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TradeStation TradeManager Performance Report TSL_CEL_INDU1.0, $INDU, Daily, 1/2/2001 1:00:00 PM - 12/31/2009 1:00:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $80,707.62    Profit Factor 2.68
Gross Profit $128,802.97    Gross Loss ($48,095.35)
Total Number of Trades 1920    Percent Profitable 62.40%
Winning Trades 1198    Losing Trades 722
Even Trades 0
Avg. Trade Net Profit $42.04    Ratio Avg. Win:Avg. Loss 1.61
Avg. Winning Trade $107.52    Avg. Losing Trade ($66.61)
Largest Winning Trade $925.54    Largest Losing Trade ($885.61)
Max. Consecutive Winning Trades 20    Max. Consecutive Losing Trades 7
Avg. Bars in Winning Trades 2.20    Avg. Bars in Losing Trades 2.02
Avg. Bars in Total Trades 2.14
Max. Shares/Contracts Held 1    Account Size Required $1,320.91
Return on Initial Capital 80.71%    Annual Rate of Return 6.76%
Return Retracement Ratio 0.21    RINA Index 1505.37
Trading Period 8 Yrs, 9 Mths, 3 Dys    Percent of Time in the Market 98.97%
Max. Equity Run-up $80,758.73

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($1,804.40)    Value ($1,320.91)
Net Profit as % of Drawdown 4472.82%    Net Profit as % of Drawdown 6110.00%
Max. Trade Drawdown ($904.36)    
Long Trades
Total Net Profit $40,260.54    Profit Factor 2.62
Gross Profit $65,075.36    Gross Loss ($24,814.82)
Total Number of Trades 960    Percent Profitable 65.31%
Winning Trades 627    Losing Trades 333
Even Trades 0
Avg. Trade Net Profit $41.94    Ratio Avg. Win:Avg. Loss 1.39
Avg. Winning Trade $103.79    Avg. Losing Trade ($74.52)
Largest Winning Trade $925.54    Largest Losing Trade ($726.88)
Max. Consecutive Winning Trades 24    Max. Consecutive Losing Trades 4
Avg. Bars in Winning Trades 2.22    Avg. Bars in Losing Trades 2.03
Max. Shares/Contracts Held 1    Account Size Required $1,377.71
     
Net Profit as % of Largest Loss 5538.82%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($1,414.07)    Value ($1,377.71)
Net Profit as % of Drawdown 2847.14%    Net Profit as % of Drawdown 2922.28%
Max. Trade Drawdown ($772.80)  
Short Trades
Total Net Profit $40,447.08    Profit Factor 2.74
Gross Profit $63,727.61    Gross Loss ($23,280.53)
     
Total Number of Trades 960    Percent Profitable 59.48%
Winning Trades 571    Losing Trades 389
Even Trades 0
Avg. Trade Net Proft $42.13    Ratio Avg. Win:Avg. Loss 1.86
Avg. Winning Trade $111.61    Avg. Losing Trade ($59.85)
Largest Winning Trade $741.02    Largest Losing Trade ($885.61)
Max. Consecutive Winning Trades 15    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 2.19    Avg. Bars in Losing Trades 2.01
Max. Shares/Contracts Held 1    Account Size Required $1,062.04
Net Profit as % of Largest Loss 4567.14%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($1,337.86)    Value ($1,062.04)
Net Profit as % of Drawdown 3023.27%    Net Profit as % of Drawdown 3808.43%
Max. Trade Drawdown ($904.36)  
Created by TradeStation: 1/2/2010 11:05:29 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSL_CEL_INDU1.0, $INDU, Daily, 1/2/2001 1:00:00 PM - 12/31/2009 1:00:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 1920 1198 722
Avg. Trade Net Profit $42.04 $107.52 ($66.61)
1 Std. Deviation of Avg. Trade $129.34 $108.61 $77.44
Avg. Trade + 1 Std. Deviation $171.38 $216.12 $10.83
Avg. Trade - 1 Std. Deviation ($87.31) ($1.09) ($144.05)
Coefficient of Variation 307.70% 101.02% 116.25%
Time Averages
Avg. Time in Trades 1 Dy, 15 Hrs, 34 Mins 1 Dy, 17 Hrs, 26 Mins 1 Dy, 12 Hrs, 27 Mins
Avg. Time Between Trades n/a 21 Hrs, 56 Mins 2 Dys, 20 Hrs, 38 Mins
Avg. Time Between Trade Profit Peaks 544 Dys, 9 Hrs, 36 Mins
Outliers Total Positive Negative
Number of Outliers 31 22 9
Outlier Profit/Loss $7,811.81 $12,490.13 ($4,678.32)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $1,054.00 ($904.36)
Max. Value Date 11/25/2008 10/28/2008
Avg. Value $108.12 ($47.02)
1 Std. Deviation $110.68 $71.39
Avg. + 1 Std. Deviation $218.80 $24.37
Avg. - 1 Std. Deviation ($2.57) ($118.41)
Coefficient of Variation 102.37% 151.82%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 20.03% 68.51% 51.53%
1 Std. Deviation 57.57% 35.77% 33.14%
Avg. + 1 Std. Deviation 77.60% 104.28% 84.67%
Avg. - 1 Std. Deviation (37.53%) 32.74% 18.39%
Coefficient of Variation 287.37% 52.21% 64.32%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $925.54 ($885.61)
Largest Profit/Loss as % of Gross 0.72% 1.84%
Largest Consec. Profit/Loss $2,267.37 ($1,320.91)
Largest Consec. Profit/Loss as % of Gross 1.76% 2.75%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 158 $94.37 ($58.95)
2 86 $111.23 ($55.35)
3 65 $116.36 ($79.03)
4 43 $115.61 ($69.05)
5 29 $103.62 ($63.21)
6 18 $89.34 ($50.36)
7 12 $134.73 ($65.50)
8 3 $99.23 ($127.64)
9 4 $113.96 ($101.47)
10 6 $84.62 ($37.37)
11 1 $64.81 ($23.87)
