daSARa system

augubhai

Well-Known Member
End of my diary days and back to the basics

I am stopping updates to my trading diaries with this series. daSARa started off well, but has been terrible since mid-November. These were SAR systems, and none of them were really backtested. I just visually scanned a few charts, and decided on the mechanical rules to be used. In between, I also tried discretionary - but that is just not for me.

After getting beaten by the markets, i finally decided to spend time on backtesting. I even got Perl installed on my laptop this week. My entire backtesting of ORB in 2008 was done in Perl. I have not been very comfortable creating backtest scenarios in Amibroker. Perl gives me more control. i am now using Amibroker just for visual confirmation.

i have tested some of the systems that I used in the last few months, but results are not consistent enough. Things work for some months, and then don't.

the whole purpose of these 1 1/2 years has been to find systems that are more consistent than ORB. I have to say that I have failed in my search (or maybe i have just not searched properly). i will continue my search offline.

finally, today, i decided to test a ORB + SAR system, where the first entry is ORB, and then reverse based on trailing SAR. i tested this manually on 1 min NF data from Aug to Dec series. Results were surprisingly good, until we apply slippage+cost. Same results with YESBANK and DLF (tests not complete)

Code:
	Trades	Gross pts	Cost=2 pts	Cost=3 pts	Cost=4 pts	Cost=5 pts	Cost=6 pts
Aug	102	653.00		449.00		347.00		245.00		143.00		41.00
Sep	68	400.40		264.40		196.40		128.40		60.40		-7.60
Oct	88	243.15		67.15		-20.85		-108.85		-196.85		-284.85
Nov	63	209.45		83.45		20.45		-42.55		-105.55		-168.55
Dec	54	205.90		97.90		43.90		-10.10		-64.10		-118.10
							
Total	375	1711.90		961.90		586.90		211.90		-163.10		-538.10
When cost+slippage goes more than 2 points. So, I decided to check the results if I took only the first trade of the ORB+SAR system - that means just 1 ORB trade a day, with a TSL. Results below:

Code:
	Trades	Gross pts	Cost=2 pts	Cost=3 pts	Cost=4 pts	Cost=5 pts	Cost=6 pts
Aug	23	539.10		493.10		470.10		447.10		424.10		401.10
Sep	19	513.60		475.60		456.60		437.60		418.60		399.60
Oct	23	73.50		27.50		4.50		-18.50		-41.50		-64.50
Nov	19	194.80		156.80		137.80		118.80		99.80		80.80
Dec	19	301.05		263.05		244.05		225.05		206.05		187.05
							
	103	1622.05		1416.05		1313.05		1210.05		1107.05		1004.05
After these results, I really do not have any reasons to continue experiments with hard cash, and am going back to ORB. i will continue backtesting other systems, hoping to find something better...
 

augubhai

Well-Known Member
Since I have mentioned the results, here is also the details of individual trades, for anyone that might be interested (Sorry, it's just unformatted tab separated text). This is a manual test result, so i am sure that there will be at least a couple of typos, but i have tried to update the results correctly...

I do not intend to detail the rules that i used, but the rules are simple, and you might be able to work it out if u check these trades on the charts. (This system doesn't need charts though.)

Code:
Date	Position	Entry	Result	Cumulative	First Trade only	Cumulative
07/26/13	Long	5969.00	-18.90	-18.90	-18.90	-18.90
	Short	5950.10	-18.90	-37.80	0.00	-18.90
	Long	5969.00	-23.90	-61.70	0.00	-18.90
	Short	5945.10	4.50	-57.20	0.00	-18.90
	Long	5940.60	0.55	-56.65	0.00	-18.90
	Short	5941.15	0.55	-56.10	0.00	-18.90
	Long	5940.60	0.55	-55.55	0.00	-18.90
	Short	5941.15	14.30	-41.25	0.00	-18.90
	X	5926.85	0.00	-41.25	0.00	-18.90
07/29/13	Short	5906.30	-17.55	-58.80	-17.55	-36.45
	Long	5923.85	-34.75	-93.55	0.00	-36.45
	Short	5889.10	12.25	-81.30	0.00	-36.45
	X	5876.85	0.00	-81.30	0.00	-36.45
07/30/13	Long	5886.45	-15.75	-97.05	-15.75	-52.20
	Short	5870.70	-18.00	-115.05	0.00	-52.20
	Long	5888.70	-20.25	-135.30	0.00	-52.20
	Short	5868.45	65.35	-69.95	0.00	-52.20
	X	5803.10	0.00	-69.95	0.00	-52.20
07/31/13	Short	5770.15	11.10	-58.85	11.10	-41.10
	Long	5759.05	-19.10	-77.95	0.00	-41.10
	Short	5739.95	-19.10	-97.05	0.00	-41.10
	Long	5759.05	17.90	-79.15	0.00	-41.10
	X	5776.95	0.00	-79.15	0.00	-41.10
08/01/13	Long	5807.00	-15.10	-94.25	-15.10	-56.20
	Short	5791.90	41.80	-52.45	0.00	-56.20
	Long	5750.10	41.80	-10.65	0.00	-56.20
	Short	5791.90	41.80	31.15	0.00	-56.20
	Long	5750.10	41.80	72.95	0.00	-56.20
	Short	5791.90	36.20	109.15	0.00	-56.20
	X	5755.70	0.00	109.15	0.00	-56.20
08/02/13	Short	5770.00	71.00	180.15	71.00	14.80
	X	5699.00	0.00	180.15	0.00	14.80
08/05/13	Short	5713.00	-16.90	163.25	-16.90	-2.10
	Long	5729.90	-13.45	149.80	0.00	-2.10
	Short	5716.45	-3.55	146.25	0.00	-2.10
	X	5720.00	0.00	146.25	0.00	-2.10
08/06/13	Short	5678.05	102.05	248.30	102.05	99.95
	X	5576.00	0.00	248.30	0.00	99.95
08/07/13	Short	5564.00	3.00	251.30	3.00	102.95
	Long	5561.00	-15.30	236.00	0.00	102.95
	Short	5545.70	-15.30	220.70	0.00	102.95
	Long	5561.00	-15.30	205.40	0.00	102.95
	Short	5545.70	-15.30	190.10	0.00	102.95
	Long	5561.00	-3.20	186.90	0.00	102.95
	Short	5557.80	8.80	195.70	0.00	102.95
	X	5549.00	0.00	195.70	0.00	102.95
08/08/13	Long	5554.45	-7.15	188.55	-7.15	95.80
	Short	5547.30	-14.10	174.45	0.00	95.80
	Long	5561.40	-19.40	155.05	0.00	95.80
	Short	5542.00	-31.90	123.15	0.00	95.80
	Long	5573.90	14.05	137.20	0.00	95.80
	X	5587.95	0.00	137.20	0.00	95.80
08/12/13	Short	5598.50	-16.20	121.00	-16.20	79.60
	Long	5614.70	-2.35	118.65	0.00	79.60
	Short	5612.35	3.35	122.00	0.00	79.60
	X	5609.00	0.00	122.00	0.00	79.60
08/13/13	Long	5609.35	104.70	226.70	104.70	184.30
	X	5714.05	0.00	226.70	0.00	184.30
08/14/13	Long	5721.10	-19.60	207.10	-19.60	164.70
	Short	5701.50	-23.40	183.70	0.00	164.70
	Long	5724.90	-17.45	166.25	0.00	164.70
	Short	5707.45	-29.00	137.25	0.00	164.70
	Long	5736.45	21.10	158.35	0.00	164.70
	X	5757.55	0.00	158.35	0.00	164.70
08/16/13	Short	5680.00	171.50	329.85	171.50	336.20
	X	5508.50	0.00	329.85	0.00	336.20
08/19/13	Short	5446.60	18.00	347.85	18.00	354.20
	Long	5428.60	-23.80	324.05	0.00	354.20
	X	5404.80	0.00	324.05	0.00	354.20
08/20/13	Long	5404.90	-46.20	277.85	-46.20	308.00
	Short	5358.70	-26.70	251.15	0.00	308.00
	X	5385.40	0.00	251.15	0.00	308.00
08/21/13	Short	5465.00	154.95	406.10	154.95	462.95
	X	5310.05	0.00	406.10	0.00	462.95
08/22/13	Long	5273.65	2.40	408.50	2.40	465.35
	Short	5276.05	-39.50	369.00	0.00	465.35
	Long	5315.55	95.45	464.45	0.00	465.35
	X	5411.00	0.00	464.45	0.00	465.35
08/23/13	Short	5398.15	-25.65	438.80	-25.65	439.70
	Long	5423.80	40.90	479.70	0.00	439.70
	X	5464.70	0.00	479.70	0.00	439.70
08/26/13	Long	5516.00	-36.00	443.70	-36.00	403.70
	Short	5480.00	-19.50	424.20	0.00	403.70
	Long	5499.50	-29.85	394.35	0.00	403.70
	Short	5469.65	14.70	409.05	0.00	403.70
	X	5454.95	0.00	409.05	0.00	403.70
08/27/13	Short	5398.85	103.15	512.20	103.15	506.85
	X	5295.70	0.00	512.20	0.00	506.85
08/28/13	Short	5212.75	47.65	559.85	47.65	554.50
	Long	5165.10	7.05	566.90	0.00	554.50
	Short	5172.15	7.05	573.95	0.00	554.50
	Long	5165.10	7.05	581.00	0.00	554.50
	Short	5172.15	7.05	588.05	0.00	554.50
	Long	5165.10	7.05	595.10	0.00	554.50
	Short	5172.15	7.05	602.15	0.00	554.50
	Long	5165.10	7.05	609.20	0.00	554.50
	Short	5172.15	-56.85	552.35	0.00	554.50
	Long	5229.00	43.90	596.25	0.00	554.50
	X	5272.90	0.00	596.25	0.00	554.50
08/29/13	Short	5322.65	-15.40	580.85	-15.40	539.10
	Long	5338.05	72.15	653.00	0.00	539.10
	X	5410.20	0.00	653.00	0.00	539.10
08/30/13	Long	5400.00	30.35	683.35	30.35	569.45
	Short	5430.35	8.95	692.30	0.00	569.45
	Long	5421.40	-52.40	639.90	0.00	569.45
	Short	5369.00	-39.40	600.50	0.00	569.45
	Long	5408.40	54.60	655.10	0.00	569.45
	X	5463.00	0.00	655.10	0.00	569.45
09/02/13	Long	5492.00	62.35	717.45	62.35	631.80
	X	5554.35	0.00	717.45	0.00	631.80
09/02/13	Short	5555.00	225.45	942.90	225.45	857.25
	X	5329.55	0.00	942.90	0.00	857.25
09/04/13	Long	5347.40	57.50	1000.40	57.50	914.75
	Short	5404.90	16.05	1016.45	0.00	914.75
	Long	5388.85	16.05	1032.50	0.00	914.75
	Short	5404.90	-45.10	987.40	0.00	914.75
	X	5450.00	0.00	987.40	0.00	914.75
09/05/13	Long	5578.00	23.10	1010.50	23.10	937.85
	X	5601.10	0.00	1010.50	0.00	937.85
09/06/13	Long	5613.55	26.45	1036.95	26.45	964.30
	Short	5640.00	-55.70	981.25	0.00	964.30
	X	5695.70	0.00	981.25	0.00	964.30
09/10/13	Long	5819.75	85.70	1066.95	85.70	1050.00
	X	5905.45	0.00	1066.95	0.00	1050.00
09/11/13	Short	5876.00	-19.00	1047.95	-19.00	1031.00
	Long	5895.00	-16.70	1031.25	0.00	1031.00
	Short	5878.30	-29.10	1002.15	0.00	1031.00
	Long	5907.40	26.55	1028.70	0.00	1031.00
	X	5933.95	0.00	1028.70	0.00	1031.00
09/12/13	Short	5940.10	72.65	1101.35	72.65	1103.65
	X	5867.45	0.00	1101.35	0.00	1103.65
09/13/13	Long	5845.00	0.50	1101.85	0.50	1104.15
	Short	5845.50	-39.95	1061.90	0.00	1104.15
	Long	5885.45	-8.45	1053.45	0.00	1104.15
	X	5877.00	0.00	1053.45	0.00	1104.15
09/16/13	Short	5955.00	77.65	1131.10	77.65	1181.80
	Long	5877.35	-17.25	1113.85	0.00	1181.80
	X	5860.10	0.00	1113.85	0.00	1181.80
09/17/13	Short	5827.45	-37.55	1076.30	-37.55	1144.25
	Long	5865.00	18.40	1094.70	0.00	1144.25
	X	5883.40	0.00	1094.70	0.00	1144.25
09/18/13	Long	5890.00	-17.95	1076.75	-17.95	1126.30
	Short	5872.05	-31.45	1045.30	0.00	1126.30
	Long	5903.50	37.50	1082.80	0.00	1126.30
	X	5941.00	0.00	1082.80	0.00	1126.30
09/19/13	Long	6117.55	-35.95	1046.85	-35.95	1090.35
	Short	6081.60	-36.80	1010.05	0.00	1090.35
	Long	6118.40	19.60	1029.65	0.00	1090.35
	Short	6138.00	-4.80	1024.85	0.00	1090.35
	X	6142.80	0.00	1024.85	0.00	1090.35
09/20/13	Long	6137.85	-26.95	997.90	-26.95	1063.40
	Short	6110.90	113.95	1111.85	0.00	1063.40
	Long	5996.95	-43.95	1067.90	0.00	1063.40
	Short	5953.00	-40.85	1027.05	0.00	1063.40
	Long	5993.85	51.80	1078.85	0.00	1063.40
	X	6045.65	0.00	1078.85	0.00	1063.40
09/23/13	Long	5994.45	-19.10	1059.75	-19.10	1044.30
	Short	5975.35	62.75	1122.50	0.00	1044.30
	X	5912.60	0.00	1122.50	0.00	1044.30
09/24/13	Long	5899.90	5.30	1127.80	5.30	1049.60
	Short	5905.20	-27.75	1100.05	0.00	1049.60
	Long	5932.95	-27.75	1072.30	0.00	1049.60
	Short	5905.20	-11.80	1060.50	0.00	1049.60
	X	5917.00	0.00	1060.50	0.00	1049.60
09/25/13	Short	5905.60	28.65	1089.15	28.65	1078.25
	Long	5876.95	12.00	1101.15	0.00	1078.25
	X	5888.95	0.00	1101.15	0.00	1078.25
09/26/13	Short	5879.45	-25.55	1075.60	-25.55	1052.70
	Long	5905.00	-22.20	1053.40	0.00	1052.70
	X	5882.80	0.00	1053.40	0.00	1052.70
09/27/13	Long	5954.95	-16.35	1037.05	-16.35	1036.35
	Short	5938.60	7.10	1044.15	0.00	1036.35
	Long	5931.50	-8.30	1035.85	0.00	1036.35
	Short	5923.20	35.20	1071.05	0.00	1036.35
	X	5888.00	0.00	1071.05	0.00	1036.35
09/30/13	Short	5834.00	-16.00	1055.05	-16.00	1020.35
	Long	5850.00	-18.35	1036.70	0.00	1020.35
	Short	5831.65	54.65	1091.35	0.00	1020.35
	X	5777.00	0.00	1091.35	0.00	1020.35
10/01/13	Long	5806.65	-21.65	1069.70	-21.65	998.70
	Short	5785.00	-13.45	1056.25	0.00	998.70
	Long	5798.45	35.15	1091.40	0.00	998.70
	X	5833.60	0.00	1091.40	0.00	998.70
10/03/13	Short	5851.00	-24.00	1067.40	-24.00	974.70
	Long	5875.00	70.55	1137.95	0.00	974.70
	Short	5945.55	-19.70	1118.25	0.00	974.70
	X	5965.25	0.00	1118.25	0.00	974.70
10/04/13	Long	5952.75	-1.35	1116.90	-1.35	973.35
	Short	5951.40	-22.70	1094.20	0.00	973.35
	Long	5974.10	-13.15	1081.05	0.00	973.35
	Short	5960.95	3.95	1085.00	0.00	973.35
	X	5957.00	0.00	1085.00	0.00	973.35
10/07/13	Short	5923.20	11.50	1096.50	11.50	984.85
	Long	5911.70	32.90	1129.40	0.00	984.85
	X	5944.60	0.00	1129.40	0.00	984.85
10/08/13	Short	5986.15	-28.85	1100.55	-28.85	956.00
	Long	6015.00	-33.45	1067.10	0.00	956.00
	Short	5981.55	27.35	1094.45	0.00	956.00
	X	5954.20	0.00	1094.45	0.00	956.00
10/09/13	Short	5906.00	-27.80	1066.65	-27.80	928.20
	Long	5933.80	120.10	1186.75	0.00	928.20
	X	6053.90	0.00	1186.75	0.00	928.20
10/10/13	Long	6039.90	-13.60	1173.15	-13.60	914.60
	Short	6026.30	-27.75	1145.40	0.00	914.60
	Long	6054.05	17.25	1162.65	0.00	914.60
	X	6071.30	0.00	1162.65	0.00	914.60
10/11/13	Short	6120.00	-1.70	1160.95	-1.70	912.90
	Long	6121.70	2.20	1163.15	0.00	912.90
	X	6123.90	0.00	1163.15	0.00	912.90
10/14/13	Long	6117.90	29.50	1192.65	29.50	942.40
	X	6147.40	0.00	1192.65	0.00	942.40
10/15/13	Short	6174.40	53.25	1245.90	53.25	995.65
	Long	6121.15	-13.65	1232.25	0.00	995.65
	X	6107.50	0.00	1232.25	0.00	995.65
10/17/13	Short	6110.70	-13.20	1219.05	-13.20	982.45
	Long	6123.90	-35.75	1183.30	0.00	982.45
	Short	6088.15	22.05	1205.35	0.00	982.45
	X	6066.10	0.00	1205.35	0.00	982.45
10/18/13	Long	6106.75	99.25	1304.60	99.25	1081.70
	X	6206.00	0.00	1304.60	0.00	1081.70
10/21/13	Long	6223.00	-17.45	1287.15	-17.45	1064.25
	Short	6205.55	-18.10	1269.05	0.00	1064.25
	Long	6223.65	13.15	1282.20	0.00	1064.25
	X	6236.80	0.00	1282.20	0.00	1064.25
10/22/13	Long	6214.30	-8.20	1274.00	-8.20	1056.05
	Short	6206.10	-20.90	1253.10	0.00	1056.05
	X	6227.00	0.00	1253.10	0.00	1056.05
10/23/13	Short	6218.00	50.75	1303.85	50.75	1106.80
	Long	6167.25	19.75	1323.60	0.00	1106.80
	X	6187.00	0.00	1323.60	0.00	1106.80
10/24/13	Long	6203.80	17.30	1340.90	17.30	1124.10
	Short	6221.10	44.10	1385.00	0.00	1124.10
	X	6177.00	0.00	1385.00	0.00	1124.10
10/25/13	Short	6141.00	-14.90	1370.10	-14.90	1109.20
	Long	6155.90	-17.15	1352.95	0.00	1109.20
	Short	6138.75	-26.30	1326.65	0.00	1109.20
	Long	6165.05	-28.05	1298.60	0.00	1109.20
	Short	6137.00	-30.65	1267.95	0.00	1109.20
	Long	6167.65	-26.65	1241.30	0.00	1109.20
	X	6141.00	0.00	1241.30	0.00	1109.20
10/28/13	Short	6162.40	54.60	1295.90	54.60	1163.80
	X	6107.80	0.00	1295.90	0.00	1163.80
10/29/13	Short	6100.00	-21.35	1274.55	-21.35	1142.45
	Long	6121.35	-18.10	1256.45	0.00	1142.45
	Short	6103.25	-12.50	1243.95	0.00	1142.45
	Long	6115.75	-5.50	1238.45	0.00	1142.45
	Short	6110.25	-5.50	1232.95	0.00	1142.45
	Long	6115.75	116.15	1349.10	0.00	1142.45
	X	6231.90	0.00	1349.10	0.00	1142.45
10/30/13	Short	6233.10	-12.05	1337.05	-12.05	1130.40
	Long	6245.15	-12.75	1324.30	0.00	1130.40
	Short	6232.40	-23.40	1300.90	0.00	1130.40
	Long	6255.80	-0.60	1300.30	0.00	1130.40
	X	6255.20	0.00	1300.30	0.00	1130.40
10/31/13	Long	6246.60	-4.20	1296.10	-4.20	1126.20
	Short	6242.40	-28.10	1268.00	0.00	1126.20
	Long	6270.50	28.55	1296.55	0.00	1126.20
	X	6299.05	0.00	1296.55	0.00	1126.20
11/01/13	Long	6332.70	2.35	1298.90	2.35	1128.55
	Short	6335.05	-9.15	1289.75	0.00	1128.55
	Long	6344.20	13.00	1302.75	0.00	1128.55
	X	6357.20	0.00	1302.75	0.00	1128.55
11/03/13	Short	6351.90	1.60	1304.35	1.60	1130.15
	X	6350.30	0.00	1304.35	0.00	1130.15
11/05/13	Short	6329.25	6.85	1311.20	6.85	1137.00
	Long	6322.40	-4.10	1307.10	0.00	1137.00
	Short	6318.30	-4.10	1303.00	0.00	1137.00
	Long	6322.40	-4.10	1298.90	0.00	1137.00
	Short	6318.30	23.30	1322.20	0.00	1137.00
	X	6295.00	0.00	1322.20	0.00	1137.00
11/06/13	Short	6291.75	28.15	1350.35	28.15	1165.15
	X	6263.60	0.00	1350.35	0.00	1165.15
11/07/13	Long	6268.70	27.50	1377.85	27.50	1192.65
	Short	6296.20	70.20	1448.05	0.00	1192.65
	X	6226.00	0.00	1448.05	0.00	1192.65
11/08/13	Short	6197.95	-19.40	1428.65	-19.40	1173.25
	Long	6217.35	-20.30	1408.35	0.00	1173.25
	Short	6197.05	14.35	1422.70	0.00	1173.25
	X	6182.70	0.00	1422.70	0.00	1173.25
11/11/13	Short	6138.30	-15.65	1407.05	-15.65	1157.60
	Long	6153.95	-18.90	1388.15	0.00	1157.60
	Short	6135.05	-27.75	1360.40	0.00	1157.60
	Long	6162.80	-18.50	1341.90	0.00	1157.60
	Short	6144.30	9.35	1351.25	0.00	1157.60
	X	6134.95	0.00	1351.25	0.00	1157.60
11/12/13	Long	6145.15	-25.15	1326.10	-25.15	1132.45
	Short	6120.00	-21.35	1304.75	0.00	1132.45
	Long	6141.35	-31.70	1273.05	0.00	1132.45
	Short	6109.65	44.65	1317.70	0.00	1132.45
	X	6065.00	0.00	1317.70	0.00	1132.45
11/13/13	Long	6047.80	-6.85	1310.85	-6.85	1125.60
	Short	6040.95	5.95	1316.80	0.00	1125.60
	X	6035.00	0.00	1316.80	0.00	1125.60
11/14/13	Long	6099.85	-13.75	1303.05	-13.75	1111.85
	Short	6086.10	-1.90	1301.15	0.00	1111.85
	X	6088.00	0.00	1301.15	0.00	1111.85
11/18/13	Long	6172.00	53.00	1354.15	53.00	1164.85
	X	6225.00	0.00	1354.15	0.00	1164.85
11/19/13	Long	6224.90	5.55	1359.70	5.55	1170.40
	X	6230.45	0.00	1359.70	0.00	1170.40
11/20/13	Long	6219.80	-9.95	1349.75	-9.95	1160.45
	Short	6209.85	-10.80	1338.95	0.00	1160.45
	Long	6220.65	-19.85	1319.10	0.00	1160.45
	Short	6200.80	69.20	1388.30	0.00	1160.45
	X	6131.60	0.00	1388.30	0.00	1160.45
11/21/13	Short	6089.15	57.15	1445.45	57.15	1217.60
	X	6032.00	0.00	1445.45	0.00	1217.60
11/22/13	Short	6040.60	-12.85	1432.60	-12.85	1204.75
	Long	6053.45	-32.55	1400.05	0.00	1204.75
	Short	6020.90	-8.20	1391.85	0.00	1204.75
	Long	6029.10	2.95	1394.80	0.00	1204.75
	X	6032.05	0.00	1394.80	0.00	1204.75
11/25/13	Long	6066.75	66.25	1461.05	66.25	1271.00
	X	6133.00	0.00	1461.05	0.00	1271.00
11/26/13	Short	6131.00	64.05	1525.10	64.05	1335.05
	X	6066.95	0.00	1525.10	0.00	1335.05
11/27/13	Short	6061.70	-16.20	1508.90	-16.20	1318.85
	Long	6077.90	-5.05	1503.85	0.00	1318.85
	X	6072.85	0.00	1503.85	0.00	1318.85
11/28/13	Short	6094.00	2.15	1506.00	2.15	1321.00
	X	6091.85	0.00	1506.00	0.00	1321.00
11/29/13	Long	6180.00	34.05	1540.05	34.05	1355.05
	Short	6214.05	-13.95	1526.10	0.00	1355.05
	X	6228.00	0.00	1526.10	0.00	1355.05
12/02/13	Long	6241.80	20.20	1546.30	20.20	1375.25
	X	6262.00	0.00	1546.30	0.00	1375.25
12/03/13	Long	6245.00	4.75	1551.05	4.75	1380.00
	X	6249.75	0.00	1551.05	0.00	1380.00
12/04/13	Long	6231.00	-9.55	1541.50	-9.55	1370.45
	Short	6221.45	8.45	1549.95	0.00	1370.45
	X	6213.00	0.00	1549.95	0.00	1370.45
12/05/13	Long	6335.30	-29.75	1520.20	-29.75	1340.70
	Short	6305.55	32.55	1552.75	0.00	1340.70
	X	6273.00	0.00	1552.75	0.00	1340.70
12/06/13	Short	6276.00	-13.75	1539.00	-13.75	1326.95
	Long	6289.75	27.95	1566.95	0.00	1326.95
	X	6317.70	0.00	1566.95	0.00	1326.95
12/09/13	Short	6425.65	17.20	1584.15	17.20	1344.15
	Long	6408.45	-26.55	1557.60	0.00	1344.15
	X	6381.90	0.00	1557.60	0.00	1344.15
12/10/13	X		0.00	1557.60	0.00	1344.15
12/11/13	Short	6338.65	-7.15	1550.45	-7.15	1337.00
	Long	6345.80	11.25	1561.70	0.00	1337.00
	X	6357.05	0.00	1561.70	0.00	1337.00
12/12/13	Short	6305.25	47.25	1608.95	47.25	1384.25
	X	6258.00	0.00	1608.95	0.00	1384.25
12/13/13	Short	6211.00	3.00	1611.95	3.00	1387.25
	X	6208.00	0.00	1611.95	0.00	1387.25
12/16/13	Short	6181.25	-12.45	1599.50	-12.45	1374.80
	Long	6193.70	-17.00	1582.50	0.00	1374.80
	Short	6176.70	-21.45	1561.05	0.00	1374.80
	Long	6198.15	-24.15	1536.90	0.00	1374.80
	Short	6174.00	-2.25	1534.65	0.00	1374.80
	X	6176.25	0.00	1534.65	0.00	1374.80
12/17/13	Short	6203.55	50.55	1585.20	50.55	1425.35
	X	6153.00	0.00	1585.20	0.00	1425.35
12/18/13	Long	6173.50	29.85	1615.05	29.85	1455.20
	Short	6203.35	-26.65	1588.40	0.00	1455.20
	Long	6230.00	3.30	1591.70	0.00	1455.20
	Short	6233.30	-26.65	1565.05	0.00	1455.20
	Long	6259.95	-0.45	1564.60	0.00	1455.20
	X	6259.50	0.00	1564.60	0.00	1455.20
12/19/13	Short	6255.65	57.45	1622.05	57.45	1512.65
	Long	6198.20	-15.10	1606.95	0.00	1512.65
	X	6183.10	0.00	1606.95	0.00	1512.65
12/20/13	Long	6193.80	106.20	1713.15	106.20	1618.85
	X	6300.00	0.00	1713.15	0.00	1618.85
12/23/13	Long	6312.75	-15.05	1698.10	-15.05	1603.80
	Short	6297.70	-6.00	1692.10	0.00	1603.80
	X	6303.70	0.00	1692.10	0.00	1603.80
12/24/13	Short	6305.10	21.80	1713.90	21.80	1625.60
	X	6283.30	0.00	1713.90	0.00	1625.60
12/26/13	Long	6284.10	-3.55	1710.35	-3.55	1622.05
	Short	6280.55	1.55	1711.90	0.00	1622.05
	X	6279.00	0.00	1711.90	0.00	1622.05
 

Vertigo_1985

Well-Known Member
i was trading HDIL successfully using sar and ema(12) before it crashed and i had to move on, major part of it's success was that i had limited trade entry time to - before 11:30 and after 1:30 as volatility is usually less during this time. u might also check and see if it makes any difference to your results.
Best wishes for 2014 :).
Regards
 

escape

Well-Known Member
Hi Augubhai,

While considering Systems or developing your own system, consider market trends. Instead of using one system for all tending market, why not develop or consider three systems for each trend:

1. Up Trend
2. Down trend
3. Sideways

Also sometime back, I have suggested you adding conditions for whipsaws control.

Happy Trading.

Regards,
Escape


End of my diary days and back to the basics

I am stopping updates to my trading diaries with this series. daSARa started off well, but has been terrible since mid-November. These were SAR systems, and none of them were really backtested. I just visually scanned a few charts, and decided on the mechanical rules to be used. In between, I also tried discretionary - but that is just not for me.

After getting beaten by the markets, i finally decided to spend time on backtesting. I even got Perl installed on my laptop this week. My entire backtesting of ORB in 2008 was done in Perl. I have not been very comfortable creating backtest scenarios in Amibroker. Perl gives me more control. i am now using Amibroker just for visual confirmation.

i have tested some of the systems that I used in the last few months, but results are not consistent enough. Things work for some months, and then don't.

the whole purpose of these 1 1/2 years has been to find systems that are more consistent than ORB. I have to say that I have failed in my search (or maybe i have just not searched properly). i will continue my search offline.

finally, today, i decided to test a ORB + SAR system, where the first entry is ORB, and then reverse based on trailing SAR. i tested this manually on 1 min NF data from Aug to Dec series. Results were surprisingly good, until we apply slippage+cost. Same results with YESBANK and DLF (tests not complete)

Code:
	Trades	Gross pts	Cost=2 pts	Cost=3 pts	Cost=4 pts	Cost=5 pts	Cost=6 pts
Aug	102	653.00		449.00		347.00		245.00		143.00		41.00
Sep	68	400.40		264.40		196.40		128.40		60.40		-7.60
Oct	88	243.15		67.15		-20.85		-108.85		-196.85		-284.85
Nov	63	209.45		83.45		20.45		-42.55		-105.55		-168.55
Dec	54	205.90		97.90		43.90		-10.10		-64.10		-118.10
							
Total	375	1711.90		961.90		586.90		211.90		-163.10		-538.10
When cost+slippage goes more than 2 points. So, I decided to check the results if I took only the first trade of the ORB+SAR system - that means just 1 ORB trade a day, with a TSL. Results below:

Code:
	Trades	Gross pts	Cost=2 pts	Cost=3 pts	Cost=4 pts	Cost=5 pts	Cost=6 pts
Aug	23	539.10		493.10		470.10		447.10		424.10		401.10
Sep	19	513.60		475.60		456.60		437.60		418.60		399.60
Oct	23	73.50		27.50		4.50		-18.50		-41.50		-64.50
Nov	19	194.80		156.80		137.80		118.80		99.80		80.80
Dec	19	301.05		263.05		244.05		225.05		206.05		187.05
							
	103	1622.05		1416.05		1313.05		1210.05		1107.05		1004.05
After these results, I really do not have any reasons to continue experiments with hard cash, and am going back to ORB. i will continue backtesting other systems, hoping to find something better...
 

augubhai

Well-Known Member
Hi Augubhai,

While considering Systems or developing your own system, consider market trends. Instead of using one system for all tending market, why not develop or consider three systems for each trend:

1. Up Trend
2. Down trend
3. Sideways

Also sometime back, I have suggested you adding conditions for whipsaws control.

Happy Trading.

Regards,
Escape
Yes Escape, I will be backtesting systems for different market phases by varying parameters.

For now, real trades will mainly be ORB, since I have been successful with it many times in the past.
 

augubhai

Well-Known Member
Another backtest - daily timeframe

SAR system. Go long if Close>Previous Close. Go short if Close<Previous Close. That's all.

Hardly any losing year, over the years... I have taken cost to be 0.1% of Close (this is on the higher side).

But is the market changing? The 100 day %return used to be mostly positive until early 2009, often above 30%. but performance has dipped in recent years. Check out the 500 day %return (last column) - it's pretty bad nowadays.

