.01) 06/07/2004 18,911 (1,477) 0 (1,477) 25 25 8-17 6-19 5,000 112,568 2.06 06/08/2004 18,892 (18) 0 (18) 25 25 23-2 19-6 5,000 113,957 1.02 06/09/2004 18,234 (657) 0 (657) 25 25 21-4 7-18 5,000 114,553 (1.23) 06/10/2004 18,507 272 272 0 25 25 2-23 15-10 5,000 113,488 0.10 06/14/2004 18,725 218 218 0 25 25 14-11 14-11 5,000 112,885 (1.35) 06/15/2004 18,425 (299) 0 (299) 25 25 2-23 8-17 5,000 112,454 0.56 06/16/2004 19,146 720 720 0 25 25 19-6 17-7 5,000 113,177 0.31 06/17/2004 19,384 238 238 0 25 25 13-12 14-11 5,000 113,354 (0.80) 06/18/2004 19,652 268 268 0 25 25 8-17 12-13 5,000 112,687 0.97 06/21/2004 18,959 (693) 0 (693) 25 25 21-4 7-17 5,000 114,130 (0.63) 06/22/2004 18,448 (510) 0 (510) 25 25 8-17 11-14 5,000 113,685 1.33 06/23/2004 18,669 221 221 0 25 25 18-7 18-7 5,000 114,804 1.63 06/24/2004 18,863 193 193 0 25 25 22-3 13-12 5,000 116,614 (0.30) 06/25/2004 18,539 (323) 0 (323) 25 25 11-14 11-14 5,000 116,539 1.22 06/28/2004 18,739 199 199 0 25 25 17-8 13-12 5,000 111,554 (0.65) 06/29/2004 18,682 (56) 0 (56) 25 25 5-20 11-14 5,000 111,047 0.26 06/30/2004 18,905 223 223 0 25 25 17-8 17-8 5,000 111,201 0.67 07/01/2004 18,125 (780) 0 (780) 25 25 17-8 9-16 5,000 111,812 (1.71) 07/02/2004 18,735 610 610 0 25 25 3-22 19-6 5,000 110,344 (0.75) 07/06/2004 19,604 868 868 0 25 25 7-18 21-4 5,000 109,604 (1.48) 07/07/2004 19,831 226 226 0 25 25 3-22 16-9 5,000 108,545 0.22 07/08/2004 20,625 794 794 0 25 25 11-14 19-6 5,000 107,793 (0.44) 07/09/2004 20,527 (98) 0 (98) 25 25 9-16 15-10 5,000 107,772 0.15 07/12/2004 20,230 (296) 0 (296) 25 25 14-11 11-14 5,000 107,060 0.23 07/13/2004 20,074 (155) 0 (155) 25 25 14-11 15-10 5,000 107,568 (0.05) 07/14/2004 20,423 348 348 0 25 25 10-15 19-6 5,000 107,040 (0.17) 07/15/2004 20,409 (13) 0 (13) 25 25 9-16 14-11 5,000 108,131 (0.04) 07/16/2004 20,038 (370) 0 (370) 25 25 12-13 12-13 5,000 108,446 (2.56) 07/19/2004 20,733 695 695 0 25 25 2-23 18-7 5,000 106,312 (0.58) 07/20/2004 20,400 (332) 0 (332) 25 25 10-15 15-10 5,000 105,818 1.83 07/21/2004 18,247 (2,152) 0 (2,152) 25 25 22-3 5-20 5,000 107,403 (2.43) 07/22/2004 17,742 (505) 0 (505) 25 25 3-22 12-13 5,000 104,837 0.93 07/23/2004 17,597 (144) 0 (144) 25 25 16-9 12-13 5,000 104,435 (1.21) 07/26/2004 18,349 751 751 0 25 25 5-20 21-4 5,000 103,940 (0.80) 07/27/2004 17,071 (1,277) 0 (1,277) 25 25 5-20 11-14 5,000 103,365 1.92 07/28/2004 16,664 (407) 0 (407) 25 25 21-4 15-10 5,000 104,915 (0.85) 07/29/2004 16,673 8 8 0 25 25 11-14 11-14 5,000 104,013 0.54 07/30/2004 17,015 342 342 0 25 25 16-9 16-9 5,000 104,439 0.55 08/02/2004 17,060 44 44 0 25 25 16-9 16-9 5,000 104,057 0.57 08/03/2004 16,807 (252) 0 (252) 25 25 15-10 11-14 5,000 104,478 (1.40) 08/04/2004 17,521 714 714 0 25 25 6-19 18-7 5,000 103,087 (0.76) 08/05/2004 18,031 510 510 0 25 25 8-17 19-6 5,000 102,051 (1.72) 08/06/2004 18,526 495 495 0 25 25 5-20 19-6 5,000 99,833 (1.59) 08/09/2004 18,612 85 85 0 25 25 3-22 12-13 5,000 98,292 0.14 08/10/2004 18,412 (200) 0 (200) 25 25 