13 1 $127.15 ($22.58)
20 1 $113.37 ($57.76)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 261 ($64.69) $95.87
2 87 ($60.97) $111.84
3 42 ($69.45) $100.29
4 27 ($79.29) $101.41
5 8 ($69.59) $77.04
6 1 ($25.42) $68.83
7 1 ($50.09) $62.59

Created by TradeStation: 1/2/2010 11:05:29 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  05/01/01  Buy  $10,735.05  $0.00  1  $167.71  1.56%  $203.63  100.00%    $0.00  $0.00
   Sell  05/02/01  Short  $10,902.76    $167.71  $167.71    $0.00  82.36%  82.36%  $0.00  $0.00
 2  Sell Short  05/02/01  Short  $10,902.76  $0.00  1  $108.55  1.00%  $229.15  100.00%    $0.00  $0.00
   Buy to Cover  05/04/01  Buy  $10,794.21    $108.55  $276.26    $0.00  47.37%  47.37%  $0.00  $0.00
 3  Buy  05/04/01  Buy  $10,794.21  $0.00  1  $157.13  1.46%  $200.95  100.00%    $0.00  $0.00
   Sell  05/07/01  Short  $10,951.34    $157.13  $433.39    $0.00  78.19%  78.19%  $0.00  $0.00
 4  Sell Short  05/07/01  Short  $10,951.34  $0.00  1  $13.67  0.12%  $57.68  100.00%    $0.00  $0.00
   Buy to Cover  05/08/01  Buy  $10,937.67    $13.67  $447.06    $0.00  23.70%  23.70%  $0.00  $0.00
 5  Buy  05/08/01  Buy  $10,937.67  $0.00  1  ($62.71)  (0.57%)  $6.15  4.97%    $0.00  $0.00
   Sell  05/09/01  Short  $10,874.96    ($62.71)  $384.35    ($117.60)  44.36%  (50.67%)  $0.00  $0.00
 6  Sell Short  05/09/01  Short  $10,874.96  $0.00  1  $5.08  0.05%  $74.02  100.00%    $0.00  $0.00
   Buy to Cover  05/10/01  Buy  $10,869.88    $5.08  $389.43    $0.00  6.86%  6.86%  $0.00  $0.00
 7  Buy  05/10/01  Buy  $10,869.88  $0.00  1  $37.41  0.34%  $109.14  100.00%    $0.00  $0.00
   Sell  05/11/01  Short  $10,907.29    $37.41  $426.84    $0.00  34.28%  34.28%  $0.00  $0.00
 8  Sell Short  05/11/01  Short  $10,907.29  $0.00  1  $86.74  0.80%  $133.16  100.00%    $0.00  $0.00
   Buy to Cover  05/14/01  Buy  $10,820.55    $86.74  $513.58    $0.00  65.14%  65.14%  $0.00  $0.00
 9  Buy  05/14/01  Buy  $10,820.55  $0.00  1  $55.91  0.52%  $101.54  100.00%    $0.00  $0.00
   Sell  05/15/01  Short  $10,876.46    $55.91  $569.49    $0.00  55.06%  55.06%  $0.00  $0.00
 10  Sell Short  05/15/01  Short  $10,876.46  $0.00  1  $10.71  0.10%  $61.82  100.00%    $0.00  $0.00
   Buy to Cover  05/16/01  Buy  $10,865.75    $10.71  $580.20    $0.00  17.32%  17.32%  $0.00  $0.00
 11  Buy  05/16/01  Buy  $10,865.75  $0.00  1  $351.90  3.24%  $365.07  100.00%    $0.00  $0.00
   Sell  05/17/01  Short  $11,217.65    $351.90  $932.10    $0.00  96.39%  96.39%  $0.00  $0.00
 12  Sell Short  05/17/01  Short  $11,217.65  $0.00  1  ($29.14)  (0.26%)  $35.17  24.07%    $0.00  $0.00
   Buy to Cover  05/18/01  Buy  $11,246.79    ($29.14)  $902.96    ($110.96)  55.99%  (19.94%)  $0.00  $0.00
 13  Buy  05/18/01  Buy  $11,246.79  $0.00  1  $51.34  0.46%  $98.87  100.00%    $0.00  $0.00
   Sell  05/21/01  Short  $11,298.13    $51.34  $954.30    $0.00  51.93%  51.93%  $0.00  $0.00
 14  Sell Short  05/21/01  Short  $11,298.13  $0.00  1  ($42.67)  (0.38%)  $65.23  60.45%    $0.00  $0.00
   Buy to Cover  05/22/01  Buy  $11,340.80    ($42.67)  $911.63    ($42.67)  0.00%  (39.55%)  $0.00  $0.00
 15  Buy  05/22/01  Buy  $11,340.80  $0.00  1  ($84.05)  (0.74%)  $6.16  5.90%    $0.00  $0.00
   Sell  05/23/01  Short  $11,256.75    ($84.05)  $827.58    ($98.20)  13.56%  (80.54%)  $0.00  $0.00
 16  Sell Short  05/23/01  Short  $11,256.75  $0.00  1  $148.67  1.32%  $211.75  100.00%    $0.00  $0.00
   Buy to Cover  05/24/01  Buy  $11,108.08    $148.67  $976.25    $0.00  70.21%  70.21%  $0.00  $0.00
 17  Buy  05/24/01  Buy  $11,108.08  $0.00  1  $12.95  0.12%  $65.29  100.00%    $0.00  $0.00
   Sell  05/25/01  Short  $11,121.03    $12.95  $989.20    $0.00  19.83%  19.83%  $0.00  $0.00
 18  Sell Short  05/25/01  Short  $11,121.03  $0.00  1  $115.36  1.04%  $150.47  100.00%    $0.00  $0.00
   Buy to Cover  05/29/01  Buy  $11,005.67    $115.36  $1,104.56    $0.00  76.67%  76.67%  $0.00  $0.00
 19  Buy  05/29/01  Buy  $11,005.67  $0.00  1  $26.29  0.24%  $60.08  100.00%    $0.00  $0.00
   Sell  05/30/01  Short  $11,031.96    $26.29  $1,130.85    $0.00  43.76%  43.76%  $0.00  $0.00
 20  Sell Short  05/30/01  Short  $11,031.96  $0.00  1  $157.72  1.43%  $167.13  100.00%    $0.00  $0.00
   Buy to Cover  05/31/01  Buy  $10,874.24    $157.72  $1,288.57    $0.00  94.37%  94.37%  $0.00  $0.00
 21  Buy  05/31/01  Buy  $10,874.24  $0.00  1  $38.33  0.35%  $104.65  100.00%    $0.00  $0.00
   Sell  06/01/01  Short  $10,912.57    $38.33  $1,326.90    $0.00  36.63%  36.63%  $0.00  $0.00
 22  Sell Short  06/01/01  Short  $10,912.57  $0.00  1  ($80.20)  (0.73%)  $76.95  41.38%    $0.00  $0.00
   Buy to Cover  06/04/01  Buy  $10,992.77    ($80.20)  $1,246.70    ($109.00)  15.49%  (43.13%)  $0.00  $0.00
 23  Buy  06/04/01  Buy  $10,992.77  $0.00  1  $67.61  0.62%  $78.77  100.00%    $0.00  $0.00