Code:
Date		Close	Positn	P/L	Cost	Sum	-cost	100D%R	200D%R	300D%R	400D%R	500D%R
03-Jan-1994	1083.74										
04-Jan-1994	1091.81	Long	-9.01	1.09	-9.01	-10.10					
05-Jan-1994	1082.80	Short	-16.11	1.08	-25.12	-27.29					
06-Jan-1994	1098.91	Long	47.40	1.10	22.28	19.01					
07-Jan-1994	1146.31	Long	47.36	0.00	69.64	66.37					
10-Jan-1994	1193.67	Long	-8.69	0.00	60.95	57.68					
11-Jan-1994	1184.98	Short	-34.49	1.18	26.46	22.00					
12-Jan-1994	1219.47	Long	6.40	1.22	32.86	27.18					
13-Jan-1994	1225.87	Long	6.23	0.00	39.09	33.41					
14-Jan-1994	1232.10	Long	20.55	0.00	59.64	53.96					
17-Jan-1994	1252.65	Long	-15.12	0.00	44.52	38.84					
18-Jan-1994	1237.53	Short	40.53	1.24	85.05	78.13					
19-Jan-1994	1197.00	Short	27.34	0.00	112.39	105.47					
20-Jan-1994	1169.66	Short	-38.97	0.00	73.42	66.50					
24-Jan-1994	1208.63	Long	34.61	1.21	108.03	99.91					
25-Jan-1994	1243.24	Long	29.63	0.00	137.66	129.54					
27-Jan-1994	1272.87	Long	-1.48	0.00	136.18	128.06					
28-Jan-1994	1271.39	Short	24.80	1.27	160.98	151.58					
31-Jan-1994	1246.59	Short	16.66	0.00	177.64	168.24					
01-Feb-1994	1229.93	Short	-26.47	0.00	151.17	141.77					
02-Feb-1994	1256.40	Long	-14.60	1.26	136.57	125.92					
03-Feb-1994	1241.80	Short	26.13	1.24	162.70	150.81					
04-Feb-1994	1215.67	Short	-68.54	0.00	94.16	82.27					
07-Feb-1994	1284.21	Long	1.86	1.28	96.02	82.84					
08-Feb-1994	1286.07	Long	-40.97	0.00	55.05	41.87					
09-Feb-1994	1245.10	Short	-7.91	1.25	47.14	32.72					
10-Feb-1994	1253.01	Long	-9.63	1.25	37.51	21.83					
11-Feb-1994	1243.38	Short	24.10	1.24	61.61	44.69					
14-Feb-1994	1219.28	Short	3.53	0.00	65.14	48.22					
15-Feb-1994	1215.75	Short	20.36	0.00	85.50	68.58					
16-Feb-1994	1195.39	Short	-19.80	0.00	65.70	48.78					
17-Feb-1994	1215.19	Long	16.97	1.22	82.67	64.54					
18-Feb-1994	1232.16	Long	68.54	0.00	151.21	133.08					
21-Feb-1994	1300.70	Long	-18.30	0.00	132.91	114.78					
22-Feb-1994	1282.40	Short	18.87	1.28	151.78	132.36					
23-Feb-1994	1263.53	Short	-29.79	0.00	121.99	102.57					
24-Feb-1994	1293.32	Long	33.68	1.29	155.67	134.96					
25-Feb-1994	1327.00	Long	22.49	0.00	178.16	157.45					
28-Feb-1994	1349.49	Long	-45.09	0.00	133.07	112.36					
01-Mar-1994	1304.40	Short	32.98	1.30	166.05	144.04					
02-Mar-1994	1271.42	Short	22.50	0.00	188.55	166.54					
03-Mar-1994	1248.92	Short	52.60	0.00	241.15	219.14					
04-Mar-1994	1196.32	Short	19.93	0.00	261.08	239.07					
07-Mar-1994	1176.39	Short	-31.82	0.00	229.26	207.25					
08-Mar-1994	1208.21	Long	-6.79	1.21	222.47	199.25					
09-Mar-1994	1201.42	Short	25.10	1.20	247.57	223.15					
11-Mar-1994	1176.32	Short	-4.33	0.00	243.24	218.82					
15-Mar-1994	1180.65	Long	7.71	1.18	250.95	225.34					
16-Mar-1994	1188.36	Long	7.16	0.00	258.11	232.50					
17-Mar-1994	1195.52	Long	-2.81	0.00	255.30	229.69					
18-Mar-1994	1192.71	Short	-3.39	1.19	251.91	225.11					
21-Mar-1994	1196.10	Long	-9.99	1.20	241.92	213.93					
22-Mar-1994	1186.11	Short	18.82	1.19	260.74	231.56					
23-Mar-1994	1167.29	Short	12.82	0.00	273.56	244.38					
24-Mar-1994	1154.47	Short	0.63	0.00	274.19	245.01					
25-Mar-1994	1153.84	Short	-7.96	0.00	266.23	237.05					
28-Mar-1994	1161.80	Long	17.87	1.16	284.10	253.76					
29-Mar-1994	1179.67	Long	-1.44	0.00	282.66	252.32					
30-Mar-1994	1178.23	Short	1.12	1.18	283.78	252.26					
31-Mar-1994	1177.11	Short	-5.22	0.00	278.56	247.04					
04-Apr-1994	1182.33	Long	6.28	1.18	284.84	252.14					
05-Apr-1994	1188.61	Long	14.31	0.00	299.15	266.45					
06-Apr-1994	1202.92	Long	0.13	0.00	299.28	266.58					
07-Apr-1994	1203.05	Long	18.02	0.00	317.30	284.60					
08-Apr-1994	1221.07	Long	8.63	0.00	325.93	293.23					
12-Apr-1994	1229.70	Long	-0.79	0.00	325.14	292.44					
13-Apr-1994	1228.91	Short	14.05	1.23	339.19	305.26					
15-Apr-1994	1214.86	Short	12.94	0.00	352.13	318.20					
18-Apr-1994	1201.92	Short	9.61	0.00	361.74	327.81					
19-Apr-1994	1192.31	Short	18.06	0.00	379.80	345.87					
21-Apr-1994	1174.25	Short	-8.91	0.00	370.89	336.96					
22-Apr-1994	1183.16	Long	1.43	1.18	372.32	337.21					
25-Apr-1994	1184.59	Long	-10.41	0.00	361.91	326.80					
26-Apr-1994	1174.18	Short	15.06	1.17	376.97	340.68					
27-Apr-1994	1159.12	Short	11.14	0.00	388.11	351.82					
28-Apr-1994	1147.98	Short	-2.68	0.00	385.43	349.14					
29-Apr-1994	1150.66	Long	-1.90	1.15	383.53	346.09					
02-May-1994	1148.76	Short	16.62	1.15	400.15	361.56					
03-May-1994	1132.14	Short	10.51	0.00	410.66	372.07					
04-May-1994	1121.63	Short	-8.07	0.00	402.59	364.00					
05-May-1994	1129.70	Long	25.50	1.13	428.09	388.37					
06-May-1994	1155.20	Long	18.25	0.00	446.34	406.62					
09-May-1994	1173.45	Long	6.61	0.00	452.95	413.23					
10-May-1994	1180.06	Long	5.76	0.00	458.71	418.99					
11-May-1994	1185.82	Long	12.51	0.00	471.22	431.50					
13-May-1994	1198.33	Long	12.49	0.00	483.71	443.99					
16-May-1994	1210.82	Long	-13.65	0.00	470.06	430.34					
17-May-1994	1197.17	Short	5.67	1.20	475.73	434.82					
18-May-1994	1191.50	Short	-2.46	0.00	473.27	432.36					
19-May-1994	1193.96	Long	-11.53	1.19	461.74	419.63					
20-May-1994	1182.43	Short	16.91	1.18	478.65	435.36					
23-May-1994	1165.52	Short	11.30	0.00	489.95	446.66					
24-May-1994	1154.22	Short	-8.94	0.00	481.01	437.72					
26-May-1994	1163.16	Long	14.46	1.16	495.47	451.02					
27-May-1994	1177.62	Long	10.42	0.00	505.89	461.44					
30-May-1994	1188.04	Long	-0.85	0.00	505.04	460.59					
31-May-1994	1187.19	Short	1.13	1.19	506.17	460.53					
01-Jun-1994	1186.06	Short	-23.86	0.00	482.31	436.67					
02-Jun-1994	1209.92	Long	36.12	1.21	518.43	471.58					
03-Jun-1994	1246.04	Long	13.15	0.00	531.58	484.73					
06-Jun-1994	1259.19	Long	-13.21	0.00	518.37	471.52	37.45%				
07-Jun-1994	1245.98	Short	-0.32	1.25	518.05	469.95	38.53%				
08-Jun-1994	1246.30	Long	18.36	1.25	536.41	487.07	41.27%				
09-Jun-1994	1264.66	Long	3.60	0.00	540.01	490.67	37.30%				
10-Jun-1994	1268.26	Long	-3.87	0.00	536.14	486.80	33.15%				
13-Jun-1994	1264.39	Short	1.18	1.26	537.32	486.71	33.93%				
14-Jun-1994	1263.21	Short	0.77	0.00	538.09	487.48	36.85%				
15-Jun-1994	1262.44	Short	-14.68	0.00	523.41	472.80	35.30%				
16-Jun-1994	1277.12	Long	25.50	1.28	548.91	497.02	36.30%				
17-Jun-1994	1302.62	Long	15.94	0.00	564.85	512.96	35.24%				
20-Jun-1994	1318.56	Long	-4.71	0.00	560.14	508.25	35.60%				
22-Jun-1994	1313.85	Short	12.96	1.31	573.10	519.90	33.62%				
23-Jun-1994	1300.89	Short	13.75	0.00	586.85	533.65	32.91%				
24-Jun-1994	1287.14	Short	12.82	0.00	599.67	546.47	37.29%				
27-Jun-1994	1274.32	Short	-11.44	0.00	588.23	535.03	34.15%				
28-Jun-1994	1285.76	Long	-22.62	1.29	565.61	511.13	29.68%				
29-Jun-1994	1263.14	Short	13.70	1.26	579.31	523.56	31.31%				
30-Jun-1994	1249.44	Short	-12.62	0.00	566.69	510.94	28.76%				
01-Jul-1994	1262.06	Long	-6.66	1.26	560.03	503.02	26.53%				
04-Jul-1994	1255.40	Short	1.66	1.26	561.69	503.42	28.81%				
05-Jul-1994	1253.74	Short	1.97	0.00	563.66	505.39	30.27%				
06-Jul-1994	1251.77	Short	10.55	0.00	574.21	515.94	29.17%				
07-Jul-1994	1241.22	Short	-8.90	0.00	565.31	507.04	34.22%				
08-Jul-1994	1250.12	Long	1.50	1.25	566.81	507.29	33.95%				
11-Jul-1994	1251.62	Long	14.84	0.00	581.65	522.13	38.37%				
12-Jul-1994	1266.46	Long	-2.57	0.00	579.08	519.56	38.44%				
13-Jul-1994	1263.89	Short	10.23	1.26	589.31	528.53	40.09%				
14-Jul-1994	1253.66	Short	-6.20	0.00	583.11	522.33	38.10%				
15-Jul-1994	1259.86	Long	-5.96	1.26	577.15	515.11	37.06%				
18-Jul-1994	1253.90	Short	-3.27	1.25	573.88	510.59	35.25%				
19-Jul-1994	1257.17	Long	-2.98	1.26	570.90	506.35	36.40%				
20-Jul-1994	1254.19	Short	1.20	1.25	572.10	506.30	35.22%				
21-Jul-1994	1252.99	Short	-3.60	0.00	568.50	502.70	29.50%				
22-Jul-1994	1256.59	Long	0.08	1.26	568.58	501.52	30.78%				
25-Jul-1994	1256.67	Long	1.78	0.00	570.36	503.30	29.52%				
26-Jul-1994	1258.45	Long	-2.67	0.00	567.69	500.63	31.63%				
27-Jul-1994	1255.78	Short	-0.39	1.26	567.30	498.98	28.99%				
28-Jul-1994	1256.17	Long	22.37	1.26	589.67	520.10	28.87%				
29-Jul-1994	1278.54	Long	29.54	0.00	619.21	549.64	34.20%				
01-Aug-1994	1308.08	Long	4.90	0.00	624.11	554.54	31.38%				
02-Aug-1994	1312.98	Long	-9.63	0.00	614.48	544.91	28.82%				
03-Aug-1994	1303.35	Short	-5.06	1.30	609.42	538.54	24.51%				
04-Aug-1994	1308.41	Long	0.34	1.31	609.76	537.58	22.81%				
05-Aug-1994	1308.75	Long	-1.89	0.00	607.87	535.69	25.10%				
08-Aug-1994	1306.86	Short	-4.77	1.31	603.10	529.61	25.28%				
09-Aug-1994	1311.63	Long	12.64	1.31	615.74	540.94	24.23%				
10-Aug-1994	1324.27	Long	5.01	0.00	620.75	545.95	24.70%				
11-Aug-1994	1329.28	Long	31.63	0.00	652.38	577.58	26.50%				
12-Aug-1994	1360.91	Long	0.27	0.00	652.65	577.85	25.38%				
16-Aug-1994	1361.18	Long	-2.96	0.00	649.69	574.89	25.36%				
17-Aug-1994	1358.22	Short	-2.35	1.36	647.34	571.18	25.48%				
18-Aug-1994	1360.57	Long	-17.07	1.36	630.27	552.75	24.90%				
19-Aug-1994	1343.50	Short	12.49	1.34	642.76	563.89	24.74%				
24-Aug-1994	1331.01	Short	0.46	0.00	643.22	564.35	24.04%				
25-Aug-1994	1330.55	Short	-28.92	0.00	614.30	535.43	21.83%				
29-Aug-1994	1359.47	Long	13.82	1.36	628.12	547.89	22.87%				
31-Aug-1994	1373.29	Long	-6.97	0.00	621.15	540.92	20.91%				
01-Sep-1994	1366.32	Short	7.30	1.37	628.45	546.86	21.56%				
02-Sep-1994	1359.02	Short	5.48	0.00	633.93	552.34	22.08%				
05-Sep-1994	1353.54	Short	-1.25	0.00	632.68	551.09	22.46%				
06-Sep-1994	1354.79	Long	2.47	1.35	635.15	552.20	22.15%				
07-Sep-1994	1357.26	Long	3.53	0.00	638.68	555.73	21.31%				
08-Sep-1994	1360.79	Long	24.15	0.00	662.83	579.88	23.02%				
12-Sep-1994	1384.94	Long	-6.20	0.00	656.63	573.68	20.87%				
13-Sep-1994	1378.74	Short	1.29	1.38	657.92	573.59	20.34%				
14-Sep-1994	1377.45	Short	-0.42	0.00	657.50	573.17	20.38%				
15-Sep-1994	1377.87	Long	0.45	1.38	657.95	572.25	19.38%				
16-Sep-1994	1378.32	Long	-16.76	0.00	641.19	555.49	17.22%				
19-Sep-1994	1361.56	Short	17.48	1.36	658.67	571.61	17.91%				
20-Sep-1994	1344.08	Short	-2.43	0.00	656.24	569.18	16.61%				
21-Sep-1994	1346.51	Long	-13.05	1.35	643.19	554.78	16.18%				
22-Sep-1994	1333.46	Short	-13.11	1.33	630.08	540.34	15.23%				
23-Sep-1994	1346.57	Long	-10.28	1.35	619.80	528.71	14.99%				
27-Sep-1994	1336.29	Short	9.02	1.34	628.82	536.39	14.65%				
28-Sep-1994	1327.27	Short	15.83	0.00	644.65	552.22	15.10%				
29-Sep-1994	1311.44	Short	20.91	0.00	665.56	573.13	17.08%				
30-Sep-1994	1290.53	Short	-14.30	0.00	651.26	558.83	16.48%				
03-Oct-1994	1304.83	Long	10.55	1.30	661.81	568.08	15.83%				
04-Oct-1994	1315.38	Long	-6.11	0.00	655.70	561.97	14.44%				
05-Oct-1994	1309.27	Short	-4.23	1.31	651.47	556.43	14.70%				
06-Oct-1994	1313.50	Long	13.13	1.31	664.60	568.25	13.69%				
07-Oct-1994	1326.63	Long	-5.38	0.00	659.22	562.87	11.78%				
10-Oct-1994	1321.25	Short	1.85	1.32	661.07	563.39	11.37%				
11-Oct-1994	1319.40	Short	6.31	0.00	667.38	569.70	11.42%				
12-Oct-1994	1313.09	Short	3.44	0.00	670.82	573.14	10.79%				
14-Oct-1994	1309.65	Short	7.87	0.00	678.69	581.01	10.46%				
17-Oct-1994	1301.78	Short	8.16	0.00	686.85	589.17	12.20%				
18-Oct-1994	1293.62	Short	5.76	0.00	692.61	594.93	12.38%				
19-Oct-1994	1287.86	Short	10.26	0.00	702.87	605.19	13.42%				
20-Oct-1994	1277.60	Short	-9.89	0.00	692.98	595.30	13.75%				
21-Oct-1994	1287.49	Long	4.75	1.29	697.73	598.77	12.69%				
24-Oct-1994	1292.24	Long	6.67	0.00	704.40	605.44	12.29%				
25-Oct-1994	1298.91	Long	-1.99	0.00	702.41	603.45	12.76%				
26-Oct-1994	1296.92	Short	4.78	1.30	707.19	606.93	12.02%				
27-Oct-1994	1292.14	Short	18.48	0.00	725.67	625.41	12.69%				
28-Oct-1994	1273.66	Short	6.45	0.00	732.12	631.86	13.45%				
31-Oct-1994	1267.21	Short	-16.17	0.00	715.95	615.69	12.24%				
07-Nov-1994	1283.38	Long	-2.38	1.28	713.57	612.03	13.66%				
08-Nov-1994	1281.00	Short	22.32	1.28	735.89	633.07	12.61%				
09-Nov-1994	1258.68	Short	17.76	0.00	753.65	650.83	13.20%				
10-Nov-1994	1240.92	Short	17.51	0.00	771.16	668.34	15.86%	53.86%			
11-Nov-1994	1223.41	Short	13.12	0.00	784.28	681.46	17.29%	56.53%			
14-Nov-1994	1210.29	Short	2.29	0.00	786.57	683.75	16.25%	58.75%			
15-Nov-1994	1208.00	Short	-23.93	0.00	762.64	659.82	14.00%	53.05%			
16-Nov-1994	1231.93	Long	14.74	1.23	777.38	673.32	15.14%	49.27%			
17-Nov-1994	1246.67	Long	1.05	0.00	778.43	674.37	15.05%	49.47%			
21-Nov-1994	1247.72	Long	-12.15	0.00	766.28	662.22	14.00%	51.31%			
22-Nov-1994	1235.57	Short	14.73	1.24	781.01	675.72	16.42%	52.49%			
23-Nov-1994	1220.84	Short	-8.75	0.00	772.26	666.97	13.92%	51.90%			
24-Nov-1994	1229.59	Long	16.31	1.23	788.57	682.05	13.75%	51.08%			
25-Nov-1994	1245.90	Long	6.26	0.00	794.83	688.31	14.45%	52.13%			
29-Nov-1994	1252.16	Long	-6.41	0.00	788.42	681.90	12.94%	48.22%			
30-Nov-1994	1245.75	Short	5.61	1.25	794.03	686.26	12.25%	46.62%			
01-Dec-1994	1240.14	Short	7.63	0.00	801.66	693.89	11.89%	50.59%			
02-Dec-1994	1232.51	Short	3.20	0.00	804.86	697.09	13.15%	48.45%			
05-Dec-1994	1229.31	Short	14.11	0.00	818.97	711.20	16.28%	47.32%			
06-Dec-1994	1215.20	Short	20.70	0.00	839.67	731.90	17.14%	49.69%			
07-Dec-1994	1194.50	Short	17.51	0.00	857.18	749.41	19.96%	50.05%			
08-Dec-1994	1176.99	Short	-4.71	0.00	852.47	744.70	20.53%	48.98%			
09-Dec-1994	1181.70	Long	-28.45	1.18	824.02	715.07	17.91%	48.51%			
12-Dec-1994	1153.25	Short	17.00	1.15	841.02	730.92	19.56%	52.46%			
13-Dec-1994	1136.25	Short	-10.52	0.00	830.50	720.40	17.99%	50.13%			
14-Dec-1994	1146.77	Long	14.49	1.15	844.99	733.74	19.77%	56.81%			
15-Dec-1994	1161.26	Long	16.25	0.00	861.24	749.99	20.90%	57.45%			
16-Dec-1994	1177.51	Long	-4.18	0.00	857.06	745.81	19.00%	59.78%			
19-Dec-1994	1173.33	Short	2.05	1.17	859.11	746.69	19.36%	60.85%			
20-Dec-1994	1171.28	Short	-5.57	0.00	853.54	741.12	18.15%	61.41%			
21-Dec-1994	1176.85	Long	-4.39	1.18	849.15	735.55	18.12%	58.70%			
22-Dec-1994	1172.46	Short	-9.82	1.17	839.33	724.56	17.86%	57.69%			
23-Dec-1994	1182.28	Long	-0.14	1.18	839.19	723.24	17.99%	55.37%			
02-Jan-1995	1182.14	Short	5.32	1.18	844.51	727.37	18.70%	57.40%			
03-Jan-1995	1176.82	Short	13.10	0.00	857.61	740.47	19.90%	57.44%			
04-Jan-1995	1163.72	Short	13.70	0.00	871.31	754.17	21.61%	53.37%			
05-Jan-1995	1150.02	Short	19.66	0.00	890.97	773.83	23.68%	57.31%			
06-Jan-1995	1130.36	Short	18.26	0.00	909.23	792.09	25.55%	58.36%			
09-Jan-1995	1112.10	Short	32.90	0.00	942.13	824.99	29.17%	64.96%			
10-Jan-1995	1079.20	Short	11.62	0.00	953.75	836.61	31.29%	65.02%			
11-Jan-1995	1067.58	Short	1.39	0.00	955.14	838.00	29.78%	63.75%			
12-Jan-1995	1066.19	Short	-8.24	0.00	946.90	829.76	26.27%	67.29%			
13-Jan-1995	1074.43	Long	13.37	1.07	960.27	842.06	26.76%	64.97%			
16-Jan-1995	1087.80	Long	-3.72	0.00	956.55	838.34	26.97%	61.76%			
17-Jan-1995	1084.08	Short	-7.13	1.08	949.42	830.12	26.90%	56.36%			
18-Jan-1995	1091.21	Long	0.36	1.09	949.78	829.39	26.74%	54.10%			
19-Jan-1995	1091.57	Long	-15.98	0.00	933.80	813.41	25.44%	55.53%			
20-Jan-1995	1075.59	Short	33.81	1.08	967.61	846.15	29.43%	60.14%			
23-Jan-1995	1041.78	Short	22.58	0.00	990.19	868.73	31.46%	61.97%			
24-Jan-1995	1019.20	Short	-10.81	0.00	979.38	857.92	30.61%	62.71%			
25-Jan-1995	1030.01	Long	13.58	1.03	992.96	870.47	28.44%	62.63%			
27-Jan-1995	1043.59	Long	15.01	0.00	1007.97	885.48	29.48%	62.57%			
30-Jan-1995	1058.60	Long	12.63	0.00	1020.60	898.11	30.53%	63.14%			
31-Jan-1995	1071.23	Long	-9.47	0.00	1011.13	888.64	29.64%	61.94%			
01-Feb-1995	1061.76	Short	-4.33	1.06	1006.80	883.25	31.13%	63.04%			
02-Feb-1995	1066.09	Long	10.20	1.07	1017.00	892.38	30.81%	61.99%			
03-Feb-1995	1076.29	Long	-14.57	0.00	1002.43	877.81	29.12%	58.85%			
06-Feb-1995	1061.72	Short	8.96	1.06	1011.39	885.71	32.99%	60.35%			
07-Feb-1995	1052.76	Short	10.30	0.00	1021.69	896.01	33.07%	62.59%			
08-Feb-1995	1042.46	Short	-2.76	0.00	1018.93	893.25	33.80%	61.34%			
09-Feb-1995	1045.22	Long	-8.06	1.05	1010.87	884.14	32.27%	60.45%			
10-Feb-1995	1037.16	Short	7.27	1.04	1018.14	890.38	32.59%	61.53%			
13-Feb-1995	1029.89	Short	-2.74	0.00	1015.40	887.64	32.68%	62.20%			
14-Feb-1995	1032.63	Long	-8.52	1.03	1006.88	878.08	31.56%	60.62%			
15-Feb-1995	1024.11	Short	21.62	1.02	1028.50	898.68	33.49%	61.73%			
16-Feb-1995	1002.49	Short	10.34	0.00	1038.84	909.02	32.83%	64.08%			
17-Feb-1995	992.15	Short	5.69	0.00	1044.53	914.71	34.37%	63.51%			
20-Feb-1995	986.46	Short	25.48	0.00	1070.01	940.19	37.16%	65.58%			
21-Feb-1995	960.98	Short	12.01	0.00	1082.02	952.20	39.44%	68.66%			
22-Feb-1995	948.97	Short	-39.51	0.00	1042.51	912.69	35.87%	64.01%			
23-Feb-1995	988.48	Long	33.37	0.99	1075.88	945.07	39.41%	63.42%			
24-Feb-1995	1021.85	Long	-7.13	0.00	1068.75	937.94	35.85%	59.71%			
28-Feb-1995	1014.72	Short	-12.96	1.01	1055.79	923.97	34.96%	56.97%			
01-Mar-1995	1027.68	Long	24.12	1.03	1079.91	947.06	38.17%	59.37%			
02-Mar-1995	1051.80	Long	6.16	0.00	1086.07	953.22	39.25%	58.57%			
03-Mar-1995	1057.96	Long	0.50	0.00	1086.57	953.72	40.17%	59.26%			
06-Mar-1995	1058.46	Long	-6.79	0.00	1079.78	946.93	38.79%	57.28%			
07-Mar-1995	1051.67	Short	8.49	1.05	1088.27	954.37	38.24%	57.29%			
08-Mar-1995	1043.18	Short	-0.74	0.00	1087.53	953.63	36.47%	57.95%			
09-Mar-1995	1043.92	Long	16.26	1.04	1103.79	968.84	39.28%	59.66%			
10-Mar-1995	1060.18	Long	-35.26	0.00	1068.53	933.58	34.48%	53.96%			
13-Mar-1995	1024.92	Short	-17.50	1.02	1051.03	915.06	34.45%	52.98%			
14-Mar-1995	1042.42	Long	8.26	1.04	1059.29	922.28	35.10%	53.56%			
15-Mar-1995	1050.68	Long	-41.12	0.00	1018.17	881.16	29.78%	46.90%			
16-Mar-1995	1009.56	Short	21.03	1.01	1039.20	901.18	33.51%	48.99%			
23-Mar-1995	988.53	Short	-0.12	0.00	1039.08	901.06	34.16%	49.35%			
24-Mar-1995	988.65	Long	6.75	0.99	1045.83	906.82	34.10%	49.34%			
27-Mar-1995	995.40	Long	4.39	0.00	1050.22	911.21	33.96%	48.19%			
28-Mar-1995	999.79	Long	-4.17	0.00	1046.05	907.04	32.61%	46.31%			
29-Mar-1995	995.62	Short	0.38	1.00	1046.43	906.42	31.86%	47.82%			
30-Mar-1995	995.24	Short	5.00	0.00	1051.43	911.42	31.80%	47.89%			
31-Mar-1995	990.24	Short	-15.13	0.00	1036.30	896.29	29.40%	46.85%			
03-Apr-1995	1005.37	Long	17.08	1.01	1053.38	912.37	31.54%	49.01%			
04-Apr-1995	1022.45	Long	15.75	0.00	1069.13	928.12	32.21%	48.19%			
05-Apr-1995	1038.20	Long	13.98	0.00	1083.11	942.10	32.43%	47.72%			
06-Apr-1995	1052.18	Long	-2.48	0.00	1080.63	939.62	31.95%	47.70%			
07-Apr-1995	1049.70	Short	2.62	1.05	1083.25	941.19	31.84%	46.70%			
10-Apr-1995	1047.08	Short	-0.55	0.00	1082.70	940.64	30.11%	45.77%			
17-Apr-1995	1047.63	Long	-16.32	1.05	1066.38	923.27	27.82%	44.16%			
18-Apr-1995	1031.31	Short	10.94	1.03	1077.32	933.18	30.78%	45.83%			
19-Apr-1995	1020.37	Short	11.59	0.00	1088.91	944.77	32.61%	49.80%			
20-Apr-1995	1008.78	Short	-3.93	0.00	1084.98	940.84	30.51%	46.52%			
21-Apr-1995	1012.71	Long	-14.98	1.01	1070.00	924.85	27.06%	43.46%			
24-Apr-1995	997.73	Short	15.58	1.00	1085.58	939.43	27.17%	46.90%	94.16%		
25-Apr-1995	982.15	Short	2.94	0.00	1088.52	942.37	26.57%	48.10%	96.98%		
26-Apr-1995	979.21	Short	15.67	0.00	1104.19	958.04	28.01%	48.10%	100.63%		
27-Apr-1995	963.54	Short	21.71	0.00	1125.90	979.75	33.20%	50.76%	99.71%		
28-Apr-1995	941.83	Short	33.19	0.00	1159.09	1012.94	36.06%	55.86%	100.50%		
02-May-1995	908.64	Short	-10.64	0.00	1148.45	1002.30	36.09%	56.74%	103.96%		
03-May-1995	919.28	Long	15.76	0.92	1164.21	1017.14	38.61%	57.62%	108.25%		
04-May-1995	935.04	Long	28.67	0.00	1192.88	1045.81	39.58%	61.28%	108.94%		
05-May-1995	963.71	Long	0.50	0.00	1193.38	1046.31	39.36%	57.00%	105.10%		
08-May-1995	964.21	Long	1.95	0.00	1195.33	1048.26	37.98%	55.52%	103.12%		
09-May-1995	966.16	Long	-5.18	0.00	1190.15	1043.08	36.72%	55.36%	103.94%		
10-May-1995	960.98	Short	11.02	0.96	1201.17	1053.14	38.63%	55.49%	101.46%		
12-May-1995	949.96	Short	8.35	0.00	1209.52	1061.49	39.50%	55.56%	100.64%		
15-May-1995	941.61	Short	-5.34	0.00	1204.18	1056.15	38.47%	54.13%	105.10%		
16-May-1995	946.95	Long	16.62	0.95	1220.80	1071.82	39.57%	56.69%	102.64%		
17-May-1995	963.57	Long	16.41	0.00	1237.21	1088.23	39.13%	59.89%	99.49%		
18-May-1995	979.98	Long	13.72	0.00	1250.93	1101.95	37.76%	59.02%	99.38%		
19-May-1995	993.70	Long	-16.77	0.00	1234.16	1085.18	33.79%	57.79%	93.95%		
22-May-1995	976.93	Short	5.29	0.98	1239.45	1089.49	35.29%	60.03%	94.30%		
23-May-1995	971.64	Short	6.01	0.00	1245.46	1095.50	39.15%	60.94%	98.16%		
24-May-1995	965.63	Short	5.65	0.00	1251.11	1101.15	38.34%	61.70%	100.99%		
25-May-1995	959.98	Short	-5.91	0.00	1245.20	1095.24	39.05%	60.34%	98.38%		
26-May-1995	965.89	Long	5.60	0.97	1250.80	1099.88	37.91%	61.38%	105.35%		
29-May-1995	971.49	Long	3.88	0.00	1254.68	1103.76	36.41%	61.40%	105.09%		
30-May-1995	975.37	Long	22.03	0.00	1276.71	1125.79	38.96%	61.89%	111.13%		
31-May-1995	997.40	Long	14.76	0.00	1291.47	1140.55	39.49%	62.26%	111.07%		
01-Jun-1995	1012.16	Long	-4.16	0.00	1287.31	1136.39	39.05%	60.06%	110.12%		
02-Jun-1995	1008.00	Short	0.56	1.01	1287.87	1135.94	39.72%	60.87%	108.26%		
05-Jun-1995	1007.44	Short	-8.77	0.00	1279.10	1127.17	39.96%	60.75%	107.10%		
06-Jun-1995	1016.21	Long	-3.35	1.02	1275.75	1122.80	39.32%	60.25%	103.74%		
07-Jun-1995	1012.86	Short	8.74	1.01	1284.49	1130.53	39.80%	61.63%	106.80%		
08-Jun-1995	1004.12	Short	6.01	0.00	1290.50	1136.54	39.44%	62.77%	106.76%		
09-Jun-1995	998.11	Short	4.66	0.00	1295.16	1141.20	38.78%	63.97%	101.00%		
12-Jun-1995	993.45	Short	6.56	0.00	1301.72	1147.76	37.64%	65.05%	103.98%		
13-Jun-1995	986.89	Short	-4.93	0.00	1296.79	1142.83	35.54%	64.80%	102.39%		
14-Jun-1995	991.82	Long	-4.51	0.99	1292.28	1137.33	31.49%	64.20%	104.33%		
15-Jun-1995	987.31	Short	-10.06	0.99	1282.22	1126.28	29.34%	63.54%	100.41%		
16-Jun-1995	997.37	Long	5.15	1.00	1287.37	1130.43	29.32%	61.19%	97.55%		
19-Jun-1995	1002.52	Long	6.20	0.00	1293.57	1136.63	30.61%	58.55%	102.17%		
20-Jun-1995	1008.72	Long	-3.33	0.00	1290.24	1133.30	28.87%	57.38%	98.07%		
21-Jun-1995	1005.39	Short	6.52	1.01	1296.76	1138.82	29.89%	59.07%	96.71%		
22-Jun-1995	998.87	Short	10.29	0.00	1307.05	1149.11	31.93%	61.13%	93.10%		
23-Jun-1995	988.58	Short	16.94	0.00	1323.99	1166.05	34.05%	63.57%	93.77%		
26-Jun-1995	971.64	Short	5.17	0.00	1329.16	1171.22	36.82%	65.41%	99.21%		
27-Jun-1995	966.47	Short	-10.44	0.00	1318.72	1160.78	32.55%	65.31%	99.49%		
28-Jun-1995	976.91	Long	-3.72	0.98	1315.00	1156.08	29.41%	62.97%	95.50%		
29-Jun-1995	973.19	Short	11.96	0.97	1326.96	1167.07	31.77%	63.82%	97.44%		
30-Jun-1995	961.23	Short	22.73	0.00	1349.69	1189.80	33.22%	63.69%	100.34%		
03-Jul-1995	938.50	Short	5.70	0.00	1355.39	1195.50	33.03%	65.81%	102.61%		
04-Jul-1995	932.80	Short	1.47	0.00	1356.86	1196.97	32.04%	66.69%	103.70%		
05-Jul-1995	931.33	Short	-1.33	0.00	1355.53	1195.64	32.96%	67.05%	104.21%		
06-Jul-1995	932.66	Long	7.40	0.93	1362.93	1202.11	34.19%	69.62%	105.95%		
07-Jul-1995	940.06	Long	3.19	0.00	1366.12	1205.30	33.29%	68.23%	103.58%		
10-Jul-1995	943.25	Long	4.43	0.00	1370.55	1209.73	35.19%	68.42%	102.34%		
11-Jul-1995	947.68	Long	13.38	0.00	1383.93	1223.11	35.60%	72.56%	103.21%		
12-Jul-1995	961.06	Long	9.20	0.00	1393.13	1232.31	34.99%	71.21%	103.56%		
13-Jul-1995	970.26	Long	13.39	0.00	1406.52	1245.70	36.33%	72.64%	102.23%		
14-Jul-1995	983.65	Long	16.18	0.00	1422.70	1261.88	38.40%	72.69%	102.63%		
17-Jul-1995	999.83	Long	0.33	0.00	1423.03	1262.21	37.19%	71.00%	101.01%		
18-Jul-1995	1000.16	Long	3.25	0.00	1426.28	1265.46	37.78%	71.43%	101.83%		
19-Jul-1995	1003.41	Long	9.10	0.00	1435.38	1274.56	39.51%	71.99%	101.89%		
20-Jul-1995	1012.51	Long	-0.49	0.00	1434.89	1274.07	37.07%	70.95%	99.52%		
21-Jul-1995	1012.02	Short	-20.83	1.01	1414.06	1252.22	33.91%	66.44%	97.39%		
25-Jul-1995	1032.85	Long	7.74	1.03	1421.80	1258.93	33.33%	66.35%	94.33%		
26-Jul-1995	1040.59	Long	-1.32	0.00	1420.48	1257.61	30.50%	65.73%	92.68%		
27-Jul-1995	1039.27	Short	30.41	1.04	1450.89	1286.98	32.21%	68.68%	95.70%		
28-Jul-1995	1008.86	Short	14.61	0.00	1465.50	1301.59	38.55%	72.29%	98.76%		
31-Jul-1995	994.25	Short	0.75	0.00	1466.25	1302.34	35.93%	75.12%	98.98%		
01-Aug-1995	993.50	Short	-14.07	0.00	1452.18	1288.27	35.26%	72.14%	96.67%		
02-Aug-1995	1007.57	Long	-18.52	1.01	1433.66	1268.74	34.22%	69.43%	91.59%		
03-Aug-1995	989.05	Short	-4.39	0.99	1429.27	1263.36	31.98%	71.64%	93.67%		
04-Aug-1995	993.44	Long	-1.50	0.99	1427.77	1260.87	30.97%	72.53%	92.98%		
07-Aug-1995	991.94	Short	3.10	0.99	1430.87	1262.98	31.18%	74.02%	94.38%		
08-Aug-1995	988.84	Short	-3.93	0.00	1426.94	1259.05	31.56%	73.08%	92.87%		
09-Aug-1995	992.77	Long	-3.85	0.99	1423.09	1254.21	30.20%	70.71%	90.90%		
11-Aug-1995	988.92	Short	3.93	0.99	1427.02	1257.15	30.69%	69.17%	91.82%		
14-Aug-1995	984.99	Short	-3.76	0.00	1423.26	1253.39	28.89%	70.51%	92.11%		
16-Aug-1995	988.75	Long	5.81	0.99	1429.07	1258.21	32.83%	69.80%	90.68%		
17-Aug-1995	994.56	Long	1.40	0.00	1430.47	1259.61	34.64%	70.15%	89.24%		
21-Aug-1995	995.96	Long	0.40	0.00	1430.87	1260.01	33.91%	70.64%	89.96%		
22-Aug-1995	996.36	Long	-7.98	0.00	1422.89	1252.03	37.22%	68.63%	86.68%		
24-Aug-1995	988.38	Short	10.95	0.99	1433.84	1261.99	36.51%	70.73%	86.54%		
25-Aug-1995	977.43	Short	10.00	0.00	1443.84	1271.99	37.95%	72.50%	87.86%		
28-Aug-1995	967.43	Short	-4.31	0.00	1439.53	1267.68	37.30%	72.15%	87.73%		
31-Aug-1995	971.74	Long	-0.40	0.97	1439.13	1266.31	36.54%	71.33%	85.91%		
01-Sep-1995	971.34	Short	5.12	0.97	1444.25	1270.46	37.41%	70.98%	85.09%		
04-Sep-1995	966.22	Short	5.54	0.00	1449.79	1276.00	38.25%	71.08%	87.52%		
05-Sep-1995	960.68	Short	-6.57	0.00	1443.22	1269.43	37.27%	70.21%	86.88%		
06-Sep-1995	967.25	Long	0.78	0.97	1444.00	1269.24	38.56%	68.65%	86.52%		
07-Sep-1995	968.03	Long	4.30	0.00	1448.30	1273.54	37.31%	70.06%	88.21%		
08-Sep-1995	972.33	Long	1.26	0.00	1449.56	1274.80	35.65%	69.53%	86.33%		
11-Sep-1995	973.59	Long	-2.87	0.00	1446.69	1271.93	33.88%	68.46%	84.77%		
12-Sep-1995	970.72	Short	2.74	0.97	1449.43	1273.70	34.42%	69.05%	86.12%		
13-Sep-1995	967.98	Short	-3.96	0.00	1445.47	1269.74	33.94%	68.47%	84.58%		
14-Sep-1995	971.94	Long	2.65	0.97	1448.12	1271.42	34.03%	66.47%	83.34%		
15-Sep-1995	974.59	Long	-0.31	0.00	1447.81	1271.11	35.69%	65.59%	83.17%		
18-Sep-1995	974.28	Short	-1.76	0.97	1446.05	1268.37	34.40%	66.99%	82.92%		
19-Sep-1995	976.04	Long	5.49	0.98	1451.54	1272.89	33.62%	67.71%	85.67%		
20-Sep-1995	981.53	Long	5.87	0.00	1457.41	1278.76	34.43%	65.78%	82.24%		
21-Sep-1995	987.40	Long	8.90	0.00	1466.31	1287.66	36.74%	64.50%	81.32%		
22-Sep-1995	996.30	Long	13.63	0.00	1479.94	1301.29	36.32%	63.53%	83.29%	130.61%	
25-Sep-1995	1009.93	Long	8.95	0.00	1488.89	1310.24	36.43%	62.26%	83.20%	130.74%	
26-Sep-1995	1018.88	Long	-15.68	0.00	1473.21	1294.56	33.03%	59.95%	79.25%	129.74%	
27-Sep-1995	1003.20	Short	1.26	1.00	1474.47	1294.81	31.41%	63.30%	80.16%	127.17%	
28-Sep-1995	1001.94	Short	-10.03	0.00	1464.44	1284.78	27.13%	61.03%	79.64%	121.61%	
29-Sep-1995	1011.97	Long	15.59	1.01	1480.03	1299.36	29.36%	61.76%	80.30%	122.70%	
04-Oct-1995	1027.56	Long	5.97	0.00	1486.00	1305.33	28.05%	62.59%	79.59%	124.89%	
05-Oct-1995	1033.53	Long	10.78	0.00	1496.78	1316.11	26.15%	61.96%	81.60%	124.71%	
06-Oct-1995	1044.31	Long	-2.18	0.00	1494.60	1313.93	25.63%	61.95%	78.22%	122.62%	
09-Oct-1995	1042.13	Short	7.95	1.04	1502.55	1320.84	26.16%	61.30%	77.52%	121.57%	
10-Oct-1995	1034.18	Short	-2.91	0.00	1499.64	1317.93	26.58%	60.88%	78.29%	123.68%	
11-Oct-1995	1037.09	Long	-4.11	1.04	1495.53	1312.78	25.04%	60.83%	76.45%	119.05%	
12-Oct-1995	1032.98	Short	-3.40	1.03	1492.13	1308.35	23.90%	60.22%	75.00%	116.45%	
13-Oct-1995	1036.38	Long	-1.30	1.04	1490.83	1306.01	24.11%	59.06%	73.29%	119.60%	
16-Oct-1995	1035.08	Short	2.01	1.04	1492.84	1306.99	22.72%	58.92%	74.58%	116.62%	
17-Oct-1995	1033.07	Short	0.63	0.00	1493.47	1307.62	21.24%	57.73%	77.10%	114.04%	
18-Oct-1995	1032.44	Short	10.17	0.00	1503.64	1317.79	20.91%	56.75%	76.93%	115.24%	
19-Oct-1995	1022.27	Short	7.32	0.00	1510.96	1325.11	23.47%	56.32%	79.64%	114.80%	
20-Oct-1995	1014.95	Short	8.39	0.00	1519.35	1333.50	24.04%	58.01%	81.82%	114.81%	
23-Oct-1995	1006.56	Short	20.79	0.00	1540.14	1354.29	25.71%	63.51%	84.53%	120.46%	
26-Oct-1995	985.77	Short	-7.48	0.00	1532.66	1346.81	24.92%	62.48%	85.36%	123.85%	
27-Oct-1995	993.25	Long	-6.31	0.99	1526.35	1339.51	24.59%	62.33%	82.92%	119.68%	
30-Oct-1995	986.94	Short	-1.32	0.99	1525.03	1337.20	24.05%	61.14%	84.11%	127.15%	
31-Oct-1995	988.26	Long	16.33	0.99	1541.36	1352.54	25.17%	60.97%	85.53%	128.48%	
01-Nov-1995	1004.59	Long	-6.28	0.00	1535.08	1346.26	21.95%	59.77%	82.04%	129.84%	
02-Nov-1995	998.31	Short	-1.69	1.00	1533.39	1343.57	20.34%	59.79%	82.54%	131.31%	
03-Nov-1995	1000.00	Long	-11.08	1.00	1522.31	1331.49	19.51%	59.04%	80.30%	130.97%	
06-Nov-1995	988.92	Short	10.70	0.99	1533.01	1341.20	20.76%	61.24%	82.80%	131.10%	
07-Nov-1995	978.22	Short	14.21	0.00	1547.22	1355.41	23.33%	64.49%	85.90%	133.63%	
08-Nov-1995	964.01	Short	10.94	0.00	1558.16	1366.35	25.26%	66.71%	88.77%	134.62%	
09-Nov-1995	953.07	Short	4.25	0.00	1562.41	1370.60	25.19%	67.49%	90.68%	138.69%	
10-Nov-1995	948.82	Short	31.56	0.00	1593.97	1402.16	28.00%	69.74%	94.42%	140.98%	
13-Nov-1995	917.26	Short	14.70	0.00	1608.67	1416.86	30.05%	72.25%	99.66%	139.96%	
14-Nov-1995	902.56	Short	-10.65	0.00	1598.02	1406.21	28.64%	70.07%	100.24%	143.09%	
15-Nov-1995	913.21	Long	-9.13	0.91	1588.89	1396.17	27.74%	66.15%	97.77%	138.39%	
16-Nov-1995	904.08	Short	5.22	0.90	1594.11	1400.49	29.11%	63.65%	99.53%	143.56%	
17-Nov-1995	898.86	Short	6.07	0.00	1600.18	1406.56	31.18%	63.41%	100.97%	141.47%	
20-Nov-1995	892.79	Short	16.20	0.00	1616.38	1422.76	32.74%	65.50%	101.11%	141.72%	
21-Nov-1995	876.59	Short	12.17	0.00	1628.55	1434.93	34.03%	69.04%	100.99%	150.88%	
22-Nov-1995	864.42	Short	14.92	0.00	1643.47	1449.85	36.62%	70.31%	103.57%	151.06%	
23-Nov-1995	849.50	Short	-21.61	0.00	1621.86	1428.24	34.07%	69.44%	103.98%	148.52%	
24-Nov-1995	871.11	Long	-9.86	0.87	1612.00	1417.50	30.81%	67.43%	100.90%	137.57%	
27-Nov-1995	861.25	Short	17.57	0.86	1629.57	1434.21	31.14%	70.23%	104.11%	138.77%	
28-Nov-1995	843.68	Short	-1.44	0.00	1628.13	1432.77	31.00%	73.41%	106.33%	145.26%	
29-Nov-1995	845.12	Long	16.98	0.85	1645.11	1448.91	34.09%	71.32%	108.78%	147.87%	
30-Nov-1995	862.10	Long	10.95	0.00	1656.06	1459.86	35.24%	68.57%	106.59%	143.45%	
01-Dec-1995	873.05	Long	-9.35	0.00	1646.71	1450.51	32.47%	67.88%	103.61%	141.08%	
04-Dec-1995	863.70	Short	-2.82	0.86	1643.89	1446.82	29.76%	66.73%	100.64%	141.42%	
05-Dec-1995	866.52	Long	12.41	0.87	1656.30	1458.37	30.34%	66.11%	101.62%	141.47%	
06-Dec-1995	878.93	Long	19.69	0.00	1675.99	1478.06	31.98%	65.98%	102.76%	142.03%	
07-Dec-1995	898.62	Long	-11.50	0.00	1664.49	1466.56	30.15%	64.31%	99.64%	138.15%	
08-Dec-1995	887.12	Short	9.71	0.89	1674.20	1475.38	30.80%	66.75%	104.00%	142.20%	
11-Dec-1995	877.41	Short	-2.08	0.00	1672.12	1473.30	30.55%	66.21%	103.65%	141.52%	
12-Dec-1995	879.49	Long	9.77	0.88	1681.89	1482.19	30.98%	68.72%	104.36%	140.74%	
13-Dec-1995	889.26	Long	-4.92	0.00	1676.97	1477.27	28.58%	66.52%	105.91%	138.57%	
14-Dec-1995	884.34	Short	0.93	0.88	1677.90	1477.32	27.71%	65.73%	105.10%	140.25%	
15-Dec-1995	883.41	Short	0.78	0.00	1678.68	1478.10	26.31%	66.20%	106.09%	138.59%	
18-Dec-1995	882.63	Short	-1.09	0.00	1677.59	1477.01	24.37%	67.17%	105.38%	138.75%	
19-Dec-1995	883.72	Long	1.81	0.88	1679.40	1477.93	24.41%	66.49%	104.74%	138.69%	
20-Dec-1995	885.53	Long	14.97	0.00	1694.37	1492.90	25.68%	68.35%	106.36%	140.69%	
21-Dec-1995	900.50	Long	0.15	0.00	1694.52	1493.05	24.26%	68.29%	104.48%	137.80%	
22-Dec-1995	900.65	Long	4.68	0.00	1699.20	1497.73	24.83%	66.51%	104.59%	136.71%	
26-Dec-1995	905.33	Long	17.17	0.00	1716.37	1514.90	29.01%	66.92%	103.28%	137.89%	
27-Dec-1995	922.50	Long	-7.95	0.00	1708.42	1506.95	26.89%	64.20%	101.17%	132.50%	
28-Dec-1995	914.55	Short	6.02	0.91	1714.44	1512.06	27.82%	62.53%	102.61%	133.27%	
29-Dec-1995	908.53	Short	0.52	0.00	1714.96	1512.58	24.83%	61.68%	103.40%	134.30%	
01-Jan-1996	908.01	Short	7.63	0.00	1722.59	1520.21	24.08%	66.91%	104.40%	133.80%	
02-Jan-1996	900.38	Short	4.42	0.00	1727.01	1524.63	24.69%	64.37%	107.64%	133.99%	
03-Jan-1996	895.96	Short	6.29	0.00	1733.30	1530.92	27.08%	66.18%	107.07%	134.28%	
04-Jan-1996	889.67	Short	4.94	0.00	1738.24	1535.86	30.02%	68.78%	108.66%	133.76%	
05-Jan-1996	884.73	Short	15.03	0.00	1753.27	1550.89	32.50%	68.25%	112.59%	137.21%	
08-Jan-1996	869.70	Short	0.58	0.00	1753.85	1551.47	33.41%	68.79%	116.26%	139.62%	
09-Jan-1996	869.12	Short	5.32	0.00	1759.17	1556.79	33.81%	69.39%	118.29%	141.52%	
10-Jan-1996	863.80	Short	-9.47	0.00	1749.70	1547.32	33.37%	69.51%	117.03%	139.69%	
11-Jan-1996	873.27	Long	1.88	0.87	1751.58	1548.33	33.68%	68.02%	114.07%	137.01%	
12-Jan-1996	875.15	Long	-3.83	0.00	1747.75	1544.50	32.83%	67.52%	110.99%	136.59%	
15-Jan-1996	871.32	Short	2.80	0.87	1750.55	1546.42	33.63%	66.29%	113.34%	137.76%	
16-Jan-1996	868.52	Short	11.41	0.00	1761.96	1557.83	34.50%	71.88%	113.96%	137.74%	
17-Jan-1996	857.11	Short	8.28	0.00	1770.24	1566.11	35.76%	75.96%	117.15%	139.31%	
18-Jan-1996	848.83	Short	4.84	0.00	1775.08	1570.95	36.63%	76.42%	119.52%	142.19%	
19-Jan-1996	843.99	Short	-0.32	0.00	1774.76	1570.63	37.75%	81.69%	118.77%	140.08%	
22-Jan-1996	844.31	Long	-11.41	0.84	1763.35	1558.38	35.10%	77.84%	117.91%	136.41%	
23-Jan-1996	832.90	Short	14.21	0.83	1777.56	1571.76	35.99%	80.53%	121.07%	139.10%	
24-Jan-1996	818.69	Short	3.77	0.00	1781.33	1575.53	37.60%	81.68%	122.86%	141.27%	
25-Jan-1996	814.92	Short	-15.96	0.00	1765.37	1559.57	35.99%	79.56%	121.05%	138.43%	
29-Jan-1996	830.88	Long	15.69	0.83	1781.06	1574.43	36.58%	80.32%	119.56%	136.05%	
30-Jan-1996	846.57	Long	1.85	0.00	1782.91	1576.28	35.47%	79.13%	116.60%	135.36%	
31-Jan-1996	848.42	Long	21.12	0.00	1804.03	1597.40	38.66%	80.85%	118.16%	137.03%	
01-Feb-1996	869.54	Long	48.77	0.00	1852.80	1646.17	43.35%	86.24%	119.72%	139.59%	
02-Feb-1996	918.31	Long	24.77	0.00	1877.57	1670.94	43.27%	82.60%	117.13%	136.26%	
05-Feb-1996	943.08	Long	-17.37	0.00	1860.20	1653.57	40.16%	76.92%	111.85%	129.17%	
06-Feb-1996	925.71	Short	-6.31	0.93	1853.89	1646.33	40.44%	76.07%	112.44%	129.59%	
07-Feb-1996	932.02	Long	48.25	0.93	1902.14	1693.65	45.06%	80.90%	116.97%	134.75%	
08-Feb-1996	980.27	Long	52.75	0.00	1954.89	1746.40	48.63%	82.14%	116.24%	132.15%	
09-Feb-1996	1033.02	Long	-14.51	0.00	1940.38	1731.89	44.58%	76.60%	107.11%	122.98%	
12-Feb-1996	1018.51	Short	-8.85	1.02	1931.53	1722.02	44.27%	78.42%	107.03%	123.85%	
13-Feb-1996	1027.36	Long	24.63	1.03	1956.16	1745.62	46.45%	79.08%	109.98%	125.09%	
14-Feb-1996	1051.99	Long	-5.75	0.00	1950.41	1739.87	44.39%	75.58%	107.21%	123.88%	
15-Feb-1996	1046.24	Short	23.16	1.05	1973.57	1761.99	46.19%	78.49%	107.90%	123.34%	
16-Feb-1996	1023.08	Short	1.70	0.00	1975.27	1763.69	46.53%	81.99%	108.78%	125.01%	
19-Feb-1996	1021.38	Short	21.25	0.00	1996.52	1784.94	47.35%	82.78%	109.32%	128.59%	174.76%
20-Feb-1996	1000.13	Short	-24.78	0.00	1971.74	1760.16	44.99%	81.77%	107.86%	129.00%	177.00%
22-Feb-1996	1024.91	Long	3.93	1.02	1975.67	1763.06	45.71%	78.55%	105.31%	124.50%	174.68%
23-Feb-1996	1028.84	Long	5.89	0.00	1981.56	1768.95	46.08%	76.71%	107.80%	124.25%	170.09%
26-Feb-1996	1034.73	Long	-7.28	0.00	1974.28	1761.67	46.09%	72.36%	105.18%	123.21%	163.84%
27-Feb-1996	1027.45	Short	0.06	1.03	1974.34	1760.70	44.90%	73.81%	105.73%	124.00%	165.75%
28-Feb-1996	1027.39	Short	34.88	0.00	2009.22	1795.58	47.72%	75.77%	110.31%	127.32%	172.63%
29-Feb-1996	992.51	Short	-6.96	0.00	2002.26	1788.62	47.61%	74.84%	112.13%	132.58%	177.47%
01-Mar-1996	999.47	Long	-0.63	1.00	2001.63	1786.99	47.33%	74.11%	112.06%	129.07%	175.45%
04-Mar-1996	998.84	Short	-4.07	1.00	1997.56	1781.93	46.16%	73.45%	110.12%	127.04%	173.00%
06-Mar-1996	1002.91	Long	-4.46	1.00	1993.10	1776.46	45.72%	73.13%	108.50%	126.45%	173.26%
07-Mar-1996	998.45	Short	9.83	1.00	2002.93	1785.29	47.32%	73.33%	110.51%	126.74%	170.98%
08-Mar-1996	988.62	Short	13.36	0.00	2016.29	1798.65	49.59%	74.57%	112.52%	127.96%	171.27%
11-Mar-1996	975.26	Short	-0.96	0.00	2015.33	1797.69	50.42%	76.04%	113.18%	128.30%	177.51%
12-Mar-1996	976.22	Long	15.92	0.98	2031.25	1812.64	51.80%	75.89%	114.27%	130.87%	175.45%
13-Mar-1996	992.14	Long	-1.00	0.00	2030.25	1811.64	50.80%	72.91%	110.92%	131.08%	169.54%
14-Mar-1996	991.14	Short	9.27	0.99	2039.52	1819.92	50.66%	72.44%	109.77%	130.79%	170.70%
15-Mar-1996	981.87	Short	19.78	0.00	2059.30	1839.70	52.41%	76.84%	111.04%	135.33%	171.93%
18-Mar-1996	962.09	Short	15.00	0.00	2074.30	1854.70	54.17%	79.54%	115.37%	140.49%	175.29%
19-Mar-1996	947.09	Short	-18.48	0.00	2055.82	1836.22	50.89%	78.21%	118.38%	140.72%	178.91%
21-Mar-1996	965.57	Long	-9.46	0.97	2046.36	1825.79	49.61%	75.05%	113.39%	136.75%	176.05%
22-Mar-1996	956.11	Short	2.13	0.96	2048.49	1826.97	50.98%	76.53%	115.74%	137.12%	175.31%
25-Mar-1996	953.98	Short	-3.16	0.00	2045.33	1823.81	51.01%	75.88%	114.26%	138.03%	182.56%
26-Mar-1996	957.14	Long	17.03	0.96	2062.36	1839.88	50.92%	76.91%	113.87%	139.23%	183.57%
27-Mar-1996	974.17	Long	23.15	0.00	2085.51	1863.03	53.05%	75.68%	114.68%	137.64%	186.94%
28-Mar-1996	997.32	Long	-12.02	0.00	2073.49	1851.01	50.88%	71.24%	110.73%	133.50%	182.32%
29-Mar-1996	985.30	Short	-9.50	0.99	2063.99	1840.52	51.66%	71.46%	111.58%	133.16%	184.58%
01-Apr-1996	994.80	Long	8.48	0.99	2072.47	1848.01	50.95%	71.58%	111.83%	133.26%	181.27%
02-Apr-1996	1003.28	Long	10.19	0.00	2082.66	1858.20	50.11%	72.86%	112.99%	133.87%	180.41%
03-Apr-1996	1013.47	Long	-2.53	0.00	2080.13	1855.67	48.28%	72.31%	111.74%	132.72%	176.33%
04-Apr-1996	1010.94	Short	-21.19	1.01	2058.94	1833.47	45.79%	69.53%	109.41%	131.28%	176.54%
08-Apr-1996	1032.13	Long	-3.06	1.03	2055.88	1829.37	41.39%	67.13%	105.50%	128.19%	170.99%
09-Apr-1996	1029.07	Short	-0.21	1.03	2055.67	1828.14	39.97%	66.75%	104.36%	128.80%	164.72%
10-Apr-1996	1029.28	Long	-4.10	1.03	2051.57	1823.01	40.49%	65.60%	101.93%	128.39%	165.96%
11-Apr-1996	1025.18	Short	-7.01	1.03	2044.56	1814.97	40.85%	65.56%	99.78%	127.95%	164.13%
12-Apr-1996	1032.19	Long	14.26	1.03	2058.82	1828.20	41.44%	66.93%	97.19%	128.62%	167.18%
15-Apr-1996	1046.45	Long	12.26	0.00	2071.08	1840.46	41.46%	68.25%	95.93%	128.19%	162.98%
16-Apr-1996	1058.71	Long	37.57	0.00	2108.65	1878.03	43.00%	70.61%	98.24%	128.26%	162.52%
17-Apr-1996	1096.28	Long	25.40	0.00	2134.05	1903.43	42.74%	69.95%	97.94%	123.49%	163.38%
18-Apr-1996	1121.68	Long	10.06	0.00	2144.11	1913.49	41.33%	69.56%	95.52%	121.15%	157.75%
19-Apr-1996	1131.74	Long	-24.81	0.00	2119.30	1888.68	40.68%	66.26%	92.81%	118.74%	152.17%
22-Apr-1996	1106.93	Short	11.11	1.11	2130.41	1898.68	43.47%	67.72%	96.53%	122.87%	151.73%
23-Apr-1996	1095.82	Short	-49.29	0.00	2081.12	1849.39	37.89%	62.36%	93.08%	119.71%	146.95%
24-Apr-1996	1145.11	Long	-24.29	1.15	2056.83	1823.96	34.16%	57.00%	88.25%	112.50%	141.18%
25-Apr-1996	1120.82	Short	-2.81	1.12	2054.02	1820.03	33.11%	58.82%	86.89%	115.13%	144.61%
26-Apr-1996	1123.63	Long	-5.26	1.12	2048.76	1813.64	31.49%	58.52%	84.09%	113.27%	141.55%
29-Apr-1996	1118.37	Short	4.01	1.12	2052.77	1816.53	32.73%	58.07%	85.72%	113.61%	142.86%
30-Apr-1996	1114.36	Short	-23.50	0.00	2029.27	1793.03	31.07%	54.13%	82.79%	109.07%	140.68%
01-May-1996	1137.86	Long	-5.81	1.14	2023.46	1786.09	28.80%	51.90%	79.15%	106.19%	136.54%
02-May-1996	1132.05	Short	12.57	1.13	2036.03	1797.52	28.22%	53.05%	79.45%	108.00%	138.49%
03-May-1996	1119.48	Short	31.26	0.00	2067.29	1828.78	32.36%	56.56%	83.98%	112.34%	143.25%
06-May-1996	1088.22	Short	-4.87	0.00	2062.42	1823.91	32.03%	57.14%	86.44%	116.81%	147.95%
07-May-1996	1093.09	Long	15.44	1.09	2077.86	1838.26	33.39%	57.91%	86.53%	116.58%	146.99%
08-May-1996	1108.53	Long	-18.00	0.00	2059.86	1820.26	30.50%	55.08%	85.02%	113.29%	142.16%
09-May-1996	1090.53	Short	11.90	1.09	2071.76	1831.07	32.44%	55.75%	86.69%	118.81%	145.44%
10-May-1996	1078.63	Short	-9.47	0.00	2062.29	1821.60	31.92%	54.63%	85.81%	118.09%	146.90%
13-May-1996	1088.10	Long	17.37	1.09	2079.66	1837.88	33.07%	54.42%	86.81%	119.19%	145.59%
14-May-1996	1105.47	Long	10.50	0.00	2090.16	1848.38	33.59%	53.05%	87.22%	117.73%	144.38%
15-May-1996	1115.97	Long	12.62	0.00	2102.78	1861.00	34.33%	53.66%	86.98%	117.27%	144.16%
16-May-1996	1128.59	Long	-13.05	0.00	2089.73	1847.95	31.46%	51.61%	85.09%	114.91%	141.85%
17-May-1996	1115.54	Short	31.87	1.12	2121.60	1878.71	34.57%	54.16%	89.70%	118.91%	145.81%
20-May-1996	1083.67	Short	8.81	0.00	2130.41	1887.52	35.97%	56.61%	91.25%	122.90%	149.59%
21-May-1996	1074.86	Short	-6.27	0.00	2124.14	1881.25	34.08%	58.52%	90.45%	121.07%	150.22%
22-May-1996	1081.13	Long	-4.42	1.08	2119.72	1875.75	34.11%	57.05%	88.89%	120.44%	147.17%
23-May-1996	1076.71	Short	-8.32	1.08	2111.40	1866.35	32.90%	56.54%	86.02%	120.07%	146.10%
24-May-1996	1085.03	Long	-19.74	1.09	2091.66	1845.52	30.69%	51.48%	82.33%	117.26%	143.14%
27-May-1996	1065.29	Short	1.93	1.07	2093.59	1846.39	30.62%	51.14%	87.65%	119.61%	144.67%
28-May-1996	1063.36	Short	-33.40	0.00	2060.19	1812.99	27.12%	48.02%	81.62%	118.26%	140.57%
29-May-1996	1096.76	Long	-13.92	1.10	2046.27	1797.97	24.35%	46.47%	78.42%	111.82%	134.05%
30-May-1996	1082.84	Short	-7.08	1.08	2039.19	1789.81	23.45%	48.12%	79.96%	112.73%	133.35%
31-May-1996	1089.92	Long	18.95	1.09	2058.14	1807.67	23.56%	49.94%	78.96%	114.95%	134.94%
03-Jun-1996	1108.87	Long	-3.23	0.00	2054.91	1804.44	22.81%	49.02%	76.76%	114.00%	132.32%
04-Jun-1996	1105.64	Short	-7.50	1.11	2047.41	1795.83	21.62%	48.19%	76.17%	114.61%	132.87%
05-Jun-1996	1113.14	Long	16.68	1.11	2064.09	1811.40	23.72%	49.62%	77.66%	114.54%	132.12%
06-Jun-1996	1129.82	Long	3.62	0.00	2067.71	1815.02	23.61%	49.64%	76.18%	111.77%	129.51%
07-Jun-1996	1133.44	Long	7.91	0.00	2075.62	1822.93	24.57%	49.92%	76.70%	110.27%	130.03%
10-Jun-1996	1141.35	Long	1.71	0.00	2077.33	1824.64	24.38%	50.05%	74.98%	110.90%	129.54%
11-Jun-1996	1143.06	Long	20.81	0.00	2098.14	1845.45	25.16%	51.37%	79.77%	111.75%	129.82%
12-Jun-1996	1163.87	Long	4.53	0.00	2102.67	1849.98	24.39%	50.72%	80.33%	110.67%	126.98%
13-Jun-1996	1168.40	Long	27.66	0.00	2130.33	1877.64	26.25%	52.86%	81.77%	113.08%	129.55%
14-Jun-1996	1196.06	Long	-10.69	0.00	2119.64	1866.95	24.77%	51.41%	82.42%	108.58%	123.62%
17-Jun-1996	1185.37	Short	3.42	1.19	2123.06	1869.19	26.22%	51.22%	81.66%	110.20%	123.38%
18-Jun-1996	1181.95	Short	13.92	0.00	2136.98	1883.11	26.34%	51.70%	83.09%	111.66%	124.36%
19-Jun-1996	1168.03	Short	-1.45	0.00	2135.53	1881.66	26.21%	52.56%	83.46%	112.32%	125.22%
20-Jun-1996	1169.48	Long	-12.06	1.17	2123.47	1868.43	26.41%	51.49%	81.85%	110.76%	122.87%
21-Jun-1996	1157.42	Short	10.64	1.16	2134.11	1877.91	26.22%	52.48%	83.88%	112.05%	123.89%
24-Jun-1996	1146.78	Short	19.00	0.00	2153.11	1896.91	27.96%	54.14%	86.37%	114.04%	127.89%
25-Jun-1996	1127.78	Short	7.93	0.00	2161.04	1904.84	27.26%	56.34%	88.09%	116.15%	130.35%
26-Jun-1996	1119.85	Short	-7.15	0.00	2153.89	1897.69	22.46%	56.12%	89.42%	115.42%	130.85%
27-Jun-1996	1127.00	Long	-5.00	1.13	2148.89	1891.56	19.58%	54.84%	86.89%	115.02%	130.61%
28-Jun-1996	1122.00	Short	13.00	1.12	2161.89	1903.44	22.27%	56.03%	86.93%	116.28%	130.84%
01-Jul-1996	1109.00	Short	9.00	0.00	2170.89	1912.44	24.00%	57.76%	87.50%	117.85%	132.17%
02-Jul-1996	1100.00	Short	20.00	0.00	2190.89	1932.44	21.71%	59.89%	90.26%	120.82%	135.88%
03-Jul-1996	1080.00	Short	-8.00	0.00	2182.89	1924.44	16.49%	60.62%	91.04%	121.99%	136.43%
04-Jul-1996	1088.00	Long	5.00	1.09	2187.89	1928.35	18.06%	60.38%	90.78%	119.76%	134.83%
05-Jul-1996	1093.00	Long	10.47	0.00	2198.36	1938.82	19.84%	61.09%	92.91%	119.58%	135.25%
08-Jul-1996	1103.47	Long	-14.71	0.00	2183.65	1924.11	16.18%	59.43%	89.80%	118.57%	132.63%
09-Jul-1996	1088.76	Short	2.14	1.09	2185.79	1925.16	17.02%	59.91%	90.05%	120.61%	136.71%
10-Jul-1996	1086.62	Short	-10.82	0.00	2174.97	1914.34	14.02%	58.49%	89.59%	117.91%	132.78%
11-Jul-1996	1097.44	Long	-8.09	1.10	2166.88	1905.16	12.89%	56.27%	89.33%	114.30%	129.43%
12-Jul-1996	1089.35	Short	-4.03	1.09	2162.85	1900.04	10.57%	54.96%	88.18%	113.07%	131.13%
15-Jul-1996	1093.38	Long	-9.91	1.09	2152.94	1889.03	11.79%	52.94%	86.58%	110.44%	129.79%
16-Jul-1996	1083.47	Short	-35.21	1.08	2117.73	1852.74	8.28%	51.52%	82.58%	107.89%	126.05%
18-Jul-1996	1118.68	Long	0.59	1.12	2118.32	1852.21	7.44%	49.83%	77.99%	106.59%	121.71%
19-Jul-1996	1119.27	Long	6.40	0.00	2124.72	1858.61	8.66%	51.27%	75.56%	105.90%	122.56%
22-Jul-1996	1125.67	Long	-33.53	0.00	2091.19	1825.08	5.72%	46.70%	73.09%	102.22%	118.90%
23-Jul-1996	1092.14	Short	22.71	1.09	2113.90	1846.70	4.68%	49.57%	75.96%	108.45%	124.45%
24-Jul-1996	1069.43	Short	6.75	0.00	2120.65	1853.45	6.06%	50.25%	75.52%	110.13%	129.10%
25-Jul-1996	1062.68	Short	11.44	0.00	2132.09	1864.89	7.33%	51.85%	77.03%	112.73%	128.72%
26-Jul-1996	1051.24	Short	17.27	0.00	2149.36	1882.16	9.53%	53.40%	79.33%	114.16%	130.25%
29-Jul-1996	1033.97	Short	19.06	0.00	2168.42	1901.22	12.07%	56.41%	82.99%	117.31%	134.72%
30-Jul-1996	1014.91	Short	-27.90	0.00	2140.52	1873.32	8.67%	55.23%	80.81%	117.39%	133.35%
31-Jul-1996	1042.81	Long	-6.18	1.04	2134.34	1866.10	6.47%	53.48%	77.16%	113.14%	127.77%
01-Aug-1996	1036.63	Short	3.69	1.04	2138.03	1868.75	6.85%	54.29%	78.39%	113.33%	127.56%
02-Aug-1996	1032.94	Short	0.65	0.00	2138.68	1869.40	5.50%	54.45%	77.21%	113.49%	129.18%
05-Aug-1996	1032.29	Short	-3.22	0.00	2135.46	1866.18	5.28%	54.11%	75.36%	111.88%	131.27%
06-Aug-1996	1035.51	Long	13.08	1.04	2148.54	1878.22	5.63%	54.12%	74.97%	110.70%	130.82%
07-Aug-1996	1048.59	Long	-9.35	0.00	2139.19	1868.87	2.78%	51.86%	74.74%	106.76%	129.50%
08-Aug-1996	1039.24	Short	1.33	1.04	2140.52	1869.16	1.39%	51.54%	75.02%	108.20%	131.46%
09-Aug-1996	1037.91	Short	5.74	0.00	2146.26	1874.90	3.73%	50.16%	75.09%	111.75%	132.14%
12-Aug-1996	1032.17	Short	7.74	0.00	2154.00	1882.64	5.51%	51.91%	75.71%	111.58%	133.43%
13-Aug-1996	1024.43	Short	5.95	0.00	2159.95	1888.59	6.02%	53.60%	77.44%	114.03%	133.99%
14-Aug-1996	1018.48	Short	16.23	0.00	2176.18	1904.82	7.95%	55.73%	79.03%	114.98%	137.24%
16-Aug-1996	1002.25	Short	26.59	0.00	2202.77	1931.41	9.13%	57.76%	82.58%	117.88%	142.09%
19-Aug-1996	975.66	Short	-1.68	0.00	2201.09	1929.73	6.84%	59.80%	82.40%	121.35%	144.27%
20-Aug-1996	977.34	Long	21.85	0.98	2222.94	1950.61	10.19%	62.11%	82.88%	123.18%	146.42%
21-Aug-1996	999.19	Long	2.98	0.00	2225.92	1953.59	11.32%	62.26%	81.79%	121.35%	142.62%
22-Aug-1996	1002.17	Long	10.54	0.00	2236.46	1964.13	11.59%	62.16%	82.64%	122.59%	143.87%
23-Aug-1996	1012.71	Long	-3.67	0.00	2232.79	1960.46	10.10%	59.75%	82.28%	122.04%	142.72%
26-Aug-1996	1009.04	Short	-5.64	1.01	2227.15	1953.81	9.73%	58.22%	82.36%	121.95%	143.03%
27-Aug-1996	1014.68	Long	12.41	1.01	2239.56	1965.20	12.98%	58.60%	82.26%	121.99%	143.77%
28-Aug-1996	1027.09	Long	-1.23	0.00	2238.33	1963.97	13.10%	54.70%	80.56%	119.12%	141.92%
29-Aug-1996	1025.86	Short	-3.14	1.03	2235.19	1959.81	12.84%	52.93%	79.80%	117.52%	142.04%
30-Aug-1996	1029.00	Long	7.95	1.03	2243.14	1966.73	13.97%	54.47%	79.59%	115.93%	142.39%
02-Sep-1996	1036.95	Long	-13.68	0.00	2229.46	1953.05	13.32%	53.70%	78.13%	111.96%	139.81%
03-Sep-1996	1023.27	Short	-3.14	1.02	2226.32	1948.88	11.79%	53.59%	79.31%	109.83%	141.53%
04-Sep-1996	1026.41	Long	11.06	1.03	2237.38	1958.92	11.54%	53.82%	81.12%	109.34%	142.24%
05-Sep-1996	1037.47	Long	-5.38	0.00	2232.00	1953.54	7.28%	51.16%	79.34%	107.52%	138.17%
06-Sep-1996	1032.09	Short	18.21	1.03	2250.21	1970.72	6.52%	51.91%	80.81%	110.55%	137.69%
09-Sep-1996	1013.88	Short	12.73	0.00	2262.94	1983.45	6.90%	52.63%	83.85%	112.58%	140.93%
10-Sep-1996	1001.15	Short	9.81	0.00	2272.75	1993.26	10.45%	56.44%	85.35%	115.36%	144.67%
11-Sep-1996	991.34	Short	2.06	0.00	2274.81	1995.32	9.75%	58.29%	85.36%	117.54%	146.95%
12-Sep-1996	989.28	Short	8.56	0.00	2283.37	2003.88	15.62%	57.58%	84.69%	118.72%	148.22%
13-Sep-1996	980.72	Short	18.45	0.00	2301.82	2022.33	20.23%	60.11%	86.78%	123.27%	151.59%
16-Sep-1996	962.27	Short	-8.94	0.00	2292.88	2013.39	20.09%	58.66%	88.60%	121.30%	154.20%
17-Sep-1996	971.21	Long	23.22	0.97	2316.10	2035.63	22.86%	59.28%	90.56%	120.15%	153.90%
18-Sep-1996	994.43	Long	-16.67	0.00	2299.43	2018.96	20.36%	57.16%	85.67%	116.76%	148.13%
19-Sep-1996	977.76	Short	0.73	0.98	2300.16	2018.72	23.08%	58.49%	84.78%	117.44%	147.39%
20-Sep-1996	977.03	Short	8.19	0.00	2308.35	2026.91	24.65%	58.19%	85.10%	116.83%	148.31%
23-Sep-1996	968.84	Short	-0.07	0.00	2308.28	2026.84	23.67%	56.64%	85.66%	116.50%	149.86%
24-Sep-1996	968.91	Long	2.38	0.97	2310.66	2028.25	20.59%	57.97%	85.93%	117.62%	150.38%
25-Sep-1996	971.29	Long	-11.98	0.00	2298.68	2016.27	19.80%	55.69%	83.82%	116.65%	150.68%
26-Sep-1996	959.31	Short	12.08	0.96	2310.76	2027.39	19.71%	57.76%	85.70%	118.32%	152.56%
27-Sep-1996	947.23	Short	3.27	0.00	2314.03	2030.66	22.21%	57.90%	86.67%	121.71%	154.80%
30-Sep-1996	943.96	Short	7.69	0.00	2321.72	2038.35	21.96%	59.44%	86.36%	122.11%	159.21%
01-Oct-1996	936.27	Short	11.35	0.00	2333.07	2049.70	24.36%	61.13%	87.30%	123.22%	160.40%
03-Oct-1996	924.92	Short	20.80	0.00	2353.87	2070.50	25.15%	64.05%	89.18%	127.28%	165.37%
04-Oct-1996	904.12	Short	30.12	0.00	2383.99	2100.62	27.90%	68.97%	92.77%	134.55%	171.85%
07-Oct-1996	874.00	Short	0.10	0.00	2384.09	2100.72	27.43%	71.26%	95.94%	138.48%	177.16%
08-Oct-1996	873.90	Short	-0.82	0.00	2383.27	2099.90	28.83%	69.46%	95.48%	138.72%	177.23%
09-Oct-1996	874.72	Long	23.70	0.87	2406.97	2122.72	27.90%	71.99%	96.96%	142.29%	179.55%
10-Oct-1996	898.42	Long	10.37	0.00	2417.34	2133.09	27.33%	70.72%	95.62%	137.40%	175.57%
11-Oct-1996	908.79	Long	-16.74	0.00	2400.60	2116.35	25.87%	66.18%	95.09%	132.85%	169.07%
14-Oct-1996	892.05	Short	-5.72	0.89	2394.88	2109.74	26.23%	67.57%	95.38%	133.96%	172.19%
15-Oct-1996	897.77	Long	-5.00	0.90	2389.88	2103.84	26.45%	65.92%	94.26%	129.62%	170.45%
16-Oct-1996	892.77	Short	0.70	0.89	2390.58	2103.65	28.91%	66.21%	91.48%	128.98%	171.43%
17-Oct-1996	892.07	Short	-2.93	0.00	2387.65	2100.72	28.51%	65.07%	89.58%	133.18%	171.34%
18-Oct-1996	895.00	Long	24.09	0.90	2411.74	2123.92	34.74%	66.96%	91.80%	131.71%	175.24%
22-Oct-1996	919.09	Long	32.20	0.00	2443.94	2156.12	38.97%	68.02%	94.42%	132.54%	172.40%
23-Oct-1996	951.29	Long	-18.52	0.00	2425.42	2137.60	36.56%	63.25%	91.33%	127.58%	164.87%
24-Oct-1996	932.77	Short	-4.18	0.93	2421.24	2132.48	34.82%	62.35%	93.18%	127.09%	169.14%
25-Oct-1996	936.95	Long	-1.06	0.94	2420.18	2130.49	34.80%	61.80%	92.81%	125.65%	169.72%
28-Oct-1996	935.89	Short	9.50	0.94	2429.68	2139.05	36.67%	62.21%	93.61%	126.65%	172.07%
29-Oct-1996	926.39	Short	-2.64	0.00	2427.04	2136.41	35.08%	63.59%	94.71%	128.40%	172.72%
30-Oct-1996	929.03	Long	-19.74	0.93	2407.30	2115.74	32.37%	61.08%	92.73%	125.01%	168.30%
31-Oct-1996	909.29	Short	2.61	0.91	2409.91	2117.44	32.39%	63.01%	94.61%	127.99%	169.84%
01-Nov-1996	906.68	Short	16.55	0.00	2426.46	2133.99	34.12%	64.80%	97.12%	128.51%	173.73%
04-Nov-1996	890.13	Short	8.56	0.00	2435.02	2142.55	33.38%	65.69%	99.35%	135.82%	176.88%
05-Nov-1996	881.57	Short	15.00	0.00	2450.02	2157.55	34.89%	67.09%	101.86%	140.94%	180.99%
06-Nov-1996	866.57	Short	-8.32	0.00	2441.70	2149.23	31.34%	66.73%	102.61%	141.59%	183.81%
07-Nov-1996	874.89	Long	9.75	0.87	2451.45	2158.11	33.28%	67.15%	103.56%	145.96%	181.72%
08-Nov-1996	884.64	Long	-4.28	0.00	2447.17	2153.83	32.18%	67.31%	100.81%	141.60%	179.84%
10-Nov-1996	880.36	Short	-10.91	0.88	2436.26	2142.04	29.41%	64.78%	98.83%	140.96%	179.32%
11-Nov-1996	891.27	Long	5.57	0.89	2441.83	2146.72	29.74%	64.09%	98.63%	139.12%	176.94%
13-Nov-1996	896.84	Long	-7.45	0.00	2434.38	2139.27	30.20%	64.64%	97.34%	136.93%	174.63%
14-Nov-1996	889.39	Short	-4.92	0.89	2429.46	2133.46	28.73%	62.86%	97.03%	137.89%	174.55%
15-Nov-1996	894.31	Long	9.74	0.89	2439.20	2142.30	27.44%	63.29%	96.87%	138.19%	173.67%
18-Nov-1996	904.05	Long	-6.47	0.00	2432.73	2135.83	25.55%	59.56%	95.84%	135.44%	170.44%
19-Nov-1996	897.58	Short	20.97	0.90	2453.70	2155.90	28.77%	56.79%	98.78%	140.33%	172.77%
20-Nov-1996	876.61	Short	6.79	0.00	2460.49	2162.69	30.93%	56.10%	101.43%	142.63%	178.80%
21-Nov-1996	869.82	Short	19.49	0.00	2479.98	2182.18	32.05%	60.77%	104.32%	144.18%	182.04%
22-Nov-1996	850.33	Short	-1.93	0.00	2478.05	2180.25	31.50%	62.79%	106.82%	145.61%	185.20%
25-Nov-1996	852.26	Long	3.22	0.85	2481.27	2182.62	29.36%	57.37%	106.65%	145.85%	185.29%
26-Nov-1996	855.48	Long	-26.40	0.00	2454.87	2156.22	27.09%	47.91%	103.62%	142.03%	181.10%
27-Nov-1996	829.08	Short	3.61	0.83	2458.48	2159.00	27.82%	51.52%	107.06%	146.95%	184.98%
28-Nov-1996	825.47	Short	-4.85	0.00	2453.63	2154.15	26.09%	52.35%	106.97%	149.11%	184.42%
29-Nov-1996	830.32	Long	-10.07	0.83	2443.56	2143.25	26.39%	47.89%	105.37%	145.74%	183.97%
02-Dec-1996	820.25	Short	10.82	0.82	2454.38	2153.25	27.81%	50.40%	107.33%	147.33%	187.90%
03-Dec-1996	809.43	Short	21.28	0.00	2475.66	2174.53	32.14%	50.97%	110.67%	152.42%	190.44%
04-Dec-1996	788.15	Short	-14.08	0.00	2461.58	2160.45	32.39%	50.34%	110.74%	156.77%	191.54%
05-Dec-1996	802.23	Long	5.96	0.80	2467.54	2165.61	33.10%	47.45%	107.74%	152.85%	186.64%
06-Dec-1996	808.19	Long	0.50	0.00	2468.04	2166.11	34.28%	50.23%	105.90%	151.42%	183.70%
09-Dec-1996	808.69	Long	-5.49	0.00	2462.55	2160.62	38.07%	49.16%	107.09%	148.71%	182.63%
10-Dec-1996	803.20	Short	-33.87	0.80	2428.68	2125.95	34.08%	44.45%	103.48%	142.70%	182.54%
11-Dec-1996	837.07	Long	-9.82	0.84	2418.86	2115.29	30.66%	42.24%	99.22%	131.69%	172.26%
12-Dec-1996	827.25	Short	2.63	0.83	2421.49	2117.09	35.30%	43.08%	98.85%	134.76%	174.40%
13-Dec-1996	824.62	Short	-22.65	0.00	2398.84	2094.44	30.04%	36.24%	95.69%	130.64%	173.68%
16-Dec-1996	847.27	Long	3.47	0.85	2402.31	2097.07	28.75%	36.40%	92.17%	124.08%	167.76%
17-Dec-1996	850.74	Long	9.66	0.00	2411.97	2106.73	28.43%	37.58%	93.19%	124.65%	169.24%
18-Dec-1996	860.40	Long	0.18	0.00	2412.15	2106.91	26.12%	37.77%	91.36%	123.04%	165.60%
19-Dec-1996	860.58	Long	23.80	0.00	2435.95	2130.71	26.67%	41.16%	94.45%	126.38%	167.61%
20-Dec-1996	884.38	Long	-2.38	0.00	2433.57	2128.33	28.83%	38.79%	92.22%	121.58%	163.55%
23-Dec-1996	882.00	Short	-2.05	0.88	2431.52	2125.39	29.40%	37.05%	92.64%	120.62%	163.17%
24-Dec-1996	884.05	Long	27.75	0.88	2459.27	2152.26	32.07%	40.11%	95.72%	123.99%	164.96%
26-Dec-1996	911.80	Long	-12.70	0.00	2446.57	2139.56	29.63%	35.85%	91.31%	117.10%	158.20%
31-Dec-1996	899.10	Short	-40.45	0.90	2406.12	2098.21	25.81%	31.87%	87.93%	112.33%	154.27%
01-Jan-1997	939.55	Long	-12.50	0.94	2393.62	2084.77	21.98%	28.19%	81.63%	104.61%	143.99%
02-Jan-1997	927.05	Short	-4.60	0.93	2389.02	2079.24	22.69%	25.84%	81.35%	107.23%	143.45%
03-Jan-1997	931.65	Long	-3.85	0.93	2385.17	2074.46	22.04%	23.59%	79.53%	105.72%	142.73%
06-Jan-1997	927.80	Short	-1.00	0.93	2384.17	2072.53	21.30%	25.47%	77.41%	105.31%	146.31%
07-Jan-1997	928.80	Long	17.90	0.93	2402.07	2089.51	22.27%	28.39%	79.96%	106.41%	146.27%
08-Jan-1997	946.70	Long	9.90	0.00	2411.97	2099.41	22.27%	28.78%	80.27%	106.07%	145.66%
09-Jan-1997	956.60	Long	23.75	0.00	2435.72	2123.16	22.82%	31.29%	82.16%	106.97%	145.25%
10-Jan-1997	980.35	Long	0.35	0.00	2436.07	2123.51	19.59%	28.93%	78.64%	104.02%	140.10%
13-Jan-1997	980.70	Long	8.60	0.00	2444.67	2132.11	20.64%	27.44%	80.13%	102.61%	141.36%
14-Jan-1997	989.30	Long	52.50	0.00	2497.17	2184.61	23.65%	33.72%	85.01%	105.54%	145.35%
15-Jan-1997	1041.80	Long	-32.40	0.00	2464.77	2152.21	19.07%	29.92%	78.78%	97.51%	135.45%
16-Jan-1997	1009.40	Short	7.65	1.01	2472.42	2158.85	19.29%	30.79%	81.00%	101.34%	141.00%
17-Jan-1997	1001.75	Short	24.75	0.00	2497.17	2183.60	22.28%	32.48%	82.67%	105.46%	145.65%
20-Jan-1997	977.00	Short	16.50	0.00	2513.67	2200.10	25.21%	35.25%	85.34%	110.27%	151.16%
21-Jan-1997	960.50	Short	-26.60	0.00	2487.07	2173.50	21.69%	35.40%	83.59%	108.59%	150.56%
22-Jan-1997	987.10	Long	-1.20	0.99	2485.87	2171.31	21.00%	34.64%	77.92%	104.83%	144.95%
24-Jan-1997	985.90	Short	-23.25	0.99	2462.62	2147.07	18.99%	32.35%	74.07%	102.03%	141.28%
27-Jan-1997	1009.15	Long	12.65	1.01	2475.27	2158.71	19.02%	33.27%	74.57%	100.18%	137.23%
28-Jan-1997	1021.80	Long	-4.60	0.00	2470.67	2154.11	19.68%	33.19%	74.18%	98.97%	133.30%
29-Jan-1997	1017.20	Short	17.20	1.02	2487.87	2170.30	21.77%	33.63%	75.68%	101.55%	132.26%
30-Jan-1997	1000.00	Short	27.35	0.00	2515.22	2197.65	23.87%	35.72%	79.11%	107.14%	136.10%
31-Jan-1997	972.65	Short	24.45	0.00	2539.67	2222.10	27.61%	35.37%	82.18%	112.24%	142.30%
03-Feb-1997	948.20	Short	-10.10	0.00	2529.57	2212.00	25.45%	32.54%	81.95%	113.41%	145.77%
04-Feb-1997	958.30	Long	4.20	0.96	2533.77	2215.24	24.19%	31.49%	79.87%	112.90%	143.29%
05-Feb-1997	962.50	Long	5.25	0.00	2539.02	2220.49	23.61%	34.47%	82.31%	112.38%	143.60%
06-Feb-1997	967.75	Long	11.05	0.00	2550.07	2231.54	24.41%	34.39%	84.12%	111.85%	144.81%
07-Feb-1997	978.80	Long	2.65	0.00	2552.72	2234.19	23.53%	39.31%	81.73%	109.13%	143.52%
10-Feb-1997	981.45	Long	11.30	0.00	2564.02	2245.49	22.74%	42.95%	82.81%	109.46%	145.91%
11-Feb-1997	992.75	Long	8.25	0.00	2572.27	2253.74	24.21%	43.69%	81.07%	110.09%	141.79%
12-Feb-1997	1001.00	Long	1.15	0.00	2573.42	2254.89	21.90%	44.08%	79.42%	109.77%	138.48%
13-Feb-1997	1002.15	Long	7.30	0.00	2580.72	2262.19	24.27%	44.47%	80.99%	109.28%	140.13%
14-Feb-1997	1009.45	Long	10.65	0.00	2591.37	2272.84	25.17%	47.53%	81.83%	107.29%	138.92%
17-Feb-1997	1020.10	Long	-19.35	0.00	2572.02	2253.49	22.21%	45.82%	77.95%	103.71%	134.11%
18-Feb-1997	1000.75	Short	-11.10	1.00	2560.92	2241.39	21.44%	44.35%	76.28%	104.36%	134.23%
19-Feb-1997	1011.85	Long	-8.75	1.01	2552.17	2231.63	20.10%	39.81%	75.61%	102.39%	132.73%
20-Feb-1997	1003.10	Short	11.55	1.00	2563.72	2242.17	22.52%	41.70%	76.44%	103.69%	135.47%
21-Feb-1997	991.55	Short	26.80	0.00	2590.52	2268.97	24.36%	43.44%	80.25%	107.27%	138.83%
24-Feb-1997	964.75	Short	-1.35	0.00	2589.17	2267.62	24.56%	46.37%	81.41%	109.66%	144.06%
25-Feb-1997	966.10	Long	2.75	0.97	2591.92	2269.41	23.92%	45.37%	81.99%	108.30%	143.23%
26-Feb-1997	968.85	Long	23.90	0.00	2615.82	2293.31	25.14%	48.69%	84.22%	109.51%	144.22%
27-Feb-1997	992.75	Long	5.90	0.00	2621.72	2299.21	23.04%	46.47%	82.71%	106.12%	141.62%
28-Feb-1997	998.65	Long	104.30	0.00	2726.02	2403.51	30.33%	55.59%	92.78%	114.32%	152.14%
01-Mar-1997	1102.95	Long	4.75	0.00	2730.77	2408.26	27.88%	49.62%	84.35%	103.91%	137.62%
03-Mar-1997	1107.70	Long	9.60	0.00	2740.37	2417.86	28.70%	51.45%	83.50%	104.04%	138.14%
04-Mar-1997	1117.30	Long	15.60	0.00	2755.97	2433.46	27.81%	49.65%	84.17%	103.72%	139.21%
05-Mar-1997	1132.90	Long	-5.65	0.00	2750.32	2427.81	26.01%	47.69%	82.10%	101.84%	134.97%
06-Mar-1997	1127.25	Short	48.55	1.13	2798.87	2475.23	31.84%	52.69%	85.19%	108.49%	138.94%
10-Mar-1997	1078.70	Short	26.70	0.00	2825.57	2501.93	36.36%	58.05%	92.24%	115.23%	147.14%
11-Mar-1997	1052.00	Short	-22.20	0.00	2803.37	2479.73	35.73%	58.31%	91.98%	116.17%	146.34%
12-Mar-1997	1074.20	Long	-7.70	1.07	2795.67	2470.96	34.19%	58.22%	89.22%	110.22%	141.38%
13-Mar-1997	1066.50	Short	-3.60	1.07	2792.07	2466.29	34.28%	58.12%	88.71%	109.21%	145.67%
14-Mar-1997	1070.10	Long	2.50	1.07	2794.57	2467.72	32.13%	61.18%	88.13%	108.90%	142.29%
17-Mar-1997	1072.60	Long	-8.25	0.00	2786.32	2459.47	28.28%	61.67%	86.57%	109.19%	141.85%
18-Mar-1997	1064.35	Short	12.30	1.06	2798.62	2470.70	31.30%	63.97%	87.83%	112.93%	145.32%
19-Mar-1997	1052.05	Short	-2.75	0.00	2795.87	2467.95	31.89%	62.76%	87.17%	114.50%	144.57%
20-Mar-1997	1054.80	Long	6.60	1.05	2802.47	2473.50	32.52%	63.43%	87.41%	114.96%	144.13%
21-Mar-1997	1061.40	Long	-3.05	0.00	2799.42	2470.45	31.22%	63.56%	86.08%	113.76%	142.90%
25-Mar-1997	1058.35	Short	-0.85	1.06	2798.57	2468.54	31.38%	62.09%	87.04%	114.28%	143.77%
26-Mar-1997	1059.20	Long	-1.40	1.06	2797.17	2466.08	33.08%	61.47%	86.65%	114.41%	142.72%
27-Mar-1997	1057.80	Short	89.50	1.06	2886.67	2554.52	41.32%	69.16%	95.48%	122.65%	151.34%
31-Mar-1997	968.30	Short	-1.85	0.00	2884.82	2552.67	43.24%	75.19%	103.92%	134.18%	163.57%
01-Apr-1997	970.15	Long	32.05	0.97	2916.87	2583.75	45.48%	76.10%	105.75%	136.63%	170.09%
02-Apr-1997	1002.20	Long	8.45	0.00	2925.32	2592.20	43.37%	74.06%	102.38%	132.97%	167.35%
03-Apr-1997	1010.65	Long	-9.65	0.00	2915.67	2582.55	42.88%	69.75%	100.09%	130.86%	164.28%
04-Apr-1997	1001.00	Short	10.10	1.00	2925.77	2591.65	43.31%	72.40%	102.00%	133.83%	170.88%
07-Apr-1997	990.90	Short	-39.40	0.00	2886.37	2552.25	40.21%	68.93%	100.30%	130.21%	166.62%
09-Apr-1997	1030.30	Long	-21.95	1.03	2864.42	2529.27	37.58%	62.72%	92.94%	122.03%	158.03%
10-Apr-1997	1008.35	Short	-5.05	1.01	2859.37	2523.21	37.34%	63.62%	93.98%	124.51%	160.30%
11-Apr-1997	1013.40	Long	-10.15	1.01	2849.22	2512.05	36.79%	63.51%	93.99%	122.93%	157.97%
12-Apr-1997	1003.25	Short	-11.65	1.00	2837.57	2499.40	36.48%	61.95%	92.20%	122.50%	158.72%
15-Apr-1997	1014.90	Long	20.30	1.01	2857.87	2518.68	37.09%	61.26%	92.86%	122.44%	158.86%
17-Apr-1997	1035.20	Long	25.40	0.00	2883.27	2544.08	39.44%	61.75%	91.45%	123.13%	157.71%
21-Apr-1997	1060.60	Long	-0.80	0.00	2882.47	2543.28	36.52%	60.87%	84.59%	120.12%	155.29%
22-Apr-1997	1059.80	Short	-11.25	1.06	2871.22	2530.97	34.75%	60.33%	81.15%	118.65%	152.73%
23-Apr-1997	1071.05	Long	-3.85	1.07	2867.37	2526.05	32.11%	58.13%	81.46%	116.82%	149.19%
24-Apr-1997	1067.20	Short	-2.20	1.07	2865.17	2522.79	32.10%	57.19%	82.13%	117.21%	148.12%
25-Apr-1997	1069.40	Long	-4.00	1.07	2861.17	2517.72	31.33%	54.73%	77.06%	116.33%	147.57%
28-Apr-1997	1065.40	Short	7.95	1.07	2869.12	2524.60	34.58%	56.33%	73.04%	117.78%	148.62%
29-Apr-1997	1057.45	Short	-22.40	0.00	2846.72	2502.20	32.46%	54.27%	72.85%	116.39%	147.67%
30-Apr-1997	1079.85	Long	-10.85	1.08	2835.87	2490.27	31.13%	51.07%	71.14%	112.90%	145.11%
02-May-1997	1069.00	Short	23.50	1.07	2859.37	2512.70	34.56%	55.06%	71.76%	116.40%	147.76%
05-May-1997	1045.50	Short	-2.90	0.00	2856.47	2509.80	34.10%	55.92%	73.64%	118.31%	149.69%
06-May-1997	1048.40	Long	-4.00	1.05	2852.47	2504.75	31.50%	56.32%	70.85%	116.94%	149.17%
