BACK 
 S&P 500 Direction Finder Trading System 
 Max Profit : $274,000.00  
 Max Drawdown : $-11,750.00  
Date Position Entry
Price
Exit
Price
Trade
Profit
Cum Profit Trade
Drawdown
Contract Monthly
Total
20070208 Short 1,450.10 1,447.10 750.00 273,775.00 -225.00 SP_07H 375.00
20070207 Short 1,454.20 1,455.70 -375.00 273,025.00 -375.00 SP_07H  
20070126 Short 1,431.20 1,426.60 1,150.00 273,400.00 -25.00 SP_07H 2,800.00
20070105 Short 1,420.00 1,417.00 750.00 272,250.00 -825.00 SP_07H  
20070104 Short 1,423.30 1,419.70 900.00 271,500.00 -175.00 SP_07H  
20061228 Short 1,433.30 1,433.80 -125.00 270,600.00 -125.00 SP_07H 50.00
20061222 Short 1,428.20 1,423.60 1,150.00 270,725.00 .00 SP_07H  
20061215 Short 1,440.60 1,438.20 600.00 269,575.00 -875.00 SP_07H  
20061214 Short 1,428.40 1,438.20 -2,450.00 268,975.00 -2,450.00 SP_07H  
20061213 Short 1,428.10 1,426.60 375.00 271,425.00 -325.00 SP_07H  
20061206 Short 1,414.30 1,414.70 -100.00 271,050.00 -100.00 SP_06Z  
20061204 Long 1,404.80 1,407.20 600.00 271,150.00 -750.00 SP_06Z  
20061130 Short 1,404.10 1,400.50 900.00 270,550.00 -175.00 SP_06Z 1,625.00
20061129 Long 1,395.70 1,397.90 550.00 269,650.00 -425.00 SP_06Z  
20061117 Short 1,398.60 1,404.80 -1,550.00 269,100.00 -1,550.00 SP_06Z  
20061110 Short 1,382.70 1,384.80 -525.00 270,650.00 -525.00 SP_06Z  
20061109 Short 1,390.80 1,387.80 750.00 271,175.00 -675.00 SP_06Z  
20061101 Short 1,384.80 1,378.80 1,500.00 270,425.00 -350.00 SP_06Z  
20061030 Long 1,380.30 1,382.70 600.00 268,925.00 -350.00 SP_06Z 550.00
20061027 Short 1,387.80 1,383.20 1,150.00 268,325.00 -1,100.00 SP_06Z  
20061020 Short 1,372.10 1,375.00 -725.00 267,175.00 -725.00 SP_06Z  
20061019 Short 1,370.00 1,374.30 -1,075.00 267,900.00 -1,075.00 SP_06Z  
20061006 Short 1,356.20 1,353.80 600.00 268,975.00 .00 SP_06Z  
20060922 Short 1,325.60 1,322.60 750.00 268,375.00 -150.00 SP_06Z 2,125.00
20060915 Short 1,332.70 1,332.20 125.00 267,625.00 -950.00 SP_06Z  
20060914 Short 1,326.20 1,329.40 -800.00 267,500.00 -800.00 SP_06Z  
20060913 Long 1,325.90 1,328.10 550.00 268,300.00 -775.00 SP_06Z  
20060906 Short 1,306.90 1,300.90 1,500.00 267,750.00 -400.00 SP_06U  
20060831 Short 1,305.70 1,305.60 25.00 266,250.00 -575.00 SP_06U -1,725.00
20060830 Long 1,304.50 1,306.70 550.00 266,225.00 -50.00 SP_06U  
20060818 Short 1,301.10 1,307.10 -1,500.00 265,675.00 -1,500.00 SP_06U  
20060816 Short 1,292.70 1,298.90 -1,550.00 267,175.00 -1,550.00 SP_06U  
20060811 Short 1,272.60 1,269.60 750.00 268,725.00 -275.00 SP_06U  
20060721 Short 1,254.70 1,250.10 1,150.00 267,975.00 -150.00 SP_06U 800.00
20060717 Long 1,247.00 1,243.30 -925.00 266,825.00 -925.00 SP_06U  
20060713 Short 1,260.50 1,257.50 750.00 267,750.00 -550.00 SP_06U  
20060707 Short 1,277.20 1,283.90 -1,675.00 267,000.00 -1,675.00 SP_06U  