15-10 15-10 5,000 98,885 1.89 08/11/2004 19,359 947 947 0 25 25 24-1 20-5 5,000 99,557 1.05 08/12/2004 19,385 25 25 0 25 25 19-6 15-9 5,000 100,474 0.13 08/13/2004 19,691 306 306 0 25 25 9-16 17-8 5,000 100,536 (0.37) 08/16/2004 19,508 (182) 0 (182) 25 25 9-16 13-11 5,000 100,490 1.98 08/17/2004 19,289 (219) 0 (219) 25 25 23-2 12-13 5,000 103,462 (0.09) 08/18/2004 18,751 (537) 0 (537) 25 25 12-13 14-11 5,000 102,651 1.80 08/19/2004 18,494 (256) 0 (256) 25 25 20-5 11-14 5,000 104,248 0.50 08/20/2004 17,942 (552) 0 (552) 25 25 12-13 11-14 5,000 104,658 1.04 08/23/2004 17,475 (467) 0 (467) 25 25 18-7 8-17 5,000 104,484 (0.46) 08/24/2004 17,643 168 168 0 25 25 13-12 14-11 5,000 104,364 (0.49) 08/25/2004 17,404 (238) 0 (238) 25 25 9-16 11-14 5,000 104,172 1.10 08/26/2004 17,794 390 390 0 25 25 23-2 17-8 5,000 104,878 0.68 08/27/2004 17,897 103 103 0 25 25 14-11 11-14 5,000 105,761 0.19 08/30/2004 17,566 (330) 0 (330) 25 25 16-9 9-16 5,000 105,677 (1.18) 08/31/2004 17,982 415 415 0 25 25 1-24 18-7 5,000 104,673 (0.16) 09/01/2004 18,239 257 257 0 25 25 12-13 13-12 5,000 104,477 0.81 09/02/2004 18,801 562 562 0 25 25 19-6 20-5 5,000 105,617 1.69 09/03/2004 18,812 10 10 0 25 25 22-3 14-11 5,000 107,100 (0.30) 09/07/2004 18,407 (404) 0 (404) 25 25 11-14 8-17 5,000 107,737 0.22 09/08/2004 17,588 (819) 0 (819) 25 25 12-13 10-15 5,000 108,231 (0.89) 09/09/2004 17,916 327 327 0 25 25 5-20 15-9 5,000 107,529 (0.34) 09/10/2004 17,690 (226) 0 (226) 25 25 12-13 15-10 5,000 107,063 1.48 09/13/2004 18,895 1,204 1,204 0 25 25 22-3 22-3 5,000 108,777 1.13 09/14/2004 18,985 90 90 0 25 25 18-7 10-15 5,000 110,035 0.14 09/15/2004 19,118 133 133 0 25 25 10-15 13-12 5,000 109,867 (0.77) 09/16/2004 19,277 158 158 0 25 25 6-19 15-9 5,000 109,147 0.14 09/17/2004 19,560 283 283 0 25 25 12-13 16-9 5,000 110,008 0.02 09/20/2004 19,395 (164) 0 (164) 25 25 14-11 13-12 5,000 105,774 0.45 09/21/2004 18,749 (646) 0 (646) 25 25 12-13 11-14 5,000 106,196 0.48 09/22/2004 18,220 (528) 0 (528) 25 25 20-5 8-17 5,000 106,646 (1.65) 09/23/2004 18,259 39 39 0 25 25 2-23 16-7 5,000 105,000 0.02 09/24/2004 17,861 (398) 0 (398) 25 25 9-16 9-14 5,000 104,768 0.40 09/27/2004 17,508 (352) 0 (352) 25 25 16-9 11-14 5,000 104,992 (0.34) 09/28/2004 17,541 33 33 0 25 25 8-17 14-11 5,000 105,030 (0.17) 09/29/2004 17,055 (485) 0 (485) 25 25 10-15 12-13 5,000 105,080 1.26 09/30/2004 17,135 80 80 0 25 25 18-7 16-9 5,000 106,130 0.40 10/01/2004 17,104 (30) 0 (30) 25 25 15-10 15-10 5,000 107,373 1.59 10/04/2004 16,652 (451) 0 (451) 25 25 21-4 13-12 5,000 109,167 (0.36) 10/05/2004 16,508 (144) 0 (144) 25 25 10-15 12-12 5,000 107,113 1.31 10/06/2004 16,734 225 225 0 25 25 15-10 18-7 5,000 108,060 0.68 10/07/2004 16,752 18 18 0 25 25 15-10 14-11 5,000 108,130 (0.90) 10/08/2004 17,394 642 642 0 25 25 5-20 18-7 5,000 106,744 (1.44) 10/11/2004 17,117 (277) 0 (277) 25 25 3-22 10-15 5,000 105,525 0.71 10/12/2004 17,498 381 381 0 25 25 20-5 15-10 5,000 105,581 0.70 10/13/2004 17,351 (147) 0 (147) 25 25 14-11 14-11 5,000 106,671 (1.23) 10/14/2004 17,856 505 505 0 25 25 5-20 17-8 5,000 105,147 (0.93) 10/15/2004 18,097 240 240 0 25 25 7-18 15-10 5,000 104,722 0.20 10/18/2004 17,562 (535) 0 (535) 25 25 11-14 11-14 5,000 108,572 2.12 10/19/2004 16,269 (1,292) 0 (1,292) 25 25 21-4 9-16 5,000 111,505 (1.79) 10/20/2004 15,805 (464) 0 (464) 25 25 4-21 13-12 5,000 108,947 1.01 10/21/2004 15,764 (40) 0 (40) 25 25 17-8 16-9 5,000 110,554 1.39 10/22/2004 14,814 (950) 0 (950) 25 25 17-8 10-15 5,000 111,166 (1.98) 10/25/2004 14,685 (129) 0 (129) 25 25 6-19 13-12 5,000 108,932 0.37 10/26/2004 15,151 465 465 0 25 25 14-11 17-8 5,000 109,327 0.83 10/27/2004 15,653 501 501 0 25 25 17-8 18-7 5,000 110,867 2.47 10/28/2004 15,828 174 174 0 25 25 23-2 17-8 5,000 113,125 0.71 10/29/2004 16,115 286 286 0 25 25 19-6 16-9 5,000 113,275 0.33 11/01/2004 16,390 274 274 0 25 25 14-11 15-10 5,000 113,691 0.57 11/02/2004 17,311 920 920 0 25 25 15-10 20-5 5,000 114,645 0.46 11/03/2004 15,446 (1,865) 0 (1,865) 25 25 15-10 12-13 5,000 116,454 (1.32) 11/04/2004 15,680 234 234 0 25 25 7-18 15-10 5,000 114,378 1.45 11/05/2004 14,156 (1,524) 0 (1,524) 25 25 20-5 12-13 5,000 117,179 (0.50) 11/08/2004 14,273 116 116 0 25 25 9-16 14-11 5,000 116,816 0.02 11/09/2004 14,446 172 172 0 25 25 14-11 16-9 5,000 116,757 0.09 11/10/2004 15,290 844 844 0 25 25 14-11 18-7 5,000 117,177 0.32 11/11/2004 15,629 339 339 0 25 25 15-10 18-7 5,000 118,654 1.23 11/12/2004 16,257 627 627 0 25 25 22-3 18-7 5,000 120,162 1.27 11/15/2004 16,620 363 363 0 25 25 17-8 17-8 5,000 122,033 0.05 11/16/2004 16,748 128 128 0 25 25 12-13 15-10 5,000 121,541 (0.67) 11/17/2004 16,074 (673) 0 (673) 25 25 4-21 9-16 5,000 121,909 0.61 11/18/2004 16,266 191 191 0 25 25 18-7 15-9 5,000 122,156 0.48 11/19/2004 15,760 (505) 0 (505) 25 25 18-7 9-16 5,000 122,402 (1.30) 11/22/2004 15,457 (302) 0 (302) 25 25 0-25 12-12 5,000 121,206 0.60 11/23/2004 14,953 (503) 0 (503) 25 25 17-8 12-13 5,000 121,787 (0.02) 11/24/2004 15,112 159 159 0 25 25 8-17 15-10 5,000 123,032 0.58 11/26/2004 15,405 293 293 0 25 25 19-6 18-7 5,000 123,611 (0.19) 11/29/2004 15,528 122 122 0 25 25 10-15 19-6 5,000 124,020 (0.62) 11/30/2004 15,960 431 431 0 25 25 7-18 18-7 5,000 122,780 (0.03) 12/01/2004 15,408 (552) 0 (552) 25 25 11-14 11-14 5,000 122,747 1.40 12/02/2004 15,752 344 344 0 25 25 22-3 16-9 5,000 124,566 0.11 12/03/2004 16,312 560 560 0 25 25 12-13 18-7 5,000 124,226 (0.03) 12/06/2004 16,000 (311) 0 (311) 25 25 10-15 14-10 5,000 124,065 0.28 12/07/2004 15,601 (398) 0 (398) 25 25 14-11 16-9 5,000 124,555 (1.68) 12/08/2004 14,650 (950) 0 (950) 25 25 4-21 8-17 5,000 122,635 1.13 12/09/2004 15,242 591 591 0 25 25 21-4 20-5 5,000 123,638 1.67 12/10/2004 16,014 771 771 0 25 25 23-2 19-6 5,000 125,000 0.78 12/13/2004 16,000 (13) 0 (13) 25 25 14-11 12-13 5,000 110,923 0.25 12/14/2004 16,013 13 13 0 25 25 16-9 13-11 5,000 111,179 0.31 12/15/2004 15,834 (178) 0 (178) 25 25 17-8 14-11 5,000 111,710 (0.18) 12/16/2004 15,866 