07-May-1997	1044.40	Short	-9.65	1.04	2842.82	2494.06	31.94%	56.39%	69.93%	115.51%	150.25%
08-May-1997	1054.05	Long	-0.70	1.05	2842.12	2492.30	30.99%	56.19%	67.11%	112.99%	147.32%
09-May-1997	1053.35	Short	12.85	1.05	2854.97	2504.10	32.09%	58.39%	70.63%	113.34%	148.26%
12-May-1997	1040.50	Short	9.45	0.00	2864.42	2513.55	33.92%	63.51%	72.13%	117.15%	149.50%
13-May-1997	1031.05	Short	-10.60	0.00	2853.82	2502.95	36.57%	63.11%	71.19%	117.18%	147.73%
14-May-1997	1041.65	Long	3.35	1.04	2857.17	2505.26	37.44%	62.08%	71.39%	117.17%	143.27%
15-May-1997	1045.00	Long	3.40	0.00	2860.57	2508.66	37.47%	65.41%	71.57%	115.72%	144.15%
16-May-1997	1048.40	Long	2.40	0.00	2862.97	2511.06	39.74%	63.37%	68.24%	115.01%	142.50%
19-May-1997	1050.80	Long	0.05	0.00	2863.02	2511.11	39.40%	62.59%	68.76%	113.72%	139.45%
20-May-1997	1050.85	Long	-8.85	0.00	2854.17	2502.26	37.64%	60.65%	68.07%	113.08%	138.55%
21-May-1997	1042.00	Short	4.80	1.04	2858.97	2506.02	38.30%	59.87%	69.49%	113.74%	139.90%
22-May-1997	1037.20	Short	3.50	0.00	2862.47	2509.52	36.52%	58.65%	70.68%	114.89%	141.38%
23-May-1997	1033.70	Short	6.80	0.00	2869.27	2516.32	37.53%	62.20%	70.72%	116.43%	141.55%
26-May-1997	1026.90	Short	1.20	0.00	2870.47	2517.52	38.19%	63.44%	70.00%	117.75%	141.79%
27-May-1997	1025.70	Short	-1.30	0.00	2869.17	2516.22	35.48%	63.12%	70.05%	117.99%	142.35%
28-May-1997	1027.00	Long	11.20	1.03	2880.37	2526.39	37.67%	63.97%	69.50%	118.73%	141.63%
29-May-1997	1038.20	Long	12.70	0.00	2893.07	2539.09	42.47%	64.82%	70.07%	118.62%	139.75%
30-May-1997	1050.90	Long	14.05	0.00	2907.12	2553.14	44.57%	64.22%	69.77%	117.55%	138.09%
02-Jun-1997	1064.95	Long	8.80	0.00	2915.92	2561.94	45.33%	65.08%	67.82%	116.14%	138.67%
03-Jun-1997	1073.75	Long	12.00	0.00	2927.92	2573.94	46.52%	65.64%	66.98%	115.52%	138.25%
04-Jun-1997	1085.75	Long	0.85	0.00	2928.77	2574.79	46.26%	64.46%	68.02%	112.41%	136.25%
05-Jun-1997	1086.60	Long	-3.85	0.00	2924.92	2570.94	44.31%	63.34%	68.58%	112.66%	135.26%
06-Jun-1997	1082.75	Short	8.10	1.08	2933.02	2577.96	44.20%	63.67%	69.36%	114.38%	136.94%
09-Jun-1997	1074.65	Short	-6.45	0.00	2926.57	2571.51	41.72%	62.04%	69.58%	114.86%	136.94%
10-Jun-1997	1081.10	Long	23.50	1.08	2950.07	2593.93	43.51%	61.28%	69.75%	114.83%	137.84%
11-Jun-1997	1104.60	Long	16.10	0.00	2966.17	2610.03	43.27%	61.59%	67.63%	114.41%	134.37%
12-Jun-1997	1120.70	Long	15.60	0.00	2981.77	2625.63	39.35%	60.23%	69.12%	114.40%	132.51%
13-Jun-1997	1136.30	Long	-6.60	0.00	2975.17	2619.03	41.08%	58.56%	68.51%	113.31%	130.48%
16-Jun-1997	1129.70	Short	-9.10	1.13	2966.07	2608.80	39.83%	57.07%	67.34%	112.21%	130.38%
17-Jun-1997	1138.80	Long	21.00	1.14	2987.07	2628.66	39.08%	58.68%	67.66%	111.81%	131.85%
18-Jun-1997	1159.80	Long	0.00	0.00	2987.07	2628.66	36.95%	58.19%	66.65%	108.84%	129.84%
19-Jun-1997	1159.80		0.00	1.16	2987.07	2627.50	39.14%	57.10%	68.46%	108.37%	129.07%
20-Jun-1997	1158.35	Short	4.65	1.16	2991.72	2630.99	39.68%	57.58%	69.20%	106.08%	129.02%
23-Jun-1997	1153.70	Short	-1.60	0.00	2990.12	2629.39	41.81%	58.04%	69.45%	105.10%	128.99%
24-Jun-1997	1155.30	Long	6.60	1.16	2996.72	2634.83	41.21%	57.83%	70.27%	106.35%	128.72%
25-Jun-1997	1161.90	Long	6.30	0.00	3003.02	2641.13	41.92%	59.22%	71.10%	107.15%	128.95%
26-Jun-1997	1168.20	Long	1.45	0.00	3004.47	2642.58	40.43%	59.38%	69.71%	106.33%	128.85%
27-Jun-1997	1169.65	Long	22.75	0.00	3027.22	2665.33	39.99%	60.40%	70.52%	107.62%	131.58%
30-Jun-1997	1192.40	Long	8.05	0.00	3035.27	2673.38	37.85%	60.37%	66.70%	104.88%	129.40%
01-Jul-1997	1200.45	Long	22.50	0.00	3057.77	2695.88	40.31%	60.41%	66.01%	105.04%	129.89%
02-Jul-1997	1222.95	Long	-8.05	0.00	3049.72	2687.83	38.64%	57.60%	63.32%	101.23%	127.11%
03-Jul-1997	1214.90	Short	-1.20	1.21	3048.52	2685.42	38.27%	56.97%	65.58%	103.48%	127.30%
04-Jul-1997	1216.10	Long	-6.40	1.22	3042.12	2677.80	36.70%	56.12%	64.07%	103.63%	125.70%
07-Jul-1997	1209.70	Short	11.45	1.21	3053.57	2688.04	37.52%	56.56%	69.33%	103.65%	125.82%
08-Jul-1997	1198.25	Short	-38.30	0.00	3015.27	2649.74	33.74%	52.36%	68.92%	101.56%	123.39%
09-Jul-1997	1236.55	Long	2.60	1.24	3017.87	2651.11	32.14%	51.57%	67.21%	97.22%	120.52%
10-Jul-1997	1239.15	Long	-18.05	0.00	2999.82	2633.06	30.52%	48.21%	66.13%	94.68%	119.19%
11-Jul-1997	1221.10	Short	34.05	1.22	3033.87	2665.89	33.06%	52.98%	69.56%	99.53%	122.74%
14-Jul-1997	1187.05	Short	3.70	0.00	3037.57	2669.59	33.42%	54.83%	73.84%	103.01%	124.66%
15-Jul-1997	1183.35	Short	0.35	0.00	3037.92	2669.94	35.19%	54.34%	74.69%	102.38%	124.60%
16-Jul-1997	1183.00	Short	1.60	0.00	3039.52	2671.54	36.36%	54.50%	73.88%	100.89%	124.65%
17-Jul-1997	1181.40	Short	16.40	0.00	3055.92	2687.94	38.62%	55.84%	72.72%	103.38%	126.32%
21-Jul-1997	1165.00	Short	-8.25	0.00	3047.67	2679.69	37.55%	56.95%	73.46%	103.37%	126.83%
22-Jul-1997	1173.25	Long	27.45	1.17	3075.12	2705.96	37.25%	57.84%	73.96%	105.06%	127.91%
23-Jul-1997	1200.70	Long	-0.75	0.00	3074.37	2705.21	36.44%	56.18%	73.70%	101.86%	124.55%
24-Jul-1997	1199.95	Short	14.90	1.20	3089.27	2718.91	37.46%	56.72%	73.99%	103.47%	124.66%
25-Jul-1997	1185.05	Short	3.40	0.00	3092.67	2722.31	36.20%	56.76%	76.01%	105.06%	125.73%
28-Jul-1997	1181.65	Short	-8.65	0.00	3084.02	2713.66	35.07%	54.43%	74.12%	104.56%	124.23%
29-Jul-1997	1190.30	Long	7.60	1.19	3091.62	2720.07	26.60%	52.04%	73.23%	104.43%	122.51%
30-Jul-1997	1197.90	Long	23.60	0.00	3115.22	2743.67	28.00%	53.67%	73.68%	105.66%	123.67%
31-Jul-1997	1221.50	Long	10.90	0.00	3126.12	2754.57	27.57%	53.60%	74.22%	103.29%	121.91%
01-Aug-1997	1232.40	Long	18.00	0.00	3144.12	2772.57	27.52%	52.73%	72.53%	103.82%	121.55%
04-Aug-1997	1250.40	Long	22.75	0.00	3166.87	2795.32	29.39%	52.96%	72.60%	103.77%	121.66%
05-Aug-1997	1273.15	Long	19.80	0.00	3186.67	2815.12	26.70%	54.89%	73.35%	102.13%	122.76%
06-Aug-1997	1292.95	Long	-23.30	0.00	3163.37	2791.82	22.42%	52.75%	70.85%	99.38%	118.56%
07-Aug-1997	1269.65	Short	12.70	1.27	3176.07	2803.25	25.48%	55.09%	73.79%	101.70%	121.74%
08-Aug-1997	1256.95	Short	-1.40	0.00	3174.67	2801.85	26.33%	55.55%	76.08%	102.57%	120.52%
11-Aug-1997	1258.35	Long	-9.90	1.26	3164.77	2790.70	25.78%	54.83%	75.04%	100.96%	118.34%
12-Aug-1997	1248.45	Short	3.85	1.25	3168.62	2793.30	26.08%	53.62%	78.52%	101.62%	119.42%
13-Aug-1997	1244.60	Short	16.70	0.00	3185.32	2810.00	28.16%	52.54%	81.31%	102.77%	122.27%
14-Aug-1997	1227.90	Short	26.45	0.00	3211.77	2836.45	29.79%	56.91%	85.24%	105.92%	127.67%
18-Aug-1997	1201.45	Short	20.75	0.00	3232.52	2857.20	32.40%	60.32%	87.36%	108.73%	132.66%
19-Aug-1997	1180.70	Short	-17.50	0.00	3215.02	2839.70	31.02%	60.07%	87.68%	109.11%	133.72%
20-Aug-1997	1198.20	Long	-16.70	1.20	3198.32	2821.80	29.32%	56.98%	85.63%	105.58%	130.10%
21-Aug-1997	1181.50	Short	21.05	1.18	3219.37	2841.67	31.58%	59.69%	87.20%	109.55%	133.95%
22-Aug-1997	1160.45	Short	16.15	0.00	3235.52	2857.82	33.76%	63.95%	89.86%	112.84%	138.19%
25-Aug-1997	1144.30	Short	-7.45	0.00	3228.07	2850.37	25.85%	64.05%	89.79%	114.12%	139.23%
26-Aug-1997	1151.75	Long	16.65	1.15	3244.72	2865.87	27.19%	63.54%	90.40%	114.56%	140.00%
27-Aug-1997	1168.40	Long	-33.75	0.00	3210.97	2832.12	21.26%	59.02%	84.45%	109.06%	134.71%
28-Aug-1997	1134.65	Short	29.65	1.13	3240.62	2860.63	23.66%	61.96%	89.07%	114.09%	141.10%
29-Aug-1997	1105.00	Short	0.30	0.00	3240.92	2860.93	25.19%	64.41%	88.99%	116.74%	144.88%
01-Sep-1997	1104.70	Short	-12.45	0.00	3228.47	2848.48	23.25%	62.49%	88.85%	115.67%	144.51%
02-Sep-1997	1117.15	Long	17.55	1.12	3246.02	2864.91	27.99%	63.65%	89.13%	116.95%	143.48%
03-Sep-1997	1134.70	Long	2.45	0.00	3248.47	2867.36	29.80%	63.92%	86.74%	114.18%	140.60%
04-Sep-1997	1137.15	Long	12.10	0.00	3260.57	2879.46	31.33%	64.44%	87.75%	114.67%	141.74%
05-Sep-1997	1149.25	Long	9.00	0.00	3269.57	2888.46	32.75%	65.19%	88.76%	115.63%	141.15%
08-Sep-1997	1158.25	Long	1.30	0.00	3270.87	2889.76	33.70%	65.30%	87.36%	113.56%	139.81%
09-Sep-1997	1159.55	Long	-5.00	0.00	3265.87	2884.76	31.57%	64.03%	85.19%	112.84%	138.74%
10-Sep-1997	1154.55	Short	0.25	1.15	3266.12	2883.86	29.43%	64.79%	84.80%	111.43%	139.83%
11-Sep-1997	1154.30	Short	11.45	0.00	3277.57	2895.31	30.50%	64.06%	86.43%	108.22%	140.87%
12-Sep-1997	1142.85	Short	1.85	0.00	3279.42	2897.16	32.04%	64.27%	87.99%	107.30%	142.07%
15-Sep-1997	1141.00	Short	0.85	0.00	3280.27	2898.01	32.60%	62.74%	87.17%	109.07%	142.26%
16-Sep-1997	1140.15	Short	5.95	0.00	3286.22	2903.96	33.43%	63.47%	86.96%	110.30%	143.14%
17-Sep-1997	1134.20	Short	24.85	0.00	3311.07	2928.81	36.25%	65.79%	87.85%	108.90%	145.93%
18-Sep-1997	1109.35	Short	5.05	0.00	3316.12	2933.86	36.89%	70.10%	90.99%	107.04%	150.01%
19-Sep-1997	1104.30	Short	19.30	0.00	3335.42	2953.16	40.84%	71.91%	92.80%	110.59%	152.29%
22-Sep-1997	1085.00	Short	-3.65	0.00	3331.77	2949.51	42.33%	73.30%	93.15%	113.13%	154.69%
23-Sep-1997	1088.65	Long	12.20	1.09	3343.97	2960.62	41.14%	75.08%	95.21%	111.61%	155.44%
24-Sep-1997	1100.85	Long	10.50	0.00	3354.47	2971.12	41.91%	74.29%	95.01%	111.85%	154.27%
25-Sep-1997	1111.35	Long	4.75	0.00	3359.22	2975.87	42.39%	72.10%	95.52%	109.23%	152.71%
26-Sep-1997	1116.10	Long	9.60	0.00	3368.82	2985.47	44.03%	73.92%	96.79%	109.47%	152.12%
29-Sep-1997	1125.70	Long	-1.90	0.00	3366.92	2983.57	43.64%	72.66%	96.25%	106.48%	149.44%
30-Sep-1997	1123.80	Short	9.10	1.12	3376.02	2991.55	43.37%	73.45%	98.11%	109.57%	149.61%
01-Oct-1997	1114.70	Short	-19.85	0.00	3356.17	2971.70	41.10%	72.76%	100.38%	108.43%	150.46%
09-Oct-1997	1134.55	Long	29.00	1.13	3385.17	2999.56	43.77%	77.00%	101.13%	108.47%	150.26%
10-Oct-1997	1163.55	Long	-6.60	0.00	3378.57	2992.96	41.92%	75.43%	97.49%	105.82%	146.81%
13-Oct-1997	1156.95	Short	19.05	1.16	3397.62	3010.85	43.41%	77.25%	102.49%	108.06%	147.93%
14-Oct-1997	1137.90	Short	-12.55	0.00	3385.07	2998.30	42.82%	79.43%	101.20%	105.70%	148.78%
15-Oct-1997	1150.45	Long	17.90	1.15	3402.97	3015.05	43.80%	79.79%	100.97%	106.60%	147.68%
16-Oct-1997	1168.35	Long	9.45	0.00	3412.42	3024.50	44.70%	78.55%	99.25%	105.92%	146.41%
17-Oct-1997	1177.80	Long	10.40	0.00	3422.82	3034.90	44.90%	78.79%	97.87%	106.38%	145.53%
20-Oct-1997	1188.20	Long	-13.25	0.00	3409.57	3021.65	43.10%	74.98%	94.30%	104.80%	143.39%
21-Oct-1997	1174.95	Short	5.10	1.17	3414.67	3025.58	43.34%	76.37%	98.07%	105.56%	145.78%
22-Oct-1997	1169.85	Short	18.20	0.00	3432.87	3043.78	44.99%	78.50%	100.67%	106.43%	148.35%
23-Oct-1997	1151.65	Short	15.00	0.00	3447.87	3058.78	47.11%	78.71%	103.33%	109.50%	152.20%
24-Oct-1997	1136.65	Short	15.85	0.00	3463.72	3074.63	48.23%	82.27%	106.03%	111.03%	155.51%
27-Oct-1997	1120.80	Short	88.20	0.00	3551.92	3162.83	55.65%	94.99%	115.69%	120.56%	165.53%
28-Oct-1997	1032.60	Short	-74.40	0.00	3477.52	3088.43	51.84%	97.20%	117.20%	122.85%	171.47%
29-Oct-1997	1107.00	Long	-21.75	1.11	3455.77	3065.57	45.50%	89.10%	108.10%	110.74%	157.22%
30-Oct-1997	1085.25	Short	1.25	1.09	3457.02	3065.74	45.32%	91.34%	110.26%	111.59%	159.62%
03-Nov-1997	1084.00	Short	-6.20	0.00	3450.82	3059.54	44.72%	91.05%	109.28%	112.85%	157.31%
04-Nov-1997	1090.20	Long	-5.20	1.09	3445.62	3053.25	44.24%	88.40%	107.38%	112.59%	156.53%
05-Nov-1997	1085.00	Short	4.05	1.09	3449.67	3056.21	44.08%	88.18%	107.61%	113.29%	158.22%
06-Nov-1997	1080.95	Short	6.15	0.00	3455.82	3062.36	45.41%	86.89%	107.09%	114.58%	159.60%
07-Nov-1997	1074.80	Short	8.90	0.00	3464.72	3071.26	44.41%	88.18%	106.05%	114.57%	159.91%
10-Nov-1997	1065.90	Short	-7.45	0.00	3457.27	3063.81	42.57%	87.41%	106.40%	112.65%	161.14%
11-Nov-1997	1073.35	Long	-28.35	1.07	3428.92	3034.39	38.08%	79.17%	100.97%	110.25%	157.53%
12-Nov-1997	1045.00	Short	22.60	1.05	3451.52	3055.94	41.81%	86.48%	105.49%	116.31%	165.02%
13-Nov-1997	1022.40	Short	-2.55	0.00	3448.97	3053.39	43.49%	87.49%	106.54%	117.90%	167.47%
17-Nov-1997	1024.95	Long	-15.15	1.02	3433.82	3037.22	39.86%	83.28%	105.06%	115.03%	164.09%
18-Nov-1997	1009.80	Short	21.95	1.01	3455.77	3058.16	42.53%	84.97%	109.36%	119.08%	167.54%
19-Nov-1997	987.85	Short	-7.30	0.00	3448.47	3050.86	42.86%	88.82%	109.90%	123.24%	170.09%
20-Nov-1997	995.15	Long	10.60	1.00	3459.07	3060.46	43.16%	89.35%	110.18%	123.71%	166.64%
21-Nov-1997	1005.75	Long	-24.50	0.00	3434.57	3035.96	40.42%	88.38%	107.00%	120.09%	160.98%
24-Nov-1997	981.25	Short	-29.45	0.98	3405.12	3005.53	37.78%	86.30%	105.87%	120.51%	162.99%
25-Nov-1997	1010.70	Long	6.15	1.01	3411.27	3010.67	36.56%	84.75%	104.64%	118.30%	159.74%
26-Nov-1997	1016.85	Long	29.90	0.00	3441.17	3040.57	39.14%	85.59%	107.36%	119.23%	161.29%
27-Nov-1997	1046.75	Long	-22.80	0.00	3418.37	3017.77	33.67%	78.35%	101.16%	112.47%	153.93%
28-Nov-1997	1023.95	Short	-8.70	1.02	3409.67	3008.05	32.68%	76.76%	102.98%	110.36%	154.82%
01-Dec-1997	1032.65	Long	-2.85	1.03	3406.82	3004.17	29.85%	76.71%	100.08%	106.59%	151.96%
02-Dec-1997	1029.80	Short	-0.90	1.03	3405.92	3002.24	30.53%	76.42%	98.93%	105.72%	150.75%
03-Dec-1997	1030.70	Long	-18.95	1.03	3386.97	2982.25	28.80%	73.91%	95.95%	106.10%	150.77%
04-Dec-1997	1011.75	Short	5.45	1.01	3392.42	2986.69	30.53%	74.64%	97.99%	107.54%	155.10%
05-Dec-1997	1006.30	Short	-2.50	0.00	3389.92	2984.19	29.43%	74.53%	97.42%	112.77%	154.03%
08-Dec-1997	1008.80	Long	-24.75	1.01	3365.17	2958.43	30.60%	70.67%	92.79%	112.46%	151.24%
09-Dec-1997	984.05	Short	12.15	0.98	3377.32	2969.60	32.37%	72.75%	97.17%	116.82%	154.53%
10-Dec-1997	971.90	Short	-1.75	0.00	3375.57	2967.85	34.45%	73.36%	95.92%	118.76%	155.16%
11-Dec-1997	973.65	Long	-8.50	0.97	3367.07	2958.38	30.04%	71.50%	96.48%	117.27%	154.87%
12-Dec-1997	965.15	Short	-14.70	0.97	3352.37	2942.71	28.30%	69.41%	95.74%	119.12%	154.99%
15-Dec-1997	979.85	Long	22.50	0.98	3374.87	2964.23	30.03%	72.54%	95.66%	120.24%	153.68%
16-Dec-1997	1002.35	Long	10.80	0.00	3385.67	2975.03	30.28%	73.19%	94.60%	117.47%	149.35%
17-Dec-1997	1013.15	Long	-3.45	0.00	3382.22	2971.58	28.00%	73.04%	93.11%	112.80%	148.55%
18-Dec-1997	1009.70	Short	-18.70	1.01	3363.52	2951.87	26.96%	70.29%	92.66%	111.71%	146.23%
19-Dec-1997	1028.40	Long	23.00	1.03	3386.52	2973.84	26.05%	68.54%	92.03%	110.42%	145.91%
22-Dec-1997	1051.40	Long	3.40	0.00	3389.92	2977.24	25.87%	67.49%	90.03%	110.04%	142.20%
23-Dec-1997	1054.80	Long	-0.65	0.00	3389.27	2976.59	24.43%	67.04%	88.95%	108.60%	142.14%
24-Dec-1997	1054.15	Short	-7.30	1.05	3381.97	2968.24	23.33%	64.03%	87.14%	108.77%	141.43%
26-Dec-1997	1061.45	Long	17.55	1.06	3399.52	2984.73	25.54%	64.58%	86.13%	108.05%	141.94%
29-Dec-1997	1079.00	Long	-20.50	0.00	3379.02	2964.23	22.63%	51.97%	80.04%	103.41%	137.83%
30-Dec-1997	1058.50	Short	-20.90	1.06	3358.12	2942.27	18.76%	50.45%	79.50%	102.15%	138.34%
31-Dec-1997	1079.40	Long	1.80	1.08	3359.92	2942.99	17.46%	48.65%	78.11%	101.45%	134.34%
01-Jan-1998	1081.20	Long	5.00	0.00	3364.92	2947.99	16.22%	47.59%	76.33%	98.90%	134.57%
02-Jan-1998	1086.20	Long	5.45	0.00	3370.37	2953.44	14.56%	48.39%	75.52%	98.13%	134.02%
05-Jan-1998	1091.65	Long	-12.50	0.00	3357.87	2940.94	11.53%	42.66%	75.54%	97.07%	130.63%
06-Jan-1998	1079.15	Short	-3.25	1.08	3354.62	2936.61	13.42%	40.28%	76.62%	98.31%	132.48%
07-Jan-1998	1082.40	Long	-24.65	1.08	3329.97	2910.88	9.94%	39.83%	74.56%	96.50%	129.23%
08-Jan-1998	1057.75	Short	24.20	1.06	3354.17	2934.02	12.50%	43.78%	78.50%	102.91%	134.38%
09-Jan-1998	1033.55	Short	37.75	0.00	3391.92	2971.77	17.52%	48.91%	84.28%	108.89%	140.44%
12-Jan-1998	995.80	Short	-3.30	0.00	3388.62	2968.47	17.59%	50.29%	84.81%	116.04%	144.99%
13-Jan-1998	999.10	Long	-1.55	1.00	3387.07	2965.92	15.61%	50.69%	81.05%	116.90%	143.63%
14-Jan-1998	997.55	Short	7.90	1.00	3394.97	2972.82	13.67%	50.34%	83.73%	118.59%	144.05%
15-Jan-1998	989.65	Short	-8.15	0.00	3386.82	2964.67	10.86%	50.19%	84.09%	116.91%	142.86%
16-Jan-1998	997.80	Long	19.45	1.00	3406.27	2983.13	14.37%	51.07%	85.45%	118.13%	143.48%
19-Jan-1998	1017.25	Long	-5.80	0.00	3400.47	2977.33	15.29%	49.83%	82.41%	116.15%	139.64%
20-Jan-1998	1011.45	Short	-0.95	1.01	3399.52	2975.36	13.22%	50.11%	82.95%	115.08%	141.19%
21-Jan-1998	1012.40	Long	-20.05	1.01	3379.47	2954.30	9.53%	48.22%	82.83%	112.53%	138.88%
22-Jan-1998	992.35	Short	5.55	0.99	3385.02	2958.86	10.93%	40.75%	84.79%	114.47%	142.53%
23-Jan-1998	986.80	Short	23.50	0.00	3408.52	2982.36	11.81%	43.54%	85.97%	117.32%	145.51%
27-Jan-1998	963.30	Short	18.50	0.00	3427.02	3000.86	17.52%	43.30%	89.10%	119.94%	149.80%
28-Jan-1998	944.80	Short	3.45	0.00	3430.47	3004.31	15.21%	43.62%	89.62%	122.18%	152.22%
29-Jan-1998	941.35	Short	-22.10	0.00	3408.37	2982.21	12.88%	42.46%	88.49%	117.34%	149.92%
30-Jan-1998	963.45	Long	13.15	0.96	3421.52	2994.40	15.15%	41.80%	86.80%	117.02%	147.78%
02-Feb-1998	976.60	Long	-1.35	0.00	3420.17	2993.05	13.12%	45.14%	85.93%	115.08%	146.90%
03-Feb-1998	975.25	Short	7.30	0.98	3427.47	2999.37	13.54%	48.20%	87.91%	114.46%	146.38%
04-Feb-1998	967.95	Short	-8.15	0.00	3419.32	2991.22	11.55%	48.35%	87.25%	114.63%	146.26%
05-Feb-1998	976.10	Long	1.55	0.98	3420.87	2991.80	10.59%	49.15%	87.34%	115.09%	146.73%
06-Feb-1998	977.65	Long	-1.55	0.00	3419.32	2990.25	10.28%	50.21%	87.64%	113.78%	144.82%
09-Feb-1998	976.10	Short	12.40	0.98	3431.72	3001.67	11.98%	49.48%	88.04%	113.18%	146.03%
10-Feb-1998	963.70	Short	4.80	0.00	3436.52	3006.47	12.72%	47.98%	90.34%	114.31%	146.21%
11-Feb-1998	958.90	Short	2.25	0.00	3438.77	3008.72	11.83%	48.54%	88.94%	115.87%	142.10%
12-Feb-1998	956.65	Short	-17.90	0.00	3420.87	2990.82	9.79%	48.07%	86.56%	114.91%	137.97%
13-Feb-1998	974.55	Long	17.15	0.97	3438.02	3006.99	11.18%	49.35%	84.63%	113.24%	138.88%
17-Feb-1998	991.70	Long	-2.85	0.00	3435.17	3004.14	10.10%	48.54%	83.08%	110.08%	136.92%
18-Feb-1998	988.85	Short	-8.70	0.99	3426.47	2994.46	6.64%	48.21%	82.10%	107.40%	131.55%
19-Feb-1998	997.55	Long	-3.90	1.00	3422.57	2989.56	5.58%	46.61%	83.54%	106.77%	124.62%
20-Feb-1998	993.65	Short	-15.95	0.99	3406.62	2972.61	1.96%	47.34%	81.88%	105.09%	124.87%
23-Feb-1998	1009.60	Long	4.50	1.01	3411.12	2976.10	2.63%	48.12%	81.41%	102.74%	124.22%
24-Feb-1998	1014.10	Long	21.95	0.00	3433.07	2998.05	3.69%	47.86%	84.29%	105.90%	123.50%
25-Feb-1998	1036.05	Long	9.75	0.00	3442.82	3007.80	3.54%	48.07%	82.48%	104.50%	122.38%
26-Feb-1998	1045.80	Long	14.95	0.00	3457.77	3022.75	4.48%	49.53%	81.11%	105.99%	120.56%
27-Feb-1998	1060.75	Long	37.45	0.00	3495.22	3060.20	7.05%	53.37%	84.82%	108.89%	122.23%
02-Mar-1998	1098.20	Long	-34.70	0.00	3460.52	3025.50	3.82%	48.55%	78.30%	102.48%	112.96%
03-Mar-1998	1063.50	Short	-28.85	1.06	3431.67	2995.59	0.38%	46.21%	78.00%	104.05%	116.17%
04-Mar-1998	1092.35	Long	-9.00	1.09	3422.67	2985.50	1.26%	43.20%	75.51%	103.70%	111.91%
05-Mar-1998	1083.35	Short	1.90	1.08	3424.57	2986.32	-1.22%	44.62%	79.42%	104.69%	112.37%
06-Mar-1998	1081.45	Short	-18.05	0.00	3406.52	2968.27	-2.28%	42.81%	78.87%	102.61%	111.57%
09-Mar-1998	1099.50	Long	-13.45	1.10	3393.07	2953.72	-5.20%	40.48%	76.09%	102.65%	108.50%
10-Mar-1998	1086.05	Short	3.05	1.09	3396.12	2955.68	-3.92%	40.94%	79.30%	102.11%	106.82%
11-Mar-1998	1083.00	Short	5.50	0.00	3401.62	2961.18	-4.97%	41.56%	79.79%	102.28%	108.27%
12-Mar-1998	1077.50	Short	-12.95	0.00	3388.67	2948.23	-7.08%	41.39%	78.10%	100.54%	107.77%
16-Mar-1998	1090.45	Long	-7.15	1.09	3381.52	2939.99	-8.70%	39.80%	76.40%	97.01%	106.20%
17-Mar-1998	1083.30	Short	-20.05	1.08	3361.47	2918.86	-9.49%	37.79%	72.75%	93.94%	105.45%
18-Mar-1998	1103.35	Long	2.45	1.10	3363.92	2920.20	-9.55%	36.61%	71.77%	94.88%	102.86%
19-Mar-1998	1105.80	Long	3.80	0.00	3367.72	2924.00	-10.83%	36.76%	72.22%	95.67%	101.77%
20-Mar-1998	1109.60	Long	14.50	0.00	3382.22	2938.50	-10.84%	38.06%	70.86%	96.41%	102.81%
23-Mar-1998	1124.10	Long	-3.25	0.00	3378.97	2935.25	-12.40%	36.37%	70.78%	94.82%	99.87%
24-Mar-1998	1120.85	Short	-26.10	1.12	3352.87	2908.03	-22.73%	32.92%	72.25%	92.95%	97.82%
25-Mar-1998	1146.95	Long	-17.45	1.15	3335.42	2889.44	-17.35%	29.32%	70.16%	88.17%	93.25%
26-Mar-1998	1129.50	Short	-10.85	1.13	3324.57	2877.46	-16.65%	27.93%	70.67%	89.29%	91.88%
27-Mar-1998	1140.35	Long	-15.50	1.14	3309.07	2860.82	-17.97%	25.16%	68.96%	86.96%	88.23%
30-Mar-1998	1124.85	Short	7.95	1.12	3317.02	2867.64	-17.06%	26.03%	70.69%	88.26%	91.69%
31-Mar-1998	1116.90	Short	-33.20	0.00	3283.82	2834.44	-19.59%	23.59%	66.70%	85.22%	90.31%
01-Apr-1998	1150.10	Long	7.30	1.15	3291.12	2840.59	-18.75%	22.84%	64.45%	82.78%	88.13%
02-Apr-1998	1157.40	Long	16.05	0.00	3307.17	2856.64	-17.77%	24.64%	63.37%	82.24%	89.24%
03-Apr-1998	1173.45	Long	13.65	0.00	3320.82	2870.29	-17.13%	23.55%	63.64%	80.01%	87.81%
06-Apr-1998	1187.10	Long	0.70	0.00	3321.52	2870.99	-16.24%	21.98%	62.24%	79.29%	84.91%
07-Apr-1998	1187.80	Long	21.80	0.00	3343.32	2892.79	-11.92%	22.49%	59.62%	79.32%	87.71%
09-Apr-1998	1209.60	Long	-17.20	0.00	3326.12	2875.59	-14.91%	21.21%	59.80%	76.22%	85.57%
10-Apr-1998	1192.40	Short	32.95	1.19	3359.07	2907.35	-12.25%	25.04%	62.77%	79.10%	88.84%
13-Apr-1998	1159.45	Short	-46.85	0.00	3312.22	2860.50	-15.24%	20.00%	58.38%	77.63%	86.45%
15-Apr-1998	1206.30	Long	-9.25	1.21	3302.97	2850.04	-17.25%	18.35%	53.88%	74.30%	82.43%
16-Apr-1998	1197.05	Short	-12.95	1.20	3290.02	2835.89	-17.96%	17.41%	55.34%	72.74%	83.74%
17-Apr-1998	1210.00	Long	-2.85	1.21	3287.17	2831.83	-18.89%	16.60%	54.59%	71.72%	82.85%
20-Apr-1998	1207.15	Short	-5.60	1.21	3281.57	2825.03	-17.47%	16.21%	56.16%	71.67%	82.58%
21-Apr-1998	1212.75	Long	-1.95	1.21	3279.62	2821.86	-15.14%	15.42%	54.68%	70.51%	82.36%
22-Apr-1998	1210.80	Short	28.70	1.21	3308.32	2849.35	-13.32%	17.20%	57.42%	74.03%	85.43%
23-Apr-1998	1182.10	Short	8.30	0.00	3316.62	2857.65	-15.47%	18.19%	58.15%	76.88%	87.09%
24-Apr-1998	1173.80	Short	9.45	0.00	3326.07	2867.10	-12.84%	17.19%	57.03%	77.37%	87.46%
27-Apr-1998	1164.35	Short	17.55	0.00	3343.62	2884.65	-10.60%	18.14%	56.90%	79.97%	86.45%
28-Apr-1998	1146.80	Short	-4.30	0.00	3339.32	2880.35	-10.80%	16.09%	58.28%	79.32%	85.19%
29-Apr-1998	1151.10	Long	8.25	1.15	3347.57	2887.45	-9.97%	17.34%	58.40%	78.53%	84.61%
30-Apr-1998	1159.35	Long	25.80	0.00	3373.37	2913.25	-5.95%	19.65%	59.75%	79.35%	88.37%
04-May-1998	1185.15	Long	2.95	0.00	3376.32	2916.20	-5.95%	20.12%	57.77%	77.70%	85.86%
05-May-1998	1188.10	Long	-15.65	0.00	3360.67	2900.55	-7.04%	17.89%	56.09%	75.47%	88.47%
06-May-1998	1172.45	Short	10.90	1.17	3371.57	2910.28	-4.11%	22.22%	56.70%	75.73%	92.65%
08-May-1998	1161.55	Short	1.25	0.00	3372.82	2911.53	-5.00%	22.42%	56.63%	77.32%	93.97%
11-May-1998	1160.30	Short	28.05	0.00	3400.87	2939.58	-2.44%	26.42%	59.01%	77.91%	97.04%
12-May-1998	1132.25	Short	38.15	0.00	3439.02	2977.73	1.71%	27.54%	63.20%	84.68%	102.56%
13-May-1998	1094.10	Short	-24.55	0.00	3414.47	2953.18	0.96%	25.92%	62.18%	85.41%	106.04%
14-May-1998	1118.65	Long	-8.55	1.12	3405.92	2943.51	-1.85%	24.46%	61.68%	81.94%	103.47%
15-May-1998	1110.10	Short	-9.70	1.11	3396.22	2932.70	-3.81%	23.53%	62.27%	81.60%	102.26%
18-May-1998	1119.80	Long	1.95	1.12	3398.17	2933.53	-3.40%	21.93%	62.68%	80.84%	98.66%
19-May-1998	1121.75	Long	19.55	0.00	3417.72	2953.08	0.11%	24.37%	63.37%	83.51%	100.66%
20-May-1998	1141.30	Long	-15.15	0.00	3402.57	2937.93	-3.15%	20.32%	58.61%	79.78%	96.35%
21-May-1998	1126.15	Short	-0.40	1.13	3402.17	2936.41	-3.63%	20.53%	59.39%	80.43%	99.11%
22-May-1998	1126.55	Long	-3.60	1.13	3398.57	2931.68	-3.99%	18.89%	58.79%	79.30%	97.70%
25-May-1998	1122.95	Short	18.50	1.12	3417.07	2949.06	-1.71%	20.19%	58.40%	80.09%	100.40%
26-May-1998	1104.45	Short	13.50	0.00	3430.57	2962.56	-2.01%	22.54%	60.06%	80.77%	101.83%
27-May-1998	1090.95	Short	15.40	0.00	3445.97	2977.96	1.26%	23.64%	52.66%	80.42%	103.54%
28-May-1998	1075.55	Short	12.40	0.00	3458.37	2990.36	4.47%	22.94%	54.12%	82.71%	105.00%
29-May-1998	1063.15	Short	9.40	0.00	3467.77	2999.76	5.34%	23.06%	54.73%	84.64%	108.34%
01-Jun-1998	1053.75	Short	34.15	0.00	3501.92	3033.91	8.15%	24.80%	56.98%	86.47%	109.63%
02-Jun-1998	1019.60	Short	-14.30	0.00	3487.62	3019.61	6.49%	22.00%	58.04%	86.95%	111.03%
03-Jun-1998	1033.90	Long	-6.90	1.03	3480.72	3011.67	6.84%	19.01%	51.89%	86.60%	109.34%
04-Jun-1998	1027.00	Short	33.50	1.03	3514.22	3044.15	10.47%	24.57%	52.80%	90.98%	113.77%
05-Jun-1998	993.50	Short	24.90	0.00	3539.12	3069.05	15.92%	26.75%	59.32%	97.15%	121.06%
08-Jun-1998	968.60	Short	-26.45	0.00	3512.67	3042.60	11.21%	24.85%	59.02%	96.94%	123.59%
09-Jun-1998	995.05	Long	-32.15	1.00	3480.52	3009.45	3.79%	21.98%	54.59%	91.32%	116.88%
10-Jun-1998	962.90	Short	1.55	0.96	3482.07	3010.04	4.32%	22.51%	56.32%	92.03%	124.32%
11-Jun-1998	961.35	Short	-9.80	0.00	3472.27	3000.24	3.57%	19.79%	56.25%	87.81%	125.06%
12-Jun-1998	971.15	Long	-54.35	0.97	3417.92	2944.92	-2.87%	11.17%	48.83%	83.13%	118.94%
15-Jun-1998	916.80	Short	6.70	0.92	3424.62	2950.70	-1.52%	10.20%	52.66%	89.25%	124.68%
16-Jun-1998	910.10	Short	-66.40	0.00	3358.22	2884.30	-10.86%	4.90%	45.14%	82.83%	118.65%
17-Jun-1998	976.50	Long	-20.35	0.98	3337.87	2862.97	-11.71%	4.22%	40.20%	74.13%	109.28%
18-Jun-1998	956.15	Short	42.90	0.96	3380.77	2904.92	-7.37%	6.62%	45.64%	80.38%	114.37%
19-Jun-1998	913.25	Short	33.05	0.00	3413.82	2937.97	-1.79%	8.78%	51.67%	90.03%	122.96%
22-Jun-1998	880.20	Short	4.60	0.00	3418.42	2942.57	-1.85%	10.47%	44.09%	93.74%	127.20%
23-Jun-1998	875.60	Short	-32.90	0.00	3385.52	2909.67	-8.30%	5.00%	40.77%	88.59%	123.92%
24-Jun-1998	908.50	Long	23.65	0.91	3409.17	2932.41	-7.53%	11.04%	38.38%	86.94%	119.64%
25-Jun-1998	932.15	Long	-7.80	0.00	3401.37	2924.61	-8.55%	6.86%	35.66%	82.29%	115.28%
26-Jun-1998	924.35	Short	-24.75	0.92	3376.62	2898.93	-9.01%	4.11%	34.23%	81.11%	110.49%
29-Jun-1998	949.10	Long	-7.45	0.95	3369.17	2890.53	-10.94%	4.43%	31.49%	77.17%	107.85%
30-Jun-1998	941.65	Short	-0.60	0.94	3368.57	2888.99	-11.05%	2.56%	35.76%	78.07%	108.30%
01-Jul-1998	942.25	Long	-22.35	0.94	3346.22	2865.70	-14.19%	-0.18%	35.70%	76.80%	104.28%
02-Jul-1998	919.90	Short	19.35	0.92	3365.57	2884.13	-11.64%	0.51%	39.23%	80.16%	108.98%
03-Jul-1998	900.55	Short	-16.80	0.00	3348.77	2867.33	-13.82%	-2.35%	39.45%	80.85%	110.92%
06-Jul-1998	917.35	Long	7.35	0.92	3356.12	2873.76	-12.70%	-1.74%	40.81%	80.70%	108.56%
07-Jul-1998	924.70	Long	19.45	0.00	3375.57	2893.21	-11.73%	0.91%	40.50%	81.21%	107.74%
08-Jul-1998	944.15	Long	16.90	0.00	3392.47	2910.11	-10.21%	2.78%	38.77%	82.01%	106.47%
09-Jul-1998	961.05	Long	19.10	0.00	3411.57	2929.21	-8.27%	3.53%	40.16%	80.46%	107.33%
10-Jul-1998	980.15	Long	-15.80	0.00	3395.77	2913.41	-7.90%	1.66%	39.02%	76.59%	104.25%
13-Jul-1998	964.35	Short	-3.00	0.96	3392.77	2909.45	-10.12%	1.19%	39.76%	75.41%	104.32%
14-Jul-1998	967.35	Long	4.05	0.97	3396.82	2912.53	-9.47%	0.89%	40.29%	75.70%	103.38%
15-Jul-1998	971.40	Long	32.65	0.00	3429.47	2945.18	-5.07%	1.69%	44.01%	78.50%	104.26%
16-Jul-1998	1004.05	Long	-3.10	0.00	3426.37	2942.08	-4.73%	0.82%	41.58%	78.27%	101.35%
17-Jul-1998	1000.95	Short	23.65	1.00	3450.02	2964.73	-0.79%	1.16%	46.21%	80.50%	103.54%
20-Jul-1998	977.30	Short	11.80	0.00	3461.82	2976.53	0.04%	2.76%	49.76%	84.15%	106.18%
21-Jul-1998	965.50	Short	-0.20	0.00	3461.62	2976.33	-2.25%	1.63%	48.02%	86.28%	108.98%
22-Jul-1998	965.70	Long	-31.30	0.97	3430.32	2944.07	-6.60%	-2.80%	44.97%	81.89%	105.51%
23-Jul-1998	934.40	Short	14.30	0.93	3444.62	2957.43	-6.99%	-1.97%	48.45%	83.79%	111.63%
24-Jul-1998	920.10	Short	20.75	0.00	3465.37	2978.18	-8.91%	-0.79%	52.62%	88.87%	116.62%
27-Jul-1998	899.35	Short	-17.90	0.00	3447.47	2960.28	-7.25%	-2.59%	52.03%	88.36%	117.89%
28-Jul-1998	917.25	Long	20.60	0.92	3468.07	2979.96	-1.70%	-1.26%	51.88%	88.73%	118.93%
29-Jul-1998	937.85	Long	-5.25	0.00	3462.82	2974.71	-1.15%	0.32%	49.17%	86.80%	119.63%
30-Jul-1998	932.60	Short	1.20	0.93	3464.02	2974.98	-1.22%	-2.64%	50.61%	91.04%	120.39%
31-Jul-1998	931.40	Short	25.40	0.00	3489.42	3000.38	3.45%	0.80%	53.16%	95.03%	122.59%
03-Aug-1998	906.00	Short	-0.20	0.00	3489.22	3000.18	5.13%	-1.18%	54.25%	97.47%	129.70%
04-Aug-1998	906.20	Long	1.25	0.91	3490.47	3000.52	4.95%	0.24%	54.01%	99.99%	127.33%
05-Aug-1998	907.45	Long	-4.70	0.00	3485.77	2995.82	3.82%	-2.12%	53.42%	99.04%	125.89%
06-Aug-1998	902.75	Short	7.20	0.90	3492.97	3002.12	5.97%	-2.48%	55.37%	99.19%	125.97%
07-Aug-1998	895.55	Short	16.80	0.00	3509.77	3018.92	8.81%	-1.78%	57.27%	101.84%	126.93%
10-Aug-1998	878.75	Short	12.25	0.00	3522.02	3031.17	12.78%	1.08%	59.36%	102.47%	128.59%
11-Aug-1998	866.50	Short	6.40	0.00	3528.42	3037.57	13.55%	1.38%	60.16%	104.93%	134.36%
12-Aug-1998	860.10	Short	-12.15	0.00	3516.27	3025.42	11.79%	-2.13%	59.05%	104.64%	134.79%
13-Aug-1998	872.25	Long	-8.15	0.87	3508.12	3016.40	8.93%	-4.86%	57.34%	99.07%	131.57%
14-Aug-1998	864.10	Short	9.55	0.86	3517.67	3025.09	10.40%	-5.73%	57.71%	102.48%	133.74%
17-Aug-1998	854.55	Short	22.10	0.00	3539.77	3047.19	16.28%	-13.53%	59.46%	111.05%	138.20%
18-Aug-1998	832.45	Short	-5.85	0.00	3533.92	3041.34	18.25%	-5.66%	58.65%	114.91%	139.72%
19-Aug-1998	838.30	Long	30.40	0.84	3564.32	3070.90	23.08%	0.64%	60.71%	118.29%	143.39%
20-Aug-1998	868.70	Long	-13.25	0.00	3551.07	3057.65	22.66%	-0.93%	55.68%	113.18%	136.81%
21-Aug-1998	855.45	Short	-4.35	0.86	3546.72	3052.44	21.60%	-0.83%	55.84%	114.55%	137.65%
24-Aug-1998	859.80	Long	12.10	0.86	3558.82	3063.68	26.66%	1.21%	57.31%	113.30%	137.36%
25-Aug-1998	871.90	Long	5.55	0.00	3564.37	3069.23	26.22%	1.49%	56.35%	111.23%	135.41%
27-Aug-1998	877.45	Long	-27.65	0.00	3536.72	3041.58	21.08%	-2.37%	53.57%	104.67%	129.55%
28-Aug-1998	849.80	Short	-3.00	0.85	3533.72	3037.73	19.70%	-3.95%	52.22%	107.58%	130.19%
31-Aug-1998	852.80	Long	-18.25	0.85	3515.47	3018.63	17.31%	-5.30%	47.91%	103.95%	127.68%
01-Sep-1998	834.55	Short	-7.95	0.83	3507.52	3009.84	14.03%	-2.94%	46.04%	98.88%	126.92%
02-Sep-1998	842.50	Long	3.95	0.84	3511.47	3012.95	16.30%	-5.10%	46.76%	102.17%	125.74%
03-Sep-1998	846.45	Long	20.05	0.00	3531.52	3033.00	14.84%	-2.41%	50.12%	103.27%	126.28%
04-Sep-1998	866.50	Long	20.60	0.00	3552.12	3053.60	22.29%	1.89%	49.04%	100.40%	126.16%
07-Sep-1998	887.10	Long	12.85	0.00	3564.97	3066.45	24.40%	0.93%	49.35%	97.66%	125.42%
08-Sep-1998	899.95	Long	3.65	0.00	3568.62	3070.10	26.02%	2.14%	49.18%	99.63%	122.77%
09-Sep-1998	903.60	Long	3.80	0.00	3572.42	3073.90	26.79%	1.49%	49.02%	99.89%	122.83%
10-Sep-1998	907.40	Long	-7.70	0.00	3564.72	3066.20	26.58%	3.33%	48.14%	101.29%	121.93%
11-Sep-1998	899.70	Short	-20.80	0.90	3543.92	3044.50	24.75%	4.33%	45.53%	98.45%	119.79%
14-Sep-1998	920.50	Long	0.30	0.92	3544.22	3043.88	21.13%	3.61%	43.75%	96.66%	118.50%
15-Sep-1998	920.80	Long	-6.30	0.00	3537.92	3037.58	19.54%	-0.32%	42.90%	94.19%	118.23%
16-Sep-1998	914.50	Short	4.40	0.91	3542.32	3041.07	19.02%	2.55%	41.09%	92.23%	118.33%
17-Sep-1998	910.10	Short	8.45	0.00	3550.77	3049.52	18.11%	4.56%	41.33%	90.92%	120.42%
18-Sep-1998	901.65	Short	3.95	0.00	3554.72	3053.47	19.20%	5.47%	39.66%	93.33%	120.09%
21-Sep-1998	897.70	Short	0.45	0.00	3555.17	3053.92	18.54%	5.76%	40.78%	93.43%	119.25%
22-Sep-1998	897.25	Short	-10.50	0.00	3544.67	3043.42	14.51%	6.82%	39.90%	91.72%	117.04%
23-Sep-1998	907.75	Long	27.05	0.91	3571.72	3069.56	16.89%	9.13%	43.16%	92.32%	118.34%
24-Sep-1998	934.80	Long	0.15	0.00	3571.87	3069.71	18.10%	9.15%	40.83%	89.38%	114.02%
25-Sep-1998	934.95	Long	-7.05	0.00	3564.82	3062.66	16.30%	11.15%	44.16%	87.40%	111.27%
28-Sep-1998	927.90	Short	19.50	0.93	3584.32	3081.23	18.29%	12.03%	46.35%	89.18%	115.08%
29-Sep-1998	908.40	Short	3.45	0.00	3587.77	3084.68	15.97%	12.86%	49.72%	91.35%	115.48%
30-Sep-1998	904.95	Short	64.20	0.00	3651.97	3148.88	18.91%	21.05%	53.37%	97.98%	124.86%
05-Oct-1998	840.75	Short	-5.00	0.00	3646.97	3143.88	22.68%	23.93%	56.41%	103.60%	133.83%
06-Oct-1998	845.75	Long	28.50	0.85	3675.47	3171.54	26.96%	24.51%	59.31%	108.55%	135.34%
07-Oct-1998	874.25	Long	-26.30	0.00	3649.17	3145.24	24.31%	19.47%	54.18%	103.39%	127.93%
08-Oct-1998	847.95	Short	-1.15	0.85	3648.02	3143.24	24.73%	20.24%	53.69%	107.51%	131.49%
09-Oct-1998	849.10	Long	-13.30	0.85	3634.72	3129.09	20.73%	20.87%	52.93%	104.45%	131.06%
12-Oct-1998	835.80	Short	19.05	0.84	3653.77	3147.30	25.05%	20.75%	52.80%	105.09%	133.99%
13-Oct-1998	816.75	Short	-26.80	0.00	3626.97	3120.50	22.54%	17.54%	50.85%	104.42%	133.44%
14-Oct-1998	843.55	Long	-7.90	0.84	3619.07	3111.76	21.35%	16.02%	46.57%	99.86%	127.25%
15-Oct-1998	835.65	Short	-3.85	0.84	3615.22	3107.07	18.91%	16.61%	46.04%	97.38%	126.53%
16-Oct-1998	839.50	Long	-8.25	0.84	3606.97	3097.98	16.13%	13.49%	45.78%	95.15%	122.39%
19-Oct-1998	831.25	Short	22.55	0.83	3629.52	3119.70	17.05%	18.70%	48.08%	86.16%	122.60%
20-Oct-1998	808.70	Short	-2.90	0.00	3626.62	3116.80	15.64%	21.58%	46.14%	87.62%	125.64%
22-Oct-1998	811.60	Long	5.75	0.81	3632.37	3121.74	15.03%	22.02%	45.24%	86.73%	125.90%
23-Oct-1998	817.35	Long	27.90	0.00	3660.27	3149.64	14.16%	24.67%	46.13%	87.62%	125.64%
26-Oct-1998	845.25	Long	-3.65	0.00	3656.62	3145.99	14.95%	22.78%	41.49%	84.97%	119.83%
27-Oct-1998	841.60	Short	7.75	0.84	3664.37	3152.90	16.78%	25.19%	40.14%	80.52%	123.16%
28-Oct-1998	833.85	Short	1.60	0.00	3665.97	3154.50	13.23%	26.13%	43.49%	78.26%	125.29%
29-Oct-1998	832.25	Short	3.40	0.00	3669.37	3157.90	10.68%	29.68%	42.61%	81.49%	126.65%
30-Oct-1998	828.85	Short	4.85	0.00	3674.22	3162.75	14.50%	27.60%	43.54%	83.46%	127.78%
31-Oct-1998	824.00	Short	0.80	0.00	3675.02	3163.55	18.70%	23.27%	45.25%	84.62%	128.98%
02-Nov-1998	823.20	Short	2.30	0.00	3677.32	3165.85	18.93%	23.98%	45.26%	84.81%	126.57%
03-Nov-1998	820.90	Short	-8.25	0.00	3669.07	3157.60	19.17%	23.35%	42.34%	85.04%	122.00%
05-Nov-1998	829.15	Long	11.65	0.83	3680.72	3168.42	26.96%	23.59%	40.04%	84.15%	124.32%
06-Nov-1998	840.80	Long	23.85	0.00	3704.57	3192.27	28.73%	27.07%	39.85%	86.15%	126.05%
09-Nov-1998	864.65	Long	4.05	0.00	3708.62	3196.32	36.09%	24.66%	41.24%	83.60%	123.27%
10-Nov-1998	868.70	Long	0.15	0.00	3708.77	3196.47	38.39%	25.23%	43.13%	83.58%	121.72%
11-Nov-1998	868.85	Long	2.90	0.00	3711.67	3199.37	33.89%	25.78%	41.17%	84.11%	122.34%
12-Nov-1998	871.75	Long	-4.50	0.00	3707.17	3194.87	29.47%	27.60%	38.66%	83.60%	123.79%
13-Nov-1998	867.25	Short	11.90	0.87	3719.07	3205.90	30.36%	28.49%	41.00%	75.11%	125.51%
16-Nov-1998	855.35	Short	-4.65	0.00	3714.42	3201.25	34.09%	25.59%	39.21%	75.83%	124.77%
17-Nov-1998	860.00	Long	15.05	0.86	3729.47	3215.44	32.91%	24.95%	44.57%	73.45%	124.75%
18-Nov-1998	875.05	Long	-9.95	0.00	3719.52	3205.49	32.10%	22.99%	39.41%	70.09%	119.76%
19-Nov-1998	865.10	Short	7.15	0.87	3726.67	3211.78	36.16%	26.54%	40.56%	72.73%	122.82%
20-Nov-1998	857.95	Short	0.55	0.00	3727.22	3212.33	37.51%	25.40%	42.41%	72.34%	122.88%
21-Nov-1998	857.40	Short	9.85	0.00	3737.07	3222.18	38.86%	26.72%	41.67%	78.13%	124.60%
23-Nov-1998	847.55	Short	5.80	0.00	3742.87	3227.98	42.74%	26.97%	42.55%	82.44%	128.13%
24-Nov-1998	841.75	Short	17.30	0.00	3760.17	3245.28	42.90%	30.18%	43.46%	85.78%	130.51%
26-Nov-1998	824.45	Short	12.00	0.00	3772.17	3257.28	47.30%	32.20%	44.73%	90.39%	135.61%
27-Nov-1998	812.45	Short	1.60	0.00	3773.77	3258.88	47.40%	33.06%	45.43%	93.48%	138.52%
28-Nov-1998	810.85	Short	-6.90	0.00	3766.87	3251.98	44.25%	30.87%	45.29%	90.44%	136.85%
30-Nov-1998	817.75	Long	-1.10	0.82	3765.77	3250.06	41.57%	29.79%	44.78%	86.33%	136.26%
01-Dec-1998	816.65	Short	-4.50	0.82	3761.27	3244.74	38.64%	28.90%	42.79%	85.89%	133.33%
02-Dec-1998	821.15	Long	-4.10	0.82	3757.17	3239.82	39.75%	30.32%	41.73%	86.32%	131.17%
03-Dec-1998	817.05	Short	-11.30	0.82	3745.87	3227.71	38.95%	27.01%	40.35%	85.88%	127.96%
04-Dec-1998	828.35	Long	16.80	0.83	3762.67	3243.68	39.98%	28.92%	41.01%	87.03%	128.38%
07-Dec-1998	845.15	Long	7.85	0.00	3770.52	3251.53	36.25%	30.42%	38.18%	86.83%	126.48%
08-Dec-1998	853.00	Long	3.55	0.00	3774.07	3255.08	36.69%	31.13%	37.66%	85.64%	128.82%
09-Dec-1998	856.55	Long	7.85	0.00	3781.92	3262.93	34.81%	33.89%	36.16%	88.81%	128.88%
10-Dec-1998	864.40	Long	5.60	0.00	3787.52	3268.53	33.78%	33.83%	36.91%	90.03%	128.92%
11-Dec-1998	870.00	Long	-6.40	0.00	3781.12	3262.13	32.85%	30.35%	34.66%	86.14%	128.61%
14-Dec-1998	863.60	Short	18.55	0.86	3799.67	3279.81	38.88%	31.50%	35.75%	89.16%	130.45%
15-Dec-1998	845.05	Short	-6.50	0.00	3793.17	3273.31	37.38%	29.65%	35.20%	90.95%	130.03%
16-Dec-1998	851.55	Long	-21.30	0.85	3771.87	3251.16	32.06%	22.42%	31.20%	88.91%	128.09%
17-Dec-1998	830.25	Short	-4.95	0.83	3766.92	3245.38	34.34%	26.48%	31.53%	90.70%	130.05%
18-Dec-1998	835.20	Long	24.10	0.84	3791.02	3268.65	34.56%	32.69%	33.18%	91.54%	132.01%
21-Dec-1998	859.30	Long	-2.00	0.00	3789.02	3266.65	33.97%	32.72%	34.32%	87.64%	128.71%
22-Dec-1998	857.30	Short	-1.40	0.86	3787.62	3264.39	33.76%	32.44%	30.89%	88.82%	132.79%
23-Dec-1998	858.70	Long	2.40	0.86	3790.02	3265.93	30.92%	34.66%	31.79%	88.58%	134.00%
24-Dec-1998	861.10	Long	18.75	0.00	3808.77	3284.68	33.04%	38.44%	31.80%	90.12%	135.59%
28-Dec-1998	879.85	Long	-7.20	0.00	3801.57	3277.48	31.48%	36.57%	31.73%	87.11%	134.46%
29-Dec-1998	872.65	Short	-27.30	0.87	3774.27	3249.31	29.05%	33.02%	26.84%	84.59%	132.04%
30-Dec-1998	899.95	Long	-15.70	0.90	3758.57	3232.71	25.62%	31.61%	23.14%	81.17%	125.12%
31-Dec-1998	884.25	Short	-6.55	0.88	3752.02	3225.27	23.34%	32.26%	21.53%	81.34%	126.48%
01-Jan-1999	890.80	Long	7.00	0.89	3759.02	3231.38	22.48%	35.08%	23.54%	81.04%	123.56%
04-Jan-1999	897.80	Long	9.40	0.00	3768.42	3240.78	22.63%	35.71%	23.97%	80.69%	123.91%
05-Jan-1999	907.20	Long	21.05	0.00	3789.47	3261.83	26.06%	37.24%	24.04%	82.05%	125.27%
06-Jan-1999	928.25	Long	26.45	0.00	3815.92	3288.28	29.29%	37.68%	24.72%	83.17%	122.38%
07-Jan-1999	954.70	Long	35.35	0.00	3851.27	3323.63	31.27%	40.68%	26.08%	83.51%	124.03%
08-Jan-1999	990.05	Long	-4.45	0.00	3846.82	3319.18	27.47%	41.53%	15.79%	78.79%	123.32%
11-Jan-1999	985.60	Short	21.15	0.99	3867.97	3339.35	30.24%	45.65%	25.46%	79.77%	127.29%
12-Jan-1999	964.45	Short	3.25	0.00	3871.22	3342.60	28.17%	48.23%	28.72%	80.94%	130.99%
13-Jan-1999	961.20	Short	6.45	0.00	3877.67	3349.05	30.32%	50.79%	29.47%	80.64%	132.60%
14-Jan-1999	954.75	Short	20.45	0.00	3898.12	3369.50	33.21%	52.56%	32.47%	83.24%	135.84%
15-Jan-1999	934.30	Short	-10.60	0.00	3887.52	3358.90	31.60%	56.13%	32.71%	84.34%	135.87%
18-Jan-1999	944.90	Long	-20.80	0.94	3866.72	3337.15	28.35%	52.55%	29.73%	80.35%	130.99%
19-Jan-1999	924.10	Short	-43.10	0.92	3823.62	3293.13	27.22%	47.23%	24.97%	78.09%	126.61%
21-Jan-1999	967.20	Long	-10.15	0.97	3813.47	3282.01	25.26%	42.57%	21.79%	71.14%	119.78%
22-Jan-1999	957.05	Short	7.25	0.96	3820.72	3288.30	28.18%	43.60%	23.46%	70.87%	120.81%
25-Jan-1999	949.80	Short	-21.50	0.00	3799.22	3266.80	27.05%	39.38%	24.47%	67.51%	113.94%
27-Jan-1999	971.30	Long	-16.20	0.97	3783.02	3249.63	24.37%	38.51%	19.94%	64.92%	112.99%
28-Jan-1999	955.10	Short	-11.10	0.96	3771.92	3237.58	21.42%	34.58%	19.28%	65.83%	112.94%
29-Jan-1999	966.20	Long	-26.05	0.97	3745.87	3210.56	16.25%	36.23%	17.94%	60.23%	106.29%
01-Feb-1999	940.15	Short	8.95	0.94	3754.82	3218.57	16.18%	39.20%	17.06%	62.75%	108.33%
02-Feb-1999	931.20	Short	-21.20	0.00	3733.62	3197.37	13.67%	38.82%	15.73%	61.20%	109.95%
03-Feb-1999	952.40	Long	-12.70	0.95	3720.92	3183.72	11.53%	36.95%	12.94%	58.04%	106.30%
04-Feb-1999	939.70	Short	3.40	0.94	3724.32	3186.18	12.77%	38.43%	15.99%	59.25%	110.58%
05-Feb-1999	936.30	Short	19.80	0.00	3744.12	3205.98	17.25%	41.02%	21.41%	61.00%	111.85%
08-Feb-1999	916.50	Short	-8.25	0.00	3735.87	3197.73	16.79%	38.01%	20.41%	60.73%	113.87%
09-Feb-1999	924.75	Long	34.70	0.92	3770.57	3231.51	20.97%	40.43%	20.65%	63.68%	114.76%
10-Feb-1999	959.45	Long	0.60	0.00	3771.17	3232.11	19.91%	38.04%	22.34%	59.07%	107.82%
11-Feb-1999	960.05	Long	10.20	0.00	3781.37	3242.31	20.08%	37.25%	24.40%	59.26%	106.27%
12-Feb-1999	970.25	Long	-15.70	0.00	3765.67	3226.61	17.84%	35.69%	22.93%	54.70%	104.57%
15-Feb-1999	954.55	Short	-4.35	0.95	3761.32	3221.30	17.54%	34.97%	22.95%	55.89%	105.40%
16-Feb-1999	958.90	Long	10.15	0.96	3771.47	3230.49	19.51%	33.08%	25.89%	56.84%	105.33%
17-Feb-1999	969.05	Long	4.40	0.00	3775.87	3234.89	17.06%	32.89%	25.61%	57.49%	103.54%
18-Feb-1999	973.45	Long	2.85	0.00	3778.72	3237.74	17.26%	34.64%	26.05%	56.47%	103.09%
19-Feb-1999	976.30	Long	-22.45	0.00	3756.27	3215.29	15.63%	31.24%	26.31%	57.93%	99.33%
22-Feb-1999	953.85	Short	4.20	0.95	3760.47	3218.54	14.39%	32.19%	26.10%	59.49%	101.15%
23-Feb-1999	949.65	Short	-8.00	0.00	3752.47	3210.54	13.25%	28.53%	25.56%	60.81%	100.63%
24-Feb-1999	957.65	Long	-3.35	0.96	3749.12	3206.23	5.99%	23.86%	25.88%	56.42%	98.58%
25-Feb-1999	954.30	Short	13.10	0.95	3762.22	3218.38	7.81%	27.79%	28.89%	57.51%	99.08%
26-Feb-1999	941.20	Short	-40.10	0.00	3722.12	3178.28	0.72%	24.94%	22.74%	54.01%	98.26%
27-Feb-1999	981.30	Long	34.50	0.98	3756.62	3211.79	6.78%	28.44%	24.13%	55.06%	98.89%
01-Mar-1999	1015.80	Long	36.05	0.00	3792.67	3247.84	10.30%	30.94%	27.20%	55.12%	100.04%
03-Mar-1999	1051.85	Long	-10.65	0.00	3782.02	3237.19	10.28%	27.01%	27.13%	53.00%	94.60%
04-Mar-1999	1041.20	Short	-13.25	1.04	3768.77	3222.90	7.26%	27.37%	23.92%	49.65%	91.62%
05-Mar-1999	1054.45	Long	17.65	1.05	3786.42	3239.50	11.29%	28.74%	24.87%	50.67%	92.17%
08-Mar-1999	1072.10	Long	6.25	0.00	3792.67	3245.75	12.50%	29.29%	25.11%	49.14%	91.07%
09-Mar-1999	1078.35	Long	0.50	0.00	3793.17	3246.25	12.91%	27.56%	25.78%	48.59%	88.37%
10-Mar-1999	1078.85	Long	-19.25	0.00	3773.92	3227.00	11.96%	24.51%	22.46%	47.58%	86.00%
11-Mar-1999	1059.60	Short	-13.05	1.06	3760.87	3212.89	8.79%	22.17%	23.47%	46.51%	76.39%
12-Mar-1999	1072.65	Long	1.30	1.07	3762.17	3213.12	8.98%	20.77%	25.25%	43.76%	75.03%
15-Mar-1999	1073.95	Long	-20.80	0.00	3741.37	3192.32	6.57%	17.93%	23.22%	40.76%	72.11%
16-Mar-1999	1053.15	Short	-7.50	1.05	3733.87	3183.76	3.24%	14.23%	22.39%	39.04%	71.24%
17-Mar-1999	1060.65	Long	13.95	1.06	3747.82	3196.65	4.78%	16.69%	22.93%	37.84%	72.49%
18-Mar-1999	1074.60	Long	-11.70	0.00	3736.12	3184.95	2.98%	16.13%	22.71%	34.42%	66.05%
19-Mar-1999	1062.90	Short	2.55	1.06	3738.67	3186.44	3.00%	13.39%	23.50%	37.13%	64.40%
20-Mar-1999	1060.35	Short	-2.65	0.00	3736.02	3183.79	2.44%	10.82%	25.74%	35.89%	66.40%
22-Mar-1999	1063.00	Long	9.95	1.06	3745.97	3192.68	2.82%	14.12%	24.33%	36.77%	67.89%
23-Mar-1999	1072.95	Long	-10.15	0.00	3735.82	3182.53	1.77%	16.13%	19.64%	36.52%	66.75%
24-Mar-1999	1062.80	Short	7.90	1.06	3743.72	3189.36	2.21%	16.87%	20.78%	37.27%	67.90%
25-Mar-1999	1054.90	Short	13.65	0.00	3757.37	3203.01	4.31%	19.22%	22.48%	37.26%	70.48%
26-Mar-1999	1041.25	Short	-13.35	0.00	3744.02	3189.66	2.04%	23.51%	20.83%	33.92%	69.05%
30-Mar-1999	1054.60	Long	23.45	1.05	3767.47	3212.06	1.88%	24.78%	23.46%	33.65%	70.56%
31-Mar-1999	1078.05	Long	-14.60	0.00	3752.87	3197.46	0.11%	29.05%	19.88%	33.19%	67.15%
01-Apr-1999	1063.45	Short	52.05	1.06	3804.92	3248.45	4.89%	36.25%	25.49%	40.12%	73.16%
05-Apr-1999	1011.40	Short	-12.80	0.00	3792.12	3235.65	3.59%	32.70%	25.73%	38.95%	75.85%
06-Apr-1999	1024.20	Long	6.85	1.02	3798.97	3241.47	4.55%	29.63%	28.04%	37.46%	75.71%
07-Apr-1999	1031.05	Long	-10.70	0.00	3788.27	3230.77	2.41%	27.95%	26.37%	36.89%	65.59%
08-Apr-1999	1020.35	Short	26.95	1.02	3815.22	3256.70	5.43%	34.01%	26.89%	38.30%	69.00%
09-Apr-1999	993.40	Short	-4.80	0.00	3810.42	3251.90	3.67%	32.16%	25.27%	42.26%	67.26%
12-Apr-1999	998.20	Long	-3.95	1.00	3806.47	3246.95	4.15%	32.29%	24.31%	38.70%	65.59%
13-Apr-1999	994.25	Short	25.65	0.99	3832.12	3271.61	6.02%	37.48%	29.11%	41.31%	69.30%
15-Apr-1999	968.60	Short	-75.85	0.00	3756.27	3195.76	-1.71%	31.51%	20.79%	35.85%	62.37%
16-Apr-1999	1044.45	Long	-77.50	1.04	3678.77	3117.21	-10.05%	21.85%	11.89%	24.16%	54.09%
17-Apr-1999	966.95	Short	-26.95	0.97	3651.82	3089.30	-14.34%	23.12%	9.30%	22.95%	57.92%
19-Apr-1999	993.90	Long	1.50	0.99	3653.32	3089.80	-15.64%	20.69%	9.92%	21.16%	57.01%
20-Apr-1999	995.40	Long	1.25	0.00	3654.57	3091.05	-16.70%	22.48%	9.97%	20.35%	58.17%
21-Apr-1999	996.65	Long	-15.00	0.00	3639.57	3076.05	-18.34%	20.30%	8.61%	18.69%	57.86%
22-Apr-1999	981.65	Short	-0.35	0.98	3639.22	3074.72	-18.06%	18.49%	7.44%	19.35%	56.64%
23-Apr-1999	982.00	Long	-50.65	0.98	3588.57	3023.09	-23.11%	11.50%	1.69%	14.18%	48.78%
26-Apr-1999	931.35	Short	-12.15	0.93	3576.42	3010.01	-25.20%	8.68%	0.14%	12.32%	50.11%
28-Apr-1999	943.50	Long	23.10	0.94	3599.52	3032.17	-22.01%	12.59%	4.38%	14.31%	53.12%
29-Apr-1999	966.60	Long	11.60	0.00	3611.12	3043.77	-19.03%	13.90%	3.80%	15.08%	53.56%
30-Apr-1999	978.20	Long	-7.45	0.00	3603.67	3036.32	-21.20%	12.65%	3.29%	13.53%	52.50%
03-May-1999	970.75	Short	-37.60	0.97	3566.07	2997.74	-26.14%	5.41%	0.34%	7.10%	49.45%
04-May-1999	1008.35	Long	11.20	1.01	3577.27	3007.94	-24.51%	6.53%	1.82%	7.35%	47.93%
05-May-1999	1019.55	Long	27.40	0.00	3604.67	3035.34	-22.32%	6.93%	6.15%	8.06%	52.29%
06-May-1999	1046.95	Long	15.95	0.00	3620.62	3051.29	-20.75%	7.14%	7.18%	9.72%	53.59%
07-May-1999	1062.90	Long	31.30	0.00	3651.92	3082.59	-16.89%	10.00%	7.95%	11.47%	53.62%
10-May-1999	1094.20	Long	21.80	0.00	3673.72	3104.39	-16.03%	14.65%	8.83%	12.18%	54.34%
11-May-1999	1116.00	Long	-5.10	0.00	3668.62	3099.29	-15.59%	12.71%	6.86%	11.06%	53.27%
12-May-1999	1110.90	Short	-37.20	1.11	3631.42	3060.98	-17.12%	7.45%	0.07%	6.80%	51.03%
13-May-1999	1148.10	Long	17.25	1.15	3648.67	3077.08	-14.66%	10.17%	4.49%	8.14%	50.93%
14-May-1999	1165.35	Long	-13.45	0.00	3635.22	3063.63	-17.59%	7.18%	5.84%	6.19%	48.01%
17-May-1999	1151.90	Short	-8.25	1.15	3626.97	3054.23	-18.44%	6.90%	5.97%	7.16%	46.94%
18-May-1999	1160.15	Long	20.10	1.16	3647.07	3073.17	-16.48%	8.46%	7.49%	6.34%	49.15%
19-May-1999	1180.25	Long	-13.35	0.00	3633.72	3059.82	-17.46%	5.04%	7.76%	5.66%	46.99%
20-May-1999	1166.90	Short	21.05	1.17	3654.77	3079.70	-17.57%	6.81%	10.80%	5.90%	48.94%
21-May-1999	1145.85	Short	-5.75	0.00	3649.02	3073.95	-17.76%	6.41%	10.32%	6.60%	49.12%
24-May-1999	1151.60	Long	8.60	1.15	3657.62	3081.40	-14.58%	7.43%	10.44%	5.76%	49.52%
25-May-1999	1160.20	Long	-24.70	0.00	3632.92	3056.70	-15.17%	4.70%	9.35%	2.77%	47.79%
26-May-1999	1135.50	Short	44.05	1.14	3676.97	3099.61	-11.07%	7.11%	14.06%	5.70%	52.28%
27-May-1999	1091.45	Short	9.95	0.00	3686.92	3109.56	-11.16%	7.18%	17.47%	8.05%	54.98%
28-May-1999	1081.50	Short	-50.80	0.00	3636.12	3058.76	-16.83%	1.96%	12.81%	3.07%	50.16%
31-May-1999	1132.30	Long	-8.50	1.13	3627.62	3049.13	-18.79%	2.09%	11.05%	0.47%	46.95%
01-Jun-1999	1123.80	Short	-1.35	1.12	3626.27	3046.66	-21.50%	2.69%	9.62%	-1.08%	47.20%
02-Jun-1999	1125.15	Long	11.50	1.13	3637.77	3057.03	-23.69%	2.84%	10.82%	-1.56%	47.16%
03-Jun-1999	1136.65	Long	18.40	0.00	3656.17	3075.43	-21.44%	2.48%	14.73%	-7.69%	47.19%
04-Jun-1999	1155.05	Long	1.60	0.00	3657.77	3077.03	-22.71%	3.09%	16.24%	-0.99%	45.36%
07-Jun-1999	1156.65	Long	22.30	0.00	3680.07	3099.33	-21.03%	2.46%	19.18%	2.92%	46.46%
08-Jun-1999	1178.95	Long	-15.75	0.00	3664.32	3083.58	-22.52%	2.20%	18.90%	1.51%	43.23%
09-Jun-1999	1163.20	Short	0.60	1.16	3664.92	3083.02	-24.63%	2.63%	18.52%	2.02%	43.69%
10-Jun-1999	1162.60	Short	20.70	0.00	3685.62	3103.72	-21.95%	3.44%	23.16%	4.34%	45.83%
11-Jun-1999	1141.90	Short	15.00	0.00	3700.62	3118.72	-19.13%	4.33%	24.36%	5.47%	47.36%
14-Jun-1999	1126.90	Short	6.40	0.00	3707.02	3125.12	-14.91%	7.41%	23.82%	5.57%	49.13%
15-Jun-1999	1120.50	Short	-27.65	0.00	3679.37	3097.47	-16.47%	5.33%	20.27%	2.34%	44.94%
16-Jun-1999	1148.15	Long	28.20	1.15	3707.57	3124.52	-14.27%	9.22%	22.08%	5.29%	44.81%
17-Jun-1999	1176.35	Long	-1.20	0.00	3706.37	3123.32	-12.20%	9.65%	19.60%	7.56%	42.31%
18-Jun-1999	1175.15	Short	-27.15	1.18	3679.22	3094.99	-13.16%	6.98%	18.67%	3.32%	40.50%
21-Jun-1999	1202.30	Long	12.00	1.20	3691.22	3105.79	-10.96%	6.05%	16.51%	4.36%	41.34%
22-Jun-1999	1214.30	Long	-21.15	0.00	3670.07	3084.64	-10.37%	2.56%	18.46%	3.91%	37.55%
23-Jun-1999	1193.15	Short	11.85	1.19	3681.92	3095.30	-10.33%	2.42%	20.56%	3.11%	39.11%
24-Jun-1999	1181.30	Short	4.30	0.00	3686.22	3099.60	-8.28%	2.50%	22.32%	4.13%	39.96%
25-Jun-1999	1177.00	Short	-15.20	0.00	3671.02	3084.40	-8.44%	0.89%	21.46%	2.03%	38.52%
28-Jun-1999	1192.20	Long	-0.90	1.19	3670.12	3082.31	-8.71%	1.35%	21.58%	3.89%	37.99%
29-Jun-1999	1191.30	Short	3.60	1.19	3673.72	3084.71	-10.18%	3.38%	22.06%	6.65%	37.76%
30-Jun-1999	1187.70	Short	4.50	0.00	3678.22	3089.21	-9.14%	3.82%	20.20%	6.61%	37.73%
01-Jul-1999	1183.20	Short	-14.65	0.00	3663.57	3074.56	-13.26%	3.13%	18.33%	2.87%	36.51%
02-Jul-1999	1197.85	Long	32.40	1.20	3695.97	3105.77	-10.55%	5.40%	19.92%	7.35%	36.77%
05-Jul-1999	1230.25	Long	11.00	0.00	3706.97	3116.77	-10.20%	5.47%	18.87%	8.84%	36.04%
06-Jul-1999	1241.25	Long	2.45	0.00	3709.42	3119.22	-8.65%	5.30%	19.24%	9.27%	34.11%
07-Jul-1999	1243.70	Long	0.35	0.00	3709.77	3119.57	-8.18%	5.28%	18.66%	9.43%	34.71%
08-Jul-1999	1244.05	Long	9.95	0.00	3719.72	3129.52	-8.12%	6.92%	17.38%	11.84%	35.70%
09-Jul-1999	1254.00	Long	61.35	0.00	3781.07	3190.87	-3.51%	9.67%	21.90%	16.28%	40.91%
12-Jul-1999	1315.35	Long	6.10	0.00	3787.17	3196.97	-3.10%	9.67%	22.53%	16.18%	38.69%
13-Jul-1999	1321.45	Long	13.70	0.00	3800.87	3210.67	-0.35%	11.20%	22.73%	19.09%	42.45%
14-Jul-1999	1335.15	Long	-17.45	0.00	3783.42	3193.22	-1.90%	8.39%	21.10%	16.75%	40.60%
15-Jul-1999	1317.70	Short	-6.55	1.32	3776.87	3185.35	-1.91%	7.64%	18.65%	16.51%	41.91%
16-Jul-1999	1324.25	Long	25.35	1.32	3802.22	3209.37	0.24%	4.57%	17.49%	18.95%	41.04%
19-Jul-1999	1349.60	Long	-34.90	0.00	3767.32	3174.47	-3.25%	2.27%	16.40%	17.17%	37.41%
20-Jul-1999	1314.70	Short	-25.45	1.31	3741.87	3147.71	-2.32%	-1.81%	15.53%	13.96%	36.34%
21-Jul-1999	1340.15	Long	9.05	1.34	3750.92	3155.42	-4.21%	0.76%	16.62%	13.46%	36.11%
22-Jul-1999	1349.20	Long	-6.25	0.00	3744.67	3149.17	-7.31%	0.44%	15.98%	13.16%	34.19%
23-Jul-1999	1342.95	Short	16.80	1.34	3761.47	3164.63	-5.40%	2.65%	15.75%	15.84%	36.11%
26-Jul-1999	1326.15	Short	16.30	0.00	3777.77	3180.93	-3.17%	2.54%	18.32%	15.62%	35.82%
27-Jul-1999	1309.85	Short	-10.25	0.00	3767.52	3170.68	-5.25%	3.83%	17.89%	14.77%	35.54%
28-Jul-1999	1320.10	Long	5.60	1.32	3773.12	3174.96	-5.36%	4.79%	18.43%	15.03%	34.55%
29-Jul-1999	1325.70	Long	-15.55	0.00	3757.57	3159.41	-6.55%	3.95%	15.87%	14.42%	32.97%
30-Jul-1999	1310.15	Short	20.55	1.31	3778.12	3178.65	-3.69%	6.16%	16.49%	14.80%	35.49%
02-Aug-1999	1289.60	Short	4.55	0.00	3782.67	3183.20	-2.30%	4.92%	15.92%	16.98%	35.91%
03-Aug-1999	1285.05	Short	-41.35	0.00	3741.32	3141.85	-5.55%	1.95%	11.79%	15.53%	30.99%
04-Aug-1999	1326.40	Long	-3.10	1.33	3738.22	3137.42	-4.14%	1.18%	10.38%	14.66%	28.86%
05-Aug-1999	1323.30	Short	6.50	1.32	3744.72	3142.60	-3.11%	-0.53%	8.21%	14.71%	27.96%
06-Aug-1999	1316.80	Short	-10.95	0.00	3733.77	3131.65	-4.94%	-1.09%	8.51%	13.53%	25.54%
09-Aug-1999	1327.75	Long	-18.00	1.33	3715.77	3112.32	-5.47%	-3.06%	7.58%	12.91%	22.38%
10-Aug-1999	1309.75	Short	-5.55	1.31	3710.22	3105.46	-6.18%	-3.74%	4.68%	12.89%	23.95%
11-Aug-1999	1315.30	Long	-5.80	1.32	3704.42	3098.34	-6.50%	-4.53%	2.23%	14.25%	22.44%
12-Aug-1999	1309.50	Short	17.65	1.31	3722.07	3114.68	-5.96%	-3.67%	5.51%	13.80%	23.89%
13-Aug-1999	1291.85	Short	-18.05	0.00	3704.02	3096.63	-6.65%	-5.18%	6.75%	9.67%	23.68%
16-Aug-1999	1309.90	Long	12.80	1.31	3716.82	3108.12	-6.20%	-4.41%	7.49%	10.66%	24.03%
17-Aug-1999	1322.70	Long	40.65	0.00	3757.47	3148.77	-4.10%	-0.67%	11.23%	13.82%	25.61%
18-Aug-1999	1363.35	Long	-18.35	0.00	3739.12	3130.42	-4.35%	-2.79%	13.61%	11.56%	21.56%
19-Aug-1999	1345.00	Short	-2.30	1.35	3736.82	3126.78	-6.34%	-4.87%	13.09%	12.05%	20.04%
20-Aug-1999	1347.30	Long	22.40	1.35	3759.22	3147.83	-3.68%	-3.60%	19.56%	12.22%	22.87%
23-Aug-1999	1369.70	Long	12.95	0.00	3772.17	3160.78	-6.40%	-2.61%	21.74%	13.39%	24.75%
24-Aug-1999	1382.65	Long	-11.00	0.00	3761.17	3149.78	-6.21%	-3.59%	17.71%	12.61%	22.28%
25-Aug-1999	1371.65	Short	-30.85	1.37	3730.32	3117.56	-9.03%	-5.64%	13.09%	11.90%	18.94%
26-Aug-1999	1402.50	Long	15.00	1.40	3745.32	3131.16	-7.10%	-5.33%	13.45%	12.29%	20.02%
27-Aug-1999	1417.50	Long	5.10	0.00	3750.42	3136.26	-8.50%	-4.59%	15.99%	10.86%	19.08%
30-Aug-1999	1422.60	Long	-10.60	0.00	3739.82	3125.66	-8.87%	-6.31%	13.58%	8.77%	20.63%
31-Aug-1999	1412.00	Short	1.30	1.41	3741.12	3125.55	-8.60%	-5.66%	14.23%	8.59%	18.76%
01-Sep-1999	1410.70	Short	34.85	0.00	3775.97	3160.40	-7.88%	-3.64%	18.53%	12.63%	21.23%
02-Sep-1999	1375.85	Short	0.90	0.00	3776.87	3161.30	-2.50%	-3.71%	19.68%	12.13%	22.74%
03-Sep-1999	1374.95	Short	-15.25	0.00	3761.62	3146.05	2.10%	-5.54%	18.70%	11.13%	20.45%
06-Sep-1999	1390.20	Long	-6.95	1.39	3754.67	3137.71	3.48%	-6.49%	19.57%	9.95%	19.45%
07-Sep-1999	1383.25	Short	-16.25	1.38	3738.42	3120.07	2.19%	-9.05%	17.06%	9.32%	17.39%
08-Sep-1999	1399.50	Long	-2.60	1.40	3735.82	3116.07	1.79%	-10.09%	17.77%	8.88%	16.26%
09-Sep-1999	1396.90	Short	5.80	1.40	3741.62	3120.48	3.18%	-9.91%	17.66%	9.32%	16.52%
10-Sep-1999	1391.10	Short	20.55	0.00	3762.17	3141.03	4.77%	-7.98%	17.81%	10.02%	18.42%
14-Sep-1999	1370.55	Short	-4.15	0.00	3758.02	3136.88	8.30%	-8.26%	16.55%	9.51%	18.46%
15-Sep-1999	1374.70	Long	-23.50	1.37	3734.52	3112.00	7.42%	-9.66%	13.30%	7.51%	15.76%
16-Sep-1999	1351.20	Short	-8.50	1.35	3726.02	3102.15	5.18%	-10.19%	13.97%	8.24%	15.17%
17-Sep-1999	1359.70	Long	-1.85	1.36	3724.17	3098.94	4.06%	-9.47%	13.94%	6.76%	14.78%
20-Sep-1999	1357.85	Short	7.25	1.36	3731.42	3104.83	5.05%	-10.23%	14.16%	7.42%	14.79%
21-Sep-1999	1350.60	Short	-35.85	0.00	3695.57	3068.98	5.27%	-13.52%	9.17%	5.52%	10.38%
22-Sep-1999	1386.45	Long	11.55	1.39	3707.12	3079.15	5.14%	-12.69%	9.89%	6.46%	10.48%
23-Sep-1999	1398.00	Long	14.25	0.00	3721.37	3093.40	4.15%	-12.13%	9.20%	8.64%	10.03%
24-Sep-1999	1412.25	Long	-22.75	0.00	3698.62	3070.65	1.37%	-14.01%	6.66%	6.69%	8.58%
27-Sep-1999	1389.50	Short	10.35	1.39	3708.97	3079.61	-0.21%	-13.14%	7.43%	5.87%	8.56%
28-Sep-1999	1379.15	Short	-36.15	0.00	3672.82	3043.46	-4.42%	-17.14%	7.21%	2.59%	5.25%
29-Sep-1999	1415.30	Long	-2.20	1.42	3670.62	3039.84	-4.20%	-16.50%	5.82%	1.21%	4.52%
30-Sep-1999	1413.10	Short	9.90	1.41	3680.52	3048.33	-0.89%	-14.35%	4.96%	-0.84%	4.45%
01-Oct-1999	1403.20	Short	30.90	0.00	3711.42	3079.23	0.15%	-11.84%	8.48%	3.83%	6.82%
04-Oct-1999	1372.30	Short	-5.85	0.00	3705.57	3073.38	0.71%	-14.23%	6.81%	5.67%	5.96%
05-Oct-1999	1378.15	Long	14.55	1.38	3720.12	3086.55	2.35%	-13.07%	8.12%	7.33%	8.33%
06-Oct-1999	1392.70	Long	77.05	0.00	3797.17	3163.60	6.49%	-7.24%	13.54%	12.73%	11.78%
07-Oct-1999	1469.75	Long	9.50	0.00	3806.67	3173.10	7.71%	-6.32%	11.75%	13.94%	12.26%
08-Oct-1999	1479.25	Long	4.75	0.00	3811.42	3177.85	6.64%	-7.22%	12.01%	15.15%	11.29%
11-Oct-1999	1484.00	Long	-0.15	0.00	3811.27	3177.70	6.99%	-6.72%	11.94%	14.96%	12.09%
12-Oct-1999	1483.85	Short	-12.45	1.48	3798.82	3163.77	5.55%	-5.76%	11.32%	13.65%	10.02%
13-Oct-1999	1496.30	Long	8.90	1.50	3807.72	3171.17	7.65%	-4.11%	11.30%	14.90%	9.80%
14-Oct-1999	1505.20	Long	-50.65	0.00	3757.07	3120.52	1.39%	-6.96%	6.75%	11.99%	5.69%
15-Oct-1999	1454.55	Short	10.50	1.45	3767.57	3129.57	1.38%	-7.00%	6.76%	14.49%	7.42%
18-Oct-1999	1444.05	Short	-33.60	0.00	3733.97	3095.97	2.58%	-10.03%	4.04%	12.17%	4.87%
20-Oct-1999	1477.65	Long	-24.30	1.48	3709.67	3070.19	1.43%	-12.97%	3.03%	9.89%	1.79%
21-Oct-1999	1453.35	Short	23.10	1.45	3732.77	3091.83	3.11%	-13.52%	5.19%	10.55%	2.27%
22-Oct-1999	1430.25	Short	-19.55	0.00	3713.22	3072.28	1.07%	-17.57%	3.30%	9.58%	-0.16%
23-Oct-1999	1449.80	Long	-23.60	1.45	3689.62	3047.24	-1.94%	-18.76%	0.00%	9.60%	-7.97%
25-Oct-1999	1426.20	Short	11.85	1.43	3701.47	3057.66	-1.36%	-19.75%	1.14%	11.80%	-2.16%
26-Oct-1999	1414.35	Short	2.95	0.00	3704.42	3060.61	-2.74%	-19.94%	-0.73%	12.95%	-0.35%
27-Oct-1999	1411.40	Short	43.70	0.00	3748.12	3104.31	1.47%	-17.34%	3.31%	17.25%	2.73%
28-Oct-1999	1367.70	Short	42.25	0.00	3790.37	3146.56	4.65%	-16.30%	6.88%	20.39%	6.36%
29-Oct-1999	1325.45	Short	55.45	0.00	3845.82	3202.01	7.42%	-11.84%	10.44%	27.73%	11.22%
01-Nov-1999	1270.00	Short	-62.20	0.00	3783.62	3139.81	1.66%	-15.54%	5.56%	23.56%	6.58%
02-Nov-1999	1332.20	Long	-5.80	1.33	3777.82	3132.68	0.57%	-12.04%	6.84%	20.72%	5.28%
03-Nov-1999	1326.40	Short	-10.40	1.33	3767.42	3120.95	1.77%	-12.14%	6.27%	18.90%	3.75%
04-Nov-1999	1336.80	Long	27.75	1.34	3795.17	3147.36	1.71%	-10.54%	9.63%	20.67%	6.25%
05-Nov-1999	1364.55	Long	5.05	0.00	3800.22	3152.41	2.13%	-8.38%	10.45%	19.03%	8.65%
07-Nov-1999	1369.60	Long	1.60	0.00	3801.82	3154.01	4.31%	-6.98%	10.30%	20.33%	7.16%
09-Nov-1999	1371.20	Long	17.90	0.00	3819.72	3171.91	4.82%	-4.79%	10.13%	19.29%	8.64%
10-Nov-1999	1389.10	Long	0.50	0.00	3820.22	3172.41	6.32%	-2.75%	8.55%	22.45%	9.73%
11-Nov-1999	1389.60	Long	-16.05	0.00	3804.17	3156.36	4.39%	-4.48%	6.47%	22.04%	7.07%
12-Nov-1999	1373.55	Short	10.85	1.37	3815.02	3165.84	4.82%	-2.30%	6.97%	24.02%	8.37%
15-Nov-1999	1362.70	Short	4.95	0.00	3819.97	3170.79	6.34%	-0.95%	7.11%	24.87%	8.10%
16-Nov-1999	1357.75	Short	5.50	0.00	3825.47	3176.29	6.92%	-0.73%	8.11%	25.87%	10.34%
17-Nov-1999	1352.25	Short	-12.00	0.00	3813.47	3164.29	5.88%	-3.08%	8.86%	25.32%	11.74%
18-Nov-1999	1364.25	Long	-2.40	1.36	3811.07	3160.53	5.23%	-2.73%	8.55%	22.81%	10.98%
19-Nov-1999	1361.85	Short	-13.40	1.36	3797.67	3145.76	5.23%	-6.30%	7.94%	21.16%	7.72%
22-Nov-1999	1375.25	Long	19.70	1.38	3817.37	3164.09	4.24%	-4.95%	8.95%	21.59%	10.64%
24-Nov-1999	1394.95	Long	13.70	0.00	3831.07	3177.79	4.37%	-4.63%	9.20%	21.01%	12.17%
25-Nov-1999	1408.65	Long	-9.05	0.00	3822.02	3168.74	3.52%	-4.11%	8.18%	20.47%	11.68%
26-Nov-1999	1399.60	Short	14.95	1.40	3836.97	3182.29	4.48%	-2.79%	9.17%	21.07%	12.86%
29-Nov-1999	1384.65	Short	8.50	0.00	3845.47	3190.79	4.43%	-2.87%	10.64%	20.04%	15.06%
30-Nov-1999	1376.15	Short	-12.60	0.00	3832.87	3178.19	-0.92%	-4.12%	7.89%	19.04%	13.92%
01-Dec-1999	1388.75	Long	20.10	1.39	3852.97	3196.90	0.00%	-2.94%	9.16%	21.34%	15.32%
02-Dec-1999	1408.85	Long	9.15	0.00	3862.12	3206.05	-0.33%	-0.66%	10.18%	20.99%	17.58%
03-Dec-1999	1418.00	Long	24.85	0.00	3886.97	3230.90	2.66%	0.87%	10.55%	22.52%	18.43%
06-Dec-1999	1442.85	Long	2.30	0.00	3889.27	3233.20	3.32%	1.57%	10.29%	20.35%	18.39%
07-Dec-1999	1445.15	Long	-6.50	0.00	3882.77	3226.70	1.20%	1.42%	5.38%	17.23%	18.57%
08-Dec-1999	1438.65	Short	-8.90	1.44	3873.87	3216.36	2.91%	-0.14%	5.04%	18.29%	19.02%
09-Dec-1999	1447.55	Long	-7.85	1.45	3866.02	3207.06	4.10%	1.99%	2.45%	18.21%	16.78%
10-Dec-1999	1439.70	Short	12.05	1.44	3878.07	3217.67	4.32%	0.41%	5.03%	19.79%	16.85%
13-Dec-1999	1427.65	Short	29.40	0.00	3907.47	3247.07	6.86%	-0.05%	7.27%	21.96%	19.30%
14-Dec-1999	1398.25	Short	-3.15	0.00	3904.32	3243.92	5.67%	0.48%	8.21%	20.80%	20.89%
15-Dec-1999	1401.40	Long	18.30	1.40	3922.62	3260.82	5.70%	2.71%	8.10%	23.04%	20.48%
16-Dec-1999	1419.70	Long	-0.40	0.00	3922.22	3260.42	6.32%	1.47%	9.86%	22.82%	19.95%
17-Dec-1999	1419.30	Short	-3.15	1.42	3919.07	3255.85	5.70%	0.71%	10.15%	22.84%	19.68%
20-Dec-1999	1422.45	Long	-0.75	1.42	3918.32	3253.68	6.63%	0.52%	10.31%	21.42%	20.07%
21-Dec-1999	1421.70	Short	-60.00	1.42	3858.32	3192.26	0.96%	-2.44%	6.63%	16.16%	14.60%
22-Dec-1999	1481.70	Long	6.65	1.48	3864.97	3197.43	0.96%	-1.04%	5.25%	14.81%	15.74%
23-Dec-1999	1488.35	Long	-29.35	0.00	3835.62	3168.08	1.76%	-3.03%	3.45%	11.94%	15.17%
24-Dec-1999	1459.00	Short	26.90	1.46	3862.52	3193.52	3.84%	0.08%	4.92%	13.28%	17.17%
27-Dec-1999	1432.10	Short	-10.10	0.00	3852.42	3183.42	2.85%	-0.02%	2.36%	10.44%	16.44%
28-Dec-1999	1442.20	Long	34.15	1.44	3886.57	3216.13	5.86%	1.35%	4.86%	13.63%	18.21%
29-Dec-1999	1476.35	Long	4.10	0.00	3890.67	3220.23	7.31%	2.39%	4.56%	14.13%	18.92%
30-Dec-1999	1480.45	Long	111.75	0.00	4002.42	3331.98	15.30%	9.83%	11.99%	19.44%	26.71%
03-Jan-2000	1592.20	Long	46.50	0.00	4048.92	3378.48	17.59%	12.23%	13.85%	19.43%	29.37%
04-Jan-2000	1638.70	Long	-42.90	0.00	4006.02	3335.58	13.48%	8.72%	10.55%	17.88%	24.50%
05-Jan-2000	1595.80	Short	-21.80	1.60	3984.22	3312.18	13.51%	8.12%	9.31%	18.97%	21.33%
06-Jan-2000	1617.60	Long	-4.30	1.62	3979.92	3306.26	12.25%	7.23%	8.68%	18.31%	20.88%
07-Jan-2000	1613.30	Short	-19.65	1.61	3960.27	3285.00	8.44%	5.08%	7.90%	17.65%	19.78%
10-Jan-2000	1632.95	Long	-60.45	1.63	3899.82	3222.92	5.66%	2.04%	3.34%	17.02%	15.32%
11-Jan-2000	1572.50	Short	-52.30	1.57	3847.52	3169.04	2.69%	-2.74%	-1.48%	13.89%	13.00%
12-Jan-2000	1624.80	Long	-3.40	1.62	3844.12	3164.02	1.00%	-2.06%	-1.99%	17.22%	11.13%
13-Jan-2000	1621.40	Short	-1.35	1.62	3842.77	3161.05	0.02%	-5.39%	-2.18%	18.38%	11.33%
14-Jan-2000	1622.75	Long	-11.15	1.62	3831.62	3148.28	-0.09%	-5.38%	-3.15%	15.00%	10.66%
17-Jan-2000	1611.60	Short	4.90	1.61	3836.52	3151.56	2.11%	-5.58%	-2.69%	13.25%	12.24%
18-Jan-2000	1606.70	Short	-28.15	0.00	3808.37	3123.41	-0.48%	-6.68%	-5.13%	11.26%	10.24%
19-Jan-2000	1634.85	Long	-33.75	1.63	3774.62	3088.03	-2.95%	-10.32%	-6.93%	10.91%	6.46%
20-Jan-2000	1601.10	Short	-19.50	1.60	3755.12	3066.93	-3.67%	-11.55%	-9.28%	8.40%	4.13%
21-Jan-2000	1620.60	Long	-7.00	1.62	3748.12	3058.31	-4.15%	-11.64%	-9.08%	8.25%	3.33%
24-Jan-2000	1613.60	Short	27.20	1.61	3775.32	3083.89	-4.74%	-11.63%	-7.93%	11.46%	6.30%
25-Jan-2000	1586.40	Short	-17.50	0.00	3757.82	3066.39	-5.98%	-8.15%	-9.20%	11.09%	4.54%
27-Jan-2000	1603.90	Long	-4.80	1.60	3753.02	3059.99	-5.37%	-3.57%	-10.11%	10.66%	4.17%
28-Jan-2000	1599.10	Short	52.90	1.60	3805.92	3111.29	-1.65%	1.38%	-7.30%	15.36%	7.00%
31-Jan-2000	1546.20	Short	-3.30	0.00	3802.62	3107.99	-0.78%	1.18%	-8.88%	14.48%	7.55%
01-Feb-2000	1549.50	Long	38.50	1.55	3841.12	3144.94	1.86%	3.48%	-7.25%	17.92%	9.88%
02-Feb-2000	1588.00	Long	9.90	0.00	3851.02	3154.84	2.16%	4.96%	-6.55%	17.70%	10.36%
03-Feb-2000	1597.90	Long	1.85	0.00	3852.87	3156.69	0.98%	5.13%	-5.96%	16.49%	9.70%
04-Feb-2000	1599.75	Long	36.85	0.00	3889.72	3193.54	3.54%	10.65%	-3.53%	17.72%	11.69%
07-Feb-2000	1636.60	Long	26.15	0.00	3915.87	3219.69	6.58%	12.81%	-1.53%	17.75%	12.89%
08-Feb-2000	1662.75	Long	26.90	0.00	3942.77	3246.59	8.69%	12.90%	0.41%	20.04%	15.38%
09-Feb-2000	1689.65	Long	21.55	0.00	3964.32	3268.14	10.01%	13.28%	2.39%	21.23%	15.46%
10-Feb-2000	1711.20	Long	44.80	0.00	4009.12	3312.94	12.16%	16.17%	4.05%	23.40%	18.05%
11-Feb-2000	1756.00	Long	-11.50	0.00	3997.62	3301.44	13.24%	17.29%	2.84%	20.29%	17.48%
