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TradeStation Performance Report <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TradeStation Performance Summary
TradeStation TradeManager Performance Report TSL_DX_2.0, @DX, Weekly, 11/22/1985 3:00:00 PM - 1/1/2010 3:00:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $215,511.00    Profit Factor 3.01
Gross Profit $322,826.00    Gross Loss ($107,315.00)
Total Number of Trades 219    Percent Profitable 54.79%
Winning Trades 120    Losing Trades 98
Even Trades 1
Avg. Trade Net Profit $984.07    Ratio Avg. Win:Avg. Loss 2.46
Avg. Winning Trade $2,690.22    Avg. Losing Trade ($1,095.05)
Largest Winning Trade $13,665.00    Largest Losing Trade ($4,167.00)
Max. Consecutive Winning Trades 6    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 8.48    Avg. Bars in Losing Trades 3.80
Avg. Bars in Total Trades 6.37
Max. Shares/Contracts Held 1    Account Size Required $7,828.00
Return on Initial Capital 215.51%    Annual Rate of Return 5.00%
Return Retracement Ratio 0.09    RINA Index 244.56
Trading Period 22 Yrs, 11 Mths, 15 Dys    Percent of Time in the Market 98.16%
Max. Equity Run-up n/a

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($10,694.00)    Value ($7,828.00)
Net Profit as % of Drawdown 2015.25%    Net Profit as % of Drawdown 2753.08%
Max. Trade Drawdown ($4,167.00)    
Long Trades
Total Net Profit $86,277.00    Profit Factor 2.56
Gross Profit $141,470.00    Gross Loss ($55,193.00)
Total Number of Trades 110    Percent Profitable 51.82%
Winning Trades 57    Losing Trades 52
Even Trades 1
Avg. Trade Net Profit $784.34    Ratio Avg. Win:Avg. Loss 2.34
Avg. Winning Trade $2,481.93    Avg. Losing Trade ($1,061.40)
Largest Winning Trade $8,290.00    Largest Losing Trade ($3,983.00)
Max. Consecutive Winning Trades 7    Max. Consecutive Losing Trades 5
Avg. Bars in Winning Trades 7.93    Avg. Bars in Losing Trades 3.56
Max. Shares/Contracts Held 1    Account Size Required $9,306.00
     
Net Profit as % of Largest Loss 2166.13%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($12,368.00)    Value ($9,306.00)
Net Profit as % of Drawdown 697.58%    Net Profit as % of Drawdown 927.11%
Max. Trade Drawdown ($3,983.00)  
Short Trades
Total Net Profit $129,234.00    Profit Factor 3.48
Gross Profit $181,356.00    Gross Loss ($52,122.00)
     
Total Number of Trades 109    Percent Profitable 57.80%
Winning Trades 63    Losing Trades 46
Even Trades 0
Avg. Trade Net Proft $1,185.63    Ratio Avg. Win:Avg. Loss 2.54
Avg. Winning Trade $2,878.67    Avg. Losing Trade ($1,133.09)
Largest Winning Trade $13,665.00    Largest Losing Trade ($4,167.00)
Max. Consecutive Winning Trades 5    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 8.98    Avg. Bars in Losing Trades 4.07
Max. Shares/Contracts Held 1    Account Size Required $5,667.00
Net Profit as % of Largest Loss 3101.37%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($7,428.00)    Value ($5,667.00)
Net Profit as % of Drawdown 1739.82%    Net Profit as % of Drawdown 2280.47%
Max. Trade Drawdown ($4,167.00)  
Created by TradeStation: 1/2/2010 11:03:18 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSL_DX_2.0, @DX, Weekly, 11/22/1985 3:00:00 PM - 1/1/2010 3:00:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 219 120 98
Avg. Trade Net Profit $984.07 $2,690.22 ($1,095.05)
1 Std. Deviation of Avg. Trade $2,658.03 $2,419.45 $847.66
Avg. Trade + 1 Std. Deviation $3,642.10 $5,109.67 ($247.40)
Avg. Trade - 1 Std. Deviation ($1,673.97) $270.77 ($1,942.71)
Coefficient of Variation 270.11% 89.94% 77.41%
Time Averages
Avg. Time in Trades 37 Dys, 14 Hrs, 8 Mins 52 Dys, 9 Hrs, 12 Mins 19 Dys, 13 Hrs, 42 Mins
Avg. Time Between Trades n/a 16 Dys, 8 Hrs, 28 Mins 64 Dys, 8 Hrs, 54 Mins
Avg. Time Between Trade Profit Peaks 914 Dys, 16 Hrs
Outliers Total Positive Negative
Number of Outliers 4 1 3
Outlier Profit/Loss $1,833.00 $13,665.00 ($11,832.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $15,388.00 ($4,167.00)
Max. Value Date 7/19/2002 8/15/2008
Avg. Value $2,876.54 ($882.90)
1 Std. Deviation $2,694.94 $839.96
Avg. + 1 Std. Deviation $5,571.48 ($42.94)
Avg. - 1 Std. Deviation $181.60 ($1,722.86)
Coefficient of Variation 93.69% 95.14%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 2.04% 67.62% 34.42%
1 Std. Deviation 54.74% 30.75% 31.12%
Avg. + 1 Std. Deviation 56.77% 98.37% 65.54%
Avg. - 1 Std. Deviation (52.70%) 36.87% 3.29%
Coefficient of Variation 2688.36% 45.47% 90.43%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $13,665.00 ($4,167.00)
Largest Profit/Loss as % of Gross 4.23% 3.88%
Largest Consec. Profit/Loss $19,063.00 ($6,234.00)
Largest Consec. Profit/Loss as % of Gross 5.91% 5.81%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 31 $3,012.19 ($1,148.40)
2 17 $2,959.56 ($1,140.12)
3 7 $2,268.52 ($953.14)
4 2 $1,011.12 ($532.50)
5 4 $2,896.65 ($960.00)
6 1 $2,527.00 ($2,510.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 34 ($965.71) $3,165.41
2 22 ($1,200.43) $2,676.41
3 3 ($1,412.44) $2,976.00