20060705 Short 1,280.20 1,274.20 1,500.00 268,675.00 -225.00 SP_06U  
20060630 Short 1,283.30 1,279.40 975.00 267,175.00 -500.00 SP_06U 2,925.00
20060623 Short 1,252.40 1,258.20 -1,450.00 266,200.00 -1,450.00 SP_06U  
20060608 Short 1,262.00 1,259.00 750.00 267,650.00 -1,800.00 SP_06U  
20060607 Short 1,264.60 1,258.60 1,500.00 266,900.00 -2,275.00 SP_06M  
20060602 Short 1,288.30 1,283.70 1,150.00 265,400.00 -125.00 SP_06M  
20060526 Short 1,277.30 1,282.70 -1,350.00 264,250.00 -1,350.00 SP_06M -1,700.00
20060524 Short 1,253.50 1,265.00 -2,875.00 265,600.00 -2,875.00 SP_06M  
20060522 Long 1,267.70 1,264.00 -925.00 268,475.00 -925.00 SP_06M  
20060519 Short 1,266.10 1,263.10 750.00 269,400.00 -975.00 SP_06M  
20060515 Long 1,293.90 1,296.30 600.00 268,650.00 -900.00 SP_06M  
20060512 Short 1,304.30 1,301.30 750.00 268,050.00 -1,175.00 SP_06M  
20060511 Short 1,325.20 1,322.20 750.00 267,300.00 -25.00 SP_06M  
20060501 Long 1,319.30 1,321.70 600.00 266,550.00 -125.00 SP_06M  
20060427 Short 1,304.10 1,313.70 -2,400.00 265,950.00 -2,400.00 SP_06M -3,075.00
20060421 Short 1,320.70 1,317.70 750.00 268,350.00 -775.00 SP_06M  
20060420 Short 1,314.50 1,316.90 -600.00 267,600.00 -600.00 SP_06M  
20060413 Short 1,291.00 1,294.30 -825.00 268,200.00 -825.00 SP_06M  
20060324 Short 1,309.20 1,315.80 -1,650.00 269,025.00 -1,650.00 SP_06M -1,825.00
20060310 Short 1,282.60 1,288.30 -1,425.00 270,675.00 -1,425.00 SP_06M  
20060308 Short 1,277.10 1,272.10 1,250.00 272,100.00 -125.00 SP_06H  
20060224 Short 1,288.70 1,293.00 -1,075.00 270,850.00 -1,075.00 SP_06H -1,500.00
20060223 Short 1,290.70 1,287.70 750.00 271,925.00 -100.00 SP_06H  
20060217 Short 1,288.80 1,288.90 -25.00 271,175.00 -25.00 SP_06H  
20060215 Short 1,275.70 1,282.20 -1,625.00 271,200.00 -1,625.00 SP_06H  
20060210 Short 1,264.60 1,260.00 1,150.00 272,825.00 -675.00 SP_06H  
20060203 Short 1,265.60 1,271.30 -1,425.00 271,675.00 -1,425.00 SP_06H  
20060202 Short 1,283.20 1,280.20 750.00 273,100.00 -150.00 SP_06H  
20060127 Short 1,279.20 1,285.80 -1,650.00 272,350.00 -1,650.00 SP_06H -800.00
20060125 Short 1,273.20 1,267.20 1,500.00 274,000.00 -625.00 SP_06H  
20060120 Short 1,286.20 1,281.60 1,150.00 272,500.00 -325.00 SP_06H  
20060119 Short 1,285.50 1,288.30 -700.00 271,350.00 -700.00 SP_06H  
20060111 Short 1,295.30 1,299.70 -1,100.00 272,050.00 -1,100.00 SP_06H  
20051223 Short 1,275.20 1,276.50 -325.00 273,150.00 -325.00 SP_06H 3,175.00
20051216 Short 1,281.80 1,277.20 1,150.00 273,475.00 -500.00 SP_06H  
20051214 Long 1,278.80 1,281.00 550.00 272,325.00 -250.00 SP_06H  
20051208 Short 1,264.30 1,260.70 900.00 271,775.00 -2,100.00 SP_06H  
20051207 Short 1,263.50 1,257.50 1,500.00 270,875.00 -425.00 SP_05Z  
20051202 Short 1,263.60 1,266.00 -600.00 269,375.00 -600.00 SP_05Z  