14-Feb-2000	1744.50	Short	41.95	1.74	4039.57	3341.65	15.05%	19.13%	4.96%	22.90%	20.18%
15-Feb-2000	1702.55	Short	-8.55	0.00	4031.02	3333.10	14.08%	17.49%	4.12%	21.64%	21.17%
16-Feb-2000	1711.10	Long	31.00	1.71	4062.02	3362.39	17.05%	18.18%	5.49%	22.55%	22.58%
17-Feb-2000	1742.10	Long	-24.30	0.00	4037.72	3338.09	14.84%	14.67%	4.36%	20.77%	19.52%
18-Feb-2000	1717.80	Short	-35.70	1.72	4002.02	3300.67	14.97%	11.43%	1.21%	20.76%	17.05%
21-Feb-2000	1753.50	Long	-14.45	1.75	3987.57	3284.46	13.95%	10.56%	0.64%	18.65%	14.92%
22-Feb-2000	1739.05	Short	42.65	1.74	4030.22	3325.38	15.93%	15.20%	4.27%	19.96%	15.25%
23-Feb-2000	1696.40	Short	-35.60	0.00	3994.62	3289.78	12.41%	12.54%	2.62%	19.42%	15.58%
24-Feb-2000	1732.00	Long	-21.55	1.73	3973.07	3266.49	11.15%	11.71%	-0.12%	16.54%	15.64%
25-Feb-2000	1710.45	Short	-12.10	1.71	3960.97	3252.68	9.71%	11.60%	-0.82%	16.25%	15.62%
28-Feb-2000	1722.55	Long	-67.75	1.72	3893.22	3183.21	1.14%	6.39%	-4.71%	12.09%	11.43%
29-Feb-2000	1654.80	Short	-57.90	1.65	3835.32	3123.66	-2.99%	3.86%	-8.60%	7.45%	9.39%
01-Mar-2000	1712.70	Long	-16.15	1.71	3819.17	3105.79	-4.21%	1.52%	-10.44%	6.17%	8.88%
02-Mar-2000	1696.55	Short	40.55	1.70	3859.72	3144.65	-1.95%	4.17%	-7.83%	8.49%	11.14%
03-Mar-2000	1656.00	Short	-32.50	0.00	3827.22	3112.15	-3.12%	1.86%	-8.28%	7.02%	9.12%
06-Mar-2000	1688.50	Long	14.25	1.69	3841.47	3124.71	-2.75%	4.03%	-6.40%	7.26%	10.45%
07-Mar-2000	1702.75	Long	-36.40	0.00	3805.07	3088.31	-1.89%	-0.66%	-8.04%	4.07%	8.71%
08-Mar-2000	1666.35	Short	20.10	1.67	3825.17	3106.74	-1.37%	-0.17%	-7.48%	4.54%	11.28%
09-Mar-2000	1646.25	Short	43.50	0.00	3868.67	3150.24	3.30%	5.56%	-5.50%	6.84%	13.97%
10-Mar-2000	1602.75	Short	42.05	0.00	3910.72	3192.29	7.62%	8.93%	-4.34%	10.41%	16.74%
13-Mar-2000	1560.70	Short	-6.35	0.00	3904.37	3185.94	6.03%	8.92%	-6.56%	10.86%	15.85%
14-Mar-2000	1567.05	Long	53.05	1.57	3957.42	3237.42	10.54%	11.51%	-5.50%	13.55%	19.28%
15-Mar-2000	1620.10	Long	-57.90	0.00	3899.52	3179.52	8.17%	6.43%	-8.62%	8.17%	16.76%
16-Mar-2000	1562.20	Short	5.60	1.56	3905.12	3183.56	8.06%	6.82%	-9.97%	9.10%	18.83%
21-Mar-2000	1556.60	Short	-33.00	0.00	3872.12	3150.56	5.78%	3.29%	-12.34%	5.12%	17.55%
22-Mar-2000	1589.60	Long	-36.20	1.59	3835.92	3112.77	0.53%	1.84%	-14.86%	3.47%	15.85%
23-Mar-2000	1553.40	Short	-16.15	1.55	3819.77	3095.07	-3.31%	0.78%	-17.67%	2.74%	14.64%
24-Mar-2000	1569.55	Long	-6.60	1.57	3813.17	3086.90	-7.33%	-1.07%	-17.33%	1.48%	16.08%
27-Mar-2000	1562.95	Short	-5.65	1.56	3807.52	3079.69	-3.85%	-2.50%	-16.47%	0.67%	15.30%
28-Mar-2000	1568.60	Long	-10.35	1.57	3797.17	3067.77	-4.14%	-3.66%	-14.37%	1.67%	13.46%
29-Mar-2000	1558.25	Short	8.75	1.56	3805.92	3074.96	-2.95%	-1.44%	-13.29%	2.39%	13.13%
30-Mar-2000	1549.50	Short	21.05	0.00	3826.97	3096.01	-3.31%	-1.84%	-12.41%	4.99%	14.52%
31-Mar-2000	1528.45	Short	-6.30	0.00	3820.67	3089.71	-4.10%	-2.20%	-11.59%	5.23%	12.88%
03-Apr-2000	1534.75	Long	-106.65	1.53	3714.02	2981.53	-11.24%	-7.39%	-17.47%	-2.05%	6.90%
04-Apr-2000	1428.10	Short	-6.55	1.43	3707.47	2973.55	-13.89%	-9.26%	-18.49%	-4.16%	4.64%
05-Apr-2000	1434.65	Long	18.30	1.43	3725.77	2990.41	-12.69%	-6.57%	-15.35%	-4.40%	9.06%
06-Apr-2000	1452.95	Long	104.20	0.00	3829.97	3094.61	-4.25%	-0.05%	-8.53%	1.94%	16.83%
07-Apr-2000	1557.15	Long	55.85	0.00	3885.82	3150.46	-0.99%	3.27%	-3.01%	5.16%	20.20%
10-Apr-2000	1613.00	Long	11.65	0.00	3897.47	3162.11	-0.54%	4.82%	-1.34%	5.47%	20.48%
11-Apr-2000	1624.65	Long	-31.95	0.00	3865.52	3130.16	-2.84%	2.95%	-3.45%	3.94%	18.78%
12-Apr-2000	1592.70	Short	74.05	1.59	3939.57	3202.62	2.41%	7.40%	-0.21%	9.93%	23.91%
13-Apr-2000	1518.65	Short	75.10	0.00	4014.67	3277.72	7.72%	12.41%	5.27%	15.40%	28.21%
17-Apr-2000	1443.55	Short	28.75	0.00	4043.42	3306.47	11.13%	16.06%	5.19%	18.63%	31.09%
18-Apr-2000	1414.80	Short	9.85	0.00	4053.27	3316.32	10.76%	14.88%	5.95%	19.46%	31.75%
19-Apr-2000	1404.95	Short	-10.70	0.00	4042.57	3305.62	9.10%	13.44%	4.51%	18.23%	29.96%
20-Apr-2000	1415.65	Long	-27.65	1.42	4014.92	3276.55	7.62%	11.11%	3.53%	15.76%	27.99%
24-Apr-2000	1388.00	Short	28.55	1.39	4043.47	3303.72	8.75%	13.27%	5.94%	18.00%	29.99%
25-Apr-2000	1359.45	Short	-76.65	0.00	3966.82	3227.07	2.67%	7.18%	-0.25%	13.51%	23.08%
26-Apr-2000	1436.10	Long	-19.20	1.44	3947.62	3206.43	1.97%	1.08%	-1.98%	9.53%	20.21%
27-Apr-2000	1416.90	Short	10.35	1.42	3957.97	3215.36	1.30%	1.30%	-1.58%	10.28%	22.22%
28-Apr-2000	1406.55	Short	73.10	0.00	4031.07	3288.46	5.86%	5.53%	5.20%	16.05%	26.89%
02-May-2000	1333.45	Short	17.40	0.00	4048.47	3305.86	5.62%	8.45%	6.55%	16.85%	29.57%
03-May-2000	1316.05	Short	-64.50	0.00	3983.97	3241.36	0.62%	4.26%	2.34%	11.91%	22.93%
04-May-2000	1380.55	Long	41.85	1.38	4025.82	3281.83	3.99%	5.25%	5.48%	9.63%	22.03%
05-May-2000	1422.40	Long	-57.35	0.00	3968.47	3224.48	0.57%	3.52%	0.43%	5.67%	19.07%
08-May-2000	1365.05	Short	-13.50	1.37	3954.97	3209.62	0.19%	4.54%	2.30%	2.79%	19.49%
09-May-2000	1378.55	Long	-15.40	1.38	3939.57	3192.84	-1.80%	2.71%	-1.38%	3.45%	18.87%
10-May-2000	1363.15	Short	58.60	1.36	3998.17	3250.08	0.22%	7.40%	0.16%	7.84%	23.22%
11-May-2000	1304.55	Short	21.75	0.00	4019.92	3271.83	2.14%	8.22%	2.65%	10.94%	24.43%
12-May-2000	1282.80	Short	-16.45	0.00	4003.47	3255.38	-0.42%	5.80%	2.53%	8.42%	24.75%
15-May-2000	1299.25	Long	7.60	1.30	4011.07	3261.68	0.10%	7.00%	1.71%	10.87%	25.04%
16-May-2000	1306.85	Long	4.80	0.00	4015.87	3266.48	0.81%	7.00%	1.59%	11.84%	25.62%
17-May-2000	1311.65	Long	-18.25	0.00	3997.62	3248.23	-0.42%	6.77%	0.15%	10.76%	22.81%
18-May-2000	1293.40	Short	25.40	1.29	4023.02	3272.33	6.19%	7.24%	3.51%	13.48%	23.95%
19-May-2000	1268.00	Short	35.00	0.00	4058.02	3307.33	8.67%	9.79%	7.45%	14.80%	25.98%
22-May-2000	1233.00	Short	8.60	0.00	4066.62	3315.93	11.99%	14.12%	8.34%	16.15%	26.41%
23-May-2000	1224.40	Short	-11.50	0.00	4055.12	3304.43	9.06%	13.64%	9.16%	14.92%	24.88%
24-May-2000	1235.90	Long	11.75	1.24	4066.87	3314.95	10.64%	13.95%	10.61%	13.38%	22.74%
25-May-2000	1247.65	Long	27.70	0.00	4094.57	3342.65	10.14%	16.91%	11.70%	15.76%	25.89%
26-May-2000	1275.35	Long	35.70	0.00	4130.27	3378.35	12.40%	20.86%	15.16%	17.68%	28.75%
29-May-2000	1311.05	Long	33.80	0.00	4164.07	3412.15	6.11%	23.39%	17.22%	19.65%	28.07%
30-May-2000	1344.85	Long	35.60	0.00	4199.67	3447.75	5.15%	25.98%	19.63%	21.55%	28.16%
31-May-2000	1380.45	Long	-31.45	0.00	4168.22	3416.30	5.85%	21.85%	16.20%	18.37%	27.07%
01-Jun-2000	1349.00	Short	-40.25	1.35	4127.97	3374.70	4.63%	20.61%	14.25%	15.65%	27.08%
02-Jun-2000	1389.25	Long	15.35	1.39	4143.32	3388.66	5.93%	20.19%	14.35%	16.04%	27.25%
05-Jun-2000	1404.60	Long	17.15	0.00	4160.47	3405.81	8.60%	18.30%	14.44%	17.67%	28.87%
06-Jun-2000	1421.75	Long	8.60	0.00	4169.07	3414.41	13.47%	19.97%	15.81%	17.30%	33.02%
07-Jun-2000	1430.35	Long	33.30	0.00	4202.37	3447.71	19.48%	22.44%	16.47%	17.86%	34.75%
08-Jun-2000	1463.65	Long	3.55	0.00	4205.92	3451.26	19.62%	20.73%	17.34%	17.42%	38.74%
09-Jun-2000	1467.20	Long	-26.80	0.00	4179.12	3424.46	17.95%	17.97%	12.00%	15.54%	38.27%
12-Jun-2000	1440.40	Short	7.50	1.44	4186.62	3430.52	19.59%	19.49%	13.53%	16.05%	36.49%
13-Jun-2000	1432.90	Short	-2.60	0.00	4184.02	3427.92	19.29%	21.66%	13.01%	16.26%	34.19%
14-Jun-2000	1435.50	Long	9.75	1.44	4193.77	3436.23	21.79%	21.25%	14.31%	16.05%	34.39%
15-Jun-2000	1445.25	Long	32.05	0.00	4225.82	3468.28	26.31%	22.97%	14.64%	18.48%	38.65%
16-Jun-2000	1477.30	Long	21.45	0.00	4247.27	3489.73	28.62%	24.64%	16.10%	18.57%	37.73%
19-Jun-2000	1498.75	Long	8.35	0.00	4255.62	3498.08	29.34%	24.86%	16.76%	19.52%	38.26%
20-Jun-2000	1507.10	Long	-31.95	0.00	4223.67	3466.13	25.36%	20.29%	12.91%	16.88%	37.64%
21-Jun-2000	1475.15	Short	-13.10	1.48	4210.57	3451.56	26.11%	19.68%	17.34%	16.22%	38.03%
22-Jun-2000	1488.25	Long	-16.05	1.49	4194.52	3434.02	25.13%	19.35%	21.29%	14.23%	36.62%
23-Jun-2000	1472.20	Short	20.55	1.47	4215.07	3453.10	23.22%	21.42%	24.71%	15.29%	39.90%
26-Jun-2000	1451.65	Short	-2.65	0.00	4212.42	3450.45	23.59%	22.76%	24.84%	14.13%	39.01%
27-Jun-2000	1454.30	Long	15.70	1.45	4228.12	3464.69	21.99%	23.97%	25.69%	14.26%	41.08%
28-Jun-2000	1470.00	Long	22.35	0.00	4250.47	3487.04	22.60%	24.94%	27.96%	15.52%	41.72%
29-Jun-2000	1492.35	Long	-20.90	0.00	4229.57	3466.14	20.74%	21.79%	26.23%	14.35%	38.39%
30-Jun-2000	1471.45	Short	-23.80	1.47	4205.77	3440.87	16.81%	20.66%	28.39%	12.97%	36.07%
03-Jul-2000	1495.25	Long	16.05	1.50	4221.82	3455.43	15.77%	22.97%	29.79%	14.09%	35.19%
04-Jul-2000	1511.30	Long	14.75	0.00	4236.57	3470.18	14.79%	24.35%	28.98%	15.24%	36.84%
05-Jul-2000	1526.05	Long	-9.25	0.00	4227.32	3460.93	12.63%	23.72%	27.34%	15.28%	36.14%
06-Jul-2000	1516.80	Short	-0.80	1.52	4226.52	3458.61	9.60%	23.32%	27.84%	14.17%	36.00%
07-Jul-2000	1517.60	Long	-7.95	1.52	4218.57	3449.14	9.73%	25.05%	29.74%	13.02%	33.21%
10-Jul-2000	1509.65	Short	-8.90	1.51	4209.67	3438.73	6.43%	23.82%	28.54%	12.17%	32.90%
11-Jul-2000	1518.55	Long	14.80	1.52	4224.47	3452.01	7.83%	23.62%	27.44%	12.45%	32.09%
12-Jul-2000	1533.35	Long	-10.75	0.00	4213.72	3441.26	5.14%	24.17%	25.43%	11.27%	30.31%
13-Jul-2000	1522.60	Short	12.85	1.52	4226.57	3452.59	7.52%	24.50%	24.30%	12.51%	31.28%
14-Jul-2000	1509.75	Short	30.10	0.00	4256.67	3482.69	12.06%	29.09%	25.06%	13.44%	35.68%
17-Jul-2000	1479.65	Short	16.55	0.00	4273.22	3499.24	14.52%	31.05%	27.03%	15.27%	36.62%
18-Jul-2000	1463.10	Short	27.30	0.00	4300.52	3526.54	13.75%	32.68%	31.82%	18.82%	37.48%
19-Jul-2000	1435.80	Short	11.60	0.00	4312.12	3538.14	17.30%	31.96%	32.11%	20.39%	40.25%
20-Jul-2000	1424.20	Short	26.95	0.00	4339.07	3565.09	20.97%	34.53%	35.21%	20.81%	41.08%
21-Jul-2000	1397.25	Short	79.50	0.00	4418.57	3644.59	28.05%	39.94%	42.25%	27.05%	47.94%
24-Jul-2000	1317.75	Short	-31.15	0.00	4387.42	3613.44	32.65%	34.14%	41.00%	26.49%	48.45%
25-Jul-2000	1348.90	Long	-30.65	1.35	4356.77	3581.44	33.94%	30.27%	38.67%	23.39%	43.08%
26-Jul-2000	1318.25	Short	-19.80	1.32	4336.97	3560.32	34.48%	29.01%	36.46%	20.91%	42.49%
27-Jul-2000	1338.05	Long	-4.25	1.34	4332.72	3554.74	30.65%	28.18%	35.93%	20.72%	41.42%
28-Jul-2000	1333.80	Short	0.95	1.33	4333.67	3554.35	33.15%	29.28%	35.46%	22.87%	41.87%
31-Jul-2000	1332.85	Short	6.00	0.00	4339.67	3560.35	32.69%	29.20%	37.79%	24.58%	41.88%
01-Aug-2000	1326.85	Short	-5.05	0.00	4334.62	3555.30	35.20%	32.77%	34.34%	24.87%	40.43%
02-Aug-2000	1331.90	Long	-10.65	1.33	4323.97	3543.32	32.78%	31.06%	32.57%	23.42%	38.45%
03-Aug-2000	1321.25	Short	2.70	1.32	4326.67	3544.70	29.85%	33.96%	36.78%	23.00%	38.38%
04-Aug-2000	1318.55	Short	7.75	0.00	4334.42	3552.45	27.31%	36.58%	38.17%	22.04%	39.97%
07-Aug-2000	1310.80	Short	-34.80	0.00	4299.62	3517.65	25.31%	32.49%	35.93%	17.50%	38.24%
08-Aug-2000	1345.60	Long	-0.65	1.35	4298.97	3515.65	20.68%	32.95%	34.08%	14.27%	36.46%
09-Aug-2000	1344.95	Short	16.95	1.34	4315.92	3531.26	26.15%	35.99%	33.89%	15.77%	35.99%
10-Aug-2000	1328.00	Short	17.25	0.00	4333.17	3548.51	27.48%	36.96%	35.50%	15.75%	38.19%
11-Aug-2000	1310.75	Short	-7.15	0.00	4326.02	3541.36	29.81%	36.68%	33.72%	15.16%	35.89%
14-Aug-2000	1317.90	Long	33.55	1.32	4359.57	3573.59	34.97%	35.61%	37.18%	17.04%	39.15%
16-Aug-2000	1351.45	Long	-10.05	0.00	4349.52	3563.54	34.66%	30.85%	35.56%	14.36%	37.82%
17-Aug-2000	1341.40	Short	-16.65	1.34	4332.87	3545.55	34.19%	25.61%	32.94%	13.91%	35.92%
18-Aug-2000	1358.05	Long	12.20	1.36	4345.07	3556.39	35.10%	30.68%	32.23%	16.14%	35.87%
21-Aug-2000	1370.25	Long	10.95	0.00	4356.02	3567.34	36.46%	31.72%	32.27%	20.01%	38.37%
22-Aug-2000	1381.20	Long	4.85	0.00	4360.87	3572.19	36.00%	32.67%	34.37%	21.01%	38.70%
23-Aug-2000	1386.05	Long	0.90	0.00	4361.77	3573.09	34.42%	30.72%	32.36%	20.55%	40.00%
24-Aug-2000	1386.95	Long	-5.70	0.00	4356.07	3567.39	34.44%	29.92%	32.02%	21.67%	40.20%
25-Aug-2000	1381.25	Short	11.40	1.38	4367.47	3577.41	43.14%	30.65%	34.93%	23.73%	40.87%
28-Aug-2000	1369.85	Short	2.15	0.00	4369.62	3579.56	44.24%	29.76%	34.59%	24.96%	39.90%
29-Aug-2000	1367.70	Short	-8.25	0.00	4361.37	3571.31	42.47%	29.17%	35.58%	26.38%	37.85%
30-Aug-2000	1375.95	Long	18.15	1.38	4379.52	3588.08	35.86%	31.38%	35.81%	26.86%	37.91%
31-Aug-2000	1394.10	Long	33.65	0.00	4413.17	3621.73	33.80%	32.70%	37.45%	30.44%	39.57%
04-Sep-2000	1427.75	Long	0.50	0.00	4413.67	3622.23	32.23%	31.62%	37.67%	30.71%	38.41%
05-Sep-2000	1428.25	Long	7.10	0.00	4420.77	3629.33	34.95%	31.72%	38.30%	31.03%	39.43%
06-Sep-2000	1435.35	Long	4.40	0.00	4425.17	3633.73	30.04%	32.71%	38.25%	29.80%	41.05%
07-Sep-2000	1439.75	Long	10.30	0.00	4435.47	3644.03	25.44%	33.58%	38.54%	31.00%	41.68%
08-Sep-2000	1450.05	Long	6.30	0.00	4441.77	3650.33	23.71%	34.80%	39.71%	28.88%	42.26%
11-Sep-2000	1456.35	Long	11.30	0.00	4453.07	3661.63	23.71%	34.16%	38.17%	29.49%	42.61%
12-Sep-2000	1467.65	Long	-11.50	0.00	4441.57	3650.13	23.47%	32.18%	36.34%	27.79%	40.92%
13-Sep-2000	1456.15	Short	10.85	1.46	4452.42	3659.53	26.30%	33.70%	37.11%	29.73%	41.62%
14-Sep-2000	1445.30	Short	28.10	0.00	4480.52	3687.63	26.56%	34.96%	39.30%	32.27%	43.85%
15-Sep-2000	1417.20	Short	62.85	0.00	4543.37	3750.48	36.93%	39.49%	43.82%	36.69%	49.89%
18-Sep-2000	1354.35	Short	37.35	0.00	4580.72	3787.83	42.93%	45.01%	44.08%	40.83%	53.03%
19-Sep-2000	1317.00	Short	-25.90	0.00	4554.82	3761.93	41.50%	42.90%	42.90%	39.80%	52.56%
20-Sep-2000	1342.90	Long	-13.05	1.34	4541.77	3747.53	34.19%	40.32%	39.98%	39.63%	51.00%
21-Sep-2000	1329.85	Short	63.40	1.33	4605.17	3809.60	37.88%	43.52%	46.35%	44.45%	54.77%
22-Sep-2000	1266.45	Short	-26.10	0.00	4579.07	3783.50	42.81%	43.45%	47.23%	45.24%	55.18%
25-Sep-2000	1292.55	Long	-24.65	1.29	4554.42	3757.56	36.81%	41.07%	42.41%	42.65%	47.09%
26-Sep-2000	1267.90	Short	-24.65	1.27	4529.77	3731.64	40.00%	40.64%	43.94%	40.48%	46.36%
27-Sep-2000	1292.55	Long	-26.15	1.29	4503.62	3704.20	38.26%	38.46%	43.05%	40.69%	41.21%
28-Sep-2000	1266.40	Short	-5.25	1.27	4498.37	3697.69	39.86%	37.90%	42.82%	38.37%	43.62%
29-Sep-2000	1271.65	Long	10.35	1.27	4508.72	3706.76	35.91%	36.15%	43.85%	36.09%	44.31%
03-Oct-2000	1282.00	Long	15.80	0.00	4524.52	3722.56	35.16%	37.34%	43.52%	37.86%	46.29%
04-Oct-2000	1297.80	Long	-13.05	0.00	4511.47	3709.51	34.99%	34.57%	40.73%	37.50%	43.32%
05-Oct-2000	1284.75	Short	-0.25	1.28	4511.22	3707.98	34.74%	34.84%	41.82%	36.46%	45.73%
06-Oct-2000	1285.00	Long	-17.70	1.29	4493.52	3688.99	32.88%	33.71%	40.00%	34.49%	44.92%
09-Oct-2000	1267.30	Short	28.35	1.27	4521.87	3716.08	36.92%	36.49%	43.93%	37.07%	48.06%
10-Oct-2000	1238.95	Short	37.05	0.00	4558.92	3753.13	38.81%	45.27%	46.37%	42.47%	52.88%
11-Oct-2000	1201.90	Short	-4.35	0.00	4554.57	3748.78	36.73%	45.87%	47.06%	44.59%	52.34%
12-Oct-2000	1206.25	Long	-29.50	1.21	4525.07	3718.07	33.34%	45.60%	47.77%	41.86%	49.85%
13-Oct-2000	1176.75	Short	1.30	1.18	4526.37	3718.19	35.16%	44.59%	49.35%	44.69%	50.69%
16-Oct-2000	1175.45	Short	17.40	0.00	4543.77	3735.59	35.79%	46.98%	50.45%	46.95%	49.85%
17-Oct-2000	1158.05	Short	22.05	0.00	4565.82	3757.64	35.84%	46.76%	54.06%	48.44%	52.82%
18-Oct-2000	1136.00	Short	-30.15	0.00	4535.67	3727.49	30.73%	44.65%	54.15%	47.76%	50.58%
19-Oct-2000	1166.15	Long	5.85	1.17	4541.52	3732.18	27.44%	34.32%	53.74%	46.80%	49.54%
20-Oct-2000	1172.00	Long	-28.05	0.00	4513.47	3704.13	21.88%	27.79%	51.69%	44.40%	46.61%
23-Oct-2000	1143.95	Short	-8.50	1.14	4504.97	3694.48	24.32%	31.37%	50.68%	43.87%	46.48%
24-Oct-2000	1152.45	Long	31.45	1.15	4536.42	3724.78	30.38%	35.80%	54.51%	47.05%	48.70%
25-Oct-2000	1183.90	Long	2.40	0.00	4538.82	3727.18	28.59%	35.55%	52.29%	45.43%	47.41%
26-Oct-2000	1186.30	Long	-7.60	0.00	4531.22	3719.58	26.45%	36.63%	48.12%	43.54%	47.37%
27-Oct-2000	1178.70	Short	11.55	1.18	4542.77	3729.95	26.77%	43.02%	50.86%	45.84%	47.64%
30-Oct-2000	1167.15	Short	-5.60	0.00	4537.17	3724.35	23.70%	47.58%	51.20%	43.89%	45.59%
31-Oct-2000	1172.75	Long	28.05	1.17	4565.22	3751.23	25.58%	50.07%	51.45%	47.22%	47.32%
01-Nov-2000	1200.80	Long	24.05	0.00	4589.27	3775.28	29.22%	51.15%	51.17%	43.87%	48.20%
02-Nov-2000	1224.85	Long	17.20	0.00	4606.47	3792.48	29.55%	52.59%	52.47%	45.46%	48.42%
03-Nov-2000	1242.05	Long	-1.80	0.00	4604.67	3790.68	29.21%	51.46%	54.19%	44.22%	47.97%
06-Nov-2000	1240.25	Short	-6.50	1.24	4598.17	3782.94	27.95%	53.18%	52.55%	44.52%	46.53%
07-Nov-2000	1246.75	Long	20.05	1.25	4618.22	3801.74	26.75%	57.25%	53.38%	43.72%	48.16%
08-Nov-2000	1266.80	Long	3.15	0.00	4621.37	3804.89	24.88%	58.25%	53.62%	43.65%	46.53%
09-Nov-2000	1269.95	Long	-30.40	0.00	4590.97	3774.49	21.77%	56.39%	51.10%	41.54%	44.80%
10-Nov-2000	1239.55	Short	31.50	1.24	4622.47	3804.75	27.32%	58.15%	51.98%	43.01%	47.84%
13-Nov-2000	1208.05	Short	-34.80	0.00	4587.67	3769.95	26.36%	58.24%	50.38%	47.53%	46.16%
14-Nov-2000	1242.85	Long	4.20	1.24	4591.87	3772.91	27.27%	57.36%	50.44%	52.76%	44.31%
15-Nov-2000	1247.05	Long	-13.80	0.00	4578.07	3759.11	24.54%	51.95%	49.83%	53.71%	42.59%
16-Nov-2000	1233.25	Short	-2.75	1.23	4575.32	3755.13	24.71%	52.47%	51.49%	53.95%	41.34%
17-Nov-2000	1236.00	Long	1.60	1.24	4576.92	3755.49	23.53%	49.40%	51.73%	53.76%	40.31%
20-Nov-2000	1237.60	Long	-2.60	0.00	4574.32	3752.89	21.48%	48.32%	51.10%	54.69%	39.92%
21-Nov-2000	1235.00	Short	12.65	1.24	4586.97	3764.31	24.14%	49.20%	50.47%	55.84%	41.48%
22-Nov-2000	1222.35	Short	6.35	0.00	4593.32	3770.66	26.98%	47.21%	51.85%	61.16%	42.59%
23-Nov-2000	1216.00	Short	-9.20	0.00	4584.12	3761.46	25.17%	44.55%	53.41%	61.80%	42.49%
24-Nov-2000	1225.20	Long	27.70	1.23	4611.82	3787.93	25.93%	44.18%	55.97%	61.69%	44.74%
27-Nov-2000	1252.90	Long	19.85	0.00	4631.67	3807.78	27.68%	43.07%	56.58%	60.98%	46.30%
28-Nov-2000	1272.75	Long	-8.00	0.00	4623.67	3799.78	26.81%	38.25%	54.60%	59.99%	43.69%
29-Nov-2000	1264.75	Short	-3.40	1.26	4620.27	3795.12	27.36%	39.03%	57.41%	63.05%	42.98%
30-Nov-2000	1268.15	Long	8.05	1.27	4628.32	3801.90	28.64%	36.29%	56.99%	62.61%	43.12%
01-Dec-2000	1276.20	Long	-0.60	0.00	4627.72	3801.30	27.37%	36.69%	55.47%	60.02%	42.19%
04-Dec-2000	1275.60	Short	-9.05	1.28	4618.67	3790.97	27.42%	33.60%	56.47%	57.99%	40.96%
05-Dec-2000	1284.65	Long	13.90	1.28	4632.57	3803.59	27.32%	36.24%	56.36%	56.12%	42.15%
06-Dec-2000	1298.55	Long	3.95	0.00	4636.52	3807.54	25.02%	39.03%	58.84%	54.15%	40.64%
07-Dec-2000	1302.50	Long	11.20	0.00	4647.72	3818.74	24.53%	41.02%	59.80%	55.24%	41.88%
08-Dec-2000	1313.70	Long	18.45	0.00	4666.17	3837.19	23.65%	38.96%	60.05%	59.09%	44.61%
11-Dec-2000	1332.15	Long	1.20	0.00	4667.37	3838.39	22.54%	41.18%	56.99%	57.15%	44.51%
12-Dec-2000	1333.35	Long	20.95	0.00	4688.32	3859.34	22.07%	44.46%	58.95%	59.68%	44.30%
13-Dec-2000	1354.30	Long	-4.95	0.00	4683.37	3854.39	15.49%	44.43%	56.70%	59.08%	43.40%
14-Dec-2000	1349.35	Short	36.75	1.35	4720.12	3889.79	20.48%	52.36%	53.82%	60.52%	46.35%
15-Dec-2000	1312.60	Short	-5.00	0.00	4715.12	3884.79	23.11%	57.99%	54.22%	62.85%	47.15%
18-Dec-2000	1317.60	Long	-7.10	1.32	4708.02	3876.37	23.99%	58.48%	53.01%	60.46%	44.91%
19-Dec-2000	1310.50	Short	15.25	1.31	4723.27	3890.31	25.61%	56.90%	54.38%	62.29%	46.76%
20-Dec-2000	1295.25	Short	17.85	0.00	4741.12	3908.16	27.32%	61.46%	57.47%	63.83%	50.87%
21-Dec-2000	1277.40	Short	35.40	0.00	4776.52	3943.56	30.00%	64.10%	60.47%	69.43%	55.65%
22-Dec-2000	1242.00	Short	30.00	0.00	4806.52	3973.56	33.68%	71.28%	68.68%	70.37%	60.25%
26-Dec-2000	1212.00	Short	-16.30	0.00	4790.22	3957.26	34.15%	70.17%	68.29%	69.94%	59.89%
27-Dec-2000	1228.30	Long	20.65	1.23	4810.87	3976.68	35.17%	67.28%	71.70%	74.73%	59.91%
28-Dec-2000	1248.95	Long	14.60	0.00	4825.47	3991.28	35.14%	63.97%	73.75%	75.44%	58.40%
29-Dec-2000	1263.55	Long	-9.25	0.00	4816.22	3982.03	36.75%	63.00%	70.45%	74.03%	54.90%
01-Jan-2001	1254.30	Short	-17.50	1.25	4798.72	3963.28	35.69%	57.87%	71.04%	72.25%	51.00%
02-Jan-2001	1271.80	Long	19.45	1.27	4818.17	3981.46	35.40%	63.05%	73.46%	71.24%	52.07%
03-Jan-2001	1291.25	Long	16.40	0.00	4834.57	3997.86	34.80%	63.06%	72.81%	71.31%	51.00%
04-Jan-2001	1307.65	Long	19.60	0.00	4854.17	4017.46	36.41%	66.29%	73.17%	70.21%	51.61%
05-Jan-2001	1327.25	Long	-18.00	0.00	4836.17	3999.46	32.09%	66.81%	67.44%	69.01%	49.00%
08-Jan-2001	1309.25	Short	-2.40	1.31	4833.77	3995.75	33.01%	68.79%	64.86%	69.71%	47.83%
09-Jan-2001	1311.65	Long	-24.35	1.31	4809.42	3970.09	32.37%	67.33%	58.56%	66.05%	46.60%
10-Jan-2001	1287.30	Short	6.90	1.29	4816.32	3975.70	32.57%	69.60%	64.93%	66.57%	49.60%
11-Jan-2001	1280.40	Short	-6.35	0.00	4809.97	3969.35	31.40%	70.41%	65.34%	65.93%	52.81%
12-Jan-2001	1286.75	Long	0.00	1.29	4809.97	3968.06	30.77%	69.41%	65.83%	67.66%	53.32%
15-Jan-2001	1286.75		0.00	1.29	4809.97	3966.77	30.60%	67.67%	63.68%	65.46%	52.73%
16-Jan-2001	1293.05	Long	4.85	1.29	4814.82	3970.33	31.16%	68.10%	63.25%	65.51%	54.41%
17-Jan-2001	1297.90	Long	8.05	0.00	4822.87	3978.38	30.89%	76.81%	63.52%	68.06%	56.15%
18-Jan-2001	1305.95	Long	23.15	0.00	4846.02	4001.53	32.31%	78.72%	63.53%	68.59%	58.50%
19-Jan-2001	1329.10	Long	18.90	0.00	4864.92	4020.43	33.79%	77.50%	63.80%	70.41%	60.93%
22-Jan-2001	1348.00	Long	7.20	0.00	4872.12	4027.63	32.61%	69.22%	64.63%	69.16%	60.02%
23-Jan-2001	1355.20	Long	10.75	0.00	4882.87	4038.38	30.74%	65.52%	64.38%	69.27%	62.06%
24-Jan-2001	1365.95	Long	4.15	0.00	4887.02	4042.53	30.77%	64.45%	63.82%	70.14%	62.87%
25-Jan-2001	1370.10	Long	-28.05	0.00	4858.97	4014.48	28.11%	64.54%	61.18%	68.04%	60.46%
29-Jan-2001	1342.05	Short	-37.65	1.34	4821.32	3975.49	25.47%	57.59%	60.44%	66.37%	57.34%
30-Jan-2001	1379.70	Long	-8.00	1.38	4813.32	3966.11	23.34%	49.89%	58.39%	63.56%	55.69%
31-Jan-2001	1371.70	Short	12.55	1.37	4825.87	3977.29	23.84%	48.90%	60.62%	65.81%	54.37%
01-Feb-2001	1359.15	Short	-19.70	0.00	4806.17	3957.59	21.77%	47.18%	58.38%	62.67%	53.38%
02-Feb-2001	1378.85	Long	3.75	1.38	4809.92	3959.96	22.47%	47.46%	56.73%	61.15%	52.05%
05-Feb-2001	1382.60	Long	4.50	0.00	4814.42	3964.46	22.05%	49.75%	57.55%	61.13%	53.37%
06-Feb-2001	1387.10	Long	-16.30	0.00	4798.12	3948.16	18.78%	46.46%	55.21%	59.74%	52.40%
07-Feb-2001	1370.80	Short	-24.70	1.37	4773.42	3922.09	12.52%	50.70%	53.35%	57.82%	50.45%
08-Feb-2001	1395.50	Long	10.20	1.40	4783.62	3930.89	10.25%	51.91%	53.94%	53.03%	49.87%
09-Feb-2001	1405.70	Long	-3.50	0.00	4780.12	3927.39	11.77%	50.65%	51.97%	51.96%	49.06%
12-Feb-2001	1402.20	Short	11.00	1.40	4791.12	3936.99	13.51%	46.25%	52.13%	51.80%	51.47%
13-Feb-2001	1391.20	Short	-2.15	0.00	4788.97	3934.84	9.00%	45.21%	50.60%	53.31%	51.49%
14-Feb-2001	1393.35	Long	23.35	1.39	4812.32	3956.80	12.44%	51.35%	51.93%	55.37%	53.56%
15-Feb-2001	1416.70	Long	-35.35	0.00	4776.97	3921.45	11.57%	45.15%	49.04%	50.26%	50.48%
16-Feb-2001	1381.35	Short	-3.45	1.38	4773.52	3916.62	13.39%	50.11%	50.69%	53.73%	50.55%
19-Feb-2001	1384.80	Long	-0.95	1.38	4772.57	3914.28	15.17%	50.89%	51.07%	55.36%	53.15%
20-Feb-2001	1383.85	Short	13.75	1.38	4786.32	3926.65	16.55%	53.03%	51.23%	55.73%	51.66%
21-Feb-2001	1370.10	Short	15.00	0.00	4801.32	3941.65	17.14%	50.48%	50.70%	57.84%	50.64%
22-Feb-2001	1355.10	Short	34.65	0.00	4835.97	3976.30	18.72%	51.99%	54.05%	59.90%	54.54%
23-Feb-2001	1320.45	Short	8.05	0.00	4844.02	3984.35	20.81%	55.21%	54.79%	60.84%	57.67%
26-Feb-2001	1312.40	Short	16.85	0.00	4860.87	4001.20	22.34%	56.35%	56.44%	63.28%	58.04%
27-Feb-2001	1295.55	Short	-55.85	0.00	4805.02	3945.35	19.79%	52.40%	53.22%	59.46%	54.00%
28-Feb-2001	1351.40	Long	6.65	1.35	4811.67	3950.65	17.36%	51.98%	51.57%	58.55%	52.12%
01-Mar-2001	1358.05	Long	-51.70	0.00	4759.97	3898.95	10.74%	46.14%	52.04%	53.04%	49.48%
02-Mar-2001	1306.35	Short	34.90	1.31	4794.87	3932.54	14.07%	47.86%	56.27%	57.36%	55.09%
05-Mar-2001	1271.45	Short	-19.05	0.00	4775.82	3913.49	15.37%	47.00%	58.63%	60.69%	55.08%
07-Mar-2001	1290.50	Long	2.35	1.29	4778.17	3914.55	15.22%	47.28%	55.87%	60.22%	55.97%
08-Mar-2001	1292.85	Long	-38.10	0.00	4740.07	3876.45	10.89%	43.43%	53.60%	56.76%	53.58%
09-Mar-2001	1254.75	Short	56.80	1.25	4796.87	3931.99	13.90%	46.97%	57.05%	63.79%	58.60%
12-Mar-2001	1197.95	Short	73.25	0.00	4870.12	4005.24	23.19%	52.33%	65.53%	74.54%	68.47%
13-Mar-2001	1124.70	Short	-69.50	0.00	4800.62	3935.74	18.10%	46.55%	53.68%	73.82%	66.62%
14-Mar-2001	1194.20	Long	22.95	1.19	4823.57	3957.50	21.22%	42.69%	48.49%	71.94%	64.79%
15-Mar-2001	1217.15	Long	-23.60	0.00	4799.97	3933.90	19.67%	42.53%	49.16%	67.31%	60.90%
16-Mar-2001	1193.55	Short	6.85	1.19	4806.82	3939.56	17.99%	47.33%	52.56%	70.62%	63.43%
19-Mar-2001	1186.70	Short	15.75	0.00	4822.57	3955.31	19.22%	47.75%	54.69%	71.39%	64.54%
20-Mar-2001	1170.95	Short	-36.15	0.00	4786.42	3919.16	17.04%	43.84%	54.16%	65.79%	61.16%
21-Mar-2001	1207.10	Long	-19.55	1.21	4766.87	3898.40	13.95%	40.10%	55.96%	63.62%	58.71%
22-Mar-2001	1187.55	Short	26.25	1.19	4793.12	3923.46	16.77%	40.06%	63.53%	67.09%	59.91%
23-Mar-2001	1161.30	Short	-0.20	0.00	4792.92	3923.26	14.81%	40.64%	65.38%	66.77%	62.50%
26-Mar-2001	1161.50	Long	16.25	1.16	4809.17	3938.35	14.04%	44.24%	66.92%	66.95%	59.40%
27-Mar-2001	1177.75	Long	28.45	0.00	4837.62	3966.80	14.80%	45.53%	69.50%	69.37%	62.08%
28-Mar-2001	1206.20	Long	-11.10	0.00	4826.52	3955.70	13.68%	43.76%	66.67%	69.49%	59.21%
29-Mar-2001	1195.10	Short	46.90	1.20	4873.42	4001.41	18.28%	47.29%	73.47%	72.82%	64.48%
30-Mar-2001	1148.20	Short	10.10	0.00	4883.52	4011.51	18.27%	47.31%	80.43%	76.23%	65.74%
02-Apr-2001	1138.10	Short	-11.15	0.00	4872.37	4000.36	17.17%	44.87%	82.02%	76.86%	65.76%
03-Apr-2001	1149.25	Long	-12.60	1.15	4859.77	3986.61	18.46%	42.51%	80.77%	74.92%	64.36%
04-Apr-2001	1136.65	Short	-2.95	1.14	4856.82	3982.52	15.64%	45.43%	79.06%	72.33%	62.54%
06-Apr-2001	1139.60	Long	-11.25	1.14	4845.57	3970.13	17.57%	45.50%	79.30%	70.98%	67.95%
09-Apr-2001	1128.35	Short	25.30	1.13	4870.87	3994.30	19.62%	49.65%	82.80%	75.18%	77.73%
10-Apr-2001	1103.05	Short	36.25	0.00	4907.12	4030.55	24.61%	52.35%	83.34%	80.94%	85.33%
11-Apr-2001	1066.80	Short	41.90	0.00	4949.02	4072.45	29.75%	58.31%	90.41%	89.27%	92.11%
12-Apr-2001	1024.90	Short	-19.70	0.00	4929.32	4052.75	29.00%	57.38%	88.58%	91.39%	93.83%
16-Apr-2001	1044.60	Long	22.40	1.04	4951.72	4074.11	30.75%	56.20%	88.00%	91.29%	95.54%
17-Apr-2001	1067.00	Long	36.40	0.00	4988.12	4110.51	32.45%	60.39%	89.39%	90.86%	97.07%
18-Apr-2001	1103.40	Long	41.05	0.00	5029.17	4151.56	34.52%	64.41%	86.82%	91.96%	102.27%
19-Apr-2001	1144.45	Long	-0.45	0.00	5028.72	4151.11	34.05%	60.79%	81.39%	90.80%	99.71%
20-Apr-2001	1144.00	Short	-5.75	1.14	5022.97	4144.21	31.14%	58.92%	78.46%	91.09%	97.21%
23-Apr-2001	1149.75	Long	-3.45	1.15	5019.52	4139.61	28.86%	59.03%	75.80%	90.51%	95.31%
24-Apr-2001	1146.30	Short	-9.05	1.15	5010.47	4129.42	28.76%	58.52%	71.23%	89.38%	95.36%
25-Apr-2001	1155.35	Long	-11.60	1.16	4998.87	4116.66	27.83%	57.78%	70.56%	90.68%	96.85%
26-Apr-2001	1143.75	Short	42.45	1.14	5041.32	4157.97	31.13%	62.88%	71.37%	94.32%	100.55%
27-Apr-2001	1101.30	Short	-23.95	0.00	5017.37	4134.02	30.21%	61.93%	72.73%	94.49%	99.76%
30-Apr-2001	1125.25	Long	11.95	1.13	5029.32	4144.84	31.45%	62.53%	69.54%	95.46%	97.18%
02-May-2001	1137.20	Long	-15.15	0.00	5014.17	4129.69	28.68%	59.54%	69.61%	92.34%	92.08%
03-May-2001	1122.05	Short	-8.00	1.12	5006.17	4120.57	27.90%	56.85%	73.07%	96.00%	90.56%
04-May-2001	1130.05	Long	9.15	1.13	5015.32	4128.59	27.42%	55.69%	74.70%	96.35%	91.08%
07-May-2001	1139.20	Long	9.75	0.00	5025.07	4138.34	26.44%	53.70%	71.36%	95.68%	94.57%
08-May-2001	1148.95	Long	0.30	0.00	5025.37	4138.64	26.13%	52.27%	73.88%	92.21%	92.39%
09-May-2001	1149.25	Long	-4.30	0.00	5021.07	4134.34	23.93%	49.53%	75.51%	92.32%	93.17%
10-May-2001	1144.95	Short	4.45	1.14	5025.52	4137.65	24.74%	43.06%	77.29%	91.80%	94.63%
11-May-2001	1140.50	Short	-0.30	0.00	5025.22	4137.35	21.71%	45.94%	83.66%	85.38%	93.31%
14-May-2001	1140.80	Long	4.50	1.14	5029.72	4140.70	22.43%	49.02%	89.15%	84.82%	94.75%
15-May-2001	1145.30	Long	5.85	0.00	5035.57	4146.55	23.59%	51.19%	90.87%	84.58%	93.15%
16-May-2001	1151.15	Long	23.80	0.00	5059.37	4170.35	24.33%	53.48%	89.10%	86.23%	95.24%
17-May-2001	1174.95	Long	-2.15	0.00	5057.22	4168.20	22.13%	52.24%	89.88%	85.49%	92.50%
18-May-2001	1172.80	Short	3.35	1.17	5060.57	4170.38	19.34%	52.01%	89.16%	85.20%	94.96%
21-May-2001	1169.45	Short	1.35	0.00	5061.92	4171.73	16.95%	52.71%	92.64%	89.89%	91.68%
22-May-2001	1168.10	Short	-11.00	0.00	5050.92	4160.73	17.42%	52.86%	90.23%	88.28%	89.99%
23-May-2001	1179.10	Long	2.75	1.18	5053.67	4162.30	15.74%	52.38%	85.83%	90.44%	93.59%
24-May-2001	1181.85	Long	-6.95	0.00	5046.72	4155.35	13.88%	51.01%	81.49%	91.82%	93.60%
25-May-2001	1174.90	Short	-18.30	1.17	5028.42	4135.88	13.09%	52.62%	80.85%	88.86%	92.71%
28-May-2001	1193.20	Long	5.25	1.19	5033.67	4139.93	14.81%	52.32%	75.64%	89.48%	90.76%
29-May-2001	1198.45	Long	-20.90	0.00	5012.77	4119.03	11.48%	49.04%	78.39%	89.43%	87.08%
30-May-2001	1177.55	Short	9.65	1.18	5022.42	4127.51	11.01%	49.17%	80.16%	90.85%	89.21%
31-May-2001	1167.90	Short	19.85	0.00	5042.27	4147.36	11.12%	51.89%	85.35%	93.05%	89.74%
01-Jun-2001	1148.05	Short	20.85	0.00	5063.12	4168.21	14.70%	51.79%	91.93%	92.67%	94.48%
04-Jun-2001	1127.20	Short	11.60	0.00	5074.72	4179.81	16.33%	54.67%	96.23%	91.67%	97.30%
05-Jun-2001	1115.60	Short	-0.10	0.00	5074.62	4179.71	18.79%	56.84%	97.96%	87.64%	96.45%
06-Jun-2001	1115.70	Long	-3.35	1.12	5071.27	4175.24	17.89%	55.47%	98.19%	92.81%	94.70%
07-Jun-2001	1112.35	Short	-14.25	1.11	5057.02	4159.88	17.13%	53.27%	98.18%	92.35%	93.02%
08-Jun-2001	1126.60	Long	4.50	1.13	5061.52	4163.25	17.33%	52.46%	96.60%	92.52%	94.60%
11-Jun-2001	1131.10	Long	-3.95	0.00	5057.57	4159.30	17.02%	51.83%	94.01%	89.47%	91.48%
12-Jun-2001	1127.15	Short	-1.85	1.13	5055.72	4156.33	16.50%	52.25%	94.63%	89.07%	91.65%
13-Jun-2001	1129.00	Long	-16.25	1.13	5039.47	4138.95	14.22%	49.74%	102.52%	87.24%	92.47%
14-Jun-2001	1112.75	Short	25.00	1.11	5064.47	4162.83	14.50%	52.42%	106.88%	89.05%	94.99%
15-Jun-2001	1087.75	Short	9.45	0.00	5073.92	4172.28	13.96%	55.25%	108.65%	91.92%	99.99%
18-Jun-2001	1078.30	Short	-18.35	0.00	5055.57	4153.93	11.71%	52.48%	98.24%	92.51%	98.18%
19-Jun-2001	1096.65	Long	0.95	1.10	5056.52	4153.79	10.52%	48.52%	91.49%	90.09%	96.13%
20-Jun-2001	1097.60	Long	-2.40	0.00	5054.12	4151.39	9.92%	48.21%	90.13%	89.34%	97.21%
21-Jun-2001	1095.20	Short	7.55	1.10	5061.67	4157.84	13.09%	48.26%	93.83%	89.62%	98.20%
22-Jun-2001	1087.65	Short	20.65	0.00	5082.32	4178.49	18.66%	50.09%	89.72%	93.25%	100.56%
25-Jun-2001	1067.00	Short	-29.60	0.00	5052.72	4148.89	17.13%	47.32%	81.65%	92.63%	99.31%
26-Jun-2001	1096.60	Long	-0.50	1.10	5052.22	4147.29	15.50%	45.32%	76.68%	91.33%	97.82%
27-Jun-2001	1096.10	Short	2.10	1.10	5054.32	4148.30	17.40%	44.40%	75.90%	89.79%	95.11%
28-Jun-2001	1094.00	Short	-13.90	0.00	5040.42	4134.40	15.95%	44.27%	75.76%	87.44%	93.02%
29-Jun-2001	1107.90	Long	-7.15	1.11	5033.27	4126.14	14.59%	42.12%	76.68%	86.42%	90.89%
02-Jul-2001	1100.75	Short	30.95	1.10	5064.22	4155.99	18.88%	42.55%	77.43%	88.46%	94.16%
03-Jul-2001	1069.80	Short	1.85	0.00	5066.07	4157.84	22.04%	38.08%	87.00%	90.40%	96.12%
04-Jul-2001	1067.95	Short	-1.80	0.00	5064.27	4156.04	21.08%	34.48%	88.92%	91.56%	90.38%
05-Jul-2001	1069.75	Long	-4.65	1.07	5059.62	4150.32	20.84%	36.31%	87.40%	89.13%	89.12%
06-Jul-2001	1065.10	Short	5.60	1.07	5065.22	4154.86	20.45%	38.24%	81.34%	89.08%	88.65%
09-Jul-2001	1059.50	Short	-12.55	0.00	5052.67	4142.31	19.58%	31.40%	78.95%	86.02%	89.58%
10-Jul-2001	1072.05	Long	11.60	1.07	5064.27	4152.83	18.29%	34.45%	85.02%	85.78%	90.25%
11-Jul-2001	1083.65	Long	21.85	0.00	5086.12	4174.68	23.37%	38.49%	82.39%	87.48%	89.08%
12-Jul-2001	1105.50	Long	4.95	0.00	5091.07	4179.63	23.79%	40.52%	86.40%	87.13%	90.92%
13-Jul-2001	1110.45	Long	-4.90	0.00	5086.17	4174.73	23.45%	42.37%	86.91%	87.14%	92.49%
16-Jul-2001	1105.55	Short	2.45	1.11	5088.62	4176.08	22.56%	43.27%	88.94%	86.69%	92.32%
17-Jul-2001	1103.10	Short	11.15	0.00	5099.77	4187.23	22.26%	43.56%	84.96%	85.23%	94.10%
18-Jul-2001	1091.95	Short	6.05	0.00	5105.82	4193.28	19.87%	43.11%	84.39%	86.94%	94.20%
19-Jul-2001	1085.90	Short	8.20	0.00	5114.02	4201.48	20.00%	45.30%	87.13%	86.62%	93.98%
20-Jul-2001	1077.70	Short	7.05	0.00	5121.07	4208.53	19.24%	46.45%	87.86%	87.97%	96.30%
23-Jul-2001	1070.65	Short	-1.90	0.00	5119.17	4206.63	24.40%	48.35%	87.81%	88.80%	96.36%
24-Jul-2001	1072.55	Long	-8.35	1.07	5110.82	4197.21	22.99%	44.86%	88.48%	87.97%	96.76%
25-Jul-2001	1064.20	Short	10.80	1.06	5121.62	4206.94	28.94%	42.64%	87.82%	95.35%	96.63%
26-Jul-2001	1053.40	Short	1.70	0.00	5123.32	4208.64	26.21%	43.66%	85.56%	96.00%	97.35%
27-Jul-2001	1051.70	Short	-9.75	0.00	5113.57	4198.89	27.14%	45.72%	83.96%	98.01%	100.51%
30-Jul-2001	1061.45	Long	11.40	1.06	5124.97	4209.23	27.76%	46.26%	85.24%	95.69%	100.98%
31-Jul-2001	1072.85	Long	-9.70	0.00	5115.27	4199.53	30.11%	43.24%	82.45%	94.71%	98.52%
01-Aug-2001	1063.15	Short	-2.85	1.06	5112.42	4195.62	24.80%	41.20%	80.23%	92.13%	100.08%
02-Aug-2001	1066.00	Long	8.60	1.07	5121.02	4203.15	18.57%	44.62%	77.37%	92.21%	102.33%
03-Aug-2001	1074.60	Long	0.65	0.00	5121.67	4203.80	24.94%	43.89%	73.67%	81.13%	102.21%
06-Aug-2001	1075.25	Long	-3.15	0.00	5118.52	4200.65	22.61%	46.18%	70.02%	76.46%	102.52%
07-Aug-2001	1072.10	Short	4.10	1.07	5122.62	4203.68	25.16%	47.50%	73.44%	80.97%	101.58%
08-Aug-2001	1068.00	Short	-2.65	0.00	5119.97	4201.03	24.48%	44.59%	77.37%	83.23%	103.41%
09-Aug-2001	1070.65	Long	0.50	1.07	5120.47	4200.46	22.90%	44.20%	75.82%	83.52%	102.03%
10-Aug-2001	1071.15	Long	-8.15	0.00	5112.32	4192.31	25.50%	44.13%	73.43%	84.70%	97.42%
13-Aug-2001	1063.00	Short	-12.50	1.06	5099.82	4178.74	26.37%	42.22%	71.90%	89.92%	98.62%
14-Aug-2001	1075.50	Long	3.45	1.08	5103.27	4181.12	23.96%	42.47%	68.19%	94.10%	98.03%
16-Aug-2001	1078.95	Long	-9.75	0.00	5093.52	4171.37	23.00%	38.94%	66.74%	93.36%	94.86%
17-Aug-2001	1069.20	Short	5.45	1.07	5098.97	4175.75	22.20%	37.46%	70.27%	94.90%	94.93%
20-Aug-2001	1063.75	Short	-4.95	0.00	5094.02	4170.80	19.18%	35.56%	69.59%	96.12%	95.98%
21-Aug-2001	1068.70	Long	2.80	1.07	5096.82	4172.53	20.29%	35.73%	69.67%	95.53%	98.72%
23-Aug-2001	1071.50	Long	-2.35	0.00	5094.47	4170.18	15.75%	36.14%	68.50%	97.69%	96.97%
24-Aug-2001	1069.15	Short	-3.40	1.07	5091.07	4165.71	14.42%	34.04%	65.23%	100.80%	96.29%
27-Aug-2001	1072.55	Long	-1.90	1.07	5089.17	4162.74	15.14%	33.36%	62.75%	102.17%	96.69%
28-Aug-2001	1070.65	Short	3.20	1.07	5092.37	4164.87	16.65%	36.46%	62.28%	103.35%	97.07%
29-Aug-2001	1067.45	Short	3.30	0.00	5095.67	4168.17	17.39%	34.05%	65.77%	101.58%	94.41%
30-Aug-2001	1064.15	Short	10.40	0.00	5106.07	4178.57	19.59%	38.40%	68.32%	104.51%	95.59%
31-Aug-2001	1053.75	Short	5.70	0.00	5111.77	4184.27	18.03%	39.04%	71.20%	106.69%	98.53%
03-Sep-2001	1048.05	Short	-0.15	0.00	5111.62	4184.12	14.65%	40.55%	69.75%	102.36%	99.84%
04-Sep-2001	1048.20	Long	-3.20	1.05	5108.42	4179.87	10.25%	40.52%	69.59%	102.26%	101.11%
05-Sep-2001	1045.00	Short	8.90	1.05	5117.32	4187.73	12.92%	41.36%	69.19%	99.79%	102.55%
06-Sep-2001	1036.10	Short	0.90	0.00	5118.22	4188.63	11.05%	42.06%	67.71%	99.78%	103.09%
07-Sep-2001	1035.20	Short	1.80	0.00	5120.02	4190.43	7.72%	41.16%	69.97%	99.86%	101.37%
10-Sep-2001	1033.40	Short	10.00	0.00	5130.02	4200.43	4.73%	41.59%	73.50%	97.43%	102.92%
11-Sep-2001	1023.40	Short	41.20	0.00	5171.22	4241.63	8.84%	46.92%	76.82%	99.86%	110.38%
12-Sep-2001	982.20	Short	10.50	0.00	5181.72	4252.13	10.99%	47.26%	79.61%	102.38%	117.08%
13-Sep-2001	971.70	Short	52.00	0.00	5233.72	4304.13	16.93%	51.08%	86.78%	106.62%	124.03%
14-Sep-2001	919.70	Short	47.45	0.00	5281.17	4351.58	24.16%	60.00%	97.09%	112.93%	135.56%
17-Sep-2001	872.25	Short	-27.95	0.00	5253.22	4323.63	23.73%	60.59%	100.26%	117.19%	143.84%
18-Sep-2001	900.20	Long	12.00	0.90	5265.22	4334.73	19.64%	59.19%	99.53%	110.32%	139.48%
19-Sep-2001	912.20	Long	-13.40	0.00	5251.82	4321.33	20.53%	57.01%	95.30%	108.33%	134.61%
20-Sep-2001	898.80	Short	44.60	0.90	5296.42	4365.03	24.50%	63.87%	102.78%	111.55%	144.01%
21-Sep-2001	854.20	Short	-14.85	0.00	5281.57	4350.18	25.81%	63.99%	105.08%	118.48%	148.74%
24-Sep-2001	869.05	Long	-7.65	0.87	5273.92	4341.66	25.44%	61.46%	98.84%	119.78%	149.38%
25-Sep-2001	861.40	Short	-12.30	0.86	5261.62	4328.50	23.21%	59.18%	96.27%	121.20%	149.60%
26-Sep-2001	873.70	Long	16.30	0.87	5277.92	4343.92	23.53%	58.00%	93.55%	116.58%	148.29%
27-Sep-2001	890.00	Long	23.85	0.00	5301.77	4367.77	25.75%	59.48%	93.22%	121.12%	144.78%
28-Sep-2001	913.85	Long	-3.75	0.00	5298.02	4364.02	25.13%	55.23%	87.42%	120.10%	141.23%
01-Oct-2001	910.10	Short	10.45	0.91	5308.47	4373.56	25.92%	57.05%	80.10%	123.16%	141.41%
03-Oct-2001	899.65	Short	-12.00	0.00	5296.47	4361.56	24.92%	52.44%	83.16%	130.98%	133.16%
04-Oct-2001	911.65	Long	2.95	0.91	5299.42	4363.60	24.45%	52.52%	85.80%	136.01%	130.59%
05-Oct-2001	914.60	Long	-12.65	0.00	5286.77	4350.95	22.35%	51.89%	86.45%	136.14%	128.26%
08-Oct-2001	901.95	Short	-10.75	0.90	5276.02	4339.30	18.73%	49.78%	86.99%	132.45%	128.79%
09-Oct-2001	912.70	Long	27.65	0.91	5303.67	4366.04	21.68%	50.17%	88.93%	137.38%	131.73%
10-Oct-2001	940.35	Long	14.55	0.00	5318.22	4380.59	22.35%	46.47%	87.23%	133.55%	128.61%
11-Oct-2001	954.90	Long	5.50	0.00	5323.72	4386.09	22.45%	43.20%	87.00%	135.91%	132.53%
12-Oct-2001	960.40	Long	3.00	0.00	5326.72	4389.09	23.78%	44.96%	88.06%	133.52%	131.15%
15-Oct-2001	963.40	Long	7.85	0.00	5334.57	4396.94	24.35%	43.62%	88.46%	129.41%	135.04%
16-Oct-2001	971.25	Long	15.00	0.00	5349.57	4411.94	26.42%	43.31%	88.49%	125.57%	138.15%
17-Oct-2001	986.25	Long	-14.20	0.00	5335.37	4397.74	26.55%	42.15%	89.24%	122.87%	132.41%
18-Oct-2001	972.05	Short	-4.60	0.97	5330.77	4392.16	25.95%	44.12%	90.17%	118.79%	135.78%
19-Oct-2001	976.65	Long	-0.25	0.98	5330.52	4390.94	27.84%	41.93%	88.02%	124.04%	137.58%
22-Oct-2001	976.40	Short	-16.80	0.98	5313.72	4373.16	25.16%	38.44%	84.46%	121.84%	134.73%
23-Oct-2001	993.20	Long	-2.00	0.99	5311.72	4370.17	22.43%	35.51%	83.45%	122.80%	131.85%
24-Oct-2001	991.20	Short	8.00	0.99	5319.72	4377.18	21.08%	38.11%	81.07%	127.56%	128.42%
25-Oct-2001	983.20	Short	5.75	0.00	5325.47	4382.93	20.66%	39.38%	83.34%	130.99%	125.75%
29-Oct-2001	977.45	Short	14.35	0.00	5339.82	4397.28	22.26%	43.70%	87.14%	134.06%	122.28%
30-Oct-2001	963.10	Short	-8.80	0.00	5331.02	4388.48	22.14%	42.86%	86.40%	135.89%	129.65%
31-Oct-2001	971.90	Long	22.10	0.97	5353.12	4409.60	25.69%	45.30%	86.66%	138.06%	131.38%
01-Nov-2001	994.00	Long	3.60	0.00	5356.72	4413.20	25.15%	44.78%	84.61%	134.63%	130.01%
02-Nov-2001	997.60	Long	-6.55	0.00	5350.17	4406.65	24.79%	44.09%	83.56%	131.38%	126.23%
05-Nov-2001	991.05	Short	-10.85	0.99	5339.32	4394.81	24.06%	42.83%	83.49%	131.69%	125.36%
06-Nov-2001	1001.90	Long	-14.40	1.00	5324.92	4379.41	24.00%	40.03%	80.05%	139.52%	122.31%
07-Nov-2001	987.50	Short	-10.20	0.99	5314.72	4368.22	20.80%	37.13%	79.86%	141.23%	121.15%
08-Nov-2001	997.70	Long	6.35	1.00	5321.07	4373.58	20.18%	35.40%	80.41%	138.64%	120.39%
09-Nov-2001	1004.05	Long	6.85	0.00	5327.92	4380.43	22.56%	35.14%	78.91%	128.06%	121.91%
12-Nov-2001	1010.90	Long	-5.50	0.00	5322.42	4374.93	21.88%	33.29%	74.51%	121.13%	119.60%
13-Nov-2001	1005.40	Short	-10.40	1.01	5312.02	4363.52	21.10%	31.93%	73.73%	119.50%	118.63%
14-Nov-2001	1015.80	Long	19.90	1.02	5331.92	4382.41	22.11%	36.22%	74.14%	123.28%	118.74%
15-Nov-2001	1035.70	Long	32.45	0.00	5364.37	4414.86	22.82%	42.42%	75.42%	117.05%	120.75%
19-Nov-2001	1068.15	Long	-17.95	0.00	5346.42	4396.91	23.22%	40.33%	70.48%	104.78%	115.75%
20-Nov-2001	1050.20	Short	-6.15	1.05	5340.27	4389.71	23.08%	39.27%	70.40%	103.15%	118.45%
21-Nov-2001	1056.35	Long	6.10	1.06	5346.37	4394.75	23.33%	41.38%	69.40%	102.09%	116.50%
22-Nov-2001	1062.45	Long	-3.45	0.00	5342.92	4391.30	24.18%	40.60%	69.76%	102.19%	114.22%
23-Nov-2001	1059.00	Short	-21.60	1.06	5321.32	4368.64	22.90%	38.17%	66.96%	103.12%	113.31%
26-Nov-2001	1080.60	Long	-4.55	1.08	5316.77	4363.01	19.16%	38.39%	62.50%	98.03%	109.27%
27-Nov-2001	1076.05	Short	5.25	1.08	5322.02	4367.18	19.45%	41.36%	57.31%	105.95%	109.33%
28-Nov-2001	1070.80	Short	3.65	0.00	5325.67	4370.83	20.06%	41.09%	54.45%	108.74%	111.38%
29-Nov-2001	1067.15	Short	1.75	0.00	5327.42	4372.58	20.83%	41.72%	57.22%	108.44%	110.17%
03-Dec-2001	1065.40	Short	-12.30	0.00	5315.12	4360.28	19.28%	39.73%	57.51%	100.60%	108.34%
04-Dec-2001	1077.70	Long	26.85	1.08	5341.97	4386.06	22.62%	41.87%	53.49%	100.23%	107.19%
05-Dec-2001	1104.55	Long	5.90	0.00	5347.87	4391.96	21.65%	39.40%	55.09%	104.17%	104.91%
06-Dec-2001	1110.45	Long	1.85	0.00	5349.72	4393.81	19.73%	42.54%	57.30%	100.14%	105.10%
07-Dec-2001	1112.30	Long	2.95	0.00	5352.67	4396.76	19.52%	43.17%	59.80%	105.39%	106.12%
10-Dec-2001	1115.25	Long	-5.05	0.00	5347.62	4391.71	19.46%	42.81%	61.65%	105.99%	106.22%
11-Dec-2001	1110.20	Short	2.55	1.11	5350.17	4393.15	19.55%	42.02%	62.64%	108.12%	105.88%
12-Dec-2001	1107.65	Short	8.90	0.00	5359.07	4402.05	19.39%	41.57%	62.77%	104.00%	104.27%
13-Dec-2001	1098.75	Short	10.90	0.00	5369.97	4412.95	19.99%	39.74%	62.83%	103.86%	106.40%
14-Dec-2001	1087.85	Short	5.55	0.00	5375.52	4418.50	19.95%	39.91%	65.17%	106.92%	106.42%
18-Dec-2001	1082.30	Short	21.55	0.00	5397.07	4440.05	21.39%	40.55%	67.64%	108.88%	108.99%
19-Dec-2001	1060.75	Short	-1.25	0.00	5395.82	4438.80	21.89%	46.52%	70.69%	110.52%	111.52%
20-Dec-2001	1062.00	Long	-11.15	1.06	5384.67	4426.58	21.60%	44.82%	66.90%	110.96%	110.44%
21-Dec-2001	1050.85	Short	2.35	1.05	5387.02	4427.88	21.03%	50.33%	64.21%	109.96%	117.58%
24-Dec-2001	1048.50	Short	14.25	0.00	5401.27	4442.13	22.27%	48.60%	66.13%	108.23%	118.71%
26-Dec-2001	1034.25	Short	14.25	0.00	5415.52	4456.38	24.90%	52.49%	71.39%	110.27%	124.56%
27-Dec-2001	1020.00	Short	-13.80	0.00	5401.72	4442.58	22.88%	51.77%	71.02%	111.58%	122.46%
28-Dec-2001	1033.80	Long	25.25	1.03	5426.97	4466.80	25.85%	57.10%	70.73%	111.42%	124.14%
31-Dec-2001	1059.05	Long	-3.75	0.00	5423.22	4463.05	25.25%	50.14%	66.61%	105.79%	117.74%
01-Jan-2002	1055.30	Short	-5.45	1.06	5417.77	4456.54	24.01%	42.77%	69.08%	102.17%	117.15%
02-Jan-2002	1060.75	Long	11.50	1.06	5429.27	4466.98	24.81%	50.08%	69.27%	99.44%	107.00%
03-Jan-2002	1072.25	Long	23.95	0.00	5453.22	4490.93	27.07%	49.75%	73.38%	97.29%	103.75%
04-Jan-2002	1096.20	Long	3.95	0.00	5457.17	4494.88	26.56%	51.18%	73.02%	98.39%	105.76%
07-Jan-2002	1100.15	Long	9.75	0.00	5466.92	4504.63	27.60%	51.36%	70.89%	102.71%	108.39%
08-Jan-2002	1109.90	Long	-7.10	0.00	5459.82	4497.53	26.77%	48.85%	69.41%	99.91%	107.33%
09-Jan-2002	1102.80	Short	4.60	1.10	5464.42	4501.03	27.99%	52.76%	70.86%	99.31%	110.27%
10-Jan-2002	1098.20	Short	9.65	0.00	5474.07	4510.68	30.23%	55.75%	71.09%	99.82%	117.26%
11-Jan-2002	1088.55	Short	-21.25	0.00	5452.82	4489.43	28.32%	51.99%	70.28%	95.70%	121.30%
14-Jan-2002	1109.80	Long	-15.65	1.11	5437.17	4472.67	27.15%	49.51%	65.01%	92.04%	117.92%
15-Jan-2002	1094.15	Short	3.85	1.09	5441.02	4475.43	27.39%	49.09%	63.99%	96.05%	120.13%
16-Jan-2002	1090.30	Short	-18.90	0.00	5422.12	4456.53	26.21%	44.92%	60.90%	94.10%	119.99%
17-Jan-2002	1109.20	Long	-16.05	1.11	5406.07	4439.37	24.06%	43.60%	58.48%	91.19%	116.10%
18-Jan-2002	1093.15	Short	1.80	1.09	5407.87	4440.07	24.69%	40.13%	60.11%	91.83%	120.45%
21-Jan-2002	1091.35	Short	-1.50	0.00	5406.37	4438.57	25.00%	39.13%	58.35%	88.91%	123.75%
22-Jan-2002	1092.85	Long	-3.45	1.09	5402.92	4434.03	24.82%	39.68%	57.57%	86.41%	125.10%
23-Jan-2002	1089.40	Short	4.10	1.09	5407.02	4437.04	24.98%	41.35%	60.82%	86.19%	126.56%
24-Jan-2002	1085.30	Short	5.20	0.00	5412.22	4442.24	25.25%	42.36%	58.74%	89.94%	125.16%
25-Jan-2002	1080.10	Short	8.75	0.00	5420.97	4450.99	25.22%	44.52%	63.05%	92.53%	128.19%
28-Jan-2002	1071.35	Short	-0.30	0.00	5420.67	4450.69	24.87%	42.60%	63.26%	94.90%	129.81%
29-Jan-2002	1071.65	Long	-4.20	1.07	5416.47	4445.42	24.38%	38.71%	64.04%	92.60%	124.49%
30-Jan-2002	1067.45	Short	-7.95	1.07	5408.52	4436.40	24.03%	34.10%	63.82%	92.37%	124.45%
31-Jan-2002	1075.40	Long	6.25	1.08	5414.77	4441.58	23.61%	36.16%	63.80%	90.84%	120.57%
01-Feb-2002	1081.65	Long	-4.75	0.00	5410.02	4436.83	22.95%	33.53%	63.23%	87.81%	118.52%
04-Feb-2002	1076.90	Short	2.65	1.08	5412.67	4438.40	23.03%	30.45%	62.60%	90.28%	119.02%
05-Feb-2002	1074.25	Short	-38.85	0.00	5373.82	4399.55	18.54%	23.09%	58.54%	89.24%	112.27%
06-Feb-2002	1113.10	Long	-2.65	1.11	5371.17	4395.79	13.85%	21.98%	56.99%	84.48%	105.66%
07-Feb-2002	1110.45	Short	-13.30	1.11	5357.87	4381.38	11.64%	21.36%	53.44%	82.06%	102.19%
08-Feb-2002	1123.75	Long	7.80	1.12	5365.67	4388.05	7.47%	22.11%	51.64%	82.50%	99.66%
11-Feb-2002	1131.55	Long	-2.05	0.00	5363.62	4386.00	3.04%	22.68%	51.81%	81.96%	94.83%
12-Feb-2002	1129.50	Short	-5.60	1.13	5358.02	4379.27	4.93%	23.25%	51.72%	82.35%	95.43%
13-Feb-2002	1135.10	Long	14.90	1.14	5372.92	4393.04	5.14%	20.71%	52.08%	84.07%	92.63%
14-Feb-2002	1150.00	Long	9.95	0.00	5382.87	4402.99	7.10%	23.39%	52.32%	82.69%	93.03%
15-Feb-2002	1159.95	Long	12.90	0.00	5395.77	4415.89	4.38%	23.37%	53.87%	84.02%	90.82%
18-Feb-2002	1172.85	Long	-13.95	0.00	5381.82	4401.94	4.41%	23.21%	51.02%	80.94%	90.71%
19-Feb-2002	1158.90	Short	12.95	1.16	5394.77	4413.73	6.22%	25.30%	52.31%	80.34%	96.04%
20-Feb-2002	1145.95	Short	-3.90	0.00	5390.87	4409.83	7.10%	24.54%	51.58%	79.46%	98.20%
21-Feb-2002	1149.85	Long	13.65	1.15	5404.52	4422.33	6.82%	24.70%	50.89%	77.90%	95.40%
22-Feb-2002	1163.50	Long	1.95	0.00	5406.47	4424.28	4.86%	24.55%	50.36%	76.16%	97.51%
25-Feb-2002	1165.45	Long	23.95	0.00	5430.42	4448.23	7.23%	26.93%	50.53%	75.78%	101.40%
26-Feb-2002	1189.40	Long	-0.20	0.00	5430.22	4448.03	6.26%	26.10%	49.91%	67.55%	100.50%
27-Feb-2002	1189.20	Short	47.15	1.19	5477.37	4493.99	11.14%	29.99%	50.81%	74.05%	110.22%
28-Feb-2002	1142.05	Short	-35.95	0.00	5441.42	4458.04	8.27%	27.79%	50.19%	76.76%	116.84%
01-Mar-2002	1178.00	Long	-0.65	1.18	5440.77	4456.21	8.94%	26.29%	49.22%	76.05%	114.64%
04-Mar-2002	1177.35	Short	-1.15	1.18	5439.62	4453.88	9.73%	24.08%	47.87%	76.37%	111.20%
05-Mar-2002	1178.50	Long	-5.90	1.18	5433.72	4446.81	6.85%	23.64%	45.71%	75.73%	113.25%
06-Mar-2002	1172.60	Short	-20.45	1.17	5413.27	4425.18	3.80%	21.73%	41.07%	73.75%	110.91%
07-Mar-2002	1193.05	Long	-5.40	1.19	5407.87	4418.59	2.72%	20.69%	37.30%	72.36%	111.50%
08-Mar-2002	1187.65	Short	19.80	1.19	5427.67	4437.20	4.05%	23.28%	40.41%	75.26%	112.02%
11-Mar-2002	1167.85	Short	17.40	0.00	5445.07	4454.60	4.94%	25.03%	40.92%	77.91%	111.69%
12-Mar-2002	1150.45	Short	-6.60	0.00	5438.47	4448.00	3.14%	25.44%	39.70%	77.84%	109.15%
13-Mar-2002	1157.05	Long	2.40	1.16	5440.87	4449.25	4.45%	27.08%	40.38%	80.51%	109.18%
14-Mar-2002	1159.45	Long	10.30	0.00	5451.17	4459.55	5.81%	27.57%	42.80%	81.41%	105.41%
15-Mar-2002	1169.75	Long	-0.45	0.00	5450.72	4459.10	5.83%	29.07%	40.83%	79.32%	109.39%
18-Mar-2002	1169.30	Short	17.15	1.17	5467.87	4475.08	8.72%	29.72%	40.81%	79.24%	110.45%
19-Mar-2002	1152.15	Short	-3.45	0.00	5464.42	4471.63	8.81%	28.14%	39.42%	80.74%	114.66%
20-Mar-2002	1155.60	Long	-11.40	1.16	5453.02	4459.07	7.09%	25.17%	39.77%	76.63%	116.50%
21-Mar-2002	1144.20	Short	5.75	1.14	5458.77	4463.68	7.06%	24.81%	40.90%	78.67%	119.61%
22-Mar-2002	1138.45	Short	15.40	0.00	5474.17	4479.08	7.19%	26.30%	44.71%	82.00%	122.29%
26-Mar-2002	1123.05	Short	-0.30	0.00	5473.87	4478.78	8.04%	27.03%	44.80%	82.13%	124.58%
27-Mar-2002	1123.35	Long	6.20	1.12	5480.07	4483.85	6.61%	28.84%	45.80%	81.59%	126.06%
28-Mar-2002	1129.55	Long	9.40	0.00	5489.47	4493.25	7.09%	29.22%	46.50%	81.54%	125.56%
01-Apr-2002	1138.95	Long	-2.00	0.00	5487.47	4491.25	7.43%	29.15%	46.05%	80.61%	122.50%
02-Apr-2002	1136.95	Short	13.45	1.14	5500.92	4503.57	9.57%	30.54%	46.90%	82.34%	124.36%
03-Apr-2002	1123.50	Short	-22.40	0.00	5478.52	4481.17	9.06%	30.46%	44.75%	80.44%	133.48%
04-Apr-2002	1145.90	Long	-3.95	1.15	5474.57	4476.07	9.41%	27.34%	41.41%	78.24%	131.12%
05-Apr-2002	1141.95	Short	6.70	1.14	5481.27	4481.63	9.46%	27.09%	40.39%	79.72%	130.59%
08-Apr-2002	1135.25	Short	8.55	0.00	5489.82	4490.18	9.67%	29.62%	40.74%	79.46%	122.93%
09-Apr-2002	1126.70	Short	-11.80	0.00	5478.02	4478.38	9.18%	28.81%	39.05%	76.03%	117.86%
10-Apr-2002	1138.50	Long	5.10	1.14	5483.12	4482.34	10.44%	29.07%	38.63%	75.55%	115.96%
11-Apr-2002	1143.60	Long	2.90	0.00	5486.02	4485.24	8.99%	28.63%	41.16%	74.84%	118.49%
12-Apr-2002	1146.50	Long	-12.35	0.00	5473.67	4472.89	5.06%	25.68%	43.38%	73.19%	110.80%
15-Apr-2002	1134.15	Short	15.40	1.13	5489.07	4487.16	7.96%	29.83%	45.94%	74.34%	106.64%
16-Apr-2002	1118.75	Short	-6.35	0.00	5482.72	4480.81	8.14%	29.81%	45.01%	74.23%	104.97%
17-Apr-2002	1125.10	Long	3.90	1.13	5486.62	4483.58	7.90%	29.80%	46.75%	73.06%	103.75%
18-Apr-2002	1129.00	Long	-28.70	0.00	5457.92	4454.88	5.63%	28.39%	43.84%	71.28%	101.79%
19-Apr-2002	1100.30	Short	-3.85	1.10	5454.07	4449.93	7.39%	29.43%	44.12%	71.84%	106.64%
22-Apr-2002	1104.15	Long	1.85	1.10	5455.92	4450.68	7.94%	26.69%	45.51%	69.11%	103.88%
23-Apr-2002	1106.00	Long	4.60	0.00	5460.52	4455.28	7.97%	26.89%	48.21%	63.73%	111.05%
24-Apr-2002	1110.60	Long	-16.30	0.00	5444.22	4438.98	6.14%	25.48%	45.75%	58.63%	110.98%
25-Apr-2002	1094.30	Short	-3.10	1.09	5441.12	4434.78	5.68%	25.99%	46.37%	61.49%	111.43%
26-Apr-2002	1097.40	Long	-23.20	1.10	5417.92	4410.48	4.57%	23.29%	43.15%	60.41%	102.24%
29-Apr-2002	1074.20	Short	-10.30	1.07	5407.62	4399.11	1.22%	23.91%	43.22%	54.88%	101.77%
30-Apr-2002	1084.50	Long	8.80	1.08	5416.42	4406.83	1.37%	23.42%	41.50%	57.48%	107.47%
02-May-2002	1093.30	Long	3.65	0.00	5420.07	4410.48	1.52%	21.57%	44.73%	59.72%	103.23%
03-May-2002	1096.95	Long	4.00	0.00	5424.07	4414.48	1.62%	21.41%	45.39%	62.25%	108.48%
06-May-2002	1100.95	Long	9.75	0.00	5433.82	4424.23	2.95%	22.66%	46.32%	65.40%	110.32%
07-May-2002	1110.70	Long	6.90	0.00	5440.72	4431.13	3.42%	22.96%	45.42%	66.03%	111.49%
08-May-2002	1117.60	Long	10.00	0.00	5450.72	4441.13	3.50%	22.72%	44.69%	65.71%	106.57%
09-May-2002	1127.60	Long	-11.20	0.00	5439.52	4429.93	1.51%	20.99%	40.23%	62.73%	102.70%
10-May-2002	1116.40	Short	-3.25	1.12	5436.27	4425.56	0.63%	20.07%	39.52%	64.14%	104.82%
13-May-2002	1119.65	Long	-4.55	1.12	5431.72	4419.89	-1.80%	18.88%	37.39%	63.58%	103.44%
14-May-2002	1115.10	Short	7.30	1.12	5439.02	4426.07	-1.14%	19.68%	43.11%	66.10%	103.99%
15-May-2002	1107.80	Short	15.00	0.00	5454.02	4441.07	1.31%	22.01%	44.27%	65.44%	107.68%
16-May-2002	1092.80	Short	2.15	0.00	5456.17	4443.22	1.40%	21.62%	49.81%	63.15%	107.15%
17-May-2002	1090.65	Short	16.30	0.00	5472.47	4459.52	1.59%	23.00%	48.32%	65.17%	105.64%
20-May-2002	1074.35	Short	25.15	0.00	5497.62	4484.67	2.63%	26.60%	53.17%	71.36%	108.79%
21-May-2002	1049.20	Short	3.90	0.00	5501.52	4488.57	4.38%	26.62%	54.71%	73.43%	112.86%
22-May-2002	1045.30	Short	18.55	0.00	5520.07	4507.12	3.86%	29.43%	60.33%	73.81%	114.05%
23-May-2002	1026.75	Short	-40.25	0.00	5479.82	4466.87	0.37%	26.42%	52.09%	69.08%	109.49%
24-May-2002	1067.00	Long	-4.30	1.07	5475.52	4461.51	0.47%	24.21%	42.76%	68.79%	101.51%
27-May-2002	1062.70	Short	24.50	1.06	5500.02	4484.95	1.69%	26.46%	51.68%	70.84%	100.95%
28-May-2002	1038.20	Short	-3.45	0.00	5496.57	4481.50	-0.91%	27.05%	50.47%	74.88%	99.57%
29-May-2002	1041.65	Long	-9.50	1.04	5487.07	4470.95	-2.30%	25.66%	51.56%	74.54%	101.25%
30-May-2002	1032.15	Short	3.35	1.03	5490.42	4473.27	-3.04%	26.38%	51.71%	72.52%	106.44%
31-May-2002	1028.80	Short	-10.95	0.00	5479.47	4462.32	-3.42%	25.45%	49.28%	71.46%	104.36%
03-Jun-2002	1039.75	Long	5.65	1.04	5485.12	4466.93	-3.28%	26.41%	52.68%	71.88%	102.06%
04-Jun-2002	1045.40	Long	18.80	0.00	5503.92	4485.73	-2.39%	29.37%	56.18%	72.30%	102.48%
05-Jun-2002	1064.20	Long	0.15	0.00	5504.07	4485.88	-0.33%	28.64%	52.85%	71.56%	97.55%
06-Jun-2002	1064.35	Long	-15.55	0.00	5488.52	4470.33	-0.22%	28.09%	51.40%	67.56%	95.75%
07-Jun-2002	1048.80	Short	-21.10	1.05	5467.42	4448.18	-2.60%	25.98%	48.61%	64.16%	97.61%
10-Jun-2002	1069.90	Long	27.15	1.07	5494.57	4474.26	1.66%	28.36%	47.43%	63.72%	97.56%
11-Jun-2002	1097.05	Long	-4.25	0.00	5490.32	4470.01	2.79%	27.12%	46.88%	61.92%	94.99%
12-Jun-2002	1092.80	Short	9.95	1.09	5500.27	4478.87	3.55%	28.25%	43.69%	63.68%	95.41%
13-Jun-2002	1082.85	Short	-2.85	0.00	5497.42	4476.02	3.46%	28.66%	42.90%	62.27%	93.06%
14-Jun-2002	1085.70	Long	3.20	1.09	5500.62	4478.13	4.06%	29.05%	44.01%	62.01%	91.04%
17-Jun-2002	1088.90	Long	-13.95	0.00	5486.67	4464.18	2.49%	27.49%	43.86%	63.34%	88.72%
18-Jun-2002	1074.95	Short	12.05	1.07	5498.72	4475.16	3.06%	28.56%	45.83%	62.37%	93.87%
19-Jun-2002	1062.90	Short	-7.15	0.00	5491.57	4468.01	1.60%	27.23%	46.84%	65.67%	95.63%
20-Jun-2002	1070.05	Long	-7.50	1.07	5484.07	4459.44	0.82%	25.72%	43.47%	64.16%	95.83%
21-Jun-2002	1062.55	Short	0.70	1.06	5484.77	4459.08	1.29%	25.88%	40.33%	65.88%	94.68%
24-Jun-2002	1061.85	Short	6.45	0.00	5491.22	4465.53	2.74%	26.90%	37.02%	66.90%	95.60%
25-Jun-2002	1055.40	Short	11.20	0.00	5502.42	4476.73	3.33%	27.38%	40.17%	68.34%	95.89%
26-Jun-2002	1044.20	Short	-4.35	0.00	5498.07	4472.38	3.40%	27.17%	38.14%	68.90%	94.36%
27-Jun-2002	1048.55	Long	9.25	1.05	5507.32	4480.58	4.02%	27.67%	35.29%	68.31%	96.75%
28-Jun-2002	1057.80	Long	11.15	0.00	5518.47	4491.73	8.71%	27.54%	32.16%	68.17%	99.34%
01-Jul-2002	1068.95	Long	-0.90	0.00	5517.57	4490.83	8.89%	23.31%	31.78%	68.23%	96.86%
02-Jul-2002	1068.05	Short	-1.85	1.07	5515.72	4487.91	9.97%	22.08%	32.18%	65.54%	95.29%
03-Jul-2002	1069.90	Long	0.65	1.07	5516.37	4487.49	9.29%	17.14%	32.51%	63.53%	95.95%
04-Jul-2002	1070.55	Long	3.25	0.00	5519.62	4490.74	9.78%	13.00%	33.75%	64.54%	96.41%
05-Jul-2002	1073.80	Long	8.25	0.00	5527.87	4498.99	11.15%	16.33%	35.61%	65.55%	97.77%
08-Jul-2002	1082.05	Long	-1.75	0.00	5526.12	4497.24	9.63%	15.02%	31.35%	64.26%	97.82%
09-Jul-2002	1080.30	Short	8.60	1.08	5534.72	4504.76	9.42%	16.98%	34.32%	65.12%	97.45%
10-Jul-2002	1071.70	Short	15.10	0.00	5549.82	4519.86	9.70%	14.45%	34.99%	68.01%	100.64%
11-Jul-2002	1056.60	Short	-1.65	0.00	5548.17	4518.21	11.00%	15.90%	36.77%	67.63%	100.85%
12-Jul-2002	1058.25	Long	-10.25	1.06	5537.92	4506.90	8.80%	15.61%	36.51%	66.09%	96.78%
15-Jul-2002	1048.00	Short	12.05	1.05	5549.97	4517.90	10.31%	18.07%	37.15%	66.71%	97.20%
16-Jul-2002	1035.95	Short	3.40	0.00	5553.37	4521.30	9.55%	17.12%	36.97%	66.04%	96.02%
17-Jul-2002	1032.55	Short	-8.75	0.00	5544.62	4512.55	8.55%	14.02%	36.21%	65.29%	94.37%
18-Jul-2002	1041.30	Long	-5.40	1.04	5539.22	4506.11	5.56%	13.65%	35.70%	62.11%	90.37%
19-Jul-2002	1035.90	Short	23.90	1.04	5563.12	4528.98	7.81%	15.00%	37.78%	65.12%	85.37%
22-Jul-2002	1012.00	Short	-9.90	0.00	5553.22	4519.08	2.48%	15.56%	37.72%	62.18%	89.49%
23-Jul-2002	1021.90	Long	-17.85	1.02	5535.37	4500.20	4.13%	13.37%	35.18%	60.22%	89.91%
24-Jul-2002	1004.05	Short	2.50	1.00	5537.87	4501.70	4.53%	15.01%	35.37%	62.28%	93.76%
25-Jul-2002	1001.55	Short	28.05	0.00	5565.92	4529.75	7.57%	19.02%	35.88%	63.85%	97.35%
26-Jul-2002	973.50	Short	1.85	0.00	5567.77	4531.60	8.71%	17.01%	37.33%	64.04%	100.39%
29-Jul-2002	971.65	Short	11.00	0.00	5578.77	4542.60	12.08%	16.67%	38.31%	61.65%	101.09%
30-Jul-2002	960.65	Short	1.75	0.00	5580.52	4544.35	13.09%	16.47%	38.79%	59.42%	102.96%
31-Jul-2002	958.90	Short	1.20	0.00	5581.72	4545.55	11.30%	16.32%	40.13%	61.35%	104.52%
01-Aug-2002	957.70	Short	2.95	0.00	5584.67	4548.50	9.80%	15.83%	40.33%	59.71%	104.81%
02-Aug-2002	954.75	Short	-8.50	0.00	5576.17	4540.00	9.64%	13.41%	40.29%	57.47%	103.44%
05-Aug-2002	963.25	Long	3.40	0.96	5579.57	4542.44	9.67%	15.02%	42.21%	58.18%	106.39%
06-Aug-2002	966.65	Long	2.45	0.00	5582.02	4544.89	8.83%	15.80%	41.89%	60.17%	106.47%
07-Aug-2002	969.10	Long	-15.55	0.00	5566.47	4529.34	7.25%	14.28%	42.34%	56.54%	102.99%
08-Aug-2002	953.55	Short	-8.40	0.95	5558.07	4519.98	4.71%	15.40%	41.16%	54.76%	101.88%
09-Aug-2002	961.95	Long	7.90	0.96	5565.97	4526.92	5.75%	16.30%	39.46%	52.96%	102.45%
12-Aug-2002	969.85	Long	6.20	0.00	5572.17	4533.12	7.64%	16.08%	37.63%	55.03%	98.94%
13-Aug-2002	976.05	Long	-6.40	0.00	5565.77	4526.72	6.46%	14.73%	35.54%	54.40%	98.68%
14-Aug-2002	969.65	Short	-9.60	0.97	5556.17	4516.15	3.82%	12.26%	34.70%	56.32%	100.10%
16-Aug-2002	979.25	Long	0.60	0.98	5556.77	4515.77	3.78%	13.00%	34.77%	55.15%	97.97%
19-Aug-2002	979.85	Long	8.70	0.00	5565.47	4524.47	4.15%	11.72%	37.21%	56.65%	97.68%
20-Aug-2002	988.55	Long	-0.10	0.00	5565.37	4524.37	3.15%	11.25%	36.53%	56.28%	96.32%
21-Aug-2002	988.45	Short	2.75	0.99	5568.12	4526.13	3.53%	12.09%	37.11%	56.59%	96.42%
22-Aug-2002	985.70	Short	-9.50	0.00	5558.62	4516.63	1.33%	12.36%	36.55%	55.42%	96.30%
23-Aug-2002	995.20	Long	3.65	1.00	5562.27	4519.29	3.83%	14.06%	38.22%	54.35%	94.64%
26-Aug-2002	998.85	Long	-11.15	0.00	5551.12	4508.14	3.21%	14.01%	34.57%	50.72%	92.96%
27-Aug-2002	987.70	Short	2.00	0.99	5553.12	4509.15	2.79%	13.73%	34.11%	49.48%	94.95%
28-Aug-2002	985.70	Short	-1.55	0.00	5551.57	4507.60	1.77%	12.90%	35.88%	48.69%	93.29%
29-Aug-2002	987.25	Long	23.35	0.99	5574.92	4529.96	5.23%	15.70%	38.10%	49.79%	92.00%
30-Aug-2002	1010.60	Long	2.90	0.00	5577.82	4532.86	5.00%	16.76%	37.75%	48.52%	90.11%
02-Sep-2002	1013.50	Long	-12.40	0.00	5565.42	4520.46	3.48%	13.62%	35.78%	49.92%	87.93%
03-Sep-2002	1001.10	Short	-5.85	1.00	5559.57	4513.61	4.07%	9.86%	33.48%	53.75%	87.89%
04-Sep-2002	1006.95	Long	1.65	1.01	5561.22	4514.26	2.69%	11.65%	36.28%	54.44%	86.42%
05-Sep-2002	1008.60	Long	-13.40	0.00	5547.82	4500.86	1.99%	11.02%	35.05%	51.91%	84.33%
06-Sep-2002	995.20	Short	-3.35	1.00	5544.47	4496.51	1.30%	10.23%	34.99%	54.15%	83.89%
09-Sep-2002	998.55	Long	0.30	1.00	5544.77	4495.81	4.10%	10.47%	36.19%	53.66%	84.69%
11-Sep-2002	998.85	Long	2.80	0.00	5547.57	4498.61	4.87%	13.01%	37.29%	53.48%	84.01%
12-Sep-2002	1001.65	Long	-9.65	0.00	5537.92	4488.96	3.82%	12.57%	33.24%	53.99%	80.00%
13-Sep-2002	992.00	Short	6.25	0.99	5544.17	4494.22	3.93%	12.81%	33.91%	57.67%	74.97%
16-Sep-2002	985.75	Short	-9.15	0.00	5535.02	4485.07	4.68%	11.59%	33.38%	56.22%	70.73%
17-Sep-2002	994.90	Long	-11.30	0.99	5523.72	4472.78	3.82%	10.07%	32.41%	54.82%	71.45%
18-Sep-2002	983.60	Short	7.55	0.98	5531.27	4479.34	7.00%	12.10%	32.99%	55.14%	74.40%
19-Sep-2002	976.05	Short	6.45	0.00	5537.72	4485.79	8.88%	10.22%	35.19%	56.45%	69.28%
20-Sep-2002	969.60	Short	-0.70	0.00	5537.02	4485.09	8.07%	9.61%	34.27%	54.49%	72.36%
23-Sep-2002	970.30	Long	-4.10	0.97	5532.92	4480.02	7.17%	8.89%	31.47%	57.57%	74.46%
24-Sep-2002	966.20	Short	-3.85	0.97	5529.07	4475.21	6.29%	8.12%	30.59%	57.81%	76.96%
25-Sep-2002	970.05	Long	-0.15	0.97	5528.92	4474.09	5.14%	8.49%	30.86%	57.71%	79.37%
26-Sep-2002	969.90	Short	-6.55	0.97	5522.37	4466.57	3.65%	7.57%	29.95%	55.67%	79.27%
27-Sep-2002	976.45	Long	-13.30	0.98	5509.07	4452.29	1.14%	5.15%	27.15%	52.30%	76.35%
30-Sep-2002	963.15	Short	7.95	0.96	5517.02	4459.28	3.05%	4.81%	27.62%	50.15%	76.49%
01-Oct-2002	955.20	Short	7.00	0.00	5524.02	4466.28	4.26%	5.00%	27.72%	50.45%	79.23%
03-Oct-2002	948.20	Short	0.00	0.00	5524.02	4466.28	4.89%	2.77%	27.18%	49.05%	79.97%
04-Oct-2002	948.20		0.00	0.95	5524.02	4465.33	4.14%	2.80%	27.28%	54.84%	81.87%
07-Oct-2002	954.75	Long	6.05	0.95	5530.07	4470.42	3.07%	4.59%	28.62%	54.44%	79.01%
08-Oct-2002	960.80	Long	-6.05	0.00	5524.02	4464.37	2.20%	3.80%	26.79%	58.85%	74.03%
09-Oct-2002	954.75	Short	-3.70	0.95	5520.32	4459.72	0.02%	1.84%	26.30%	55.22%	74.46%
10-Oct-2002	958.45	Long	12.60	0.96	5532.92	4471.36	-1.39%	1.56%	28.43%	58.21%	78.59%
11-Oct-2002	971.05	Long	1.40	0.00	5534.32	4472.76	-1.63%	3.11%	27.14%	57.49%	77.71%
14-Oct-2002	972.45	Long	1.15	0.00	5535.47	4473.91	-3.42%	0.73%	28.22%	61.44%	75.92%
16-Oct-2002	973.60	Long	-0.30	0.00	5535.17	4473.61	0.69%	1.08%	28.55%	55.63%	73.54%
17-Oct-2002	973.30	Short	1.65	0.97	5536.82	4474.29	1.31%	1.82%	27.86%	48.19%	76.73%
18-Oct-2002	971.65	Short	4.30	0.00	5541.12	4478.59	-0.65%	1.19%	28.28%	55.87%	76.82%
21-Oct-2002	967.35	Short	4.85	0.00	5545.97	4483.44	0.20%	-0.77%	29.23%	54.37%	80.56%
22-Oct-2002	962.50	Short	5.15	0.00	5551.12	4488.59	1.83%	-0.65%	29.60%	57.63%	82.50%
23-Oct-2002	957.35	Short	10.45	0.00	5561.57	4499.04	2.69%	-0.58%	31.13%	58.44%	80.87%
24-Oct-2002	946.90	Short	14.70	0.00	5576.27	4513.74	5.43%	1.71%	33.08%	58.97%	83.07%
25-Oct-2002	932.20	Short	9.50	0.00	5585.77	4523.24	6.04%	2.38%	35.50%	64.80%	86.21%
28-Oct-2002	922.70	Short	-14.20	0.00	5571.57	4509.04	2.53%	-0.18%	35.80%	66.18%	84.44%
29-Oct-2002	936.90	Long	0.85	0.94	5572.42	4508.95	2.46%	2.08%	34.99%	62.49%	83.74%
30-Oct-2002	937.75	Long	13.65	0.00	5586.07	4522.60	5.57%	5.32%	37.45%	63.91%	82.26%
31-Oct-2002	951.40	Long	0.05	0.00	5586.12	4522.65	7.83%	4.96%	36.46%	61.41%	78.55%
01-Nov-2002	951.45	Long	10.65	0.00	5596.77	4533.30	6.20%	8.07%	38.10%	59.54%	77.86%
04-Nov-2002	962.10	Long	0.20	0.00	5596.97	4533.50	6.60%	9.78%	37.52%	60.06%	77.21%
05-Nov-2002	962.30	Long	-1.60	0.00	5595.37	4531.90	5.51%	9.54%	37.59%	55.13%	77.83%
07-Nov-2002	960.70	Short	3.75	0.96	5599.12	4534.69	6.11%	10.00%	38.41%	54.46%	76.29%
08-Nov-2002	956.95	Short	2.90	0.00	5602.02	4537.59	6.21%	10.82%	39.17%	56.14%	76.57%
11-Nov-2002	954.05	Short	-5.80	0.00	5596.22	4531.79	7.09%	9.93%	38.46%	57.14%	79.38%
12-Nov-2002	959.85	Long	2.80	0.96	5599.02	4533.63	6.09%	9.52%	38.07%	57.42%	75.94%
13-Nov-2002	962.65	Long	9.25	0.00	5608.27	4542.88	7.78%	9.55%	37.84%	59.50%	80.29%
14-Nov-2002	971.90	Long	18.45	0.00	5626.72	4561.33	10.48%	11.38%	38.80%	58.34%	81.12%
15-Nov-2002	990.35	Long	6.50	0.00	5633.22	4567.83	10.98%	12.36%	38.74%	54.25%	81.66%
18-Nov-2002	996.85	Long	4.75	0.00	5637.97	4572.58	10.74%	13.66%	39.39%	50.17%	82.00%
20-Nov-2002	1001.60	Long	7.15	0.00	5645.12	4579.73	10.28%	13.79%	39.14%	52.61%	82.29%
21-Nov-2002	1008.75	Long	11.40	0.00	5656.52	4591.13	11.77%	15.30%	39.90%	51.25%	83.10%
22-Nov-2002	1020.15	Long	6.05	0.00	5662.57	4597.18	11.43%	15.56%	39.87%	47.71%	81.64%
25-Nov-2002	1026.20	Long	9.95	0.00	5672.52	4607.13	11.25%	20.23%	39.63%	44.39%	81.51%
26-Nov-2002	1036.15	Long	-5.05	0.00	5667.47	4602.08	10.74%	19.91%	34.79%	43.52%	81.13%
27-Nov-2002	1031.10	Short	-18.60	1.03	5648.87	4582.45	9.17%	19.50%	32.04%	42.50%	77.06%
28-Nov-2002	1049.70	Long	0.45	1.05	5649.32	4581.85	8.99%	18.46%	26.46%	42.13%	73.74%