5 1 ($858.80) $4,645.00
6 1 ($776.00) $1,385.00

Created by TradeStation: 1/2/2010 11:03:18 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips		 Shares/Ctrts
Profit/Loss		 Gross P/L
Cum Net Profit		 % Profit Run-up
DrawDown		 Efficiency Total Eff. Comm. Slippage
 1  Buy  06/19/87  Buy  $120.807  $0.00  1  $738.00  0.61%  $1,970.00  87.56%    $0.000  $0.000
   Sell  07/17/87  Short  $121.545    $738.00  $738.00    ($280.00)  45.24%  32.80%  $0.000  $0.000
 2  Sell Short  07/17/87  Short  $121.545  $0.00  1  ($1,235.00)  (1.02%)  $888.00  41.83%    $0.000  $0.000
   Buy to Cover  07/24/87  Buy  $122.780    ($1,235.00)  ($497.00)    ($1,235.00)  0.00%  (58.17%)  $0.000  $0.000
 3  Buy  07/24/87  Buy  $122.780  $0.00  1  ($5.00)  (0.00%)  $1,557.00  67.11%    $0.000  $0.000
   Sell  08/21/87  Short  $122.775    ($5.00)  ($502.00)    ($763.00)  32.67%  (0.22%)  $0.000  $0.000
 4  Sell Short  08/21/87  Short  $122.775  $0.00  1  $2,505.00  2.04%  $4,318.00  100.00%    $0.000  $0.000
   Buy to Cover  10/02/87  Buy  $120.270    $2,505.00  $2,003.00    $0.00  58.01%  58.01%  $0.000  $0.000
 5  Buy  10/02/87  Buy  $120.270  $0.00  1  ($1,075.00)  (0.89%)  $947.00  46.83%    $0.000  $0.000
   Sell  10/09/87  Short  $119.195    ($1,075.00)  $928.00    ($1,075.00)  0.00%  (53.17%)  $0.000  $0.000
 6  Sell Short  10/09/87  Short  $119.195  $0.00  1  $6,395.00  5.37%  $8,078.00  92.85%    $0.000  $0.000
   Buy to Cover  12/11/87  Buy  $112.800    $6,395.00  $7,323.00    ($622.00)  80.66%  73.51%  $0.000  $0.000
 7  Buy  12/11/87  Buy  $112.800  $0.00  1  ($3,983.00)  (3.53%)  $57.00  1.41%    $0.000  $0.000
   Sell  01/01/88  Short  $108.817    ($3,983.00)  $3,340.00    ($3,983.00)  0.00%  (98.59%)  $0.000  $0.000
 8  Sell Short  01/01/88  Short  $108.817  $0.00  1  ($1,113.00)  (1.02%)  $1,560.00  58.36%    $0.000  $0.000
   Buy to Cover  01/08/88  Buy  $109.930    ($1,113.00)  $2,227.00    ($1,113.00)  0.00%  (41.64%)  $0.000  $0.000
 9  Buy  01/08/88  Buy  $109.930  $0.00  1  $3,105.00  2.82%  $4,277.00  97.87%    $0.000  $0.000
   Sell  02/26/88  Short  $113.035    $3,105.00  $5,332.00    ($93.00)  73.18%  71.05%  $0.000  $0.000
 10  Sell Short  02/26/88  Short  $113.035  $0.00  1  $2,555.00  2.26%  $3,678.00  100.00%    $0.000  $0.000
   Buy to Cover  04/08/88  Buy  $110.480    $2,555.00  $7,887.00    $0.00  69.47%  69.47%  $0.000  $0.000
 11  Buy  04/08/88  Buy  $110.480  $0.00  1  $1,565.00  1.42%  $2,507.00  72.67%    $0.000  $0.000
   Sell  06/10/88  Short  $112.045    $1,565.00  $9,452.00    ($943.00)  72.70%  45.36%  $0.000  $0.000
 12  Sell Short  06/10/88  Short  $112.045  $0.00  1  ($445.00)  (0.40%)  $238.00  34.85%    $0.000  $0.000
   Buy to Cover  06/17/88  Buy  $112.490    ($445.00)  $9,007.00    ($445.00)  0.00%  (65.15%)  $0.000  $0.000
 13  Buy  06/17/88  Buy  $112.490  $0.00  1  $4,835.00  4.30%  $7,437.00  100.00%    $0.000  $0.000
   Sell  07/22/88  Short  $117.325    $4,835.00  $13,842.00    $0.00  65.01%  65.01%  $0.000  $0.000
 14  Sell Short  07/22/88  Short  $117.325  $0.00  1  ($1,565.00)  (1.33%)  $888.00  36.20%    $0.000  $0.000
   Buy to Cover  08/05/88  Buy  $118.890    ($1,565.00)  $12,277.00    ($1,565.00)  0.00%  (63.80%)  $0.000  $0.000
 15  Buy  08/05/88  Buy  $118.890  $0.00  1  ($55.00)  (0.05%)  $1,897.00  97.18%    $0.000  $0.000
   Sell  08/19/88  Short  $118.835    ($55.00)  $12,222.00    ($55.00)  0.00%  (2.82%)  $0.000  $0.000
 16  Sell Short  08/19/88  Short  $118.835  $0.00  1  $115.00  0.10%  $948.00  30.58%    $0.000  $0.000
   Buy to Cover  09/16/88  Buy  $118.720    $115.00  $12,337.00    ($2,152.00)  73.13%  3.71%  $0.000  $0.000
 17  Buy  09/16/88  Buy  $118.720  $0.00  1  ($503.00)  (0.42%)  $1,397.00  73.53%    $0.000  $0.000
   Sell  10/14/88  Short  $118.217    ($503.00)  $11,834.00    ($503.00)  0.00%  (26.47%)  $0.000  $0.000
 18  Sell Short  10/14/88  Short  $118.217  $0.00  1  $5,997.00  5.07%  $7,080.00  100.00%    $0.000  $0.000
   Buy to Cover  12/09/88  Buy  $112.220    $5,997.00  $17,831.00    $0.00  84.70%  84.70%  $0.000  $0.000
 19  Buy  12/09/88  Buy  $112.220  $0.00  1  $3,905.00  3.48%  $5,757.00  96.11%    $0.000  $0.000
   Sell  01/27/89  Short  $116.125    $3,905.00  $21,736.00    ($233.00)  69.08%  65.19%  $0.000  $0.000
 20  Sell Short  01/27/89  Short  $116.125  $0.00  1  ($2,080.00)  (1.79%)  $538.00  20.55%    $0.000  $0.000
   Buy to Cover  02/03/89  Buy  $118.205    ($2,080.00)  $19,656.00    ($2,080.00)  0.00%  (79.45%)  $0.000  $0.000
 21  Buy  02/03/89  Buy  $118.205  $0.00  1  ($1,130.00)  (0.96%)  $322.00  22.18%    $0.000  $0.000
   Sell  02/10/89  Short  $117.075    ($1,130.00)  $18,526.00    ($1,130.00)  0.00%  (77.82%)  $0.000  $0.000
 22  Sell Short  02/10/89  Short  $117.075  $0.00  1  $95.00  0.08%  $1,668.00  72.52%    $0.000  $0.000
   Buy to Cover  03/03/89  Buy  $116.980    $95.00  $18,621.00    ($632.00)  31.61%  4.13%  $0.000  $0.000
 23  Buy  03/03/89  Buy  $116.980  $0.00  1  $5,775.00  4.94%  $8,427.00  100.00%    $0.000  $0.000