32 32 0 25 25 14-11 13-12 5,000 111,361 (1.09) 12/17/2004 15,987 120 120 0 25 25 6-19 15-10 5,000 110,631 (0.70) 12/20/2004 16,142 155 155 0 25 25 9-16 16-9 5,000 110,227 (0.70) 12/21/2004 15,560 (581) 0 (581) 25 25 7-18 12-13 5,000 110,049 0.51 12/22/2004 16,114 554 554 0 25 25 13-12 16-9 5,000 110,292 0.87 12/23/2004 16,133 18 18 0 25 25 22-3 12-12 5,000 111,298 0.10 12/27/2004 15,966 (167) 0 (167) 25 25 13-12 11-14 5,000 111,984 (0.78) 12/28/2004 14,722 (1,244) 0 (1,244) 25 25 1-24 4-21 5,000 111,186 1.35 12/29/2004 15,302 580 580 0 25 25 24-1 20-5 5,000 112,488 0.51 12/30/2004 14,962 (339) 0 (339) 25 25 19-6 9-15 5,000 113,184 (0.37) 12/31/2004 15,089 126 126 0 25 25 7-18 12-13 5,000 112,576 (0.16) 01/03/2005 14,721 (367) 0 (367) 25 25 12-13 14-11 5,000 112,820 (1.57) 01/04/2005 15,609 888 888 0 25 25 5-20 20-5 5,000 111,878 (2.33) 01/05/2005 16,100 491 491 0 25 25 1-24 17-8 5,000 108,796 (0.63) 01/06/2005 16,478 378 378 0 25 25 9-16 18-7 5,000 108,139 (0.53) 01/07/2005 16,659 181 181 0 25 25 10-15 15-10 5,000 108,045 (0.29) 01/10/2005 16,684 24 24 0 25 25 7-18 13-12 5,000 117,749 0.17 01/11/2005 16,641 (42) 0 (42) 25 25 18-7 14-11 5,000 117,289 (0.01) 01/12/2005 16,561 (80) 0 (80) 25 25 13-12 15-10 5,000 117,916 0.51 01/13/2005 15,528 (1,032) 0 (1,032) 25 25 18-7 11-14 5,000 118,735 (1.26) 01/14/2005 14,780 (748) 0 (748) 25 25 3-22 8-17 5,000 117,471 1.10 01/18/2005 15,658 878 878 0 25 25 22-3 23-2 5,000 118,632 1.01 01/19/2005 14,799 (859) 0 (859) 25 25 21-4 10-15 5,000 119,900 (1.76) 01/20/2005 15,270 470 470 0 25 25 2-23 18-7 5,000 116,909 (0.98) 01/21/2005 15,539 269 269 0 25 25 5-20 17-8 5,000 115,853 (1.28) 01/24/2005 16,393 853 853 0 25 25 3-22 21-4 5,000 114,573 (1.91) 01/25/2005 16,655 262 262 0 25 25 4-21 15-10 5,000 112,999 (0.15) 01/26/2005 16,797 142 142 0 25 25 13-12 13-12 5,000 113,881 1.05 01/27/2005 16,914 116 116 0 25 25 18-7 13-12 5,000 114,977 0.22 01/28/2005 16,857 (57) 0 (57) 25 25 14-11 14-11 5,000 115,485 (1.27) 01/31/2005 16,135 (721) 0 (721) 25 25 3-22 11-14 5,000 115,487 0.78 02/01/2005 16,239 104 104 0 25 25 17-8 18-7 5,000 116,614 0.38 02/02/2005 16,337 98 98 0 25 25 12-13 18-7 5,000 117,668 0.52 02/03/2005 16,656 319 319 0 25 25 14-11 16-9 5,000 118,299 (0.46) 02/04/2005 15,390 (1,265) 0 (1,265) 25 25 5-20 7-18 5,000 117,942 2.24 02/07/2005 15,340 (50) 0 (50) 25 25 24-1 11-14 5,000 125,498 (0.33) 02/08/2005 16,087 746 746 0 25 25 9-16 20-5 5,000 125,277 (0.31) 02/09/2005 16,368 281 281 0 25 25 9-16 15-10 5,000 124,752 (1.70) 02/10/2005 17,110 742 742 0 25 25 1-24 18-6 5,000 123,717 (0.49) 02/11/2005 16,382 (728) 0 (728) 25 25 7-18 9-16 5,000 123,202 1.64 02/14/2005 16,855 472 472 0 25 25 21-4 15-10 5,000 125,196 0.19 02/15/2005 16,575 (279) 0 (279) 25 25 11-14 10-15 5,000 125,312 0.33 02/16/2005 16,590 14 14 0 25 25 16-9 13-10 5,000 125,677 0.32 02/17/2005 16,250 (339) 0 (339) 25 25 15-10 12-13 5,000 125,966 (1.46) 02/18/2005 16,849 598 598 0 25 25 2-23 16-9 5,000 124,326 (0.33) 