29-Nov-2002	1050.15	Long	17.75	0.00	5667.07	4599.60	10.37%	20.34%	23.62%	44.77%	76.16%
02-Dec-2002	1067.90	Long	-12.90	0.00	5654.17	4586.70	8.21%	19.42%	24.63%	44.02%	74.13%
03-Dec-2002	1055.00	Short	18.60	1.06	5672.77	4604.24	10.14%	20.02%	25.55%	42.30%	76.05%
04-Dec-2002	1036.40	Short	-9.55	0.00	5663.22	4594.69	8.68%	18.50%	26.38%	44.45%	76.55%
05-Dec-2002	1045.95	Long	23.85	1.05	5687.07	4617.50	9.33%	19.28%	24.14%	45.19%	79.02%
06-Dec-2002	1069.80	Long	-11.15	0.00	5675.92	4606.35	8.24%	19.11%	23.95%	44.56%	75.04%
09-Dec-2002	1058.65	Short	-5.05	1.06	5670.87	4600.24	8.82%	17.62%	24.43%	45.31%	74.88%
10-Dec-2002	1063.70	Long	6.05	1.06	5676.92	4605.22	8.21%	18.37%	26.02%	44.81%	73.94%
11-Dec-2002	1069.75	Long	7.25	0.00	5684.17	4612.47	8.52%	17.77%	25.10%	44.32%	72.47%
12-Dec-2002	1077.00	Long	9.20	0.00	5693.37	4621.67	10.13%	18.33%	23.57%	44.85%	72.73%
13-Dec-2002	1086.20	Long	-7.75	0.00	5685.62	4613.92	9.93%	15.25%	23.01%	44.15%	69.47%
16-Dec-2002	1078.45	Short	5.20	1.08	5690.82	4618.05	8.26%	15.76%	22.67%	44.55%	70.81%
17-Dec-2002	1073.25	Short	-4.70	0.00	5686.12	4613.35	8.78%	11.12%	23.46%	44.35%	67.42%
18-Dec-2002	1077.95	Long	-1.95	1.08	5684.17	4610.32	10.22%	14.13%	22.89%	43.57%	67.31%
19-Dec-2002	1076.00	Short	-3.30	1.08	5680.87	4605.94	9.69%	13.92%	23.70%	42.69%	67.80%
20-Dec-2002	1079.30	Long	-3.30	1.08	5677.57	4601.56	6.65%	13.68%	24.30%	39.95%	65.90%
23-Dec-2002	1076.00	Short	-9.00	1.08	5668.57	4591.49	5.57%	13.45%	20.95%	39.34%	63.51%
24-Dec-2002	1085.00	Long	9.80	1.09	5678.37	4600.20	5.31%	16.13%	20.24%	39.61%	60.52%
26-Dec-2002	1094.80	Long	3.60	0.00	5681.97	4603.80	5.43%	16.92%	19.89%	39.47%	57.57%
27-Dec-2002	1098.40	Long	-6.45	0.00	5675.52	4597.35	4.72%	14.58%	18.96%	39.75%	58.27%
30-Dec-2002	1091.95	Short	-1.55	1.09	5673.97	4594.71	4.23%	12.83%	18.11%	39.60%	56.60%
31-Dec-2002	1093.50	Long	6.65	1.09	5680.62	4600.27	5.51%	13.92%	17.22%	40.69%	55.69%
01-Jan-2003	1100.15	Long	-7.10	0.00	5673.52	4593.17	4.61%	13.08%	17.76%	41.57%	55.55%
02-Jan-2003	1093.05	Short	3.45	1.09	5676.97	4595.52	4.63%	12.44%	18.60%	41.68%	57.84%
03-Jan-2003	1089.60	Short	5.25	0.00	5682.22	4600.77	6.56%	13.00%	19.26%	44.21%	56.84%
06-Jan-2003	1084.35	Short	2.55	0.00	5684.77	4603.32	7.69%	11.83%	21.23%	43.88%	55.84%
07-Jan-2003	1081.80	Short	-7.55	0.00	5677.22	4595.77	6.36%	11.48%	20.85%	41.45%	53.46%
08-Jan-2003	1089.35	Long	8.00	1.09	5685.22	4602.68	6.39%	13.18%	20.70%	39.88%	55.38%
09-Jan-2003	1097.35	Long	-17.10	0.00	5668.12	4585.58	5.36%	11.11%	18.47%	36.98%	53.75%
10-Jan-2003	1080.25	Short	6.50	1.08	5674.62	4591.00	6.93%	10.36%	17.93%	38.07%	57.48%
13-Jan-2003	1073.75	Short	-5.20	0.00	5669.42	4585.80	6.52%	9.97%	18.38%	38.24%	56.82%
14-Jan-2003	1078.95	Long	6.05	1.08	5675.47	4590.78	6.15%	9.91%	16.79%	39.94%	57.60%
15-Jan-2003	1085.00	Long	3.35	0.00	5678.82	4594.13	6.43%	9.30%	16.67%	39.71%	57.70%
16-Jan-2003	1088.35	Long	-1.85	0.00	5676.97	4592.28	6.08%	9.28%	17.06%	39.78%	57.47%
17-Jan-2003	1086.50	Short	10.15	1.09	5687.12	4601.34	7.80%	9.00%	19.01%	40.96%	58.08%
20-Jan-2003	1076.35	Short	-1.55	0.00	5685.57	4599.79	7.48%	11.02%	20.47%	42.82%	57.73%
21-Jan-2003	1077.90	Long	5.00	1.08	5690.57	4603.71	8.87%	11.84%	21.85%	40.90%	55.87%
22-Jan-2003	1082.90	Long	-12.00	0.00	5678.57	4591.71	7.62%	10.17%	20.14%	38.73%	52.75%
23-Jan-2003	1070.90	Short	14.85	1.07	5693.42	4605.49	9.14%	10.77%	21.02%	42.17%	53.96%
24-Jan-2003	1056.05	Short	18.40	0.00	5711.82	4623.89	8.89%	13.78%	23.57%	44.52%	55.44%
27-Jan-2003	1037.65	Short	-8.55	0.00	5703.27	4615.34	7.95%	12.82%	24.27%	44.71%	55.20%
28-Jan-2003	1046.20	Long	-9.00	1.05	5694.27	4605.29	8.11%	11.48%	21.30%	42.77%	56.47%
29-Jan-2003	1037.20	Short	2.60	1.04	5696.87	4606.86	8.99%	12.92%	18.51%	41.30%	60.87%
30-Jan-2003	1034.60	Short	-7.25	0.00	5689.62	4599.61	8.25%	10.87%	19.59%	43.56%	61.23%
31-Jan-2003	1041.85	Long	13.45	1.04	5703.07	4612.01	10.67%	12.59%	21.34%	44.61%	60.92%
03-Feb-2003	1055.30	Long	-0.50	0.00	5702.57	4611.51	10.90%	12.12%	20.54%	43.89%	61.97%
04-Feb-2003	1054.80	Short	7.40	1.05	5709.97	4617.86	11.57%	15.45%	21.48%	45.83%	62.37%
05-Feb-2003	1047.40	Short	-16.20	0.00	5693.77	4601.66	9.84%	14.49%	22.25%	45.40%	60.84%
06-Feb-2003	1063.60	Long	-6.10	1.06	5687.67	4594.50	9.92%	13.52%	21.76%	41.23%	60.77%
07-Feb-2003	1057.50	Short	8.90	1.06	5696.57	4602.34	10.22%	13.91%	22.24%	42.03%	64.33%
10-Feb-2003	1048.60	Short	0.60	0.00	5697.17	4602.94	11.24%	15.64%	22.13%	42.62%	64.09%
11-Feb-2003	1048.00	Short	3.55	0.00	5700.72	4606.49	12.76%	16.38%	22.32%	43.53%	64.80%
12-Feb-2003	1044.45	Short	8.45	0.00	5709.17	4614.94	12.98%	19.58%	24.38%	44.05%	64.91%
14-Feb-2003	1036.00	Short	-22.20	0.00	5686.97	4592.74	10.32%	18.69%	19.95%	43.48%	63.50%
17-Feb-2003	1058.20	Long	1.10	1.06	5688.07	4592.78	10.18%	17.57%	18.98%	41.58%	60.10%
18-Feb-2003	1059.30	Long	5.00	0.00	5693.07	4597.78	11.12%	17.68%	19.26%	39.94%	63.85%
19-Feb-2003	1064.30	Long	1.30	0.00	5694.37	4599.08	11.64%	17.35%	19.01%	39.41%	64.12%
20-Feb-2003	1065.60	Long	0.55	0.00	5694.92	4599.63	11.78%	16.46%	19.51%	39.87%	64.32%
21-Feb-2003	1066.15	Long	4.00	0.00	5698.92	4603.63	12.86%	16.18%	19.74%	40.10%	63.50%
24-Feb-2003	1070.15	Long	-14.60	0.00	5684.32	4589.03	12.78%	13.82%	17.47%	37.55%	60.49%
25-Feb-2003	1055.55	Short	5.90	1.06	5690.22	4593.87	12.75%	15.53%	17.14%	37.95%	58.51%
26-Feb-2003	1049.65	Short	-3.30	0.00	5686.92	4590.57	11.84%	15.72%	16.39%	37.07%	57.76%
27-Feb-2003	1052.95	Long	10.45	1.05	5697.37	4599.97	12.70%	17.10%	15.19%	37.18%	56.87%
28-Feb-2003	1063.40	Long	-4.55	0.00	5692.82	4595.42	12.23%	15.93%	14.73%	36.56%	61.13%
03-Mar-2003	1058.85	Short	12.25	1.06	5705.07	4606.61	12.86%	15.63%	17.00%	38.67%	61.95%
04-Mar-2003	1046.60	Short	5.90	0.00	5710.97	4612.51	14.15%	16.18%	17.64%	38.75%	68.18%
05-Mar-2003	1040.70	Short	9.45	0.00	5720.42	4621.96	15.59%	15.61%	17.28%	39.72%	66.25%
06-Mar-2003	1031.25	Short	14.15	0.00	5734.57	4636.11	15.98%	14.68%	17.43%	42.40%	70.07%
07-Mar-2003	1017.10	Short	10.40	0.00	5744.97	4646.51	17.08%	15.53%	20.05%	42.99%	71.97%
10-Mar-2003	1006.70	Short	-7.85	0.00	5737.12	4638.66	16.37%	13.07%	17.07%	43.62%	75.71%
11-Mar-2003	1014.55	Long	-12.85	1.01	5724.27	4624.80	14.90%	15.57%	15.94%	42.30%	68.29%
12-Mar-2003	1001.70	Short	2.05	1.00	5726.32	4625.85	15.13%	16.41%	16.90%	42.20%	61.95%
13-Mar-2003	999.65	Short	6.65	0.00	5732.97	4632.50	15.40%	14.76%	16.56%	42.88%	69.70%
17-Mar-2003	993.00	Short	-10.90	0.00	5722.07	4621.60	13.91%	14.11%	13.16%	42.39%	66.88%
19-Mar-2003	1003.90	Long	21.35	1.00	5743.42	4641.94	15.28%	17.03%	14.65%	43.66%	70.53%
20-Mar-2003	1025.25	Long	5.30	0.00	5748.72	4647.24	14.46%	16.97%	13.91%	43.52%	69.03%
21-Mar-2003	1030.55	Long	6.60	0.00	5755.32	4653.84	13.60%	18.58%	15.17%	43.99%	67.78%
22-Mar-2003	1037.15	Long	-23.25	0.00	5732.07	4630.59	10.35%	15.78%	12.49%	42.26%	68.60%
24-Mar-2003	1013.90	Short	2.60	1.01	5734.67	4632.18	12.15%	14.44%	11.98%	44.72%	72.37%
25-Mar-2003	1011.30	Short	-2.55	0.00	5732.12	4629.63	11.93%	14.21%	13.86%	44.35%	69.83%
26-Mar-2003	1013.85	Long	-11.15	1.01	5720.97	4617.47	9.36%	14.51%	14.28%	44.00%	68.47%
27-Mar-2003	1002.70	Short	2.10	1.00	5723.07	4618.56	9.57%	16.99%	14.28%	44.16%	67.84%
28-Mar-2003	1000.60	Short	22.40	0.00	5745.47	4640.96	10.76%	16.66%	18.43%	46.99%	67.38%
31-Mar-2003	978.20	Short	-6.10	0.00	5739.37	4634.86	10.36%	16.85%	19.99%	47.26%	69.43%
01-Apr-2003	984.30	Long	15.10	0.98	5754.47	4648.98	11.89%	17.28%	21.22%	48.64%	65.79%
02-Apr-2003	999.40	Long	9.75	0.00	5764.22	4658.73	12.41%	18.28%	22.03%	49.33%	64.76%
03-Apr-2003	1009.15	Long	7.80	0.00	5772.02	4666.53	12.78%	18.67%	23.04%	49.92%	66.01%
04-Apr-2003	1016.95	Long	14.55	0.00	5786.57	4681.08	14.68%	21.33%	24.00%	50.76%	68.29%
07-Apr-2003	1031.50	Long	-13.40	0.00	5773.17	4667.68	13.00%	18.66%	21.86%	48.43%	66.42%
08-Apr-2003	1018.10	Short	13.25	1.02	5786.42	4679.91	13.46%	20.81%	22.48%	49.24%	69.72%
09-Apr-2003	1004.85	Short	42.65	0.00	5829.07	4722.56	16.05%	26.19%	27.06%	53.57%	72.47%
10-Apr-2003	962.20	Short	12.40	0.00	5841.47	4734.96	17.37%	28.67%	30.09%	57.25%	73.21%
11-Apr-2003	949.80	Short	-1.40	0.00	5840.07	4733.56	16.95%	28.22%	31.29%	58.30%	69.61%
15-Apr-2003	951.20	Long	7.45	0.95	5847.52	4740.06	16.86%	27.68%	31.38%	58.07%	72.26%
16-Apr-2003	958.65	Long	-17.95	0.00	5829.57	4722.11	13.66%	26.05%	29.76%	55.65%	67.60%
17-Apr-2003	940.70	Short	-6.50	0.94	5823.07	4714.67	12.49%	24.88%	29.37%	55.73%	64.22%
21-Apr-2003	947.20	Long	-3.70	0.95	5819.37	4710.02	10.86%	23.05%	32.78%	53.80%	58.96%
22-Apr-2003	943.50	Short	9.30	0.94	5828.67	4718.38	12.33%	24.12%	34.19%	50.53%	60.12%
23-Apr-2003	934.20	Short	4.50	0.00	5833.17	4722.88	15.03%	25.15%	36.56%	50.39%	61.94%
24-Apr-2003	929.70	Short	5.40	0.00	5838.57	4728.28	15.75%	25.90%	36.60%	45.62%	63.32%
25-Apr-2003	924.30	Short	-5.20	0.00	5833.37	4723.08	13.36%	25.14%	36.47%	40.19%	64.23%
28-Apr-2003	929.50	Long	2.80	0.93	5836.17	4724.95	14.87%	24.31%	37.19%	43.18%	65.44%
29-Apr-2003	932.30	Long	1.75	0.00	5837.92	4726.70	13.13%	24.61%	35.79%	42.04%	61.00%
30-Apr-2003	934.05	Long	4.25	0.00	5842.17	4730.95	14.59%	24.22%	35.11%	43.85%	63.91%
02-May-2003	938.30	Long	7.10	0.00	5849.27	4738.05	12.85%	23.25%	34.33%	39.76%	63.22%
05-May-2003	945.40	Long	6.45	0.00	5855.72	4744.50	14.61%	23.94%	36.23%	41.71%	65.03%
06-May-2003	951.85	Long	-1.70	0.00	5854.02	4742.80	14.98%	24.78%	34.57%	42.14%	65.37%
07-May-2003	950.15	Short	8.60	0.95	5862.62	4750.45	15.28%	24.47%	35.85%	44.41%	65.45%
08-May-2003	941.55	Short	3.70	0.00	5866.32	4754.15	15.05%	24.73%	35.24%	43.57%	65.40%
09-May-2003	937.85	Short	1.85	0.00	5868.17	4756.00	14.32%	25.96%	35.37%	41.40%	65.83%
12-May-2003	936.00	Short	-8.20	0.00	5859.97	4747.80	14.30%	25.82%	32.01%	41.00%	65.54%
13-May-2003	944.20	Long	7.95	0.94	5867.92	4754.80	14.48%	23.92%	32.49%	40.38%	65.36%
14-May-2003	952.15	Long	7.70	0.00	5875.62	4762.50	15.67%	25.57%	28.20%	42.11%	65.66%
15-May-2003	959.85	Long	13.25	0.00	5888.87	4775.75	17.24%	28.71%	33.10%	42.94%	66.16%
16-May-2003	973.10	Long	-6.55	0.00	5882.32	4769.20	16.78%	27.49%	32.16%	42.98%	63.99%
19-May-2003	966.55	Short	-5.00	0.97	5877.32	4763.24	16.73%	24.16%	32.01%	43.86%	61.34%
20-May-2003	971.55	Long	-3.55	0.97	5873.77	4758.72	17.21%	23.38%	32.10%	40.42%	60.78%
21-May-2003	968.00	Short	4.75	0.97	5878.52	4762.50	16.77%	22.72%	34.85%	39.45%	61.17%
22-May-2003	963.25	Short	-4.65	0.00	5873.87	4757.85	15.99%	22.16%	35.22%	38.59%	60.85%
23-May-2003	967.90	Long	14.55	0.97	5888.42	4771.43	17.99%	23.34%	34.53%	39.50%	63.10%
26-May-2003	982.45	Long	-5.60	0.00	5882.82	4765.83	17.42%	22.12%	31.68%	37.55%	61.43%
27-May-2003	976.85	Short	-13.95	0.98	5868.87	4750.90	15.42%	21.59%	31.01%	34.70%	60.97%
28-May-2003	990.80	Long	11.80	0.99	5880.67	4761.71	17.01%	22.13%	31.54%	36.74%	63.16%
29-May-2003	1002.60	Long	4.20	0.00	5884.87	4765.91	16.99%	22.05%	30.56%	37.28%	62.44%
30-May-2003	1006.80	Long	8.35	0.00	5893.22	4774.26	17.23%	24.33%	31.30%	38.07%	65.08%
02-Jun-2003	1015.15	Long	-4.50	0.00	5888.72	4769.76	16.40%	24.61%	29.03%	39.07%	63.27%
03-Jun-2003	1010.65	Short	-10.40	1.01	5878.32	4758.35	16.09%	22.90%	28.37%	38.41%	60.46%
04-Jun-2003	1021.05	Long	14.00	1.02	5892.32	4771.33	16.52%	23.33%	30.58%	38.60%	59.07%
05-Jun-2003	1035.05	Long	11.35	0.00	5903.67	4782.68	19.04%	24.73%	30.82%	38.62%	58.25%
06-Jun-2003	1046.40	Long	5.70	0.00	5909.37	4788.38	18.86%	26.02%	29.56%	37.38%	58.17%
09-Jun-2003	1052.10	Long	-14.30	0.00	5895.07	4774.08	17.90%	24.55%	28.07%	36.65%	56.92%
10-Jun-2003	1037.80	Short	-6.30	1.04	5888.77	4766.74	16.96%	23.34%	27.26%	34.41%	58.48%
11-Jun-2003	1044.10	Long	7.20	1.04	5895.97	4772.90	17.12%	23.80%	26.78%	34.45%	58.39%
12-Jun-2003	1051.30	Long	4.90	0.00	5900.87	4777.80	17.65%	23.94%	27.26%	35.30%	58.83%
13-Jun-2003	1056.20	Long	-4.40	0.00	5896.47	4773.40	16.29%	24.31%	25.55%	35.84%	58.42%
16-Jun-2003	1051.80	Short	-30.15	1.05	5866.32	4742.20	13.54%	21.19%	24.82%	34.49%	57.35%
17-Jun-2003	1081.95	Long	4.80	1.08	5871.12	4745.91	13.14%	21.98%	24.94%	34.91%	53.89%
18-Jun-2003	1086.75	Long	5.80	0.00	5876.92	4751.71	14.72%	22.32%	24.85%	34.80%	53.32%
19-Jun-2003	1092.55	Long	7.70	0.00	5884.62	4759.41	14.09%	23.05%	24.64%	34.69%	55.42%
20-Jun-2003	1100.25	Long	-11.05	0.00	5873.57	4748.36	11.31%	19.85%	24.54%	33.94%	54.04%
23-Jun-2003	1089.20	Short	3.85	1.09	5877.42	4751.13	12.47%	20.04%	24.68%	35.59%	55.06%
24-Jun-2003	1085.35	Short	-21.30	0.00	5856.12	4729.83	11.47%	19.29%	22.54%	32.01%	52.70%
25-Jun-2003	1106.65	Long	9.70	1.11	5865.82	4738.42	11.89%	20.31%	23.99%	29.24%	50.60%
26-Jun-2003	1116.35	Long	9.20	0.00	5875.02	4747.62	13.26%	20.90%	23.33%	31.42%	53.63%
27-Jun-2003	1125.55	Long	8.60	0.00	5883.62	4756.22	12.81%	22.69%	24.47%	32.56%	54.10%
30-Jun-2003	1134.15	Long	-3.45	0.00	5880.17	4752.77	12.45%	22.59%	23.73%	31.57%	53.30%
01-Jul-2003	1130.70	Short	-3.10	1.13	5877.07	4748.54	11.56%	22.35%	25.97%	31.59%	54.31%
02-Jul-2003	1133.80	Long	10.85	1.13	5887.92	4758.25	13.81%	22.90%	27.19%	34.36%	55.75%
03-Jul-2003	1144.65	Long	-6.20	0.00	5881.72	4752.05	13.76%	22.98%	26.33%	33.99%	52.07%
04-Jul-2003	1138.45	Short	-2.10	1.14	5879.62	4748.82	12.87%	22.36%	25.78%	33.52%	51.91%
07-Jul-2003	1140.55	Long	5.35	1.14	5884.97	4753.03	13.16%	23.49%	27.53%	33.51%	52.34%
08-Jul-2003	1145.90	Long	-4.85	0.00	5880.12	4748.18	12.36%	24.03%	27.35%	32.78%	52.17%
09-Jul-2003	1141.05	Short	-21.30	1.14	5858.82	4725.73	9.71%	21.59%	27.63%	32.03%	50.03%
10-Jul-2003	1162.35	Long	-0.70	1.16	5858.12	4723.87	11.28%	20.48%	27.94%	29.06%	50.03%
11-Jul-2003	1161.65	Short	-9.85	1.16	5848.27	4712.86	10.34%	19.61%	26.34%	27.62%	48.21%
14-Jul-2003	1171.50	Long	-11.65	1.17	5836.62	4700.04	8.73%	18.78%	24.72%	26.14%	44.84%
15-Jul-2003	1159.85	Short	-8.90	1.16	5827.72	4689.98	7.84%	18.52%	23.75%	25.28%	44.00%
16-Jul-2003	1168.75	Long	-16.75	1.17	5810.97	4672.06	6.20%	16.94%	21.21%	23.99%	42.55%
17-Jul-2003	1152.00	Short	12.00	1.15	5822.97	4682.91	6.88%	18.78%	21.86%	25.15%	44.00%
18-Jul-2003	1140.00	Short	24.20	0.00	5847.17	4707.11	10.36%	22.35%	23.33%	26.76%	45.60%
21-Jul-2003	1115.80	Short	6.60	0.00	5853.77	4713.71	10.74%	22.80%	25.43%	26.95%	46.64%
22-Jul-2003	1109.20	Short	-9.85	0.00	5843.92	4703.86	10.21%	21.42%	25.09%	25.73%	45.29%
23-Jul-2003	1119.05	Long	20.40	1.12	5864.32	4723.14	11.01%	22.95%	27.10%	25.30%	45.99%
24-Jul-2003	1139.45	Long	23.30	0.00	5887.62	4746.44	13.25%	24.67%	28.12%	27.00%	47.37%
25-Jul-2003	1162.75	Long	6.45	0.00	5894.07	4752.89	12.58%	24.29%	26.82%	28.06%	47.79%
28-Jul-2003	1169.20	Long	5.55	0.00	5899.62	4758.44	12.48%	25.15%	26.96%	28.27%	47.17%
29-Jul-2003	1174.75	Long	8.25	0.00	5907.87	4766.69	12.32%	26.13%	26.15%	27.63%	47.50%
30-Jul-2003	1183.00	Long	2.85	0.00	5910.72	4769.54	11.28%	25.21%	24.08%	26.47%	48.24%
31-Jul-2003	1185.85	Long	9.90	0.00	5920.62	4779.44	11.21%	25.86%	24.53%	28.41%	48.08%
01-Aug-2003	1195.75	Long	7.85	0.00	5928.47	4787.29	12.43%	26.21%	23.43%	26.80%	49.15%
04-Aug-2003	1203.60	Long	-19.15	0.00	5909.32	4768.14	11.91%	24.47%	25.03%	25.35%	47.57%
05-Aug-2003	1184.45	Short	13.40	1.18	5922.72	4780.35	13.04%	25.84%	26.92%	27.34%	48.73%
06-Aug-2003	1171.05	Short	-25.90	0.00	5896.82	4754.45	10.41%	23.56%	23.01%	24.55%	47.02%
07-Aug-2003	1196.95	Long	25.70	1.20	5922.52	4778.96	13.15%	24.69%	24.85%	24.06%	48.32%
08-Aug-2003	1222.65	Long	10.20	0.00	5932.72	4789.16	12.04%	24.58%	26.03%	24.07%	47.89%
11-Aug-2003	1232.85	Long	1.90	0.00	5934.62	4791.06	11.67%	23.69%	25.78%	23.23%	47.86%
12-Aug-2003	1234.75	Long	12.15	0.00	5946.77	4803.21	12.10%	23.44%	27.61%	24.76%	48.82%
13-Aug-2003	1246.90	Long	0.85	0.00	5947.62	4804.06	13.91%	22.52%	27.04%	24.30%	49.06%
14-Aug-2003	1247.75	Long	33.65	0.00	5981.27	4837.71	16.47%	26.34%	28.21%	26.21%	52.81%
18-Aug-2003	1281.40	Long	-3.70	0.00	5977.57	4834.01	15.95%	25.37%	27.17%	26.89%	50.95%
19-Aug-2003	1277.70	Short	-9.70	1.28	5967.87	4823.03	16.09%	23.51%	27.60%	27.42%	51.00%
20-Aug-2003	1287.40	Long	13.55	1.29	5981.42	4835.29	16.83%	24.28%	30.07%	27.95%	51.23%
21-Aug-2003	1300.95	Long	10.20	0.00	5991.62	4845.49	15.72%	24.00%	28.54%	29.90%	51.86%
22-Aug-2003	1311.15	Long	-40.05	0.00	5951.57	4805.44	13.01%	20.74%	25.58%	27.92%	48.27%
25-Aug-2003	1271.10	Short	-47.10	1.27	5904.47	4757.07	8.50%	17.71%	21.89%	24.94%	46.17%
26-Aug-2003	1318.20	Long	22.10	1.32	5926.57	4777.85	9.04%	18.45%	22.90%	25.74%	46.44%
27-Aug-2003	1340.30	Long	0.75	0.00	5927.32	4778.60	8.36%	17.98%	22.42%	25.71%	45.95%
28-Aug-2003	1341.05	Long	15.50	0.00	5942.82	4794.10	8.43%	19.56%	24.60%	26.63%	46.92%
29-Aug-2003	1356.55	Long	19.40	0.00	5962.22	4813.50	10.75%	20.63%	24.94%	27.37%	47.57%
01-Sep-2003	1375.95	Long	9.50	0.00	5971.72	4823.00	10.40%	20.36%	25.80%	27.04%	46.84%
02-Sep-2003	1385.45	Long	-26.10	0.00	5945.62	4796.90	5.37%	17.00%	24.36%	24.99%	44.22%
03-Sep-2003	1359.35	Short	-13.35	1.36	5932.27	4782.19	3.47%	15.77%	23.77%	24.77%	44.00%
04-Sep-2003	1372.70	Long	25.70	1.37	5957.97	4806.52	5.32%	17.04%	24.84%	26.96%	45.65%
05-Sep-2003	1398.40	Long	18.95	0.00	5976.92	4825.47	6.11%	17.57%	24.94%	27.45%	45.61%
08-Sep-2003	1417.35	Long	-10.30	0.00	5966.62	4815.17	6.57%	15.81%	24.19%	26.69%	44.21%
09-Sep-2003	1407.05	Short	-2.50	1.41	5964.12	4811.26	6.87%	15.22%	23.50%	26.50%	44.12%
10-Sep-2003	1409.55	Long	-6.40	1.41	5957.72	4803.45	6.63%	13.93%	22.12%	28.65%	42.78%
11-Sep-2003	1403.15	Short	31.05	1.40	5988.77	4833.10	8.18%	16.46%	24.39%	31.17%	42.15%
12-Sep-2003	1372.10	Short	42.85	0.00	6031.62	4875.95	11.16%	21.39%	28.28%	36.05%	45.47%
15-Sep-2003	1329.25	Short	-28.70	0.00	6002.92	4847.25	8.95%	19.97%	27.06%	34.55%	40.86%
16-Sep-2003	1357.95	Long	-16.35	1.36	5986.57	4829.54	7.84%	16.93%	24.95%	32.66%	35.20%
17-Sep-2003	1341.60	Short	39.25	1.34	6025.82	4867.45	10.62%	20.93%	27.46%	36.39%	40.54%
18-Sep-2003	1302.35	Short	-19.80	0.00	6006.02	4847.65	9.29%	18.69%	26.91%	34.91%	39.38%
19-Sep-2003	1322.15	Long	-19.25	1.32	5986.77	4827.08	7.27%	17.58%	24.38%	32.08%	38.25%
22-Sep-2003	1302.90	Short	-25.30	1.30	5961.47	4800.48	4.79%	14.04%	21.54%	29.52%	33.42%
23-Sep-2003	1328.20	Long	43.85	1.33	6005.32	4843.00	7.42%	17.82%	24.45%	33.21%	37.10%
24-Sep-2003	1372.05	Long	-14.85	0.00	5990.47	4828.15	6.22%	16.61%	23.41%	30.20%	35.46%
25-Sep-2003	1357.20	Short	-29.75	1.36	5960.72	4797.04	3.43%	14.13%	20.57%	28.53%	34.52%
26-Sep-2003	1386.95	Long	13.00	1.39	5973.72	4808.65	3.93%	14.14%	20.72%	27.85%	33.51%
29-Sep-2003	1399.95	Long	17.15	0.00	5990.87	4825.80	4.99%	14.58%	22.38%	28.68%	32.72%
30-Sep-2003	1417.10	Long	3.75	0.00	5994.62	4829.55	5.77%	15.22%	22.82%	26.91%	32.85%
01-Oct-2003	1420.85	Long	28.45	0.00	6023.07	4858.00	7.26%	16.89%	23.16%	28.85%	34.10%
03-Oct-2003	1449.30	Long	29.60	0.00	6052.67	4887.60	8.63%	18.92%	25.43%	27.16%	36.30%
06-Oct-2003	1478.90	Long	-1.05	0.00	6051.62	4886.55	7.49%	18.68%	26.12%	28.98%	35.36%
07-Oct-2003	1477.85	Short	-0.75	1.48	6050.87	4884.33	7.79%	18.84%	25.89%	28.97%	36.09%
08-Oct-2003	1478.60	Long	23.50	1.48	6074.37	4906.35	9.68%	20.61%	25.47%	30.60%	38.35%
09-Oct-2003	1502.10	Long	21.00	0.00	6095.37	4927.35	11.23%	22.36%	26.35%	31.99%	37.37%
10-Oct-2003	1523.10	Long	23.65	0.00	6119.02	4951.00	12.38%	23.03%	26.81%	34.52%	37.45%
13-Oct-2003	1546.75	Long	-25.95	0.00	6093.07	4925.05	10.81%	20.77%	24.61%	32.74%	34.84%
14-Oct-2003	1520.80	Short	-16.20	1.52	6076.87	4907.33	8.94%	20.38%	23.79%	30.91%	34.08%
15-Oct-2003	1537.00	Long	18.70	1.54	6095.57	4924.49	10.32%	21.46%	24.46%	30.57%	34.32%
16-Oct-2003	1555.70	Long	13.75	0.00	6109.32	4938.24	12.04%	21.72%	25.60%	31.51%	33.83%
17-Oct-2003	1569.45	Long	-26.75	0.00	6082.57	4911.49	9.54%	20.28%	23.51%	29.45%	32.73%
20-Oct-2003	1542.70	Short	36.20	1.54	6118.77	4946.15	11.68%	22.73%	26.01%	31.54%	35.91%
21-Oct-2003	1506.50	Short	12.40	0.00	6131.17	4958.55	12.23%	23.75%	28.49%	33.15%	37.68%
22-Oct-2003	1494.10	Short	23.65	0.00	6154.82	4982.20	14.22%	25.36%	30.94%	33.94%	40.76%
23-Oct-2003	1470.45	Short	-35.60	0.00	6119.22	4946.60	12.80%	23.86%	28.54%	32.30%	39.20%
24-Oct-2003	1506.05	Long	15.90	1.51	6135.12	4960.99	12.59%	23.79%	28.41%	33.33%	38.76%
25-Oct-2003	1521.95	Long	-36.65	0.00	6098.47	4924.34	9.31%	22.26%	26.13%	30.27%	35.57%
27-Oct-2003	1485.30	Short	3.55	1.49	6102.02	4926.41	9.29%	22.58%	27.62%	30.12%	35.62%
28-Oct-2003	1481.75	Short	-16.70	0.00	6085.32	4909.71	9.15%	21.86%	26.59%	29.08%	35.18%
29-Oct-2003	1498.45	Long	18.40	1.50	6103.72	4926.61	10.67%	22.41%	26.84%	29.55%	34.50%
30-Oct-2003	1516.85	Long	39.05	0.00	6142.77	4965.66	12.71%	24.49%	29.09%	31.14%	36.42%
31-Oct-2003	1555.90	Long	45.75	0.00	6188.52	5011.41	15.01%	26.94%	31.19%	33.43%	38.87%
03-Nov-2003	1601.65	Long	17.05	0.00	6205.57	5028.46	15.92%	26.67%	31.96%	32.77%	39.56%
04-Nov-2003	1618.70	Long	-9.55	0.00	6196.02	5018.91	17.09%	25.89%	30.87%	33.22%	39.51%
05-Nov-2003	1609.15	Short	-3.05	1.61	6192.97	5014.25	16.68%	25.51%	31.45%	33.44%	40.15%
06-Nov-2003	1612.20	Long	-20.15	1.61	6172.82	4992.49	14.93%	24.86%	29.98%	31.69%	38.39%
07-Nov-2003	1592.05	Short	-2.45	1.59	6170.37	4988.44	14.39%	24.05%	30.20%	31.30%	38.19%
10-Nov-2003	1594.50	Long	6.65	1.59	6177.02	4993.50	15.37%	23.18%	29.07%	32.31%	38.79%
11-Nov-2003	1601.15	Long	2.65	0.00	6179.67	4996.15	15.30%	23.78%	28.93%	32.09%	39.51%
12-Nov-2003	1603.80	Long	-23.85	0.00	6155.82	4972.30	15.12%	22.88%	28.17%	30.37%	36.78%
13-Nov-2003	1579.95	Short	29.50	1.58	6185.32	5000.22	16.57%	24.90%	30.80%	33.38%	37.05%
14-Nov-2003	1550.45	Short	-12.35	0.00	6172.97	4987.87	15.50%	25.04%	30.55%	32.29%	38.12%
15-Nov-2003	1562.80	Long	17.10	1.56	6190.07	5003.41	15.82%	25.04%	32.16%	33.44%	39.27%
17-Nov-2003	1579.90	Long	-15.50	0.00	6174.57	4987.91	14.88%	23.82%	31.10%	31.92%	37.54%
18-Nov-2003	1564.40	Short	23.80	1.56	6198.37	5010.14	16.72%	25.08%	32.88%	35.49%	39.56%
19-Nov-2003	1540.60	Short	18.30	0.00	6216.67	5028.44	17.54%	27.70%	34.39%	37.55%	42.83%
20-Nov-2003	1522.30	Short	-18.40	0.00	6198.27	5010.04	16.95%	27.30%	34.23%	36.74%	42.50%
21-Nov-2003	1540.70	Long	3.20	1.54	6201.47	5011.70	17.06%	26.57%	33.59%	36.12%	41.83%
24-Nov-2003	1543.90	Long	24.75	0.00	6226.22	5036.45	18.36%	28.08%	35.71%	38.70%	43.11%
25-Nov-2003	1568.65	Long	29.70	0.00	6255.92	5066.15	20.27%	29.30%	37.83%	40.25%	44.21%
27-Nov-2003	1598.35	Long	16.90	0.00	6272.82	5083.05	22.36%	29.29%	37.77%	42.08%	45.22%
28-Nov-2003	1615.25	Long	42.40	0.00	6315.22	5125.45	24.86%	32.98%	39.60%	44.97%	45.78%
01-Dec-2003	1657.65	Long	0.85	0.00	6316.07	5126.30	24.94%	32.19%	38.68%	43.40%	44.30%
02-Dec-2003	1658.50	Long	12.00	0.00	6328.07	5138.30	26.43%	32.59%	39.69%	43.88%	44.89%
03-Dec-2003	1670.50	Long	4.70	0.00	6332.77	5143.00	27.12%	32.56%	39.98%	43.61%	44.67%
04-Dec-2003	1675.20	Long	-29.40	0.00	6303.37	5113.60	26.36%	30.68%	38.18%	41.15%	43.09%
05-Dec-2003	1645.80	Short	-0.45	1.65	6302.92	5111.51	26.04%	30.86%	39.19%	41.34%	43.65%
08-Dec-2003	1646.25	Long	29.60	1.65	6332.52	5139.46	26.26%	33.44%	41.74%	42.42%	44.79%
09-Dec-2003	1675.85	Long	11.05	0.00	6343.57	5150.51	26.06%	33.22%	41.25%	43.00%	44.01%
10-Dec-2003	1686.90	Long	8.50	0.00	6352.07	5159.01	26.98%	33.70%	41.07%	43.48%	43.90%
11-Dec-2003	1695.40	Long	3.50	0.00	6355.57	5162.51	25.92%	33.18%	41.07%	43.80%	42.61%
12-Dec-2003	1698.90	Long	25.05	0.00	6380.62	5187.56	25.97%	34.85%	42.51%	44.82%	44.07%
15-Dec-2003	1723.95	Long	12.30	0.00	6392.92	5199.86	25.93%	34.41%	42.31%	44.01%	44.85%
16-Dec-2003	1736.25	Long	-3.00	0.00	6389.92	5196.86	25.25%	33.66%	42.19%	43.41%	44.29%
17-Dec-2003	1733.25	Short	-22.85	1.73	6367.07	5172.28	23.40%	31.75%	41.11%	41.12%	42.13%
18-Dec-2003	1756.10	Long	22.45	1.76	6389.52	5192.97	24.11%	31.71%	41.09%	40.33%	41.94%
19-Dec-2003	1778.55	Long	10.60	0.00	6400.12	5203.57	23.85%	31.32%	41.09%	40.20%	42.79%
22-Dec-2003	1789.15	Long	-8.85	0.00	6391.27	5194.72	22.77%	31.08%	40.29%	38.43%	40.69%
23-Dec-2003	1780.30	Short	-28.40	1.78	6362.87	5164.54	22.27%	30.32%	38.81%	39.19%	39.40%
24-Dec-2003	1808.70	Long	28.35	1.81	6391.22	5191.08	22.71%	31.25%	39.63%	40.34%	40.61%
26-Dec-2003	1837.05	Long	37.00	0.00	6428.22	5228.08	25.78%	32.42%	40.80%	40.45%	41.43%
29-Dec-2003	1874.05	Long	-0.80	0.00	6427.42	5227.28	23.92%	32.32%	39.69%	39.80%	39.29%
30-Dec-2003	1873.25	Short	-6.50	1.87	6420.92	5218.91	22.94%	30.80%	38.99%	39.93%	38.65%
31-Dec-2003	1879.75	Long	32.50	1.88	6453.42	5249.53	24.39%	32.04%	39.93%	41.30%	39.63%
01-Jan-2004	1912.25	Long	33.80	0.00	6487.22	5283.33	25.11%	32.92%	40.25%	42.93%	41.09%
02-Jan-2004	1946.05	Long	8.95	0.00	6496.17	5292.28	25.09%	34.00%	39.52%	42.41%	40.66%
05-Jan-2004	1955.00	Long	-28.30	0.00	6467.87	5263.98	21.80%	32.32%	38.62%	39.81%	38.53%
06-Jan-2004	1926.70	Short	9.95	1.93	6477.82	5272.00	22.73%	33.34%	39.60%	40.80%	40.62%
07-Jan-2004	1916.75	Short	-51.80	0.00	6426.02	5220.20	20.72%	31.45%	36.40%	39.12%	39.00%
08-Jan-2004	1968.55	Long	3.35	1.97	6429.37	5221.58	19.62%	30.63%	35.51%	39.29%	37.90%
09-Jan-2004	1971.90	Long	-26.30	0.00	6403.07	5195.28	17.74%	28.11%	33.57%	36.56%	37.46%
12-Jan-2004	1945.60	Short	-18.00	1.95	6385.07	5175.34	19.01%	27.78%	32.99%	36.25%	37.83%
13-Jan-2004	1963.60	Long	18.55	1.96	6403.62	5191.92	22.15%	27.65%	33.61%	36.31%	38.29%
14-Jan-2004	1982.15	Long	-37.70	0.00	6365.92	5154.22	18.99%	25.00%	31.26%	34.22%	36.10%
15-Jan-2004	1944.45	Short	43.80	1.94	6409.72	5196.08	21.47%	27.23%	33.87%	36.92%	39.19%
16-Jan-2004	1900.65	Short	-34.70	0.00	6375.02	5161.38	19.32%	25.27%	33.13%	36.68%	38.11%
19-Jan-2004	1935.35	Long	-42.10	1.94	6332.92	5117.34	15.70%	23.23%	30.16%	33.18%	34.88%
20-Jan-2004	1893.25	Short	68.65	1.89	6401.57	5184.10	19.07%	26.63%	33.87%	37.82%	38.72%
21-Jan-2004	1824.60	Short	54.10	0.00	6455.67	5238.20	24.19%	28.26%	37.10%	42.68%	43.16%
22-Jan-2004	1770.50	Short	-77.05	0.00	6378.62	5161.15	21.40%	24.07%	33.51%	39.65%	40.43%
23-Jan-2004	1847.55	Long	57.15	1.85	6435.77	5216.45	22.19%	26.14%	34.85%	40.64%	42.22%
27-Jan-2004	1904.70	Long	-41.60	0.00	6394.17	5174.85	18.34%	22.83%	31.25%	36.65%	38.50%
28-Jan-2004	1863.10	Short	19.50	1.86	6413.67	5192.49	20.25%	25.25%	32.28%	38.65%	40.56%
29-Jan-2004	1843.60	Short	33.85	0.00	6447.52	5226.34	22.51%	27.75%	34.13%	40.45%	42.74%
30-Jan-2004	1809.75	Short	40.75	0.00	6488.27	5267.09	25.62%	30.78%	36.47%	42.84%	47.94%
03-Feb-2004	1769.00	Short	-53.20	0.00	6435.07	5213.89	21.53%	28.01%	34.59%	40.87%	46.25%
04-Feb-2004	1822.20	Long	-17.70	1.82	6417.37	5194.37	17.47%	25.87%	33.58%	38.77%	44.62%
05-Feb-2004	1804.50	Short	-29.15	1.80	6388.22	5163.41	17.52%	24.11%	32.23%	37.46%	42.97%
06-Feb-2004	1833.65	Long	47.05	1.83	6435.27	5208.63	20.67%	26.48%	33.21%	39.15%	44.86%
09-Feb-2004	1880.70	Long	0.05	0.00	6435.32	5208.68	18.14%	25.72%	33.07%	37.74%	44.10%
10-Feb-2004	1880.75	Long	10.75	0.00	6446.07	5219.43	19.77%	26.20%	32.71%	38.40%	43.94%
11-Feb-2004	1891.50	Long	-6.20	0.00	6439.87	5213.23	20.42%	25.50%	32.70%	37.46%	42.84%
12-Feb-2004	1885.30	Short	-28.30	1.89	6411.57	5183.04	20.29%	23.60%	30.00%	35.18%	40.69%
13-Feb-2004	1913.60	Long	-0.05	1.91	6411.52	5181.08	17.67%	22.81%	30.03%	34.64%	40.72%
16-Feb-2004	1913.55	Short	-6.55	1.91	6404.97	5172.62	18.00%	22.46%	29.91%	34.79%	39.66%
17-Feb-2004	1920.10	Long	-3.65	1.92	6401.32	5167.05	19.27%	21.70%	29.26%	33.81%	39.44%
18-Feb-2004	1916.45	Short	58.15	1.92	6459.47	5223.28	21.64%	24.48%	31.87%	36.63%	41.79%
19-Feb-2004	1858.30	Short	5.65	0.00	6465.12	5228.93	21.69%	25.45%	32.68%	38.55%	43.30%
20-Feb-2004	1852.65	Short	44.45	0.00	6509.57	5273.38	23.96%	28.37%	35.60%	41.41%	44.54%
23-Feb-2004	1808.20	Short	-13.15	0.00	6496.42	5260.23	22.24%	27.95%	35.52%	40.44%	44.92%
24-Feb-2004	1821.35	Long	-34.55	1.82	6461.87	5223.86	18.46%	25.33%	33.52%	38.70%	40.07%
25-Feb-2004	1786.80	Short	21.00	1.79	6482.87	5243.07	19.95%	26.15%	35.41%	41.58%	43.94%
26-Feb-2004	1765.80	Short	-34.50	0.00	6448.37	5208.57	18.36%	24.88%	34.13%	40.03%	42.61%
27-Feb-2004	1800.30	Long	52.40	1.80	6500.77	5259.17	19.60%	27.55%	36.53%	40.52%	44.73%
01-Mar-2004	1852.70	Long	7.70	0.00	6508.47	5266.87	18.33%	27.43%	36.45%	39.69%	44.26%
03-Mar-2004	1860.40	Long	-16.55	0.00	6491.92	5250.32	16.09%	26.22%	34.95%	38.04%	44.35%
04-Mar-2004	1843.85	Short	-23.85	1.84	6468.07	5224.63	16.25%	25.32%	33.67%	36.89%	43.71%
05-Mar-2004	1867.70	Long	17.55	1.87	6485.62	5240.31	17.83%	25.10%	34.43%	37.20%	43.00%
08-Mar-2004	1885.25	Long	-19.20	0.00	6466.42	5221.11	15.73%	24.15%	33.23%	35.68%	40.66%
09-Mar-2004	1866.05	Short	21.70	1.87	6488.12	5240.95	16.22%	26.26%	34.33%	37.56%	42.49%
10-Mar-2004	1844.35	Short	38.95	0.00	6527.07	5279.90	19.97%	28.10%	37.23%	39.98%	45.04%
11-Mar-2004	1805.40	Short	-6.80	0.00	6520.27	5273.10	18.11%	28.09%	37.53%	40.33%	45.06%
12-Mar-2004	1812.20	Long	-48.80	1.81	6471.47	5222.48	14.56%	24.73%	34.31%	38.25%	42.12%
15-Mar-2004	1763.40	Short	14.05	1.76	6485.52	5234.77	14.32%	26.37%	35.81%	40.53%	43.08%
16-Mar-2004	1749.35	Short	-0.50	0.00	6485.02	5234.27	16.44%	27.21%	36.50%	40.43%	43.60%
17-Mar-2004	1749.85	Long	-33.20	1.75	6451.82	5199.32	13.62%	24.46%	34.10%	38.07%	42.30%
18-Mar-2004	1716.65	Short	-8.45	1.72	6443.37	5189.15	15.43%	23.68%	35.16%	38.59%	42.26%
19-Mar-2004	1725.10	Long	-40.10	1.73	6403.27	5147.33	12.81%	20.81%	32.25%	36.59%	38.74%
22-Mar-2004	1685.00	Short	-11.40	1.69	6391.87	5134.24	13.33%	21.37%	32.55%	36.70%	38.90%
23-Mar-2004	1696.40	Long	-4.30	1.70	6387.57	5128.25	11.89%	21.31%	31.68%	35.59%	37.99%
24-Mar-2004	1692.10	Short	-12.35	1.69	6375.22	5114.20	8.78%	20.17%	30.74%	34.86%	36.70%
25-Mar-2004	1704.45	Long	43.05	1.70	6418.27	5155.55	8.46%	22.16%	33.05%	36.93%	38.97%
26-Mar-2004	1747.50	Long	14.55	0.00	6432.82	5170.10	8.11%	22.70%	32.55%	37.39%	38.14%
29-Mar-2004	1762.05	Long	-11.90	0.00	6420.92	5158.20	7.91%	23.61%	31.69%	36.26%	38.42%
30-Mar-2004	1750.15	Short	-21.75	1.75	6399.17	5134.70	6.88%	22.21%	30.34%	35.80%	37.63%
31-Mar-2004	1771.90	Long	47.75	1.77	6446.92	5180.68	10.62%	24.21%	33.24%	37.90%	39.45%
01-Apr-2004	1819.65	Long	21.45	0.00	6468.37	5202.13	11.74%	24.33%	32.79%	38.17%	39.13%
02-Apr-2004	1841.10	Long	15.50	0.00	6483.87	5217.63	12.17%	25.49%	32.25%	37.35%	40.15%
05-Apr-2004	1856.60	Long	-5.45	0.00	6478.42	5212.18	11.64%	24.83%	32.15%	36.59%	39.31%
06-Apr-2004	1851.15	Short	2.45	1.85	6480.87	5212.78	12.99%	26.09%	32.82%	37.40%	39.30%
07-Apr-2004	1848.70	Short	-4.85	0.00	6476.02	5207.93	11.24%	25.40%	32.51%	37.56%	39.76%
08-Apr-2004	1853.55	Long	-15.35	1.85	6460.67	5190.72	10.94%	23.91%	31.89%	36.50%	37.96%
12-Apr-2004	1838.20	Short	-40.25	1.84	6420.42	5148.64	7.90%	21.35%	29.19%	35.24%	36.33%
13-Apr-2004	1878.45	Long	-16.50	1.88	6403.92	5130.26	7.58%	20.10%	27.62%	33.74%	34.43%
15-Apr-2004	1861.95	Short	-7.00	1.86	6396.92	5121.39	5.98%	20.03%	27.04%	33.60%	35.80%
16-Apr-2004	1868.95	Long	-0.85	1.87	6396.07	5118.68	4.83%	19.28%	27.66%	33.18%	35.78%
17-Apr-2004	1868.10	Short	24.05	1.87	6420.12	5140.86	7.00%	20.81%	29.25%	34.90%	36.95%
19-Apr-2004	1844.05	Short	-0.20	0.00	6419.92	5140.66	6.99%	21.25%	29.19%	35.06%	37.17%
20-Apr-2004	1844.25	Long	29.10	1.84	6449.02	5167.91	7.13%	22.50%	30.63%	37.03%	39.52%
21-Apr-2004	1873.35	Long	16.20	0.00	6465.22	5184.11	6.30%	23.27%	30.83%	37.97%	40.00%
22-Apr-2004	1889.55	Long	2.90	0.00	6468.12	5187.01	5.50%	24.41%	30.28%	37.45%	41.10%
23-Apr-2004	1892.45	Long	-75.20	0.00	6392.92	5111.81	-0.72%	20.50%	27.43%	33.08%	37.66%
27-Apr-2004	1817.25	Short	0.70	1.82	6393.62	5110.70	-0.86%	21.89%	28.50%	34.43%	38.73%
28-Apr-2004	1816.55	Short	7.60	0.00	6401.22	5118.30	-1.10%	23.02%	28.65%	35.14%	38.97%
29-Apr-2004	1808.95	Short	12.85	0.00	6414.07	5131.15	-0.66%	24.39%	29.41%	36.26%	39.62%
30-Apr-2004	1796.10	Short	29.40	0.00	6443.47	5160.55	2.61%	27.20%	31.23%	38.22%	41.00%
03-May-2004	1766.70	Short	-26.40	0.00	6417.07	5134.15	1.28%	25.54%	30.03%	37.79%	39.79%
04-May-2004	1793.10	Long	16.80	1.79	6433.87	5149.15	0.54%	24.65%	31.24%	38.86%	39.49%
05-May-2004	1809.90	Long	22.90	0.00	6456.77	5172.05	1.19%	25.32%	31.95%	39.38%	41.00%
06-May-2004	1832.80	Long	-28.35	0.00	6428.42	5143.70	-0.84%	24.00%	30.18%	36.96%	39.18%
07-May-2004	1804.45	Short	35.35	1.80	6463.77	5177.25	0.82%	25.17%	31.99%	39.40%	41.97%
10-May-2004	1769.10	Short	69.65	0.00	6533.42	5246.90	3.35%	28.29%	36.83%	44.18%	46.40%
11-May-2004	1699.45	Short	-11.65	0.00	6521.77	5235.25	2.08%	28.38%	36.99%	45.00%	46.73%
12-May-2004	1711.10	Long	6.40	1.71	6528.17	5239.94	2.52%	28.14%	36.67%	45.33%	46.56%
13-May-2004	1717.50	Long	-135.10	0.00	6393.07	5104.84	-3.93%	19.69%	28.11%	37.56%	37.57%
14-May-2004	1582.40	Short	193.65	1.58	6586.72	5296.91	6.57%	33.33%	41.76%	52.17%	51.33%
17-May-2004	1388.75	Short	-115.20	0.00	6471.52	5181.71	-1.57%	28.97%	38.54%	51.05%	49.91%
18-May-2004	1503.95	Long	63.90	1.50	6535.42	5244.10	3.28%	30.37%	40.26%	51.21%	49.00%
19-May-2004	1567.85	Long	-24.00	0.00	6511.42	5220.10	3.54%	28.83%	37.97%	47.61%	48.04%
20-May-2004	1543.85	Short	-16.35	1.54	6495.07	5202.21	0.72%	27.32%	37.33%	47.15%	47.98%
21-May-2004	1560.20	Long	48.65	1.56	6543.72	5249.30	1.36%	31.72%	39.53%	49.40%	48.99%
24-May-2004	1608.85	Long	-2.15	0.00	6541.57	5247.15	1.23%	29.10%	38.88%	47.47%	47.59%
25-May-2004	1606.70	Short	7.90	1.61	6549.47	5253.44	2.15%	28.90%	38.06%	47.60%	48.70%
26-May-2004	1598.80	Short	12.40	0.00	6561.87	5265.84	1.02%	29.70%	38.69%	47.96%	49.57%
27-May-2004	1586.40	Short	77.65	0.00	6639.52	5343.49	3.79%	34.06%	43.47%	52.30%	55.55%
28-May-2004	1508.75	Short	25.15	0.00	6664.67	5368.64	5.06%	37.42%	48.92%	56.03%	59.77%
31-May-2004	1483.60	Short	-24.30	0.00	6640.37	5344.34	5.42%	34.15%	48.00%	56.30%	57.87%
01-Jun-2004	1507.90	Long	27.30	1.51	6667.67	5370.13	6.51%	35.55%	49.11%	57.11%	58.64%
02-Jun-2004	1535.20	Long	-40.10	0.00	6627.57	5330.03	7.15%	33.03%	46.42%	52.59%	56.00%
03-Jun-2004	1495.10	Short	-26.00	1.50	6601.57	5302.54	5.41%	31.25%	45.75%	52.16%	57.14%
04-Jun-2004	1521.10	Long	21.45	1.52	6623.02	5322.47	8.36%	31.36%	44.80%	51.88%	55.76%
07-Jun-2004	1542.55	Long	8.00	0.00	6631.02	5330.47	10.06%	34.04%	45.09%	51.67%	55.78%
08-Jun-2004	1550.55	Long	-2.25	0.00	6628.77	5328.22	8.79%	36.83%	43.81%	51.36%	54.78%
09-Jun-2004	1548.30	Short	3.55	1.55	6632.32	5330.22	11.37%	35.68%	43.37%	51.38%	55.17%
10-Jun-2004	1544.75	Short	36.30	0.00	6668.62	5366.52	11.03%	38.06%	45.31%	53.66%	57.51%
11-Jun-2004	1508.45	Short	27.10	0.00	6695.72	5393.62	15.40%	39.74%	47.24%	57.13%	61.62%
14-Jun-2004	1481.35	Short	-19.65	0.00	6676.07	5373.97	17.32%	37.83%	47.68%	56.73%	60.67%
15-Jun-2004	1501.00	Long	-6.25	1.50	6669.82	5366.22	12.13%	36.19%	45.72%	54.85%	59.84%
16-Jun-2004	1494.75	Short	-17.30	1.49	6652.52	5347.42	7.31%	36.83%	41.80%	52.59%	59.41%
17-Jun-2004	1512.05	Long	-20.85	1.51	6631.67	5325.06	10.84%	35.90%	39.03%	50.08%	57.27%
18-Jun-2004	1491.20	Short	9.20	1.49	6640.87	5332.77	7.80%	35.29%	40.18%	50.98%	58.16%
21-Jun-2004	1482.00	Short	7.30	0.00	6648.17	5340.07	11.15%	34.72%	40.49%	51.30%	58.26%
22-Jun-2004	1474.70	Short	28.60	0.00	6676.77	5368.67	11.95%	37.53%	43.84%	52.73%	60.78%
23-Jun-2004	1446.10	Short	-24.65	0.00	6652.12	5344.02	8.14%	36.84%	43.52%	51.65%	59.71%
24-Jun-2004	1470.75	Long	17.75	1.47	6669.87	5360.30	6.34%	37.86%	44.21%	51.21%	59.06%
25-Jun-2004	1488.50	Long	25.85	0.00	6695.72	5386.15	11.57%	37.15%	44.86%	52.68%	60.15%
28-Jun-2004	1514.35	Long	3.95	0.00	6699.67	5390.10	12.93%	33.95%	44.06%	53.33%	59.58%
29-Jun-2004	1518.30	Long	-12.70	0.00	6686.97	5377.40	14.09%	34.92%	42.75%	52.40%	58.61%
30-Jun-2004	1505.60	Short	-31.60	1.51	6655.37	5344.29	9.01%	34.19%	41.26%	49.46%	56.69%
01-Jul-2004	1537.20	Long	0.30	1.54	6655.67	5343.06	8.74%	30.94%	40.21%	49.20%	54.91%
02-Jul-2004	1537.50	Long	-10.65	0.00	6645.02	5332.41	7.35%	31.53%	39.40%	47.36%	54.32%
05-Jul-2004	1526.85	Short	-31.40	1.53	6613.62	5299.48	5.65%	30.94%	37.24%	46.16%	52.05%
06-Jul-2004	1558.25	Long	8.55	1.56	6622.17	5306.47	7.92%	32.47%	36.48%	44.21%	50.48%
07-Jul-2004	1566.80	Long	-48.65	0.00	6573.52	5257.82	4.90%	26.48%	32.76%	41.58%	47.21%
08-Jul-2004	1518.15	Short	-35.05	1.52	6538.47	5221.25	3.20%	25.89%	31.52%	40.91%	47.05%
09-Jul-2004	1553.20	Long	3.75	1.55	6542.22	5223.45	3.63%	27.45%	30.45%	39.80%	45.43%
12-Jul-2004	1556.95	Long	-17.65	0.00	6524.57	5205.80	-1.12%	25.51%	29.01%	38.11%	43.96%
13-Jul-2004	1539.30	Short	16.55	1.54	6541.12	5220.81	-0.53%	25.66%	30.20%	38.92%	46.01%
14-Jul-2004	1522.75	Short	-16.65	0.00	6524.47	5204.16	-4.55%	24.60%	29.97%	38.76%	45.84%
15-Jul-2004	1539.40	Long	19.40	1.54	6543.87	5222.02	-2.48%	23.65%	30.35%	39.23%	45.02%
16-Jul-2004	1558.80	Long	12.80	0.00	6556.67	5234.82	0.70%	22.27%	30.30%	39.87%	45.92%
19-Jul-2004	1571.60	Long	-5.50	0.00	6551.17	5229.32	-0.88%	21.81%	28.86%	39.39%	46.39%
20-Jul-2004	1566.10	Short	-15.30	1.57	6535.87	5212.45	0.25%	20.95%	28.30%	38.73%	45.38%
21-Jul-2004	1581.40	Long	16.70	1.58	6552.57	5227.57	-2.00%	20.31%	29.36%	39.59%	44.13%
22-Jul-2004	1598.10	Long	3.50	0.00	6556.07	5231.07	-2.24%	19.01%	29.56%	40.02%	43.77%
23-Jul-2004	1601.60	Long	16.40	0.00	6572.47	5247.47	-0.18%	18.51%	30.28%	40.41%	44.01%
26-Jul-2004	1618.00	Long	-17.25	0.00	6555.22	5230.22	0.35%	18.86%	29.20%	38.72%	42.39%
27-Jul-2004	1600.75	Short	6.60	1.60	6561.82	5235.22	-0.32%	20.48%	28.97%	39.85%	43.08%
28-Jul-2004	1594.15	Short	-24.55	0.00	6537.27	5210.67	-0.65%	17.95%	27.90%	38.64%	41.54%
29-Jul-2004	1618.70	Long	13.60	1.62	6550.87	5222.65	-1.13%	17.57%	29.14%	38.45%	42.17%
30-Jul-2004	1632.30	Long	6.75	0.00	6557.62	5229.40	-3.09%	19.48%	28.65%	38.98%	42.09%
02-Aug-2004	1639.05	Long	-8.45	0.00	6549.17	5220.95	-3.18%	16.77%	27.76%	38.16%	41.25%
03-Aug-2004	1630.60	Short	4.05	1.63	6553.22	5223.37	0.05%	16.24%	27.54%	38.18%	42.56%
04-Aug-2004	1626.55	Short	-28.40	0.00	6524.82	5194.97	-2.45%	13.08%	26.14%	36.37%	41.50%
05-Aug-2004	1654.95	Long	-21.55	1.65	6503.27	5171.77	-3.78%	13.61%	24.98%	34.80%	38.96%
06-Aug-2004	1633.40	Short	-9.20	1.63	6494.07	5160.93	-2.35%	12.24%	23.85%	34.18%	38.44%
09-Aug-2004	1642.60	Long	9.55	1.64	6503.62	5168.84	-1.24%	14.88%	23.51%	35.51%	39.09%
10-Aug-2004	1652.15	Long	-30.55	0.00	6473.07	5138.29	-0.55%	12.82%	21.18%	33.13%	37.66%
11-Aug-2004	1621.60	Short	14.40	1.62	6487.47	5151.07	1.04%	14.88%	23.25%	34.86%	39.18%
12-Aug-2004	1607.20	Short	9.00	0.00	6496.47	5160.07	1.98%	14.53%	24.47%	35.42%	39.55%
13-Aug-2004	1598.20	Short	-0.95	0.00	6495.52	5159.12	2.81%	12.11%	24.17%	35.35%	39.72%
16-Aug-2004	1599.15	Long	5.20	1.60	6500.72	5162.72	0.45%	9.46%	24.07%	35.67%	39.81%
17-Aug-2004	1604.35	Long	-22.55	0.00	6478.17	5140.17	-1.87%	6.96%	22.86%	33.59%	38.87%
18-Aug-2004	1581.80	Short	-27.40	1.58	6450.77	5111.19	-2.97%	5.83%	23.33%	32.33%	37.42%
19-Aug-2004	1609.20	Long	-18.85	1.61	6431.92	5090.73	-2.73%	4.75%	21.43%	30.26%	36.20%
20-Aug-2004	1590.35	Short	12.15	1.59	6444.07	5101.29	-4.99%	6.84%	21.98%	32.04%	37.23%
23-Aug-2004	1578.20	Short	-13.40	0.00	6430.67	5087.89	-7.24%	6.30%	20.81%	30.57%	36.77%
24-Aug-2004	1591.60	Long	4.10	1.59	6434.77	5090.40	-7.99%	6.09%	21.49%	29.31%	35.21%
25-Aug-2004	1595.70	Long	15.05	0.00	6449.82	5105.45	-6.69%	6.85%	22.20%	30.71%	35.88%
26-Aug-2004	1610.75	Long	-1.75	0.00	6448.07	5103.70	-6.77%	8.16%	23.21%	30.94%	36.21%
27-Aug-2004	1609.00	Short	-19.45	1.61	6428.62	5082.64	-7.79%	5.12%	21.39%	29.57%	35.37%
30-Aug-2004	1628.45	Long	3.30	1.63	6431.92	5084.31	-6.53%	5.92%	20.68%	29.76%	35.01%
31-Aug-2004	1631.75	Long	3.70	0.00	6435.62	5088.01	-3.72%	5.18%	20.33%	29.17%	35.98%
01-Sep-2004	1635.45	Long	-6.15	0.00	6429.47	5081.86	-2.96%	5.74%	20.12%	28.76%	35.79%
02-Sep-2004	1629.30	Short	-4.80	1.63	6424.67	5075.43	-2.82%	4.01%	20.06%	28.08%	35.57%
03-Sep-2004	1634.10	Long	9.90	1.63	6434.57	5083.70	-2.14%	3.38%	19.92%	29.50%	35.80%
06-Sep-2004	1644.00	Long	6.15	0.00	6440.72	5089.85	-3.10%	4.85%	20.55%	30.13%	36.55%
07-Sep-2004	1650.15	Long	6.10	0.00	6446.82	5095.95	-2.71%	5.11%	21.04%	29.91%	36.46%
08-Sep-2004	1656.25	Long	-7.25	0.00	6439.57	5088.70	-4.78%	3.15%	20.27%	29.33%	36.45%
09-Sep-2004	1649.00	Short	-19.75	1.65	6419.82	5067.30	-7.08%	0.07%	19.35%	27.94%	36.05%
10-Sep-2004	1668.75	Long	6.45	1.67	6426.27	5072.08	-6.89%	-0.66%	20.75%	27.39%	35.52%
13-Sep-2004	1675.20	Long	10.35	0.00	6436.62	5082.43	-1.75%	-2.57%	21.40%	29.23%	35.62%
14-Sep-2004	1685.55	Long	-2.35	0.00	6434.27	5080.08	-1.82%	-2.74%	21.79%	28.91%	35.30%
15-Sep-2004	1683.20	Short	-22.50	1.68	6411.77	5055.90	-3.71%	-4.90%	21.14%	27.22%	34.21%
16-Sep-2004	1705.70	Long	27.95	1.71	6439.72	5082.14	-2.87%	-3.57%	22.99%	28.32%	35.58%
17-Sep-2004	1733.65	Long	-4.85	0.00	6434.87	5077.29	-4.80%	-2.09%	23.37%	27.55%	34.79%
20-Sep-2004	1728.80	Short	-21.40	1.73	6413.47	5054.16	-4.63%	-3.32%	21.47%	26.06%	33.99%
21-Sep-2004	1750.20	Long	3.70	1.75	6417.17	5056.11	-5.32%	-4.76%	19.94%	26.69%	34.50%
22-Sep-2004	1753.90	Long	-27.75	0.00	6389.42	5028.36	-8.19%	-6.96%	17.94%	24.77%	32.45%
23-Sep-2004	1726.15	Short	3.65	1.73	6393.07	5030.29	-6.57%	-7.46%	18.91%	25.47%	32.67%
24-Sep-2004	1722.50	Short	5.00	0.00	6398.07	5035.29	-8.24%	-7.39%	18.12%	25.27%	33.03%
27-Sep-2004	1717.50	Short	17.25	0.00	6415.32	5052.54	-11.32%	-7.86%	17.82%	26.62%	34.19%
28-Sep-2004	1700.25	Short	-27.70	0.00	6387.62	5024.84	-12.38%	-10.29%	15.99%	24.60%	32.61%
29-Sep-2004	1727.95	Long	17.55	1.73	6405.17	5040.66	-11.53%	-9.04%	16.33%	24.78%	33.35%
30-Sep-2004	1745.50	Long	29.65	0.00	6434.82	5070.31	-1.98%	-5.84%	17.39%	25.69%	34.98%
01-Oct-2004	1775.15	Long	30.50	0.00	6465.32	5100.81	-11.05%	-5.19%	18.66%	26.18%	35.46%
04-Oct-2004	1805.65	Long	6.80	0.00	6472.12	5107.61	-4.10%	-5.31%	18.17%	25.54%	35.16%
05-Oct-2004	1812.45	Long	-17.55	0.00	6454.57	5090.06	-8.50%	-5.77%	16.70%	24.91%	34.00%
06-Oct-2004	1794.90	Short	-20.80	1.79	6433.77	5067.46	-8.50%	-5.41%	16.68%	24.66%	33.09%
07-Oct-2004	1815.70	Long	4.50	1.82	6438.27	5070.15	-7.27%	-6.66%	15.96%	24.47%	32.82%
08-Oct-2004	1820.20	Long	-2.40	0.00	6435.87	5067.75	-9.97%	-8.81%	17.21%	23.91%	32.37%
09-Oct-2004	1817.80	Short	10.05	1.82	6445.92	5075.98	-9.42%	-8.32%	16.34%	25.00%	32.60%
11-Oct-2004	1807.75	Short	20.85	0.00	6466.77	5096.83	-8.66%	-6.75%	17.02%	25.16%	33.65%
12-Oct-2004	1786.90	Short	-7.85	0.00	6458.92	5088.98	-9.90%	-8.98%	16.67%	24.72%	33.01%
14-Oct-2004	1794.75	Long	0.25	1.79	6459.17	5087.43	-14.27%	-10.91%	15.84%	24.16%	31.97%
15-Oct-2004	1795.00	Long	-9.00	0.00	6450.17	5078.43	-16.17%	-11.91%	15.29%	24.95%	30.93%
18-Oct-2004	1786.00	Short	-22.40	1.79	6427.77	5054.25	-16.24%	-11.74%	12.12%	23.63%	30.53%
19-Oct-2004	1808.40	Long	-18.35	1.81	6409.42	5034.09	-18.58%	-13.16%	11.06%	22.37%	29.04%
20-Oct-2004	1790.05	Short	10.30	1.79	6419.72	5042.60	-16.06%	-9.92%	12.27%	23.75%	29.05%
21-Oct-2004	1779.75	Short	22.50	0.00	6442.22	5065.10	-13.34%	-8.79%	12.91%	25.09%	30.48%
25-Oct-2004	1757.25	Short	-23.80	0.00	6418.42	5041.30	-16.00%	-8.76%	11.14%	22.78%	28.91%
26-Oct-2004	1781.05	Long	2.80	1.78	6421.22	5042.32	-16.18%	-7.47%	13.30%	22.88%	28.57%
27-Oct-2004	1783.85	Long	16.25	0.00	6437.47	5058.57	-15.12%	-7.48%	16.90%	22.96%	29.52%
28-Oct-2004	1800.10	Long	-13.20	0.00	6424.27	5045.37	-15.82%	-6.05%	14.86%	21.48%	28.37%
29-Oct-2004	1786.90	Short	-10.85	1.79	6413.42	5032.73	-18.68%	-9.14%	14.22%	20.49%	27.71%
01-Nov-2004	1797.75	Long	15.95	1.80	6429.37	5046.88	-19.29%	-6.37%	14.06%	20.35%	28.65%
02-Nov-2004	1813.70	Long	23.70	0.00	6453.07	5070.58	-16.73%	-2.58%	14.17%	22.21%	29.61%
03-Nov-2004	1837.40	Long	-2.55	0.00	6450.52	5068.03	-16.23%	-6.32%	13.34%	21.12%	28.58%
04-Nov-2004	1834.85	Short	-17.45	1.83	6433.07	5048.75	-16.28%	-10.33%	13.73%	17.78%	26.56%
05-Nov-2004	1852.30	Long	10.50	1.85	6443.57	5057.40	-14.45%	-5.60%	14.86%	17.41%	26.43%
08-Nov-2004	1862.80	Long	-4.05	0.00	6439.52	5053.35	-15.00%	-8.76%	13.25%	17.17%	25.81%
09-Nov-2004	1858.75	Short	-17.35	1.86	6422.17	5034.14	-16.46%	-7.57%	11.23%	15.82%	24.45%
10-Nov-2004	1876.10	Long	-5.55	1.88	6416.62	5026.71	-18.23%	-8.84%	11.28%	16.24%	23.22%
11-Nov-2004	1870.55	Short	-2.40	1.87	6414.22	5022.44	-17.19%	-10.90%	11.29%	16.45%	22.73%
12-Nov-2004	1872.95	Long	6.05	1.87	6420.27	5026.62	-17.82%	-12.84%	11.92%	16.90%	22.40%
16-Nov-2004	1879.00	Long	9.65	0.00	6429.92	5036.27	-18.62%	-9.45%	10.81%	16.92%	23.11%
17-Nov-2004	1888.65	Long	3.40	0.00	6433.32	5039.67	-18.55%	-8.19%	8.67%	16.77%	24.21%
18-Nov-2004	1892.05	Long	-19.70	0.00	6413.62	5019.97	-18.89%	-7.58%	9.13%	15.42%	23.16%
19-Nov-2004	1872.35	Short	-1.00	1.87	6412.62	5017.10	-17.48%	-10.23%	10.02%	15.70%	22.30%
22-Nov-2004	1873.35	Long	19.25	1.87	6431.87	5034.47	-16.47%	-9.30%	8.92%	16.52%	23.90%
23-Nov-2004	1892.60	Long	11.45	0.00	6443.32	5045.92	-15.14%	-9.17%	10.48%	16.87%	23.34%
24-Nov-2004	1904.05	Long	-3.00	0.00	6440.32	5042.92	-13.47%	-8.94%	11.34%	16.38%	23.54%
25-Nov-2004	1901.05	Short	-38.60	1.90	6401.72	5002.42	-15.99%	-9.50%	10.62%	13.91%	20.25%
29-Nov-2004	1939.65	Long	19.15	1.94	6420.87	5019.63	-12.28%	-8.32%	9.11%	14.18%	21.31%
30-Nov-2004	1958.80	Long	3.25	0.00	6424.12	5022.88	-10.13%	-7.64%	9.94%	14.30%	21.58%
01-Dec-2004	1962.05	Long	36.95	0.00	6461.07	5059.83	-8.34%	-5.46%	13.39%	15.77%	23.17%
02-Dec-2004	1999.00	Long	-2.80	0.00	6458.27	5057.03	-7.44%	-8.32%	12.43%	15.15%	22.24%
03-Dec-2004	1996.20	Short	3.05	2.00	6461.32	5058.09	-8.15%	-8.56%	11.64%	15.13%	21.86%
06-Dec-2004	1993.15	Short	0.45	0.00	6461.77	5058.54	-7.31%	-10.78%	11.49%	15.59%	22.31%
07-Dec-2004	1992.70	Short	14.75	0.00	6476.52	5073.29	-7.46%	-9.38%	10.80%	15.98%	22.85%
08-Dec-2004	1977.95	Short	-12.00	0.00	6464.52	5061.29	-8.77%	-8.22%	8.78%	15.11%	22.65%
09-Dec-2004	1989.95	Long	-20.95	1.99	6443.57	5038.35	-9.60%	-10.29%	7.63%	13.20%	21.51%
10-Dec-2004	1969.00	Short	-16.35	1.97	6427.22	5020.03	-9.77%	-9.58%	6.89%	12.74%	21.03%
13-Dec-2004	1985.35	Long	21.45	1.99	6448.67	5039.49	-9.47%	-11.07%	6.71%	13.91%	22.06%
14-Dec-2004	2006.80	Long	21.90	0.00	6470.57	5061.39	-8.46%	-10.24%	6.68%	15.08%	23.42%
15-Dec-2004	2028.70	Long	4.50	0.00	6475.07	5065.89	-8.95%	-9.09%	5.66%	14.96%	22.96%
16-Dec-2004	2033.20	Long	-21.10	0.00	6453.97	5044.79	-9.12%	-8.85%	5.89%	14.11%	21.69%
17-Dec-2004	2012.10	Short	-14.75	2.01	6439.22	5028.03	-10.30%	-10.55%	6.00%	12.75%	21.40%
20-Dec-2004	2026.85	Long	17.80	2.03	6457.02	5043.80	-8.23%	-8.75%	5.89%	13.71%	22.16%
21-Dec-2004	2044.65	Long	-9.30	0.00	6447.72	5034.50	-9.20%	-10.10%	4.71%	13.87%	21.24%
22-Dec-2004	2035.35	Short	-9.80	2.04	6437.92	5022.67	-10.16%	-12.64%	5.46%	12.82%	21.10%
23-Dec-2004	2045.15	Long	17.55	2.05	6455.47	5038.17	-8.94%	-11.49%	4.50%	13.31%	21.64%
24-Dec-2004	2062.70	Long	-0.10	0.00	6455.37	5038.07	-8.98%	-8.94%	3.86%	12.79%	21.20%
27-Dec-2004	2062.60	Short	-8.75	2.06	6446.62	5027.26	-8.13%	-10.06%	2.18%	12.48%	20.55%
28-Dec-2004	2071.35	Long	-1.75	2.07	6444.87	5023.44	-7.16%	-10.18%	3.71%	12.80%	20.65%
29-Dec-2004	2069.60	Short	9.80	2.07	6454.67	5031.17	-6.27%	-8.12%	3.39%	12.56%	20.70%
30-Dec-2004	2059.80	Short	-20.70	0.00	6433.97	5010.47	-7.69%	-8.67%	4.18%	11.06%	20.63%
31-Dec-2004	2080.50	Long	34.50	2.08	6468.47	5042.89	-4.59%	-5.02%	5.60%	12.23%	21.72%
03-Jan-2005	2115.00	Long	-11.25	0.00	6457.22	5031.64	-5.65%	-4.85%	5.77%	12.18%	21.08%
04-Jan-2005	2103.75	Short	71.55	2.10	6528.77	5101.08	-2.80%	-1.29%	8.29%	15.89%	24.26%
05-Jan-2005	2032.20	Short	33.85	0.00	6562.62	5134.93	-1.19%	1.02%	8.33%	17.81%	26.61%
06-Jan-2005	1998.35	Short	-17.15	0.00	6545.47	5117.78	-2.25%	-1.89%	5.32%	17.01%	26.30%
07-Jan-2005	2015.50	Long	-33.50	2.02	6511.97	5082.27	-2.87%	-4.36%	2.67%	15.32%	23.86%
10-Jan-2005	1982.00	Short	29.95	1.98	6541.92	5110.24	-0.05%	-2.42%	4.61%	18.57%	25.75%
11-Jan-2005	1952.05	Short	38.45	0.00	6580.37	5148.69	2.97%	0.72%	6.89%	20.63%	27.92%
12-Jan-2005	1913.60	Short	-40.95	0.00	6539.42	5107.74	0.34%	-3.81%	6.02%	18.60%	26.97%
13-Jan-2005	1954.55	Long	-23.45	1.95	6515.97	5082.33	-0.28%	-6.13%	4.80%	16.52%	24.40%
14-Jan-2005	1931.10	Short	-1.80	1.93	6514.17	5078.60	-0.61%	-7.20%	4.41%	17.10%	23.55%
17-Jan-2005	1932.90	Long	1.15	1.93	6515.32	5077.82	-1.43%	-6.95%	4.23%	16.90%	23.93%
18-Jan-2005	1934.05	Long	-7.40	0.00	6507.92	5070.42	-1.72%	-7.36%	5.07%	17.61%	24.05%
19-Jan-2005	1926.65	Short	1.35	1.93	6509.27	5069.84	-0.66%	-7.17%	3.61%	17.20%	24.03%
20-Jan-2005	1925.30	Short	16.30	0.00	6525.57	5086.14	0.10%	-5.43%	5.10%	17.58%	25.27%
24-Jan-2005	1909.00	Short	-22.85	0.00	6502.72	5063.29	-1.29%	-4.47%	3.14%	16.09%	23.64%
25-Jan-2005	1931.85	Long	23.15	1.93	6525.87	5084.51	0.14%	-2.37%	5.00%	17.17%	24.48%
27-Jan-2005	1955.00	Long	53.30	0.00	6579.17	5137.81	3.19%	0.84%	6.53%	19.91%	26.60%
28-Jan-2005	2008.30	Long	49.30	0.00	6628.47	5187.11	5.15%	3.41%	7.90%	21.35%	29.15%
31-Jan-2005	2057.60	Long	2.25	0.00	6630.72	5189.36	4.84%	2.36%	8.71%	21.25%	28.91%
01-Feb-2005	2059.85	Long	-7.60	0.00	6623.12	5181.76	4.17%	2.00%	8.26%	21.02%	28.13%
02-Feb-2005	2052.25	Short	-27.20	2.05	6595.92	5152.51	3.11%	-0.75%	5.66%	19.47%	26.78%
03-Feb-2005	2079.45	Long	-1.50	2.08	6594.42	5148.93	3.93%	-1.69%	3.98%	19.27%	26.09%
04-Feb-2005	2077.95	Short	22.85	2.08	6617.27	5169.70	4.70%	-0.83%	4.17%	21.37%	26.70%
07-Feb-2005	2055.10	Short	-0.05	0.00	6617.22	5169.65	4.24%	2.81%	2.15%	21.69%	28.07%
08-Feb-2005	2055.15	Long	14.85	2.06	6632.07	5182.45	4.98%	3.49%	2.73%	22.85%	28.69%
09-Feb-2005	2070.00	Long	-6.65	0.00	6625.42	5175.80	5.79%	2.78%	1.81%	22.98%	27.92%
10-Feb-2005	2063.35	Short	-18.70	2.06	6606.72	5155.03	3.53%	1.16%	0.58%	22.54%	26.94%
11-Feb-2005	2082.05	Long	16.20	2.08	6622.92	5169.15	4.41%	0.41%	2.67%	23.88%	27.35%
14-Feb-2005	2098.25	Long	-8.30	0.00	6614.62	5160.85	5.08%	1.27%	2.35%	22.78%	26.56%
15-Feb-2005	2089.95	Short	21.15	2.09	6635.77	5179.91	5.92%	1.47%	1.94%	22.62%	28.27%
16-Feb-2005	2068.80	Short	6.90	0.00	6642.67	5186.81	7.66%	0.71%	1.75%	22.87%	28.66%
17-Feb-2005	2061.90	Short	6.35	0.00	6649.02	5193.16	7.90%	2.40%	1.66%	23.73%	29.22%
18-Feb-2005	2055.55	Short	12.35	0.00	6661.37	5205.51	8.28%	1.37%	2.09%	23.47%	29.46%
21-Feb-2005	2043.20	Short	-15.20	0.00	6646.17	5190.31	6.74%	-2.77%	0.13%	21.72%	29.12%
22-Feb-2005	2058.40	Long	-1.30	2.06	6644.87	5186.95	7.88%	-2.35%	-0.63%	21.09%	28.19%
23-Feb-2005	2057.10	Short	1.80	2.06	6646.67	5186.69	7.10%	-2.59%	-0.49%	20.82%	27.91%
24-Feb-2005	2055.30	Short	-5.60	0.00	6641.07	5181.09	5.39%	3.71%	0.43%	20.16%	27.20%
25-Feb-2005	2060.90	Long	42.35	2.06	6683.42	5221.38	5.85%	-3.66%	1.38%	21.92%	28.40%
28-Feb-2005	2103.25	Long	-18.85	0.00	6664.57	5202.53	4.51%	0.99%	-0.05%	20.12%	26.44%
01-Mar-2005	2084.40	Short	-8.85	2.08	6655.72	5191.60	4.87%	-2.52%	-0.15%	19.40%	26.53%
02-Mar-2005	2093.25	Long	35.60	2.09	6691.32	5225.11	7.53%	0.24%	2.89%	21.83%	28.68%
03-Mar-2005	2128.85	Long	19.30	0.00	6710.62	5244.41	8.19%	1.98%	2.50%	21.80%	29.06%
04-Mar-2005	2148.15	Long	11.95	0.00	6722.57	5256.36	8.78%	0.33%	1.32%	23.36%	29.04%
07-Mar-2005	2160.10	Long	8.85	0.00	6731.42	5265.21	8.76%	0.84%	1.76%	22.51%	29.80%
08-Mar-2005	2168.95	Long	-8.15	0.00	6723.27	5257.06	7.39%	0.17%	1.76%	21.57%	28.36%
09-Mar-2005	2160.80	Short	-6.60	2.16	6716.67	5248.29	7.37%	-0.81%	-0.06%	21.16%	27.82%
10-Mar-2005	2167.40	Long	-13.40	2.17	6703.27	5232.73	6.70%	-5.11%	-2.33%	19.82%	26.71%
11-Mar-2005	2154.00	Short	7.65	2.15	6710.92	5238.22	7.42%	-6.05%	-2.51%	20.16%	28.21%
14-Mar-2005	2146.35	Short	17.40	0.00	6728.32	5255.62	9.38%	-4.13%	-0.39%	19.47%	29.05%
15-Mar-2005	2128.95	Short	3.40	0.00	6731.72	5259.02	10.57%	-5.22%	-0.61%	19.96%	29.56%
16-Mar-2005	2125.55	Short	27.05	0.00	6758.77	5286.07	11.45%	-2.07%	3.10%	21.78%	31.46%
17-Mar-2005	2098.50	Short	-10.65	0.00	6748.12	5275.42	10.02%	-1.29%	2.57%	20.97%	31.30%
18-Mar-2005	2109.15	Long	-12.55	2.11	6735.57	5260.76	10.41%	-2.93%	3.10%	19.69%	29.39%
21-Mar-2005	2096.60	Short	35.00	2.10	6770.57	5293.67	11.99%	-1.76%	5.64%	23.29%	31.42%
22-Mar-2005	2061.60	Short	35.20	0.00	6805.77	5328.87	13.11%	0.03%	6.64%	27.74%	32.98%
23-Mar-2005	2026.40	Short	11.00	0.00	6816.77	5339.87	14.53%	0.48%	9.16%	27.73%	33.61%
24-Mar-2005	2015.40	Short	-14.05	0.00	6802.72	5325.82	14.54%	-2.02%	6.44%	27.15%	32.71%
28-Mar-2005	2029.45	Long	-45.60	2.03	6757.12	5278.19	11.40%	-5.69%	5.76%	23.85%	29.42%
29-Mar-2005	1983.85	Short	-9.85	1.98	6747.27	5266.35	9.87%	-5.42%	7.51%	22.83%	30.18%
30-Mar-2005	1993.70	Long	41.95	1.99	6789.22	5306.31	11.95%	-3.00%	6.13%	24.24%	31.42%
31-Mar-2005	2035.65	Long	32.00	0.00	6821.22	5338.31	14.22%	-0.45%	4.92%	26.60%	30.25%
01-Apr-2005	2067.65	Long	-4.25	0.00	6816.97	5334.06	13.38%	0.44%	8.36%	26.69%	28.97%
04-Apr-2005	2063.40	Short	10.85	2.06	6827.82	5342.85	14.03%	0.49%	6.13%	25.99%	29.53%
05-Apr-2005	2052.55	Short	-16.75	0.00	6811.07	5326.10	14.22%	-0.68%	7.37%	24.39%	28.55%
06-Apr-2005	2069.30	Long	-16.45	2.07	6794.62	5307.58	13.57%	-2.95%	5.56%	23.80%	28.29%
07-Apr-2005	2052.85	Short	21.65	2.05	6816.27	5327.18	14.84%	-0.82%	4.91%	25.13%	29.84%
08-Apr-2005	2031.20	Short	23.00	0.00	6839.27	5350.18	15.93%	-0.50%	4.09%	26.92%	31.52%
11-Apr-2005	2008.20	Short	-16.75	0.00	6822.52	5333.43	14.80%	-2.63%	5.95%	24.91%	30.63%
12-Apr-2005	2024.95	Long	0.50	2.02	6823.02	5331.90	14.43%	-2.87%	6.79%	22.52%	30.08%
13-Apr-2005	2025.45	Long	-69.15	0.00	6753.87	5262.75	11.99%	-5.66%	4.90%	20.51%	26.39%
15-Apr-2005	1956.30	Short	28.50	1.96	6782.37	5289.29	13.91%	-2.81%	4.12%	23.50%	28.94%
18-Apr-2005	1927.80	Short	18.40	0.00	6800.77	5307.69	14.17%	-1.83%	5.14%	22.84%	30.23%
19-Apr-2005	1909.40	Short	-20.30	0.00	6780.47	5287.39	12.65%	-2.36%	3.56%	23.03%	29.37%
20-Apr-2005	1929.70	Long	18.85	1.93	6799.32	5304.31	13.55%	0.25%	4.72%	24.73%	29.71%
21-Apr-2005	1948.55	Long	18.80	0.00	6818.12	5323.11	16.46%	0.85%	7.19%	26.82%	30.03%
22-Apr-2005	1967.35	Long	3.60	0.00	6821.72	5326.71	15.61%	3.50%	7.40%	24.59%	29.59%
25-Apr-2005	1970.95	Long	-13.85	0.00	6807.87	5312.86	14.71%	4.65%	7.12%	24.59%	28.92%
26-Apr-2005	1957.10	Short	21.70	1.96	6829.57	5332.61	13.94%	5.58%	8.46%	27.37%	29.75%
27-Apr-2005	1935.40	Short	-5.90	0.00	6823.67	5326.71	13.93%	6.25%	5.34%	26.77%	29.58%
28-Apr-2005	1941.30	Long	-38.80	1.94	6784.87	5285.97	11.74%	3.36%	2.94%	23.70%	27.30%
29-Apr-2005	1902.50	Short	-14.25	1.90	6770.62	5269.81	11.11%	3.45%	-0.19%	23.14%	27.44%
02-May-2005	1916.75	Long	3.95	1.92	6774.57	5271.85	10.36%	2.60%	0.61%	21.59%	26.97%
03-May-2005	1920.70	Long	21.90	0.00	6796.47	5293.75	12.10%	3.07%	3.64%	21.15%	27.66%
04-May-2005	1942.60	Long	20.70	0.00	6817.17	5314.45	14.21%	4.38%	3.67%	22.03%	27.73%
05-May-2005	1963.30	Long	14.20	0.00	6831.37	5328.65	15.72%	5.92%	6.12%	22.63%	28.50%
06-May-2005	1977.50	Long	23.25	0.00	6854.62	5351.90	15.80%	6.29%	4.69%	22.53%	29.77%
09-May-2005	2000.75	Long	-6.45	0.00	6848.17	5345.45	14.20%	5.72%	3.93%	20.90%	29.33%
10-May-2005	1994.30	Short	8.35	1.99	6856.52	5351.80	14.34%	5.23%	5.09%	20.10%	29.55%
11-May-2005	1985.95	Short	-7.20	0.00	6849.32	5344.60	15.10%	5.76%	6.04%	21.13%	29.55%
12-May-2005	1993.15	Long	-4.85	1.99	6844.47	5337.76	15.54%	5.14%	4.89%	21.60%	28.41%
13-May-2005	1988.30	Short	-24.30	1.99	6820.17	5311.47	13.46%	5.07%	4.54%	19.46%	27.44%
16-May-2005	2012.60	Long	-21.80	2.01	6798.37	5287.66	12.58%	3.23%	2.32%	17.36%	26.67%
17-May-2005	1990.80	Short	8.05	1.99	6806.42	5293.72	13.62%	3.23%	0.69%	19.20%	26.72%
18-May-2005	1982.75	Short	-8.10	0.00	6798.32	5285.62	12.48%	3.26%	0.63%	17.12%	26.21%
19-May-2005	1990.85	Long	1.55	1.99	6799.87	5285.18	12.41%	3.10%	3.15%	16.41%	25.66%
20-May-2005	1992.40	Long	21.50	0.00	6821.37	5306.68	14.02%	5.61%	3.61%	16.29%	26.95%
23-May-2005	2013.90	Long	14.70	0.00	6836.07	5321.38	14.79%	7.43%	4.33%	18.61%	27.96%
24-May-2005	2028.60	Long	15.25	0.00	6851.32	5336.63	15.06%	8.66%	6.77%	18.52%	27.87%
25-May-2005	2043.85	Long	30.85	0.00	6882.17	5367.48	17.47%	9.72%	8.72%	21.68%	28.61%
26-May-2005	2074.70	Long	1.70	0.00	6883.87	5369.18	15.73%	11.13%	10.69%	21.34%	27.99%
27-May-2005	2076.40	Long	-4.00	0.00	6879.87	5365.18	16.06%	10.31%	11.12%	21.94%	28.47%
30-May-2005	2072.40	Short	-15.15	2.07	6864.72	5347.95	11.91%	9.07%	10.60%	20.33%	28.05%
31-May-2005	2087.55	Long	0.00	2.09	6864.72	5345.87	10.10%	8.95%	11.10%	18.21%	27.45%
01-Jun-2005	2087.55		0.00	2.09	6864.72	5343.78	10.83%	8.67%	9.02%	15.92%	27.11%
02-Jun-2005	2064.65	Short	-29.60	2.06	6835.12	5312.11	11.13%	8.33%	6.88%	13.74%	26.09%
03-Jun-2005	2094.25	Long	-1.90	2.09	6833.22	5308.12	9.45%	9.40%	7.16%	13.81%	27.02%
04-Jun-2005	2092.35	Short	-0.45	2.09	6832.77	5305.58	7.50%	10.27%	8.17%	13.92%	26.75%
06-Jun-2005	2092.80	Long	5.35	2.09	6838.12	5308.84	9.61%	9.92%	6.12%	15.12%	26.62%
07-Jun-2005	2098.15	Long	14.25	0.00	6852.37	5323.09	11.47%	11.21%	5.76%	15.95%	26.87%
08-Jun-2005	2112.40	Long	-9.20	0.00	6843.17	5313.89	11.14%	10.58%	4.56%	15.17%	26.77%
09-Jun-2005	2103.20	Short	12.60	2.10	6855.77	5324.38	11.72%	10.41%	5.33%	15.61%	27.26%
10-Jun-2005	2090.60	Short	-12.15	0.00	6843.62	5312.23	11.57%	9.97%	4.76%	16.26%	27.86%
13-Jun-2005	2102.75	Long	9.60	2.10	6853.22	5319.73	11.88%	11.28%	5.32%	15.19%	27.65%
14-Jun-2005	2112.35	Long	16.30	0.00	6869.52	5336.03	11.83%	11.92%	6.88%	16.48%	27.86%
15-Jun-2005	2128.65	Long	-4.95	0.00	6864.57	5331.08	12.58%	11.42%	8.57%	15.39%	27.01%
16-Jun-2005	2123.70	Short	0.30	2.12	6864.87	5329.26	11.52%	11.65%	9.37%	16.07%	27.15%
17-Jun-2005	2123.40	Short	-20.95	0.00	6843.92	5308.31	8.03%	10.97%	8.80%	14.04%	26.36%
20-Jun-2005	2144.35	Long	25.65	2.14	6869.57	5331.81	6.75%	11.57%	9.94%	14.15%	26.75%
21-Jun-2005	2170.00	Long	17.35	0.00	6886.92	5349.16	7.36%	11.95%	9.60%	15.63%	27.52%
22-Jun-2005	2187.35	Long	-3.50	0.00	6883.42	5345.66	7.49%	11.42%	9.37%	15.27%	27.29%
23-Jun-2005	2183.85	Short	-10.50	2.18	6872.92	5332.98	8.26%	11.19%	7.56%	13.58%	26.56%
24-Jun-2005	2194.35	Long	5.45	2.19	6878.37	5336.23	8.54%	12.26%	6.93%	12.31%	26.80%
27-Jun-2005	2199.80	Long	-29.95	0.00	6848.42	5306.28	6.21%	10.65%	5.42%	10.15%	26.39%
28-Jun-2005	2169.85	Short	-21.80	2.17	6826.62	5282.31	5.19%	9.21%	7.86%	7.23%	25.74%
29-Jun-2005	2191.65	Long	28.95	2.19	6855.57	5309.07	5.78%	10.45%	9.05%	8.34%	27.20%
30-Jun-2005	2220.60	Long	-8.70	0.00	6846.87	5300.37	5.61%	11.01%	8.20%	7.30%	27.03%
01-Jul-2005	2211.90	Short	-18.75	2.21	6828.12	5279.41	5.62%	8.92%	6.70%	6.17%	26.65%
04-Jul-2005	2230.65	Long	-19.90	2.23	6808.22	5257.28	3.95%	8.07%	4.34%	6.44%	26.24%
05-Jul-2005	2210.75	Short	-17.45	2.21	6790.77	5237.62	3.47%	8.30%	4.68%	5.70%	25.09%
06-Jul-2005	2228.20	Long	-48.80	2.23	6741.97	5186.59	0.30%	5.86%	1.68%	2.12%	21.52%
07-Jul-2005	2179.40	Short	-16.80	2.18	6725.17	5167.61	-0.88%	6.39%	-0.20%	0.78%	20.83%
08-Jul-2005	2196.20	Long	22.65	2.20	6747.82	5188.06	-0.23%	7.18%	2.02%	1.32%	22.05%
11-Jul-2005	2218.85	Long	1.95	0.00	6749.77	5190.01	-0.70%	6.97%	0.58%	1.24%	21.04%
12-Jul-2005	2220.80	Long	-16.75	0.00	6733.02	5173.26	-0.77%	5.44%	-3.32%	-0.64%	19.22%
13-Jul-2005	2204.05	Short	18.95	2.20	6751.97	5190.01	0.14%	7.49%	-2.05%	-0.45%	19.83%
14-Jul-2005	2185.10	Short	-27.45	0.00	6724.52	5162.56	-1.10%	5.58%	-3.54%	-1.57%	18.49%
15-Jul-2005	2212.55	Long	21.45	2.21	6745.97	5181.80	0.03%	5.04%	3.48%	0.43%	18.76%
18-Jul-2005	2234.00	Long	3.30	0.00	6749.27	5185.10	-1.62%	3.77%	-5.00%	-0.35%	18.60%
19-Jul-2005	2237.30	Long	4.60	0.00	6753.87	5189.70	-0.57%	3.67%	0.36%	-0.62%	18.34%
20-Jul-2005	2241.90	Long	-11.40	0.00	6742.47	5178.30	-0.59%	3.94%	-2.94%	-0.73%	17.44%
21-Jul-2005	2230.50	Short	-35.10	2.23	6707.37	5140.97	-3.77%	3.30%	-3.55%	-1.06%	16.71%
22-Jul-2005	2265.60	Long	26.15	2.27	6733.52	5164.85	-3.51%	4.18%	-1.65%	-1.16%	16.97%
25-Jul-2005	2291.75	Long	11.40	0.00	6744.92	5176.25	-3.50%	4.73%	-3.19%	-2.26%	18.41%
26-Jul-2005	2303.15	Long	15.95	0.00	6760.87	5192.20	-3.17%	5.05%	-2.39%	-1.52%	17.94%
27-Jul-2005	2319.10	Long	-6.80	0.00	6754.07	5185.40	-3.09%	3.82%	-2.93%	-1.44%	17.09%
29-Jul-2005	2312.30	Short	-5.75	2.31	6748.32	5177.34	-3.07%	3.82%	-3.83%	-3.12%	16.71%
01-Aug-2005	2318.05	Long	35.60	2.32	6783.92	5210.62	-0.95%	5.31%	-5.73%	-3.14%	17.58%
02-Aug-2005	2353.65	Long	3.35	0.00	6787.27	5213.97	-1.03%	5.76%	-6.57%	-3.33%	17.42%
03-Aug-2005	2357.00	Long	10.80	0.00	6798.07	5224.77	-1.31%	7.23%	-5.07%	-1.66%	16.42%
04-Aug-2005	2367.80	Long	-6.60	0.00	6791.47	5218.17	-1.73%	7.77%	-6.42%	-2.27%	16.22%
05-Aug-2005	2361.20	Short	36.80	2.36	6828.27	5252.61	-1.42%	8.89%	-3.28%	1.37%	18.19%
08-Aug-2005	2324.40	Short	5.70	0.00	6833.97	5258.31	-0.74%	8.31%	-1.90%	1.58%	18.20%
09-Aug-2005	2318.70	Short	-41.45	0.00	6792.52	5216.86	-1.89%	7.57%	-4.55%	0.93%	16.02%
10-Aug-2005	2360.15	Long	20.75	2.36	6813.27	5235.25	-2.48%	8.17%	-4.03%	2.54%	18.21%
11-Aug-2005	2380.90	Long	-19.35	0.00	6793.92	5215.90	-4.74%	6.61%	-4.72%	1.01%	19.27%
12-Aug-2005	2361.55	Short	-8.25	2.36	6785.67	5205.29	-5.70%	6.77%	-5.29%	2.16%	18.10%
16-Aug-2005	2369.80	Long	33.35	2.37	6819.02	5236.27	-3.78%	8.59%	-5.50%	1.70%	19.31%
17-Aug-2005	2403.15	Long	-14.70	0.00	6804.32	5221.57	-2.36%	7.27%	-7.16%	2.50%	17.79%
18-Aug-2005	2388.45	Short	5.00	2.39	6809.32	5224.18	-1.77%	6.43%	-6.27%	4.47%	17.19%
19-Aug-2005	2383.45	Short	15.60	0.00	6824.92	5239.78	-2.79%	7.21%	-5.30%	2.34%	17.49%
22-Aug-2005	2367.85	Short	41.75	0.00	6866.67	5281.53	-2.40%	9.83%	-2.78%	1.83%	20.47%
23-Aug-2005	2326.10	Short	3.60	0.00	6870.27	5285.13	-2.10%	9.79%	-1.72%	5.33%	21.62%
24-Aug-2005	2322.50	Short	-32.05	0.00	6838.22	5253.08	-3.87%	8.60%	-3.43%	1.58%	19.23%
25-Aug-2005	2354.55	Long	2.50	2.35	6840.72	5253.23	-3.09%	9.30%	-3.69%	3.33%	18.17%
26-Aug-2005	2357.05	Long	-19.40	0.00	6821.32	5233.83	-3.13%	8.79%	-5.72%	1.75%	17.76%
29-Aug-2005	2337.65	Short	-30.10	2.34	6791.22	5201.39	-5.38%	7.65%	-6.10%	-1.07%	16.69%
30-Aug-2005	2367.75	Long	16.90	2.37	6808.12	5215.92	-5.67%	7.99%	-6.10%	-2.16%	17.42%
31-Aug-2005	2384.65	Long	21.10	0.00	6829.22	5237.02	-4.04%	8.42%	-6.25%	0.97%	16.94%
01-Sep-2005	2405.75	Long	10.05	0.00	6839.27	5247.07	-3.53%	8.62%	-5.95%	2.19%	15.43%
02-Sep-2005	2415.80	Long	7.15	0.00	6846.42	5254.22	-0.35%	9.70%	-5.10%	3.76%	16.85%
05-Sep-2005	2422.95	Long	5.70	0.00	6852.12	5259.92	-1.21%	10.02%	-3.48%	2.12%	17.76%