   Sell  06/02/89  Short  $122.755    $5,775.00  $24,396.00    $0.00  68.53%  68.53%  $0.000  $0.000
 24  Sell Short  06/02/89  Short  $122.755  $0.00  1  ($3,682.00)  (3.00%)  $738.00  16.70%    $0.000  $0.000
   Buy to Cover  06/16/89  Buy  $126.437    ($3,682.00)  $20,714.00    ($3,682.00)  0.00%  (83.30%)  $0.000  $0.000
 25  Buy  06/16/89  Buy  $126.437  $0.00  1  ($2,552.00)  (2.02%)  $1,140.00  30.88%    $0.000  $0.000
   Sell  06/23/89  Short  $123.885    ($2,552.00)  $18,162.00    ($2,552.00)  0.00%  (69.12%)  $0.000  $0.000
 26  Sell Short  06/23/89  Short  $123.885  $0.00  1  $3,128.00  2.52%  $6,248.00  100.00%    $0.000  $0.000
   Buy to Cover  08/11/89  Buy  $120.757    $3,128.00  $21,290.00    $0.00  50.06%  50.06%  $0.000  $0.000
 27  Buy  08/11/89  Buy  $120.757  $0.00  1  ($280.00)  (0.23%)  $4,200.00  75.68%    $0.000  $0.000
   Sell  09/29/89  Short  $120.477    ($280.00)  $21,010.00    ($1,350.00)  19.28%  (5.05%)  $0.000  $0.000
 28  Sell Short  09/29/89  Short  $120.477  $0.00  1  ($53.00)  (0.04%)  $1,850.00  97.21%    $0.000  $0.000
   Buy to Cover  10/06/89  Buy  $120.530    ($53.00)  $20,957.00    ($53.00)  0.00%  (2.79%)  $0.000  $0.000
 29  Buy  10/06/89  Buy  $120.530  $0.00  1  ($2,153.00)  (1.79%)  $1,527.00  41.49%    $0.000  $0.000
   Sell  10/20/89  Short  $118.377    ($2,153.00)  $18,804.00    ($2,153.00)  0.00%  (58.51%)  $0.000  $0.000
 30  Sell Short  10/20/89  Short  $118.377  $0.00  1  ($1,023.00)  (0.86%)  $190.00  10.61%    $0.000  $0.000
   Buy to Cover  11/03/89  Buy  $119.400    ($1,023.00)  $17,781.00    ($1,600.00)  32.23%  (57.15%)  $0.000  $0.000
 31  Buy  11/03/89  Buy  $119.400  $0.00  1  ($785.00)  (0.66%)  $487.00  38.29%    $0.000  $0.000
   Sell  11/17/89  Short  $118.615    ($785.00)  $16,996.00    ($785.00)  0.00%  (61.71%)  $0.000  $0.000
 32  Sell Short  11/17/89  Short  $118.615  $0.00  1  $4,645.00  3.92%  $5,838.00  90.09%    $0.000  $0.000
   Buy to Cover  01/05/90  Buy  $113.970    $4,645.00  $21,641.00    ($642.00)  81.59%  71.68%  $0.000  $0.000
 33  Buy  01/05/90  Buy  $113.970  $0.00  1  ($1,165.00)  (1.02%)  $1,317.00  44.64%    $0.000  $0.000
   Sell  01/26/90  Short  $112.805    ($1,165.00)  $20,476.00    ($1,633.00)  15.86%  (39.49%)  $0.000  $0.000
 34  Sell Short  01/26/90  Short  $112.805  $0.00  1  $245.00  0.22%  $1,438.00  56.39%    $0.000  $0.000
   Buy to Cover  02/16/90  Buy  $112.560    $245.00  $20,721.00    ($1,112.00)  53.22%  9.61%  $0.000  $0.000
 35  Buy  02/16/90  Buy  $112.560  $0.00  1  $667.00  0.59%  $2,157.00  67.41%    $0.000  $0.000
   Sell  03/23/90  Short  $113.227    $667.00  $21,388.00    ($1,043.00)  53.44%  20.84%  $0.000  $0.000
 36  Sell Short  03/23/90  Short  $113.227  $0.00  1  $857.00  0.76%  $3,400.00  71.73%    $0.000  $0.000
   Buy to Cover  06/08/90  Buy  $112.370    $857.00  $22,245.00    ($1,340.00)  46.35%  18.08%  $0.000  $0.000
 37  Buy  06/08/90  Buy  $112.370  $0.00  1  ($875.00)  (0.78%)  $237.00  21.31%    $0.000  $0.000
   Sell  06/22/90  Short  $111.495    ($875.00)  $21,370.00    ($875.00)  0.00%  (78.69%)  $0.000  $0.000
 38  Sell Short  06/22/90  Short  $111.495  $0.00  1  $5,745.00  5.15%  $7,838.00  100.00%    $0.000  $0.000
   Buy to Cover  09/14/90  Buy  $105.750    $5,745.00  $27,115.00    $0.00  73.30%  73.30%  $0.000  $0.000
 39  Buy  09/14/90  Buy  $105.750  $0.00  1  ($2,163.00)  (2.05%)  $347.00  11.88%    $0.000  $0.000
   Sell  10/05/90  Short  $103.587    ($2,163.00)  $24,952.00    ($2,573.00)  14.04%  (74.08%)  $0.000  $0.000
 40  Sell Short  10/05/90  Short  $103.587  $0.00  1  $3,262.00  3.15%  $5,920.00  93.23%    $0.000  $0.000
   Buy to Cover  02/22/91  Buy  $100.325    $3,262.00  $28,214.00    ($430.00)  58.14%  51.37%  $0.000  $0.000
 41  Buy  02/22/91  Buy  $100.325  $0.00  1  $6,890.00  6.87%  $9,222.00  100.00%    $0.000  $0.000
   Sell  04/05/91  Short  $107.215    $6,890.00  $35,104.00    $0.00  74.71%  74.71%  $0.000  $0.000
 42  Sell Short  04/05/91  Short  $107.215  $0.00  1  ($655.00)  (0.61%)  $1,128.00  63.26%    $0.000  $0.000
   Buy to Cover  04/19/91  Buy  $107.870    ($655.00)  $34,449.00    ($655.00)  0.00%  (36.74%)  $0.000  $0.000
 43  Buy  04/19/91  Buy  $107.870  $0.00  1  $1,525.00  1.41%  $3,367.00  100.00%    $0.000  $0.000
   Sell  05/03/91  Short  $109.395    $1,525.00  $35,974.00    $0.00  45.29%  45.29%  $0.000  $0.000
 44  Sell Short  05/03/91  Short  $109.395  $0.00  1  ($1,525.00)  (1.39%)  $2,328.00  60.42%    $0.000  $0.000
   Buy to Cover  06/14/91  Buy  $110.920    ($1,525.00)  $34,449.00    ($1,525.00)  0.00%  (39.58%)  $0.000  $0.000
 45  Buy  06/14/91  Buy  $110.920  $0.00  1  ($1,205.00)  (1.09%)  $2,347.00  66.08%    $0.000  $0.000
   Sell  07/19/91  Short  $109.715    ($1,205.00)  $33,244.00    ($1,205.00)  0.00%  (33.92%)  $0.000  $0.000
 46  Sell Short  07/19/91  Short  $109.715  $0.00  1  $925.00  0.84%  $2,348.00  83.26%    $0.000  $0.000
   Buy to Cover  08/16/91  Buy  $108.790    $925.00  $34,169.00    ($472.00)  49.54%  32.80%  $0.000  $0.000