   Sell  06/05/01  Short  $11,060.38    $67.61  $1,314.31    $0.00  85.83%  85.83%  $0.00  $0.00
 24  Sell Short  06/05/01  Short  $11,060.38  $0.00  1  ($118.36)  (1.07%)  $16.88  11.04%    $0.00  $0.00
   Buy to Cover  06/06/01  Buy  $11,178.74    ($118.36)  $1,195.95    ($136.02)  11.55%  (77.41%)  $0.00  $0.00
 25  Buy  06/06/01  Buy  $11,178.74  $0.00  1  ($110.16)  (0.99%)  $0.94  0.78%    $0.00  $0.00
   Sell  06/07/01  Short  $11,068.58    ($110.16)  $1,085.79    ($118.84)  7.25%  (91.97%)  $0.00  $0.00
 26  Sell Short  06/07/01  Short  $11,068.58  $0.00  1  $245.75  2.22%  $264.32  90.64%    $0.00  $0.00
   Buy to Cover  06/12/01  Buy  $10,822.83    $245.75  $1,331.54    ($27.30)  93.63%  84.27%  $0.00  $0.00
 27  Buy  06/12/01  Buy  $10,822.83  $0.00  1  $118.17  1.09%  $181.50  100.00%    $0.00  $0.00
   Sell  06/13/01  Short  $10,941.00    $118.17  $1,449.71    $0.00  65.11%  65.11%  $0.00  $0.00
 28  Sell Short  06/13/01  Short  $10,941.00  $0.00  1  $259.19  2.37%  $281.40  100.00%    $0.00  $0.00
   Buy to Cover  06/15/01  Buy  $10,681.81    $259.19  $1,708.90    $0.00  92.11%  92.11%  $0.00  $0.00
 29  Buy  06/15/01  Buy  $10,681.81  $0.00  1  ($60.31)  (0.56%)  $34.42  23.00%    $0.00  $0.00
   Sell  06/18/01  Short  $10,621.50    ($60.31)  $1,648.59    ($115.20)  36.69%  (40.31%)  $0.00  $0.00
 30  Sell Short  06/18/01  Short  $10,621.50  $0.00  1  ($33.80)  (0.32%)  $6.71  7.12%    $0.00  $0.00
   Buy to Cover  06/19/01  Buy  $10,655.30    ($33.80)  $1,614.79    ($87.55)  57.02%  (35.86%)  $0.00  $0.00
 31  Buy  06/19/01  Buy  $10,655.30  $0.00  1  ($61.51)  (0.58%)  $85.02  48.25%    $0.00  $0.00
   Sell  06/20/01  Short  $10,593.79    ($61.51)  $1,553.28    ($91.17)  16.83%  (34.91%)  $0.00  $0.00
 32  Sell Short  06/20/01  Short  $10,593.79  $0.00  1  ($53.60)  (0.51%)  $29.93  21.78%    $0.00  $0.00
   Buy to Cover  06/21/01  Buy  $10,647.39    ($53.60)  $1,499.68    ($107.48)  39.21%  (39.01%)  $0.00  $0.00
 33  Buy  06/21/01  Buy  $10,647.39  $0.00  1  $68.11  0.64%  $112.08  100.00%    $0.00  $0.00
   Sell  06/22/01  Short  $10,715.50    $68.11  $1,567.79    $0.00  60.77%  60.77%  $0.00  $0.00
 34  Sell Short  06/22/01  Short  $10,715.50  $0.00  1  $106.62  1.00%  $141.31  100.00%    $0.00  $0.00
   Buy to Cover  06/25/01  Buy  $10,608.88    $106.62  $1,674.41    $0.00  75.45%  75.45%  $0.00  $0.00
 35  Buy  06/25/01  Buy  $10,608.88  $0.00  1  ($112.59)  (1.06%)  $35.23  20.02%    $0.00  $0.00
   Sell  06/26/01  Short  $10,496.29    ($112.59)  $1,561.82    ($140.76)  16.01%  (63.98%)  $0.00  $0.00
 36  Sell Short  06/26/01  Short  $10,496.29  $0.00  1  $24.94  0.24%  $101.57  100.00%    $0.00  $0.00
   Buy to Cover  06/27/01  Buy  $10,471.35    $24.94  $1,586.76    $0.00  24.55%  24.55%  $0.00  $0.00
 37  Buy  06/27/01  Buy  $10,471.35  $0.00  1  $92.91  0.89%  $175.10  73.43%    $0.00  $0.00
   Sell  06/29/01  Short  $10,564.26    $92.91  $1,679.67    ($63.35)  65.53%  38.96%  $0.00  $0.00
 38  Sell Short  06/29/01  Short  $10,564.26  $0.00  1  $58.30  0.55%  $96.88  100.00%    $0.00  $0.00
   Buy to Cover  07/02/01  Buy  $10,505.96    $58.30  $1,737.97    $0.00  60.18%  60.18%  $0.00  $0.00
 39  Buy  07/02/01  Buy  $10,505.96  $0.00  1  $81.92  0.78%  $132.91  100.00%    $0.00  $0.00
   Sell  07/03/01  Short  $10,587.88    $81.92  $1,819.89    $0.00  61.64%  61.64%  $0.00  $0.00
 40  Sell Short  07/03/01  Short  $10,587.88  $0.00  1  $20.64  0.19%  $56.36  100.00%    $0.00  $0.00
   Buy to Cover  07/05/01  Buy  $10,567.24    $20.64  $1,840.53    $0.00  36.62%  36.62%  $0.00  $0.00
 41  Buy  07/05/01  Buy  $10,567.24  $0.00  1  ($91.51)  (0.87%)  $0.40  0.38%    $0.00  $0.00
   Sell  07/06/01  Short  $10,475.73    ($91.51)  $1,749.02    ($106.10)  13.70%  (85.92%)  $0.00  $0.00
 42  Sell Short  07/06/01  Short  $10,475.73  $0.00  1  $221.10  2.11%  $255.59  100.00%    $0.00  $0.00
   Buy to Cover  07/09/01  Buy  $10,254.63    $221.10  $1,970.12    $0.00  86.51%  86.51%  $0.00  $0.00
 43  Buy  07/09/01  Buy  $10,254.63  $0.00  1  $45.19  0.44%  $81.00  100.00%    $0.00  $0.00
   Sell  07/10/01  Short  $10,299.82    $45.19  $2,015.31    $0.00  55.79%  55.79%  $0.00  $0.00
 44  Sell Short  07/10/01  Short  $10,299.82  $0.00  1  $124.11  1.20%  $178.93  100.00%    $0.00  $0.00
   Buy to Cover  07/11/01  Buy  $10,175.71    $124.11  $2,139.42    $0.00  69.36%  69.36%  $0.00  $0.00
 45  Buy  07/11/01  Buy  $10,175.71  $0.00  1  $301.67  2.96%  $320.93  100.00%    $0.00  $0.00
   Sell  07/13/01  Short  $10,477.38    $301.67  $2,441.09    $0.00  94.00%  94.00%  $0.00  $0.00
 46  Sell Short  07/13/01  Short  $10,477.38  $0.00  1  ($61.61)  (0.59%)  $44.78  38.22%    $0.00  $0.00
   Buy to Cover  07/16/01  Buy  $10,538.99    ($61.61)  $2,379.48    ($72.38)  9.19%  (52.59%)  $0.00  $0.00