06-Sep-2005	2428.65	Long	25.80	0.00	6877.92	5285.72	-0.90%	10.35%	-2.36%	3.17%	17.22%
08-Sep-2005	2454.45	Long	1.00	0.00	6878.92	5286.72	-0.03%	9.81%	-1.86%	2.74%	17.89%
09-Sep-2005	2455.45	Long	28.70	0.00	6907.62	5315.42	0.45%	11.10%	0.65%	4.16%	19.89%
12-Sep-2005	2484.15	Long	16.20	0.00	6923.82	5331.62	0.34%	13.25%	1.01%	5.98%	21.38%
13-Sep-2005	2500.35	Long	-7.90	0.00	6915.92	5323.72	-0.12%	12.16%	2.64%	5.70%	19.23%
14-Sep-2005	2492.45	Short	-31.50	2.49	6884.42	5289.73	-0.93%	10.71%	2.75%	4.70%	18.52%
15-Sep-2005	2523.95	Long	28.40	2.52	6912.82	5315.60	-0.67%	10.13%	3.65%	5.89%	20.55%
16-Sep-2005	2552.35	Long	14.75	0.00	6927.57	5330.35	0.14%	10.71%	4.88%	4.20%	20.44%
19-Sep-2005	2567.10	Long	10.90	0.00	6938.47	5341.25	2.15%	11.03%	4.69%	4.38%	20.08%
20-Sep-2005	2578.00	Long	-10.70	0.00	6927.77	5330.55	2.36%	10.55%	4.90%	2.22%	19.43%
21-Sep-2005	2567.30	Short	90.80	2.57	7018.57	5418.79	5.72%	13.46%	7.66%	6.18%	21.84%
22-Sep-2005	2476.50	Short	-1.25	0.00	7017.32	5417.54	5.00%	14.39%	7.38%	7.82%	21.40%
23-Sep-2005	2477.75	Long	79.60	2.48	7096.92	5494.66	7.27%	18.42%	10.71%	10.15%	24.54%
26-Sep-2005	2557.35	Long	17.50	0.00	7114.42	5512.16	7.18%	19.24%	11.72%	11.87%	24.55%
27-Sep-2005	2574.85	Long	23.20	0.00	7137.62	5535.36	7.13%	19.26%	11.95%	10.73%	24.43%
28-Sep-2005	2598.05	Long	13.15	0.00	7150.77	5548.51	7.82%	18.75%	12.22%	10.84%	23.91%
29-Sep-2005	2611.20	Long	-9.80	0.00	7140.97	5538.71	7.16%	18.11%	11.15%	11.04%	22.51%
30-Sep-2005	2601.40	Short	-28.65	2.60	7112.32	5507.46	6.26%	17.79%	10.66%	10.87%	22.39%
03-Oct-2005	2630.05	Long	33.30	2.63	7145.62	5538.13	7.62%	19.39%	11.52%	11.32%	23.98%
04-Oct-2005	2663.35	Long	-18.95	0.00	7126.67	5519.18	7.80%	17.85%	11.58%	11.19%	22.33%
05-Oct-2005	2644.40	Short	65.25	2.64	7191.92	5581.78	11.12%	20.70%	13.58%	12.89%	24.34%
06-Oct-2005	2579.15	Short	5.10	0.00	7197.02	5586.88	11.37%	21.88%	13.86%	11.90%	26.19%
07-Oct-2005	2574.05	Short	7.20	0.00	7204.22	5594.08	11.98%	21.60%	14.50%	12.47%	25.17%
10-Oct-2005	2566.85	Short	-22.70	0.00	7181.52	5571.38	11.15%	20.78%	13.56%	13.59%	23.87%
11-Oct-2005	2589.55	Long	-52.25	2.59	7129.27	5516.54	8.10%	18.89%	12.42%	10.88%	20.63%
13-Oct-2005	2537.30	Short	52.90	2.54	7182.17	5566.91	9.68%	21.42%	15.57%	13.11%	24.45%
14-Oct-2005	2484.40	Short	-0.75	0.00	7181.42	5566.16	9.24%	21.53%	16.31%	14.77%	24.36%
17-Oct-2005	2485.15	Long	-16.95	2.49	7164.47	5546.72	7.21%	21.58%	15.21%	14.39%	25.04%
18-Oct-2005	2468.20	Short	55.75	2.47	7220.22	5600.00	9.35%	22.57%	18.71%	18.34%	27.29%
19-Oct-2005	2412.45	Short	17.00	0.00	7237.22	5617.00	10.44%	24.26%	19.31%	20.01%	29.32%
20-Oct-2005	2395.45	Short	-48.30	0.00	7188.92	5568.70	9.22%	19.52%	17.06%	18.39%	26.80%
21-Oct-2005	2443.75	Long	-48.90	2.44	7140.02	5517.36	7.02%	15.65%	14.66%	16.50%	22.58%
24-Oct-2005	2394.85	Short	-23.35	2.39	7116.67	5491.61	6.17%	15.61%	13.73%	14.03%	20.05%
25-Oct-2005	2418.20	Long	-9.70	2.42	7106.97	5479.50	6.92%	16.43%	14.03%	12.79%	18.65%
26-Oct-2005	2408.50	Short	55.60	2.41	7162.57	5532.69	9.32%	17.54%	17.50%	15.55%	21.33%
27-Oct-2005	2352.90	Short	36.85	0.00	7199.42	5569.54	11.22%	17.89%	20.35%	18.48%	23.60%
28-Oct-2005	2316.05	Short	-54.90	0.00	7144.52	5514.64	8.89%	17.57%	17.85%	14.42%	22.54%
31-Oct-2005	2370.95	Long	15.80	2.37	7160.32	5528.07	8.65%	18.80%	18.57%	13.75%	22.76%
01-Nov-2005	2386.75	Long	32.30	0.00	7192.62	5560.37	10.33%	20.18%	19.69%	14.36%	23.75%
02-Nov-2005	2419.05	Long	42.55	0.00	7235.17	5602.92	11.51%	21.71%	20.56%	16.15%	25.08%
07-Nov-2005	2461.60	Long	31.05	0.00	7266.22	5633.97	13.07%	22.89%	21.54%	17.11%	26.88%
08-Nov-2005	2492.65	Long	-3.55	0.00	7262.67	5630.42	12.46%	22.49%	21.98%	16.95%	25.28%
09-Nov-2005	2489.10	Short	-11.60	2.49	7251.07	5616.33	11.26%	21.30%	21.37%	17.10%	25.25%
10-Nov-2005	2500.70	Long	47.95	2.50	7299.02	5661.78	13.22%	23.93%	22.94%	20.52%	26.33%
11-Nov-2005	2548.65	Long	10.05	0.00	7309.07	5671.83	13.44%	23.04%	23.15%	21.25%	26.83%
14-Nov-2005	2558.70	Long	24.05	0.00	7333.12	5695.88	15.15%	21.81%	24.25%	22.45%	26.80%
16-Nov-2005	2582.75	Long	21.20	0.00	7354.32	5717.08	14.92%	20.52%	24.52%	23.17%	26.66%
17-Nov-2005	2603.95	Long	16.10	0.00	7370.42	5733.18	14.75%	20.88%	24.71%	22.75%	27.77%
18-Nov-2005	2620.05	Long	-17.55	0.00	7352.87	5715.63	14.12%	20.38%	23.65%	21.94%	26.87%
21-Nov-2005	2602.50	Short	29.65	2.60	7382.52	5742.67	15.74%	22.68%	25.13%	22.08%	27.14%
22-Nov-2005	2572.85	Short	-35.75	0.00	7346.77	5706.92	14.41%	21.69%	24.86%	20.32%	24.91%
23-Nov-2005	2608.60	Long	26.40	2.61	7373.17	5730.72	16.27%	21.51%	25.25%	20.84%	24.83%
24-Nov-2005	2635.00	Long	29.30	0.00	7402.47	5760.02	18.13%	22.40%	25.71%	24.60%	24.08%
25-Nov-2005	2664.30	Long	19.15	0.00	7421.62	5779.17	17.64%	22.40%	26.24%	25.09%	24.50%
26-Nov-2005	2683.45	Long	28.55	0.00	7450.17	5807.72	18.91%	23.55%	28.02%	25.69%	24.95%
28-Nov-2005	2712.00	Long	-13.70	0.00	7436.47	5794.02	18.98%	23.56%	26.25%	24.44%	24.00%
29-Nov-2005	2698.30	Short	46.05	2.70	7482.52	5837.37	21.50%	24.76%	28.17%	25.08%	26.82%
30-Nov-2005	2652.25	Short	-46.70	0.00	7435.82	5790.67	20.85%	23.75%	27.77%	24.75%	25.61%
01-Dec-2005	2698.95	Long	-1.00	2.70	7434.82	5786.97	22.24%	22.49%	27.08%	23.63%	23.99%
02-Dec-2005	2697.95	Short	37.45	2.70	7472.27	5821.72	24.24%	23.53%	29.41%	24.08%	24.88%
05-Dec-2005	2660.50	Short	-1.80	0.00	7470.47	5819.92	23.75%	23.56%	29.68%	25.42%	24.84%
06-Dec-2005	2662.30	Long	30.70	2.66	7501.17	5847.96	24.71%	24.13%	30.53%	25.19%	25.75%
07-Dec-2005	2693.00	Long	13.70	0.00	7514.87	5861.66	25.56%	24.93%	30.05%	22.83%	25.03%
08-Dec-2005	2706.70	Long	49.75	0.00	7564.62	5911.41	26.65%	26.77%	32.75%	24.98%	26.29%
09-Dec-2005	2756.45	Long	19.75	0.00	7584.37	5931.16	27.88%	27.01%	32.31%	25.08%	26.64%
12-Dec-2005	2776.20	Long	36.10	0.00	7620.47	5967.26	28.29%	28.32%	32.31%	31.06%	28.64%
13-Dec-2005	2812.30	Long	-7.75	0.00	7612.72	5959.51	27.54%	26.25%	30.53%	23.56%	27.26%
14-Dec-2005	2804.55	Short	26.00	2.80	7638.72	5982.70	28.28%	27.82%	31.20%	28.56%	27.78%
15-Dec-2005	2778.55	Short	-31.60	0.00	7607.12	5951.10	27.81%	27.33%	30.99%	25.45%	27.22%
16-Dec-2005	2810.15	Long	32.45	2.81	7639.57	5980.74	29.88%	26.89%	32.50%	27.07%	29.04%
19-Dec-2005	2842.60	Long	-16.40	0.00	7623.17	5964.34	28.13%	25.33%	31.46%	26.81%	27.20%
20-Dec-2005	2826.20	Short	3.30	2.83	7626.47	5964.82	27.90%	25.07%	31.74%	25.32%	26.07%
21-Dec-2005	2822.90	Short	-12.35	0.00	7614.12	5952.47	26.93%	24.35%	31.05%	24.99%	25.69%
22-Dec-2005	2835.25	Long	-30.40	2.84	7583.72	5919.23	25.88%	23.36%	29.01%	23.48%	24.70%
23-Dec-2005	2804.85	Short	55.25	2.80	7638.97	5971.68	28.32%	25.79%	31.47%	25.16%	25.75%
26-Dec-2005	2749.60	Short	-56.30	0.00	7582.67	5915.38	25.63%	24.83%	30.11%	20.80%	22.99%
27-Dec-2005	2805.90	Long	-11.85	2.81	7570.82	5900.72	24.48%	23.61%	29.31%	18.96%	21.68%
28-Dec-2005	2794.05	Short	-27.90	2.79	7542.92	5870.03	23.09%	21.99%	29.20%	18.81%	21.69%
29-Dec-2005	2821.95	Long	14.60	2.82	7557.52	5881.81	23.52%	22.07%	30.04%	18.13%	21.61%
30-Dec-2005	2836.55	Long	-0.60	0.00	7556.92	5881.21	22.16%	20.98%	29.56%	19.43%	23.30%
02-Jan-2006	2835.95	Short	-47.40	2.84	7509.52	5830.97	20.19%	19.59%	27.01%	18.63%	21.49%
03-Jan-2006	2883.35	Long	21.05	2.88	7530.57	5849.14	21.93%	20.41%	28.02%	18.27%	22.68%
04-Jan-2006	2904.40	Long	-4.55	0.00	7526.02	5844.59	20.98%	18.97%	27.62%	17.70%	23.04%
05-Jan-2006	2899.85	Short	-14.15	2.90	7511.87	5827.54	21.09%	17.20%	26.52%	17.22%	21.92%
06-Jan-2006	2914.00	Long	-3.90	2.91	7507.97	5820.72	21.12%	16.50%	26.61%	16.83%	22.87%
09-Jan-2006	2910.10	Short	39.30	2.91	7547.27	5857.11	21.33%	18.26%	28.33%	16.86%	22.72%
10-Jan-2006	2870.80	Short	20.10	0.00	7567.37	5877.21	22.84%	20.87%	28.92%	16.85%	24.93%
12-Jan-2006	2850.70	Short	0.15	0.00	7567.52	5877.36	22.91%	21.43%	28.30%	17.66%	26.66%
13-Jan-2006	2850.55	Short	17.45	0.00	7584.97	5894.81	22.98%	20.65%	29.00%	18.54%	24.93%
16-Jan-2006	2833.10	Short	4.00	0.00	7588.97	5898.81	21.79%	19.78%	30.00%	19.46%	23.32%
17-Jan-2006	2829.10	Short	19.90	0.00	7608.87	5918.71	22.40%	20.67%	30.44%	20.98%	26.78%
18-Jan-2006	2809.20	Short	-61.65	0.00	7547.22	5857.06	21.50%	18.30%	28.61%	18.66%	22.80%
19-Jan-2006	2870.85	Long	30.10	2.87	7577.32	5884.29	21.98%	19.44%	29.61%	18.96%	24.71%
20-Jan-2006	2900.95	Long	-16.90	0.00	7560.42	5867.39	21.84%	19.30%	28.98%	17.19%	23.26%
23-Jan-2006	2884.05	Short	-23.95	2.88	7536.47	5840.56	22.16%	17.80%	28.37%	17.22%	21.30%
24-Jan-2006	2908.00	Long	32.35	2.91	7568.82	5870.00	22.49%	17.88%	29.00%	17.53%	20.73%
25-Jan-2006	2940.35	Long	42.40	0.00	7611.22	5912.40	22.97%	19.69%	29.80%	17.90%	23.76%
27-Jan-2006	2982.75	Long	-8.25	0.00	7602.97	5904.15	22.03%	19.19%	28.98%	17.23%	23.80%
30-Jan-2006	2974.50	Short	-26.60	2.97	7576.37	5874.57	20.86%	20.57%	28.73%	16.71%	23.91%
31-Jan-2006	3001.10	Long	-29.55	3.00	7546.82	5842.02	19.40%	18.42%	27.49%	16.58%	21.11%
01-Feb-2006	2971.55	Short	4.10	2.97	7550.92	5843.15	18.76%	18.02%	27.21%	16.83%	21.35%
02-Feb-2006	2967.45	Short	26.85	0.00	7577.77	5870.00	19.66%	19.63%	27.77%	18.12%	21.92%
03-Feb-2006	2940.60	Short	-59.85	0.00	7517.92	5810.15	16.82%	17.20%	26.09%	17.37%	20.30%
06-Feb-2006	3000.45	Long	19.65	3.00	7537.57	5826.80	16.50%	16.79%	27.48%	17.34%	21.46%
07-Feb-2006	3020.10	Long	-11.15	0.00	7526.42	5815.65	16.29%	16.19%	26.36%	18.47%	21.01%
08-Feb-2006	3008.95	Short	-18.60	3.01	7507.82	5794.04	16.76%	15.99%	25.63%	19.04%	20.65%
10-Feb-2006	3027.55	Long	13.60	3.03	7521.42	5804.61	16.15%	15.59%	24.60%	19.20%	21.06%
13-Feb-2006	3041.15	Long	-23.60	0.00	7497.82	5781.01	14.82%	14.94%	23.81%	18.91%	18.34%
14-Feb-2006	3017.55	Short	-4.65	3.02	7493.17	5773.35	14.32%	16.15%	23.70%	18.31%	18.04%
15-Feb-2006	3022.20	Long	-0.60	3.02	7492.57	5769.73	14.53%	16.54%	23.53%	18.71%	16.42%
16-Feb-2006	3021.60	Short	40.10	3.02	7532.67	5806.80	12.84%	17.70%	24.28%	19.35%	18.09%
17-Feb-2006	2981.50	Short	-24.35	0.00	7508.32	5782.45	12.24%	16.39%	24.19%	18.37%	18.74%
20-Feb-2006	3005.85	Long	29.65	3.01	7537.97	5809.10	10.46%	16.46%	25.64%	19.29%	18.83%
21-Feb-2006	3035.50	Long	15.30	0.00	7553.27	5824.40	10.29%	16.33%	26.50%	20.16%	20.29%
22-Feb-2006	3050.80	Long	11.30	0.00	7564.57	5835.70	9.84%	15.86%	26.10%	19.93%	18.90%
23-Feb-2006	3062.10	Long	-12.05	0.00	7552.52	5823.65	8.99%	15.62%	24.89%	19.35%	18.18%
24-Feb-2006	3050.05	Short	-17.40	3.05	7535.12	5803.20	8.67%	14.80%	24.17%	18.22%	18.13%
27-Feb-2006	3067.45	Long	7.25	3.07	7542.37	5807.38	9.78%	15.09%	24.86%	18.82%	19.00%
28-Feb-2006	3074.70	Long	48.40	0.00	7590.77	5855.78	10.33%	16.85%	26.92%	20.18%	20.02%
01-Mar-2006	3123.10	Long	27.60	0.00	7618.37	5883.38	11.66%	18.31%	26.88%	21.54%	21.21%
02-Mar-2006	3150.70	Long	-3.35	0.00	7615.02	5880.03	9.47%	18.80%	26.84%	20.86%	20.28%
03-Mar-2006	3147.35	Short	-43.05	3.15	7571.97	5833.83	7.85%	17.16%	25.77%	19.20%	17.60%
06-Mar-2006	3190.40	Long	-7.60	3.19	7564.37	5823.04	7.18%	16.85%	24.60%	18.87%	17.24%
07-Mar-2006	3182.80	Short	66.10	3.18	7630.47	5885.96	9.88%	18.88%	26.64%	20.82%	20.85%
08-Mar-2006	3116.70	Short	-12.40	0.00	7618.07	5873.56	11.45%	18.19%	27.15%	21.77%	20.50%
09-Mar-2006	3129.10	Long	54.80	3.13	7672.87	5925.23	11.45%	19.30%	28.82%	24.08%	22.08%
10-Mar-2006	3183.90	Long	18.75	0.00	7691.62	5943.98	11.87%	19.08%	28.67%	24.59%	23.39%
13-Mar-2006	3202.65	Long	-7.30	0.00	7684.32	5936.68	12.18%	17.77%	28.92%	23.98%	23.34%
14-Mar-2006	3195.35	Short	-31.25	3.20	7653.07	5902.24	9.46%	16.68%	26.89%	23.91%	23.63%
16-Mar-2006	3226.60	Long	7.45	3.23	7660.52	5906.46	8.97%	16.78%	27.11%	23.41%	23.93%
17-Mar-2006	3234.05	Long	31.60	0.00	7692.12	5938.06	11.42%	18.25%	25.88%	24.06%	25.04%
20-Mar-2006	3265.65	Long	-3.35	0.00	7688.77	5934.71	12.78%	18.03%	24.49%	23.75%	25.13%
21-Mar-2006	3262.30	Short	22.15	3.26	7710.92	5953.60	14.16%	18.69%	25.62%	24.24%	24.46%
22-Mar-2006	3240.15	Short	-7.00	0.00	7703.92	5946.60	14.42%	19.58%	26.68%	24.89%	23.96%
23-Mar-2006	3247.15	Long	32.65	3.25	7736.57	5976.00	13.65%	20.57%	26.66%	26.63%	25.19%
24-Mar-2006	3279.80	Long	41.85	0.00	7778.42	6017.85	13.67%	21.72%	26.50%	28.27%	26.93%
27-Mar-2006	3321.65	Long	3.35	0.00	7781.77	6021.20	15.25%	21.45%	27.50%	27.69%	25.30%
28-Mar-2006	3325.00	Long	29.20	0.00	7810.97	6050.40	15.71%	21.87%	29.11%	28.95%	25.51%
29-Mar-2006	3354.20	Long	64.75	0.00	7875.72	6115.15	16.54%	23.89%	30.90%	30.55%	26.76%
30-Mar-2006	3418.95	Long	-16.40	0.00	7859.32	6098.75	14.50%	22.65%	29.86%	29.05%	25.93%
31-Mar-2006	3402.55	Short	-70.75	3.40	7788.57	6024.60	11.48%	20.94%	28.04%	27.06%	23.86%
03-Apr-2006	3473.30	Long	9.85	3.47	7798.42	6030.97	11.53%	20.48%	27.67%	27.30%	23.70%
04-Apr-2006	3483.15	Long	27.75	0.00	7826.17	6058.72	12.70%	20.75%	27.92%	27.98%	24.92%
05-Apr-2006	3510.90	Long	-56.10	0.00	7770.07	6002.62	9.71%	19.13%	26.75%	26.05%	24.32%
07-Apr-2006	3454.80	Short	-23.65	3.45	7746.42	5975.52	8.79%	18.71%	25.79%	25.87%	24.47%
10-Apr-2006	3478.45	Long	-98.45	3.48	7647.97	5873.59	5.11%	16.25%	21.15%	22.95%	21.62%
12-Apr-2006	3380.00	Short	34.50	3.38	7682.47	5904.71	5.55%	16.95%	21.23%	24.29%	23.26%
13-Apr-2006	3345.50	Short	-79.65	0.00	7602.82	5825.06	2.75%	14.23%	19.00%	21.98%	20.45%
17-Apr-2006	3425.15	Long	92.95	3.43	7695.77	5914.58	5.81%	16.61%	21.40%	23.90%	22.60%
18-Apr-2006	3518.10	Long	17.75	0.00	7713.52	5932.33	5.39%	17.04%	22.17%	23.98%	21.73%
19-Apr-2006	3535.85	Long	37.65	0.00	7751.17	5969.98	7.44%	17.92%	23.22%	25.53%	22.23%
20-Apr-2006	3573.50	Long	-0.45	0.00	7750.72	5969.53	6.68%	18.56%	22.38%	25.11%	21.90%
21-Apr-2006	3573.05	Short	24.15	3.57	7774.87	5990.11	6.44%	19.81%	22.96%	25.40%	24.58%
24-Apr-2006	3548.90	Short	86.25	0.00	7861.12	6076.36	8.37%	21.62%	25.19%	28.07%	27.21%
25-Apr-2006	3462.65	Short	-93.10	0.00	7768.02	5983.26	5.07%	19.72%	23.32%	26.78%	24.98%
26-Apr-2006	3555.75	Long	-47.65	3.56	7720.37	5932.06	3.88%	18.35%	21.85%	23.90%	22.52%
27-Apr-2006	3508.10	Short	-0.25	3.51	7720.12	5928.30	2.59%	19.13%	21.64%	24.26%	21.89%
28-Apr-2006	3508.35	Long	49.25	3.51	7769.37	5974.04	5.23%	20.99%	23.18%	26.22%	23.94%
29-Apr-2006	3557.60	Long	47.85	0.00	7817.22	6021.89	6.60%	23.48%	23.67%	27.15%	24.53%
02-May-2006	3605.45	Long	28.80	0.00	7846.02	6050.69	6.35%	24.49%	23.96%	28.36%	24.37%
03-May-2006	3634.25	Long	14.15	0.00	7860.17	6064.84	6.74%	24.13%	23.99%	28.47%	25.35%
04-May-2006	3648.40	Long	15.55	0.00	7875.72	6080.39	6.37%	24.40%	23.98%	28.65%	24.75%
05-May-2006	3663.95	Long	29.20	0.00	7904.92	6109.59	6.77%	25.56%	25.09%	28.85%	23.55%
08-May-2006	3693.15	Long	27.40	0.00	7932.32	6136.99	6.11%	25.64%	25.72%	30.11%	24.42%
09-May-2006	3720.55	Long	33.70	0.00	7966.02	6170.69	6.44%	27.10%	26.45%	30.37%	25.02%
10-May-2006	3754.25	Long	-53.20	0.00	7912.82	6117.49	4.00%	24.92%	24.94%	27.89%	26.97%
11-May-2006	3701.05	Short	51.00	3.70	7963.82	6164.79	5.55%	26.47%	25.49%	28.75%	23.45%
12-May-2006	3650.05	Short	147.10	0.00	8110.92	6311.89	9.02%	30.74%	30.39%	32.99%	30.96%
15-May-2006	3502.95	Short	-20.35	0.00	8090.57	6291.54	9.72%	31.78%	31.40%	34.30%	29.90%
16-May-2006	3523.30	Long	111.80	3.52	8202.37	6399.82	11.89%	35.73%	33.34%	37.82%	33.48%
17-May-2006	3635.10	Long	-246.20	0.00	7956.17	6153.62	5.21%	27.20%	25.01%	29.81%	26.17%
18-May-2006	3388.90	Short	142.00	3.39	8098.17	6292.23	9.66%	32.93%	30.57%	36.13%	30.77%
19-May-2006	3246.90	Short	165.55	0.00	8263.72	6457.78	15.56%	38.98%	36.73%	42.56%	37.29%
22-May-2006	3081.35	Short	-118.00	0.00	8145.72	6339.78	13.65%	37.46%	35.14%	40.34%	35.26%
23-May-2006	3199.35	Long	-83.80	3.20	8061.92	6252.78	8.79%	33.61%	31.40%	36.38%	30.85%
24-May-2006	3115.55	Short	-62.15	3.12	7999.77	6187.51	8.73%	31.36%	30.65%	35.31%	27.09%
25-May-2006	3177.70	Long	31.90	3.18	8031.67	6216.23	9.93%	31.54%	30.78%	35.81%	26.67%
26-May-2006	3209.60	Long	5.30	0.00	8036.97	6221.53	10.95%	31.06%	30.09%	36.37%	27.33%
29-May-2006	3214.90	Long	-29.60	0.00	8007.37	6191.93	9.65%	30.29%	29.02%	36.01%	25.56%
30-May-2006	3185.30	Short	114.25	3.19	8121.62	6303.00	13.24%	32.98%	31.93%	39.57%	30.55%
31-May-2006	3071.05	Short	108.80	0.00	8230.42	6411.80	18.91%	37.56%	37.00%	43.85%	36.12%
01-Jun-2006	2962.25	Short	-129.10	0.00	8101.32	6282.70	14.64%	35.98%	34.50%	41.91%	32.42%
02-Jun-2006	3091.35	Long	-74.70	3.09	8026.62	6204.91	11.66%	31.37%	29.48%	37.61%	28.29%
05-Jun-2006	3016.65	Short	79.35	3.02	8105.97	6281.24	15.04%	35.32%	31.57%	40.53%	31.59%
06-Jun-2006	2937.30	Short	76.85	0.00	8182.82	6358.09	18.29%	39.25%	34.67%	44.69%	34.99%
07-Jun-2006	2860.45	Short	136.10	0.00	8318.92	6494.19	22.27%	43.98%	40.85%	51.09%	39.42%
08-Jun-2006	2724.35	Short	-141.95	0.00	8176.97	6352.24	17.44%	41.50%	39.42%	47.91%	35.19%
09-Jun-2006	2866.30	Long	-89.45	2.87	8087.52	6259.92	13.35%	36.14%	34.66%	41.49%	30.91%
12-Jun-2006	2776.85	Short	113.55	2.78	8201.07	6370.70	17.14%	40.73%	38.33%	46.91%	36.17%
13-Jun-2006	2663.30	Short	30.50	0.00	8231.57	6401.20	18.86%	42.04%	39.91%	50.78%	39.57%
14-Jun-2006	2632.80	Short	-166.00	0.00	8065.57	6235.20	12.02%	36.09%	34.23%	44.74%	34.57%
15-Jun-2006	2798.80	Long	91.55	2.80	8157.12	6323.95	16.68%	38.26%	35.05%	45.40%	35.41%
16-Jun-2006	2890.35	Long	26.55	0.00	8183.67	6350.50	16.13%	37.96%	35.44%	45.54%	34.96%
19-Jun-2006	2916.90	Long	-55.60	0.00	8128.07	6294.90	14.66%	36.38%	33.85%	43.48%	31.75%
20-Jun-2006	2861.30	Short	-62.15	2.86	8065.92	6229.89	13.61%	35.95%	31.55%	42.20%	30.96%
21-Jun-2006	2923.45	Long	71.30	2.92	8137.22	6298.26	14.65%	37.02%	32.43%	43.50%	32.08%
22-Jun-2006	2994.75	Long	47.95	0.00	8185.17	6346.21	14.49%	37.04%	33.82%	43.74%	32.06%
23-Jun-2006	3042.70	Long	7.60	0.00	8192.77	6353.81	14.78%	36.37%	33.59%	43.19%	31.67%
25-Jun-2006	3050.30	Long	-107.10	0.00	8085.67	6246.71	12.20%	32.54%	32.26%	40.22%	28.50%
26-Jun-2006	2943.20	Short	-39.25	2.94	8046.42	6204.52	12.32%	32.09%	31.10%	40.34%	29.23%
27-Jun-2006	2982.45	Long	-1.35	2.98	8045.07	6200.19	11.97%	30.66%	29.92%	39.09%	28.74%
28-Jun-2006	2981.10	Short	-16.80	2.98	8028.27	6180.41	10.41%	29.98%	29.96%	38.06%	28.45%
29-Jun-2006	2997.90	Long	130.30	3.00	8158.57	6307.71	16.60%	33.10%	33.47%	42.19%	33.63%
30-Jun-2006	3128.20	Long	22.75	0.00	8181.32	6330.46	16.10%	31.93%	32.20%	42.45%	32.73%
03-Jul-2006	3150.95	Long	-12.30	0.00	8169.02	6318.16	15.95%	31.56%	31.46%	41.21%	33.65%
04-Jul-2006	3138.65	Short	-58.45	3.14	8110.57	6256.57	14.74%	30.80%	30.07%	39.31%	32.99%
05-Jul-2006	3197.10	Long	-40.70	3.20	8069.87	6212.67	12.76%	28.06%	27.53%	36.06%	30.94%
06-Jul-2006	3156.40	Short	80.55	3.16	8150.42	6290.07	16.13%	30.41%	30.52%	39.06%	34.35%
07-Jul-2006	3075.85	Short	-66.15	0.00	8084.27	6223.92	14.65%	28.70%	30.49%	37.90%	32.61%
10-Jul-2006	3142.00	Long	-25.85	3.14	8058.42	6194.92	13.53%	27.51%	29.44%	36.17%	31.53%
11-Jul-2006	3116.15	Short	-79.75	3.12	7978.67	6112.06	9.80%	22.25%	26.96%	33.34%	28.56%
12-Jul-2006	3195.90	Long	-26.60	3.20	7952.07	6082.26	9.38%	20.80%	24.67%	31.95%	26.52%
13-Jul-2006	3169.30	Short	45.95	3.17	7998.02	6125.04	9.97%	19.89%	25.58%	34.29%	28.26%
14-Jul-2006	3123.35	Short	115.80	0.00	8113.82	6240.84	13.33%	23.33%	29.21%	39.09%	32.93%
17-Jul-2006	3007.55	Short	13.90	0.00	8127.72	6254.74	13.93%	23.92%	30.02%	40.41%	34.15%
18-Jul-2006	2993.65	Short	60.90	0.00	8188.62	6315.64	16.43%	25.63%	32.41%	41.90%	36.23%
19-Jul-2006	2932.75	Short	-90.30	0.00	8098.32	6225.34	14.39%	23.41%	29.79%	39.53%	33.34%
20-Jul-2006	3023.05	Long	-78.05	3.02	8020.27	6144.27	11.14%	21.07%	26.45%	36.37%	30.24%
21-Jul-2006	2945.00	Short	-40.85	2.95	7979.42	6100.48	8.31%	19.10%	25.90%	36.42%	29.38%
24-Jul-2006	2985.85	Long	54.65	2.99	8034.07	6152.14	9.00%	21.20%	28.16%	37.12%	31.53%
25-Jul-2006	3040.50	Long	69.65	0.00	8103.72	6221.79	11.24%	21.05%	30.72%	39.05%	32.86%
26-Jul-2006	3110.15	Long	46.00	0.00	8149.72	6267.79	13.95%	21.89%	31.32%	40.03%	33.39%
27-Jul-2006	3156.15	Long	-25.35	0.00	8124.37	6242.44	13.29%	20.54%	30.32%	38.16%	32.36%
28-Jul-2006	3130.80	Short	-12.40	3.13	8111.97	6226.91	10.89%	20.94%	30.08%	37.97%	32.05%
31-Jul-2006	3143.20	Long	4.60	3.14	8116.57	6228.37	11.29%	22.65%	29.32%	38.21%	32.88%
01-Aug-2006	3147.80	Long	34.30	0.00	8150.87	6262.67	10.72%	22.10%	29.90%	39.37%	34.66%
02-Aug-2006	3182.10	Long	7.90	0.00	8158.77	6270.57	10.26%	22.14%	29.35%	38.95%	34.87%
03-Aug-2006	3190.00	Long	-13.25	0.00	8145.52	6257.32	10.05%	22.28%	27.89%	39.09%	34.12%
04-Aug-2006	3176.75	Short	25.65	3.18	8171.17	6279.79	11.88%	21.40%	28.66%	38.94%	35.93%
07-Aug-2006	3151.10	Short	-61.30	0.00	8109.87	6218.49	9.90%	19.09%	27.08%	37.66%	33.87%
08-Aug-2006	3212.40	Long	42.20	3.21	8152.07	6257.48	9.94%	21.44%	28.31%	36.00%	34.16%
09-Aug-2006	3254.60	Long	5.50	0.00	8157.57	6262.98	10.09%	22.91%	28.18%	34.66%	33.92%
10-Aug-2006	3260.10	Long	14.25	0.00	8171.82	6277.23	9.93%	24.10%	28.63%	35.56%	34.19%
11-Aug-2006	3274.35	Long	38.75	0.00	8210.57	6315.98	11.28%	25.55%	30.66%	37.68%	35.91%
14-Aug-2006	3313.10	Long	42.95	0.00	8253.52	6358.93	11.56%	24.94%	31.72%	37.69%	37.66%
16-Aug-2006	3356.05	Long	-2.15	0.00	8251.37	6356.78	10.10%	23.46%	31.32%	36.00%	37.72%
17-Aug-2006	3353.90	Short	-2.85	3.35	8248.52	6350.57	9.82%	24.92%	31.06%	37.06%	37.25%
18-Aug-2006	3356.75	Long	9.25	3.36	8257.77	6356.47	9.12%	24.68%	30.79%	37.96%	37.79%
21-Aug-2006	3366.00	Long	-1.40	0.00	8256.37	6355.07	7.13%	23.61%	30.93%	37.92%	37.57%
22-Aug-2006	3364.60	Short	28.80	3.36	8285.17	6380.50	8.37%	23.11%	31.39%	38.72%	37.90%
23-Aug-2006	3335.80	Short	-34.60	0.00	8250.57	6345.90	9.63%	21.34%	30.99%	38.24%	37.24%
24-Aug-2006	3370.40	Long	15.55	3.37	8266.12	6358.08	9.71%	21.59%	30.81%	38.22%	37.84%
25-Aug-2006	3385.95	Long	15.15	0.00	8281.27	6373.23	9.29%	22.35%	30.63%	38.01%	38.07%
28-Aug-2006	3401.10	Long	24.60	0.00	8305.87	6397.83	11.62%	21.64%	31.36%	39.24%	38.51%
29-Aug-2006	3425.70	Long	4.65	0.00	8310.52	6402.48	12.46%	21.33%	31.33%	38.47%	38.55%
30-Aug-2006	3430.35	Long	-16.45	0.00	8294.07	6386.03	14.94%	20.12%	31.42%	36.39%	38.21%
31-Aug-2006	3413.90	Short	-21.55	3.41	8272.52	6361.07	13.37%	18.86%	30.15%	34.39%	37.42%
01-Sep-2006	3435.45	Long	41.40	3.44	8313.92	6399.03	16.71%	19.38%	30.56%	35.21%	38.11%
04-Sep-2006	3476.85	Long	-3.10	0.00	8310.82	6395.93	13.84%	19.57%	30.21%	34.92%	37.39%
05-Sep-2006	3473.75	Short	-3.50	3.47	8307.32	6388.96	13.14%	18.60%	30.40%	35.59%	37.43%
06-Sep-2006	3477.25	Long	-22.70	3.48	8284.62	6362.78	11.30%	18.86%	29.52%	34.91%	37.26%
07-Sep-2006	3454.55	Short	-16.90	3.45	8267.72	6342.43	10.79%	17.71%	29.99%	33.95%	36.77%
08-Sep-2006	3471.45	Long	-105.30	3.47	8162.42	6233.65	7.02%	13.64%	27.40%	30.65%	33.16%
11-Sep-2006	3366.15	Short	-23.75	3.37	8138.67	6206.54	3.87%	12.70%	26.66%	30.42%	33.46%
12-Sep-2006	3389.90	Long	64.65	3.39	8203.32	6267.80	8.39%	13.57%	28.54%	32.21%	35.75%
13-Sep-2006	3454.55	Long	17.05	0.00	8220.37	6284.85	10.21%	14.21%	29.10%	32.71%	34.82%
14-Sep-2006	3471.60	Long	7.00	0.00	8227.37	6291.85	10.47%	13.09%	29.80%	32.34%	34.99%
15-Sep-2006	3478.60	Long	14.15	0.00	8241.52	6306.00	9.54%	14.81%	30.71%	32.92%	35.99%
18-Sep-2006	3492.75	Long	-35.40	0.00	8206.12	6270.60	7.12%	13.85%	31.04%	31.23%	34.77%
19-Sep-2006	3457.35	Short	-45.45	3.46	8160.67	6221.69	4.95%	11.57%	30.49%	29.93%	34.52%
20-Sep-2006	3502.80	Long	50.25	3.50	8210.92	6268.44	5.81%	12.80%	30.84%	30.70%	35.35%
21-Sep-2006	3553.05	Long	-9.00	0.00	8201.92	6259.44	5.04%	11.58%	30.10%	29.66%	34.45%
22-Sep-2006	3544.05	Short	20.60	3.54	8222.52	6276.49	4.71%	11.71%	31.13%	30.65%	34.54%
25-Sep-2006	3523.45	Short	-48.30	0.00	8174.22	6228.19	2.59%	8.99%	29.46%	29.55%	34.15%
26-Sep-2006	3571.75	Long	7.55	3.57	8181.77	6232.17	1.72%	8.43%	29.95%	29.27%	33.36%
27-Sep-2006	3579.30	Long	-7.55	0.00	8174.22	6224.62	2.99%	7.19%	29.13%	29.15%	32.25%
28-Sep-2006	3571.75	Short	-16.65	3.57	8157.57	6204.40	1.11%	6.86%	28.54%	27.52%	30.90%
29-Sep-2006	3588.40	Long	-18.80	3.59	8138.77	6182.01	-3.62%	5.55%	27.65%	27.30%	29.94%
03-Oct-2006	3569.60	Short	54.25	3.57	8193.02	6232.69	-1.65%	7.89%	29.54%	29.17%	32.01%
04-Oct-2006	3515.35	Short	-49.55	0.00	8143.47	6183.14	-6.16%	5.76%	29.65%	27.25%	31.74%
05-Oct-2006	3564.90	Long	4.80	3.56	8148.27	6184.38	0.86%	6.17%	28.60%	26.37%	31.26%
06-Oct-2006	3569.70	Long	-2.55	0.00	8145.72	6181.83	-3.09%	6.08%	28.17%	25.93%	31.21%
09-Oct-2006	3567.15	Short	-3.90	3.57	8141.82	6174.36	-7.95%	6.22%	27.53%	25.49%	30.79%
10-Oct-2006	3571.05	Long	-12.50	3.57	8129.32	6158.29	-5.08%	6.69%	27.24%	25.24%	29.72%
11-Oct-2006	3558.55	Short	-62.50	3.56	8066.82	6092.23	-4.51%	3.39%	25.71%	23.72%	28.19%
12-Oct-2006	3621.05	Long	55.00	3.62	8121.82	6143.61	-1.21%	6.30%	25.77%	25.16%	29.17%
13-Oct-2006	3676.05	Long	47.90	0.00	8169.72	6191.51	-0.67%	7.91%	26.59%	25.93%	30.28%
16-Oct-2006	3723.95	Long	-8.95	0.00	8160.77	6182.56	-1.05%	8.39%	25.72%	24.89%	30.30%
17-Oct-2006	3715.00	Short	4.35	3.72	8165.12	6183.20	-0.24%	8.11%	25.98%	24.88%	30.93%
18-Oct-2006	3710.65	Short	32.85	0.00	8197.97	6216.05	-2.34%	9.02%	25.96%	25.06%	31.62%
19-Oct-2006	3677.80	Short	0.95	0.00	8198.92	6217.00	-5.30%	10.50%	26.07%	25.60%	31.32%
20-Oct-2006	3676.85	Short	-6.65	0.00	8192.27	6210.35	-1.97%	9.82%	27.02%	25.83%	31.79%
21-Oct-2006	3683.50	Long	-26.20	3.68	8166.07	6180.46	-0.66%	9.12%	25.66%	24.07%	30.90%
23-Oct-2006	3657.30	Short	-20.25	3.66	8145.82	6156.55	-3.41%	9.00%	25.72%	22.63%	30.02%
26-Oct-2006	3677.55	Long	61.80	3.68	8207.62	6214.68	-3.90%	10.71%	27.45%	23.79%	31.80%
27-Oct-2006	3739.35	Long	29.75	0.00	8237.37	6244.43	-6.68%	10.36%	26.96%	24.57%	32.40%
30-Oct-2006	3769.10	Long	-25.00	0.00	8212.37	6219.43	-3.52%	9.08%	26.47%	24.97%	31.11%
31-Oct-2006	3744.10	Short	-22.95	3.74	8189.42	6192.73	-1.79%	8.42%	25.87%	24.74%	29.97%
01-Nov-2006	3767.05	Long	24.15	3.77	8213.57	6213.12	-4.18%	8.45%	25.84%	24.07%	30.40%
02-Nov-2006	3791.20	Long	14.15	0.00	8227.72	6227.27	-4.59%	8.66%	24.95%	23.45%	31.09%
03-Nov-2006	3805.35	Long	3.90	0.00	8231.62	6231.17	-0.11%	8.21%	24.86%	23.57%	30.85%
06-Nov-2006	3809.25	Long	-10.50	0.00	8221.12	6220.67	-2.71%	9.55%	25.40%	23.04%	30.64%
07-Nov-2006	3798.75	Short	21.45	3.80	8242.57	6238.32	-2.95%	9.32%	25.93%	24.01%	31.70%
08-Nov-2006	3777.30	Short	-19.10	0.00	8223.47	6219.22	-2.00%	9.31%	26.09%	24.13%	31.57%
09-Nov-2006	3796.40	Long	38.35	3.80	8261.82	6253.77	0.63%	10.88%	27.72%	24.41%	32.43%
10-Nov-2006	3834.75	Long	24.00	0.00	8285.82	6277.77	-0.53%	10.63%	27.69%	24.19%	32.63%
13-Nov-2006	3858.75	Long	7.15	0.00	8292.97	6284.92	-1.59%	9.65%	27.16%	24.66%	32.36%
14-Nov-2006	3865.90	Long	10.40	0.00	8303.37	6295.32	-1.51%	10.12%	27.12%	24.92%	32.48%
15-Nov-2006	3876.30	Long	0.55	0.00	8303.92	6295.87	1.27%	10.87%	26.87%	26.65%	32.92%
16-Nov-2006	3876.85	Long	-24.05	0.00	8279.87	6271.82	1.74%	11.09%	26.10%	25.34%	32.36%
17-Nov-2006	3852.80	Short	-3.35	3.85	8276.52	6264.62	1.67%	10.94%	25.41%	24.84%	31.93%
20-Nov-2006	3856.15	Long	62.10	3.86	8338.62	6322.86	3.69%	11.74%	26.87%	26.85%	33.11%
21-Nov-2006	3918.25	Long	36.50	0.00	8375.12	6359.36	1.32%	14.02%	26.64%	26.93%	33.60%
22-Nov-2006	3954.75	Long	-9.30	0.00	8365.82	6350.06	0.50%	13.23%	25.75%	25.97%	34.08%
23-Nov-2006	3945.45	Short	-5.40	3.95	8360.42	6340.72	0.57%	13.31%	25.78%	25.70%	33.48%
24-Nov-2006	3950.85	Long	18.05	3.95	8378.47	6354.82	2.49%	14.19%	26.96%	26.37%	33.71%
27-Nov-2006	3968.90	Long	-47.15	0.00	8331.32	6307.67	2.39%	12.67%	25.00%	24.57%	31.44%
28-Nov-2006	3921.75	Short	-6.45	3.92	8324.87	6297.29	0.18%	13.16%	24.66%	24.75%	31.63%
29-Nov-2006	3928.20	Long	26.30	3.93	8351.17	6319.67	2.44%	13.91%	24.91%	26.31%	32.12%
30-Nov-2006	3954.50	Long	43.10	0.00	8394.27	6362.77	4.24%	15.00%	26.10%	27.64%	32.98%
01-Dec-2006	3997.60	Long	3.40	0.00	8397.67	6366.17	6.36%	13.99%	23.70%	27.37%	32.34%
04-Dec-2006	4001.00	Long	14.75	0.00	8412.42	6380.92	7.46%	14.96%	24.08%	27.17%	32.98%
05-Dec-2006	4015.75	Long	0.20	0.00	8412.62	6381.12	6.38%	14.24%	22.07%	26.56%	33.44%
06-Dec-2006	4015.95	Long	-0.60	0.00	8412.02	6380.52	3.48%	13.85%	21.62%	26.19%	33.88%
07-Dec-2006	4015.35	Short	53.35	4.02	8465.37	6429.85	4.36%	14.80%	22.28%	26.85%	34.63%
08-Dec-2006	3962.00	Short	112.50	0.00	8577.87	6542.35	5.72%	18.14%	25.08%	30.21%	37.38%
11-Dec-2006	3849.50	Short	132.60	0.00	8710.47	6674.95	11.68%	22.65%	29.52%	34.37%	41.80%
12-Dec-2006	3716.90	Short	-48.30	0.00	8662.17	6626.65	12.98%	22.04%	30.11%	34.49%	42.56%
13-Dec-2006	3765.20	Long	77.85	3.77	8740.02	6700.73	15.94%	22.44%	30.88%	36.20%	44.43%
14-Dec-2006	3843.05	Long	45.60	0.00	8785.62	6746.33	15.46%	22.45%	31.93%	37.34%	44.30%
15-Dec-2006	3888.65	Long	40.10	0.00	8825.72	6786.43	14.52%	23.31%	30.98%	38.54%	45.05%
18-Dec-2006	3928.75	Long	-96.75	0.00	8728.97	6689.68	10.74%	21.78%	28.07%	35.53%	42.43%
19-Dec-2006	3832.00	Short	16.45	3.83	8745.42	6702.30	12.00%	22.95%	28.92%	36.97%	43.43%
20-Dec-2006	3815.55	Short	-17.95	0.00	8727.47	6684.35	11.99%	20.92%	29.17%	36.67%	43.15%
21-Dec-2006	3833.50	Long	37.65	3.83	8765.12	6718.17	12.78%	22.03%	31.35%	36.82%	44.11%
22-Dec-2006	3871.15	Long	69.35	0.00	8834.47	6787.52	13.56%	22.27%	31.53%	37.87%	45.57%
26-Dec-2006	3940.50	Long	33.75	0.00	8868.22	6821.27	13.98%	22.26%	31.85%	37.68%	45.43%
27-Dec-2006	3974.25	Long	-3.70	0.00	8864.52	6817.57	14.10%	22.16%	31.98%	36.49%	45.47%
28-Dec-2006	3970.55	Short	4.15	3.97	8868.67	6817.75	13.55%	23.06%	30.67%	36.48%	44.70%
29-Dec-2006	3966.40	Short	-41.00	0.00	8827.67	6776.75	14.07%	21.94%	29.24%	35.59%	44.00%
02-Jan-2007	4007.40	Long	16.65	4.01	8844.32	6789.39	13.27%	21.24%	30.46%	35.97%	42.13%
03-Jan-2007	4024.05	Long	-35.25	0.00	8809.07	6754.14	12.21%	20.36%	30.73%	35.00%	40.24%
04-Jan-2007	3988.80	Short	5.40	3.99	8814.47	6755.55	11.99%	20.11%	31.69%	35.39%	41.06%
05-Jan-2007	3983.40	Short	50.00	0.00	8864.47	6805.55	12.29%	21.56%	33.29%	37.49%	43.26%
08-Jan-2007	3933.40	Short	22.00	0.00	8886.47	6827.55	11.91%	21.65%	32.92%	38.63%	43.66%
09-Jan-2007	3911.40	Short	61.10	0.00	8947.57	6888.65	13.60%	22.26%	33.72%	40.47%	44.48%
10-Jan-2007	3850.30	Short	-91.95	0.00	8855.62	6796.70	11.59%	20.14%	33.30%	38.64%	43.87%
11-Jan-2007	3942.25	Long	110.20	3.94	8965.82	6902.96	13.86%	21.63%	34.88%	40.08%	46.18%
12-Jan-2007	4052.45	Long	25.95	0.00	8991.77	6928.91	14.16%	20.08%	33.77%	39.85%	45.66%
15-Jan-2007	4078.40	Long	2.10	0.00	8993.87	6931.01	13.50%	20.41%	32.56%	39.39%	45.44%
16-Jan-2007	4080.50	Long	-4.05	0.00	8989.82	6926.96	14.24%	22.11%	31.69%	39.57%	45.50%
17-Jan-2007	4076.45	Short	-32.60	4.08	8957.22	6890.28	13.06%	21.08%	30.91%	38.53%	44.66%
18-Jan-2007	4109.05	Long	-18.90	4.11	8938.32	6867.27	12.02%	19.68%	30.44%	37.27%	43.35%
19-Jan-2007	4090.15	Short	-12.30	4.09	8926.02	6850.88	11.08%	20.74%	29.07%	37.16%	43.70%
22-Jan-2007	4102.45	Long	-36.35	4.10	8889.67	6810.43	9.94%	20.35%	27.75%	36.10%	42.07%
23-Jan-2007	4066.10	Short	-23.80	4.07	8865.87	6782.57	9.75%	22.35%	26.73%	36.26%	40.45%
24-Jan-2007	4089.90	Long	57.80	4.09	8923.67	6836.28	11.62%	22.78%	27.36%	36.78%	40.32%
25-Jan-2007	4147.70	Long	-23.25	0.00	8900.42	6813.03	9.98%	23.82%	26.03%	35.29%	39.15%
29-Jan-2007	4124.45	Short	41.75	4.12	8942.17	6850.65	11.02%	22.70%	27.52%	36.49%	40.46%
31-Jan-2007	4082.70	Short	-54.50	0.00	8887.67	6796.15	9.97%	21.16%	25.80%	35.84%	40.26%
01-Feb-2007	4137.20	Long	46.30	4.14	8933.97	6838.31	11.49%	20.99%	27.35%	36.31%	40.83%
02-Feb-2007	4183.50	Long	31.85	0.00	8965.82	6870.16	12.61%	21.53%	27.24%	37.38%	40.65%
05-Feb-2007	4215.35	Long	-19.45	0.00	8946.37	6850.71	14.64%	20.42%	25.87%	37.21%	39.88%
06-Feb-2007	4195.90	Short	-28.35	4.20	8918.02	6818.17	14.58%	17.68%	24.76%	35.97%	38.98%
07-Feb-2007	4224.25	Long	-0.85	4.22	8917.17	6813.09	12.91%	19.64%	23.80%	35.81%	38.76%
08-Feb-2007	4223.40	Short	36.00	4.22	8953.17	6844.87	13.26%	21.61%	24.88%	37.07%	40.01%
09-Feb-2007	4187.40	Short	129.10	0.00	9082.27	6973.97	16.29%	24.97%	27.14%	41.00%	43.10%
12-Feb-2007	4058.30	Short	13.75	0.00	9096.02	6987.72	16.80%	24.98%	29.50%	43.12%	45.02%
13-Feb-2007	4044.55	Short	-2.55	0.00	9093.47	6985.17	17.67%	23.82%	29.63%	44.47%	44.63%
14-Feb-2007	4047.10	Long	99.10	4.05	9192.57	7080.22	21.21%	25.44%	31.10%	47.26%	46.78%
15-Feb-2007	4146.20	Long	18.35	0.00	9210.92	7098.57	20.02%	24.93%	30.84%	46.08%	45.96%
19-Feb-2007	4164.55	Long	-57.60	0.00	9153.32	7040.97	18.77%	23.07%	28.65%	44.45%	44.07%
20-Feb-2007	4106.95	Short	10.75	4.11	9164.07	7047.62	18.78%	22.84%	28.88%	45.64%	45.22%
21-Feb-2007	4096.20	Short	56.20	0.00	9220.27	7103.82	21.38%	23.60%	29.11%	46.72%	46.80%
22-Feb-2007	4040.00	Short	101.05	0.00	9321.32	7204.87	24.08%	25.60%	31.53%	50.55%	49.95%
23-Feb-2007	3938.95	Short	-3.05	0.00	9318.27	7201.82	24.81%	27.53%	31.34%	51.28%	51.30%
26-Feb-2007	3942.00	Long	-48.10	3.94	9270.17	7149.77	23.98%	24.99%	30.19%	49.84%	48.92%
27-Feb-2007	3893.90	Short	148.60	3.89	9418.77	7294.48	28.57%	25.23%	33.69%	54.05%	53.72%
28-Feb-2007	3745.30	Short	-65.90	0.00	9352.87	7228.58	26.59%	25.02%	34.11%	54.74%	54.39%
01-Mar-2007	3811.20	Long	-84.45	3.81	9268.42	7140.32	25.11%	19.43%	30.43%	52.46%	50.25%
02-Mar-2007	3726.75	Short	150.25	3.73	9418.67	7286.84	29.58%	30.41%	35.49%	56.94%	54.80%
05-Mar-2007	3576.50	Short	-79.15	0.00	9339.52	7207.69	28.68%	25.60%	34.75%	56.80%	54.56%
06-Mar-2007	3655.65	Long	-28.80	3.66	9310.72	7175.24	27.38%	19.63%	33.45%	54.25%	52.25%
07-Mar-2007	3626.85	Short	-134.80	3.63	9175.92	7036.81	24.22%	19.22%	30.81%	51.05%	49.07%
08-Mar-2007	3761.65	Long	-43.65	3.76	9132.27	6989.40	23.85%	19.58%	27.06%	48.17%	46.29%
09-Mar-2007	3718.00	Short	-16.60	3.72	9115.67	6969.08	22.20%	21.02%	28.34%	47.30%	46.70%
12-Mar-2007	3734.60	Long	35.95	3.73	9151.62	7001.30	21.68%	21.02%	29.47%	47.86%	47.21%
13-Mar-2007	3770.55	Long	-129.45	0.00	9022.17	6871.85	18.28%	17.25%	26.57%	43.68%	42.86%
14-Mar-2007	3641.10	Short	-2.50	3.64	9019.67	6865.71	18.74%	18.50%	27.02%	45.25%	44.13%
15-Mar-2007	3643.60	Long	-35.05	3.64	8984.62	6827.01	16.77%	14.38%	25.96%	43.21%	42.29%
16-Mar-2007	3608.55	Short	-70.35	3.61	8914.27	6753.05	14.86%	9.46%	25.55%	41.42%	40.95%
19-Mar-2007	3678.90	Long	18.70	3.68	8932.97	6768.07	15.16%	13.19%	24.98%	42.17%	40.97%
20-Mar-2007	3697.60	Long	66.95	0.00	8999.92	6835.02	17.70%	17.04%	26.79%	43.27%	41.69%
21-Mar-2007	3764.55	Long	111.35	0.00	9111.27	6946.37	20.98%	17.67%	29.72%	45.97%	42.97%
22-Mar-2007	3875.90	Long	-14.85	0.00	9096.42	6931.52	18.49%	14.79%	28.66%	44.54%	41.07%
23-Mar-2007	3861.05	Short	41.10	3.86	9137.52	6968.76	18.76%	12.29%	28.79%	44.87%	42.55%
26-Mar-2007	3819.95	Short	58.85	0.00	9196.37	7027.61	21.16%	17.68%	30.12%	47.28%	45.80%
28-Mar-2007	3761.10	Short	-37.00	0.00	9159.37	6990.61	21.21%	19.43%	29.60%	46.97%	45.84%
29-Mar-2007	3798.10	Long	23.45	3.80	9182.82	7010.26	20.99%	16.84%	29.37%	46.62%	44.86%
30-Mar-2007	3821.55	Long	-187.95	0.00	8994.87	6822.31	15.57%	11.02%	24.17%	40.32%	38.83%
02-Apr-2007	3633.60	Short	-57.05	3.63	8937.82	6761.63	14.60%	14.49%	23.20%	40.63%	39.29%
03-Apr-2007	3690.65	Long	42.60	3.69	8980.42	6800.54	15.71%	12.91%	25.56%	41.93%	39.50%
04-Apr-2007	3733.25	Long	18.75	0.00	8999.17	6819.29	15.56%	12.56%	25.05%	41.95%	40.00%
05-Apr-2007	3752.00	Long	91.50	0.00	9090.67	6910.79	18.43%	16.42%	27.81%	44.70%	42.73%
09-Apr-2007	3843.50	Long	4.65	0.00	9095.32	6915.44	17.22%	17.84%	27.97%	44.60%	41.32%
10-Apr-2007	3848.15	Long	14.50	0.00	9109.82	6929.94	16.95%	16.42%	27.54%	44.54%	41.05%
11-Apr-2007	3862.65	Long	-32.80	0.00	9077.02	6897.14	15.85%	14.26%	25.49%	42.98%	40.48%
12-Apr-2007	3829.85	Short	-87.50	3.83	8989.52	6805.81	13.33%	11.80%	23.54%	40.70%	38.48%
13-Apr-2007	3917.35	Long	96.00	3.92	9085.52	6897.89	15.37%	16.62%	26.12%	41.96%	41.74%
16-Apr-2007	4013.35	Long	-28.40	0.00	9057.12	6869.49	14.89%	16.57%	25.60%	40.11%	39.37%
17-Apr-2007	3984.95	Short	-26.65	3.98	9030.47	6838.86	14.41%	16.03%	24.99%	38.98%	38.42%
18-Apr-2007	4011.60	Long	-13.95	4.01	9016.52	6820.90	12.41%	15.97%	23.70%	38.24%	38.23%
19-Apr-2007	3997.65	Short	-85.90	4.00	8930.62	6731.00	9.30%	10.59%	23.03%	35.41%	35.69%
20-Apr-2007	4083.55	Long	1.55	4.08	8932.17	6728.47	9.27%	9.75%	22.08%	34.21%	34.41%
23-Apr-2007	4085.10	Long	56.70	0.00	8988.87	6785.17	10.88%	11.43%	23.73%	35.78%	35.70%
24-Apr-2007	4141.80	Long	25.50	0.00	9014.37	6810.67	11.01%	13.38%	24.55%	36.72%	36.16%
25-Apr-2007	4167.30	Long	10.55	0.00	9024.92	6821.22	12.32%	14.60%	24.39%	36.13%	35.72%
26-Apr-2007	4177.85	Long	-94.35	0.00	8930.57	6726.87	10.28%	10.46%	22.64%	33.43%	33.51%
27-Apr-2007	4083.50	Short	-4.40	4.08	8926.17	6718.38	9.76%	12.11%	23.14%	33.72%	35.08%
30-Apr-2007	4087.90	Long	62.95	4.09	8989.12	6777.24	10.14%	14.24%	24.65%	35.39%	36.88%
03-May-2007	4150.85	Long	-33.50	0.00	8955.62	6743.74	9.10%	15.22%	22.57%	31.92%	35.46%
04-May-2007	4117.35	Short	6.20	4.12	8961.82	6745.83	8.86%	16.12%	23.40%	32.26%	35.27%
07-May-2007	4111.15	Short	34.15	0.00	8995.97	6779.98	9.70%	15.93%	23.62%	31.26%	35.65%
08-May-2007	4077.00	Short	-2.30	0.00	8993.67	6777.68	9.74%	13.17%	23.38%	31.04%	35.54%
09-May-2007	4079.30	Long	-12.50	4.08	8981.17	6761.10	8.12%	12.41%	22.69%	30.05%	34.55%
10-May-2007	4066.80	Short	-9.85	4.07	8971.32	6747.18	5.04%	10.61%	22.71%	29.47%	34.47%
11-May-2007	4076.65	Long	57.65	4.08	9028.97	6800.75	3.09%	14.11%	24.47%	30.96%	35.54%
14-May-2007	4134.30	Long	-14.00	0.00	9014.97	6786.75	3.87%	15.54%	23.69%	30.94%	34.88%
15-May-2007	4120.30	Short	-50.65	4.12	8964.32	6731.98	0.76%	15.33%	21.27%	28.97%	33.84%
16-May-2007	4170.95	Long	48.60	4.17	9012.92	6776.41	0.72%	14.97%	21.41%	30.14%	35.12%
17-May-2007	4219.55	Long	-5.05	0.00	9007.87	6771.36	-0.36%	13.02%	21.12%	28.19%	35.16%
18-May-2007	4214.50	Short	-46.40	4.21	8961.47	6720.75	0.74%	10.75%	21.04%	26.90%	33.86%
21-May-2007	4260.90	Long	17.20	4.26	8978.67	6733.69	0.74%	11.53%	21.37%	26.75%	33.99%
22-May-2007	4278.10	Long	-31.90	0.00	8946.77	6701.79	0.41%	11.10%	19.07%	26.42%	33.11%
23-May-2007	4246.20	Short	41.30	4.25	8988.07	6738.84	0.49%	12.02%	20.38%	28.79%	33.73%
24-May-2007	4204.90	Short	-43.25	0.00	8944.82	6695.59	-2.19%	10.30%	18.32%	26.84%	32.68%
25-May-2007	4248.15	Long	8.40	4.25	8953.22	6699.74	-2.86%	10.10%	17.79%	26.68%	32.09%
28-May-2007	4256.55	Long	36.70	0.00	8989.92	6736.44	-1.91%	11.26%	18.79%	27.95%	32.16%
29-May-2007	4293.25	Long	-43.60	0.00	8946.32	6692.84	-2.91%	9.62%	18.42%	25.45%	30.83%
30-May-2007	4249.65	Short	-46.15	4.25	8900.17	6642.44	-3.16%	9.98%	17.32%	24.13%	30.06%
31-May-2007	4295.80	Long	1.25	4.30	8901.42	6639.40	-3.49%	8.89%	16.33%	24.92%	30.06%
01-Jun-2007	4297.05	Long	-30.00	0.00	8871.42	6609.40	-3.37%	8.06%	15.70%	25.41%	29.40%
04-Jun-2007	4267.05	Short	-17.60	4.27	8853.82	6587.53	-3.94%	7.27%	14.86%	25.68%	29.15%
05-Jun-2007	4284.65	Long	-86.40	4.28	8767.42	6496.85	-7.20%	4.22%	12.84%	23.74%	27.65%
06-Jun-2007	4198.25	Short	18.75	4.20	8786.17	6511.40	-7.53%	3.63%	12.75%	23.31%	28.66%
07-Jun-2007	4179.50	Short	34.50	0.00	8820.67	6545.90	-8.20%	4.52%	12.63%	23.36%	29.68%
08-Jun-2007	4145.00	Short	-0.60	0.00	8820.07	6545.30	-6.07%	4.70%	12.64%	24.87%	29.83%
11-Jun-2007	4145.60	Long	9.60	4.15	8829.67	6550.75	-8.50%	4.69%	12.07%	24.67%	29.61%
12-Jun-2007	4155.20	Long	-42.15	0.00	8787.52	6508.60	-10.12%	3.70%	9.47%	22.82%	28.75%
13-Jun-2007	4113.05	Short	-56.95	4.11	8730.57	6447.54	-11.75%	1.63%	8.48%	20.54%	27.31%
14-Jun-2007	4170.00	Long	1.45	4.17	8732.02	6444.82	-11.56%	2.37%	10.08%	19.44%	27.16%
15-Jun-2007	4171.45	Long	-24.35	0.00	8707.67	6420.47	-11.26%	1.50%	9.34%	18.94%	26.39%
18-Jun-2007	4147.10	Short	-67.20	4.15	8640.47	6349.12	-12.49%	-0.58%	7.00%	17.67%	24.43%
19-Jun-2007	4214.30	Long	34.35	4.21	8674.82	6379.26	-11.19%	-0.44%	8.94%	17.02%	24.87%
20-Jun-2007	4248.65	Long	18.75	0.00	8693.57	6398.01	-9.71%	-0.11%	9.94%	17.09%	25.16%
21-Jun-2007	4267.40	Long	-15.35	0.00	8678.22	6382.66	-9.37%	-0.08%	11.93%	16.09%	25.18%
22-Jun-2007	4252.05	Short	-7.35	4.25	8670.87	6371.06	-10.94%	0.23%	10.97%	15.38%	24.44%
25-Jun-2007	4259.40	Long	26.30	4.26	8697.17	6393.10	-9.86%	-0.14%	13.34%	15.49%	24.51%
26-Jun-2007	4285.70	Long	-21.75	0.00	8675.42	6371.35	-11.18%	-0.57%	10.66%	15.30%	23.93%
27-Jun-2007	4263.95	Short	-18.05	4.26	8657.37	6349.03	-10.49%	-0.94%	9.77%	14.22%	23.83%
28-Jun-2007	4282.00	Long	36.30	4.28	8693.67	6381.05	-10.68%	0.43%	9.60%	15.74%	24.40%
29-Jun-2007	4318.30	Long	-4.55	0.00	8689.12	6376.50	-11.43%	0.79%	9.42%	14.95%	24.78%
02-Jul-2007	4313.75	Short	-43.80	4.31	8645.32	6328.39	-12.11%	2.20%	7.84%	13.18%	24.25%
03-Jul-2007	4357.55	Long	1.75	4.36	8647.07	6325.78	-11.30%	2.74%	5.72%	12.54%	23.33%
04-Jul-2007	4359.30	Long	-5.35	0.00	8641.72	6320.43	-11.30%	1.21%	7.73%	11.76%	23.40%
05-Jul-2007	4353.95	Short	-30.90	4.35	8610.82	6285.18	-12.85%	0.01%	8.11%	11.28%	23.10%
06-Jul-2007	4384.85	Long	34.55	4.38	8645.37	6315.34	-15.02%	0.54%	8.83%	10.90%	24.13%
09-Jul-2007	4419.40	Long	-13.35	0.00	8632.02	6301.99	-15.52%	-0.09%	7.42%	11.57%	24.08%
10-Jul-2007	4406.05	Short	18.90	4.41	8650.92	6316.48	-15.18%	1.04%	6.69%	12.02%	25.64%
11-Jul-2007	4387.15	Short	-59.00	0.00	8591.92	6257.48	-18.75%	0.82%	4.71%	9.93%	24.84%
12-Jul-2007	4446.15	Long	58.40	4.45	8650.32	6311.44	-17.70%	0.97%	5.55%	11.05%	25.27%
13-Jul-2007	4504.55	Long	7.60	0.00	8657.92	6319.04	-16.03%	1.32%	5.30%	10.46%	25.06%
16-Jul-2007	4512.15	Long	-15.40	0.00	8642.52	6303.64	-16.49%	0.60%	4.30%	9.80%	25.05%
17-Jul-2007	4496.75	Short	-2.80	4.50	8639.72	6296.34	-17.96%	1.52%	3.54%	8.56%	24.60%
18-Jul-2007	4499.55	Long	62.55	4.50	8702.27	6354.39	-18.90%	2.72%	4.08%	9.41%	26.49%
19-Jul-2007	4562.10	Long	3.95	0.00	8706.22	6358.34	-18.49%	2.93%	5.28%	8.57%	25.79%
20-Jul-2007	4566.05	Long	53.30	0.00	8759.52	6411.64	-16.17%	4.54%	5.41%	9.90%	26.86%
23-Jul-2007	4619.35	Long	1.40	0.00	8760.92	6413.04	-19.08%	5.00%	2.19%	9.32%	26.48%
24-Jul-2007	4620.75	Long	-32.05	0.00	8728.87	6380.99	-18.34%	3.21%	1.94%	9.30%	26.03%
25-Jul-2007	4588.70	Short	-31.10	4.59	8697.77	6345.30	-17.33%	3.53%	-1.19%	7.94%	26.25%
26-Jul-2007	4619.80	Long	-174.60	4.62	8523.17	6166.08	-24.26%	-0.40%	0.27%	4.37%	21.67%
27-Jul-2007	4445.20	Short	5.15	4.45	8528.32	6166.79	-23.42%	-0.34%	-2.82%	4.54%	22.28%
30-Jul-2007	4440.05	Short	-88.80	0.00	8439.52	6077.99	-24.71%	-2.17%	-8.55%	2.83%	19.95%
31-Jul-2007	4528.85	Long	-183.00	4.53	8256.52	5890.46	-25.31%	-5.91%	-9.92%	-0.64%	15.57%
01-Aug-2007	4345.85	Short	-10.50	4.35	8246.02	5875.61	-25.63%	-4.98%	-8.68%	-2.21%	16.07%
02-Aug-2007	4356.35	Long	45.20	4.36	8291.22	5916.46	-24.16%	-5.21%	-6.22%	0.02%	16.20%
03-Aug-2007	4401.55	Long	-62.05	0.00	8229.17	5854.41	-26.06%	-7.66%	-8.22%	-1.05%	14.55%
06-Aug-2007	4339.50	Short	-16.85	4.34	8212.32	5833.22	-23.93%	-8.05%	-8.95%	-0.85%	14.02%
07-Aug-2007	4356.35	Long	105.75	4.36	8318.07	5934.61	-21.37%	-5.71%	-5.91%	1.21%	16.45%
08-Aug-2007	4462.10	Long	-58.90	0.00	8259.17	5875.71	-21.32%	-7.63%	-9.58%	-0.12%	13.96%
09-Aug-2007	4403.20	Short	69.85	4.40	8329.02	5941.16	-18.44%	-6.26%	-10.69%	2.50%	15.51%
10-Aug-2007	4333.35	Short	-40.30	0.00	8288.72	5900.86	-20.01%	-7.14%	-8.81%	1.19%	15.78%
13-Aug-2007	4373.65	Long	-3.45	4.37	8285.27	5893.03	-21.54%	-6.57%	-7.13%	1.11%	15.04%
14-Aug-2007	4370.20	Short	191.60	4.37	8476.87	6080.26	-19.82%	-1.75%	-4.60%	5.78%	19.78%
16-Aug-2007	4178.60	Short	70.55	0.00	8547.42	6150.81	-18.68%	-1.53%	-4.96%	7.90%	22.63%
17-Aug-2007	4108.05	Short	-101.00	0.00	8446.42	6049.81	-22.37%	-4.74%	-10.82%	4.69%	19.80%
20-Aug-2007	4209.05	Long	-134.15	4.21	8312.27	5911.46	-26.52%	-7.32%	-10.47%	0.81%	16.39%
21-Aug-2007	4074.90	Short	-78.25	4.07	8234.02	5829.13	-28.50%	-8.92%	-10.57%	-1.18%	14.85%
22-Aug-2007	4153.15	Long	-38.20	4.15	8195.82	5786.78	-29.46%	-10.27%	-14.06%	-2.60%	13.17%
23-Aug-2007	4114.95	Short	-75.20	4.11	8120.62	5707.46	-27.09%	-12.63%	-16.86%	-4.65%	10.35%
24-Aug-2007	4190.15	Long	112.45	4.19	8233.07	5815.72	-22.57%	-9.91%	-10.01%	-2.46%	12.66%
27-Aug-2007	4302.60	Long	18.10	0.00	8251.17	5833.82	-22.47%	-8.99%	-11.39%	-0.54%	13.50%
28-Aug-2007	4320.70	Long	38.60	0.00	8289.77	5872.42	-21.91%	-8.47%	-11.06%	-0.27%	14.33%
29-Aug-2007	4359.30	Long	53.00	0.00	8342.77	5925.42	-22.60%	-6.74%	-8.48%	1.33%	15.86%
30-Aug-2007	4412.30	Long	51.70	0.00	8394.47	5977.12	-21.27%	-6.27%	-5.73%	3.10%	17.58%
31-Aug-2007	4464.00	Long	10.75	0.00	8405.22	5987.87	-21.10%	-6.49%	-6.95%	2.64%	17.29%
03-Sep-2007	4474.75	Long	4.50	0.00	8409.72	5992.37	-20.22%	-6.54%	-7.91%	1.79%	16.88%
04-Sep-2007	4479.25	Long	-3.40	0.00	8406.32	5988.97	-18.24%	-6.84%	-8.15%	1.89%	16.56%
05-Sep-2007	4475.85	Short	-42.75	4.48	8363.57	5941.75	-21.36%	-7.91%	-6.81%	1.50%	15.36%
06-Sep-2007	4518.60	Long	-9.10	4.52	8354.47	5928.13	-20.83%	-7.61%	-6.12%	1.91%	14.79%
07-Sep-2007	4509.50	Short	1.65	4.51	8356.12	5925.27	-20.26%	-7.53%	-6.10%	1.82%	14.18%
10-Sep-2007	4507.85	Short	10.80	0.00	8366.92	5936.07	-19.63%	-8.58%	-5.42%	1.47%	14.40%
11-Sep-2007	4497.05	Short	0.20	0.00	8367.12	5936.27	-17.67%	-9.41%	-8.26%	2.80%	13.81%
12-Sep-2007	4496.85	Short	-32.10	0.00	8335.02	5904.17	-18.33%	-9.92%	-9.48%	1.72%	12.73%
13-Sep-2007	4528.95	Long	-10.95	4.53	8324.07	5888.69	-19.79%	-9.98%	-9.48%	1.61%	12.47%
14-Sep-2007	4518.00	Short	23.35	4.52	8347.42	5907.52	-19.99%	-9.90%	-7.73%	2.51%	13.67%
17-Sep-2007	4494.65	Short	-51.55	0.00	8295.87	5855.97	-21.48%	-10.05%	-7.94%	1.14%	12.02%
18-Sep-2007	4546.20	Long	186.15	4.55	8482.02	6037.57	-15.16%	-5.71%	-5.55%	5.64%	15.56%
19-Sep-2007	4732.35	Long	15.20	0.00	8497.22	6052.77	-14.07%	-5.64%	-3.62%	5.90%	15.04%
20-Sep-2007	4747.55	Long	90.00	0.00	8587.22	6142.77	-13.36%	-4.63%	-1.10%	7.86%	17.11%
21-Sep-2007	4837.55	Long	94.65	0.00	8681.87	6237.42	-10.47%	-2.66%	2.59%	8.90%	16.92%
24-Sep-2007	4932.20	Long	6.65	0.00	8688.52	6244.07	-10.17%	-2.77%	3.28%	9.36%	16.76%
25-Sep-2007	4938.85	Long	1.65	0.00	8690.17	6245.72	-10.82%	-2.74%	2.44%	8.84%	15.21%
26-Sep-2007	4940.50	Long	60.05	0.00	8750.22	6305.77	-9.55%	-1.51%	1.31%	9.74%	16.06%
27-Sep-2007	5000.55	Long	20.80	0.00	8771.02	6326.57	-8.69%	-2.07%	1.44%	9.82%	15.82%
28-Sep-2007	5021.35	Long	47.60	0.00	8818.62	6374.17	-7.43%	-3.35%	1.17%	10.96%	16.44%
01-Oct-2007	5068.95	Long	141.85	0.00	8960.47	6516.02	-5.62%	-3.14%	5.73%	14.06%	19.28%
03-Oct-2007	5210.80	Long	-2.15	0.00	8958.32	6513.87	-5.24%	-2.16%	7.09%	13.56%	19.31%
04-Oct-2007	5208.65	Short	22.80	5.21	8981.12	6531.47	-3.85%	-3.25%	8.27%	12.97%	19.07%
05-Oct-2007	5185.85	Short	100.75	0.00	9081.87	6632.22	-2.78%	-2.20%	9.26%	14.44%	21.46%
08-Oct-2007	5085.10	Short	-242.15	0.00	8839.72	6390.07	-7.50%	-7.79%	3.31%	10.03%	15.90%
09-Oct-2007	5327.25	Long	114.20	5.33	8953.92	6498.94	-4.16%	-3.58%	4.34%	12.48%	17.12%
10-Oct-2007	5441.45	Long	83.40	0.00	9037.32	6582.34	-2.78%	-2.20%	6.25%	13.95%	18.16%
11-Oct-2007	5524.85	Long	-96.60	0.00	8940.72	6485.74	-3.91%	-3.59%	4.68%	10.86%	16.55%
12-Oct-2007	5428.25	Short	-242.15	5.43	8698.57	6238.16	-9.22%	-8.84%	0.18%	6.72%	13.29%
15-Oct-2007	5670.40	Long	-2.35	5.67	8696.22	6230.14	-8.21%	-9.83%	-0.57%	5.38%	11.70%
16-Oct-2007	5668.05	Short	108.75	5.67	8804.97	6333.22	-6.47%	-8.61%	1.11%	6.87%	13.53%
17-Oct-2007	5559.30	Short	208.30	0.00	9013.27	6541.52	-3.51%	-4.97%	5.11%	10.88%	17.89%
18-Oct-2007	5351.00	Short	135.70	0.00	9148.97	6677.22	-0.29%	-2.63%	7.43%	14.48%	20.13%
19-Oct-2007	5215.30	Short	31.30	0.00	9180.27	6708.52	1.27%	-1.31%	9.40%	15.38%	20.93%
22-Oct-2007	5184.00	Short	-289.70	0.00	8890.57	6418.82	-4.25%	-7.15%	3.11%	9.27%	16.40%
23-Oct-2007	5473.70	Long	22.45	5.47	8913.02	6435.80	-3.17%	-5.82%	3.16%	9.15%	16.78%
24-Oct-2007	5496.15	Long	72.80	0.00	8985.82	6508.60	-1.44%	-4.49%	4.21%	10.10%	18.50%
25-Oct-2007	5568.95	Long	133.35	0.00	9119.17	6641.95	2.61%	-2.94%	5.85%	12.49%	20.87%
26-Oct-2007	5702.30	Long	203.60	0.00	9322.77	6845.55	5.86%	0.32%	8.53%	15.25%	23.02%
29-Oct-2007	5905.90	Long	-37.15	0.00	9285.62	6808.40	4.44%	-1.36%	7.65%	13.39%	20.98%
30-Oct-2007	5868.75	Short	-31.90	5.87	9253.72	6770.63	3.84%	-0.44%	7.16%	12.77%	21.40%
31-Oct-2007	5900.65	Long	-34.20	5.90	9219.52	6730.53	3.05%	-2.92%	6.34%	11.53%	20.38%
01-Nov-2007	5866.45	Short	-65.95	5.87	9153.57	6658.71	2.56%	-4.61%	5.18%	9.27%	18.72%
02-Nov-2007	5932.40	Long	-85.10	5.93	9068.47	6567.68	2.03%	-6.12%	3.16%	7.90%	16.26%
05-Nov-2007	5847.30	Short	60.80	5.85	9129.27	6622.63	3.04%	-5.20%	4.73%	10.23%	16.91%
06-Nov-2007	5786.50	Short	4.15	0.00	9133.42	6626.78	3.57%	-4.55%	4.64%	10.30%	17.22%
07-Nov-2007	5782.35	Short	83.60	0.00	9217.02	6710.38	6.25%	-2.71%	5.83%	11.27%	18.92%
08-Nov-2007	5698.75	Short	35.50	0.00	9252.52	6745.88	6.43%	-1.84%	6.11%	13.04%	19.02%
09-Nov-2007	5663.25	Short	46.15	0.00	9298.67	6792.03	6.96%	-0.32%	6.88%	14.42%	19.78%
12-Nov-2007	5617.10	Short	-78.30	0.00	9220.37	6713.73	5.89%	-1.23%	5.83%	14.96%	18.12%
13-Nov-2007	5695.40	Long	242.50	5.70	9462.87	6950.54	10.17%	2.01%	10.35%	18.36%	21.66%
14-Nov-2007	5937.90	Long	-25.80	0.00	9437.07	6924.74	8.95%	1.88%	8.85%	18.52%	20.07%
15-Nov-2007	5912.10	Short	5.25	5.91	9442.32	6924.08	9.35%	1.24%	8.93%	17.07%	20.44%
16-Nov-2007	5906.85	Short	-0.80	0.00	9441.52	6923.28	9.72%	2.15%	9.05%	16.78%	19.99%
19-Nov-2007	5907.65	Long	-126.75	5.91	9314.77	6790.62	6.93%	-0.81%	7.24%	13.89%	18.34%
20-Nov-2007	5780.90	Short	219.85	5.78	9534.62	7004.69	10.87%	2.33%	11.46%	17.91%	22.04%
21-Nov-2007	5561.05	Short	41.70	0.00	9576.32	7046.39	12.91%	3.52%	14.61%	18.99%	23.13%
22-Nov-2007	5519.35	Short	-89.25	0.00	9487.07	6957.14	11.44%	2.52%	13.60%	15.96%	21.34%
23-Nov-2007	5608.60	Long	123.10	5.61	9610.17	7074.63	13.45%	4.66%	14.39%	19.46%	22.59%
26-Nov-2007	5731.70	Long	-33.55	0.00	9576.62	7041.08	13.19%	3.42%	13.19%	19.35%	21.76%
27-Nov-2007	5698.15	Short	80.60	5.70	9657.22	7115.98	14.05%	2.49%	14.46%	20.84%	22.44%
28-Nov-2007	5617.55	Short	-17.05	0.00	9640.17	7098.93	14.19%	1.98%	14.12%	20.02%	23.29%
29-Nov-2007	5634.60	Long	128.15	5.63	9768.32	7221.45	16.06%	4.19%	16.88%	21.29%	25.46%
30-Nov-2007	5762.75	Long	102.25	0.00	9870.57	7323.70	18.50%	4.22%	19.12%	22.09%	26.06%
03-Dec-2007	5865.00	Long	-6.65	0.00	9863.92	7317.05	17.15%	3.73%	17.88%	21.35%	25.53%
04-Dec-2007	5858.35	Short	-81.65	5.86	9782.27	7229.54	15.54%	3.22%	16.56%	19.62%	23.58%
05-Dec-2007	5940.00	Long	14.70	5.94	9796.97	7238.30	15.74%	3.21%	16.19%	19.00%	23.18%
06-Dec-2007	5954.70	Long	19.60	0.00	9816.57	7257.90	16.15%	2.59%	17.29%	18.82%	22.61%
07-Dec-2007	5974.30	Long	-13.70	0.00	9802.87	7244.20	14.89%	0.66%	16.94%	17.97%	21.98%
10-Dec-2007	5960.60	Short	-136.65	5.96	9666.22	7101.59	12.47%	-1.68%	14.71%	16.51%	19.03%
11-Dec-2007	6097.25	Long	62.05	6.10	9728.27	7157.54	12.23%	0.13%	15.63%	16.28%	19.65%
12-Dec-2007	6159.30	Long	-101.20	0.00	9627.07	7056.34	10.44%	-3.87%	14.20%	12.09%	17.43%
13-Dec-2007	6058.10	Short	10.40	6.06	9637.47	7060.68	11.22%	-2.77%	13.67%	12.70%	18.32%
14-Dec-2007	6047.70	Short	270.70	0.00	9908.17	7331.38	16.31%	3.16%	18.99%	15.40%	22.33%
17-Dec-2007	5777.00	Short	34.70	0.00	9942.87	7366.08	20.77%	1.37%	20.46%	20.99%	24.26%
18-Dec-2007	5742.30	Short	-8.85	0.00	9934.02	7357.23	20.73%	2.60%	20.47%	18.55%	24.25%
19-Dec-2007	5751.15	Long	15.35	5.75	9949.37	7366.83	22.41%	3.33%	20.73%	15.81%	24.59%
20-Dec-2007	5766.50	Long	218.60	0.00	10167.97	7585.43	29.39%	9.51%	24.75%	21.60%	28.89%
24-Dec-2007	5985.10	Long	85.65	0.00	10253.62	7671.08	30.00%	11.39%	26.38%	23.70%	28.39%
26-Dec-2007	6070.75	Long	10.75	0.00	10264.37	7681.83	29.08%	11.74%	25.34%	24.62%	29.10%
27-Dec-2007	6081.50	Long	-1.80	0.00	10262.57	7680.03	30.02%	11.16%	24.48%	24.07%	29.26%
28-Dec-2007	6079.70	Short	-58.90	6.08	10203.67	7615.05	29.31%	12.22%	23.56%	22.92%	28.70%
31-Dec-2007	6138.60	Long	5.75	6.14	10209.42	7614.66	27.37%	12.20%	23.32%	23.18%	28.23%
01-Jan-2008	6144.35	Long	35.05	0.00	10244.47	7649.71	28.87%	13.39%	23.33%	21.92%	28.78%
02-Jan-2008	6179.40	Long	-0.85	0.00	10243.62	7648.86	27.64%	14.50%	23.17%	20.02%	29.42%
03-Jan-2008	6178.55	Short	-95.75	6.18	10147.87	7546.93	26.64%	12.61%	21.63%	20.46%	27.48%
04-Jan-2008	6274.30	Long	4.80	6.27	10152.67	7545.46	26.34%	11.32%	21.76%	21.37%	27.11%
07-Jan-2008	6279.10	Long	8.75	0.00	10161.42	7554.21	23.47%	9.68%	22.26%	20.27%	27.50%
08-Jan-2008	6287.85	Long	-15.85	0.00	10145.57	7538.36	22.07%	9.65%	21.05%	18.77%	27.32%
09-Jan-2008	6272.00	Short	115.05	6.27	10260.62	7647.14	25.47%	10.82%	22.36%	18.38%	28.54%
10-Jan-2008	6156.95	Short	-43.15	0.00	10217.47	7603.99	27.49%	9.36%	22.49%	20.33%	28.05%
11-Jan-2008	6200.10	Long	6.70	6.20	10224.17	7604.49	28.63%	9.90%	22.77%	21.69%	27.86%
14-Jan-2008	6206.80	Long	-132.55	0.00	10091.62	7471.94	27.15%	7.44%	20.28%	17.74%	25.41%
15-Jan-2008	6074.25	Short	138.50	6.07	10230.12	7604.36	31.23%	12.87%	22.67%	19.81%	28.08%
16-Jan-2008	5935.75	Short	22.55	0.00	10252.67	7626.91	30.51%	14.58%	23.51%	23.45%	28.78%
17-Jan-2008	5913.20	Short	207.90	0.00	10460.57	7834.81	33.84%	17.49%	27.30%	25.55%	33.45%
18-Jan-2008	5705.30	Short	496.50	0.00	10957.07	8331.31	43.10%	26.50%	36.69%	34.72%	42.89%
21-Jan-2008	5208.80	Short	309.50	0.00	11266.57	8640.81	52.13%	33.21%	46.49%	45.04%	53.24%
22-Jan-2008	4899.30	Short	-304.10	0.00	10962.47	8336.71	48.16%	29.01%	42.52%	43.00%	50.95%
23-Jan-2008	5203.40	Long	-169.95	5.20	10792.52	8161.56	41.77%	23.67%	36.20%	35.81%	44.04%
24-Jan-2008	5033.45	Short	-349.90	5.03	10442.62	7806.63	36.04%	18.07%	30.23%	29.01%	37.63%
25-Jan-2008	5383.35	Long	-109.25	5.38	10333.37	7691.99	31.63%	16.46%	25.94%	24.86%	33.21%
28-Jan-2008	5274.10	Short	-6.70	5.27	10326.67	7680.02	32.96%	14.83%	26.24%	27.18%	34.23%
29-Jan-2008	5280.80	Long	-113.20	5.28	10213.47	7561.54	30.93%	13.10%	24.42%	25.70%	32.56%
30-Jan-2008	5167.60	Short	30.15	5.17	10243.62	7586.52	32.15%	14.47%	25.58%	26.83%	33.74%
31-Jan-2008	5137.45	Short	-179.80	0.00	10063.82	7406.72	28.63%	11.40%	21.10%	23.87%	29.91%
01-Feb-2008	5317.25	Long	146.25	5.32	10210.07	7547.65	30.30%	15.36%	22.35%	23.32%	32.68%
04-Feb-2008	5463.50	Long	20.40	0.00	10230.47	7568.05	30.45%	15.37%	22.29%	22.65%	31.87%
05-Feb-2008	5483.90	Long	-161.35	0.00	10069.12	7406.70	27.68%	11.33%	19.44%	19.85%	29.01%
06-Feb-2008	5322.55	Short	189.30	5.32	10258.42	7590.68	31.62%	14.65%	23.22%	25.07%	33.76%
07-Feb-2008	5133.25	Short	12.90	0.00	10271.32	7603.58	34.04%	15.24%	25.25%	27.10%	35.05%
08-Feb-2008	5120.35	Short	263.35	0.00	10534.67	7866.93	35.73%	22.27%	30.65%	30.80%	40.74%
11-Feb-2008	4857.00	Short	18.75	0.00	10553.42	7885.68	37.74%	24.03%	32.24%	34.21%	43.49%
12-Feb-2008	4838.25	Short	-91.20	0.00	10462.22	7794.48	34.14%	21.02%	29.59%	33.06%	41.85%
13-Feb-2008	4929.45	Long	272.55	4.93	10734.77	8062.10	37.02%	26.74%	34.40%	39.56%	45.75%
14-Feb-2008	5202.00	Long	100.90	0.00	10835.67	8163.00	36.89%	27.24%	34.26%	40.00%	45.76%
15-Feb-2008	5302.90	Long	-26.00	0.00	10809.67	8137.00	35.66%	25.59%	33.11%	37.94%	43.90%
18-Feb-2008	5276.90	Short	-3.90	5.28	10805.77	8127.82	34.53%	25.59%	33.11%	35.76%	43.65%
19-Feb-2008	5280.80	Long	-126.35	5.28	10679.42	7996.19	31.62%	23.39%	29.66%	32.98%	40.91%
20-Feb-2008	5154.45	Short	-37.35	5.15	10642.07	7953.69	30.64%	23.41%	27.38%	31.78%	41.32%
21-Feb-2008	5191.80	Long	-81.05	5.19	10561.02	7867.45	26.03%	20.55%	22.97%	31.63%	39.76%
22-Feb-2008	5110.75	Short	-89.95	5.11	10471.07	7772.39	24.62%	19.29%	22.42%	31.86%	38.45%
25-Feb-2008	5200.70	Long	69.35	5.20	10540.42	7836.54	25.09%	21.24%	21.84%	33.38%	38.09%
26-Feb-2008	5270.05	Long	-1.65	0.00	10538.77	7834.89	22.82%	20.08%	20.66%	31.93%	37.03%
27-Feb-2008	5268.40	Short	-16.70	5.27	10522.07	7812.92	27.01%	19.77%	19.48%	30.20%	36.69%
28-Feb-2008	5285.10	Long	-61.60	5.29	10460.47	7746.03	23.60%	19.40%	19.99%	27.97%	36.18%
29-Feb-2008	5223.50	Short	270.50	5.22	10730.97	8011.31	27.36%	24.46%	25.06%	33.86%	41.89%
03-Mar-2008	4953.00	Short	88.75	0.00	10819.72	8100.06	32.59%	28.23%	28.58%	37.82%	44.70%
04-Mar-2008	4864.25	Short	-57.15	0.00	10762.57	8042.91	37.10%	26.81%	27.23%	37.30%	44.60%
05-Mar-2008	4921.40	Long	-149.80	4.92	10612.77	7888.19	33.69%	24.23%	22.36%	33.03%	39.89%
07-Mar-2008	4771.60	Short	-28.80	4.77	10583.97	7854.62	31.88%	24.20%	21.66%	33.20%	40.04%
10-Mar-2008	4800.40	Long	65.50	4.80	10649.47	7915.31	28.62%	24.56%	22.87%	34.54%	41.22%
11-Mar-2008	4865.90	Long	6.10	0.00	10655.57	7921.41	25.57%	25.25%	22.68%	33.74%	41.50%
12-Mar-2008	4872.00	Long	-248.40	0.00	10407.17	7673.01	19.80%	21.15%	18.40%	29.85%	36.26%
13-Mar-2008	4623.60	Short	-122.20	4.62	10284.97	7546.19	24.38%	19.61%	16.37%	27.87%	34.78%
14-Mar-2008	4745.80	Long	-242.70	4.75	10042.27	7298.75	18.18%	14.53%	11.48%	21.82%	28.74%
17-Mar-2008	4503.10	Short	-29.90	4.50	10012.37	7264.34	16.78%	15.03%	11.30%	21.92%	29.11%
18-Mar-2008	4533.00	Long	40.95	4.53	10053.32	7300.76	14.53%	17.73%	10.92%	21.72%	29.87%
19-Mar-2008	4573.95	Long	35.90	0.00	10089.22	7336.66	10.74%	18.04%	11.13%	21.38%	29.75%
24-Mar-2008	4609.85	Long	267.65	0.00	10356.87	7604.31	17.27%	22.96%	15.52%	27.06%	34.41%
25-Mar-2008	4877.50	Long	-48.65	0.00	10308.22	7555.66	16.09%	20.71%	15.56%	24.71%	31.46%
26-Mar-2008	4828.85	Short	-1.40	4.83	10306.82	7549.43	16.96%	20.68%	13.39%	24.70%	31.04%
27-Mar-2008	4830.25	Long	111.75	4.83	10418.57	7656.35	20.65%	23.76%	15.06%	26.94%	31.91%
28-Mar-2008	4942.00	Long	-207.50	0.00	10211.07	7448.85	17.83%	20.26%	10.48%	21.62%	27.32%
31-Mar-2008	4734.50	Short	-5.05	4.73	10206.02	7439.07	17.24%	21.00%	10.82%	23.09%	29.88%
01-Apr-2008	4739.55	Long	14.65	4.74	10220.67	7448.98	17.35%	21.70%	11.79%	23.02%	29.92%
02-Apr-2008	4754.20	Long	17.40	0.00	10238.07	7466.38	15.90%	23.50%	12.60%	22.99%	29.61%
03-Apr-2008	4771.60	Long	-124.60	0.00	10113.47	7341.78	12.49%	20.17%	10.29%	19.78%	28.07%
04-Apr-2008	4647.00	Short	-114.20	4.65	9999.27	7222.93	9.27%	17.75%	8.88%	17.66%	26.84%
07-Apr-2008	4761.20	Long	-51.55	4.76	9947.72	7166.62	9.51%	16.47%	8.07%	16.39%	27.16%
08-Apr-2008	4709.65	Short	-37.40	4.71	9910.32	7124.51	3.69%	16.00%	6.12%	16.21%	25.90%
09-Apr-2008	4747.05	Long	-14.05	4.75	9896.27	7105.71	3.81%	15.01%	6.17%	14.89%	26.98%
10-Apr-2008	4733.00	Short	-44.80	4.73	9851.47	7056.18	2.79%	14.47%	4.34%	13.95%	24.12%
11-Apr-2008	4777.80	Long	101.85	4.78	9953.32	7153.25	4.81%	16.83%	7.47%	16.00%	25.55%
15-Apr-2008	4879.65	Long	7.65	0.00	9960.97	7160.90	7.59%	15.98%	6.61%	16.36%	24.41%
16-Apr-2008	4887.30	Long	71.10	0.00	10032.07	7232.00	4.65%	17.50%	7.40%	18.20%	25.83%
17-Apr-2008	4958.40	Long	78.60	0.00	10110.67	7310.60	5.33%	19.81%	9.27%	21.72%	26.63%
21-Apr-2008	5037.00	Long	12.30	0.00	10122.97	7322.90	7.26%	19.80%	10.02%	22.16%	24.75%
22-Apr-2008	5049.30	Long	-26.50	0.00	10096.47	7296.40	4.39%	19.33%	9.57%	20.37%	26.01%
23-Apr-2008	5022.80	Short	22.95	5.02	10119.42	7314.33	5.44%	20.49%	9.35%	20.50%	27.52%
24-Apr-2008	4999.85	Short	-111.85	0.00	10007.57	7202.48	1.73%	17.74%	4.57%	18.21%	25.48%
25-Apr-2008	5111.70	Long	-22.05	5.11	9985.52	7175.32	1.49%	17.08%	3.67%	17.01%	23.50%
28-Apr-2008	5089.65	Short	-105.85	5.09	9879.67	7064.38	-3.09%	14.69%	1.56%	15.60%	20.48%
29-Apr-2008	5195.50	Long	-29.60	5.20	9850.07	7029.58	-5.66%	14.86%	-0.97%	15.55%	18.84%
30-Apr-2008	5165.90	Short	-62.30	5.17	9787.77	6962.12	-6.87%	12.60%	-2.64%	13.43%	17.37%
02-May-2008	5228.20	Long	-35.95	5.23	9751.82	6920.94	-5.90%	11.51%	-2.30%	12.65%	16.08%
05-May-2008	5192.25	Short	47.60	5.19	9799.42	6963.34	-5.30%	12.71%	-1.62%	13.23%	16.44%
06-May-2008	5144.65	Short	9.15	0.00	9808.57	6972.49	-5.55%	13.14%	-2.55%	14.47%	16.24%
07-May-2008	5135.50	Short	53.80	0.00	9862.37	7026.29	-4.24%	13.08%	-3.48%	15.46%	16.66%
08-May-2008	5081.70	Short	99.10	0.00	9961.47	7125.39	0.47%	15.09%	-1.50%	17.73%	19.83%
09-May-2008	4982.60	Short	-30.05	0.00	9931.42	7095.34	-1.25%	13.72%	-1.09%	17.88%	18.68%
12-May-2008	5012.65	Long	-54.85	5.01	9876.57	7035.48	-0.42%	12.42%	-5.17%	17.03%	14.44%
13-May-2008	4957.80	Short	-53.95	4.96	9822.62	6976.57	-1.70%	12.01%	-5.08%	15.00%	13.82%
14-May-2008	5011.75	Long	103.50	5.01	9926.12	7075.06	-5.11%	14.56%	-1.30%	17.80%	13.47%
15-May-2008	5115.25	Long	42.45	0.00	9968.57	7117.51	-4.86%	18.60%	-3.31%	18.24%	18.84%
16-May-2008	5157.70	Long	-52.75	0.00	9915.82	7064.76	-5.67%	17.41%	-2.77%	17.12%	14.98%
20-May-2008	5104.95	Short	-12.70	5.10	9903.12	7046.96	-6.27%	18.98%	-2.51%	17.09%	11.54%
21-May-2008	5117.65	Long	-92.20	5.12	9810.92	6949.64	-12.42%	20.70%	-1.70%	15.46%	11.92%
22-May-2008	5025.45	Short	78.90	5.03	9889.82	7023.51	-12.89%	22.84%	0.68%	18.53%	15.34%
23-May-2008	4946.55	Short	71.50	0.00	9961.32	7095.01	-11.86%	23.83%	2.55%	19.23%	18.35%
26-May-2008	4875.05	Short	15.25	0.00	9976.57	7110.26	-11.69%	25.76%	2.24%	18.85%	18.34%
27-May-2008	4859.80	Short	-58.55	0.00	9918.02	7051.71	-11.59%	25.07%	3.70%	17.88%	17.08%
28-May-2008	4918.35	Long	-83.05	4.92	9834.97	6963.75	-13.23%	20.92%	1.99%	15.87%	15.69%
29-May-2008	4835.30	Short	-34.80	4.84	9800.17	6924.11	-15.01%	21.68%	2.01%	14.64%	12.85%
30-May-2008	4870.10	Long	-130.50	4.87	9669.67	6788.74	-17.66%	17.40%	0.73%	11.74%	7.74%
02-Jun-2008	4739.60	Short	23.70	4.74	9693.37	6807.70	-15.60%	19.13%	0.84%	12.60%	11.08%
03-Jun-2008	4715.90	Short	130.30	0.00	9823.67	6938.00	-12.88%	22.16%	2.18%	16.06%	15.55%
04-Jun-2008	4585.60	Short	-91.35	0.00	9732.32	6846.65	-15.43%	16.71%	-2.17%	15.05%	12.33%
05-Jun-2008	4676.95	Long	-49.15	4.68	9683.17	6792.82	-15.94%	13.73%	-2.97%	12.36%	9.30%
06-Jun-2008	4627.80	Short	126.85	4.63	9810.02	6915.05	-15.82%	18.70%	-1.16%	14.49%	9.09%
09-Jun-2008	4500.95	Short	51.15	0.00	9861.17	6966.20	-14.17%	23.43%	-1.36%	16.59%	13.64%
10-Jun-2008	4449.80	Short	-73.80	0.00	9787.37	6892.40	-16.00%	23.89%	-2.21%	15.72%	14.21%
11-Jun-2008	4523.60	Long	15.75	4.52	9803.12	6903.62	-12.56%	24.69%	-2.36%	15.26%	11.78%
12-Jun-2008	4539.35	Long	-22.25	0.00	9780.87	6881.37	-15.93%	25.86%	1.30%	14.41%	10.58%
13-Jun-2008	4517.10	Short	-55.40	4.52	9725.47	6821.46	-17.83%	22.27%	1.32%	13.07%	12.98%
16-Jun-2008	4572.50	Long	80.50	4.57	9805.97	6897.38	-20.50%	23.26%	2.12%	14.80%	12.54%
17-Jun-2008	4653.00	Long	-70.60	0.00	9735.37	6826.78	-32.33%	20.51%	0.16%	12.65%	10.24%
18-Jun-2008	4582.40	Short	78.15	4.58	9813.52	6900.35	-37.98%	21.28%	-0.23%	14.86%	13.21%
19-Jun-2008	4504.25	Short	156.70	0.00	9970.22	7057.05	-28.41%	23.98%	3.14%	17.83%	18.36%