 47  Buy  08/16/91  Buy  $108.790  $0.00  1  ($815.00)  (0.75%)  $3,247.00  78.24%    $0.000  $0.000
   Sell  09/06/91  Short  $107.975    ($815.00)  $33,354.00    ($903.00)  2.12%  (19.64%)  $0.000  $0.000
 48  Sell Short  09/06/91  Short  $107.975  $0.00  1  $2,615.00  2.42%  $3,818.00  100.00%    $0.000  $0.000
   Buy to Cover  10/11/91  Buy  $105.360    $2,615.00  $35,969.00    $0.00  68.49%  68.49%  $0.000  $0.000
 49  Buy  10/11/91  Buy  $105.360  $0.00  1  ($305.00)  (0.29%)  $1,397.00  78.04%    $0.000  $0.000
   Sell  11/01/91  Short  $105.055    ($305.00)  $35,664.00    ($393.00)  4.92%  (17.04%)  $0.000  $0.000
 50  Sell Short  11/01/91  Short  $105.055  $0.00  1  $7,135.00  6.79%  $8,248.00  100.00%    $0.000  $0.000
   Buy to Cover  01/03/92  Buy  $97.920    $7,135.00  $42,799.00    $0.00  86.51%  86.51%  $0.000  $0.000
 51  Buy  01/03/92  Buy  $97.920  $0.00  1  $4,145.00  4.23%  $5,237.00  78.40%    $0.000  $0.000
   Sell  02/28/92  Short  $102.065    $4,145.00  $46,944.00    ($1,443.00)  83.65%  62.05%  $0.000  $0.000
 52  Sell Short  02/28/92  Short  $102.065  $0.00  1  ($1,095.00)  (1.07%)  $508.00  31.69%    $0.000  $0.000
   Buy to Cover  03/06/92  Buy  $103.160    ($1,095.00)  $45,849.00    ($1,095.00)  0.00%  (68.31%)  $0.000  $0.000
 53  Buy  03/06/92  Buy  $103.160  $0.00  1  ($995.00)  (0.96%)  $907.00  38.43%    $0.000  $0.000
   Sell  03/27/92  Short  $102.165    ($995.00)  $44,854.00    ($1,453.00)  19.41%  (42.16%)  $0.000  $0.000
 54  Sell Short  03/27/92  Short  $102.165  $0.00  1  $1,850.00  1.81%  $4,088.00  84.12%    $0.000  $0.000
   Buy to Cover  05/29/92  Buy  $100.315    $1,850.00  $46,704.00    ($772.00)  53.95%  38.07%  $0.000  $0.000
 55  Buy  05/29/92  Buy  $100.315  $0.00  1  ($1,860.00)  (1.85%)  $12.00  0.64%    $0.000  $0.000
   Sell  06/05/92  Short  $98.455    ($1,860.00)  $44,844.00    ($1,860.00)  0.00%  (99.36%)  $0.000  $0.000
 56  Sell Short  06/05/92  Short  $98.455  $0.00  1  $5,105.00  5.19%  $7,158.00  100.00%    $0.000  $0.000
   Buy to Cover  07/24/92  Buy  $93.350    $5,105.00  $49,949.00    $0.00  71.32%  71.32%  $0.000  $0.000
 57  Buy  07/24/92  Buy  $93.350  $0.00  1  ($1,055.00)  (1.13%)  $627.00  37.28%    $0.000  $0.000
   Sell  08/07/92  Short  $92.295    ($1,055.00)  $48,894.00    ($1,055.00)  0.00%  (62.72%)  $0.000  $0.000
 58  Sell Short  08/07/92  Short  $92.295  $0.00  1  $1,895.00  2.05%  $4,068.00  93.09%    $0.000  $0.000
   Buy to Cover  09/11/92  Buy  $90.400    $1,895.00  $50,789.00    ($302.00)  50.27%  43.36%  $0.000  $0.000
 59  Buy  09/11/92  Buy  $90.400  $0.00  1  $4,675.00  5.17%  $7,447.00  100.00%    $0.000  $0.000
   Sell  10/02/92  Short  $95.075    $4,675.00  $55,464.00    $0.00  62.78%  62.78%  $0.000  $0.000
 60  Sell Short  10/02/92  Short  $95.075  $0.00  1  ($215.00)  (0.23%)  $3,278.00  93.84%    $0.000  $0.000
   Buy to Cover  10/09/92  Buy  $95.290    ($215.00)  $55,249.00    ($215.00)  0.00%  (6.16%)  $0.000  $0.000
 61  Buy  10/09/92  Buy  $95.290  $0.00  1  $5,215.00  5.47%  $6,487.00  85.81%    $0.000  $0.000
   Sell  12/04/92  Short  $100.505    $5,215.00  $60,464.00    ($1,073.00)  83.17%  68.98%  $0.000  $0.000
 62  Sell Short  12/04/92  Short  $100.505  $0.00  1  $735.00  0.73%  $2,078.00  89.96%    $0.000  $0.000
   Buy to Cover  12/25/92  Buy  $99.770    $735.00  $61,199.00    ($232.00)  41.86%  31.82%  $0.000  $0.000
 63  Buy  12/25/92  Buy  $99.770  $0.00  1  $1,695.00  1.70%  $3,397.00  100.00%    $0.000  $0.000
   Sell  01/22/93  Short  $101.465    $1,695.00  $62,894.00    $0.00  49.90%  49.90%  $0.000  $0.000
 64  Sell Short  01/22/93  Short  $101.465  $0.00  1  ($840.00)  (0.83%)  $2,488.00  74.76%    $0.000  $0.000
   Buy to Cover  02/05/93  Buy  $102.305    ($840.00)  $62,054.00    ($840.00)  0.00%  (25.24%)  $0.000  $0.000
 65  Buy  02/05/93  Buy  $102.305  $0.00  1  ($860.00)  (0.84%)  $1,852.00  68.29%    $0.000  $0.000
   Sell  02/26/93  Short  $101.445    ($860.00)  $61,194.00    ($860.00)  0.00%  (31.71%)  $0.000  $0.000
 66  Sell Short  02/26/93  Short  $101.445  $0.00  1  $4,205.00  4.15%  $5,808.00  78.38%    $0.000  $0.000
   Buy to Cover  05/14/93  Buy  $97.240    $4,205.00  $65,399.00    ($1,602.00)  78.37%  56.75%  $0.000  $0.000
 67  Buy  05/14/93  Buy  $97.240  $0.00  1  ($115.00)  (0.12%)  $1,157.00  90.96%    $0.000  $0.000
   Sell  05/28/93  Short  $97.125    ($115.00)  $65,284.00    ($115.00)  0.00%  (9.04%)  $0.000  $0.000
 68  Sell Short  05/28/93  Short  $97.125  $0.00  1  ($795.00)  (0.82%)  $1,488.00  65.18%    $0.000  $0.000
   Buy to Cover  06/18/93  Buy  $97.920    ($795.00)  $64,489.00    ($795.00)  0.00%  (34.82%)  $0.000  $0.000
 69  Buy  06/18/93  Buy  $97.920  $0.00  1  $2,475.00  2.53%  $4,507.00  100.00%    $0.000  $0.000
   Sell  08/06/93  Short  $100.395    $2,475.00  $66,964.00    $0.00  54.91%  54.91%  $0.000  $0.000
 70  Sell Short  08/06/93  Short  $100.395  $0.00  1  ($245.00)  (0.24%)  $4,408.00  74.59%    $0.000  $0.000
