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
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
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
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
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
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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