20-Jun-2008	4347.55	Short	81.15	0.00	10051.37	7138.20	-23.54%	26.46%	4.79%	19.79%	19.32%
23-Jun-2008	4266.40	Short	75.30	0.00	10126.67	7213.50	-13.90%	28.62%	7.42%	21.76%	20.33%
24-Jun-2008	4191.10	Short	-61.55	0.00	10065.12	7151.95	-12.89%	27.75%	8.26%	20.44%	19.04%
25-Jun-2008	4252.65	Long	63.20	4.25	10128.32	7210.90	-11.03%	29.84%	7.36%	21.52%	22.67%
26-Jun-2008	4315.85	Long	-179.20	0.00	9949.12	7031.70	-12.28%	25.57%	3.76%	17.61%	19.17%
27-Jun-2008	4136.65	Short	96.10	4.14	10045.22	7123.66	-11.19%	28.97%	6.88%	20.77%	22.32%
30-Jun-2008	4040.55	Short	143.80	0.00	10189.02	7267.46	-3.45%	32.95%	11.05%	23.38%	26.90%
01-Jul-2008	3896.75	Short	-196.60	0.00	9992.42	7070.86	-12.24%	29.12%	8.72%	18.26%	19.58%
02-Jul-2008	4093.35	Long	-167.60	4.09	9824.82	6899.17	-16.34%	24.31%	4.17%	13.41%	13.89%
03-Jul-2008	3925.75	Short	-90.25	3.93	9734.57	6804.99	-15.33%	23.34%	0.51%	11.83%	12.40%
04-Jul-2008	4016.00	Long	14.00	4.02	9748.57	6814.98	-19.32%	22.60%	0.11%	11.46%	13.90%
07-Jul-2008	4030.00	Long	-41.45	0.00	9707.12	6773.53	-20.60%	22.77%	-1.18%	11.56%	13.92%
08-Jul-2008	3988.55	Short	-168.55	3.99	9538.57	6600.99	-31.74%	14.13%	-3.16%	7.61%	7.80%
09-Jul-2008	4157.10	Long	5.10	4.16	9543.67	6601.93	-30.88%	13.21%	-2.80%	6.79%	9.09%
10-Jul-2008	4162.20	Long	-113.20	0.00	9430.47	6488.73	-31.37%	8.31%	-6.93%	3.03%	7.06%
11-Jul-2008	4049.00	Short	9.30	4.05	9439.77	6493.98	-38.73%	6.34%	-6.17%	3.16%	9.43%
14-Jul-2008	4039.70	Short	178.60	0.00	9618.37	6672.58	-36.89%	10.61%	-1.81%	7.22%	14.61%
15-Jul-2008	3861.10	Short	44.40	0.00	9662.77	6716.98	-36.78%	12.21%	-1.63%	8.70%	15.33%
16-Jul-2008	3816.70	Short	-130.50	0.00	9532.27	6586.48	-40.38%	7.35%	-5.01%	5.40%	9.06%
17-Jul-2008	3947.20	Long	145.05	3.95	9677.32	6727.58	-32.14%	10.16%	-0.85%	7.54%	11.98%
18-Jul-2008	4092.25	Long	67.25	0.00	9744.57	6794.83	-28.32%	10.28%	1.16%	6.17%	11.71%
21-Jul-2008	4159.50	Long	80.60	0.00	9825.17	6875.43	-23.85%	8.64%	1.80%	4.82%	15.63%
22-Jul-2008	4240.10	Long	236.70	0.00	10061.87	7112.13	-15.57%	14.11%	7.67%	11.45%	22.83%
23-Jul-2008	4476.80	Long	-43.25	0.00	10018.62	7068.88	-17.15%	12.00%	7.53%	8.22%	21.63%
24-Jul-2008	4433.55	Short	121.70	4.43	10140.32	7186.15	-14.63%	12.49%	9.24%	9.92%	23.32%
25-Jul-2008	4311.85	Short	-20.25	0.00	10120.07	7165.90	-15.01%	17.99%	9.15%	8.80%	21.90%
28-Jul-2008	4332.10	Long	-142.25	4.33	9977.82	7019.32	-16.78%	12.01%	6.89%	7.61%	17.35%
29-Jul-2008	4189.85	Short	-123.70	4.19	9854.12	6891.43	-26.73%	7.38%	3.76%	4.51%	15.49%
30-Jul-2008	4313.55	Long	19.40	4.31	9873.52	6906.52	-27.67%	9.75%	4.75%	5.15%	15.76%
31-Jul-2008	4332.95	Long	80.60	0.00	9954.12	6987.12	-24.37%	17.29%	5.73%	6.21%	17.51%
01-Aug-2008	4413.55	Long	-18.20	0.00	9935.92	6968.92	-20.83%	16.74%	6.19%	4.11%	16.00%
04-Aug-2008	4395.35	Short	-107.50	4.40	9828.42	6857.02	-22.70%	11.92%	3.58%	0.81%	13.34%
05-Aug-2008	4502.85	Long	14.70	4.50	9843.12	6867.22	-23.28%	7.23%	2.90%	1.10%	13.54%
06-Aug-2008	4517.55	Long	6.30	0.00	9849.42	6873.52	-23.20%	4.35%	4.00%	1.23%	13.14%
07-Aug-2008	4523.85	Long	5.65	0.00	9855.07	6879.17	-17.55%	3.77%	5.23%	2.26%	14.60%
08-Aug-2008	4529.50	Long	90.90	0.00	9945.97	6970.07	-12.72%	12.17%	7.30%	3.99%	15.73%
11-Aug-2008	4620.40	Long	-68.15	0.00	9877.82	6901.92	-8.59%	10.09%	6.33%	3.20%	13.83%
12-Aug-2008	4552.25	Short	23.20	4.55	9901.02	6920.56	-7.55%	9.05%	7.32%	3.62%	14.13%
13-Aug-2008	4529.05	Short	98.35	0.00	9999.37	7018.91	-6.22%	8.32%	11.53%	4.71%	15.52%
14-Aug-2008	4430.70	Short	37.65	0.00	10037.02	7056.56	-6.32%	4.76%	12.30%	5.17%	15.75%
18-Aug-2008	4393.05	Short	24.80	0.00	10061.82	7081.36	-11.90%	6.21%	12.19%	4.39%	16.49%
19-Aug-2008	4368.25	Short	-47.50	0.00	10014.32	7033.86	-11.95%	6.03%	11.18%	5.43%	15.64%
20-Aug-2008	4415.75	Long	-131.90	4.42	9882.42	6897.55	-14.76%	3.78%	7.85%	-0.12%	12.25%
21-Aug-2008	4283.85	Short	-43.60	4.28	9838.82	6849.67	-18.83%	4.46%	7.96%	-1.85%	11.55%
22-Aug-2008	4327.45	Long	7.90	4.33	9846.72	6853.24	-13.76%	6.60%	9.38%	-1.80%	10.92%
25-Aug-2008	4335.35	Long	2.15	0.00	9848.87	6855.39	-13.46%	5.37%	9.47%	-1.65%	11.75%
26-Aug-2008	4337.50	Long	-45.40	0.00	9803.47	6809.99	-14.73%	4.22%	8.98%	-1.85%	10.42%
27-Aug-2008	4292.10	Short	78.10	4.29	9881.57	6883.80	-13.57%	4.04%	12.46%	0.38%	11.90%
28-Aug-2008	4214.00	Short	-146.00	0.00	9735.57	6737.80	-14.33%	-0.19%	8.51%	-2.68%	8.07%
29-Aug-2008	4360.00	Long	-11.35	4.36	9724.22	6722.09	-11.49%	-1.60%	7.43%	-2.03%	7.33%
01-Sep-2008	4348.65	Short	-155.35	4.35	9568.87	6562.39	-13.89%	-3.48%	4.13%	-5.06%	4.06%
02-Sep-2008	4504.00	Long	-56.25	4.50	9512.62	6501.63	-13.83%	-9.97%	2.90%	-7.43%	3.12%
04-Sep-2008	4447.75	Short	95.45	4.45	9608.07	6592.64	-11.54%	-7.47%	4.49%	-4.96%	4.35%
05-Sep-2008	4352.30	Short	-130.00	0.00	9478.07	6462.64	-13.64%	-10.60%	2.10%	-8.92%	1.53%
08-Sep-2008	4482.30	Long	-13.60	4.48	9464.47	6444.55	-15.81%	-10.68%	2.13%	-7.84%	1.24%
09-Sep-2008	4468.70	Short	68.45	4.47	9532.92	6508.53	-14.60%	-6.31%	2.85%	-7.38%	3.26%
10-Sep-2008	4400.25	Short	109.95	0.00	9642.87	6618.48	-13.94%	-8.78%	5.50%	-5.72%	6.27%
11-Sep-2008	4290.30	Short	61.85	0.00	9704.72	6680.33	-14.69%	-8.53%	8.20%	-3.97%	10.41%
12-Sep-2008	4228.45	Short	155.55	0.00	9860.27	6835.88	-11.52%	-2.87%	12.06%	0.42%	14.88%
15-Sep-2008	4072.90	Short	-2.00	0.00	9858.27	6833.88	-11.36%	-5.91%	12.61%	0.51%	13.90%
16-Sep-2008	4074.90	Long	-66.65	4.07	9791.62	6763.16	-13.53%	-6.82%	11.73%	-2.01%	11.74%
17-Sep-2008	4008.25	Short	-29.90	4.01	9761.72	6729.25	-11.81%	-9.65%	10.33%	-6.11%	10.91%
18-Sep-2008	4038.15	Long	207.10	4.04	9968.82	6932.31	-6.02%	-4.13%	15.61%	-1.37%	15.51%
19-Sep-2008	4245.25	Long	-22.20	0.00	9946.62	6910.11	-3.63%	-7.33%	13.98%	-1.77%	15.06%
22-Sep-2008	4223.05	Short	96.15	4.22	10042.77	7002.04	-0.65%	-7.62%	17.63%	-1.85%	18.48%
23-Sep-2008	4126.90	Short	-34.35	0.00	10008.42	6967.69	0.14%	-8.47%	15.90%	-3.17%	16.94%
24-Sep-2008	4161.25	Long	-50.70	4.16	9957.72	6912.83	-0.19%	-7.61%	14.27%	-3.08%	15.70%
25-Sep-2008	4110.55	Short	125.30	4.11	10083.02	7034.02	1.72%	-4.97%	17.77%	-0.33%	18.43%
26-Sep-2008	3985.25	Short	135.20	0.00	10218.22	7169.22	4.94%	-2.23%	21.90%	1.64%	23.61%
29-Sep-2008	3850.05	Short	-71.15	0.00	10147.07	7098.07	1.86%	-3.80%	19.32%	-2.77%	22.49%
30-Sep-2008	3921.20	Long	29.55	3.92	10176.62	7123.70	-0.04%	0.56%	19.52%	-1.99%	22.93%
01-Oct-2008	3950.75	Long	-132.45	0.00	10044.17	6991.25	-2.63%	-4.21%	14.67%	-4.01%	19.92%
03-Oct-2008	3818.30	Short	215.95	3.82	10260.12	7203.38	4.40%	3.85%	20.70%	-2.39%	26.75%
06-Oct-2008	3602.35	Short	-4.25	0.00	10255.87	7199.13	6.18%	3.84%	22.71%	-0.82%	26.83%
07-Oct-2008	3606.60	Long	-92.95	3.61	10162.92	7102.57	0.76%	-6.34%	21.00%	-1.05%	25.49%
08-Oct-2008	3513.65	Short	233.70	3.51	10396.62	7332.76	6.13%	-0.95%	33.20%	1.31%	32.68%
10-Oct-2008	3279.95	Short	-210.75	0.00	10185.87	7122.01	1.75%	-7.17%	29.12%	-2.61%	28.66%
13-Oct-2008	3490.70	Long	27.95	3.49	10213.82	7146.47	2.85%	-6.31%	30.61%	-0.82%	27.85%
14-Oct-2008	3518.65	Long	-180.25	0.00	10033.57	6966.22	0.47%	-17.60%	30.57%	-2.01%	22.96%
15-Oct-2008	3338.40	Short	69.10	3.34	10102.67	7031.98	0.25%	-19.14%	34.64%	1.28%	28.15%
16-Oct-2008	3269.30	Short	194.95	0.00	10297.62	7226.93	4.03%	-13.91%	40.08%	7.89%	33.14%
17-Oct-2008	3074.35	Short	-48.45	0.00	10249.17	7178.48	2.22%	-16.31%	43.07%	5.76%	32.10%
20-Oct-2008	3122.80	Long	112.10	3.12	10361.27	7287.46	7.55%	-10.49%	46.57%	13.31%	35.38%
21-Oct-2008	3234.90	Long	-169.75	0.00	10191.52	7117.71	4.76%	-15.36%	36.57%	7.79%	28.89%
22-Oct-2008	3065.15	Short	122.00	3.07	10313.52	7236.64	10.20%	-13.48%	44.40%	13.36%	33.30%
23-Oct-2008	2943.15	Short	359.15	0.00	10672.67	7595.79	27.42%	-1.80%	56.22%	28.63%	46.85%
24-Oct-2008	2584.00	Short	59.80	0.00	10732.47	7655.59	32.81%	4.21%	67.91%	34.35%	55.93%
27-Oct-2008	2524.20	Short	-160.40	0.00	10572.07	7495.19	22.07%	-1.99%	63.47%	26.15%	52.09%
28-Oct-2008	2684.60	Long	12.45	2.68	10584.52	7504.96	24.52%	-1.83%	53.07%	20.81%	50.23%
29-Oct-2008	2697.05	Long	188.55	0.00	10773.07	7693.51	33.40%	5.75%	57.20%	28.25%	54.83%
31-Oct-2008	2885.60	Long	158.25	0.00	10931.32	7851.76	32.46%	7.09%	62.45%	30.60%	55.70%
03-Nov-2008	3043.85	Long	98.25	0.00	11029.57	7950.01	32.32%	11.37%	66.97%	30.30%	56.85%
04-Nov-2008	3142.10	Long	-147.15	0.00	10882.42	7802.86	28.98%	6.31%	62.82%	25.85%	51.24%
05-Nov-2008	2994.95	Short	102.30	2.99	10984.72	7902.16	33.34%	14.37%	70.63%	29.78%	56.40%
06-Nov-2008	2892.65	Short	-80.35	0.00	10904.37	7821.81	32.51%	7.52%	73.09%	34.55%	55.12%
07-Nov-2008	2973.00	Long	175.25	2.97	11079.62	7994.09	39.44%	12.35%	73.27%	41.46%	59.30%
10-Nov-2008	3148.25	Long	-209.60	0.00	10870.02	7784.49	28.18%	-1.60%	61.96%	31.25%	49.67%
11-Nov-2008	2938.65	Short	90.20	2.94	10960.22	7871.75	35.56%	-15.64%	68.04%	35.81%	55.58%
12-Nov-2008	2848.45	Short	38.10	0.00	10998.32	7909.85	35.44%	-25.66%	69.67%	35.07%	59.35%
14-Nov-2008	2810.35	Short	10.80	0.00	11009.12	7920.65	30.73%	-14.80%	69.16%	35.77%	59.31%
17-Nov-2008	2799.55	Short	116.40	0.00	11125.52	8037.05	32.11%	-4.45%	73.20%	39.55%	62.84%
18-Nov-2008	2683.15	Short	48.15	0.00	11173.67	8085.20	32.49%	10.38%	78.00%	44.28%	67.10%
19-Nov-2008	2635.00	Short	81.85	0.00	11255.52	8167.05	38.52%	18.03%	82.66%	51.66%	71.03%
20-Nov-2008	2553.15	Short	-140.30	0.00	11115.22	8026.75	31.95%	13.58%	81.66%	44.21%	67.79%
21-Nov-2008	2693.45	Long	14.80	2.69	11130.02	8038.86	37.39%	17.72%	78.37%	43.42%	65.60%
24-Nov-2008	2708.25	Long	-54.25	0.00	11075.77	7984.61	31.79%	14.70%	76.04%	42.31%	63.51%
25-Nov-2008	2654.00	Short	-98.25	2.65	10977.52	7883.70	23.22%	17.97%	73.38%	40.05%	58.81%
26-Nov-2008	2752.25	Long	2.85	2.75	10980.37	7883.80	29.54%	12.21%	70.76%	41.89%	55.39%
28-Nov-2008	2755.10	Long	-72.20	0.00	10908.17	7811.60	33.12%	8.84%	69.23%	39.31%	53.05%
01-Dec-2008	2682.90	Short	25.10	2.68	10933.27	7834.02	38.35%	15.93%	72.51%	39.09%	55.66%
02-Dec-2008	2657.80	Short	1.35	0.00	10934.62	7835.37	38.39%	9.21%	72.54%	38.55%	55.71%
03-Dec-2008	2656.45	Short	-131.55	0.00	10803.07	7703.82	35.02%	3.77%	69.56%	33.22%	52.56%
04-Dec-2008	2788.00	Long	-73.60	2.79	10729.47	7627.43	36.82%	-8.59%	57.02%	32.30%	47.71%
05-Dec-2008	2714.40	Short	-69.60	2.71	10659.87	7555.12	35.12%	-12.18%	55.35%	30.83%	45.51%
08-Dec-2008	2784.00	Long	144.25	2.78	10804.12	7696.58	43.39%	-3.52%	55.81%	33.02%	47.91%
10-Dec-2008	2928.25	Long	-8.10	0.00	10796.02	7688.48	40.79%	-12.76%	49.55%	32.26%	45.16%
11-Dec-2008	2920.15	Short	-1.20	2.92	10794.82	7684.36	34.65%	-16.39%	49.32%	32.14%	44.64%
12-Dec-2008	2921.35	Long	59.85	2.92	10854.67	7741.29	35.06%	-13.55%	51.19%	32.91%	46.56%
15-Dec-2008	2981.20	Long	60.55	0.00	10915.22	7801.84	40.77%	-10.93%	50.18%	34.35%	47.68%
16-Dec-2008	3041.75	Long	-87.40	0.00	10827.82	7714.44	32.44%	-9.26%	45.63%	31.34%	42.23%
17-Dec-2008	2954.35	Short	-106.40	2.95	10721.42	7605.09	27.43%	-11.80%	41.66%	29.04%	35.97%
18-Dec-2008	3060.75	Long	16.75	3.06	10738.17	7618.77	24.29%	-8.12%	36.03%	26.73%	30.84%
19-Dec-2008	3077.50	Long	-38.20	0.00	10699.97	7580.57	15.22%	-6.23%	34.66%	25.79%	31.00%
22-Dec-2008	3039.30	Short	70.65	3.04	10770.62	7648.19	19.06%	-6.20%	36.74%	30.15%	31.17%
23-Dec-2008	2968.65	Short	51.80	0.00	10822.42	7699.99	17.31%	-4.54%	35.97%	31.11%	32.12%
24-Dec-2008	2916.85	Short	59.60	0.00	10882.02	7759.59	20.35%	-1.83%	46.95%	33.88%	33.36%
26-Dec-2008	2857.25	Short	-64.95	0.00	10817.07	7694.64	23.64%	-1.80%	41.85%	34.08%	35.17%
29-Dec-2008	2922.20	Long	57.30	2.92	10874.37	7749.01	29.35%	-8.98%	39.92%	34.75%	35.82%
30-Dec-2008	2979.50	Long	-20.35	0.00	10854.02	7728.66	27.59%	-12.47%	41.72%	34.46%	35.05%
31-Dec-2008	2959.15	Short	-74.30	2.96	10779.72	7651.40	22.45%	-13.23%	47.76%	30.84%	31.54%
01-Jan-2009	3033.45	Long	13.30	3.03	10793.02	7661.67	22.84%	-7.47%	47.19%	31.85%	28.82%
02-Jan-2009	3046.75	Long	74.70	0.00	10867.72	7736.37	28.86%	-3.88%	46.05%	34.02%	30.04%
05-Jan-2009	3121.45	Long	-8.65	0.00	10859.07	7727.72	27.57%	-6.01%	38.00%	31.76%	29.16%
06-Jan-2009	3112.80	Short	192.40	3.11	11051.47	7917.01	33.52%	-0.14%	39.83%	39.33%	35.31%
07-Jan-2009	2920.40	Short	47.40	0.00	11098.87	7964.41	37.16%	9.98%	43.00%	45.27%	40.67%
09-Jan-2009	2873.00	Short	99.90	0.00	11198.77	8064.31	38.09%	18.03%	57.27%	49.60%	44.38%
12-Jan-2009	2773.10	Short	28.15	0.00	11226.92	8092.46	42.93%	28.62%	59.74%	53.48%	48.26%
13-Jan-2009	2744.95	Short	-90.35	0.00	11136.57	8002.11	39.40%	26.88%	54.41%	51.53%	45.41%
14-Jan-2009	2835.30	Long	-98.60	2.84	11037.97	7900.67	31.10%	21.16%	44.39%	49.51%	38.62%
15-Jan-2009	2736.70	Short	-91.75	2.74	10946.22	7806.19	27.39%	17.16%	35.10%	47.31%	35.76%
16-Jan-2009	2828.45	Long	17.75	2.83	10963.97	7821.11	26.15%	7.66%	35.80%	45.09%	32.97%
19-Jan-2009	2846.20	Long	-49.60	0.00	10914.37	7771.51	25.92%	7.58%	35.17%	43.08%	34.25%
20-Jan-2009	2796.60	Short	90.45	2.80	11004.82	7859.16	34.39%	11.08%	40.36%	46.79%	34.19%
21-Jan-2009	2706.15	Short	-7.65	0.00	10997.17	7851.51	37.02%	7.21%	44.08%	49.62%	34.09%
22-Jan-2009	2713.80	Long	-35.25	2.71	10961.92	7813.55	35.39%	13.44%	45.91%	50.34%	32.52%
23-Jan-2009	2678.55	Short	-92.80	2.68	10869.12	7718.07	32.21%	10.42%	40.90%	47.54%	29.53%
27-Jan-2009	2771.35	Long	78.15	2.77	10947.27	7793.45	35.49%	12.43%	42.10%	49.54%	32.59%
28-Jan-2009	2849.50	Long	-25.55	0.00	10921.72	7767.90	31.03%	10.58%	37.11%	49.79%	31.61%
29-Jan-2009	2823.95	Short	-50.85	2.82	10870.87	7714.22	34.58%	13.19%	34.29%	47.27%	30.57%
30-Jan-2009	2874.80	Long	-108.15	2.87	10762.72	7603.20	30.65%	13.23%	28.22%	41.92%	27.58%
02-Feb-2009	2766.65	Short	-17.25	2.77	10745.47	7583.18	36.90%	15.06%	31.43%	43.39%	28.94%
03-Feb-2009	2783.90	Long	19.15	2.78	10764.62	7599.55	39.44%	17.06%	23.31%	44.13%	27.42%
04-Feb-2009	2803.05	Long	-23.00	0.00	10741.62	7576.55	35.10%	16.80%	23.25%	42.22%	27.24%
05-Feb-2009	2780.05	Short	-63.05	2.78	10678.57	7510.72	37.70%	16.35%	21.10%	40.98%	23.74%
06-Feb-2009	2843.10	Long	76.80	2.84	10755.37	7584.67	40.10%	15.17%	23.26%	43.46%	27.73%
09-Feb-2009	2919.90	Long	14.60	0.00	10769.97	7599.27	37.36%	15.01%	27.69%	41.72%	26.06%
10-Feb-2009	2934.50	Long	-8.80	0.00	10761.17	7590.47	33.12%	12.22%	19.96%	41.37%	24.55%
11-Feb-2009	2925.70	Short	32.65	2.93	10793.82	7620.20	32.12%	10.58%	19.61%	44.15%	26.30%
12-Feb-2009	2893.05	Short	-55.30	0.00	10738.52	7564.90	25.20%	8.36%	21.01%	42.83%	25.81%
13-Feb-2009	2948.35	Long	-99.85	2.95	10638.67	7462.10	21.31%	5.62%	13.14%	38.72%	22.01%
16-Feb-2009	2848.50	Short	78.00	2.85	10716.67	7537.25	27.18%	7.83%	17.42%	43.96%	24.31%
17-Feb-2009	2770.50	Short	-5.65	0.00	10711.02	7531.60	28.96%	11.88%	15.00%	43.90%	20.13%
18-Feb-2009	2776.15	Long	13.20	2.78	10724.22	7542.03	21.96%	13.21%	15.96%	44.67%	19.97%
19-Feb-2009	2789.35	Long	-52.90	0.00	10671.32	7489.13	20.76%	15.23%	9.60%	42.04%	18.07%
20-Feb-2009	2736.45	Short	2.55	2.74	10673.87	7488.94	17.79%	16.79%	6.04%	45.00%	14.94%
24-Feb-2009	2733.90	Short	-28.60	0.00	10645.27	7460.34	18.02%	18.22%	5.24%	42.02%	13.23%
25-Feb-2009	2762.50	Long	23.15	2.76	10668.42	7480.73	20.56%	20.26%	9.09%	42.05%	15.92%
26-Feb-2009	2785.65	Long	-22.00	0.00	10646.42	7458.73	15.25%	17.78%	7.91%	41.47%	14.76%
27-Feb-2009	2763.65	Short	89.05	2.76	10735.47	7545.01	13.60%	20.72%	10.39%	45.18%	15.96%
02-Mar-2009	2674.60	Short	52.20	0.00	10787.67	7597.21	18.66%	21.35%	13.20%	46.47%	14.67%
03-Mar-2009	2622.40	Short	-22.80	0.00	10764.87	7574.41	17.19%	17.12%	18.03%	46.37%	14.21%
04-Mar-2009	2645.20	Long	-68.50	2.65	10696.37	7503.27	19.36%	15.42%	13.07%	41.27%	13.36%
05-Mar-2009	2576.70	Short	-43.45	2.58	10652.92	7457.24	9.85%	16.37%	15.56%	40.52%	6.32%
06-Mar-2009	2620.15	Long	-47.00	2.62	10605.92	7407.62	7.96%	16.45%	13.24%	39.18%	6.83%
09-Mar-2009	2573.15	Short	-44.30	2.57	10561.62	7360.75	10.03%	11.10%	1.14%	39.46%	8.57%
12-Mar-2009	2617.45	Long	101.80	2.62	10663.42	7459.93	4.86%	13.08%	3.59%	49.43%	6.61%
13-Mar-2009	2719.25	Long	58.00	0.00	10721.42	7517.93	14.56%	16.67%	5.91%	49.69%	11.41%
16-Mar-2009	2777.25	Long	-19.80	0.00	10701.62	7498.13	12.66%	16.25%	4.73%	51.13%	11.63%
17-Mar-2009	2757.45	Short	-37.25	2.76	10664.37	7458.12	17.84%	18.44%	-4.62%	56.85%	15.28%
18-Mar-2009	2794.70	Long	12.45	2.79	10676.82	7467.78	15.59%	15.90%	-7.27%	56.97%	17.12%
19-Mar-2009	2807.15	Long	-0.10	0.00	10676.72	7467.68	8.58%	13.28%	-7.63%	55.26%	17.76%
20-Mar-2009	2807.05	Short	-132.85	2.81	10543.87	7332.02	5.47%	7.90%	-12.40%	52.64%	11.78%
23-Mar-2009	2939.90	Long	-1.20	2.94	10542.67	7327.88	1.38%	9.39%	-9.77%	50.84%	15.51%
24-Mar-2009	2938.70	Short	-45.65	2.94	10497.02	7279.29	5.50%	10.74%	-11.41%	45.76%	14.07%
25-Mar-2009	2984.35	Long	97.90	2.98	10594.92	7374.21	4.61%	15.08%	-9.23%	50.21%	18.34%
26-Mar-2009	3082.25	Long	26.40	0.00	10621.32	7400.61	-6.33%	19.85%	-8.05%	47.35%	21.01%
27-Mar-2009	3108.65	Long	-130.50	0.00	10490.82	7270.11	-12.40%	14.87%	-8.90%	44.05%	16.15%
30-Mar-2009	2978.15	Short	-42.80	2.98	10448.02	7224.33	-9.09%	9.61%	-10.78%	44.70%	13.07%
31-Mar-2009	3020.95	Long	39.40	3.02	10487.42	7260.71	-8.09%	13.71%	-9.72%	39.08%	10.41%
01-Apr-2009	3060.35	Long	150.70	0.00	10638.12	7411.41	-9.22%	20.21%	-4.15%	41.19%	15.68%
02-Apr-2009	3211.05	Long	45.55	0.00	10683.67	7456.96	-12.29%	16.88%	-5.92%	43.82%	15.20%
06-Apr-2009	3256.60	Long	86.35	0.00	10770.02	7543.31	-12.49%	17.72%	-1.86%	50.11%	15.84%
08-Apr-2009	3342.95	Long	-0.90	0.00	10769.12	7542.41	-7.79%	19.44%	-1.86%	51.25%	16.51%
09-Apr-2009	3342.05	Short	-40.55	3.34	10728.57	7498.52	-12.08%	17.80%	0.80%	51.22%	14.61%
13-Apr-2009	3382.60	Long	101.55	3.38	10830.12	7596.68	-6.66%	21.15%	-0.23%	55.85%	22.89%
15-Apr-2009	3484.15	Long	-114.65	0.00	10715.47	7482.03	-14.70%	18.96%	-4.16%	47.83%	20.68%
16-Apr-2009	3369.50	Short	-14.90	3.37	10700.57	7463.77	-9.52%	16.81%	-11.01%	48.37%	19.68%
17-Apr-2009	3384.40	Long	-7.30	3.38	10693.27	7453.08	-12.37%	18.51%	-25.95%	46.70%	18.73%
20-Apr-2009	3377.10	Short	11.80	3.38	10705.07	7461.50	-13.28%	16.62%	-34.92%	45.49%	16.31%
21-Apr-2009	3365.30	Short	35.00	0.00	10740.07	7496.50	-12.60%	13.06%	-24.97%	45.15%	17.27%
22-Apr-2009	3330.30	Short	-93.40	0.00	10646.67	7403.10	-19.04%	7.95%	-22.77%	42.50%	14.21%
23-Apr-2009	3423.70	Long	57.05	3.42	10703.72	7456.73	-18.36%	7.10%	-10.22%	42.77%	16.34%
24-Apr-2009	3480.75	Long	-10.75	0.00	10692.97	7445.98	-20.72%	8.45%	-7.07%	41.86%	18.39%
27-Apr-2009	3470.00	Short	107.65	3.47	10800.62	7550.16	-13.73%	9.78%	-3.74%	46.35%	18.80%
28-Apr-2009	3362.35	Short	-111.60	0.00	10689.02	7438.56	-17.85%	12.10%	-3.66%	44.92%	16.92%
29-Apr-2009	3473.95	Long	180.05	3.47	10869.07	7615.14	-10.64%	14.15%	0.82%	48.64%	22.35%
04-May-2009	3654.00	Long	7.90	0.00	10876.97	7623.04	-7.13%	9.73%	5.92%	46.17%	21.95%
05-May-2009	3661.90	Long	-36.85	0.00	10840.12	7586.19	-8.13%	14.07%	1.05%	45.06%	23.35%
06-May-2009	3625.05	Short	-58.85	3.63	10781.27	7523.71	-7.94%	17.23%	-1.22%	44.68%	21.94%
07-May-2009	3683.90	Long	-63.20	3.68	10718.07	7456.83	-10.24%	17.69%	1.36%	42.57%	18.23%
08-May-2009	3620.70	Short	66.10	3.62	10784.17	7519.31	-8.73%	19.45%	-1.97%	44.52%	19.57%
11-May-2009	3554.60	Short	-126.50	0.00	10657.67	7392.81	-8.75%	17.42%	-5.93%	43.24%	16.08%
12-May-2009	3681.10	Long	-45.85	3.68	10611.82	7343.28	-7.72%	20.16%	-14.23%	35.47%	16.75%
13-May-2009	3635.25	Short	41.80	3.64	10653.62	7381.44	-4.78%	21.44%	-13.87%	36.55%	18.24%
14-May-2009	3593.45	Short	-78.20	0.00	10575.42	7303.24	-10.95%	22.67%	-13.67%	32.29%	14.64%
15-May-2009	3671.65	Long	651.50	3.67	11226.92	7951.07	7.15%	39.68%	-3.02%	46.67%	32.88%
18-May-2009	4323.15	Long	-4.70	0.00	11222.22	7946.37	6.06%	29.46%	-5.01%	39.38%	27.77%
19-May-2009	4318.45	Short	48.15	4.32	11270.37	7990.20	5.76%	29.48%	-3.40%	40.40%	28.02%
20-May-2009	4270.30	Short	59.40	0.00	11329.77	8049.60	5.80%	34.26%	-1.83%	40.84%	29.79%
21-May-2009	4210.90	Short	-27.60	0.00	11302.17	8022.00	7.30%	30.74%	0.61%	40.26%	29.94%
22-May-2009	4238.50	Long	-0.95	4.24	11301.22	8016.81	9.71%	28.83%	1.49%	38.76%	29.95%
25-May-2009	4237.55	Short	120.85	4.24	11422.07	8133.42	12.14%	29.69%	6.28%	38.17%	31.45%
26-May-2009	4116.70	Short	-159.35	0.00	11262.72	7974.07	9.56%	20.94%	4.90%	35.47%	28.84%
27-May-2009	4276.05	Long	61.05	4.28	11323.77	8030.85	8.95%	22.50%	4.54%	35.06%	30.38%
28-May-2009	4337.10	Long	111.85	0.00	11435.62	8142.70	10.21%	22.05%	7.10%	34.83%	31.50%
29-May-2009	4448.95	Long	80.95	0.00	11516.57	8223.65	10.43%	23.78%	9.23%	41.21%	32.64%
01-Jun-2009	4529.90	Long	-4.65	0.00	11511.92	8219.00	11.58%	26.48%	10.44%	37.97%	33.07%
02-Jun-2009	4525.25	Short	-5.45	4.53	11506.47	8209.02	10.17%	29.12%	4.37%	35.95%	32.60%
03-Jun-2009	4530.70	Long	41.95	4.53	11548.42	8246.44	11.43%	29.57%	3.23%	38.86%	34.09%
04-Jun-2009	4572.65	Long	14.25	0.00	11562.67	8260.69	13.32%	27.85%	4.76%	44.23%	33.28%
05-Jun-2009	4586.90	Long	-157.00	0.00	11405.67	8103.69	9.64%	24.74%	4.70%	40.85%	30.70%
08-Jun-2009	4429.90	Short	-121.05	4.43	11284.62	7978.21	5.46%	25.31%	2.79%	37.13%	28.86%
09-Jun-2009	4550.95	Long	104.30	4.55	11388.92	8077.96	7.70%	26.60%	3.57%	33.76%	29.48%
10-Jun-2009	4655.25	Long	-17.55	0.00	11371.37	8060.41	3.08%	25.50%	2.99%	29.71%	29.38%
11-Jun-2009	4637.70	Short	54.30	4.64	11425.67	8110.07	3.14%	26.54%	9.42%	30.22%	31.65%
12-Jun-2009	4583.40	Short	99.40	0.00	11525.07	8209.47	3.17%	27.04%	14.47%	39.07%	34.26%
15-Jun-2009	4484.00	Short	-33.80	0.00	11491.27	8175.67	1.86%	28.41%	19.56%	38.80%	34.93%
16-Jun-2009	4517.80	Long	-161.65	4.52	11329.62	8009.51	0.16%	24.10%	16.49%	33.22%	31.47%
17-Jun-2009	4356.15	Short	104.75	4.36	11434.37	8109.90	4.80%	25.04%	18.57%	33.70%	37.03%
18-Jun-2009	4251.40	Short	-62.20	0.00	11372.17	8047.70	5.68%	23.31%	16.72%	28.28%	36.14%
19-Jun-2009	4313.60	Long	-78.35	4.31	11293.82	7965.04	3.34%	20.49%	8.36%	26.81%	32.90%
22-Jun-2009	4235.25	Short	-11.75	4.24	11282.07	7949.05	4.19%	21.61%	9.29%	27.82%	33.14%
23-Jun-2009	4247.00	Long	45.95	4.25	11328.02	7990.75	3.10%	25.74%	10.39%	29.67%	33.91%
24-Jun-2009	4292.95	Long	-51.10	0.00	11276.92	7939.65	2.05%	25.39%	6.60%	29.84%	33.33%
25-Jun-2009	4241.85	Short	-133.65	4.24	11143.27	7801.76	-0.28%	22.36%	8.32%	29.09%	31.93%
26-Jun-2009	4375.50	Long	15.45	4.38	11158.72	7812.84	2.17%	21.88%	8.54%	27.20%	31.27%
29-Jun-2009	4390.95	Long	-99.85	0.00	11058.87	7712.99	-1.83%	20.56%	6.01%	24.74%	29.44%
30-Jun-2009	4291.10	Short	-49.80	4.29	11009.07	7658.90	-2.54%	18.06%	4.49%	22.10%	30.52%
01-Jul-2009	4340.90	Long	7.95	4.34	11017.02	7662.50	-1.19%	21.30%	7.39%	21.12%	29.56%
02-Jul-2009	4348.85	Long	75.40	0.00	11092.42	7737.90	3.10%	23.36%	11.84%	21.75%	30.81%
03-Jul-2009	4424.25	Long	-258.55	0.00	10833.87	7479.35	-2.35%	20.73%	7.07%	17.31%	24.79%
06-Jul-2009	4165.70	Short	-36.45	4.17	10797.42	7438.74	-3.86%	22.50%	7.54%	11.72%	25.63%
07-Jul-2009	4202.15	Long	-123.25	4.20	10674.17	7311.29	-6.31%	17.10%	4.89%	9.20%	21.85%
08-Jul-2009	4078.90	Short	-2.05	4.08	10672.12	7305.16	-5.04%	20.66%	6.10%	9.34%	22.89%
09-Jul-2009	4080.95	Long	-77.05	4.08	10595.07	7224.03	-8.84%	19.10%	1.73%	7.37%	21.44%
10-Jul-2009	4003.90	Short	29.85	4.00	10624.92	7249.87	-8.73%	18.52%	2.22%	11.47%	21.70%
13-Jul-2009	3974.05	Short	-137.35	0.00	10487.57	7112.52	-12.03%	12.43%	-3.01%	2.71%	18.52%
14-Jul-2009	4111.40	Long	122.10	4.11	10609.67	7230.51	-9.48%	13.38%	-1.95%	4.48%	21.94%
15-Jul-2009	4233.50	Long	-2.10	0.00	10607.57	7228.41	-7.95%	9.27%	-2.23%	6.41%	21.32%
16-Jul-2009	4231.40	Short	-143.55	4.23	10464.02	7080.63	-9.02%	5.83%	-5.10%	0.14%	17.97%
17-Jul-2009	4374.95	Long	127.30	4.37	10591.32	7203.55	-7.63%	10.07%	-2.53%	3.71%	20.99%
20-Jul-2009	4502.25	Long	-33.15	0.00	10558.17	7170.40	-8.02%	9.80%	-0.71%	1.21%	18.99%
21-Jul-2009	4469.10	Short	70.20	4.47	10628.37	7236.14	-6.84%	6.80%	1.36%	3.07%	20.90%
22-Jul-2009	4398.90	Short	-124.85	0.00	10503.52	7111.29	-8.59%	4.57%	1.07%	-2.50%	18.07%
23-Jul-2009	4523.75	Long	44.80	4.52	10548.32	7151.56	-7.46%	3.31%	2.70%	-3.81%	19.76%
24-Jul-2009	4568.55	Long	3.75	0.00	10552.07	7155.31	-6.68%	4.11%	4.23%	-3.54%	18.47%
27-Jul-2009	4572.30	Long	-8.20	0.00	10543.87	7147.11	-7.30%	5.12%	4.95%	-1.80%	18.11%
28-Jul-2009	4564.10	Short	50.60	4.56	10594.47	7193.15	-5.82%	3.49%	5.04%	-0.99%	19.49%
29-Jul-2009	4513.50	Short	-57.95	0.00	10536.52	7135.20	-9.08%	-0.75%	3.60%	-2.72%	18.59%
30-Jul-2009	4571.45	Long	65.00	4.57	10601.52	7195.63	-8.78%	2.13%	3.70%	-1.06%	18.40%
31-Jul-2009	4636.45	Long	74.95	0.00	10676.47	7270.58	-6.55%	3.17%	3.13%	3.64%	19.68%
03-Aug-2009	4711.40	Long	-30.90	0.00	10645.57	7239.68	-5.59%	5.27%	3.06%	1.74%	17.58%
04-Aug-2009	4680.50	Short	-13.65	4.68	10631.92	7221.35	-5.04%	0.38%	3.97%	3.53%	17.27%
05-Aug-2009	4694.15	Long	-108.65	4.69	10523.27	7108.00	-6.38%	-1.94%	2.80%	1.01%	15.49%
06-Aug-2009	4585.50	Short	104.10	4.59	10627.37	7207.52	-3.34%	2.29%	2.89%	-2.70%	18.80%
07-Aug-2009	4481.40	Short	43.75	0.00	10671.12	7251.27	-4.66%	-1.82%	2.98%	-2.56%	24.22%
10-Aug-2009	4437.65	Short	-33.70	0.00	10637.42	7217.57	-6.77%	2.15%	3.44%	-3.15%	23.68%
11-Aug-2009	4471.35	Long	-13.85	4.47	10623.57	7199.24	-6.68%	1.18%	3.41%	-3.75%	25.08%
12-Aug-2009	4457.50	Short	-147.50	4.46	10476.07	7047.29	-9.22%	1.82%	2.19%	-12.07%	25.95%
13-Aug-2009	4605.00	Long	-24.95	4.61	10451.12	7017.73	-9.77%	-0.31%	-0.13%	-14.19%	24.80%
14-Aug-2009	4580.05	Short	192.15	4.58	10643.27	7205.30	-5.73%	-0.47%	2.41%	-10.40%	28.14%
17-Aug-2009	4387.90	Short	-71.00	0.00	10572.27	7134.30	-4.51%	-1.01%	0.55%	-12.44%	29.17%
18-Aug-2009	4458.90	Long	-64.80	4.46	10507.47	7065.04	-5.89%	-4.99%	0.30%	-12.34%	27.63%
19-Aug-2009	4394.10	Short	-59.35	4.39	10448.12	7001.30	-6.33%	-2.65%	0.85%	-13.96%	24.28%
20-Aug-2009	4453.45	Long	75.35	4.45	10523.47	7072.20	-6.78%	-3.69%	3.33%	-12.97%	26.87%
21-Aug-2009	4528.80	Long	114.00	0.00	10637.47	7186.20	-4.73%	-9.04%	8.78%	-10.22%	27.49%
24-Aug-2009	4642.80	Long	16.55	0.00	10654.02	7202.75	-1.45%	-9.75%	8.51%	-7.41%	28.04%
25-Aug-2009	4659.35	Long	21.50	0.00	10675.52	7224.25	0.00%	-5.82%	6.14%	-6.89%	28.57%
26-Aug-2009	4680.85	Long	7.35	0.00	10682.87	7231.60	-0.62%	-5.84%	8.22%	-6.89%	24.60%
27-Aug-2009	4688.20	Long	44.15	0.00	10727.02	7275.75	-2.89%	-8.91%	10.30%	-5.60%	23.99%
28-Aug-2009	4732.35	Long	-70.25	0.00	10656.77	7205.50	-5.31%	-13.66%	6.14%	-9.33%	24.42%
31-Aug-2009	4662.10	Short	36.75	4.66	10693.52	7237.58	-6.56%	-15.28%	5.82%	-7.86%	28.44%
01-Sep-2009	4625.35	Short	17.00	0.00	10710.52	7254.58	-6.22%	-11.85%	7.83%	-7.56%	30.82%
02-Sep-2009	4608.35	Short	14.80	0.00	10725.32	7269.38	-4.97%	-13.73%	7.94%	-4.40%	32.17%
03-Sep-2009	4593.55	Short	-86.85	0.00	10638.47	7182.53	-9.02%	-13.92%	6.56%	-9.18%	32.11%
04-Sep-2009	4680.40	Long	102.50	4.68	10740.97	7280.35	-4.31%	-15.25%	9.80%	-7.40%	31.29%
07-Sep-2009	4782.90	Long	22.35	0.00	10763.32	7302.70	-3.37%	-10.07%	8.47%	-11.13%	30.71%
08-Sep-2009	4805.25	Long	9.00	0.00	10772.32	7311.70	-2.94%	-11.65%	10.09%	-21.22%	29.95%
09-Sep-2009	4814.25	Long	5.15	0.00	10777.47	7316.85	-3.00%	-12.32%	8.65%	-27.50%	28.90%
10-Sep-2009	4819.40	Long	10.15	0.00	10787.62	7327.00	-3.52%	-12.32%	5.60%	-20.95%	28.01%
11-Sep-2009	4829.55	Long	-20.95	0.00	10766.67	7306.05	-2.01%	-15.14%	3.48%	-17.71%	27.29%
14-Sep-2009	4808.60	Short	-83.50	4.81	10683.17	7217.74	-4.97%	-18.04%	0.09%	-12.25%	25.48%
15-Sep-2009	4892.10	Long	66.30	4.89	10749.47	7279.15	-3.41%	-18.15%	2.60%	-8.44%	26.37%
16-Sep-2009	4958.40	Long	7.15	0.00	10756.62	7286.30	-5.32%	-14.93%	1.52%	-7.94%	27.12%
17-Sep-2009	4965.55	Long	10.50	0.00	10767.12	7296.80	-2.85%	-14.94%	5.34%	-5.33%	27.56%
18-Sep-2009	4976.05	Long	44.15	0.00	10811.27	7340.95	-5.51%	-12.94%	4.37%	-4.93%	28.45%
22-Sep-2009	5020.20	Long	-50.25	0.00	10761.02	7290.70	-6.62%	-11.81%	0.46%	-2.31%	26.98%
23-Sep-2009	4969.95	Short	-16.60	4.97	10744.42	7269.13	-6.38%	-12.37%	3.99%	-5.60%	26.82%
24-Sep-2009	4986.55	Long	-27.60	4.99	10716.82	7236.55	-5.76%	-11.53%	6.77%	-6.65%	26.72%
25-Sep-2009	4958.95	Short	-47.90	4.96	10668.92	7183.69	-5.51%	-13.11%	7.64%	-4.50%	26.11%
29-Sep-2009	5006.85	Long	77.10	5.01	10746.02	7255.78	-5.26%	-11.58%	8.80%	-6.69%	26.93%
30-Sep-2009	5083.95	Long	-0.55	0.00	10745.47	7255.23	-2.71%	-8.82%	9.47%	-6.85%	27.52%
01-Oct-2009	5083.40	Short	80.20	5.08	10825.67	7330.35	-0.25%	-5.84%	14.35%	-10.56%	25.43%
05-Oct-2009	5003.20	Short	-24.20	0.00	10801.47	7306.15	-1.50%	-4.98%	14.08%	-11.58%	25.05%
06-Oct-2009	5027.40	Long	-41.65	5.03	10759.82	7259.47	-0.87%	-8.69%	15.33%	-10.64%	22.21%
07-Oct-2009	4985.75	Short	-16.50	4.99	10743.32	7237.98	-14.30%	-9.04%	14.92%	-16.53%	20.07%
08-Oct-2009	5002.25	Long	-57.05	5.00	10686.27	7175.93	-15.40%	-10.16%	10.06%	-19.73%	18.63%
09-Oct-2009	4945.20	Short	-109.05	4.95	10577.22	7061.94	-18.77%	-13.74%	6.98%	-21.74%	16.51%
12-Oct-2009	5054.25	Long	63.95	5.05	10641.17	7120.83	-18.38%	-13.47%	10.57%	-19.92%	16.13%
14-Oct-2009	5118.20	Long	-9.35	0.00	10631.82	7111.48	-17.79%	-11.78%	7.50%	-17.29%	15.34%
15-Oct-2009	5108.85	Short	-33.30	5.11	10598.52	7073.07	-18.47%	-10.41%	5.45%	-17.24%	13.68%
16-Oct-2009	5142.15	Long	-0.35	5.14	10598.17	7067.58	-20.73%	-10.72%	3.74%	-15.56%	10.73%
17-Oct-2009	5141.80	Short	27.35	5.14	10625.52	7089.79	-17.20%	-9.55%	-0.43%	-13.28%	11.20%
20-Oct-2009	5114.45	Short	50.85	0.00	10676.37	7140.64	-17.41%	-9.92%	1.40%	-13.61%	11.91%
21-Oct-2009	5063.60	Short	75.00	0.00	10751.37	7215.64	-18.31%	-9.57%	0.58%	-12.23%	11.52%
22-Oct-2009	4988.60	Short	-8.45	0.00	10742.92	7207.19	-20.38%	-11.07%	0.83%	-12.14%	16.38%
23-Oct-2009	4997.05	Long	-26.15	5.00	10716.77	7176.04	-20.87%	-10.38%	3.14%	-11.41%	13.55%
26-Oct-2009	4970.90	Short	124.20	4.97	10840.97	7295.27	-18.38%	-9.13%	8.12%	-14.40%	14.34%
27-Oct-2009	4846.70	Short	20.55	0.00	10861.52	7315.82	-19.20%	-8.52%	8.45%	-16.18%	17.13%
28-Oct-2009	4826.15	Short	75.60	0.00	10937.12	7391.42	-18.01%	-5.39%	8.38%	-13.50%	23.90%
29-Oct-2009	4750.55	Short	38.85	0.00	10975.97	7430.27	-14.18%	-4.87%	9.71%	-9.64%	25.26%
30-Oct-2009	4711.70	Short	147.80	0.00	11123.77	7578.07	-8.49%	-3.36%	15.30%	-5.87%	26.42%
03-Nov-2009	4563.90	Short	-146.90	0.00	10976.87	7431.17	-14.17%	-6.50%	12.36%	-10.61%	19.49%
04-Nov-2009	4710.80	Long	54.75	4.71	11031.62	7481.21	-12.30%	-9.25%	12.90%	-9.34%	17.07%
05-Nov-2009	4765.55	Long	30.60	0.00	11062.22	7511.81	-12.55%	-9.50%	13.28%	-3.38%	16.86%
06-Nov-2009	4796.15	Long	102.25	0.00	11164.47	7614.06	-12.41%	-9.39%	13.43%	1.42%	24.92%
09-Nov-2009	4898.40	Long	-16.70	0.00	11147.77	7597.36	-11.81%	-10.11%	14.20%	6.10%	23.71%
10-Nov-2009	4881.70	Short	-122.25	4.88	11025.52	7470.23	-11.05%	-10.90%	11.26%	4.22%	19.70%
11-Nov-2009	5003.95	Long	-51.30	5.00	10974.22	7413.92	-13.91%	-9.73%	7.89%	2.26%	15.43%
12-Nov-2009	4952.65	Short	-46.30	4.95	10927.92	7362.67	-13.83%	-8.96%	6.18%	0.53%	10.44%
13-Nov-2009	4998.95	Long	59.10	5.00	10987.02	7416.77	-10.97%	-8.09%	6.71%	-3.75%	12.17%
16-Nov-2009	5058.05	Long	4.20	0.00	10991.22	7420.97	-10.44%	-6.93%	7.65%	-2.66%	12.86%
17-Nov-2009	5062.25	Long	-7.55	0.00	10983.67	7413.42	-11.40%	-8.81%	10.19%	-2.69%	13.49%
18-Nov-2009	5054.70	Short	65.70	5.05	11049.37	7474.07	-9.21%	-7.47%	12.35%	-3.61%	16.13%
19-Nov-2009	4989.00	Short	-63.45	0.00	10985.92	7410.62	-7.84%	-8.08%	11.17%	-0.77%	16.90%
20-Nov-2009	5052.45	Long	51.10	5.05	11037.02	7456.67	-7.05%	-5.17%	11.90%	0.35%	16.51%
23-Nov-2009	5103.55	Long	-13.00	0.00	11024.02	7443.67	-5.28%	-6.85%	12.42%	-0.10%	16.01%
24-Nov-2009	5090.55	Short	-17.60	5.09	11006.42	7420.98	-4.67%	-6.82%	10.55%	-0.89%	13.96%
25-Nov-2009	5108.15	Long	-102.60	5.11	10903.82	7313.27	-6.84%	-7.85%	11.27%	-0.56%	11.11%
26-Nov-2009	5005.55	Short	63.80	5.01	10967.62	7372.06	-7.31%	-4.62%	12.99%	2.98%	11.59%
27-Nov-2009	4941.75	Short	-90.95	0.00	10876.67	7281.11	-4.01%	-6.11%	14.54%	2.32%	11.48%
30-Nov-2009	5032.70	Long	89.30	5.03	10965.97	7365.38	-1.46%	-4.65%	17.16%	4.79%	8.24%
01-Dec-2009	5122.00	Long	1.25	0.00	10967.22	7366.63	1.08%	-4.10%	15.11%	5.09%	8.63%
02-Dec-2009	5123.25	Long	8.45	0.00	10975.67	7375.08	1.36%	-2.65%	17.81%	6.22%	8.80%
03-Dec-2009	5131.70	Long	-22.80	0.00	10952.87	7352.28	2.50%	-4.53%	17.69%	3.88%	8.36%
04-Dec-2009	5108.90	Short	42.20	5.11	10995.07	7389.37	2.73%	-4.11%	17.24%	4.47%	11.72%
07-Dec-2009	5066.70	Short	-81.25	0.00	10913.82	7308.12	3.86%	-5.57%	13.61%	1.50%	5.99%
08-Dec-2009	5147.95	Long	-35.95	5.15	10877.87	7267.02	0.71%	-6.86%	11.40%	-0.85%	4.29%
09-Dec-2009	5112.00	Short	-22.65	5.11	10855.22	7239.26	0.21%	-6.37%	7.89%	-1.64%	5.52%
10-Dec-2009	5134.65	Long	-17.35	5.13	10837.87	7216.78	2.65%	-4.78%	7.46%	-1.55%	2.77%
11-Dec-2009	5117.30	Short	11.60	5.12	10849.47	7223.26	0.39%	-6.14%	8.99%	-1.78%	3.56%
14-Dec-2009	5105.70	Short	72.65	0.00	10922.12	7295.91	2.46%	-4.62%	11.10%	1.83%	3.52%
15-Dec-2009	5033.05	Short	-9.00	0.00	10913.12	7286.91	1.01%	-5.07%	7.05%	2.22%	3.73%
16-Dec-2009	5042.05	Long	-0.30	5.04	10912.82	7281.57	3.38%	-4.12%	7.37%	4.31%	1.19%
17-Dec-2009	5041.75	Short	54.05	5.04	10966.87	7330.57	3.55%	-3.14%	6.52%	5.97%	0.14%
18-Dec-2009	4987.70	Short	35.10	0.00	11001.97	7365.67	4.22%	-1.90%	7.98%	8.09%	0.97%
21-Dec-2009	4952.60	Short	-33.25	0.00	10968.72	7332.42	3.74%	-2.99%	8.47%	8.31%	2.08%
22-Dec-2009	4985.85	Long	158.75	4.99	11127.47	7486.19	5.88%	0.55%	9.07%	10.49%	4.97%
23-Dec-2009	5144.60	Long	33.80	0.00	11161.27	7519.99	7.48%	-0.49%	6.82%	10.64%	5.09%
24-Dec-2009	5178.40	Long	9.55	0.00	11170.82	7529.54	6.45%	-1.31%	8.33%	9.72%	5.51%
29-Dec-2009	5187.95	Long	-18.50	0.00	11152.32	7511.04	4.64%	-1.22%	7.47%	7.43%	7.89%
30-Dec-2009	5169.45	Short	-31.60	5.17	11120.72	7474.27	4.54%	-0.56%	9.34%	7.33%	6.13%
31-Dec-2009	5201.05	Long	31.15	5.20	11151.87	7500.22	5.36%	0.83%	5.71%	8.94%	8.53%
04-Jan-2010	5232.20	Long	45.70	0.00	11197.57	7545.92	8.37%	2.64%	6.63%	10.88%	9.27%
05-Jan-2010	5277.90	Long	3.90	0.00	11201.47	7549.82	6.49%	3.58%	8.47%	9.00%	4.14%
06-Jan-2010	5281.80	Long	-18.70	0.00	11182.77	7531.12	5.30%	1.35%	3.76%	7.83%	3.12%
07-Jan-2010	5263.10	Short	18.35	5.26	11201.12	7544.21	6.21%	0.50%	8.02%	9.11%	3.55%
08-Jan-2010	5244.75	Short	-4.65	0.00	11196.47	7539.56	6.49%	0.79%	7.49%	9.39%	3.29%
11-Jan-2010	5249.40	Long	-39.00	5.25	11157.47	7495.31	8.53%	0.71%	10.08%	10.39%	-1.72%
12-Jan-2010	5210.40	Short	-23.55	5.21	11133.92	7466.55	8.61%	-0.02%	8.34%	8.50%	-3.93%
13-Jan-2010	5233.95	Long	25.95	5.23	11159.87	7487.26	5.39%	0.37%	4.97%	7.49%	-3.72%
14-Jan-2010	5259.90	Long	-7.70	0.00	11152.17	7479.56	6.56%	2.80%	5.72%	7.02%	-3.81%
15-Jan-2010	5252.20	Short	-22.65	5.25	11129.52	7451.66	7.36%	2.36%	3.13%	7.61%	-3.11%
18-Jan-2010	5274.85	Long	-49.20	5.27	11080.32	7397.18	7.51%	2.23%	5.30%	8.22%	-4.12%
19-Jan-2010	5225.65	Short	3.95	5.23	11084.27	7395.91	6.19%	0.42%	3.05%	9.03%	-4.86%
20-Jan-2010	5221.70	Short	127.55	0.00	11211.82	7523.46	6.46%	2.35%	-1.39%	14.07%	-2.40%
21-Jan-2010	5094.15	Short	58.15	0.00	11269.97	7581.61	7.44%	6.11%	-1.45%	15.19%	0.68%
22-Jan-2010	5036.00	Short	28.10	0.00	11298.07	7609.71	7.65%	7.65%	2.27%	13.34%	1.28%
25-Jan-2010	5007.90	Short	154.80	0.00	11452.87	7764.51	10.64%	10.06%	5.18%	18.33%	4.20%
27-Jan-2010	4853.10	Short	-14.15	0.00	11438.72	7750.36	9.78%	6.98%	1.17%	19.73%	4.37%
28-Jan-2010	4867.25	Long	14.80	4.87	11453.52	7760.29	11.40%	6.23%	-1.88%	17.37%	2.32%
29-Jan-2010	4882.05	Long	17.65	0.00	11471.17	7777.94	11.07%	4.81%	-3.52%	16.63%	3.56%
01-Feb-2010	4899.70	Long	-69.60	0.00	11401.57	7708.34	9.26%	3.39%	-1.93%	16.65%	2.12%
02-Feb-2010	4830.10	Short	-101.75	4.83	11299.82	7601.76	6.88%	2.14%	-6.22%	14.45%	2.69%
03-Feb-2010	4931.85	Long	-86.50	4.93	11213.32	7510.33	6.65%	-1.75%	-6.32%	12.75%	-1.91%
04-Feb-2010	4845.35	Short	126.70	4.85	11340.02	7632.18	7.26%	3.10%	-7.47%	16.73%	0.11%
05-Feb-2010	4718.65	Short	-38.60	0.00	11301.42	7593.58	6.16%	2.75%	-4.05%	14.75%	-5.11%
06-Feb-2010	4757.25	Long	3.15	4.76	11304.57	7591.98	5.89%	2.92%	-5.88%	16.08%	-15.54%
08-Feb-2010	4760.40	Long	32.25	0.00	11336.82	7624.23	6.46%	3.42%	-6.00%	15.21%	-21.36%
09-Feb-2010	4792.65	Long	-35.45	0.00	11301.37	7588.78	5.46%	1.93%	-6.92%	11.09%	-15.61%
10-Feb-2010	4757.20	Short	-69.65	4.76	11231.72	7514.37	4.38%	2.34%	-10.99%	7.91%	-13.60%
11-Feb-2010	4826.85	Long	-24.90	4.83	11206.82	7484.64	5.53%	0.58%	-12.44%	5.62%	-6.67%
15-Feb-2010	4801.95	Short	-53.80	4.80	11153.02	7426.04	3.06%	-0.42%	-15.43%	5.71%	-5.54%
16-Feb-2010	4855.75	Long	58.25	4.86	11211.27	7479.44	3.98%	-1.46%	-11.27%	5.53%	-4.13%
17-Feb-2010	4914.00	Long	-26.25	0.00	11185.02	7453.19	3.18%	0.30%	-11.92%	8.58%	-2.20%
18-Feb-2010	4887.75	Short	42.85	4.89	11227.87	7491.15	3.07%	-2.54%	-10.10%	7.52%	-1.95%
19-Feb-2010	4844.90	Short	-11.50	0.00	11216.37	7479.65	3.90%	-2.96%	-8.34%	4.38%	1.51%
22-Feb-2010	4856.40	Long	13.65	4.86	11230.02	7488.44	4.52%	-2.01%	-8.14%	8.60%	-1.22%
23-Feb-2010	4870.05	Long	-11.45	0.00	11218.57	7476.99	4.94%	-0.96%	-6.87%	11.86%	-1.87%
24-Feb-2010	4858.60	Short	-1.15	4.86	11217.42	7470.98	5.91%	0.29%	-7.47%	13.71%	1.32%
25-Feb-2010	4859.75	Long	62.55	4.86	11279.97	7528.67	5.62%	0.19%	-6.31%	14.69%	-1.28%
26-Feb-2010	4922.30	Long	94.70	0.00	11374.67	7623.37	7.48%	4.68%	-1.63%	17.27%	0.40%
02-Mar-2010	5017.00	Long	71.10	0.00	11445.77	7694.47	7.26%	7.00%	1.34%	21.80%	-3.44%
03-Mar-2010	5088.10	Long	-7.85	0.00	11437.92	7686.62	7.48%	6.00%	2.58%	21.32%	-3.91%
04-Mar-2010	5080.25	Short	-8.45	5.08	11429.47	7673.09	8.14%	7.28%	-0.46%	23.31%	-2.39%
05-Mar-2010	5088.70	Long	35.30	5.09	11464.77	7703.30	9.14%	-4.87%	0.29%	23.76%	-7.05%
08-Mar-2010	5124.00	Long	-22.50	0.00	11442.27	7680.80	9.85%	-5.18%	-0.07%	19.68%	-9.41%
09-Mar-2010	5101.50	Short	-14.75	5.10	11427.52	7660.95	11.74%	-6.45%	-1.57%	18.50%	-9.33%
10-Mar-2010	5116.25	Long	17.15	5.12	11444.67	7672.99	10.79%	-7.36%	-2.52%	21.24%	-8.89%
11-Mar-2010	5133.40	Long	3.60	0.00	11448.27	7676.59	11.01%	-6.73%	-0.74%	18.49%	-6.23%
12-Mar-2010	5137.00	Long	-8.10	0.00	11440.17	7668.49	11.59%	-6.78%	1.23%	17.01%	-5.55%
15-Mar-2010	5128.90	Short	-69.20	5.13	11370.97	7594.16	10.27%	-10.51%	-0.48%	14.01%	-5.33%
16-Mar-2010	5198.10	Long	33.80	5.20	11404.77	7622.76	10.25%	-6.76%	0.81%	9.82%	-2.88%
17-Mar-2010	5231.90	Long	14.00	0.00	11418.77	7636.76	9.48%	-7.53%	-0.22%	10.85%	-3.82%
18-Mar-2010	5245.90	Long	16.90	0.00	11435.67	7653.66	8.35%	-9.32%	-0.88%	8.91%	-3.45%
19-Mar-2010	5262.80	Long	-57.60	0.00	11378.07	7596.06	7.39%	-11.92%	-3.11%	8.17%	-4.12%
22-Mar-2010	5205.20	Short	-20.10	5.21	11357.97	7570.75	7.58%	-12.45%	-2.38%	10.59%	-3.37%
23-Mar-2010	5225.30	Long	35.10	5.23	11393.07	7600.63	5.84%	-11.64%	-2.84%	13.57%	-7.86%
25-Mar-2010	5260.40	Long	21.60	0.00	11414.67	7622.23	5.82%	-11.87%	-2.02%	13.61%	-9.08%
26-Mar-2010	5282.00	Long	20.85	0.00	11435.52	7643.08	4.76%	-11.69%	-0.16%	12.42%	-7.57%
29-Mar-2010	5302.85	Long	-40.40	0.00	11395.12	7602.68	3.25%	-9.45%	-1.11%	11.95%	-5.38%
30-Mar-2010	5262.45	Short	13.35	5.26	11408.47	7610.77	0.62%	-6.98%	-2.39%	14.32%	-4.63%
31-Mar-2010	5249.10	Short	-41.40	0.00	11367.07	7569.37	2.63%	-9.69%	-3.02%	13.38%	-6.59%
01-Apr-2010	5290.50	Long	77.90	5.29	11444.97	7641.98	3.04%	-7.91%	-5.20%	14.53%	-5.28%
05-Apr-2010	5368.40	Long	-2.40	0.00	11442.57	7639.58	2.38%	-8.76%	-6.05%	14.16%	-0.62%
06-Apr-2010	5366.00	Short	-8.65	5.37	11433.92	7625.56	0.21%	-10.88%	-8.18%	12.22%	1.48%
07-Apr-2010	5374.65	Long	-70.20	5.37	11363.72	7549.98	-0.88%	-11.64%	-10.09%	12.06%	4.67%
08-Apr-2010	5304.45	Short	-57.30	5.30	11306.42	7487.38	0.32%	-9.84%	-9.70%	10.69%	4.20%
09-Apr-2010	5361.75	Long	-22.05	5.36	11284.37	7459.97	0.86%	-12.12%	-8.22%	8.23%	2.97%
12-Apr-2010	5339.70	Short	16.75	5.34	11301.12	7471.38	2.04%	-10.79%	-6.27%	7.77%	2.52%
13-Apr-2010	5322.95	Short	49.35	0.00	11350.47	7520.73	1.95%	-8.35%	-5.64%	8.25%	-1.57%
15-Apr-2010	5273.60	Short	11.00	0.00	11361.47	7531.73	2.10%	-7.91%	-4.55%	9.44%	-0.45%
16-Apr-2010	5262.60	Short	58.95	0.00	11420.42	7590.68	3.37%	-7.60%	-5.10%	13.17%	0.78%
19-Apr-2010	5203.65	Short	-26.45	0.00	11393.97	7564.23	1.73%	-7.21%	-5.52%	13.73%	-1.77%
20-Apr-2010	5230.10	Long	14.80	5.23	11408.77	7573.80	3.12%	-4.36%	-4.58%	13.78%	2.39%
21-Apr-2010	5244.90	Long	24.45	0.00	11433.22	7598.25	2.70%	-4.09%	-2.28%	14.16%	3.04%
22-Apr-2010	5269.35	Long	34.75	0.00	11467.97	7633.00	3.59%	-1.52%	-3.04%	15.62%	3.49%
23-Apr-2010	5304.10	Long	18.35	0.00	11486.32	7651.35	4.34%	-0.14%	-2.20%	14.47%	3.49%
26-Apr-2010	5322.45	Long	-14.10	0.00	11472.22	7637.25	6.09%	-0.47%	-1.45%	16.90%	5.55%
27-Apr-2010	5308.35	Short	92.90	5.31	11565.12	7724.84	6.65%	-0.25%	2.29%	18.89%	9.46%
28-Apr-2010	5215.45	Short	-38.70	0.00	11526.42	7686.14	7.77%	3.96%	1.97%	21.55%	9.96%
29-Apr-2010	5254.15	Long	23.85	5.25	11550.27	7704.74	6.46%	5.06%	2.00%	22.90%	11.04%
30-Apr-2010	5278.00	Long	-55.25	0.00	11495.02	7649.49	5.36%	6.41%	1.38%	20.02%	10.30%
03-May-2010	5222.75	Short	74.25	5.22	11569.27	7718.51	6.58%	7.91%	3.98%	24.05%	12.68%
04-May-2010	5148.50	Short	23.60	0.00	11592.87	7742.11	7.57%	10.06%	3.06%	25.20%	11.44%
05-May-2010	5124.90	Short	34.05	0.00	11626.92	7776.16	7.55%	10.27%	3.45%	24.73%	12.01%
06-May-2010	5090.85	Short	72.80	0.00	11699.72	7848.96	10.62%	14.47%	5.08%	24.17%	12.12%
07-May-2010	5018.05	Short	-175.55	0.00	11524.17	7673.41	8.10%	8.83%	1.06%	19.79%	7.23%
10-May-2010	5193.60	Long	-57.45	5.19	11466.72	7610.77	7.15%	7.36%	0.88%	14.92%	5.54%
11-May-2010	5136.15	Short	-20.50	5.14	11446.22	7585.13	7.17%	9.82%	2.40%	14.63%	5.62%
12-May-2010	5156.65	Long	22.25	5.16	11468.47	7602.23	7.35%	7.73%	1.26%	16.27%	5.58%
13-May-2010	5178.90	Long	-85.40	0.00	11383.07	7516.83	4.27%	6.69%	-0.29%	15.21%	6.07%
14-May-2010	5093.50	Short	33.60	5.09	11416.67	7545.33	5.07%	6.07%	0.06%	12.04%	7.26%
17-May-2010	5059.90	Short	-6.30	0.00	11410.37	7539.03	5.09%	8.45%	0.99%	12.43%	9.38%
18-May-2010	5066.20	Long	-146.55	5.07	11263.82	7387.42	1.12%	4.66%	-2.00%	7.61%	7.06%
19-May-2010	4919.65	Short	-27.95	4.92	11235.87	7354.55	-0.23%	4.05%	-2.15%	7.86%	7.98%
20-May-2010	4947.60	Long	-16.45	4.95	11219.42	7333.15	0.01%	3.76%	-2.98%	8.50%	8.33%
21-May-2010	4931.15	Short	-12.80	4.93	11206.62	7315.42	-3.46%	2.48%	-2.91%	5.71%	7.14%
24-May-2010	4943.95	Long	-137.20	4.94	11069.42	7173.28	-7.01%	0.77%	-7.52%	0.08%	4.06%
25-May-2010	4806.75	Short	-110.65	4.81	10958.77	7057.82	-9.81%	-2.87%	-11.22%	-0.84%	0.66%
26-May-2010	4917.40	Long	85.70	4.92	11044.47	7138.60	-7.57%	-2.68%	-8.86%	0.30%	0.27%
27-May-2010	5003.10	Long	63.45	0.00	11107.92	7202.05	-5.44%	-0.75%	-6.02%	4.21%	2.13%
28-May-2010	5066.55	Long	19.75	0.00	11127.67	7221.80	-5.50%	0.01%	-4.65%	0.36%	3.68%
31-May-2010	5086.30	Long	-116.10	0.00	11011.57	7105.70	-8.65%	-0.05%	-5.94%	-1.84%	2.54%
01-Jun-2010	4970.20	Short	-49.65	4.97	10961.92	7051.08	-10.03%	-3.15%	-6.23%	-1.04%	-0.48%
02-Jun-2010	5019.85	Long	90.65	5.02	11052.57	7136.71	-7.86%	-2.28%	-6.44%	-3.91%	0.38%
03-Jun-2010	5110.50	Long	25.00	0.00	11077.57	7161.71	-7.48%	-1.09%	-6.97%	0.78%	1.90%
04-Jun-2010	5135.50	Long	-101.50	0.00	10976.07	7060.21	-9.33%	-2.71%	-8.53%	-1.68%	0.26%
07-Jun-2010	5034.00	Short	46.90	5.03	11022.97	7102.08	-7.81%	1.09%	-7.07%	2.70%	3.03%
08-Jun-2010	4987.10	Short	-13.20	0.00	11009.77	7088.88	-7.57%	1.43%	-7.60%	1.14%	1.31%
09-Jun-2010	5000.30	Long	78.30	5.00	11088.07	7162.18	-6.50%	-0.86%	-6.11%	-1.29%	1.34%
10-Jun-2010	5078.60	Long	40.75	0.00	11128.82	7202.93	-5.45%	1.35%	-2.54%	0.48%	1.82%
11-Jun-2010	5119.35	Long	78.35	0.00	11207.17	7281.28	-3.33%	4.22%	-0.91%	-0.12%	4.48%
14-Jun-2010	5197.70	Long	24.65	0.00	11231.82	7305.93	-1.76%	5.86%	0.51%	3.62%	6.58%
15-Jun-2010	5222.35	Long	11.00	0.00	11242.82	7316.93	-1.51%	4.69%	-1.10%	1.54%	7.52%
16-Jun-2010	5233.35	Long	41.50	0.00	11284.32	7358.43	-3.15%	3.29%	-0.81%	-4.54%	10.89%
17-Jun-2010	5274.85	Long	-12.25	0.00	11272.07	7346.18	-4.46%	2.72%	1.44%	-5.87%	10.21%
18-Jun-2010	5262.60	Short	-90.70	5.26	11181.37	7250.21	-6.83%	0.49%	0.49%	-4.66%	5.93%
21-Jun-2010	5353.30	Long	-36.75	5.35	11144.62	7208.11	-10.39%	-0.44%	-0.98%	-5.55%	6.75%
22-Jun-2010	5316.55	Short	-6.60	5.32	11138.02	7196.19	-10.42%	-1.50%	-4.05%	-9.35%	7.59%
23-Jun-2010	5323.15	Long	-2.55	5.32	11135.47	7188.32	-10.74%	-0.32%	-5.05%	-12.46%	5.13%
24-Jun-2010	5320.60	Short	51.55	5.32	11187.02	7234.55	-10.21%	-0.06%	-5.80%	-13.45%	5.04%
25-Jun-2010	5269.05	Short	-64.45	0.00	11122.57	7170.10	-10.22%	-1.60%	-7.07%	-12.01%	5.27%
28-Jun-2010	5333.50	Long	-77.35	5.33	11045.22	7087.42	-9.64%	-3.41%	-7.71%	-15.28%	3.45%
29-Jun-2010	5256.15	Short	-56.35	5.26	10988.87	7025.81	-9.22%	-2.98%	-10.86%	-15.14%	2.75%
30-Jun-2010	5312.50	Long	-61.10	5.31	10927.77	6959.40	-12.66%	-6.04%	-9.84%	-19.48%	2.60%
01-Jul-2010	5251.40	Short	14.30	5.25	10942.07	6968.45	-11.90%	-6.37%	-9.43%	-15.54%	1.35%
02-Jul-2010	5237.10	Short	1.20	0.00	10943.27	6969.65	-11.88%	-6.53%	-9.23%	-17.23%	2.73%
05-Jul-2010	5235.90	Short	-53.15	0.00	10890.12	6916.50	-13.52%	-7.65%	-10.41%	-18.97%	0.31%
06-Jul-2010	5289.05	Long	-47.95	5.29	10842.17	6863.26	-13.72%	-8.77%	-11.97%	-19.99%	-3.66%
07-Jul-2010	5241.10	Short	-55.75	5.24	10786.42	6802.27	-13.59%	-9.61%	-11.46%	-23.56%	-6.41%
08-Jul-2010	5296.85	Long	55.60	5.30	10842.02	6852.57	-11.93%	-6.89%	-11.41%	-23.27%	-6.81%
09-Jul-2010	5352.45	Long	30.55	0.00	10872.57	6883.12	-10.14%	-7.40%	-10.52%	-23.99%	-5.02%
12-Jul-2010	5383.00	Long	17.65	0.00	10890.22	6900.77	-10.75%	-7.16%	-12.06%	-20.92%	-5.76%
13-Jul-2010	5400.65	Long	-14.50	0.00	10875.72	6886.27	-10.50%	-7.60%	-10.23%	-21.34%	-2.69%
14-Jul-2010	5386.15	Short	7.40	5.39	10883.12	6888.28	-11.19%	-8.40%	-13.49%	-20.35%	-4.37%
15-Jul-2010	5378.75	Short	-15.15	0.00	10867.97	6873.13	-11.28%	-7.76%	-13.94%	-18.79%	-7.33%
16-Jul-2010	5393.90	Long	-7.45	5.39	10860.52	6860.29	-11.65%	-7.58%	-13.46%	-18.98%	-3.90%
19-Jul-2010	5386.45	Short	18.45	5.39	10878.97	6873.35	-11.21%	-6.74%	-12.07%	-17.42%	-0.48%
20-Jul-2010	5368.00	Short	-31.35	0.00	10847.62	6842.00	-11.72%	-6.37%	-11.45%	-18.48%	0.69%
21-Jul-2010	5399.35	Long	42.60	5.40	10890.22	6879.20	-12.03%	-6.97%	-11.86%	-17.71%	1.19%
22-Jul-2010	5441.95	Long	7.15	0.00	10897.37	6886.35	-13.54%	-6.78%	-9.31%	-15.02%	2.07%
23-Jul-2010	5449.10	Long	-30.50	0.00	10866.87	6855.85	-15.39%	-8.71%	-8.94%	-14.16%	4.68%
26-Jul-2010	5418.60	Short	-12.00	5.42	10854.87	6838.44	-15.65%	-8.63%	-10.02%	-13.23%	4.36%
27-Jul-2010	5430.60	Long	-33.05	5.43	10821.82	6799.95	-16.08%	-8.46%	-9.27%	-16.51%	5.73%
28-Jul-2010	5397.55	Short	-11.35	5.40	10810.47	6783.21	-17.05%	-8.43%	-21.64%	-16.77%	5.36%
29-Jul-2010	5408.90	Long	-41.30	5.41	10769.17	6736.50	-17.46%	-8.12%	-22.37%	-17.52%	1.18%
30-Jul-2010	5367.60	Short	-64.05	5.37	10705.12	6667.08	-18.52%	-7.36%	-24.65%	-20.01%	-0.93%
02-Aug-2010	5431.65	Long	7.90	5.43	10713.02	6669.55	-18.47%	-8.31%	-25.41%	-20.85%	1.53%
03-Aug-2010	5439.55	Long	28.30	0.00	10741.32	6697.85	-17.99%	-7.60%	-24.34%	-18.69%	-0.55%
04-Aug-2010	5467.85	Long	-20.75	0.00	10720.57	6677.10	-18.13%	-7.24%	-24.50%	-16.97%	-2.15%
05-Aug-2010	5447.10	Short	7.85	5.45	10728.42	6679.50	-16.79%	-7.12%	-26.69%	-17.24%	-3.60%
06-Aug-2010	5439.25	Short	-46.90	0.00	10681.52	6632.60	-18.20%	-8.41%	-24.66%	-17.43%	-8.82%
09-Aug-2010	5486.15	Long	-25.45	5.49	10656.07	6601.67	-18.87%	-9.82%	-26.05%	-19.08%	-8.52%
10-Aug-2010	5460.70	Short	40.10	5.46	10696.17	6636.31	-18.63%	-10.61%	-27.59%	-19.48%	-10.07%
11-Aug-2010	5420.60	Short	4.15	0.00	10700.32	6640.46	-17.63%	-10.46%	-29.21%	-20.65%	-9.69%
12-Aug-2010	5416.45	Short	-35.65	0.00	10664.67	6604.81	-17.83%	-10.55%	-29.80%	-20.12%	-7.65%
13-Aug-2010	5452.10	Long	-33.80	5.45	10630.87	6565.55	-18.98%	-13.38%	-30.14%	-21.71%	-5.98%
16-Aug-2010	5418.30	Short	4.15	5.42	10635.02	6564.28	-19.53%	-13.87%	-31.05%	-21.49%	-6.32%
17-Aug-2010	5414.15	Short	-65.00	0.00	10570.02	6499.28	-21.13%	-16.48%	-32.53%	-21.28%	-9.01%
18-Aug-2010	5479.15	Long	61.05	5.48	10631.07	6554.86	-19.12%	-15.98%	-28.27%	-20.20%	-7.56%
19-Aug-2010	5540.20	Long	-9.55	0.00	10621.52	6545.31	-19.23%	-18.64%	-25.86%	-21.50%	-5.63%
20-Aug-2010	5530.65	Short	-12.85	5.53	10608.67	6526.93	-18.85%	-16.35%	-28.04%	-21.71%	-6.15%
23-Aug-2010	5543.50	Long	-38.40	5.54	10570.27	6482.98	-20.91%	-18.01%	-28.46%	-25.87%	-7.04%
24-Aug-2010	5505.10	Short	42.75	5.51	10613.02	6520.23	-20.33%	-18.01%	-28.88%	-26.23%	-6.52%
25-Aug-2010	5462.35	Short	-15.55	0.00	10597.47	6504.68	-20.52%	-20.31%	-31.21%	-28.55%	-8.52%
26-Aug-2010	5477.90	Long	-69.20	5.48	10528.27	6430.00	-20.45%	-21.31%	-31.87%	-30.35%	-8.61%
27-Aug-2010	5408.70	Short	-6.75	5.41	10521.52	6417.84	-19.77%	-19.46%	-29.43%	-29.29%	-9.29%
30-Aug-2010	5415.45	Long	-13.05	5.42	10508.47	6399.37	-19.58%	-18.73%	-31.59%	-27.72%	-11.44%
31-Aug-2010	5402.40	Short	-69.45	5.40	10439.02	6324.52	-21.23%	-19.22%	-31.90%	-27.43%	-13.55%
01-Sep-2010	5471.85	Long	14.30	5.47	10453.32	6333.35	-21.70%	-19.80%	-29.82%	-27.19%	-13.67%
02-Sep-2010	5486.15	Long	-6.75	0.00	10446.57	6326.60	-21.97%	-19.95%	-29.57%	-26.34%	-12.89%
03-Sep-2010	5479.40	Short	-97.55	5.48	10349.02	6223.57	-24.95%	-21.72%	-32.25%	-29.85%	-12.30%
06-Sep-2010	5576.95	Long	27.05	5.58	10376.07	6245.04	-23.65%	-22.04%	-30.39%	-28.81%	-10.84%
07-Sep-2010	5604.00	Long	3.85	0.00	10379.92	6248.89	-23.64%	-20.73%	-27.71%	-27.92%	-10.78%
08-Sep-2010	5607.85	Long	32.20	0.00	10412.12	6281.09	-23.49%	-20.96%	-27.31%	-25.62%	-10.24%
09-Sep-2010	5640.05	Long	119.95	0.00	10532.07	6401.04	-21.84%	-18.49%	-23.26%	-24.69%	-7.25%
13-Sep-2010	5760.00	Long	35.55	0.00	10567.62	6436.59	-21.09%	-17.09%	-21.22%	-23.11%	-7.76%
14-Sep-2010	5795.55	Long	65.40	0.00	10633.02	6501.99	-19.59%	-14.00%	-20.02%	-20.92%	-4.07%
15-Sep-2010	5860.95	Long	-32.25	0.00	10600.77	6469.74	-21.41%	-15.40%	-21.64%	-19.34%	-4.31%
16-Sep-2010	5828.70	Short	-56.25	5.83	10544.52	6407.67	-21.93%	-14.99%	-18.39%	-20.17%	-2.65%
17-Sep-2010	5884.95	Long	95.50	5.88	10640.02	6497.28	-20.52%	-14.75%	-16.00%	-18.73%	-0.07%
20-Sep-2010	5980.45	Long	28.60	0.00	10668.62	6525.88	-18.79%	-14.06%	-13.13%	-17.57%	-1.12%
21-Sep-2010	6009.05	Long	-18.05	0.00	10650.57	6507.83	-20.15%	-14.43%	-13.27%	-16.69%	0.75%
22-Sep-2010	5991.00	Short	31.45	5.99	10682.02	6533.29	-20.18%	-13.67%	-11.53%	-17.55%	1.48%
23-Sep-2010	5959.55	Short	-58.75	0.00	10623.27	6474.54	-21.84%	-15.35%	-13.01%	-18.87%	-0.57%
24-Sep-2010	6018.30	Long	17.35	6.02	10640.62	6485.87	-22.65%	-13.66%	-10.41%	-18.35%	-2.20%
27-Sep-2010	6035.65	Long	-6.15	0.00	10634.47	6479.72	-19.78%	-13.04%	-12.44%	-18.90%	-3.32%
28-Sep-2010	6029.50	Short	38.20	6.03	10672.67	6511.89	-18.23%	-12.06%	-11.88%	-17.46%	-5.37%
29-Sep-2010	5991.30	Short	-38.65	0.00	10634.02	6473.24	-18.56%	-12.41%	-10.14%	-16.50%	-6.02%
30-Sep-2010	6029.95	Long	113.45	6.03	10747.47	6580.66	-16.94%	-10.66%	-10.33%	-15.86%	-3.03%
01-Oct-2010	6143.40	Long	16.05	0.00	10763.52	6596.71	-14.98%	-11.38%	-9.34%	-15.22%	-2.16%
04-Oct-2010	6159.45	Long	-13.65	0.00	10749.87	6583.06	-15.62%	-11.43%	-10.60%	-15.57%	-5.67%
05-Oct-2010	6145.80	Short	-40.65	6.15	10709.22	6536.27	-16.32%	-12.13%	-9.36%	-15.50%	-6.08%
06-Oct-2010	6186.45	Long	-66.15	6.19	10643.07	6463.93	-14.93%	-14.01%	-11.12%	-16.57%	-8.70%
07-Oct-2010	6120.30	Short	16.85	6.12	10659.92	6474.66	-14.38%	-14.56%	-11.12%	-16.11%	-8.06%
08-Oct-2010	6103.45	Short	-32.40	0.00	10627.52	6442.26	-14.60%	-14.58%	-11.55%	-17.01%	-7.71%
11-Oct-2010	6135.85	Long	-44.95	6.14	10582.57	6391.17	-15.06%	-17.85%	-13.07%	-17.40%	-10.48%
12-Oct-2010	6090.90	Short	-143.00	6.09	10439.57	6242.08	-15.29%	-20.98%	-14.66%	-21.39%	-15.22%
13-Oct-2010	6233.90	Long	-56.55	6.23	10383.02	6179.30	-14.09%	-21.66%	-16.30%	-22.75%	-14.74%
14-Oct-2010	6177.35	Short	114.70	6.18	10497.72	6287.82	-13.77%	-19.80%	-15.91%	-20.83%	-13.53%
15-Oct-2010	6062.65	Short	-13.30	0.00	10484.42	6274.52	-15.30%	-19.79%	-15.92%	-20.27%	-11.82%
18-Oct-2010	6075.95	Long	-48.65	6.08	10435.77	6219.79	-16.49%	-21.07%	-16.48%	-20.37%	-16.19%
19-Oct-2010	6027.30	Short	45.20	6.03	10480.97	6258.97	-14.05%	-21.35%	-14.09%	-19.06%	-15.60%
20-Oct-2010	5982.10	Short	-119.40	0.00	10361.57	6139.57	-15.24%	-23.57%	-17.85%	-20.41%	-16.10%
21-Oct-2010	6101.50	Long	-35.45	6.10	10326.12	6098.02	-17.02%	-23.49%	-18.90%	-22.32%	-20.24%
22-Oct-2010	6066.05	Short	-39.75	6.07	10286.37	6052.20	-18.29%	-24.60%	-19.21%	-24.16%	-17.64%
25-Oct-2010	6105.80	Long	-23.80	6.11	10262.57	6022.29	-17.00%	-24.85%	-19.28%	-24.17%	-18.41%
26-Oct-2010	6082.00	Short	69.35	6.08	10331.92	6085.56	-16.71%	-23.18%	-15.81%	-22.57%	-14.48%
27-Oct-2010	6012.65	Short	24.95	0.00	10356.87	6110.51	-16.27%	-22.55%	-15.09%	-22.57%	-15.33%
28-Oct-2010	5987.70	Short	-30.00	0.00	10326.87	6080.51	-18.06%	-23.49%	-18.79%	-23.17%	-19.15%
29-Oct-2010	6017.70	Long	99.85	6.02	10426.72	6174.34	-17.09%	-21.69%	-15.95%	-19.24%	-16.69%
01-Nov-2010	6117.55	Long	1.45	0.00	10428.17	6175.79	-18.07%	-20.86%	-14.54%	-18.83%	-18.17%
02-Nov-2010	6119.00	Long	41.50	0.00	10469.67	6217.29	-17.79%	-19.28%	-12.81%	-17.36%	-14.72%
03-Nov-2010	6160.50	Long	121.30	0.00	10590.97	6338.59	-15.88%	-17.16%	-11.91%	-16.81%	-14.58%
04-Nov-2010	6281.80	Long	30.65	0.00	10621.62	6369.24	-15.75%	-18.37%	-13.01%	-16.42%	-19.53%
05-Nov-2010	6312.45	Long	-39.25	0.00	10582.37	6329.99	-16.10%	-19.83%	-13.83%	-14.89%	-21.00%
08-Nov-2010	6273.20	Short	-28.35	6.27	10554.02	6295.37	-15.22%	-20.95%	-14.81%	-14.81%	-19.13%
09-Nov-2010	6301.55	Long	-25.85	6.30	10528.17	6263.22	-14.99%	-23.82%	-15.37%	-15.83%	-19.71%
10-Nov-2010	6275.70	Short	81.45	6.28	10609.62	6338.39	-13.67%	-22.50%	-14.94%	-17.10%	-21.59%
11-Nov-2010	6194.25	Short	122.60	0.00	10732.22	6460.99	-11.74%	-20.98%	-12.02%	-16.08%	-22.45%
12-Nov-2010	6071.65	Short	-49.95	0.00	10682.27	6411.04	-13.56%	-22.51%	-13.61%	-18.65%	-25.35%
15-Nov-2010	6121.60	Long	-132.90	6.12	10549.37	6272.02	-14.67%	-23.46%	-16.05%	-20.75%	-25.01%
16-Nov-2010	5988.70	Short	-10.10	5.99	10539.27	6255.93	-13.88%	-22.47%	-16.92%	-20.75%	-27.49%
18-Nov-2010	5998.80	Long	-108.50	6.00	10430.77	6141.43	-14.74%	-22.82%	-17.36%	-24.26%	-28.01%
19-Nov-2010	5890.30	Short	-119.70	5.89	10311.07	6015.84	-16.02%	-27.44%	-21.47%	-24.89%	-33.58%
22-Nov-2010	6010.00	Long	-75.25	6.01	10235.82	5934.58	-17.20%	-27.60%	-22.76%	-25.44%	-30.78%
23-Nov-2010	5934.75	Short	69.00	5.93	10304.82	5997.65	-16.38%	-26.86%	-22.14%	-24.52%	-31.58%
24-Nov-2010	5865.75	Short	66.00	0.00	10370.82	6063.65	-14.54%	-26.60%	-21.36%	-23.83%	-31.47%
25-Nov-2010	5799.75	Short	47.80	0.00	10418.62	6111.45	-12.96%	-25.47%	-20.96%	-23.88%	-31.19%
26-Nov-2010	5751.95	Short	-78.05	0.00	10340.57	6033.40	-13.37%	-25.75%	-22.13%	-23.81%	-34.83%
29-Nov-2010	5830.00	Long	32.70	5.83	10373.27	6060.27	-13.59%	-24.43%	-19.85%	-23.95%	-34.73%
30-Nov-2010	5862.70	Long	98.20	0.00	10471.47	6158.47	-12.36%	-21.62%	-19.12%	-21.96%	-34.26%
01-Dec-2010	5960.90	Long	50.80	0.00	10522.27	6209.27	-11.60%	-21.31%	-18.07%	-22.49%	-30.49%
02-Dec-2010	6011.70	Long	-18.90	0.00	10503.37	6190.37	-11.58%	-21.01%	-18.40%	-20.76%	-30.75%
03-Dec-2010	5992.80	Short	0.55	5.99	10503.92	6184.93	-11.74%	-21.80%	-19.29%	-23.87%	-30.03%
06-Dec-2010	5992.25	Short	15.70	0.00	10519.62	6200.63	-11.22%	-21.34%	-18.19%	-23.74%	-28.09%
07-Dec-2010	5976.55	Short	72.85	0.00	10592.47	6273.48	-9.82%	-20.33%	-16.66%	-21.96%	-26.94%
08-Dec-2010	5903.70	Short	137.20	0.00	10729.67	6410.68	-7.84%	-18.06%	-13.99%	-18.85%	-23.73%
09-Dec-2010	5766.50	Short	-90.85	0.00	10638.82	6319.83	-9.06%	-19.96%	-14.98%	-19.72%	-26.26%
10-Dec-2010	5857.35	Long	50.30	5.86	10689.12	6364.27	-8.79%	-19.88%	-15.22%	-19.72%	-25.12%
13-Dec-2010	5907.65	Long	36.45	0.00	10725.57	6400.72	-8.22%	-20.70%	-14.46%	-16.79%	-22.06%
14-Dec-2010	5944.10	Long	-51.80	0.00	10673.77	6348.92	-8.53%	-22.64%	-16.51%	-16.73%	-21.51%
15-Dec-2010	5892.30	Short	-56.45	5.89	10617.32	6286.58	-9.37%	-23.76%	-17.30%	-18.58%	-21.53%
16-Dec-2010	5948.75	Long	-1.70	5.95	10615.62	6278.93	-8.76%	-23.44%	-16.48%	-17.22%	-23.83%
20-Dec-2010	5947.05	Short	-53.60	5.95	10562.02	6219.38	-9.48%	-24.95%	-17.13%	-29.12%	-24.70%
21-Dec-2010	6000.65	Long	-16.25	6.00	10545.77	6197.13	-8.99%	-24.73%	-16.31%	-29.15%	-24.78%
22-Dec-2010	5984.40	Short	4.40	5.98	10550.17	6195.55	-7.88%	-24.49%	-14.48%	-29.99%	-25.83%
23-Dec-2010	5980.00	Short	-31.60	0.00	10518.57	6163.95	-8.45%	-25.23%	-16.00%	-31.53%	-27.39%
24-Dec-2010	6011.60	Long	-13.50	6.01	10505.07	6144.44	-9.21%	-25.49%	-16.09%	-31.23%	-26.12%
27-Dec-2010	5998.10	Short	2.10	6.00	10507.17	6140.54	-8.95%	-25.47%	-15.55%	-31.28%	-24.42%
28-Dec-2010	5996.00	Short	-64.35	0.00	10442.82	6076.19	-10.06%	-25.32%	-16.53%	-34.31%	-25.73%
29-Dec-2010	6060.35	Long	41.50	6.06	10484.32	6111.63	-8.60%	-24.93%	-16.14%	-30.73%	-24.24%
30-Dec-2010	6101.85	Long	32.65	0.00	10516.97	6144.28	-7.50%	-24.46%	-16.33%	-30.92%	-24.65%
31-Dec-2010	6134.50	Long	23.10	0.00	10540.07	6167.38	-7.64%	-24.23%	-17.09%	-32.20%	-24.98%
03-Jan-2011	6157.60	Long	-11.25	0.00	10528.82	6156.13	-7.87%	-23.38%	-17.07%	-33.58%	-26.04%
04-Jan-2011	6146.35	Short	66.55	6.15	10595.37	6216.53	-6.32%	-22.03%	-15.61%	-32.58%	-24.05%
05-Jan-2011	6079.80	Short	31.55	0.00	10626.92	6248.08	-5.22%	-22.25%	-17.22%	-32.25%	-24.69%
06-Jan-2011	6048.25	Short	143.65	0.00	10770.57	6391.73	-2.85%	-20.34%	-15.28%	-30.67%	-22.10%
07-Jan-2011	5904.60	Short	141.75	0.00	10912.32	6533.48	0.58%	-18.79%	-14.53%	-29.25%	-18.93%
10-Jan-2011	5762.85	Short	8.75	0.00	10921.07	6542.23	-0.22%	-18.40%	-15.41%	-27.10%	-19.43%
11-Jan-2011	5754.10	Short	-109.15	0.00	10811.92	6433.08	-1.95%	-20.47%	-19.90%	-26.85%	-22.65%
12-Jan-2011	5863.25	Long	-111.35	5.86	10700.57	6315.87	-3.60%	-21.38%	-19.02%	-30.05%	-24.08%
13-Jan-2011	5751.90	Short	97.35	5.75	10797.92	6407.47	-1.31%	-21.46%	-18.67%	-28.74%	-26.24%
14-Jan-2011	5654.55	Short	-0.20	0.00	10797.72	6407.27	-2.00%	-21.79%	-19.53%	-30.11%	-27.54%
17-Jan-2011	5654.75	Long	69.30	5.65	10867.02	6470.91	-0.60%	-20.42%	-20.22%	-30.75%	-28.18%
18-Jan-2011	5724.05	Long	-33.00	0.00	10834.02	6437.91	0.14%	-19.43%	-20.26%	-30.36%	-28.91%
19-Jan-2011	5691.05	Short	-20.55	5.69	10813.47	6411.67	-0.11%	-18.90%	-18.60%	-28.08%	-27.95%
20-Jan-2011	5711.60	Long	-15.10	5.71	10798.37	6390.86	-0.15%	-18.72%	-17.91%	-30.10%	-26.43%
21-Jan-2011	5696.50	Short	-46.75	5.70	10751.62	6338.41	0.24%	-19.89%	-17.98%	-30.01%	-25.77%
24-Jan-2011	5743.25	Long	-55.85	5.74	10695.77	6276.82	-0.98%	-21.66%	-19.85%	-29.39%	-26.89%
25-Jan-2011	5687.40	Short	83.10	5.69	10778.87	6354.23	0.49%	-20.70%	-18.76%	-28.04%	-24.92%
27-Jan-2011	5604.30	Short	92.15	0.00	10871.02	6446.38	3.98%	-20.42%	-17.26%	-27.56%	-25.21%
28-Jan-2011	5512.15	Short	6.25	0.00	10877.27	6452.63	3.77%	-20.17%	-18.53%	-26.98%	-25.38%
31-Jan-2011	5505.90	Short	88.70	0.00	10965.97	6541.33	5.31%	-18.75%	-15.79%	-22.89%	-23.11%
01-Feb-2011	5417.20	Short	-14.80	0.00	10951.17	6526.53	4.53%	-19.78%	-17.17%	-23.74%	-22.00%
02-Feb-2011	5432.00	Long	94.75	5.43	11045.92	6615.85	3.95%	-18.73%	-15.24%	-20.20%	-21.68%
03-Feb-2011	5526.75	Long	-131.00	0.00	10914.92	6484.85	0.87%	-21.11%	-16.94%	-21.24%	-23.22%
04-Feb-2011	5395.75	Short	-0.25	5.40	10914.67	6479.20	-0.42%	-21.46%	-15.46%	-21.93%	-22.89%
07-Feb-2011	5396.00	Long	-83.45	5.40	10831.22	6390.36	-1.47%	-24.73%	-18.19%	-24.97%	-22.48%
08-Feb-2011	5312.55	Short	59.00	5.31	10890.22	6444.04	0.68%	-23.38%	-15.76%	-19.49%	-21.44%
09-Feb-2011	5253.55	Short	27.75	0.00	10917.97	6471.79	-0.49%	-23.47%	-17.01%	-18.41%	-21.47%
10-Feb-2011	5225.80	Short	-84.20	0.00	10833.77	6387.59	-2.65%	-24.15%	-18.73%	-17.68%	-22.75%
11-Feb-2011	5310.00	Long	146.00	5.31	10979.77	6528.28	0.39%	-22.41%	-15.95%	-14.63%	-18.50%
14-Feb-2011	5456.00	Long	25.00	0.00	11004.77	6553.28	0.37%	-21.79%	-14.64%	-12.29%	-18.90%
15-Feb-2011	5481.00	Long	0.70	0.00	11005.47	6553.98	1.45%	-22.30%	-15.24%	-12.70%	-19.07%
16-Feb-2011	5481.70	Long	64.75	0.00	11070.22	6618.73	2.42%	-22.44%	-12.58%	-9.01%	-17.73%
17-Feb-2011	5546.45	Long	-87.50	0.00	10982.72	6531.23	0.93%	-20.59%	-13.27%	-12.61%	-19.63%
18-Feb-2011	5458.95	Short	-59.65	5.46	10923.07	6466.13	-0.84%	-20.97%	-14.16%	-13.96%	-20.13%
21-Feb-2011	5518.60	Long	-49.40	5.52	10873.67	6411.21	-1.12%	-21.27%	-14.60%	-12.13%	-19.04%
22-Feb-2011	5469.20	Short	31.85	5.47	10905.52	6437.59	-2.62%	-21.29%	-14.37%	-14.01%	-20.11%
23-Feb-2011	5437.35	Short	174.65	0.00	11080.17	6612.24	0.29%	-16.64%	-12.57%	-10.27%	-16.91%
24-Feb-2011	5262.70	Short	-40.85	0.00	11039.32	6571.39	-0.22%	-18.51%	-13.60%	-12.63%	-18.44%
25-Feb-2011	5303.55	Long	29.70	5.30	11069.02	6595.78	1.12%	-17.79%	-12.93%	-9.72%	-16.84%
28-Feb-2011	5333.25	Long	189.05	0.00	11258.07	6784.83	6.02%	-11.30%	-10.23%	-6.88%	-13.20%
01-Mar-2011	5522.30	Long	13.90	0.00	11271.97	6798.73	5.87%	-10.06%	-10.27%	-6.46%	-11.98%
03-Mar-2011	5536.20	Long	2.55	0.00	11274.52	6801.28	6.49%	-9.61%	-9.59%	-6.25%	-12.27%
04-Mar-2011	5538.75	Long	-75.60	0.00	11198.92	6725.68	6.04%	-10.65%	-13.73%	-8.44%	-13.23%
07-Mar-2011	5463.15	Short	-57.65	5.46	11141.27	6662.57	7.70%	-9.35%	-15.69%	-8.65%	-16.15%
08-Mar-2011	5520.80	Long	10.20	5.52	11151.47	6667.25	8.84%	-7.07%	-15.62%	-9.57%	-16.84%
09-Mar-2011	5531.00	Long	-36.60	0.00	11114.87	6630.65	6.20%	-9.18%	-15.92%	-11.57%	-17.06%
10-Mar-2011	5494.40	Short	48.95	5.49	11163.82	6674.11	7.27%	-9.61%	-14.56%	-10.29%	-15.09%
11-Mar-2011	5445.45	Short	-86.05	0.00	11077.77	6588.06	6.76%	-11.64%	-16.75%	-11.63%	-15.96%
14-Mar-2011	5531.50	Long	-81.85	5.53	10995.92	6500.67	4.37%	-10.94%	-18.90%	-10.98%	-16.40%
15-Mar-2011	5449.65	Short	-61.50	5.45	10934.42	6433.72	5.40%	-11.33%	-20.48%	-14.20%	-17.01%
16-Mar-2011	5511.15	Long	-64.50	5.51	10869.92	6363.71	4.82%	-14.03%	-21.18%	-16.10%	-19.89%
17-Mar-2011	5446.65	Short	72.95	5.45	10942.87	6431.22	6.96%	-13.41%	-20.43%	-14.44%	-19.95%
18-Mar-2011	5373.70	Short	8.95	0.00	10951.82	6440.17	7.78%	-11.54%	-20.46%	-14.13%	-19.69%
21-Mar-2011	5364.75	Short	-49.10	0.00	10902.72	6391.07	5.69%	-13.25%	-20.58%	-12.23%	-19.89%
22-Mar-2011	5413.85	Long	66.40	5.41	10969.12	6452.05	6.31%	-11.76%	-18.74%	-10.45%	-18.76%
23-Mar-2011	5480.25	Long	42.15	0.00	11011.27	6494.20	7.55%	-12.19%	-18.12%	-12.98%	-17.76%