   Buy to Cover  11/19/93  Buy  $100.640    ($245.00)  $66,719.00    ($1,502.00)  21.27%  (4.15%)  $0.000  $0.000
 71  Buy  11/19/93  Buy  $100.640  $0.00  1  $95.00  0.09%  $897.00  73.52%    $0.000  $0.000
   Sell  12/10/93  Short  $100.735    $95.00  $66,814.00    ($323.00)  34.26%  7.79%  $0.000  $0.000
 72  Sell Short  12/10/93  Short  $100.735  $0.00  1  $1,630.00  1.62%  $4,038.00  78.56%    $0.000  $0.000
   Buy to Cover  04/08/94  Buy  $99.105    $1,630.00  $68,444.00    ($1,102.00)  53.15%  31.71%  $0.000  $0.000
 73  Buy  04/08/94  Buy  $99.105  $0.00  1  ($760.00)  (0.77%)  $222.00  22.61%    $0.000  $0.000
   Sell  04/22/94  Short  $98.345    ($760.00)  $67,684.00    ($760.00)  0.00%  (77.39%)  $0.000  $0.000
 74  Sell Short  04/22/94  Short  $98.345  $0.00  1  $5,345.00  5.43%  $8,378.00  100.00%    $0.000  $0.000
   Buy to Cover  07/22/94  Buy  $93.000    $5,345.00  $73,029.00    $0.00  63.80%  63.80%  $0.000  $0.000
 75  Buy  07/22/94  Buy  $93.000  $0.00  1  ($535.00)  (0.58%)  $777.00  51.80%    $0.000  $0.000
   Sell  08/12/94  Short  $92.465    ($535.00)  $72,494.00    ($723.00)  12.53%  (35.67%)  $0.000  $0.000
 76  Sell Short  08/12/94  Short  $92.465  $0.00  1  $2,105.00  2.28%  $4,658.00  80.31%    $0.000  $0.000
   Buy to Cover  11/18/94  Buy  $90.360    $2,105.00  $74,599.00    ($1,142.00)  55.98%  36.29%  $0.000  $0.000
 77  Buy  11/18/94  Buy  $90.360  $0.00  1  $1,885.00  2.09%  $2,697.00  100.00%    $0.000  $0.000
   Sell  12/30/94  Short  $92.245    $1,885.00  $76,484.00    $0.00  69.89%  69.89%  $0.000  $0.000
 78  Sell Short  12/30/94  Short  $92.245  $0.00  1  $7,645.00  8.29%  $9,648.00  97.26%    $0.000  $0.000
   Buy to Cover  05/12/95  Buy  $84.600    $7,645.00  $84,129.00    ($272.00)  79.81%  77.07%  $0.000  $0.000
 79  Buy  05/12/95  Buy  $84.600  $0.00  1  $1,125.00  1.33%  $3,057.00  100.00%    $0.000  $0.000
   Sell  05/26/95  Short  $85.725    $1,125.00  $85,254.00    $0.00  36.80%  36.80%  $0.000  $0.000
 80  Sell Short  05/26/95  Short  $85.725  $0.00  1  $755.00  0.88%  $2,238.00  83.82%    $0.000  $0.000
   Buy to Cover  07/14/95  Buy  $84.970    $755.00  $86,009.00    ($432.00)  44.46%  28.28%  $0.000  $0.000
 81  Buy  07/14/95  Buy  $84.970  $0.00  1  ($995.00)  (1.17%)  $147.00  12.87%    $0.000  $0.000
   Sell  07/21/95  Short  $83.975    ($995.00)  $85,014.00    ($995.00)  0.00%  (87.13%)  $0.000  $0.000
 82  Sell Short  07/21/95  Short  $83.975  $0.00  1  ($405.00)  (0.48%)  $698.00  63.28%    $0.000  $0.000
   Buy to Cover  08/04/95  Buy  $84.380    ($405.00)  $84,609.00    ($405.00)  0.00%  (36.72%)  $0.000  $0.000
 83  Buy  08/04/95  Buy  $84.380  $0.00  1  $3,445.00  4.08%  $4,597.00  99.93%    $0.000  $0.000
   Sell  09/01/95  Short  $87.825    $3,445.00  $88,054.00    ($3.00)  74.96%  74.89%  $0.000  $0.000
 84  Sell Short  09/01/95  Short  $87.825  $0.00  1  ($795.00)  (0.91%)  $388.00  32.80%    $0.000  $0.000
   Buy to Cover  09/08/95  Buy  $88.620    ($795.00)  $87,259.00    ($795.00)  0.00%  (67.20%)  $0.000  $0.000
 85  Buy  09/08/95  Buy  $88.620  $0.00  1  ($755.00)  (0.85%)  $967.00  56.16%    $0.000  $0.000
   Sell  09/22/95  Short  $87.865    ($755.00)  $86,504.00    ($755.00)  0.00%  (43.84%)  $0.000  $0.000
 86  Sell Short  09/22/95  Short  $87.865  $0.00  1  $1,475.00  1.68%  $2,798.00  100.00%    $0.000  $0.000
   Buy to Cover  11/17/95  Buy  $86.390    $1,475.00  $87,979.00    $0.00  52.72%  52.72%  $0.000  $0.000
 87  Buy  11/17/95  Buy  $86.390  $0.00  1  ($905.00)  (1.05%)  $247.00  21.44%    $0.000  $0.000
   Sell  11/24/95  Short  $85.485    ($905.00)  $87,074.00    ($905.00)  0.00%  (78.56%)  $0.000  $0.000
 88  Sell Short  11/24/95  Short  $85.485  $0.00  1  ($1,155.00)  (1.35%)  $68.00  5.56%    $0.000  $0.000
   Buy to Cover  12/01/95  Buy  $86.640    ($1,155.00)  $85,919.00    ($1,155.00)  0.00%  (94.44%)  $0.000  $0.000
 89  Buy  12/01/95  Buy  $86.640  $0.00  1  ($85.00)  (0.10%)  $987.00  86.58%    $0.000  $0.000
   Sell  12/29/95  Short  $86.555    ($85.00)  $85,834.00    ($153.00)  5.96%  (7.46%)  $0.000  $0.000
 90  Sell Short  12/29/95  Short  $86.555  $0.00  1  ($2,255.00)  (2.61%)  $198.00  8.07%    $0.000  $0.000
   Buy to Cover  01/26/96  Buy  $88.810    ($2,255.00)  $83,579.00    ($2,255.00)  0.00%  (91.93%)  $0.000  $0.000
 91  Buy  01/26/96  Buy  $88.810  $0.00  1  ($183.00)  (0.21%)  $857.00  82.40%    $0.000  $0.000
   Sell  02/09/96  Short  $88.627    ($183.00)  $83,396.00    ($183.00)  0.00%  (17.60%)  $0.000  $0.000
 92  Sell Short  02/09/96  Short  $88.627  $0.00  1  ($73.00)  (0.08%)  $1,510.00  77.44%    $0.000  $0.000
   Buy to Cover  04/12/96  Buy  $88.700    ($73.00)  $83,323.00    ($440.00)  18.82%  (3.74%)  $0.000  $0.000
 93  Buy  04/12/96  Buy  $88.700  $0.00  1  $1,385.00  1.56%  $2,247.00  100.00%    $0.000  $0.000
   Sell  05/31/96  Short  $90.085    $1,385.00  $84,708.00    $0.00  61.64%  61.64%  $0.000  $0.000
 94  Sell Short  05/31/96  Short  $90.085  $0.00  1  $1,655.00  1.84%  $2,528.00  87.47%    $0.000  $0.000