 47  Buy  07/16/01  Buy  $10,538.99  $0.00  1  ($71.37)  (0.68%)  $29.70  24.33%    $0.00  $0.00
   Sell  07/17/01  Short  $10,467.62    ($71.37)  $2,308.11    ($92.39)  17.22%  (58.46%)  $0.00  $0.00
 48  Sell Short  07/17/01  Short  $10,467.62  $0.00  1  ($107.71)  (1.03%)  $28.96  15.26%    $0.00  $0.00
   Buy to Cover  07/19/01  Buy  $10,575.33    ($107.71)  $2,200.40    ($160.86)  28.00%  (56.74%)  $0.00  $0.00
 49  Buy  07/19/01  Buy  $10,575.33  $0.00  1  $30.86  0.29%  $103.79  100.00%    $0.00  $0.00
   Sell  07/20/01  Short  $10,606.19    $30.86  $2,231.26    $0.00  29.73%  29.73%  $0.00  $0.00
 50  Sell Short  07/20/01  Short  $10,606.19  $0.00  1  $28.27  0.27%  $76.94  100.00%    $0.00  $0.00
   Buy to Cover  07/23/01  Buy  $10,577.92    $28.27  $2,259.53    $0.00  36.74%  36.74%  $0.00  $0.00
 51  Buy  07/23/01  Buy  $10,577.92  $0.00  1  ($155.13)  (1.47%)  $17.48  9.95%    $0.00  $0.00
   Sell  07/24/01  Short  $10,422.79    ($155.13)  $2,104.40    ($158.21)  1.75%  (88.30%)  $0.00  $0.00
 52  Sell Short  07/24/01  Short  $10,422.79  $0.00  1  $180.04  1.73%  $219.10  100.00%    $0.00  $0.00
   Buy to Cover  07/25/01  Buy  $10,242.75    $180.04  $2,284.44    $0.00  82.17%  82.17%  $0.00  $0.00
 53  Buy  07/25/01  Buy  $10,242.75  $0.00  1  $159.71  1.56%  $255.98  100.00%    $0.00  $0.00
   Sell  07/26/01  Short  $10,402.46    $159.71  $2,444.15    $0.00  62.39%  62.39%  $0.00  $0.00
 54  Sell Short  07/26/01  Short  $10,402.46  $0.00  1  ($50.43)  (0.48%)  $165.00  75.63%    $0.00  $0.00
   Buy to Cover  07/27/01  Buy  $10,452.89    ($50.43)  $2,393.72    ($53.17)  1.26%  (23.12%)  $0.00  $0.00
 55  Buy  07/27/01  Buy  $10,452.89  $0.00  1  ($35.22)  (0.34%)  $7.23  8.52%    $0.00  $0.00
   Sell  07/30/01  Short  $10,417.67    ($35.22)  $2,358.50    ($77.60)  49.96%  (41.52%)  $0.00  $0.00
 56  Sell Short  07/30/01  Short  $10,417.67  $0.00  1  $13.49  0.13%  $56.22  100.00%    $0.00  $0.00
   Buy to Cover  07/31/01  Buy  $10,404.18    $13.49  $2,371.99    $0.00  24.00%  24.00%  $0.00  $0.00
 57  Buy  07/31/01  Buy  $10,404.18  $0.00  1  $122.19  1.17%  $190.87  100.00%    $0.00  $0.00
   Sell  08/01/01  Short  $10,526.37    $122.19  $2,494.18    $0.00  64.02%  64.02%  $0.00  $0.00
 58  Sell Short  08/01/01  Short  $10,526.37  $0.00  1  $11.90  0.11%  $103.06  43.67%    $0.00  $0.00
   Buy to Cover  08/02/01  Buy  $10,514.47    $11.90  $2,506.08    ($132.96)  61.38%  5.04%  $0.00  $0.00
 59  Buy  08/02/01  Buy  $10,514.47  $0.00  1  $34.53  0.33%  $148.60  100.00%    $0.00  $0.00
   Sell  08/03/01  Short  $10,549.00    $34.53  $2,540.61    $0.00  23.24%  23.24%  $0.00  $0.00
 60  Sell Short  08/03/01  Short  $10,549.00  $0.00  1  $148.96  1.41%  $174.05  100.00%    $0.00  $0.00
   Buy to Cover  08/07/01  Buy  $10,400.04    $148.96  $2,689.57    $0.00  85.58%  85.58%  $0.00  $0.00
 61  Buy  08/07/01  Buy  $10,400.04  $0.00  1  $55.13  0.53%  $79.60  100.00%    $0.00  $0.00
   Sell  08/08/01  Short  $10,455.17    $55.13  $2,744.70    $0.00  69.26%  69.26%  $0.00  $0.00
 62  Sell Short  08/08/01  Short  $10,455.17  $0.00  1  $163.01  1.56%  $187.20  100.00%    $0.00  $0.00
   Buy to Cover  08/09/01  Buy  $10,292.16    $163.01  $2,907.71    $0.00  87.08%  87.08%  $0.00  $0.00
 63  Buy  08/09/01  Buy  $10,292.16  $0.00  1  $3.72  0.04%  $19.82  18.66%    $0.00  $0.00
   Sell  08/10/01  Short  $10,295.88    $3.72  $2,911.43    ($86.39)  84.84%  3.50%  $0.00  $0.00
 64  Sell Short  08/10/01  Short  $10,295.88  $0.00  1  ($117.03)  (1.14%)  $98.42  41.74%    $0.00  $0.00
   Buy to Cover  08/13/01  Buy  $10,412.91    ($117.03)  $2,794.40    ($137.39)  8.63%  (49.63%)  $0.00  $0.00
 65  Buy  08/13/01  Buy  $10,412.91  $0.00  1  $3.04  0.03%  $32.54  41.58%    $0.00  $0.00
   Sell  08/14/01  Short  $10,415.95    $3.04  $2,797.44    ($45.71)  62.30%  3.88%  $0.00  $0.00
 66  Sell Short  08/14/01  Short  $10,415.95  $0.00  1  $7.90  0.08%  $70.05  52.73%    $0.00  $0.00
   Buy to Cover  08/15/01  Buy  $10,408.05    $7.90  $2,805.34    ($62.79)  53.21%  5.95%  $0.00  $0.00
 67  Buy  08/15/01  Buy  $10,408.05  $0.00  1  ($66.96)  (0.64%)  $61.69  47.95%    $0.00  $0.00
   Sell  08/16/01  Short  $10,341.09    ($66.96)  $2,738.38    ($66.96)  0.00%  (52.05%)  $0.00  $0.00
 68  Sell Short  08/16/01  Short  $10,341.09  $0.00  1  $100.76  0.97%  $160.10  75.69%    $0.00  $0.00
   Buy to Cover  08/20/01  Buy  $10,240.33    $100.76  $2,839.14    ($51.41)  71.94%  47.64%  $0.00  $0.00
 69  Buy  08/20/01  Buy  $10,240.33  $0.00  1  $78.74  0.77%  $138.35  100.00%    $0.00  $0.00
   Sell  08/21/01  Short  $10,319.07    $78.74  $2,917.88    $0.00  56.91%  56.91%  $0.00  $0.00
 70  Sell Short  08/21/01  Short  $10,319.07  $0.00  1  $147.77  1.43%  $184.50  100.00%    $0.00  $0.00
   Buy to Cover  08/22/01  Buy  $10,171.30    $147.77  $3,065.65    $0.00  80.09%  80.09%  $0.00  $0.00