24-Mar-2011	5522.40	Long	131.85	0.00	11143.12	6626.05	8.18%	-10.45%	-15.46%	-9.20%	-12.78%
25-Mar-2011	5654.25	Long	33.00	0.00	11176.12	6659.05	8.55%	-11.00%	-14.02%	-7.18%	-11.83%
28-Mar-2011	5687.25	Long	49.10	0.00	11225.22	6708.15	8.63%	-10.51%	-12.12%	-5.15%	-10.04%
29-Mar-2011	5736.35	Long	51.30	0.00	11276.52	6759.45	7.34%	-9.72%	-11.10%	-5.45%	-10.72%
30-Mar-2011	5787.65	Long	46.10	0.00	11322.62	6805.55	7.54%	-9.55%	-12.40%	-6.58%	-10.28%
31-Mar-2011	5833.75	Long	-7.70	0.00	11314.92	6797.85	8.02%	-9.40%	-13.43%	-6.94%	-8.10%
01-Apr-2011	5826.05	Short	-82.40	5.83	11232.52	6709.63	7.11%	-9.28%	-15.45%	-8.83%	-8.83%
04-Apr-2011	5908.45	Long	1.60	5.91	11234.12	6705.32	7.48%	-8.51%	-17.93%	-8.91%	-9.40%
05-Apr-2011	5910.05	Long	-18.30	0.00	11215.82	6687.02	5.90%	-8.62%	-17.99%	-9.96%	-12.26%
06-Apr-2011	5891.75	Short	6.05	5.89	11221.87	6687.18	3.84%	-8.51%	-18.21%	-8.80%	-13.07%
07-Apr-2011	5885.70	Short	43.70	0.00	11265.57	6730.88	5.43%	-8.56%	-17.79%	-8.61%	-13.80%
08-Apr-2011	5842.00	Short	56.30	0.00	11321.87	6787.18	8.82%	-6.55%	-15.77%	-8.00%	-12.93%
11-Apr-2011	5785.70	Short	-125.80	0.00	11196.07	6661.38	7.01%	-7.36%	-16.25%	-10.51%	-14.47%
13-Apr-2011	5911.50	Long	-86.95	5.91	11109.12	6568.52	7.22%	-7.74%	-15.93%	-10.39%	-17.39%
15-Apr-2011	5824.55	Short	95.45	5.82	11204.57	6658.14	11.03%	-5.17%	-16.72%	-10.68%	-14.15%
18-Apr-2011	5729.10	Short	-11.65	0.00	11192.92	6646.49	12.43%	-5.62%	-16.53%	-11.45%	-14.27%
19-Apr-2011	5740.75	Long	110.90	5.74	11303.82	6751.65	13.13%	-3.80%	-14.64%	-9.76%	-12.22%
20-Apr-2011	5851.65	Long	33.05	0.00	11336.87	6784.70	12.32%	-2.25%	-14.35%	-9.09%	-11.57%
21-Apr-2011	5884.70	Long	-10.20	0.00	11326.67	6774.50	11.27%	-1.51%	-13.84%	-9.39%	-12.27%
25-Apr-2011	5874.50	Short	6.10	5.87	11332.77	6774.73	12.62%	-0.47%	-12.59%	-9.04%	-10.70%
26-Apr-2011	5868.40	Short	34.50	0.00	11367.27	6809.23	12.76%	-0.74%	-11.51%	-6.96%	-11.03%
27-Apr-2011	5833.90	Short	48.45	0.00	11415.72	6857.68	11.99%	-0.44%	-9.74%	-7.22%	-10.08%
28-Apr-2011	5785.45	Short	35.95	0.00	11451.67	6893.63	11.83%	-0.12%	-10.13%	-6.79%	-11.35%
29-Apr-2011	5749.50	Short	48.20	0.00	11499.87	6941.83	13.07%	0.97%	-8.89%	-6.17%	-8.64%
02-May-2011	5701.30	Short	136.05	0.00	11635.92	7077.88	15.66%	3.33%	-7.25%	-4.61%	-9.42%
03-May-2011	5565.25	Short	28.10	0.00	11664.02	7105.98	16.27%	4.18%	-6.71%	-3.32%	-9.29%
04-May-2011	5537.15	Short	77.30	0.00	11741.32	7183.28	16.43%	5.83%	-5.51%	-1.55%	-7.28%
05-May-2011	5459.85	Short	-91.60	0.00	11649.72	7091.68	12.47%	4.00%	-7.06%	-2.65%	-7.91%
06-May-2011	5551.45	Long	-0.35	5.55	11649.37	7085.77	13.80%	4.39%	-6.94%	-1.76%	-6.68%
09-May-2011	5551.10	Short	9.85	5.55	11659.22	7090.07	13.07%	3.80%	-7.90%	-2.99%	-7.73%
10-May-2011	5541.25	Short	-23.80	0.00	11635.42	7066.27	12.01%	3.25%	-10.05%	-3.41%	-5.89%
11-May-2011	5565.05	Long	-78.90	5.57	11556.52	6981.81	11.37%	2.26%	-12.81%	-6.26%	-6.50%
12-May-2011	5486.15	Short	-58.60	5.49	11497.92	6917.72	11.50%	1.45%	-14.02%	-7.08%	-8.45%
13-May-2011	5544.75	Long	-45.75	5.54	11452.17	6866.43	10.60%	1.20%	-14.55%	-7.09%	-7.88%
16-May-2011	5499.00	Short	60.05	5.50	11512.22	6920.98	12.76%	2.51%	-14.23%	-5.76%	-18.73%
17-May-2011	5438.95	Short	18.35	0.00	11530.57	6939.33	13.65%	3.73%	-13.63%	-4.35%	-18.52%
18-May-2011	5420.60	Short	-7.50	0.00	11523.07	6931.83	13.58%	4.88%	-13.45%	-2.40%	-19.53%
19-May-2011	5428.10	Long	58.25	5.43	11581.32	6984.65	15.12%	5.80%	-12.68%	-2.51%	-19.62%
20-May-2011	5486.35	Long	-99.80	0.00	11481.52	6884.85	13.50%	3.41%	-14.43%	-4.13%	-20.73%
23-May-2011	5386.55	Short	-8.30	5.39	11473.22	6871.16	13.56%	3.60%	-14.80%	-3.75%	-21.27%
24-May-2011	5394.85	Long	-45.90	5.39	11427.32	6819.87	13.79%	2.60%	-14.35%	-4.59%	-24.35%
25-May-2011	5348.95	Short	-63.40	5.35	11363.92	6751.12	11.96%	2.22%	-16.30%	-6.33%	-22.86%
26-May-2011	5412.35	Long	63.75	5.41	11427.67	6809.46	12.29%	3.84%	-15.29%	-6.12%	-22.57%
27-May-2011	5476.10	Long	-3.00	0.00	11424.67	6806.46	11.67%	3.11%	-15.47%	-7.47%	-24.40%
30-May-2011	5473.10	Short	-87.05	5.47	11337.62	6713.93	10.19%	1.34%	-16.12%	-9.01%	-27.58%
31-May-2011	5560.15	Long	31.85	5.56	11369.47	6740.22	9.42%	2.44%	-14.94%	-7.84%	-26.60%
01-Jun-2011	5592.00	Long	-41.65	0.00	11327.82	6698.57	8.06%	2.38%	-16.13%	-10.67%	-27.01%
02-Jun-2011	5550.35	Short	33.60	5.55	11361.42	6726.62	6.03%	2.92%	-16.14%	-10.62%	-27.38%
03-Jun-2011	5516.75	Short	-15.30	0.00	11346.12	6711.32	3.22%	3.84%	-16.89%	-12.33%	-28.08%
06-Jun-2011	5532.05	Long	24.10	5.53	11370.22	6729.89	3.39%	3.16%	-15.78%	-12.66%	-24.83%
07-Jun-2011	5556.15	Long	-29.30	0.00	11340.92	6700.59	4.81%	2.79%	-16.38%	-15.79%	-22.99%
08-Jun-2011	5526.85	Short	5.80	5.53	11346.72	6700.86	6.97%	3.15%	-15.71%	-13.21%	-24.92%
09-Jun-2011	5521.05	Short	35.25	0.00	11381.97	6736.11	5.95%	4.58%	-16.41%	-13.50%	-23.99%
10-Jun-2011	5485.80	Short	3.00	0.00	11384.97	6739.11	6.05%	3.99%	-16.41%	-14.09%	-24.99%
13-Jun-2011	5482.80	Short	-17.70	0.00	11367.27	6721.41	4.57%	3.95%	-16.49%	-16.28%	-27.14%
14-Jun-2011	5500.50	Long	-53.00	5.50	11314.27	6662.91	4.09%	4.23%	-16.13%	-16.99%	-27.50%
15-Jun-2011	5447.50	Short	50.75	5.45	11365.02	6708.22	5.44%	5.33%	-14.30%	-13.99%	-23.89%
16-Jun-2011	5396.75	Short	30.35	0.00	11395.37	6738.57	6.44%	6.29%	-13.37%	-12.51%	-25.41%
17-Jun-2011	5366.40	Short	108.50	0.00	11503.87	6847.07	9.48%	9.74%	-11.63%	-9.61%	-22.37%
20-Jun-2011	5257.90	Short	-17.95	0.00	11485.92	6829.12	10.50%	9.43%	-13.15%	-11.18%	-21.60%
21-Jun-2011	5275.85	Long	2.45	5.28	11488.37	6826.29	8.95%	9.47%	-13.37%	-11.27%	-21.28%
22-Jun-2011	5278.30	Long	41.70	0.00	11530.07	6867.99	7.99%	12.21%	-13.69%	-10.33%	-21.27%
23-Jun-2011	5320.00	Long	151.25	0.00	11681.32	7019.24	10.65%	14.55%	-10.24%	-8.55%	-17.30%
24-Jun-2011	5471.25	Long	55.35	0.00	11736.67	7074.59	9.75%	15.09%	-9.12%	-6.14%	-13.29%
27-Jun-2011	5526.60	Long	18.70	0.00	11755.37	7093.29	10.26%	14.70%	-9.14%	-6.58%	-13.02%
28-Jun-2011	5545.30	Long	55.15	0.00	11810.52	7148.44	9.60%	13.48%	-8.74%	-5.32%	-10.18%
29-Jun-2011	5600.45	Long	46.95	0.00	11857.47	7195.39	12.69%	13.55%	-8.14%	-4.03%	-8.28%
30-Jun-2011	5647.40	Long	-20.20	0.00	11837.27	7175.19	12.32%	11.92%	-8.18%	-2.44%	-8.63%
01-Jul-2011	5627.20	Short	-23.30	5.63	11813.97	7146.26	13.43%	12.02%	-10.28%	-4.01%	-10.51%
04-Jul-2011	5650.50	Long	-18.40	5.65	11795.57	7122.21	12.00%	12.65%	-9.98%	-2.81%	-6.32%
05-Jul-2011	5632.10	Short	6.65	5.63	11802.22	7123.23	11.57%	11.11%	-10.32%	-4.30%	-5.60%
06-Jul-2011	5625.45	Short	-103.50	0.00	11698.72	7019.73	11.24%	8.78%	-11.19%	-6.17%	-5.18%
07-Jul-2011	5728.95	Long	-68.30	5.73	11630.42	6945.70	7.29%	7.64%	-13.49%	-7.49%	-6.27%
08-Jul-2011	5660.65	Short	44.55	5.66	11674.97	6984.59	7.62%	7.97%	-13.38%	-6.50%	-4.23%
11-Jul-2011	5616.10	Short	89.95	0.00	11764.92	7074.54	9.27%	10.68%	-12.49%	-5.61%	-3.12%
12-Jul-2011	5526.15	Short	-59.30	0.00	11705.62	7015.24	7.18%	9.58%	-15.09%	-5.30%	-1.76%
13-Jul-2011	5585.45	Long	14.35	5.59	11719.97	7024.01	8.82%	9.74%	-11.63%	-4.35%	-3.70%
14-Jul-2011	5599.80	Long	-18.70	0.00	11701.27	7005.31	9.63%	8.81%	-10.81%	-4.18%	-3.98%
15-Jul-2011	5581.10	Short	14.05	5.58	11715.32	7013.77	10.80%	9.69%	-10.24%	-3.64%	-1.20%
18-Jul-2011	5567.05	Short	-46.50	0.00	11668.82	6967.27	9.51%	6.94%	-11.41%	-4.60%	-4.24%
19-Jul-2011	5613.55	Long	-46.50	5.61	11622.32	6915.16	5.40%	5.67%	-10.72%	-6.78%	-4.55%
20-Jul-2011	5567.05	Short	25.45	5.57	11647.77	6935.04	6.53%	6.32%	-10.96%	-6.32%	-5.41%
21-Jul-2011	5541.60	Short	-92.35	0.00	11555.42	6842.69	4.46%	5.53%	-12.57%	-7.92%	-4.85%
22-Jul-2011	5633.95	Long	46.35	5.63	11601.77	6883.41	1.75%	7.45%	-8.95%	-7.94%	-4.76%
25-Jul-2011	5680.30	Long	-105.45	0.00	11496.32	6777.96	-0.37%	5.34%	-10.15%	-10.35%	-6.64%
26-Jul-2011	5574.85	Short	28.05	5.57	11524.37	6800.44	-0.02%	6.42%	-9.56%	-9.54%	-6.22%
27-Jul-2011	5546.80	Short	59.05	0.00	11583.42	6859.49	2.41%	8.44%	-8.22%	-11.30%	-6.02%
28-Jul-2011	5487.75	Short	5.75	0.00	11589.17	6865.24	3.69%	11.36%	-5.61%	-11.93%	-4.92%
29-Jul-2011	5482.00	Short	-34.80	0.00	11554.37	6830.44	2.98%	11.88%	-4.15%	-12.75%	-6.66%
01-Aug-2011	5516.80	Long	-60.25	5.52	11494.12	6764.67	2.43%	8.64%	-6.78%	-13.53%	-9.17%
02-Aug-2011	5456.55	Short	51.75	5.46	11545.87	6810.96	2.51%	9.83%	-7.17%	-12.16%	-7.86%
03-Aug-2011	5404.80	Short	73.00	0.00	11618.87	6883.96	5.47%	12.29%	-6.25%	-11.40%	-6.24%
04-Aug-2011	5331.80	Short	120.55	0.00	11739.42	7004.51	9.45%	13.98%	-1.90%	-10.15%	-1.94%
05-Aug-2011	5211.25	Short	92.75	0.00	11832.17	7097.26	12.73%	18.38%	0.89%	-8.68%	-2.12%
08-Aug-2011	5118.50	Short	45.65	0.00	11877.82	7142.91	15.22%	20.41%	0.12%	-7.58%	-2.12%
09-Aug-2011	5072.85	Short	-88.15	0.00	11789.67	7054.76	12.29%	19.76%	-2.11%	-9.65%	-3.21%
10-Aug-2011	5161.00	Long	-22.70	5.16	11766.97	7026.90	11.37%	19.47%	-0.65%	-9.93%	-3.34%
11-Aug-2011	5138.30	Short	65.35	5.14	11832.32	7087.11	13.55%	19.49%	-0.29%	-7.94%	0.78%
12-Aug-2011	5072.95	Short	37.15	0.00	11869.47	7124.26	13.25%	19.98%	0.70%	-6.75%	2.10%
16-Aug-2011	5035.80	Short	-20.80	0.00	11848.67	7103.46	12.10%	20.31%	-1.17%	-7.62%	-2.02%
17-Aug-2011	5056.60	Long	-112.45	5.06	11736.22	6985.96	7.12%	16.05%	-4.29%	-9.76%	-2.93%
18-Aug-2011	4944.15	Short	98.50	4.94	11834.72	7079.51	8.50%	18.28%	-4.08%	-7.53%	0.29%
19-Aug-2011	4845.65	Short	-53.15	0.00	11781.57	7026.36	6.57%	16.70%	-5.77%	-7.65%	0.52%
22-Aug-2011	4898.80	Long	50.10	4.90	11831.67	7071.56	6.37%	14.96%	-5.01%	-6.62%	-0.01%
23-Aug-2011	4948.90	Long	-60.00	0.00	11771.67	7011.56	4.16%	12.98%	-7.01%	-10.34%	-3.53%
24-Aug-2011	4888.90	Short	49.30	4.89	11820.97	7055.97	5.28%	14.85%	-5.94%	-10.75%	-3.00%
25-Aug-2011	4839.60	Short	91.80	0.00	11912.77	7147.77	9.05%	17.61%	-2.12%	-9.54%	-1.58%
26-Aug-2011	4747.80	Short	-171.80	0.00	11740.97	6975.97	5.70%	15.01%	-4.89%	-16.61%	-5.38%
29-Aug-2011	4919.60	Long	81.40	4.92	11822.37	7052.45	7.43%	14.51%	-2.92%	-14.19%	-4.54%
30-Aug-2011	5001.00	Long	39.00	0.00	11861.37	7091.45	8.08%	12.61%	-1.94%	-13.37%	-2.28%
02-Sep-2011	5040.00	Long	-22.80	0.00	11838.57	7068.65	6.70%	13.05%	-3.29%	-14.07%	-3.35%
05-Sep-2011	5017.20	Short	-47.10	5.02	11791.47	7016.54	4.57%	14.84%	-3.06%	-13.79%	-4.74%
06-Sep-2011	5064.30	Long	60.35	5.06	11851.82	7071.82	8.10%	16.11%	-0.31%	-10.46%	-3.90%
07-Sep-2011	5124.65	Long	28.60	0.00	11880.42	7100.42	10.38%	18.71%	1.46%	-8.00%	-1.60%
08-Sep-2011	5153.25	Long	-93.80	0.00	11786.62	7006.62	6.76%	19.23%	0.92%	-12.14%	-5.31%
09-Sep-2011	5059.45	Short	112.65	5.06	11899.27	7114.21	9.24%	23.32%	2.88%	-9.47%	-3.73%
12-Sep-2011	4946.80	Short	5.85	0.00	11905.12	7120.06	7.45%	22.69%	3.04%	-9.54%	-3.87%
13-Sep-2011	4940.95	Short	-71.60	0.00	11833.52	7048.46	5.34%	19.93%	2.67%	-11.65%	-5.43%
14-Sep-2011	5012.55	Long	63.15	5.01	11896.67	7106.60	6.63%	19.85%	4.85%	-9.62%	-4.40%
15-Sep-2011	5075.70	Long	8.55	0.00	11905.22	7115.15	6.71%	21.31%	6.16%	-7.87%	-3.76%
16-Sep-2011	5084.25	Long	-52.30	0.00	11852.92	7062.85	4.99%	19.72%	4.14%	-8.30%	-3.05%
19-Sep-2011	5031.95	Short	-108.25	5.03	11744.67	6949.57	1.83%	15.72%	1.32%	-9.47%	-6.55%
20-Sep-2011	5140.20	Long	-6.95	5.14	11737.72	6937.48	0.85%	14.17%	0.71%	-10.54%	-6.79%
21-Sep-2011	5133.25	Short	209.60	5.13	11947.32	7141.95	3.90%	18.54%	4.98%	-6.06%	-3.02%
22-Sep-2011	4923.65	Short	55.90	0.00	12003.22	7197.85	2.44%	20.57%	6.29%	-5.96%	-2.91%
23-Sep-2011	4867.75	Short	32.35	0.00	12035.57	7230.20	2.55%	21.15%	7.34%	-5.12%	-1.24%
26-Sep-2011	4835.40	Short	-135.85	0.00	11899.72	7094.35	-1.84%	16.98%	4.84%	-8.15%	-3.61%
27-Sep-2011	4971.25	Long	-25.35	4.97	11874.37	7064.02	-0.56%	13.14%	3.84%	-8.31%	-3.47%
28-Sep-2011	4945.90	Short	-69.55	4.95	11804.82	6989.53	-1.95%	13.54%	2.98%	-9.73%	-3.93%
29-Sep-2011	5015.45	Long	-72.20	5.02	11732.62	6912.31	-3.54%	10.93%	0.66%	-12.29%	-6.85%
30-Sep-2011	4943.25	Short	93.75	4.94	11826.37	7001.12	-1.32%	12.15%	2.32%	-12.59%	-5.14%
03-Oct-2011	4849.50	Short	77.35	0.00	11903.72	7078.47	1.99%	15.04%	4.59%	-12.70%	-5.19%
04-Oct-2011	4772.15	Short	20.85	0.00	11924.57	7099.32	3.81%	17.03%	5.47%	-12.31%	-4.33%
05-Oct-2011	4751.30	Short	-136.75	0.00	11787.82	6962.57	2.02%	14.39%	3.42%	-14.95%	-6.25%
07-Oct-2011	4888.05	Long	91.55	4.89	11879.37	7049.23	2.62%	16.98%	5.44%	-13.38%	-3.86%
10-Oct-2011	4979.60	Long	-5.25	0.00	11874.12	7043.98	2.10%	17.01%	6.17%	-12.79%	-2.65%
11-Oct-2011	4974.35	Short	-125.05	4.97	11749.07	6913.96	-0.36%	14.44%	4.96%	-15.02%	-2.97%
12-Oct-2011	5099.40	Long	-21.55	5.10	11727.52	6887.31	-1.91%	14.19%	4.27%	-15.41%	-4.58%
13-Oct-2011	5077.85	Short	-54.45	5.08	11673.07	6827.78	-1.12%	13.46%	2.56%	-16.72%	-5.59%
14-Oct-2011	5132.30	Long	-14.05	5.13	11659.02	6808.60	-1.22%	13.02%	2.56%	-16.75%	-5.15%
17-Oct-2011	5118.25	Short	80.75	5.12	11739.77	6884.23	1.26%	15.79%	4.00%	-13.87%	-3.58%
18-Oct-2011	5037.50	Short	-101.65	0.00	11638.12	6782.58	0.62%	13.32%	2.98%	-16.68%	-6.10%
19-Oct-2011	5139.15	Long	-47.25	5.14	11590.87	6730.19	-1.54%	11.40%	2.50%	-17.64%	-7.99%
20-Oct-2011	5091.90	Short	41.95	5.09	11632.82	6767.05	-0.77%	11.78%	2.57%	-17.41%	-8.81%
21-Oct-2011	5049.95	Short	-48.40	0.00	11584.42	6718.65	0.09%	11.14%	1.55%	-17.37%	-9.67%
24-Oct-2011	5098.35	Long	93.25	5.10	11677.67	6806.80	1.31%	11.58%	3.96%	-14.98%	-7.24%
25-Oct-2011	5191.60	Long	10.20	0.00	11687.87	6817.00	2.28%	10.96%	4.84%	-15.09%	-9.21%
26-Oct-2011	5201.80	Long	158.90	0.00	11846.77	6975.90	4.79%	11.23%	7.91%	-12.43%	-6.53%
28-Oct-2011	5360.70	Long	-34.10	0.00	11812.67	6941.80	4.30%	7.62%	8.25%	-13.08%	-8.39%
31-Oct-2011	5326.60	Short	68.65	5.33	11881.32	7005.12	5.17%	8.69%	8.45%	-11.22%	-7.98%
01-Nov-2011	5257.95	Short	-0.50	0.00	11880.82	7004.62	5.78%	10.87%	8.74%	-11.53%	-10.91%
02-Nov-2011	5258.45	Long	7.30	5.26	11888.12	7006.67	5.82%	13.14%	9.12%	-10.70%	-8.07%
03-Nov-2011	5265.75	Long	18.45	0.00	11906.57	7025.12	5.49%	11.73%	10.30%	-11.71%	-8.66%
04-Nov-2011	5284.20	Long	5.15	0.00	11911.72	7030.27	5.51%	11.79%	9.65%	-11.53%	-9.11%
08-Nov-2011	5289.35	Long	-68.30	0.00	11843.42	6961.97	4.55%	9.28%	8.65%	-12.55%	-12.33%
09-Nov-2011	5221.05	Short	52.20	5.22	11895.62	7008.94	6.63%	10.94%	11.09%	-10.36%	-11.27%
11-Nov-2011	5168.85	Short	20.50	0.00	11916.12	7029.44	6.21%	11.95%	11.83%	-8.86%	-8.53%
14-Nov-2011	5148.35	Short	79.85	0.00	11995.97	7109.29	7.20%	13.95%	13.79%	-6.81%	-5.92%
15-Nov-2011	5068.50	Short	38.05	0.00	12034.02	7147.34	5.92%	15.96%	16.23%	-6.39%	-4.25%
16-Nov-2011	5030.45	Short	95.70	0.00	12129.72	7243.04	8.23%	19.21%	18.08%	-5.52%	-3.45%
17-Nov-2011	4934.75	Short	28.95	0.00	12158.67	7271.99	9.03%	18.60%	19.16%	-5.26%	-3.02%
18-Nov-2011	4905.80	Short	127.45	0.00	12286.12	7399.44	10.83%	19.43%	23.97%	-3.90%	-0.28%
21-Nov-2011	4778.35	Short	-34.00	0.00	12252.12	7365.44	7.25%	19.10%	23.45%	-4.16%	-2.27%
22-Nov-2011	4812.35	Long	-105.90	4.81	12146.22	7254.73	3.74%	14.82%	20.90%	-6.63%	-3.24%
23-Nov-2011	4706.45	Short	-50.00	4.71	12096.22	7200.03	2.27%	14.31%	19.52%	-8.46%	-5.45%
24-Nov-2011	4756.45	Long	-46.40	4.76	12049.82	7148.87	0.01%	11.21%	15.72%	-10.18%	-6.20%
25-Nov-2011	4710.05	Short	-141.25	4.71	11908.57	7002.91	-4.09%	11.00%	12.02%	-13.77%	-8.88%
28-Nov-2011	4851.30	Long	-46.20	4.85	11862.37	6951.86	-4.60%	9.74%	9.27%	-14.13%	-7.45%
29-Nov-2011	4805.10	Short	-26.95	4.81	11835.42	6920.10	-4.71%	11.02%	9.37%	-16.75%	-9.41%
30-Nov-2011	4832.05	Long	104.80	4.83	11940.22	7020.07	-2.11%	11.92%	12.67%	-13.78%	-5.40%
01-Dec-2011	4936.85	Long	113.30	0.00	12053.52	7133.37	0.21%	13.40%	12.88%	-11.57%	-4.70%
02-Dec-2011	5050.15	Long	-11.00	0.00	12042.52	7122.37	2.03%	14.55%	11.81%	-10.44%	-4.84%
05-Dec-2011	5039.15	Short	-23.45	5.04	12019.07	7093.88	2.94%	11.22%	11.63%	-12.40%	-5.58%
07-Dec-2011	5062.60	Long	-118.95	5.06	11900.12	6969.87	-0.29%	8.23%	8.62%	-15.25%	-7.55%
08-Dec-2011	4943.65	Short	76.95	4.94	11977.07	7041.87	-0.66%	9.87%	11.48%	-14.85%	-7.03%
09-Dec-2011	4866.70	Short	102.10	0.00	12079.17	7143.97	2.65%	10.79%	13.52%	-14.49%	-3.37%
12-Dec-2011	4764.60	Short	-36.00	0.00	12043.17	7107.97	1.76%	12.10%	13.19%	-11.87%	-3.34%
13-Dec-2011	4800.60	Long	-37.35	4.80	12005.82	7065.82	1.26%	12.49%	11.54%	-11.35%	-3.61%
14-Dec-2011	4763.25	Short	16.90	4.76	12022.72	7077.96	1.35%	14.00%	12.70%	-10.65%	-2.91%
15-Dec-2011	4746.35	Short	94.75	0.00	12117.47	7172.71	4.33%	15.49%	12.47%	-9.05%	-1.06%
16-Dec-2011	4651.60	Short	38.50	0.00	12155.97	7211.21	6.36%	12.88%	13.21%	-6.57%	-1.82%
19-Dec-2011	4613.10	Short	68.90	0.00	12224.87	7280.11	7.48%	15.36%	15.11%	-5.75%	-0.15%
20-Dec-2011	4544.20	Short	-148.95	0.00	12075.92	7131.16	6.35%	11.78%	13.09%	-8.98%	-3.31%
21-Dec-2011	4693.15	Long	40.70	4.69	12116.62	7167.17	6.05%	8.15%	14.98%	-4.69%	-3.48%
22-Dec-2011	4733.85	Long	-19.85	0.00	12096.77	7147.32	7.80%	7.36%	14.21%	-4.38%	-4.61%
23-Dec-2011	4714.00	Short	-65.00	4.71	12031.77	7077.60	5.88%	5.86%	13.48%	-5.42%	-5.41%
26-Dec-2011	4779.00	Long	-28.50	4.78	12003.27	7044.32	3.87%	6.67%	13.67%	-5.67%	-9.25%
27-Dec-2011	4750.50	Short	44.70	4.75	12047.97	7084.27	4.61%	8.88%	17.73%	-1.87%	-9.17%
28-Dec-2011	4705.80	Short	59.55	0.00	12107.52	7143.82	6.66%	10.13%	20.50%	1.83%	-8.20%
29-Dec-2011	4646.25	Short	21.95	0.00	12129.47	7165.77	8.63%	11.52%	18.90%	0.58%	-7.43%
30-Dec-2011	4624.30	Short	-12.45	0.00	12117.02	7153.32	7.40%	10.36%	19.00%	-1.05%	-6.94%
02-Jan-2012	4636.75	Long	128.55	4.64	12245.57	7277.24	8.48%	14.86%	22.81%	1.20%	-4.81%
03-Jan-2012	4765.30	Long	-15.65	0.00	12229.92	7261.59	5.39%	15.97%	21.04%	3.27%	-5.97%
04-Jan-2012	4749.65	Short	-0.30	4.75	12229.62	7256.54	3.35%	17.32%	23.52%	4.33%	-6.17%
05-Jan-2012	4749.95	Long	4.15	4.75	12233.77	7255.94	2.38%	18.78%	24.38%	2.51%	-5.79%
06-Jan-2012	4754.10	Long	-7.20	0.00	12226.57	7248.74	4.08%	17.20%	25.17%	1.83%	-6.21%
07-Jan-2012	4746.90	Short	4.10	4.75	12230.67	7248.09	4.66%	17.02%	25.82%	3.96%	-6.14%
09-Jan-2012	4742.80	Short	-106.75	0.00	12123.92	7141.34	1.14%	15.82%	22.26%	0.83%	-7.46%
10-Jan-2012	4849.55	Long	11.40	4.85	12135.32	7147.89	0.49%	14.35%	21.39%	1.22%	-6.57%
11-Jan-2012	4860.95	Long	-29.70	0.00	12105.62	7118.19	0.30%	12.84%	21.35%	-0.90%	-7.59%
12-Jan-2012	4831.25	Short	-34.75	4.83	12070.87	7078.61	1.92%	9.37%	18.72%	-2.57%	-8.30%
13-Jan-2012	4866.00	Long	7.90	4.87	12078.77	7081.64	0.04%	8.68%	18.62%	-4.10%	-7.60%
16-Jan-2012	4873.90	Long	93.40	0.00	12172.17	7175.04	3.05%	9.58%	19.65%	-2.69%	-4.56%
17-Jan-2012	4967.30	Long	-11.50	0.00	12160.67	7163.54	1.85%	8.14%	16.61%	-3.09%	-4.68%
18-Jan-2012	4955.80	Short	-62.60	4.96	12098.07	7095.99	1.70%	5.86%	14.66%	-5.30%	-8.63%
19-Jan-2012	5018.40	Long	30.20	5.02	12128.27	7121.17	1.30%	6.44%	15.77%	-4.48%	-9.18%
20-Jan-2012	5048.60	Long	-2.35	0.00	12125.92	7118.82	-0.57%	8.11%	16.31%	-2.60%	-9.72%
23-Jan-2012	5046.25	Short	-81.10	5.05	12044.82	7032.67	1.12%	6.49%	15.25%	-3.48%	-14.50%
24-Jan-2012	5127.35	Long	30.95	5.13	12075.77	7058.50	0.12%	7.25%	14.04%	-2.69%	-13.49%
25-Jan-2012	5158.30	Long	46.40	0.00	12122.17	7104.90	0.26%	8.10%	12.48%	-1.62%	-12.71%
27-Jan-2012	5204.70	Long	-117.40	0.00	12004.77	6987.50	-1.56%	4.93%	11.08%	-4.75%	-15.19%
30-Jan-2012	5087.30	Short	-111.95	5.09	11892.82	6870.46	-2.87%	1.64%	11.76%	-5.89%	-16.47%
31-Jan-2012	5199.25	Long	36.45	5.20	11929.27	6901.71	-3.27%	4.62%	12.42%	-3.57%	-13.46%
01-Feb-2012	5235.70	Long	34.20	0.00	11963.47	6935.91	-3.14%	7.02%	15.17%	-1.72%	-10.97%
02-Feb-2012	5269.90	Long	55.95	0.00	12019.42	6991.86	-0.28%	6.33%	18.52%	0.62%	-12.15%
03-Feb-2012	5325.85	Long	35.80	0.00	12055.22	7027.66	-1.63%	7.16%	20.52%	1.11%	-10.63%
06-Feb-2012	5361.65	Long	-26.50	0.00	12028.72	7001.16	-2.22%	4.65%	18.72%	0.59%	-11.02%
07-Feb-2012	5335.15	Short	-33.00	5.34	11995.72	6962.82	-1.61%	3.34%	16.85%	0.87%	-12.40%
08-Feb-2012	5368.15	Long	44.20	5.37	12039.92	7001.66	-1.95%	4.23%	16.58%	2.58%	-10.94%
09-Feb-2012	5412.35	Long	-30.75	0.00	12009.17	6970.91	-2.67%	3.62%	17.32%	3.12%	-10.04%
10-Feb-2012	5381.60	Short	-8.60	5.38	12000.57	6956.93	-1.97%	2.74%	16.66%	1.94%	-9.81%
13-Feb-2012	5390.20	Long	25.85	5.39	12026.42	6977.38	0.52%	2.22%	15.19%	1.75%	-8.32%
14-Feb-2012	5416.05	Long	115.90	0.00	12142.32	7093.28	2.88%	3.69%	16.32%	3.55%	-7.13%
15-Feb-2012	5531.95	Long	-10.00	0.00	12132.32	7083.28	-1.06%	2.56%	16.14%	3.56%	-6.69%
16-Feb-2012	5521.95	Short	-42.35	5.52	12089.97	7035.41	-2.94%	-0.77%	15.40%	2.66%	-8.25%
17-Feb-2012	5564.30	Long	42.85	5.56	12132.82	7072.70	-2.83%	-0.60%	15.67%	3.59%	-7.31%
21-Feb-2012	5607.15	Long	-101.80	0.00	12031.02	6970.90	-2.20%	-3.79%	12.44%	1.97%	-9.23%
22-Feb-2012	5505.35	Short	22.05	5.51	12053.07	6987.44	-1.39%	-1.89%	10.48%	2.07%	-8.89%
23-Feb-2012	5483.30	Short	54.00	0.00	12107.07	7041.44	0.95%	-0.81%	13.16%	3.64%	-7.83%
24-Feb-2012	5429.30	Short	148.10	0.00	12255.17	7189.54	5.11%	1.83%	15.20%	5.72%	-6.25%
27-Feb-2012	5281.20	Short	-94.30	0.00	12160.87	7095.24	1.78%	0.55%	13.15%	3.96%	-10.00%
28-Feb-2012	5375.50	Long	9.70	5.38	12170.57	7099.57	0.39%	2.19%	13.96%	4.53%	-11.07%
29-Feb-2012	5385.20	Long	-45.45	0.00	12125.12	7054.12	-0.84%	2.53%	14.25%	4.01%	-11.75%
01-Mar-2012	5339.75	Short	-19.60	5.34	12105.52	7029.18	1.25%	3.05%	14.05%	4.29%	-12.06%
02-Mar-2012	5359.35	Long	0.05	5.36	12105.57	7023.87	-0.47%	1.92%	15.01%	4.49%	-12.68%
03-Mar-2012	5359.40	Long	-79.05	0.00	12026.52	6944.82	-1.85%	0.10%	13.95%	3.89%	-13.73%
05-Mar-2012	5280.35	Short	57.95	5.28	12084.47	6997.49	1.58%	1.24%	15.19%	6.26%	-12.56%
06-Mar-2012	5222.40	Short	1.95	0.00	12086.42	6999.44	2.15%	0.28%	16.00%	6.32%	-12.90%
07-Mar-2012	5220.45	Short	-113.10	0.00	11973.32	6886.34	1.12%	0.03%	14.21%	3.61%	-15.14%
09-Mar-2012	5333.55	Long	26.00	5.33	11999.32	6907.00	1.85%	0.67%	14.37%	4.31%	-14.28%
12-Mar-2012	5359.55	Long	69.95	0.00	12069.27	6976.95	1.73%	2.93%	16.81%	5.55%	-11.52%
13-Mar-2012	5429.50	Long	34.40	0.00	12103.67	7011.35	4.21%	4.79%	16.57%	6.98%	-11.26%
14-Mar-2012	5463.90	Long	-83.40	0.00	12020.27	6927.95	3.62%	2.17%	14.34%	5.97%	-12.97%
15-Mar-2012	5380.50	Short	62.60	5.38	12082.87	6985.17	4.05%	3.32%	15.20%	6.48%	-12.42%
16-Mar-2012	5317.90	Short	60.85	0.00	12143.72	7046.02	6.16%	6.24%	16.73%	7.63%	-10.34%
19-Mar-2012	5257.05	Short	-17.80	0.00	12125.92	7028.22	4.21%	5.48%	15.44%	8.05%	-10.32%
20-Mar-2012	5274.85	Long	90.10	5.27	12216.02	7113.05	5.61%	7.86%	16.40%	10.38%	-9.24%
21-Mar-2012	5364.95	Long	-136.50	0.00	12079.52	6976.55	0.01%	4.66%	10.90%	7.68%	-12.04%
22-Mar-2012	5228.45	Short	-49.75	5.23	12029.77	6921.57	-0.39%	4.02%	7.42%	8.08%	-13.80%
23-Mar-2012	5278.20	Long	-93.95	5.28	11935.82	6822.34	-3.46%	1.75%	5.31%	5.07%	-14.78%
26-Mar-2012	5184.25	Short	-58.90	5.18	11876.92	6758.26	-4.75%	1.11%	6.27%	4.11%	-16.44%
27-Mar-2012	5243.15	Long	-48.40	5.24	11828.52	6704.62	-5.76%	0.07%	7.41%	3.39%	-16.49%
28-Mar-2012	5194.75	Short	15.90	5.19	11844.42	6715.32	-5.96%	-0.40%	5.93%	4.47%	-17.84%
29-Mar-2012	5178.85	Short	-116.70	0.00	11727.72	6598.62	-8.33%	-2.71%	3.69%	1.51%	-20.10%
30-Mar-2012	5295.55	Long	22.35	5.30	11750.07	6615.68	-6.54%	-2.00%	2.73%	2.10%	-19.07%
02-Apr-2012	5317.90	Long	40.60	0.00	11790.67	6656.28	-6.63%	-0.12%	4.11%	4.25%	-16.81%
03-Apr-2012	5358.50	Long	-35.60	0.00	11755.07	6620.68	-7.63%	-1.63%	3.90%	3.79%	-16.17%
04-Apr-2012	5322.90	Short	88.50	5.32	11843.57	6703.85	-7.62%	-0.65%	5.88%	5.72%	-14.20%
09-Apr-2012	5234.40	Short	-9.20	0.00	11834.37	6694.65	-8.65%	-2.91%	6.81%	7.07%	-14.84%
10-Apr-2012	5243.60	Long	-16.75	5.24	11817.62	6672.66	-10.88%	-2.98%	7.55%	6.47%	-16.17%
11-Apr-2012	5226.85	Short	-50.00	5.23	11767.62	6617.43	-12.52%	-4.00%	5.04%	5.56%	-17.49%
12-Apr-2012	5276.85	Long	-69.40	5.28	11698.22	6542.75	-16.23%	-6.16%	1.83%	6.05%	-19.86%
13-Apr-2012	5207.45	Short	-18.75	5.21	11679.47	6518.80	-16.26%	-9.61%	1.27%	5.26%	-20.08%
16-Apr-2012	5226.20	Long	63.50	5.23	11742.97	6577.07	-12.97%	-9.52%	0.68%	6.28%	-19.07%
17-Apr-2012	5289.70	Long	10.30	0.00	11753.27	6587.37	-11.58%	-9.56%	1.15%	5.79%	-19.11%
18-Apr-2012	5300.00	Long	32.40	0.00	11785.67	6619.77	-9.98%	-9.97%	0.07%	4.13%	-19.12%
19-Apr-2012	5332.40	Long	-41.55	0.00	11744.12	6578.22	-7.96%	-11.57%	1.75%	2.66%	-20.12%
20-Apr-2012	5290.85	Short	90.25	5.29	11834.37	6663.18	-5.46%	-9.68%	3.48%	3.05%	-18.41%
23-Apr-2012	5200.60	Short	-22.05	0.00	11812.32	6641.13	-5.36%	-9.71%	4.82%	3.30%	-20.84%
24-Apr-2012	5222.65	Long	-20.65	5.22	11791.67	6615.26	-7.75%	-9.71%	3.28%	3.97%	-20.50%
25-Apr-2012	5202.00	Short	13.00	5.20	11804.67	6623.06	-9.81%	-9.62%	2.91%	2.42%	-20.79%
26-Apr-2012	5189.00	Short	-1.60	0.00	11803.07	6621.46	-9.65%	-7.68%	4.51%	1.84%	-19.81%
27-Apr-2012	5190.60	Long	18.40	5.19	11821.47	6634.67	-8.85%	-5.99%	2.05%	2.44%	-20.88%
28-Apr-2012	5209.00	Long	39.15	0.00	11860.62	6673.82	-5.68%	-5.97%	2.31%	2.70%	-20.51%
30-Apr-2012	5248.15	Long	-9.00	0.00	11851.62	6664.82	-7.18%	-7.81%	2.11%	3.63%	-21.18%
02-May-2012	5239.15	Short	50.75	5.24	11902.37	6710.33	-8.28%	-5.82%	1.75%	4.28%	-21.73%
03-May-2012	5188.40	Short	101.55	0.00	12003.92	6811.88	-5.71%	-4.09%	5.41%	6.40%	-16.61%
04-May-2012	5086.85	Short	-27.30	0.00	11976.62	6784.58	-5.53%	-4.34%	6.26%	5.36%	-16.24%
07-May-2012	5114.15	Long	-114.20	5.11	11862.42	6665.26	-8.07%	-6.81%	4.97%	3.75%	-17.99%
08-May-2012	4999.95	Short	25.15	5.00	11887.57	6685.41	-9.75%	-5.64%	4.96%	2.10%	-18.34%
09-May-2012	4974.80	Short	9.10	0.00	11896.67	6694.51	-10.39%	-4.44%	1.65%	1.97%	-16.53%
10-May-2012	4965.70	Short	36.80	0.00	11933.47	6731.31	-11.05%	-4.10%	3.22%	2.99%	-16.39%
11-May-2012	4928.90	Short	21.10	0.00	11954.57	6752.41	-7.68%	-1.83%	3.18%	4.39%	-15.96%
14-May-2012	4907.80	Short	-35.00	0.00	11919.57	6717.41	-9.16%	-3.38%	-1.37%	5.16%	-13.65%
15-May-2012	4942.80	Long	-84.55	4.94	11835.02	6627.92	-10.51%	-3.04%	-3.46%	3.10%	-14.70%
16-May-2012	4858.25	Short	-11.95	4.86	11823.07	6611.11	-9.60%	-3.90%	-3.91%	3.48%	-14.86%
17-May-2012	4870.20	Long	21.25	4.87	11844.32	6627.49	-8.56%	-4.76%	-2.02%	4.85%	-14.13%
18-May-2012	4891.45	Long	14.60	0.00	11858.92	6642.09	-9.04%	-4.56%	-0.42%	8.18%	-10.86%
21-May-2012	4906.05	Long	-45.55	0.00	11813.37	6596.54	-11.16%	-4.77%	-1.44%	8.50%	-9.40%
22-May-2012	4860.50	Short	24.85	4.86	11838.22	6616.53	-11.30%	-3.05%	-0.29%	6.76%	-10.74%
23-May-2012	4835.65	Short	-85.75	0.00	11752.47	6530.78	-12.87%	-5.79%	-2.96%	5.30%	-13.88%
24-May-2012	4921.40	Long	-1.00	4.92	11751.47	6524.86	-15.29%	-7.30%	-1.28%	6.20%	-14.16%
25-May-2012	4920.40	Short	-65.25	4.92	11686.22	6454.69	-16.40%	-11.17%	-0.93%	3.98%	-13.23%
28-May-2012	4985.65	Long	4.45	4.99	11690.67	6454.15	-16.09%	-12.90%	0.41%	6.31%	-11.97%
29-May-2012	4990.10	Long	-39.35	0.00	11651.32	6414.80	-16.86%	-14.59%	1.02%	6.35%	-14.47%
30-May-2012	4950.75	Short	26.50	4.95	11677.82	6436.35	-16.41%	-12.49%	0.10%	7.76%	-14.65%
31-May-2012	4924.25	Short	82.65	0.00	11760.47	6519.00	-14.81%	-10.31%	1.60%	10.09%	-10.99%
01-Jun-2012	4841.60	Short	-6.55	0.00	11753.92	6512.45	-12.99%	-11.87%	2.51%	8.82%	-12.18%
04-Jun-2012	4848.15	Long	15.15	4.85	11769.07	6522.75	-12.89%	-12.41%	1.46%	8.50%	-11.68%
05-Jun-2012	4863.30	Long	133.80	0.00	11902.87	6656.55	-9.49%	-9.19%	3.34%	11.84%	-10.40%
06-Jun-2012	4997.10	Long	52.55	0.00	11955.42	6709.10	-7.39%	-5.54%	1.66%	10.70%	-9.88%
07-Jun-2012	5049.65	Long	18.70	0.00	11974.12	6727.80	-7.01%	-6.96%	1.36%	10.93%	-10.96%
08-Jun-2012	5068.35	Long	-14.25	0.00	11959.87	6713.55	-9.11%	-6.17%	0.11%	9.79%	-11.69%
11-Jun-2012	5054.10	Short	-61.80	5.05	11898.07	6646.70	-10.23%	-8.41%	-2.23%	6.10%	-13.26%
12-Jun-2012	5115.90	Long	5.55	5.12	11903.62	6647.13	-8.77%	-7.12%	-3.10%	5.43%	-13.90%
13-Jun-2012	5121.45	Long	-66.70	0.00	11836.92	6580.43	-10.56%	-9.29%	-4.25%	4.89%	-14.95%
14-Jun-2012	5054.75	Short	-84.30	5.05	11752.62	6491.08	-12.42%	-12.99%	-4.32%	3.87%	-15.02%
15-Jun-2012	5139.05	Long	-74.80	5.14	11677.82	6411.14	-12.09%	-10.99%	-5.72%	2.88%	-15.51%
18-Jun-2012	5064.25	Short	-39.60	5.06	11638.22	6366.48	-13.66%	-13.55%	-6.33%	0.55%	-16.38%
19-Jun-2012	5103.85	Long	16.70	5.10	11654.92	6378.07	-14.24%	-13.98%	-6.06%	-1.62%	-15.88%
20-Jun-2012	5120.55	Long	44.45	0.00	11699.37	6422.52	-11.03%	-12.62%	-6.02%	0.22%	-15.86%
21-Jun-2012	5165.00	Long	-18.95	0.00	11680.42	6403.57	-9.04%	-11.87%	-7.43%	2.55%	-14.84%
22-Jun-2012	5146.05	Short	31.40	5.15	11711.82	6429.83	-9.17%	-12.48%	-4.50%	3.38%	-12.78%
25-Jun-2012	5114.65	Short	-6.15	0.00	11705.67	6423.68	-10.02%	-13.23%	-2.83%	5.52%	-11.77%
26-Jun-2012	5120.80	Long	21.10	5.12	11726.77	6439.66	-10.78%	-11.07%	-4.27%	8.28%	-10.15%
27-Jun-2012	5141.90	Long	7.25	0.00	11734.02	6446.91	-11.29%	-12.98%	-3.88%	9.96%	-10.14%
28-Jun-2012	5149.15	Long	129.75	0.00	11863.77	6576.66	-8.24%	-10.55%	-3.40%	11.24%	-7.63%
29-Jun-2012	5278.90	Long	-0.30	0.00	11863.47	6576.36	-7.32%	-8.94%	-3.95%	9.71%	-6.44%
02-Jul-2012	5278.60	Short	-9.35	5.28	11854.12	6561.73	-8.33%	-10.32%	-4.03%	8.53%	-5.71%
03-Jul-2012	5287.95	Long	14.60	5.29	11868.72	6571.04	-7.56%	-10.29%	-3.85%	10.17%	-4.37%
04-Jul-2012	5302.55	Long	24.75	0.00	11893.47	6595.79	-6.81%	-8.81%	-4.03%	10.10%	-4.84%
05-Jul-2012	5327.30	Long	-10.35	0.00	11883.12	6585.44	-7.36%	-6.84%	-5.11%	8.01%	-5.59%
06-Jul-2012	5316.95	Short	41.80	5.32	11924.92	6621.92	-8.87%	-5.93%	-5.11%	7.76%	-5.24%
09-Jul-2012	5275.15	Short	-70.20	0.00	11854.72	6551.72	-10.08%	-11.19%	-7.40%	6.85%	-6.34%
10-Jul-2012	5345.35	Long	-39.05	5.35	11815.67	6507.33	-9.88%	-12.92%	-10.67%	6.03%	-7.13%
11-Jul-2012	5306.30	Short	71.05	5.31	11886.72	6573.07	-9.42%	-12.38%	-10.04%	7.02%	-5.65%
12-Jul-2012	5235.25	Short	8.00	0.00	11894.72	6581.07	-7.45%	-9.80%	-11.50%	5.88%	-5.33%
13-Jul-2012	5227.25	Short	30.00	0.00	11924.72	6611.07	-7.20%	-8.67%	-9.19%	3.83%	-5.02%
16-Jul-2012	5197.25	Short	4.40	0.00	11929.12	6615.47	-8.20%	-7.20%	-9.05%	5.69%	-4.36%
17-Jul-2012	5192.85	Short	-23.45	0.00	11905.67	6592.02	-11.51%	-6.17%	-9.59%	4.39%	-5.53%
18-Jul-2012	5216.30	Long	26.40	5.22	11932.07	6613.20	-9.24%	-7.44%	-8.69%	4.07%	-5.24%
19-Jul-2012	5242.70	Long	-37.60	0.00	11894.47	6575.60	-9.99%	-9.59%	-7.75%	4.32%	-5.35%
20-Jul-2012	5205.10	Short	87.15	5.21	11981.62	6657.55	-7.62%	-8.49%	-5.00%	7.13%	-3.48%
23-Jul-2012	5117.95	Short	-10.25	0.00	11971.37	6647.30	-7.46%	-6.16%	-4.28%	7.20%	-2.98%
24-Jul-2012	5128.20	Long	-18.60	5.13	11952.77	6623.57	-7.81%	-8.30%	-5.80%	7.88%	-3.11%
25-Jul-2012	5109.60	Short	66.60	5.11	12019.37	6685.06	-5.08%	-7.02%	-4.98%	9.55%	-1.01%
26-Jul-2012	5043.00	Short	-56.85	0.00	11962.52	6628.21	-7.32%	-5.67%	-6.02%	8.58%	-0.77%
27-Jul-2012	5099.85	Long	99.95	5.10	12062.47	6723.06	-5.42%	-3.22%	-5.13%	10.96%	1.05%
30-Jul-2012	5199.80	Long	29.20	0.00	12091.67	6752.26	-2.58%	-1.45%	-2.55%	11.69%	1.05%
31-Jul-2012	5229.00	Long	11.50	0.00	12103.17	6763.76	-2.74%	-0.86%	-2.05%	11.92%	1.66%
01-Aug-2012	5240.50	Long	-12.75	0.00	12090.42	6751.01	-4.31%	-2.54%	-1.31%	12.88%	1.36%
02-Aug-2012	5227.75	Short	12.05	5.23	12102.47	6757.83	-4.85%	-0.47%	0.13%	12.36%	2.40%
03-Aug-2012	5215.70	Short	-66.85	0.00	12035.62	6690.98	-4.54%	-0.75%	-2.27%	10.48%	1.71%
06-Aug-2012	5282.55	Long	54.15	5.28	12089.77	6739.85	-4.64%	-0.51%	-1.26%	10.84%	1.96%
07-Aug-2012	5336.70	Long	1.30	0.00	12091.07	6741.15	-5.71%	0.42%	0.51%	10.96%	1.89%
08-Aug-2012	5338.00	Long	-15.05	0.00	12076.02	6726.10	-5.66%	-1.51%	-0.26%	9.55%	2.27%
09-Aug-2012	5322.95	Short	2.55	5.32	12078.57	6723.33	-7.32%	-1.76%	0.47%	8.93%	2.96%
10-Aug-2012	5320.40	Short	-27.50	0.00	12051.07	6695.83	-5.28%	-5.26%	-0.58%	5.72%	2.47%
13-Aug-2012	5347.90	Long	32.45	5.35	12083.52	6722.93	-3.71%	-4.09%	0.22%	3.54%	4.18%
14-Aug-2012	5380.35	Long	-17.40	0.00	12066.12	6705.53	-2.17%	-5.57%	-0.45%	3.04%	2.80%
16-Aug-2012	5362.95	Short	-3.35	5.36	12062.77	6696.82	-1.15%	-5.74%	-0.07%	4.92%	2.83%
17-Aug-2012	5366.30	Long	54.70	5.37	12117.47	6746.15	0.77%	-4.85%	0.84%	8.02%	4.09%
21-Aug-2012	5421.00	Long	-8.15	0.00	12109.32	6738.00	0.42%	-5.30%	0.03%	6.10%	4.70%
22-Aug-2012	5412.85	Short	-2.50	5.41	12106.82	6730.09	2.43%	-5.55%	-0.17%	5.96%	3.88%
23-Aug-2012	5415.35	Long	-28.65	5.42	12078.17	6696.02	1.48%	-4.91%	-0.47%	4.16%	3.53%
24-Aug-2012	5386.70	Short	36.45	5.39	12114.62	6727.09	1.31%	-5.23%	1.19%	5.37%	5.52%
27-Aug-2012	5350.25	Short	15.65	0.00	12130.27	6742.74	2.28%	-5.36%	0.65%	6.19%	6.07%
28-Aug-2012	5334.60	Short	46.80	0.00	12177.07	6789.54	1.61%	-5.99%	0.96%	7.47%	7.31%
29-Aug-2012	5287.80	Short	-27.25	0.00	12149.82	6762.29	1.28%	-7.28%	-1.60%	8.02%	8.28%
30-Aug-2012	5315.05	Long	-56.55	5.32	12093.27	6700.42	0.52%	-10.21%	-2.42%	7.97%	6.91%
31-Aug-2012	5258.50	Short	4.75	5.26	12098.02	6699.91	1.57%	-10.88%	-2.40%	6.57%	7.10%
03-Sep-2012	5253.75	Short	-20.25	0.00	12077.77	6679.66	2.61%	-13.70%	-3.58%	4.44%	8.68%
04-Sep-2012	5274.00	Long	-48.30	5.27	12029.47	6626.09	2.03%	-14.02%	-7.45%	3.29%	7.22%
05-Sep-2012	5225.70	Short	-12.70	5.23	12016.77	6608.16	0.59%	-12.37%	-8.93%	1.28%	6.88%
06-Sep-2012	5238.40	Long	103.70	5.24	12120.47	6706.62	2.28%	-9.42%	-7.38%	3.44%	8.12%
07-Sep-2012	5342.10	Long	16.60	0.00	12137.07	6723.22	1.94%	-7.97%	-7.96%	2.01%	6.03%
08-Sep-2012	5358.70	Long	4.75	0.00	12141.82	6727.97	2.79%	-5.13%	-8.72%	4.54%	5.44%
10-Sep-2012	5363.45	Long	26.55	0.00	12168.37	6754.52	1.70%	-3.68%	-7.84%	5.13%	4.71%
11-Sep-2012	5390.00	Long	41.00	0.00	12209.37	6795.52	2.86%	-2.31%	-6.51%	7.52%	6.04%
12-Sep-2012	5431.00	Long	4.35	0.00	12213.72	6799.87	3.40%	-4.05%	-5.94%	6.55%	7.22%
13-Sep-2012	5435.35	Long	142.30	0.00	12356.02	6942.17	5.87%	-3.52%	-3.33%	8.65%	8.19%
14-Sep-2012	5577.65	Long	32.35	0.00	12388.37	6974.52	6.33%	-2.65%	-0.81%	10.52%	8.04%
17-Sep-2012	5610.00	Long	-9.95	0.00	12378.42	6964.57	5.88%	-2.30%	0.34%	7.78%	8.14%
18-Sep-2012	5600.05	Short	45.80	5.60	12424.22	7004.77	5.91%	0.62%	0.36%	8.06%	8.42%
20-Sep-2012	5554.25	Short	-136.90	0.00	12287.32	6867.87	3.66%	-3.13%	-3.72%	5.65%	7.08%
21-Sep-2012	5691.15	Long	-21.55	5.69	12265.77	6840.63	2.29%	-5.33%	-3.07%	3.90%	6.23%
24-Sep-2012	5669.60	Short	-4.30	5.67	12261.47	6830.66	0.33%	-4.89%	-3.41%	5.28%	6.19%
25-Sep-2012	5673.90	Long	-10.45	5.67	12251.02	6814.54	0.53%	-4.43%	-3.36%	6.14%	5.33%
26-Sep-2012	5663.45	Short	13.95	5.66	12264.97	6822.83	2.78%	-4.50%	-3.37%	7.27%	6.17%
27-Sep-2012	5649.50	Short	-53.80	0.00	12211.17	6769.03	1.48%	-7.15%	-3.51%	5.87%	3.33%
28-Sep-2012	5703.30	Long	15.50	5.70	12226.67	6778.82	1.48%	-7.58%	-2.39%	2.92%	3.19%
01-Oct-2012	5718.80	Long	12.45	0.00	12239.12	6791.27	1.05%	-8.55%	-2.51%	3.84%	3.64%
03-Oct-2012	5731.25	Long	56.35	0.00	12295.47	6847.62	1.66%	-4.95%	0.09%	4.39%	5.43%
04-Oct-2012	5787.60	Long	-40.65	0.00	12254.82	6806.97	1.55%	-6.22%	-1.32%	0.38%	5.93%
05-Oct-2012	5746.95	Short	70.95	5.75	12325.77	6872.18	4.25%	-4.79%	1.64%	1.28%	6.92%
08-Oct-2012	5676.00	Short	-28.60	0.00	12297.17	6843.58	4.10%	-4.12%	0.76%	0.75%	7.07%
09-Oct-2012	5704.60	Long	-52.45	5.70	12244.72	6785.42	2.77%	-4.54%	-1.30%	1.05%	6.91%
10-Oct-2012	5652.15	Short	-55.90	5.65	12188.82	6723.87	1.45%	-6.38%	-2.50%	1.08%	8.52%
11-Oct-2012	5708.05	Long	-32.00	5.71	12156.82	6686.16	1.57%	-8.02%	-2.53%	0.33%	8.88%
12-Oct-2012	5676.05	Short	-11.20	5.68	12145.62	6669.28	0.93%	-8.75%	-1.68%	0.68%	6.72%
15-Oct-2012	5687.25	Long	-39.25	5.69	12106.37	6624.35	1.65%	-9.30%	-3.28%	-0.87%	6.15%
16-Oct-2012	5648.00	Short	-12.25	5.65	12094.12	6606.45	1.44%	-11.88%	-4.91%	0.33%	6.85%
17-Oct-2012	5660.25	Long	58.45	5.66	12152.57	6659.24	3.61%	-10.64%	-6.10%	2.80%	7.07%
18-Oct-2012	5718.70	Long	-34.45	0.00	12118.12	6624.79	2.98%	-11.05%	-8.26%	3.34%	8.48%
19-Oct-2012	5684.25	Short	-32.90	5.68	12085.22	6586.20	3.02%	-11.78%	-9.79%	3.91%	8.59%
22-Oct-2012	5717.15	Long	-25.75	5.72	12059.47	6554.74	2.07%	-12.14%	-8.75%	2.16%	8.79%
23-Oct-2012	5691.40	Short	-13.90	5.69	12045.57	6535.15	0.28%	-12.53%	-8.64%	1.67%	9.01%
25-Oct-2012	5705.30	Long	-41.00	5.71	12004.57	6488.44	-0.42%	-11.44%	-10.49%	1.71%	7.06%
26-Oct-2012	5664.30	Short	-1.30	5.66	12003.27	6481.48	-0.73%	-11.77%	-11.35%	0.52%	6.55%
29-Oct-2012	5665.60	Long	-67.70	5.67	11935.57	6408.11	-4.39%	-12.53%	-12.27%	-1.52%	5.78%
30-Oct-2012	5597.90	Short	-21.80	5.60	11913.77	6380.71	-5.87%	-12.47%	-10.81%	-4.38%	3.69%
31-Oct-2012	5619.70	Long	25.35	5.62	11939.12	6400.44	-5.83%	-12.12%	-12.08%	-4.60%	4.00%
01-Nov-2012	5645.05	Long	52.65	0.00	11991.77	6453.09	-4.61%	-12.79%	-10.16%	-4.52%	4.18%
02-Nov-2012	5697.70	Long	6.50	0.00	11998.27	6459.59	-3.28%	-12.35%	-10.74%	-5.26%	2.12%
05-Nov-2012	5704.20	Long	20.20	0.00	12018.47	6479.79	-2.93%	-10.80%	-9.32%	-5.71%	1.94%
06-Nov-2012	5724.40	Long	35.70	0.00	12054.17	6515.49	-1.13%	-10.58%	-9.44%	-4.93%	3.24%
07-Nov-2012	5760.10	Long	-21.35	0.00	12032.82	6494.14	0.05%	-10.84%	-11.35%	-3.74%	3.45%
08-Nov-2012	5738.75	Short	52.50	5.74	12085.32	6540.90	2.26%	-8.57%	-7.58%	-2.86%	4.84%
09-Nov-2012	5686.25	Short	2.55	0.00	12087.87	6543.45	3.11%	-9.06%	-8.95%	-2.52%	3.61%
12-Nov-2012	5683.70	Short	16.75	0.00	12104.62	6560.20	3.20%	-9.58%	-9.35%	-2.23%	1.75%
13-Nov-2012	5666.95	Short	35.95	0.00	12140.57	6596.15	3.06%	-6.91%	-8.34%	-2.38%	3.27%
15-Nov-2012	5631.00	Short	56.95	0.00	12197.52	6653.10	4.43%	-3.86%	-6.45%	-2.38%	6.77%
16-Nov-2012	5574.05	Short	2.65	0.00	12200.17	6655.75	4.05%	-4.41%	-7.46%	-0.10%	7.17%
19-Nov-2012	5571.40	Short	-0.15	0.00	12200.02	6655.60	4.16%	-5.03%	-7.98%	1.56%	9.23%
20-Nov-2012	5571.55	Long	43.25	5.57	12243.27	6693.28	4.55%	-5.36%	-5.62%	0.63%	12.16%
21-Nov-2012	5614.80	Long	12.95	0.00	12256.22	6706.23	4.62%	-5.72%	-7.27%	1.06%	13.74%
22-Nov-2012	5627.75	Long	-1.15	0.00	12255.07	6705.08	2.28%	-5.26%	-7.37%	-0.83%	12.57%
23-Nov-2012	5626.60	Short	-9.30	5.63	12245.77	6690.16	2.02%	-4.85%	-6.37%	-1.68%	11.13%
26-Nov-2012	5635.90	Long	91.55	5.64	12337.32	6776.07	3.80%	-4.00%	-5.86%	0.03%	11.79%
27-Nov-2012	5727.45	Long	97.55	0.00	12434.87	6873.62	5.28%	-1.70%	-4.22%	1.73%	14.67%
29-Nov-2012	5825.00	Long	54.85	0.00	12489.72	6928.47	5.71%	-0.49%	-2.31%	2.05%	14.90%
30-Nov-2012	5879.85	Long	-8.90	0.00	12480.82	6919.57	5.68%	-0.98%	-0.51%	1.05%	12.94%
03-Dec-2012	5870.95	Short	-18.30	5.87	12462.52	6895.40	4.66%	-3.37%	-0.72%	0.03%	11.69%
04-Dec-2012	5889.25	Long	11.25	5.89	12473.77	6900.76	5.93%	-3.10%	-4.10%	-0.70%	12.06%
05-Dec-2012	5900.50	Long	30.40	0.00	12504.17	6931.16	7.18%	-1.77%	-4.52%	-2.49%	12.65%
06-Dec-2012	5930.90	Long	-23.50	0.00	12480.67	6907.66	5.64%	-2.78%	-5.44%	-3.34%	11.92%
07-Dec-2012	5907.40	Short	-1.50	5.91	12479.17	6900.25	5.40%	-1.20%	-3.29%	-4.79%	10.61%
10-Dec-2012	5908.90	Long	-10.10	5.91	12469.07	6884.24	4.62%	-1.75%	-3.04%	-3.51%	8.01%
11-Dec-2012	5898.80	Short	10.80	5.90	12479.87	6889.15	4.64%	-2.58%	-1.70%	-3.33%	9.65%
12-Dec-2012	5888.00	Short	36.50	0.00	12516.37	6925.65	5.67%	-4.48%	0.23%	-2.79%	9.53%
13-Dec-2012	5851.50	Short	-28.10	0.00	12488.27	6897.55	4.86%	-3.38%	-1.77%	-2.88%	8.49%
14-Dec-2012	5879.60	Long	-21.70	5.88	12466.57	6869.97	5.01%	-3.91%	-3.55%	-1.90%	8.86%
17-Dec-2012	5857.90	Short	-38.90	5.86	12427.67	6825.21	2.86%	-3.91%	-4.68%	-1.58%	9.19%
18-Dec-2012	5896.80	Long	32.80	5.90	12460.47	6852.11	3.47%	-3.00%	-1.87%	-0.24%	9.72%
19-Dec-2012	5929.60	Long	-13.20	0.00	12447.27	6838.91	3.63%	-3.12%	-3.55%	-1.38%	10.45%
20-Dec-2012	5916.40	Short	68.70	5.92	12515.97	6901.69	3.66%	-0.73%	-2.40%	-0.64%	11.91%
21-Dec-2012	5847.70	Short	-8.05	0.00	12507.92	6893.64	4.54%	-1.78%	-0.35%	-0.65%	11.94%
24-Dec-2012	5855.75	Long	49.85	5.86	12557.77	6937.64	3.66%	-1.06%	0.86%	-0.80%	13.21%
26-Dec-2012	5905.60	Long	-35.50	0.00	12522.27	6902.14	2.54%	0.27%	1.26%	0.29%	12.83%
27-Dec-2012	5870.10	Short	-38.25	5.87	12484.02	6858.02	1.61%	-0.83%	0.84%	-0.22%	12.22%
28-Dec-2012	5908.35	Long	-3.25	5.91	12480.77	6848.86	1.66%	-2.17%	-0.60%	0.49%	13.08%
31-Dec-2012	5905.10	Short	-45.75	5.91	12435.02	6797.21	0.67%	-3.63%	0.25%	0.78%	11.61%
01-Jan-2013	5950.85	Long	42.40	5.95	12477.42	6833.65	2.40%	-1.58%	1.74%	0.41%	11.58%
02-Jan-2013	5993.25	Long	16.25	0.00	12493.67	6849.90	1.84%	-2.26%	1.38%	0.72%	11.39%
03-Jan-2013	6009.50	Long	6.65	0.00	12500.32	6856.55	1.92%	-3.15%	2.29%	2.37%	11.66%
04-Jan-2013	6016.15	Long	-27.75	0.00	12472.57	6828.80	1.71%	-3.31%	0.37%	1.47%	10.18%
07-Jan-2013	5988.40	Short	-13.30	5.99	12459.27	6809.52	1.44%	-5.07%	-0.12%	1.85%	9.38%
08-Jan-2013	6001.70	Long	-30.20	6.00	12429.07	6773.31	1.29%	-3.39%	-3.38%	0.78%	6.36%
09-Jan-2013	5971.50	Short	2.85	5.97	12431.92	6770.19	0.79%	-2.54%	-2.87%	0.99%	3.96%
10-Jan-2013	5968.65	Short	17.35	0.00	12449.27	6787.54	1.37%	-0.58%	-3.65%	0.97%	4.11%
11-Jan-2013	5951.30	Short	-72.75	0.00	12376.52	6714.79	0.30%	-0.73%	-4.87%	0.24%	4.73%
14-Jan-2013	6024.05	Long	32.55	6.02	12409.07	6741.32	-0.08%	0.61%	-4.40%	0.67%	7.06%
15-Jan-2013	6056.60	Long	-54.75	0.00	12354.32	6686.57	-0.85%	-0.47%	-5.59%	-0.82%	4.61%
16-Jan-2013	6001.85	Short	-37.35	6.00	12316.97	6643.22	-1.45%	0.74%	-6.45%	-1.60%	3.93%
17-Jan-2013	6039.20	Long	25.20	6.04	12342.17	6662.38	-0.56%	0.77%	-4.96%	-0.98%	3.17%
18-Jan-2013	6064.40	Long	17.90	0.00	12360.07	6680.28	-0.77%	0.40%	-5.42%	0.29%	4.00%
21-Jan-2013	6082.30	Long	-33.80	0.00	12326.27	6646.48	-1.58%	0.42%	-6.30%	-1.02%	3.86%
22-Jan-2013	6048.50	Short	-5.80	6.05	12320.47	6634.63	-2.56%	-1.14%	-7.85%	-1.72%	4.03%
23-Jan-2013	6054.30	Long	-34.95	6.05	12285.52	6593.63	-2.79%	-1.67%	-9.15%	-4.19%	4.22%
24-Jan-2013	6019.35	Short	-55.30	6.02	12230.22	6532.31	-2.79%	-2.33%	-11.81%	-4.93%	4.24%
25-Jan-2013	6074.65	Long	0.15	6.07	12230.37	6526.38	-2.86%	-1.50%	-12.27%	-4.94%	2.83%
28-Jan-2013	6074.80	Long	-24.90	0.00	12205.47	6501.48	-2.93%	-0.68%	-14.78%	-6.03%	0.91%
29-Jan-2013	6049.90	Short	-5.85	6.05	12199.62	6489.58	-2.26%	-0.48%	-14.48%	-8.75%	0.61%
30-Jan-2013	6055.75	Long	-21.00	6.06	12178.62	6462.53	-2.40%	-1.89%	-13.08%	-10.11%	-1.30%
31-Jan-2013	6034.75	Short	35.85	6.03	12214.47	6492.34	-3.55%	-1.57%	-11.73%	-9.96%	-0.57%
01-Feb-2013	5998.90	Short	11.65	0.00	12226.12	6503.99	-3.65%	-1.93%	-10.75%	-10.74%	-1.86%
04-Feb-2013	5987.25	Short	30.35	0.00	12256.47	6534.34	-3.23%	-0.73%	-7.83%	-11.04%	0.83%
05-Feb-2013	5956.90	Short	-2.30	0.00	12254.17	6532.04	-3.73%	-2.20%	-7.05%	-10.80%	0.89%
06-Feb-2013	5959.20	Long	-20.40	5.96	12233.77	6505.68	-4.86%	-2.27%	-6.95%	-10.75%	1.94%
07-Feb-2013	5938.80	Short	35.30	5.94	12269.07	6535.04	-4.46%	-1.35%	-8.17%	-9.89%	1.53%
08-Feb-2013	5903.50	Short	5.65	0.00	12274.72	6540.69	-6.80%	-1.40%	-10.04%	-9.87%	1.17%
11-Feb-2013	5897.85	Short	-24.65	0.00	12250.07	6516.04	-7.77%	-1.79%	-10.28%	-8.54%	2.18%
12-Feb-2013	5922.50	Long	10.45	5.92	12260.52	6520.57	-7.50%	-1.93%	-9.68%	-7.18%	-0.13%
13-Feb-2013	5932.95	Long	-36.00	0.00	12224.52	6484.57	-8.77%	-3.19%	-8.18%	-8.43%	-1.16%
14-Feb-2013	5896.95	Short	9.55	5.90	12234.07	6488.22	-6.44%	-2.99%	-9.39%	-9.94%	-1.12%
15-Feb-2013	5887.40	Short	-10.80	0.00	12223.27	6477.42	-6.17%	-3.96%	-11.32%	-9.14%	-2.40%
18-Feb-2013	5898.20	Long	41.50	5.90	12264.77	6513.03	-5.39%	-5.07%	-10.09%	-8.66%	-0.31%
19-Feb-2013	5939.70	Long	3.35	0.00	12268.12	6516.38	-5.02%	-4.52%	-9.25%	-8.23%	0.85%
20-Feb-2013	5943.05	Long	-90.80	0.00	12177.32	6425.58	-6.68%	-4.03%	-10.98%	-9.90%	0.24%
21-Feb-2013	5852.25	Short	1.95	5.85	12179.27	6421.67	-5.94%	-4.51%	-12.83%	-9.32%	-0.27%
22-Feb-2013	5850.30	Short	-4.45	0.00	12174.82	6417.22	-6.18%	-4.74%	-13.57%	-8.51%	-3.33%
25-Feb-2013	5854.75	Long	-93.40	5.85	12081.42	6317.97	-8.08%	-7.06%	-16.43%	-10.54%	-4.33%
26-Feb-2013	5761.35	Short	-35.55	5.76	12045.87	6276.66	-9.91%	-8.26%	-14.83%	-9.82%	-5.54%
27-Feb-2013	5796.90	Long	-103.85	5.80	11942.02	6167.01	-11.04%	-9.49%	-17.25%	-12.36%	-10.66%
28-Feb-2013	5693.05	Short	-26.65	5.69	11915.37	6134.67	-12.95%	-8.66%	-17.79%	-11.30%	-11.66%
01-Mar-2013	5719.70	Long	-21.20	5.72	11894.17	6107.75	-12.86%	-8.80%	-16.96%	-12.11%	-12.13%
04-Mar-2013	5698.50	Short	-85.75	5.70	11808.42	6016.30	-13.50%	-10.73%	-18.04%	-14.80%	-12.45%
05-Mar-2013	5784.25	Long	34.35	5.78	11842.77	6044.86	-11.74%	-10.33%	-17.97%	-14.18%	-10.68%
06-Mar-2013	5818.60	Long	44.70	0.00	11887.47	6089.56	-10.25%	-8.71%	-18.12%	-12.73%	-9.93%
07-Mar-2013	5863.30	Long	82.40	0.00	11969.87	6171.96	-8.48%	-7.58%	-16.95%	-10.11%	-7.82%
08-Mar-2013	5945.70	Long	-3.35	0.00	11966.52	6168.61	-7.66%	-6.09%	-16.56%	-10.80%	-8.50%
11-Mar-2013	5942.35	Short	28.25	5.94	11994.77	6190.92	-6.99%	-5.62%	-18.28%	-11.66%	-6.68%
12-Mar-2013	5914.10	Short	62.90	0.00	12057.67	6253.82	-6.86%	-3.40%	-17.04%	-12.69%	-4.17%
13-Mar-2013	5851.20	Short	-57.75	0.00	11999.92	6196.07	-7.33%	-4.41%	-18.12%	-15.40%	-4.06%
14-Mar-2013	5908.95	Long	-36.35	5.91	11963.57	6153.81	-7.32%	-4.42%	-18.65%	-16.74%	-3.55%
15-Mar-2013	5872.60	Short	37.35	5.87	12000.92	6185.29	-6.29%	-4.28%	-18.11%	-14.81%	-4.19%
18-Mar-2013	5835.25	Short	89.30	0.00	12090.22	6274.59	-4.47%	-4.19%	-16.68%	-12.89%	-2.84%
19-Mar-2013	5745.95	Short	51.55	0.00	12141.77	6326.14	-2.82%	-3.24%	-14.19%	-13.24%	-1.13%
20-Mar-2013	5694.40	Short	35.65	0.00	12177.42	6361.79	-2.10%	-2.83%	-13.80%	-13.39%	-1.59%
21-Mar-2013	5658.75	Short	7.40	0.00	12184.82	6369.19	-0.69%	-5.08%	-13.24%	-12.98%	-2.21%
22-Mar-2013	5651.35	Short	17.50	0.00	12202.32	6386.69	0.11%	-5.71%	-12.24%	-10.60%	-4.24%
25-Mar-2013	5633.85	Short	-7.75	0.00	12194.57	6378.94	-0.38%	-6.19%	-12.47%	-12.44%	-4.97%
26-Mar-2013	5641.60	Long	40.95	5.64	12235.52	6414.25	-0.69%	-5.31%	-13.49%	-10.85%	-5.21%
28-Mar-2013	5682.55	Long	21.85	0.00	12257.37	6436.10	-0.41%	-3.71%	-12.80%	-11.18%	-5.69%
01-Apr-2013	5704.40	Long	43.70	0.00	12301.07	6479.80	0.00%	-2.93%	-10.80%	-9.32%	-5.71%
02-Apr-2013	5748.10	Long	-75.20	0.00	12225.87	6404.60	-1.93%	-3.06%	-12.47%	-11.33%	-6.84%
03-Apr-2013	5672.90	Short	98.15	5.67	12324.02	6497.08	0.05%	0.11%	-10.96%	-11.47%	-3.75%
04-Apr-2013	5574.75	Short	21.50	0.00	12345.52	6518.58	-0.40%	1.93%	-9.22%	-8.20%	-3.35%
05-Apr-2013	5553.25	Short	10.30	0.00	12355.82	6528.88	-0.26%	2.92%	-9.54%	-9.43%	-2.85%
08-Apr-2013	5542.95	Short	47.85	0.00	12403.67	6576.73	0.30%	3.58%	-9.53%	-9.29%	-1.99%
09-Apr-2013	5495.10	Short	-63.60	0.00	12340.07	6513.13	-1.51%	1.65%	-8.63%	-10.11%	-3.96%
10-Apr-2013	5558.70	Long	35.30	5.56	12375.37	6542.87	-1.98%	2.51%	-5.89%	-8.52%	-4.40%
11-Apr-2013	5594.00	Long	-65.45	0.00	12309.92	6477.42	-3.19%	0.85%	-7.58%	-10.63%	-3.29%
12-Apr-2013	5528.55	Short	-39.85	5.53	12270.07	6432.04	-4.04%	0.15%	-9.11%	-12.09%	-2.47%
15-Apr-2013	5568.40	Long	120.55	5.57	12390.62	6547.02	-2.63%	1.93%	-7.99%	-8.25%	-2.00%
16-Apr-2013	5688.95	Long	-0.25	0.00	12390.37	6546.77	-2.80%	1.76%	-8.45%	-9.97%	-1.75%
17-Apr-2013	5688.70	Short	-94.40	5.69	12295.97	6446.68	-4.54%	-2.28%	-9.75%	-11.84%	-5.36%
18-Apr-2013	5783.10	Long	51.30	5.78	12347.27	6492.20	-3.42%	-1.46%	-8.14%	-9.62%	-5.06%
22-Apr-2013	5834.40	Long	2.50	0.00	12349.77	6494.70	-4.82%	-1.15%	-8.69%	-10.49%	-4.80%
23-Apr-2013	5836.90	Long	79.40	0.00	12429.17	6574.10	-5.13%	0.05%	-6.80%	-9.27%	-3.44%
25-Apr-2013	5916.30	Long	-44.85	0.00	12384.32	6529.25	-6.75%	-1.12%	-7.23%	-9.02%	-4.73%
26-Apr-2013	5871.45	Short	-32.65	5.87	12351.67	6490.73	-7.30%	-1.61%	-8.29%	-7.81%	-6.25%
29-Apr-2013	5904.10	Long	26.10	5.90	12377.77	6510.92	-6.51%	-1.88%	-9.86%	-7.22%	-6.48%
30-Apr-2013	5930.20	Long	69.15	0.00	12446.92	6580.07	-5.41%	0.48%	-8.49%	-9.47%	-6.10%
02-May-2013	5999.35	Long	-55.35	0.00	12391.57	6524.72	-6.77%	0.29%	-8.51%	-11.22%	-9.22%
03-May-2013	5944.00	Short	-27.05	5.94	12364.52	6491.73	-7.00%	-1.37%	-9.77%	-12.42%	-10.33%
06-May-2013	5971.05	Long	72.50	5.97	12437.02	6558.26	-5.73%	-0.38%	-6.91%	-8.98%	-10.47%
07-May-2013	6043.55	Long	25.75	0.00	12462.77	6584.01	-4.97%	-0.45%	-6.68%	-7.94%	-8.40%
08-May-2013	6069.30	Long	-19.15	0.00	12443.62	6564.86	-5.34%	-0.83%	-7.85%	-7.00%	-8.58%
09-May-2013	6050.15	Short	-44.60	6.05	12399.02	6514.21	-6.80%	-1.29%	-11.16%	-6.58%	-9.52%
10-May-2013	6094.75	Long	12.50	6.09	12411.52	6520.61	-6.18%	-1.52%	-9.43%	-7.88%	-8.95%
11-May-2013	6107.25	Long	-126.80	0.00	12284.72	6393.81	-7.80%	-2.98%	-11.56%	-11.21%	-9.63%
13-May-2013	5980.45	Short	-14.95	5.98	12269.77	6372.88	-7.56%	-4.76%	-11.39%	-12.15%	-9.11%
14-May-2013	5995.40	Long	151.35	6.00	12421.12	6518.24	-5.57%	-2.15%	-8.52%	-7.41%	-5.81%
15-May-2013	6146.75	Long	23.15	0.00	12444.27	6541.39	-4.84%	-1.34%	-7.85%	-8.26%	-6.18%
16-May-2013	6169.90	Long	17.40	0.00	12461.67	6558.79	-5.56%	-2.05%	-6.26%	-7.86%	-6.17%
17-May-2013	6187.30	Long	-30.40	0.00	12431.27	6528.39	-5.90%	-1.61%	-7.58%	-6.23%	-6.52%
20-May-2013	6156.90	Short	42.80	6.16	12474.07	6565.03	-6.05%	-2.57%	-7.06%	-5.23%	-6.82%
21-May-2013	6114.10	Short	19.60	0.00	12493.67	6584.63	-5.19%	-2.74%	-4.93%	-3.98%	-4.91%
22-May-2013	6094.50	Short	127.45	0.00	12621.12	6712.08	-2.39%	-0.85%	-3.20%	-1.58%	-2.61%
23-May-2013	5967.05	Short	-16.50	0.00	12604.62	6695.58	-2.57%	-0.93%	-4.72%	-3.16%	-2.08%
24-May-2013	5983.55	Long	99.60	5.98	12704.22	6789.20	-0.13%	0.52%	-3.71%	0.11%	0.64%
27-May-2013	6083.15	Long	28.10	0.00	12732.32	6817.30	-0.27%	2.08%	-1.82%	1.43%	0.13%
28-May-2013	6111.25	Long	-6.95	0.00	12725.37	6810.35	-0.65%	1.15%	-2.86%	0.71%	0.06%
29-May-2013	6104.30	Short	-19.75	6.10	12705.62	6784.49	-1.18%	0.71%	-4.28%	1.08%	1.16%
30-May-2013	6124.05	Long	-138.10	6.12	12567.52	6640.27	-3.08%	-1.40%	-6.33%	-2.72%	-1.63%
31-May-2013	5985.95	Short	46.65	5.99	12614.17	6680.93	-2.15%	-0.71%	-7.22%	-2.27%	-0.29%
03-Jun-2013	5939.30	Short	19.85	0.00	12634.02	6700.78	-1.22%	0.08%	-4.64%	-4.63%	-0.44%
04-Jun-2013	5919.45	Short	-4.40	0.00	12629.62	6696.38	-1.25%	-0.45%	-3.80%	-4.15%	-0.25%
05-Jun-2013	5923.85	Long	-2.45	5.92	12627.17	6688.01	-1.68%	-0.30%	-2.27%	-5.35%	-0.71%
06-Jun-2013	5921.40	Short	40.40	5.92	12667.57	6722.49	0.13%	0.43%	-0.60%	-4.76%	0.37%
07-Jun-2013	5881.00	Short	3.00	0.00	12670.57	6725.49	-0.27%	-0.35%	0.35%	-4.78%	0.42%
10-Jun-2013	5878.00	Short	89.20	0.00	12759.77	6814.69	2.18%	1.30%	1.69%	-3.58%	1.34%
11-Jun-2013	5788.80	Short	28.60	0.00	12788.37	6843.29	3.46%	1.96%	4.23%	-3.23%	1.80%
12-Jun-2013	5760.20	Short	61.10	0.00	12849.47	6904.39	4.20%	3.62%	5.01%	-1.00%	3.18%
13-Jun-2013	5699.10	Short	-109.30	0.00	12740.17	6795.09	2.01%	1.19%	2.44%	-3.75%	2.32%
14-Jun-2013	5808.40	Long	41.65	5.81	12781.82	6830.93	3.18%	1.52%	3.62%	-3.42%	2.11%
17-Jun-2013	5850.05	Long	-36.45	0.00	12745.37	6794.48	2.73%	0.08%	1.55%	-5.38%	0.96%
18-Jun-2013	5813.60	Short	-8.65	5.81	12736.72	6780.02	3.21%	0.30%	1.47%	-6.32%	-1.15%
19-Jun-2013	5822.25	Long	-166.35	5.82	12570.37	6607.84	1.30%	-1.59%	-1.11%	-10.91%	-3.80%
20-Jun-2013	5655.90	Short	-11.75	5.66	12558.62	6590.44	1.13%	-1.94%	-0.48%	-12.05%	-4.17%
21-Jun-2013	5667.65	Long	-77.40	5.67	12481.22	6507.37	0.10%	-3.04%	-0.62%	-15.74%	-6.36%
24-Jun-2013	5590.25	Short	-18.85	5.59	12462.37	6482.93	-0.12%	-2.56%	-0.64%	-15.79%	-9.59%
25-Jun-2013	5609.10	Long	-20.40	5.61	12441.97	6456.92	-0.10%	-2.70%	-2.14%	-14.22%	-11.01%
26-Jun-2013	5588.70	Short	-93.65	5.59	12348.32	6357.68	-2.41%	-6.24%	-4.11%	-15.07%	-13.16%
27-Jun-2013	5682.35	Long	159.85	5.68	12508.17	6511.85	0.14%	-3.72%	-1.90%	-11.21%	-11.20%
28-Jun-2013	5842.20	Long	56.65	0.00	12564.82	6568.50	0.58%	-2.73%	-0.17%	-7.44%	-10.73%
01-Jul-2013	5898.85	Long	-41.30	0.00	12523.52	6527.20	-0.08%	-3.85%	-2.31%	-7.20%	-10.99%
02-Jul-2013	5857.55	Short	86.65	5.86	12610.17	6607.99	1.75%	-3.20%	-0.57%	-5.33%	-9.19%
03-Jul-2013	5770.90	Short	-66.05	0.00	12544.12	6541.94	0.12%	-4.47%	-1.27%	-8.29%	-10.06%
04-Jul-2013	5836.95	Long	30.95	5.84	12575.07	6567.05	0.45%	-6.43%	-0.96%	-9.70%	-9.53%
05-Jul-2013	5867.90	Long	-56.35	0.00	12518.72	6510.70	-0.09%	-7.90%	-1.89%	-10.42%	-8.67%
08-Jul-2013	5811.55	Short	-47.45	5.81	12471.27	6457.44	-1.09%	-8.73%	-3.05%	-10.95%	-8.40%
09-Jul-2013	5859.00	Long	-42.30	5.86	12428.97	6409.28	-1.28%	-10.16%	-4.51%	-9.57%	-9.82%
10-Jul-2013	5816.70	Short	-118.40	5.82	12310.57	6285.07	-3.49%	-10.02%	-6.53%	-13.01%	-13.57%
11-Jul-2013	5935.10	Long	73.90	5.94	12384.47	6353.03	-2.10%	-8.22%	-6.02%	-13.33%	-11.16%
12-Jul-2013	6009.00	Long	21.80	0.00	12406.27	6374.83	-2.30%	-7.59%	-7.27%	-12.20%	-10.80%
15-Jul-2013	6030.80	Long	-75.55	0.00	12330.72	6299.28	-3.60%	-8.54%	-8.05%	-12.71%	-11.71%
16-Jul-2013	5955.25	Short	-18.05	5.96	12312.67	6275.28	-2.52%	-9.19%	-6.55%	-13.48%	-12.40%
17-Jul-2013	5973.30	Long	64.75	5.97	12377.42	6334.05	-1.47%	-7.28%	-5.88%	-14.04%	-10.60%
18-Jul-2013	6038.05	Long	-8.85	0.00	12368.57	6325.20	-1.52%	-7.51%	-6.12%	-14.67%	-9.77%
19-Jul-2013	6029.20	Short	-2.60	6.03	12365.97	6316.57	-0.02%	-7.87%	-6.88%	-15.98%	-10.26%
22-Jul-2013	6031.80	Long	46.00	6.03	12411.97	6356.54	1.32%	-8.14%	-6.56%	-12.84%	-8.06%
23-Jul-2013	6077.80	Long	-87.30	0.00	12324.67	6269.24	1.68%	-8.85%	-7.37%	-14.77%	-10.11%
24-Jul-2013	5990.50	Short	83.00	5.99	12407.67	6346.25	3.53%	-8.78%	-4.70%	-13.37%	-7.21%
25-Jul-2013	5907.50	Short	21.30	0.00	12428.97	6367.55	4.40%	-8.06%	-4.12%	-12.02%	-7.33%
26-Jul-2013	5886.20	Short	54.55	0.00	12483.52	6422.10	6.89%	-6.17%	-3.49%	-10.57%	-7.43%
29-Jul-2013	5831.65	Short	76.60	0.00	12560.12	6498.70	7.78%	-3.86%	-2.46%	-10.04%	-6.29%
30-Jul-2013	5755.05	Short	13.05	0.00	12573.17	6511.75	7.34%	-3.03%	-1.47%	-10.98%	-5.54%
31-Jul-2013	5742.00	Short	14.15	0.00	12587.32	6525.90	6.16%	-2.50%	-1.58%	-11.14%	-4.16%
01-Aug-2013	5727.85	Short	49.95	0.00	12637.27	6575.85	7.11%	-0.85%	0.79%	-10.08%	-4.10%
02-Aug-2013	5677.90	Short	-7.50	0.00	12629.77	6568.35	6.65%	-0.67%	0.77%	-12.48%	-5.56%
05-Aug-2013	5685.40	Long	-143.15	5.69	12486.62	6419.52	2.91%	-4.22%	-0.62%	-14.81%	-10.29%
06-Aug-2013	5542.25	Short	23.15	5.54	12509.77	6437.12	4.35%	-3.39%	-0.31%	-14.78%	-11.91%
07-Aug-2013	5519.10	Short	-46.55	0.00	12463.22	6390.57	4.29%	-3.54%	-0.44%	-15.68%	-13.63%
08-Aug-2013	5565.65	Long	46.75	5.57	12509.97	6431.76	4.43%	-2.21%	-0.08%	-14.68%	-11.19%
12-Aug-2013	5612.40	Long	86.90	0.00	12596.87	6518.66	4.35%	-0.29%	-0.01%	-13.00%	-9.06%
13-Aug-2013	5699.30	Long	43.00	0.00	12639.87	6561.66	4.13%	1.28%	0.86%	-10.17%	-9.22%
14-Aug-2013	5742.30	Long	-234.45	0.00	12405.42	6327.21	-0.60%	-2.69%	-3.41%	-14.29%	-13.88%
16-Aug-2013	5507.85	Short	93.10	5.51	12498.52	6414.80	0.83%	0.12%	-4.39%	-12.77%	-12.50%
19-Aug-2013	5414.75	Short	13.30	0.00	12511.82	6428.10	0.76%	0.88%	-5.19%	-12.01%	-10.30%
20-Aug-2013	5401.45	Short	98.90	0.00	12610.72	6527.00	2.74%	2.34%	-3.72%	-10.27%	-10.23%
21-Aug-2013	5302.55	Short	-105.90	0.00	12504.82	6421.10	0.13%	-0.60%	-5.52%	-14.22%	-11.41%
22-Aug-2013	5408.45	Long	63.30	5.41	12568.12	6478.99	0.79%	0.36%	-3.10%	-12.66%	-10.96%
23-Aug-2013	5471.75	Long	4.75	0.00	12572.87	6483.74	0.07%	0.07%	-2.99%	-11.19%	-9.65%
26-Aug-2013	5476.50	Long	-189.05	0.00	12383.82	6294.69	-2.01%	-4.03%	-5.22%	-15.09%	-13.90%
27-Aug-2013	5287.45	Short	2.45	5.29	12386.27	6291.85	-3.88%	-3.83%	-3.77%	-15.64%	-16.19%
28-Aug-2013	5285.00	Short	-124.05	0.00	12262.22	6167.80	-6.64%	-7.06%	-4.60%	-16.36%	-15.29%
29-Aug-2013	5409.05	Long	62.75	5.41	12324.97	6225.15	-5.62%	-5.88%	-2.61%	-15.41%	-15.29%
30-Aug-2013	5471.80	Long	78.95	0.00	12403.92	6304.10	-4.98%	-4.68%	-1.35%	-14.64%	-14.39%
02-Sep-2013	5550.75	Long	-209.30	0.00	12194.62	6094.80	-7.54%	-9.03%	-5.90%	-16.08%	-17.54%
03-Sep-2013	5341.45	Short	-106.65	5.34	12087.97	5982.80	-10.49%	-12.55%	-7.88%	-16.62%	-19.35%
04-Sep-2013	5448.10	Long	144.85	5.45	12232.82	6122.21	-6.52%	-9.79%	-5.65%	-14.31%	-17.43%
05-Sep-2013	5592.95	Long	87.45	0.00	12320.27	6209.66	-3.98%	-7.97%	-3.83%	-12.99%	-15.93%
06-Sep-2013	5680.40	Long	216.35	0.00	12536.62	6426.01	-2.13%	-4.71%	-0.24%	-9.96%	-10.22%
10-Sep-2013	5896.75	Long	16.40	0.00	12553.02	6442.41	-1.77%	-4.47%	-0.08%	-9.93%	-11.39%
11-Sep-2013	5913.15	Long	-62.45	0.00	12490.57	6379.96	-1.13%	-5.50%	-3.33%	-10.51%	-12.52%
12-Sep-2013	5850.70	Short	0.10	5.85	12490.67	6374.21	-2.02%	-5.40%	-3.46%	-10.06%	-11.52%
13-Sep-2013	5850.60	Short	10.05	0.00	12500.72	6384.26	-1.89%	-6.70%	-3.03%	-10.55%	-12.35%
16-Sep-2013	5840.55	Short	-9.65	0.00	12491.07	6374.61	-3.42%	-8.54%	-3.36%	-10.21%	-12.68%
17-Sep-2013	5850.20	Long	49.25	5.85	12540.32	6418.01	-1.90%	-8.73%	-3.04%	-9.21%	-11.02%
18-Sep-2013	5899.45	Long	216.10	0.00	12756.42	6634.11	2.43%	-4.84%	0.82%	-5.82%	-5.35%
19-Sep-2013	6115.55	Long	-103.45	0.00	12652.97	6530.66	0.32%	-5.96%	-1.49%	-9.20%	-6.65%
20-Sep-2013	6012.10	Short	122.35	6.01	12775.32	6646.99	1.11%	-4.22%	1.58%	-7.26%	-8.23%
23-Sep-2013	5889.75	Short	-2.70	0.00	12772.62	6644.29	2.03%	-4.87%	2.33%	-6.64%	-9.40%
24-Sep-2013	5892.45	Long	-18.60	5.89	12754.02	6619.80	2.17%	-4.89%	0.79%	-7.69%	-10.36%
25-Sep-2013	5873.85	Short	-8.40	5.87	12745.62	6605.53	0.80%	-5.02%	0.42%	-6.22%	-8.32%
26-Sep-2013	5882.25	Long	-49.05	5.88	12696.57	6550.59	-0.57%	-5.67%	-1.03%	-7.43%	-8.73%
27-Sep-2013	5833.20	Short	97.90	5.83	12794.47	6642.66	1.33%	-4.23%	0.47%	-6.84%	-5.95%
30-Sep-2013	5735.30	Short	-44.75	0.00	12749.72	6597.91	1.46%	-5.71%	0.10%	-10.32%	-5.48%
01-Oct-2013	5780.05	Long	129.65	5.78	12879.37	6721.78	3.48%	-3.04%	1.88%	-6.46%	-4.83%
03-Oct-2013	5909.70	Long	-2.40	0.00	12876.97	6719.38	5.51%	-2.55%	2.43%	-6.43%	-6.08%
04-Oct-2013	5907.30	Short	1.15	5.91	12878.12	6714.62	5.79%	-1.87%	0.97%	-5.75%	-6.51%
07-Oct-2013	5906.15	Short	-22.25	0.00	12855.87	6692.37	2.95%	-2.70%	0.76%	-5.70%	-4.57%
08-Oct-2013	5928.40	Long	79.05	5.93	12934.92	6765.50	3.78%	-1.24%	2.39%	-4.36%	-4.79%
09-Oct-2013	6007.45	Long	13.50	0.00	12948.42	6779.00	3.67%	-2.04%	1.56%	-2.76%	-4.41%
10-Oct-2013	6020.95	Long	75.25	0.00	13023.67	6854.25	5.41%	-0.65%	3.75%	-2.38%	-0.99%
11-Oct-2013	6096.20	Long	16.50	0.00	13040.17	6870.75	5.01%	-1.10%	2.42%	-2.11%	-0.27%
14-Oct-2013	6112.70	Long	-23.65	0.00	13016.52	6847.10	4.29%	-0.90%	1.55%	-0.64%	0.32%
15-Oct-2013	6089.05	Short	43.20	6.09	13059.72	6884.21	2.83%	0.43%	1.98%	-0.37%	1.24%
17-Oct-2013	6045.85	Short	-143.50	0.00	12916.22	6740.71	0.75%	-1.79%	-0.17%	-3.91%	-2.37%
18-Oct-2013	6189.35	Long	15.60	6.19	12931.82	6750.12	-0.63%	-0.76%	-0.12%	-4.22%	-0.52%
21-Oct-2013	6204.95	Long	-2.15	0.00	12929.67	6747.97	-1.12%	-1.38%	0.92%	-2.90%	0.29%
22-Oct-2013	6202.80	Short	24.45	6.20	12954.12	6766.21	-0.71%	-1.35%	0.43%	-3.53%	-0.01%
23-Oct-2013	6178.35	Short	14.00	0.00	12968.12	6780.21	-0.07%	-1.24%	0.63%	-4.30%	1.00%
24-Oct-2013	6164.35	Short	19.45	0.00	12987.57	6799.66	2.59%	-0.47%	1.19%	-3.71%	-0.12%
25-Oct-2013	6144.90	Short	43.80	0.00	13031.37	6843.46	2.64%	0.55%	1.96%	-4.39%	0.43%
28-Oct-2013	6101.10	Short	-119.80	0.00	12911.57	6723.66	0.38%	-0.81%	0.46%	-4.14%	-4.13%
29-Oct-2013	6220.90	Long	30.80	6.22	12942.37	6748.24	0.83%	-0.35%	0.41%	-2.79%	-3.11%
30-Oct-2013	6251.70	Long	47.45	0.00	12989.82	6795.69	1.72%	0.13%	1.44%	-0.43%	-3.35%
31-Oct-2013	6299.15	Long	8.05	0.00	12997.87	6803.74	1.29%	1.41%	1.70%	0.72%	-3.19%
01-Nov-2013	6307.20	Long	10.15	0.00	13008.02	6813.89	1.40%	1.15%	1.07%	1.73%	-3.06%
03-Nov-2013	6317.35	Long	-64.20	0.00	12943.82	6749.69	-1.03%	1.00%	0.19%	0.54%	-4.36%
05-Nov-2013	6253.15	Short	38.00	6.25	12981.82	6781.44	-0.99%	2.21%	0.82%	2.92%	-3.98%
06-Nov-2013	6215.15	Short	27.90	0.00	13009.72	6809.34	-1.53%	2.36%	1.82%	3.12%	-2.46%
07-Nov-2013	6187.25	Short	46.50	0.00	13056.22	6855.84	0.98%	2.84%	2.08%	3.23%	-2.47%
08-Nov-2013	6140.75	Short	61.95	0.00	13118.17	6917.79	1.41%	4.42%	2.85%	4.84%	-1.82%
11-Nov-2013	6078.80	Short	60.75	0.00	13178.92	6978.54	3.03%	5.66%	3.11%	4.52%	-2.15%
12-Nov-2013	6018.05	Short	28.45	0.00	13207.37	7006.99	3.77%	6.87%	4.07%	5.19%	-2.33%
13-Nov-2013	5989.60	Short	-66.55	0.00	13140.82	6940.44	5.55%	6.81%	4.01%	4.47%	-5.05%
14-Nov-2013	6056.15	Long	132.85	6.06	13273.67	7067.23	7.87%	8.93%	6.07%	7.43%	-3.38%
18-Nov-2013	6189.00	Long	14.35	0.00	13288.02	7081.58	9.28%	9.37%	6.49%	8.71%	-5.14%
19-Nov-2013	6203.35	Long	-80.45	0.00	13207.57	7001.13	8.35%	8.25%	6.05%	7.78%	-5.87%
20-Nov-2013	6122.90	Short	123.85	6.12	13331.42	7118.86	10.81%	10.72%	8.34%	8.85%	-2.22%
21-Nov-2013	5999.05	Short	3.60	0.00	13335.02	7122.46	12.75%	10.50%	6.93%	8.92%	-1.29%
22-Nov-2013	5995.45	Short	-119.90	0.00	13215.12	7002.56	8.18%	8.32%	4.66%	6.38%	-2.44%
25-Nov-2013	6115.35	Long	-56.25	6.12	13158.87	6940.20	6.08%	6.64%	3.47%	5.92%	-1.03%
26-Nov-2013	6059.10	Short	2.00	6.06	13160.87	6936.14	6.75%	6.67%	3.00%	4.50%	-0.26%
27-Nov-2013	6057.10	Short	-34.75	0.00	13126.12	6901.39	4.84%	6.53%	1.75%	4.30%	-0.31%
28-Nov-2013	6091.85	Long	84.25	6.09	13210.37	6979.55	7.18%	7.30%	2.95%	5.98%	-0.67%
29-Nov-2013	6176.10	Long	41.75	0.00	13252.12	7021.30	7.35%	7.78%	1.28%	6.45%	-1.81%
02-Dec-2013	6217.85	Long	-16.00	0.00	13236.12	7005.30	7.95%	7.87%	0.49%	6.17%	-1.88%
03-Dec-2013	6201.85	Short	40.90	6.20	13277.02	7039.99	9.39%	8.38%	1.22%	6.54%	-0.87%
04-Dec-2013	6160.95	Short	-80.15	0.00	13196.87	6959.84	8.94%	7.71%	-0.73%	4.64%	-0.16%
05-Dec-2013	6241.10	Long	18.80	6.24	13215.67	6972.40	11.01%	7.76%	1.67%	4.93%	-1.11%
06-Dec-2013	6259.90	Long	104.00	0.00	13319.67	7076.40	11.56%	9.57%	3.77%	5.85%	-1.08%
09-Dec-2013	6363.90	Long	-31.05	0.00	13288.62	7045.35	10.54%	8.36%	3.37%	3.67%	-0.98%
10-Dec-2013	6332.85	Short	24.95	6.33	13313.57	7063.97	12.07%	8.65%	3.94%	4.41%	-0.03%
11-Dec-2013	6307.90	Short	70.85	0.00	13384.42	7134.82	13.63%	11.24%	4.95%	7.44%	0.90%
12-Dec-2013	6237.05	Short	68.65	0.00	13453.07	7203.47	13.94%	12.53%	6.97%	8.31%	0.49%
13-Dec-2013	6168.40	Short	13.70	0.00	13466.77	7217.17	14.46%	12.97%	7.11%	8.47%	0.10%
16-Dec-2013	6154.70	Short	15.65	0.00	13482.42	7232.82	14.89%	14.86%	7.17%	8.15%	-0.77%
17-Dec-2013	6139.05	Short	-78.10	0.00	13404.32	7154.72	13.00%	14.30%	5.00%	6.55%	0.38%
18-Dec-2013	6217.15	Long	-50.50	6.22	13353.82	7098.00	13.33%	14.97%	4.68%	6.12%	-1.11%
19-Dec-2013	6166.65	Short	-107.60	6.17	13246.22	6984.24	10.35%	13.78%	1.82%	5.78%	-2.64%
20-Dec-2013	6274.25	Long	10.25	6.27	13256.47	6988.21	9.89%	14.03%	2.31%	6.01%	-1.42%
23-Dec-2013	6284.50	Long	-16.10	0.00	13240.37	6972.11	8.75%	15.21%	2.97%	5.48%	-1.15%
24-Dec-2013	6268.40	Short	-10.50	6.27	13229.87	6955.34	7.28%	14.52%	3.69%	5.00%	-2.06%
26-Dec-2013	6278.90	Long	34.90	6.28	13264.77	6983.96	7.52%	14.24%	4.74%	6.17%	-2.55%
27-Dec-2013	6313.80	Long
 

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