   Buy to Cover  08/09/96  Buy  $88.430    $1,655.00  $86,363.00    ($362.00)  69.79%  57.27%  $0.000  $0.000
 95  Buy  08/09/96  Buy  $88.430  $0.00  1  $745.00  0.84%  $1,597.00  78.67%    $0.000  $0.000
   Sell  09/27/96  Short  $89.175    $745.00  $87,108.00    ($433.00)  58.03%  36.70%  $0.000  $0.000
 96  Sell Short  09/27/96  Short  $89.175  $0.00  1  ($995.00)  (1.12%)  $298.00  20.41%    $0.000  $0.000
   Buy to Cover  10/18/96  Buy  $90.170    ($995.00)  $86,113.00    ($1,162.00)  11.44%  (68.15%)  $0.000  $0.000
 97  Buy  10/18/96  Buy  $90.170  $0.00  1  $7,005.00  7.77%  $8,107.00  80.75%    $0.000  $0.000
   Sell  02/28/97  Short  $97.175    $7,005.00  $93,118.00    ($1,933.00)  89.02%  69.77%  $0.000  $0.000
 98  Sell Short  02/28/97  Short  $97.175  $0.00  1  ($575.00)  (0.59%)  $678.00  54.11%    $0.000  $0.000
   Buy to Cover  03/07/97  Buy  $97.750    ($575.00)  $92,543.00    ($575.00)  0.00%  (45.89%)  $0.000  $0.000
 99  Buy  03/07/97  Buy  $97.750  $0.00  1  $75.00  0.08%  $1,097.00  100.00%    $0.000  $0.000
   Sell  03/21/97  Short  $97.825    $75.00  $92,618.00    $0.00  6.84%  6.84%  $0.000  $0.000
 100  Sell Short  03/21/97  Short  $97.825  $0.00  1  ($610.00)  (0.62%)  $1,348.00  68.85%    $0.000  $0.000
   Buy to Cover  04/11/97  Buy  $98.435    ($610.00)  $92,008.00    ($610.00)  0.00%  (31.15%)  $0.000  $0.000
 101  Buy  04/11/97  Buy  $98.435  $0.00  1  $770.00  0.78%  $1,712.00  90.58%    $0.000  $0.000
   Sell  05/09/97  Short  $99.205    $770.00  $92,778.00    ($178.00)  50.16%  40.74%  $0.000  $0.000
 102  Sell Short  05/09/97  Short  $99.205  $0.00  1  $285.00  0.29%  $3,488.00  100.00%    $0.000  $0.000
   Buy to Cover  07/11/97  Buy  $98.920    $285.00  $93,063.00    $0.00  8.17%  8.17%  $0.000  $0.000
 103  Buy  07/11/97  Buy  $98.920  $0.00  1  $3,535.00  3.57%  $5,857.00  100.00%    $0.000  $0.000
   Sell  08/15/97  Short  $102.455    $3,535.00  $96,598.00    $0.00  60.36%  60.36%  $0.000  $0.000
 104  Sell Short  08/15/97  Short  $102.455  $0.00  1  $2,005.00  1.96%  $3,148.00  71.06%    $0.000  $0.000
   Buy to Cover  10/17/97  Buy  $100.450    $2,005.00  $98,603.00    ($1,282.00)  74.20%  45.26%  $0.000  $0.000
 105  Buy  10/17/97  Buy  $100.450  $0.00  1  $3,325.00  3.31%  $4,697.00  65.33%    $0.000  $0.000
   Sell  01/23/98  Short  $103.775    $3,325.00  $101,928.00    ($2,493.00)  80.92%  46.24%  $0.000  $0.000
 106  Sell Short  01/23/98  Short  $103.775  $0.00  1  ($425.00)  (0.41%)  $3,228.00  82.35%    $0.000  $0.000
   Buy to Cover  04/03/98  Buy  $104.200    ($425.00)  $101,503.00    ($692.00)  6.81%  (10.84%)  $0.000  $0.000
 107  Buy  04/03/98  Buy  $104.200  $0.00  1  ($295.00)  (0.28%)  $1,497.00  83.54%    $0.000  $0.000
   Sell  04/10/98  Short  $103.905    ($295.00)  $101,208.00    ($295.00)  0.00%  (16.46%)  $0.000  $0.000
 108  Sell Short  04/10/98  Short  $103.905  $0.00  1  $805.00  0.77%  $1,808.00  86.10%    $0.000  $0.000
   Buy to Cover  05/15/98  Buy  $103.100    $805.00  $102,013.00    ($292.00)  52.24%  38.33%  $0.000  $0.000
 109  Buy  05/15/98  Buy  $103.100  $0.00  1  $745.00  0.72%  $3,107.00  81.55%    $0.000  $0.000
   Sell  06/19/98  Short  $103.845    $745.00  $102,758.00    ($703.00)  38.01%  19.55%  $0.000  $0.000
 110  Sell Short  06/19/98  Short  $103.845  $0.00  1  ($2,045.00)  (1.97%)  $588.00  22.33%    $0.000  $0.000
   Buy to Cover  07/10/98  Buy  $105.890    ($2,045.00)  $100,713.00    ($2,045.00)  0.00%  (77.67%)  $0.000  $0.000
 111  Buy  07/10/98  Buy  $105.890  $0.00  1  ($795.00)  (0.75%)  $477.00  37.50%    $0.000  $0.000
   Sell  07/17/98  Short  $105.095    ($795.00)  $99,918.00    ($795.00)  0.00%  (62.50%)  $0.000  $0.000
 112  Sell Short  07/17/98  Short  $105.095  $0.00  1  $6,465.00  6.15%  $10,308.00  86.33%    $0.000  $0.000
   Buy to Cover  11/06/98  Buy  $98.630    $6,465.00  $106,383.00    ($1,632.00)  67.81%  54.15%  $0.000  $0.000
 113  Buy  11/06/98  Buy  $98.630  $0.00  1  $4,315.00  4.37%  $6,127.00  80.83%    $0.000  $0.000
   Sell  03/12/99  Short  $102.945    $4,315.00  $110,698.00    ($1,453.00)  76.09%  56.93%  $0.000  $0.000
 114  Sell Short  03/12/99  Short  $102.945  $0.00  1  ($875.00)  (0.85%)  $648.00  42.55%    $0.000  $0.000
   Buy to Cover  03/26/99  Buy  $103.820    ($875.00)  $109,823.00    ($875.00)  0.00%  (57.45%)  $0.000  $0.000
 115  Buy  03/26/99  Buy  $103.820  $0.00  1  $4,265.00  4.11%  $5,537.00  95.80%    $0.000  $0.000
   Sell  07/23/99  Short  $108.085    $4,265.00  $114,088.00    ($243.00)  77.99%  73.79%  $0.000  $0.000
 116  Sell Short  07/23/99  Short  $108.085  $0.00  1  $3,125.00  2.89%  $4,648.00  100.00%    $0.000  $0.000
   Buy to Cover  08/13/99  Buy  $104.960    $3,125.00  $117,213.00    $0.00  67.23%  67.23%  $0.000  $0.000
 117  Buy  08/13/99  Buy  $104.960  $0.00  1  ($335.00)  (0.32%)  $1,167.00  46.49%    $0.000  $0.000
   Sell  09/24/99  Short  $104.625    ($335.00)  $116,878.00    ($1,343.00)  40.16%  (13.35%)  $0.000  $0.000
 118  Sell Short  09/24/99  Short  $104.625  $0.00  1  $320.00  0.31%  $2,808.00  90.00%    $0.000  $0.000