 71  Buy  08/22/01  Buy  $10,171.30  $0.00  1  $104.11  1.02%  $133.62  100.00%    $0.00  $0.00
   Sell  08/23/01  Short  $10,275.41    $104.11  $3,169.76    $0.00  77.91%  77.91%  $0.00  $0.00
 72  Sell Short  08/23/01  Short  $10,275.41  $0.00  1  $41.92  0.41%  $61.69  100.00%    $0.00  $0.00
   Buy to Cover  08/24/01  Buy  $10,233.49    $41.92  $3,211.68    $0.00  67.95%  67.95%  $0.00  $0.00
 73  Buy  08/24/01  Buy  $10,233.49  $0.00  1  $188.26  1.84%  $207.88  100.00%    $0.00  $0.00
   Sell  08/27/01  Short  $10,421.75    $188.26  $3,399.94    $0.00  90.56%  90.56%  $0.00  $0.00
 74  Sell Short  08/27/01  Short  $10,421.75  $0.00  1  $196.29  1.88%  $207.41  100.00%    $0.00  $0.00
   Buy to Cover  08/29/01  Buy  $10,225.46    $196.29  $3,596.23    $0.00  94.64%  94.64%  $0.00  $0.00
 75  Buy  08/29/01  Buy  $10,225.46  $0.00  1  ($149.39)  (1.46%)  $42.24  21.99%    $0.00  $0.00
   Sell  08/30/01  Short  $10,076.07    ($149.39)  $3,446.84    ($149.85)  0.24%  (77.77%)  $0.00  $0.00
 76  Sell Short  08/30/01  Short  $10,076.07  $0.00  1  $156.11  1.55%  $206.93  100.00%    $0.00  $0.00
   Buy to Cover  08/31/01  Buy  $9,919.96    $156.11  $3,602.95    $0.00  75.44%  75.44%  $0.00  $0.00
 77  Buy  08/31/01  Buy  $9,919.96  $0.00  1  $26.02  0.26%  $116.98  100.00%    $0.00  $0.00
   Sell  09/04/01  Short  $9,945.98    $26.02  $3,628.97    $0.00  22.24%  22.24%  $0.00  $0.00
 78  Sell Short  09/04/01  Short  $9,945.98  $0.00  1  ($53.15)  (0.53%)  $51.10  17.77%    $0.00  $0.00
   Buy to Cover  09/05/01  Buy  $9,999.13    ($53.15)  $3,575.82    ($236.40)  63.74%  (18.49%)  $0.00  $0.00
 79  Buy  09/05/01  Buy  $9,999.13  $0.00  1  $28.21  0.28%  $67.56  37.37%    $0.00  $0.00
   Sell  09/06/01  Short  $10,027.34    $28.21  $3,604.03    ($113.25)  78.24%  15.60%  $0.00  $0.00
 80  Sell Short  09/06/01  Short  $10,027.34  $0.00  1  $422.97  4.22%  $468.95  100.00%    $0.00  $0.00
   Buy to Cover  09/10/01  Buy  $9,604.37    $422.97  $4,027.00    $0.00  90.20%  90.20%  $0.00  $0.00
 81  Buy  09/10/01  Buy  $9,604.37  $0.00  1  ($24.05)  (0.25%)  $67.43  37.83%    $0.00  $0.00
   Sell  09/17/01  Short  $9,580.32    ($24.05)  $4,002.95    ($110.82)  48.68%  (13.49%)  $0.00  $0.00
 82  Sell Short  09/17/01  Short  $9,580.32  $0.00  1  $657.61  6.86%  $719.27  100.00%    $0.00  $0.00
   Buy to Cover  09/18/01  Buy  $8,922.71    $657.61  $4,660.56    $0.00  91.43%  91.43%  $0.00  $0.00
 83  Buy  09/18/01  Buy  $8,922.71  $0.00  1  ($19.17)  (0.21%)  $99.35  83.73%    $0.00  $0.00
   Sell  09/19/01  Short  $8,903.54    ($19.17)  $4,641.39    ($19.31)  0.12%  (16.16%)  $0.00  $0.00
 84  Sell Short  09/19/01  Short  $8,903.54  $0.00  1  $154.92  1.74%  $423.33  90.99%    $0.00  $0.00
   Buy to Cover  09/20/01  Buy  $8,748.62    $154.92  $4,796.31    ($41.93)  42.31%  33.30%  $0.00  $0.00
 85  Buy  09/20/01  Buy  $8,748.62  $0.00  1  ($392.07)  (4.48%)  $0.20  0.05%    $0.00  $0.00
   Sell  09/21/01  Short  $8,356.55    ($392.07)  $4,404.24    ($392.07)  0.00%  (99.95%)  $0.00  $0.00
 86  Sell Short  09/21/01  Short  $8,356.55  $0.00  1  $114.22  1.37%  $294.21  100.00%    $0.00  $0.00
   Buy to Cover  09/24/01  Buy  $8,242.33    $114.22  $4,518.46    $0.00  38.82%  38.82%  $0.00  $0.00
 87  Buy  09/24/01  Buy  $8,242.33  $0.00  1  $362.25  4.39%  $453.21  100.00%    $0.00  $0.00
   Sell  09/25/01  Short  $8,604.58    $362.25  $4,880.71    $0.00  79.93%  79.93%  $0.00  $0.00
 88  Sell Short  09/25/01  Short  $8,604.58  $0.00  1  ($56.48)  (0.66%)  $98.22  63.49%    $0.00  $0.00
   Buy to Cover  09/26/01  Buy  $8,661.06    ($56.48)  $4,824.23    ($56.48)  0.00%  (36.51%)  $0.00  $0.00
 89  Buy  09/26/01  Buy  $8,661.06  $0.00  1  ($94.60)  (1.09%)  $57.10  29.88%    $0.00  $0.00
   Sell  09/27/01  Short  $8,566.46    ($94.60)  $4,729.63    ($134.01)  20.62%  (49.50%)  $0.00  $0.00
 90  Sell Short  09/27/01  Short  $8,566.46  $0.00  1  ($113.62)  (1.33%)  $94.49  45.11%    $0.00  $0.00
   Buy to Cover  09/28/01  Buy  $8,680.08    ($113.62)  $4,616.01    ($114.96)  0.64%  (54.25%)  $0.00  $0.00
 91  Buy  09/28/01  Buy  $8,680.08  $0.00  1  $164.88  1.90%  $176.47  100.00%    $0.00  $0.00
   Sell  10/01/01  Short  $8,844.96    $164.88  $4,780.89    $0.00  93.43%  93.43%  $0.00  $0.00
 92  Sell Short  10/01/01  Short  $8,844.96  $0.00  1  $7.26  0.08%  $112.82  100.00%    $0.00  $0.00
   Buy to Cover  10/02/01  Buy  $8,837.70    $7.26  $4,788.15    $0.00  6.44%  6.44%  $0.00  $0.00
 93  Buy  10/02/01  Buy  $8,837.70  $0.00  1  $107.31  1.21%  $112.89  100.00%    $0.00  $0.00
   Sell  10/03/01  Short  $8,945.01    $107.31  $4,895.46    $0.00  95.06%  95.06%  $0.00  $0.00
 94  Sell Short  10/03/01  Short  $8,945.01  $0.00  1  ($183.24)  (2.05%)  $84.17  29.28%    $0.00  $0.00
   Buy to Cover  10/04/01  Buy  $9,128.25    ($183.24)  $4,712.22    ($203.34)  6.99%  (63.73%)  $0.00  $0.00