02/22/2005 17,554 704 704 0 25 25 12-13 18-7 5,000 123,307 (1.15) 02/23/2005 17,494 (60) 0 (60) 25 25 6-19 13-12 5,000 122,136 (0.28) 02/24/2005 17,403 (91) 0 (91) 25 25 11-14 13-12 5,000 121,758 1.65 02/25/2005 17,799 396 396 0 25 25 21-4 18-7 5,000 123,874 0.26 02/28/2005 16,941 (858) 0 (858) 25 25 13-12 10-15 5,000 124,583 (0.15) 03/01/2005 17,039 97 97 0 25 25 8-17 14-11 5,000 124,693 0.61 03/02/2005 17,212 172 172 0 25 25 18-7 13-10 5,000 125,288 0.89 03/03/2005 17,237 24 24 0 25 25 19-6 12-13 5,000 127,104 (0.75) 03/04/2005 16,984 (253) 0 (253) 25 25 4-21 13-12 5,000 127,170 0.07 03/07/2005 16,294 (690) 0 (690) 25 25 10-15 12-13 5,000 131,266 1.65 03/08/2005 15,771 (523) 0 (523) 25 25 21-4 10-15 5,000 133,187 (0.60) 03/09/2005 16,650 878 878 0 25 25 3-22 20-5 5,000 132,395 (0.47) 03/10/2005 17,257 606 606 0 25 25 5-20 20-5 5,000 131,712 0.12 03/11/2005 17,183 (74) 0 (74) 25 25 12-13 15-9 5,000 132,676 (0.99) 03/14/2005 16,641 (542) 0 (542) 25 25 4-21 12-13 5,000 132,261 0.62 03/15/2005 15,874 (767) 0 (767) 25 25 16-9 13-12 5,000 133,385 (1.61) 03/16/2005 15,512 (361) 0 (361) 25 25 4-21 18-6 5,000 130,971 (0.28) 03/17/2005 15,684 172 172 0 25 25 4-21 16-9 5,000 130,048 0.20 03/18/2005 16,070 385 385 0 25 25 13-12 15-9 5,000 130,425 (0.11) 03/21/2005 16,152 81 81 0 25 25 15-10 14-11 5,000 130,414 (0.30) 03/22/2005 16,623 471 471 0 25 25 7-18 17-8 5,000 130,598 (0.83) 03/23/2005 16,524 (99) 0 (99) 25 25 9-16 11-14 5,000 129,147 0.68 03/24/2005 15,864 (659) 0 (659) 25 25 17-8 14-11 5,000 129,587 0.16 03/28/2005 15,477 (387) 0 (387) 25 25 13-12 10-15 5,000 130,283 (0.25) 03/29/2005 15,406 (71) 0 (71) 25 25 14-11 14-11 5,000 129,665 (0.70) 03/30/2005 15,165 (241) 0 (241) 25 25 8-17 12-13 5,000 129,137 1.57 03/31/2005 14,820 (345) 0 (345) 25 25 24-1 9-16 5,000 131,274 (0.37) 04/01/2005 15,516 695 695 0 25 25 7-18 19-6 5,000 131,631 (1.63) 04/04/2005 15,507 (9) 0 (9) 25 25 4-21 15-10 5,000 124,279 0.45 Optimization Summaries From [03/10/2003 09:30] to [05/02/2003 16:00] Symbols: ESRX(1340.90) BRCM(639.90) FISV(482.10) GRMN(454.10) NTLI(446.10) XRAY(434.00) CTSH(431.60) SNDK(431.40) CHIR(414.00) LNCR(404.10) XLNX(400.00) SEBL(361.89) FLEX(327.09) ERTS(314.00) NXTL(313.50) AMZN(300.90) YHOO(281.85) LRCX(272.89) LLTC(270.00) EBAY(270.00) AMAT(264.34) INTC(257.32) SIAL(236.10) KLAC(230.30) QCOM(229.00) From [04/07/2003 09:30] to [05/30/2003 16:00] Symbols: ESRX(1694.00) QLGC(821.20) IVGN(804.00) BRCM(695.90) NTLI(680.00) ISIL(629.00) CHKP(609.00) SIAL(549.10) MOLX(520.50) CHIR(504.00) XLNX(498.10) MRVL(497.55) CDWC(480.00) LRCX(477.49) SNDK(448.50) GILD(425.00) MERQ(417.00) MLNM(415.00) SHLD(414.00) SNPS(398.00) MCHP(376.90) BIIB(370.70) NTAP(344.90) GRMN(301.00) CMVT(281.00) From [05/05/2003 09:30] to [06/27/2003 16:00] Symbols: SHLD(879.10) CHKP(840.00) ISIL(832.50) ESRX(821.90) QLGC(809.61) NTLI(701.10) MERQ(661.00) MCHP(619.00) GENZ(590.10) LLTC(544.00) MRVL(531.50) CTXS(528.00) MLNM(527.10) ADBE(499.20) IVGN(475.10) MXIM(471.60) GILD(450.00) CMVT(393.00) SNPS(381.75) PETM(356.20) XMSR(340.60) LRCX(338.10) BMET(332.00) BIIB(318.60) CHIR(311.00) From [06/02/2003 09:30] to [07/25/2003 16:00] Symbols: QLGC(1088.01) MXIM(1005.60) NTLI(948.20) NVLS(940.00) MERQ(891.00) ADBE(747.10) PIXR(711.40) MLNM(671.10) MRVL(569.05) SHLD(542.10) YHOO(494.75) CHIR(488.00) VRSN(485.00) IVGN(483.00) GENZ(473.10) FAST(465.90) CHKP(449.00) VRTS(446.50) CECO(431.60) BIIB(420.50) GILD(400.55) BBBY(394.00) LLTC(377.00) ALTR(362.00) PETM(357.00) From [06/30/2003 09:30] to [08/22/2003 16:00] Symbols: IVGN(1189.75) MERQ(984.90) CDWC(959.25) NTLI(930.30) PIXR(702.70) QLGC(692.50) MRVL(688.30) CHIR(667.20) LAMR(635.70) MXIM(614.60) FISV(597.95) LRCX(586.20) PETM(569.00) XRAY(554.90) INTU(553.00) FAST(550.90) LNCR(521.90) VRSN(512.00) NTAP(500.20) VRTS(475.10) PAYX(454.00) YHOO(453.00) SBUX(447.00) EBAY(442.48) SPLS(415.11) From [07/28/2003 09:30] to [09/19/2003 16:00] Symbols: LAMR(1100.00) GRMN(1049.10) NTLI(1035.20) CDWC(992.25) MERQ(762.90) VRTS(751.00) SPLS(691.10) LRCX(657.20) NTAP(610.10) PIXR(563.70) IVGN(524.75) COST(510.00) CHIR(509.20) PETM(501.00) CMVT(464.00) BMET(454.00) DLTR(432.25) CTXS(387.30) FISV(383.75) ADBE(358.00) EBAY(353.98) MRVL(350.75) INTU(324.60) CHKP(314.00) LNCR(310.60) From [08/25/2003 09:30] to [10/17/2003 16:00] Symbols: GRMN(1165.90) NTLI(1014.10) SNDK(944.50) ESRX(845.60) VRTS(628.00) LAMR(598.00) MLNM(562.00) PIXR(525.00) BMET(466.00) VRSN(429.88) EBAY(376.75) CTXS(348.00) CDWC(339.00) ISIL(324.00) FAST(321.00) MEDI(315.50) PETM(311.10) NXTL(306.00) EXPD(300.00) IACI(289.20) SIAL(284.00) RIMM(271.75) WYNN(271.10) DELL(248.10) COST(245.70) From [09/22/2003 09:30] to [11/14/2003 16:00] Symbols: SNDK(1087.50) SIAL(802.90) IACI(689.20) CECO(555.00) GRMN(530.90) PIXR(529.70) FAST(529.00) EXPD(515.80) CDWC(484.00) BIIB(474.00) BBBY(417.90) LAMR(410.00) DISH(381.00) NTLI(354.10) MEDI(310.00) MERQ(305.00) EBAY(300.00) ATYT(292.00) MCHP(289.32) ESRX(283.10) PETM(270.10) PAYX(263.00) CTXS(259.00) SNPS(257.50) SBUX(200.70) From [10/20/2003 09:30] to [12/12/2003 16:00] Symbols: NTLI(1505.00) CECO(1242.00) BBBY(906.40) CDWC(892.85) PIXR(793.71) EXPD(759.18) MCHP(704.00) FAST(663.00) IACI(625.00) XMSR(582.00) AMZN(576.90) PCAR(531.70) NTAP(519.90) BIIB(456.00) PETM(454.70) APCC(451.50) CTXS(447.00) INTC(428.20) EBAY(420.75) CHIR(412.00) SNDK(403.25) CMVT(401.00) WYNN(370.30) DLTR(339.00) SNPS(321.10) From [11/17/2003 09:30] to [01/09/2004 16:00] Symbols: NTLI(1535.00) AMZN(1487.00) BBBY(984.00) CECO(968.00) IVGN(909.01) PIXR(828.10) YHOO(697.20) DLTR(633.00) PETM(553.70) BIIB(530.00) APOL(490.00) COST(458.60) CHIR(434.00) CMVT(429.00) CTXS(401.00) ISIL(398.90) GILD(382.50) CDWC(366.95) PCAR(340.89) EBAY(337.50) ESRX(327.00) INTC(318.00) XRAY(276.00) KLAC(267.00) WYNN(264.50) From [12/15/2003 09:30] to [02/06/2004 16:00] Symbols: IVGN(1159.01) AMZN(919.00) MERQ(704.50) CTAS(698.90) PCAR(623.79) MXIM(592.80) ESRX(570.00) SNDK(563.05) JNPR(554.60) DISH(531.00) RIMM(525.25) PIXR(496.10) GRMN(490.10) CECO(478.00) YHOO(462.18) BBBY(456.50) COST(440.00) CHIR(413.00) FAST(379.00) ERTS(378.00) EBAY(371.00) CDWC(349.10) BRCM(344.90) VRTS(340.00) SANM(327.00) From [01/12/2004 09:30] to [03/05/2004 16:00] Symbols: RIMM(1350.25) GRMN(1124.00) PCAR(1106.59) WFMI(922.00) PAYX(887.70) MERQ(871.00) IACI(821.00) ERTS(775.00) IVGN(702.00) APOL(657.00) FAST(653.00) ESRX(638.00) XMSR(609.00) GILD(572.50) BIIB(569.00) SNDK(551.55) NTLI(509.00) BBBY(452.30) CECO(444.00) ROST(400.00) TLAB(379.00) COST(373.00) YHOO(372.03) SPLS(368.50) ADSK(366.50) From [02/09/2004 09:30] to [04/02/2004 16:00] Symbols: IVGN(1524.00) IACI(1358.00) SHLD(1242.00) ESRX(1110.10) ERTS(1064.00) APOL(947.00) NTLI(714.00) PIXR(702.00) EXPD(673.00) RIMM(672.00) YHOO(561.00) ADSK(479.50) WFMI(458.99) GILD(458.50) MERQ(441.00) LRCX(434.00) CECO(433.00) SYMC(403.75) CTXS(388.68) PAYX(381.00) CMVT(365.00) CHKP(347.50) MEDI(347.00) PCAR(337.00) MXIM(313.90) From [03/08/2004 09:30] to [04/30/2004 16:00] Symbols: IVGN(2008.00) SHLD(1421.00) ESRX(1057.01) BRCM(954.00) ERTS(709.00) CTSH(696.50) NTLI(681.00) TEVA(675.00) MOLX(596.00) EXPD(540.00) IACI(510.00) VRTS(491.00) WFMI(486.00) PIXR(484.00) MRVL(434.58) CSCO(431.20) SNPS(420.00) CTXS(414.00) DLTR(413.00) CHRW(395.00) CMVT(384.00) MERQ(376.00) CDWC(374.00) MLNM(364.00) JNPR(342.65) From [04/05/2004 09:30] to [05/28/2004 16:00] Symbols: WFMI(1410.00) IVGN(1093.01) PCAR(1043.00) SHLD(1006.00) NTLI(970.00) ERTS(800.00) MERQ(787.00) MOLX(771.00) CHRW(731.00) VRTS(720.00) TEVA(675.00) MCHP(670.64) AMZN(651.00) LLTC(640.80) FISV(566.00) LAMR(553.00) KLAC(544.00) ESRX(487.51) RIMM(487.50) MXIM(482.00) ROST(431.00) CSCO(408.50) BRCM(403.00) ISIL(401.90) ALTR(388.00) From [05/03/2004 09:30] to [06/25/2004 16:00] Symbols: WFMI(1439.00) NTLI(1106.00) PCAR(846.00) MERQ(814.10) ROST(697.00) INTU(687.00) AMGN(621.09) WYNN(555.00) SHLD(550.00) AMZN(541.73) CDWC(522.00) LLTC(514.80) CECO(483.00) FAST(460.00) MOLX(452.00) LRCX(451.00) CTAS(450.00) QLGC(444.00) ISIL(439.10) BMET(418.00) SNDK(414.00) DISH(387.00) GENZ(383.00) SPLS(372.00) FISV(363.00) From [05/31/2004 09:30] to [07/23/2004 16:00] Symbols: CECO(1327.00) SHLD(1216.00) WFMI(933.00) MERQ(746.10) DISH(692.00) CTAS(658.00) NTLI(557.00) INTU(517.00) PIXR(507.00) BIIB(456.50) XMSR(455.50) PETM(377.00) WYNN(351.00) ADSK(340.50) MOLX(307.00) LNCR(296.00) ROST(291.00) AMGN(280.99) SIAL(279.00) PAYX(276.00) SNDK(267.80) SBUX(261.00) BMET(227.00) LAMR(224.00) FISV(221.00) From [06/28/2004 09:30] to [08/20/2004 16:00] Symbols: NTLI(1124.00) MERQ(1022.00) DISH(770.00) APOL(762.00) CECO(701.00) CTAS(648.00) PIXR(575.00) PAYX(539.00) XLNX(531.00) INTU(519.00) PETM(466.00) BMET(459.00) SHLD(440.01) ESRX(427.00) DLTR(425.50) INTC(408.10) APCC(401.00) LNCR(362.00) TEVA(345.50) WFMI(286.00) ERTS(283.10) MOLX(283.00) SBUX(271.00) WYNN(269.00) XMSR(252.00) From [07/26/2004 09:30] to [09/17/2004 16:00] Symbols: NTLI(1212.00) MCHP(1015.00) ERTS(814.00) GRMN(723.01) CTAS(704.00) AMGN(668.50) CECO(655.00) NTAP(570.00) DISH(529.00) SPLS(519.00) MERQ(485.00) XLNX(484.00) EXPD(476.00) ESRX(473.00) GENZ(447.90) INTU(414.00) NVLS(414.00) SBUX(410.80) DLTR(386.90) CHIR(377.00) APOL(366.99) PCAR(365.00) PETM(365.00) WYNN(363.00) PAYX(359.00) From [08/23/2004 09:30] to [10/15/2004 16:00] Symbols: RIMM(1127.99) QCOM(1052.55) AMZN(1042.30) SHLD(653.00) FISV(641.80) ERTS(612.37) YHOO(607.00) IVGN(598.00) FAST(539.00) CECO(531.00) GILD(512.00) PCAR(465.00) NTLI(463.00) MCHP(460.00) EBAY(419.95) AAPL(419.75) CDWC(402.00) PAYX(387.00) ALTR(379.00) XMSR(371.10) NTAP(351.30) TEVA(339.30) ESRX(338.00) GRMN(327.00) XLNX(315.00) From [09/20/2004 09:30] to [11/12/2004 16:00] Symbols: PCAR(1200.00) CDWC(852.00) FISV(825.80) SHLD(799.00) LBTYA(794.00) WFMI(646.00) IVGN(646.00) IACI(645.00) CHIR(645.00) CHRW(561.50) TEVA(487.80) AAPL(482.50) AMGN(481.00) ERTS(469.56) SBUX(458.00) CMCSA(410.00) SSCC(405.00) SIAL(396.50) BIIB(389.60) FAST(385.00) APCC(369.00) DISH(367.00) LNCR(352.10) GENZ(349.00) GILD(333.50) From [10/18/2004 09:30] to [12/10/2004 16:00] Symbols: PCAR(1338.00) ERTS(1089.19) LBTYA(1020.00) CECO(834.50) CTSH(763.60) SHLD(671.00) PDCO(556.00) TEVA(548.50) AMGN(483.00) DELL(470.00) CDWC(444.00) CHIR(420.50) BIIB(417.50) LAMR(401.00) SYMC(390.70) SIAL(390.00) IACI(382.20) GRMN(363.00) CTAS(361.00) CTXS(349.80) CMCSA(348.50) APCC(314.90) FLEX(303.10) SSCC(272.00) GILD(269.50) From [11/15/2004 09:30] to [01/07/2005 16:00] Symbols: ERTS(1256.00) CECO(1001.50) SHLD(927.00) GILD(904.50) CTXS(662.80) ESRX(596.51) TEVA(596.00) PDCO(591.00) ADBE(586.10) IVGN(564.00) MOLX(560.50) RIMM(554.00) BIIB(550.00) GRMN(542.00) EBAY(511.00) XMSR(483.50) PCAR(476.99) CTAS(453.20) LBTYA(439.00) YHOO(394.70) MRVL(384.00) INTU(382.40) SNPS(380.90) APCC(357.00) CTSH(339.10) From [12/13/2004 09:30] to [02/04/2005 16:00] Symbols: SHLD(1606.00) MERQ(905.00) ADBE(856.10) NTLI(805.00) WYNN(779.00) WFMI(681.10) ADSK(657.75) ERTS(632.00) CECO(608.43) GILD(594.50) TEVA(553.00) PETM(520.10) JNPR(510.70) CMCSA(505.10) PDCO(505.00) GENZ(462.00) CTSH(458.00) XMSR(437.72) AMZN(408.00) CTAS(404.00) PCAR(402.00) BBBY(377.00) SBUX(364.50) SSCC(358.00) ESRX(356.99) From [01/10/2005 09:30] to [03/04/2005 16:00] Symbols: NTLI(1009.00) SHLD(939.00) GENZ(731.00) MERQ(730.00) GRMN(662.00) BBBY(658.00) APOL(575.00) AMZN(574.00) CECO(549.43) COST(545.10) CTSH(544.00) WYNN(537.00) PDCO(499.00) PCAR(495.00) WFMI(493.10) BRCM(457.00) VRTS(410.00) JNPR(377.50) TEVA(348.00) DLTR(347.02) GILD(344.00) AMGN(335.00) FAST(312.00) XLNX(307.00) ESRX(297.99) From [02/08/2005 09:30] to [04/01/2005 16:00] Symbols: ESRX(1188.00) RIMM(1137.01) GRMN(797.01) ROST(706.00) LBTYA(680.00) BIIB(674.01) SHLD(663.99) AMZN(640.00) EBAY(519.50) TEVA(512.00) NTLI(482.00) FAST(469.00) WFMI(467.99) CECO(457.00) VRSN(447.00) GILD(441.00) AAPL(411.40) CTSH(394.00) PCAR(383.00) MCIP(382.00) CHRW(346.00) DLTR(335.50) COST(328.00) MRVL(313.00) BBBY(304.00)