   Buy to Cover  10/29/99  Buy  $104.305    $320.00  $117,198.00    ($312.00)  20.26%  10.26%  $0.000  $0.000
 119  Buy  10/29/99  Buy  $104.305  $0.00  1  $2,200.00  2.11%  $3,612.00  86.00%    $0.000  $0.000
   Sell  12/24/99  Short  $106.505    $2,200.00  $119,398.00    ($588.00)  66.38%  52.38%  $0.000  $0.000
 120  Sell Short  12/24/99  Short  $106.505  $0.00  1  ($995.00)  (0.93%)  $108.00  9.79%    $0.000  $0.000
   Buy to Cover  12/31/99  Buy  $107.500    ($995.00)  $118,403.00    ($995.00)  0.00%  (90.21%)  $0.000  $0.000
 121  Buy  12/31/99  Buy  $107.500  $0.00  1  $1,345.00  1.25%  $3,227.00  57.52%    $0.000  $0.000
   Sell  02/11/00  Short  $108.845    $1,345.00  $119,748.00    ($2,383.00)  66.45%  23.98%  $0.000  $0.000
 122  Sell Short  02/11/00  Short  $108.845  $0.00  1  ($1,495.00)  (1.37%)  $58.00  3.73%    $0.000  $0.000
   Buy to Cover  02/18/00  Buy  $110.340    ($1,495.00)  $118,253.00    ($1,495.00)  0.00%  (96.27%)  $0.000  $0.000
 123  Buy  02/18/00  Buy  $110.340  $0.00  1  $115.00  0.10%  $1,857.00  50.05%    $0.000  $0.000
   Sell  03/24/00  Short  $110.455    $115.00  $118,368.00    ($1,853.00)  53.05%  3.10%  $0.000  $0.000
 124  Sell Short  03/24/00  Short  $110.455  $0.00  1  ($1,505.00)  (1.36%)  $248.00  14.15%    $0.000  $0.000
   Buy to Cover  03/31/00  Buy  $111.960    ($1,505.00)  $116,863.00    ($1,505.00)  0.00%  (85.85%)  $0.000  $0.000
 125  Buy  03/31/00  Buy  $111.960  $0.00  1  $3,085.00  2.76%  $6,497.00  75.11%    $0.000  $0.000
   Sell  05/26/00  Short  $115.045    $3,085.00  $119,948.00    ($2,153.00)  60.55%  35.66%  $0.000  $0.000
 126  Sell Short  05/26/00  Short  $115.045  $0.00  1  $1,835.00  1.60%  $3,588.00  92.00%    $0.000  $0.000
   Buy to Cover  06/23/00  Buy  $113.210    $1,835.00  $121,783.00    ($312.00)  55.05%  47.05%  $0.000  $0.000
 127  Buy  06/23/00  Buy  $113.210  $0.00  1  $7,415.00  6.55%  $9,717.00  91.84%    $0.000  $0.000
   Sell  09/22/00  Short  $120.625    $7,415.00  $129,198.00    ($863.00)  78.24%  70.09%  $0.000  $0.000
 128  Sell Short  09/22/00  Short  $120.625  $0.00  1  $195.00  0.16%  $2,298.00  100.00%    $0.000  $0.000
   Buy to Cover  10/06/00  Buy  $120.430    $195.00  $129,393.00    $0.00  8.49%  8.49%  $0.000  $0.000
 129  Buy  10/06/00  Buy  $120.430  $0.00  1  $2,905.00  2.41%  $4,947.00  95.13%    $0.000  $0.000
   Sell  11/03/00  Short  $123.335    $2,905.00  $132,298.00    ($253.00)  60.73%  55.87%  $0.000  $0.000
 130  Sell Short  11/03/00  Short  $123.335  $0.00  1  ($420.00)  (0.34%)  $2,808.00  86.99%    $0.000  $0.000
   Buy to Cover  11/17/00  Buy  $123.755    ($420.00)  $131,878.00    ($420.00)  0.00%  (13.01%)  $0.000  $0.000
 131  Buy  11/17/00  Buy  $123.755  $0.00  1  ($360.00)  (0.29%)  $1,372.00  79.21%    $0.000  $0.000
   Sell  12/01/00  Short  $123.395    ($360.00)  $131,518.00    ($360.00)  0.00%  (20.79%)  $0.000  $0.000
 132  Sell Short  12/01/00  Short  $123.395  $0.00  1  $5,910.00  4.79%  $8,708.00  100.00%    $0.000  $0.000
   Buy to Cover  01/19/01  Buy  $117.485    $5,910.00  $137,428.00    $0.00  67.87%  67.87%  $0.000  $0.000
 133  Buy  01/19/01  Buy  $117.485  $0.00  1  $4,160.00  3.54%  $7,002.00  82.96%    $0.000  $0.000
   Sell  04/06/01  Short  $121.645    $4,160.00  $141,588.00    ($1,438.00)  66.33%  49.29%  $0.000  $0.000
 134  Sell Short  04/06/01  Short  $121.645  $0.00  1  ($1,235.00)  (1.02%)  $1,038.00  28.13%    $0.000  $0.000
   Buy to Cover  05/11/01  Buy  $122.880    ($1,235.00)  $140,353.00    ($2,652.00)  38.40%  (33.47%)  $0.000  $0.000
 135  Buy  05/11/01  Buy  $122.880  $0.00  1  $2,265.00  1.84%  $4,707.00  91.58%    $0.000  $0.000
   Sell  07/13/01  Short  $125.145    $2,265.00  $142,618.00    ($433.00)  52.49%  44.07%  $0.000  $0.000
 136  Sell Short  07/13/01  Short  $125.145  $0.00  1  $5,305.00  4.24%  $7,388.00  85.41%    $0.000  $0.000
   Buy to Cover  09/28/01  Buy  $119.840    $5,305.00  $147,923.00    ($1,262.00)  75.92%  61.33%  $0.000  $0.000
 137  Buy  09/28/01  Buy  $119.840  $0.00  1  $1,315.00  1.10%  $2,637.00  63.70%    $0.000  $0.000
   Sell  11/02/01  Short  $121.155    $1,315.00  $149,238.00    ($1,503.00)  68.07%  31.76%  $0.000  $0.000
 138  Sell Short  11/02/01  Short  $121.155  $0.00  1  ($2,142.00)  (1.77%)  $1,358.00  38.80%    $0.000  $0.000
   Buy to Cover  11/23/01  Buy  $123.297    ($2,142.00)  $147,096.00    ($2,142.00)  0.00%  (61.20%)  $0.000  $0.000
 139  Buy  11/23/01  Buy  $123.297  $0.00  1  ($802.00)  (0.65%)  $560.00  41.12%    $0.000  $0.000
   Sell  11/30/01  Short  $122.495    ($802.00)  $146,294.00    ($802.00)  0.00%  (58.88%)  $0.000  $0.000
 140  Sell Short  11/30/01  Short  $122.495  $0.00  1  ($185.00)  (0.15%)  $2,068.00  91.79%    $0.000  $0.000
   Buy to Cover  12/21/01  Buy  $122.680    ($185.00)  $146,109.00    ($185.00)  0.00%  (8.21%)  $0.000  $0.000
 141  Buy  12/21/01  Buy  $122.680  $0.00  1  $2,145.00  1.75%  $3,437.00  71.60%    $0.000  $0.000
   Sell  02/08/02  Short  $124.825    $2,145.00  $148,254.00    ($1,363.00)  73.08%  44.69%  $0.000  $0.000