 95  Buy  10/04/01  Buy  $9,128.25  $0.00  1  ($70.42)  (0.77%)  $59.12  41.64%    $0.00  $0.00
   Sell  10/05/01  Short  $9,057.83    ($70.42)  $4,641.80    ($82.87)  8.77%  (49.60%)  $0.00  $0.00
 96  Sell Short  10/05/01  Short  $9,057.83  $0.00  1  ($58.92)  (0.65%)  $106.76  63.28%    $0.00  $0.00
   Buy to Cover  10/08/01  Buy  $9,116.75    ($58.92)  $4,582.88    ($61.94)  1.79%  (34.93%)  $0.00  $0.00
 97  Buy  10/08/01  Buy  $9,116.75  $0.00  1  ($51.20)  (0.56%)  $28.06  21.18%    $0.00  $0.00
   Sell  10/09/01  Short  $9,065.55    ($51.20)  $4,531.68    ($104.45)  40.19%  (38.64%)  $0.00  $0.00
 98  Sell Short  10/09/01  Short  $9,065.55  $0.00  1  $12.25  0.14%  $65.41  100.00%    $0.00  $0.00
   Buy to Cover  10/10/01  Buy  $9,053.30    $12.25  $4,543.93    $0.00  18.73%  18.73%  $0.00  $0.00
 99  Buy  10/10/01  Buy  $9,053.30  $0.00  1  $355.77  3.93%  $378.74  100.00%    $0.00  $0.00
   Sell  10/12/01  Short  $9,409.07    $355.77  $4,899.70    $0.00  93.94%  93.94%  $0.00  $0.00
 100  Sell Short  10/12/01  Short  $9,409.07  $0.00  1  $67.23  0.71%  $215.34  100.00%    $0.00  $0.00
   Buy to Cover  10/15/01  Buy  $9,341.84    $67.23  $4,966.93    $0.00  31.22%  31.22%  $0.00  $0.00
 101  Buy  10/15/01  Buy  $9,341.84  $0.00  1  $3.46  0.04%  $10.21  9.01%    $0.00  $0.00
   Sell  10/16/01  Short  $9,345.30    $3.46  $4,970.39    ($103.06)  94.04%  3.05%  $0.00  $0.00
 102  Sell Short  10/16/01  Short  $9,345.30  $0.00  1  ($45.46)  (0.49%)  $46.60  41.44%    $0.00  $0.00
   Buy to Cover  10/17/01  Buy  $9,390.76    ($45.46)  $4,924.93    ($65.84)  18.13%  (40.43%)  $0.00  $0.00
 103  Buy  10/17/01  Buy  $9,390.76  $0.00  1  ($161.01)  (1.71%)  $98.57  37.57%    $0.00  $0.00
   Sell  10/18/01  Short  $9,229.75    ($161.01)  $4,763.92    ($163.81)  1.07%  (61.37%)  $0.00  $0.00
 104  Sell Short  10/18/01  Short  $9,229.75  $0.00  1  $65.94  0.71%  $95.45  100.00%    $0.00  $0.00
   Buy to Cover  10/19/01  Buy  $9,163.81    $65.94  $4,829.86    $0.00  69.08%  69.08%  $0.00  $0.00
 105  Buy  10/19/01  Buy  $9,163.81  $0.00  1  $39.10  0.43%  $54.21  39.51%    $0.00  $0.00
   Sell  10/22/01  Short  $9,202.91    $39.10  $4,868.96    ($83.00)  88.99%  28.50%  $0.00  $0.00
 106  Sell Short  10/22/01  Short  $9,202.91  $0.00  1  ($177.26)  (1.93%)  $35.46  15.73%    $0.00  $0.00
   Buy to Cover  10/23/01  Buy  $9,380.17    ($177.26)  $4,691.70    ($189.90)  5.61%  (78.66%)  $0.00  $0.00
 107  Buy  10/23/01  Buy  $9,380.17  $0.00  1  ($39.77)  (0.42%)  $59.04  42.52%    $0.00  $0.00
   Sell  10/24/01  Short  $9,340.40    ($39.77)  $4,651.93    ($79.80)  28.83%  (28.64%)  $0.00  $0.00
 108  Sell Short  10/24/01  Short  $9,340.40  $0.00  1  ($2.89)  (0.03%)  $61.70  92.20%    $0.00  $0.00
   Buy to Cover  10/25/01  Buy  $9,343.29    ($2.89)  $4,649.04    ($5.22)  3.48%  (4.32%)  $0.00  $0.00
 109  Buy  10/25/01  Buy  $9,343.29  $0.00  1  $117.99  1.26%  $119.61  41.97%    $0.00  $0.00
   Sell  10/26/01  Short  $9,461.28    $117.99  $4,767.03    ($165.40)  99.43%  41.40%  $0.00  $0.00
 110  Sell Short  10/26/01  Short  $9,461.28  $0.00  1  $336.64  3.56%  $396.87  74.35%    $0.00  $0.00
   Buy to Cover  10/31/01  Buy  $9,124.64    $336.64  $5,103.67    ($136.89)  88.72%  63.07%  $0.00  $0.00
 111  Buy  10/31/01  Buy  $9,124.64  $0.00  1  ($38.19)  (0.42%)  $98.43  66.54%    $0.00  $0.00
   Sell  11/01/01  Short  $9,086.45    ($38.19)  $5,065.48    ($49.50)  7.65%  (25.82%)  $0.00  $0.00
 112  Sell Short  11/01/01  Short  $9,086.45  $0.00  1  ($179.07)  (1.97%)  $71.99  26.66%    $0.00  $0.00
   Buy to Cover  11/02/01  Buy  $9,265.52    ($179.07)  $4,886.41    ($198.00)  7.01%  (66.32%)  $0.00  $0.00
 113  Buy  11/02/01  Buy  $9,265.52  $0.00  1  $170.56  1.84%  $210.93  100.00%    $0.00  $0.00
   Sell  11/06/01  Short  $9,436.08    $170.56  $5,056.97    $0.00  80.86%  80.86%  $0.00  $0.00
 114  Sell Short  11/06/01  Short  $9,436.08  $0.00  1  ($148.60)  (1.57%)  $49.57  23.15%    $0.00  $0.00
   Buy to Cover  11/07/01  Buy  $9,584.68    ($148.60)  $4,908.37    ($164.52)  7.44%  (69.41%)  $0.00  $0.00
 115  Buy  11/07/01  Buy  $9,584.68  $0.00  1  $1.28  0.01%  $137.07  68.76%    $0.00  $0.00
   Sell  11/09/01  Short  $9,585.96    $1.28  $4,909.65    ($62.27)  31.88%  0.64%  $0.00  $0.00
 116  Sell Short  11/09/01  Short  $9,585.96  $0.00  1  ($20.17)  (0.21%)  $66.19  75.02%    $0.00  $0.00
   Buy to Cover  11/12/01  Buy  $9,606.13    ($20.17)  $4,889.48    ($22.04)  2.12%  (22.86%)  $0.00  $0.00
 117  Buy  11/12/01  Buy  $9,606.13  $0.00  1  $144.99  1.51%  $149.65  43.10%    $0.00  $0.00
   Sell  11/14/01  Short  $9,751.12    $144.99  $5,034.47    ($197.55)  98.66%  41.76%  $0.00  $0.00
 118  Sell Short  11/14/01  Short  $9,751.12  $0.00  1  ($73.54)  (0.75%)  $9.71  8.23%    $0.00  $0.00
   Buy to Cover  11/15/01  Buy  $9,824.66    ($73.54)  $4,960.93    ($108.26)  29.43%  (62.34%)  $0.00  $0.00
 119  Buy  11/15/01  Buy  $9,824.66  $0.00  1  $45.84  0.47%  $84.13  100.00%    $0.00  $0.00
   Sell  11/16/01  Short  $9,870.50    $45.84  $5,006.77    $0.00  54.49%  54.49%  $0.00  $0.00
 120  Sell Short  11/16/01  Short  $9,870.50  $0.00  1  ($0.96)  (0.01%)  $78.03  98.78%    $0.00  $0.00
   Buy to Cover  11/19/01  Buy  $9,871.46    ($0.96)  $5,005.81    ($0.96)  0.00%  (1.22%)  $0.00  $0.00
 121  Buy  11/19/01  Buy  $9,871.46  $0.00  1  $97.17  0.98%  $105.27  100.00%    $0.00  $0.00
   Sell  11/20/01  Short  $9,968.63    $97.17  $5,102.98    $0.00  92.31%  92.31%  $0.00  $0.00
 122  Sell Short  11/20/01  Short  $9,968.63  $0.00  1  $134.54  1.35%  $172.22  100.00%    $0.00  $0.00
   Buy to Cover  11/23/01  Buy  $9,834.09    $134.54  $5,237.52    $0.00  78.12%  78.12%  $0.00  $0.00
 123  Buy  11/23/01  Buy  $9,834.09  $0.00  1  $126.49  1.29%  $158.70  100.00%    $0.00  $0.00
   Sell  11/26/01  Short  $9,960.58    $126.49  $5,364.01    $0.00  79.70%  79.70%  $0.00  $0.00
 124  Sell Short  11/26/01  Short  $9,960.58  $0.00  1  ($19.75)  (0.20%)  $56.77  71.92%    $0.00  $0.00
   Buy to Cover  11/27/01  Buy  $9,980.33    ($19.75)  $5,344.26    ($22.17)  3.07%  (25.02%)  $0.00  $0.00
 125  Buy  11/27/01  Buy  $9,980.33  $0.00  1  ($114.28)  (1.15%)  $12.39  7.67%    $0.00  $0.00
   Sell  11/28/01  Short  $9,866.05    ($114.28)  $5,229.98    ($149.18)  21.60%  (70.73%)  $0.00  $0.00
 126  Sell Short  11/28/01  Short  $9,866.05  $0.00  1  $154.71  1.57%  $174.66  100.00%    $0.00  $0.00
   Buy to Cover  11/29/01  Buy  $9,711.34    $154.71  $5,384.69    $0.00  88.58%  88.58%  $0.00  $0.00
 127  Buy  11/29/01  Buy  $9,711.34  $0.00  1  $116.45  1.20%  $118.08  100.00%    $0.00  $0.00
   Sell  11/30/01  Short  $9,827.79    $116.45  $5,501.14    $0.00  98.62%  98.62%  $0.00  $0.00
 128  Sell Short  11/30/01  Short  $9,827.79  $0.00  1  $61.24  0.62%  $123.89  66.01%    $0.00  $0.00
   Buy to Cover  12/04/01  Buy  $9,766.55    $61.24  $5,562.38    ($63.79)  66.62%  32.63%  $0.00  $0.00
 129  Buy  12/04/01  Buy  $9,766.55  $0.00  1  $345.98  3.54%  $375.77  100.00%    $0.00  $0.00
   Sell  12/06/01  Short  $10,112.53    $345.98  $5,908.36    $0.00  92.07%  92.07%  $0.00  $0.00
 130  Sell Short  12/06/01  Short  $10,112.53  $0.00  1  $64.49  0.64%  $110.12  65.93%    $0.00  $0.00
   Buy to Cover  12/10/01  Buy  $10,048.04    $64.49  $5,972.85    ($56.91)  72.68%  38.61%  $0.00  $0.00
 131  Buy  12/10/01  Buy  $10,048.04  $0.00  1  ($123.45)  (1.23%)  $27.57  17.88%    $0.00  $0.00
   Sell  12/11/01  Short  $9,924.59    ($123.45)  $5,849.40    ($126.59)  2.04%  (80.08%)  $0.00  $0.00
 132  Sell Short  12/11/01  Short  $9,924.59  $0.00  1  $36.32  0.37%  $57.74  38.74%    $0.00  $0.00
   Buy to Cover  12/12/01  Buy  $9,888.27    $36.32  $5,885.72    ($91.31)  85.63%  24.37%  $0.00  $0.00
 133  Buy  12/12/01  Buy  $9,888.27  $0.00  1  ($0.15)  (0.00%)  $31.45  27.68%    $0.00  $0.00
   Sell  12/13/01  Short  $9,888.12    ($0.15)  $5,885.57    ($82.17)  72.19%  (0.13%)  $0.00  $0.00
 134  Sell Short  12/13/01  Short  $9,888.12  $0.00  1  $122.40  1.24%  $151.70  100.00%    $0.00  $0.00
   Buy to Cover  12/14/01  Buy  $9,765.72    $122.40  $6,007.97    $0.00  80.69%  80.69%  $0.00  $0.00
 135  Buy  12/14/01  Buy  $9,765.72  $0.00  1  $42.70  0.44%  $82.73  100.00%    $0.00  $0.00
   Sell  12/17/01  Short  $9,808.42    $42.70  $6,050.67    $0.00  51.61%  51.61%  $0.00  $0.00
 136  Sell Short  12/17/01  Short  $9,808.42  $0.00  1  ($85.80)  (0.87%)  $9.58  7.25%    $0.00  $0.00
   Buy to Cover  12/18/01  Buy  $9,894.22    ($85.80)  $5,964.87    ($122.51)  27.79%  (64.96%)  $0.00  $0.00
 137  Buy  12/18/01  Buy  $9,894.22  $0.00  1  $99.36  1.00%  $121.12  100.00%    $0.00  $0.00
   Sell  12/19/01  Short  $9,993.58    $99.36  $6,064.23    $0.00  82.03%  82.03%  $0.00  $0.00
 138  Sell Short  12/19/01  Short  $9,993.58  $0.00  1  ($71.55)  (0.72%)  $73.79  43.78%    $0.00  $0.00
   Buy to Cover  12/20/01  Buy  $10,065.13    ($71.55)  $5,992.68    ($94.76)  13.77%  (42.45%)  $0.00  $0.00
 139  Buy  12/20/01  Buy  $10,065.13  $0.00  1  ($29.55)  (0.29%)  $10.90  12.00%    $0.00  $0.00
   Sell  12/24/01  Short  $10,035.58    ($29.55)  $5,963.13    ($79.95)  55.48%  (32.53%)  $0.00  $0.00
 140  Sell Short  12/24/01  Short  $10,035.58  $0.00  1  ($0.97)  (0.01%)  $1.14  2.96%    $0.00  $0.00
   Buy to Cover  12/26/01  Buy  $10,036.55    ($0.97)  $5,962.16    ($37.33)  94.52%  (2.52%)  $0.00  $0.00
 141  Buy  12/26/01  Buy  $10,036.55  $0.00  1  $51.16  0.51%  $132.54  100.00%    $0.00  $0.00
   Sell  12/27/01  Short  $10,087.71    $51.16  $6,013.32    $0.00  38.60%  38.60%  $0.00  $0.00
 142  Sell Short  12/27/01  Short  $10,087.71  $0.00  1  ($46.24)  (0.46%)  $6.84  10.31%    $0.00  $0.00