 142  Sell Short  02/08/02  Short  $124.825  $0.00  1  $205.00  0.16%  $1,208.00  100.00%    $0.000  $0.000
   Buy to Cover  02/22/02  Buy  $124.620    $205.00  $148,459.00    $0.00  16.97%  16.97%  $0.000  $0.000
 143  Buy  02/22/02  Buy  $124.620  $0.00  1  ($735.00)  (0.59%)  $827.00  44.22%    $0.000  $0.000
   Sell  03/08/02  Short  $123.885    ($735.00)  $147,724.00    ($1,043.00)  16.47%  (39.30%)  $0.000  $0.000
 144  Sell Short  03/08/02  Short  $123.885  $0.00  1  $13,665.00  11.03%  $15,388.00  98.70%    $0.000  $0.000
   Buy to Cover  07/26/02  Buy  $110.220    $13,665.00  $161,389.00    ($202.00)  88.95%  87.65%  $0.000  $0.000
 145  Buy  07/26/02  Buy  $110.220  $0.00  1  $1,055.00  0.96%  $3,407.00  100.00%    $0.000  $0.000
   Sell  08/16/02  Short  $111.275    $1,055.00  $162,444.00    $0.00  30.97%  30.97%  $0.000  $0.000
 146  Sell Short  08/16/02  Short  $111.275  $0.00  1  ($282.00)  (0.25%)  $1,368.00  45.75%    $0.000  $0.000
   Buy to Cover  09/13/02  Buy  $111.557    ($282.00)  $162,162.00    ($1,622.00)  44.82%  (9.43%)  $0.000  $0.000
 147  Buy  09/13/02  Buy  $111.557  $0.00  1  ($182.00)  (0.16%)  $2,050.00  83.00%    $0.000  $0.000
   Sell  10/04/02  Short  $111.375    ($182.00)  $161,980.00    ($420.00)  9.64%  (7.37%)  $0.000  $0.000
 148  Sell Short  10/04/02  Short  $111.375  $0.00  1  $7,295.00  6.55%  $9,128.00  86.44%    $0.000  $0.000
   Buy to Cover  02/14/03  Buy  $104.080    $7,295.00  $169,275.00    ($1,432.00)  82.64%  69.08%  $0.000  $0.000
 149  Buy  02/14/03  Buy  $104.080  $0.00  1  ($1,105.00)  (1.06%)  $397.00  26.43%    $0.000  $0.000
   Sell  02/21/03  Short  $102.975    ($1,105.00)  $168,170.00    ($1,105.00)  0.00%  (73.57%)  $0.000  $0.000
 150  Sell Short  02/21/03  Short  $102.975  $0.00  1  ($1,682.00)  (1.63%)  $1,978.00  54.04%    $0.000  $0.000
   Buy to Cover  03/21/03  Buy  $104.657    ($1,682.00)  $166,488.00    ($1,682.00)  0.00%  (45.96%)  $0.000  $0.000
 151  Buy  03/21/03  Buy  $104.657  $0.00  1  ($1,492.00)  (1.43%)  $960.00  32.32%    $0.000  $0.000
   Sell  04/04/03  Short  $103.165    ($1,492.00)  $164,996.00    ($2,010.00)  17.44%  (50.24%)  $0.000  $0.000
 152  Sell Short  04/04/03  Short  $103.165  $0.00  1  $6,545.00  6.34%  $8,278.00  80.84%    $0.000  $0.000
   Buy to Cover  06/20/03  Buy  $96.620    $6,545.00  $171,541.00    ($1,962.00)  83.08%  63.92%  $0.000  $0.000
 153  Buy  06/20/03  Buy  $96.620  $0.00  1  $3,845.00  3.98%  $5,467.00  96.08%    $0.000  $0.000
   Sell  09/05/03  Short  $100.465    $3,845.00  $175,386.00    ($223.00)  71.49%  67.57%  $0.000  $0.000
 154  Sell Short  09/05/03  Short  $100.465  $0.00  1  $5,385.00  5.36%  $7,148.00  83.12%    $0.000  $0.000
   Buy to Cover  11/07/03  Buy  $95.080    $5,385.00  $180,771.00    ($1,452.00)  79.50%  62.62%  $0.000  $0.000
 155  Buy  11/07/03  Buy  $95.080  $0.00  1  ($315.00)  (0.33%)  $1,327.00  80.82%    $0.000  $0.000
   Sell  11/14/03  Short  $94.765    ($315.00)  $180,456.00    ($315.00)  0.00%  (19.18%)  $0.000  $0.000
 156  Sell Short  11/14/03  Short  $94.765  $0.00  1  $5,125.00  5.41%  $7,988.00  100.00%    $0.000  $0.000
   Buy to Cover  01/16/04  Buy  $89.640    $5,125.00  $185,581.00    $0.00  64.16%  64.16%  $0.000  $0.000
 157  Buy  01/16/04  Buy  $89.640  $0.00  1  ($1,575.00)  (1.76%)  $357.00  13.95%    $0.000  $0.000
   Sell  02/06/04  Short  $88.065    ($1,575.00)  $184,006.00    ($2,203.00)  24.53%  (61.52%)  $0.000  $0.000
 158  Sell Short  02/06/04  Short  $88.065  $0.00  1  ($35.00)  (0.04%)  $1,618.00  97.88%    $0.000  $0.000
   Buy to Cover  02/20/04  Buy  $88.100    ($35.00)  $183,971.00    ($35.00)  0.00%  (2.12%)  $0.000  $0.000
 159  Buy  02/20/04  Buy  $88.100  $0.00  1  $3,695.00  4.19%  $4,947.00  93.52%    $0.000  $0.000
   Sell  05/07/04  Short  $91.795    $3,695.00  $187,666.00    ($343.00)  76.33%  69.85%  $0.000  $0.000
 160  Sell Short  05/07/04  Short  $91.795  $0.00  1  ($1,660.00)  (1.81%)  $1,118.00  40.24%    $0.000  $0.000
   Buy to Cover  05/14/04  Buy  $93.455    ($1,660.00)  $186,006.00    ($1,660.00)  0.00%  (59.76%)  $0.000  $0.000
 161  Buy  05/14/04  Buy  $93.455  $0.00  1  ($1,000.00)  (1.07%)  $302.00  23.20%    $0.000  $0.000
   Sell  05/21/04  Short  $92.455    ($1,000.00)  $185,006.00    ($1,000.00)  0.00%  (76.80%)  $0.000  $0.000
 162  Sell Short  05/21/04  Short  $92.455  $0.00  1  $1,695.00  1.83%  $3,138.00  100.00%    $0.000  $0.000
   Buy to Cover  06/11/04  Buy  $90.760    $1,695.00  $186,701.00    $0.00  54.02%  54.02%  $0.000  $0.000
 163  Buy  06/11/04  Buy  $90.760  $0.00  1  ($975.00)  (1.07%)  $917.00  48.47%    $0.000  $0.000
   Sell  07/02/04  Short  $89.785    ($975.00)  $185,726.00    ($975.00)  0.00%  (51.53%)  $0.000  $0.000
 164  Sell Short  07/02/04  Short  $89.785  $0.00  1  $555.00  0.62%  $1,678.00  100.00%    $0.000  $0.000
   Buy to Cover  07/23/04  Buy  $89.230    $555.00  $186,281.00    $0.00  33.08%  33.08%  $0.000  $0.000
 165  Buy  07/23/04  Buy  $89.230  $0.00  1 &nb