   Buy to Cover  12/28/01  Buy  $10,133.95    ($46.24)  $5,967.08    ($59.52)  20.01%  (69.68%)  $0.00  $0.00
 143  Buy  12/28/01  Buy  $10,133.95  $0.00  1  $2.41  0.02%  $50.50  100.00%    $0.00  $0.00
   Sell  12/31/01  Short  $10,136.36    $2.41  $5,969.49    $0.00  4.77%  4.77%  $0.00  $0.00
 144  Sell Short  12/31/01  Short  $10,136.36  $0.00  1  $113.65  1.12%  $117.21  98.94%    $0.00  $0.00
   Buy to Cover  01/02/02  Buy  $10,022.71    $113.65  $6,083.14    ($1.25)  96.99%  95.94%  $0.00  $0.00
 145  Buy  01/02/02  Buy  $10,022.71  $0.00  1  $50.16  0.50%  $51.31  37.10%    $0.00  $0.00
   Sell  01/03/02  Short  $10,072.87    $50.16  $6,133.30    ($87.01)  99.17%  36.26%  $0.00  $0.00
 146  Sell Short  01/03/02  Short  $10,072.87  $0.00  1  ($104.97)  (1.04%)  $20.92  16.62%    $0.00  $0.00
   Buy to Cover  01/04/02  Buy  $10,177.84    ($104.97)  $6,028.33    ($104.97)  0.00%  (83.38%)  $0.00  $0.00
 147  Buy  01/04/02  Buy  $10,177.84  $0.00  1  $82.49  0.81%  $105.83  100.00%    $0.00  $0.00
   Sell  01/07/02  Short  $10,260.33    $82.49  $6,110.82    $0.00  77.95%  77.95%  $0.00  $0.00
 148  Sell Short  01/07/02  Short  $10,260.33  $0.00  1  $63.57  0.62%  $72.21  45.91%    $0.00  $0.00
   Buy to Cover  01/08/02  Buy  $10,196.76    $63.57  $6,174.39    ($85.07)  94.51%  40.42%  $0.00  $0.00
 149  Buy  01/08/02  Buy  $10,196.76  $0.00  1  ($44.59)  (0.44%)  $14.47  16.10%    $0.00  $0.00
   Sell  01/09/02  Short  $10,152.17    ($44.59)  $6,129.80    ($75.41)  34.29%  (49.61%)  $0.00  $0.00
 150  Sell Short  01/09/02  Short  $10,152.17  $0.00  1  $58.67  0.58%  $82.72  41.07%    $0.00  $0.00
   Buy to Cover  01/10/02  Buy  $10,093.50    $58.67  $6,188.47    ($118.71)  88.06%  29.13%  $0.00  $0.00
 151  Buy  01/10/02  Buy  $10,093.50  $0.00  1  ($24.99)  (0.25%)  $8.27  11.89%    $0.00  $0.00
   Sell  01/11/02  Short  $10,068.51    ($24.99)  $6,163.48    ($61.27)  52.17%  (35.94%)  $0.00  $0.00
 152  Sell Short  01/11/02  Short  $10,068.51  $0.00  1  $174.77  1.74%  $202.90  100.00%    $0.00  $0.00
   Buy to Cover  01/15/02  Buy  $9,893.74    $174.77  $6,338.25    $0.00  86.14%  86.14%  $0.00  $0.00
 153  Buy  01/15/02  Buy  $9,893.74  $0.00  1  $21.80  0.22%  $92.47  100.00%    $0.00  $0.00
   Sell  01/16/02  Short  $9,915.54    $21.80  $6,360.05    $0.00  23.58%  23.58%  $0.00  $0.00
 154  Sell Short  01/16/02  Short  $9,915.54  $0.00  1  $203.33  2.05%  $204.44  100.00%    $0.00  $0.00
   Buy to Cover  01/17/02  Buy  $9,712.21    $203.33  $6,563.38    $0.00  99.46%  99.46%  $0.00  $0.00
 155  Buy  01/17/02  Buy  $9,712.21  $0.00  1  $117.73  1.21%  $145.58  100.00%    $0.00  $0.00
   Sell  01/18/02  Short  $9,829.94    $117.73  $6,681.11    $0.00  80.87%  80.87%  $0.00  $0.00
 156  Sell Short  01/18/02  Short  $9,829.94  $0.00  1  $56.60  0.58%  $91.51  100.00%    $0.00  $0.00
   Buy to Cover  01/22/02  Buy  $9,773.34    $56.60  $6,737.71    $0.00  61.85%  61.85%  $0.00  $0.00
 157  Buy  01/22/02  Buy  $9,773.34  $0.00  1  ($63.38)  (0.65%)  $69.50  47.51%    $0.00  $0.00
   Sell  01/23/02  Short  $9,709.96    ($63.38)  $6,674.33    ($76.77)  9.15%  (43.33%)  $0.00  $0.00
 158  Sell Short  01/23/02  Short  $9,709.96  $0.00  1  ($25.25)  (0.26%)  $29.45  31.71%    $0.00  $0.00
   Buy to Cover  01/24/02  Buy  $9,735.21    ($25.25)  $6,649.08    ($63.41)  41.09%  (27.19%)  $0.00  $0.00
 159  Buy  01/24/02  Buy  $9,735.21  $0.00  1  $57.02  0.59%  $121.76  100.00%    $0.00  $0.00
   Sell  01/25/02  Short  $9,792.23    $57.02  $6,706.10    $0.00  46.83%  46.83%  $0.00  $0.00
 160  Sell Short  01/25/02  Short  $9,792.23  $0.00  1  ($51.82)  (0.53%)  $37.12  26.01%    $0.00  $0.00
   Buy to Cover  01/28/02  Buy  $9,844.05    ($51.82)  $6,654.28    ($105.62)  37.69%  (36.30%)  $0.00  $0.00
 161  Buy  01/28/02  Buy  $9,844.05  $0.00  1  $20.49  0.21%  $64.11  100.00%    $0.00  $0.00
   Sell  01/29/02  Short  $9,864.54    $20.49  $6,674.77    $0.00  31.96%  31.96%  $0.00  $0.00
 162  Sell Short  01/29/02  Short  $9,864.54  $0.00  1  $244.40  2.48%  $335.08  100.00%    $0.00  $0.00
   Buy to Cover  01/30/02  Buy  $9,620.14    $244.40  $6,919.17    $0.00  72.94%  72.94%  $0.00  $0.00
 163  Buy  01/30/02  Buy  $9,620.14  $0.00  1  $301.90  3.14%  $323.80  100.00%    $0.00  $0.00
   Sell  02/01/02  Short  $9,922.04    $301.90  $7,221.07    $0.00  93.24%  93.24%  $0.00  $0.00
 164  Sell Short  02/01/02  Short  $9,922.04  $0.00  1  $236.29  2.38%  $318.05  100.00%    $0.00  $0.00
   Buy to Cover  02/05/02  Buy  $9,685.75    $236.29  $7,457.36    $0.00  74.29%  74.29%  $0.00  $0.00
 165  Buy  02/05/02  Buy  $9,685.75  $0.00  1  ($4.71)  (0.05%)  $87.97  94.92%    $0.00  $0.00
   Sell  02/06/02  Short  $9,681.04    ($4.71)  $7,452.65    ($4.71)  0.00%  (5.08%)  $0.00  $0.00
 166  Sell Short