20051107 Long 1,223.80 1,220.00 -950.00 269,975.00 -950.00 SP_05Z 750.00
20051104 Short 1,223.40 1,218.80 1,150.00 270,925.00 -475.00 SP_05Z  
20051102 Long 1,206.20 1,208.40 550.00 269,775.00 -175.00 SP_05Z  
20051026 Short 1,200.30 1,195.30 1,250.00 269,225.00 -1,675.00 SP_05Z 2,000.00
20051006 Short 1,201.50 1,198.50 750.00 267,975.00 -1,350.00 SP_05Z  
20050928 Short 1,224.20 1,218.20 1,500.00 267,225.00 -625.00 SP_05Z 3,275.00
20050922 Short 1,215.30 1,212.30 750.00 265,725.00 -75.00 SP_05Z  
20050921 Short 1,223.00 1,217.00 1,500.00 264,975.00 -425.00 SP_05Z  
20050916 Short 1,237.00 1,242.70 -1,425.00 263,475.00 -1,425.00 SP_05Z  
20050908 Short 1,239.00 1,238.20 200.00 264,900.00 -925.00 SP_05Z  
20050902 Short 1,223.00 1,220.00 750.00 264,700.00 -450.00 SP_05U  
20050831 Long 1,211.40 1,206.00 -1,350.00 263,950.00 -1,350.00 SP_05U 4,000.00
20050826 Short 1,211.20 1,206.60 1,150.00 265,300.00 .00 SP_05U  
20050822 Long 1,228.30 1,230.70 600.00 264,150.00 -125.00 SP_05U  
20050819 Short 1,224.60 1,221.60 750.00 263,550.00 -600.00 SP_05U  
20050812 Short 1,233.70 1,230.70 750.00 262,800.00 -550.00 SP_05U  
20050805 Short 1,234.30 1,231.90 600.00 262,050.00 -400.00 SP_05U  
20050804 Short 1,240.80 1,237.20 900.00 261,450.00 -800.00 SP_05U  
20050801 Long 1,238.80 1,241.20 600.00 260,550.00 -700.00 SP_05U  
20050727 Short 1,234.90 1,239.70 -1,200.00 259,950.00 -1,200.00 SP_05U -600.00
20050718 Long 1,227.10 1,226.50 -150.00 261,150.00 -150.00 SP_05U  
20050715 Short 1,231.00 1,228.00 750.00 261,300.00 .00 SP_05U  
20050629 Short 1,206.80 1,202.90 975.00 260,550.00 -325.00 SP_05U 1,375.00
20050624 Short 1,202.70 1,198.10 1,150.00 259,575.00 -525.00 SP_05U  
20050623 Short 1,218.00 1,215.00 750.00 258,425.00 -850.00 SP_05U  
20050609 Short 1,198.50 1,206.10 -1,900.00 257,675.00 -1,900.00 SP_05U  
20050608 Short 1,200.10 1,194.10 1,500.00 259,575.00 -650.00 SP_05M  
20050602 Short 1,198.70 1,205.30 -1,650.00 258,075.00 -1,650.00 SP_05M  
20050601 Long 1,195.00 1,197.20 550.00 259,725.00 -125.00 SP_05M  
20050531 Short 1,193.70 1,192.30 350.00 259,175.00 -1,200.00 SP_05M 1,100.00
20050525 Short 1,190.70 1,192.60 -475.00 258,825.00 -475.00 SP_05M  
20050520 Short 1,190.20 1,187.20 750.00 259,300.00 -75.00 SP_05M  
20050516 Long 1,159.80 1,162.00 550.00 258,550.00 -525.00 SP_05M  
20050513 Short 1,159.30 1,154.70 1,150.00 258,000.00 -1,500.00 SP_05M  
20050506 Short 1,177.00 1,174.00 750.00 256,850.00 -625.00 SP_05M  
20050505 Short 1,177.40 1,173.80 900.00 256,100.00 -650.00 SP_05M  
20050504 Short 1,164.30 1,175.80 -2,875.00 255,200.00 -2,875.00 SP_05M  
20050429 Short 1,149.30 1,144.70 1,150.00 258,075.00 -425.00 SP_05M 5,600.00
20050428 Short 1,151.20 1,147.60 900.00 256,925.00 -1,525.00 SP_05M  
20050422 Short 1,157.30 1,152.70 1,150.00 256,025.00 -925.00 SP_05M  
20050420 Short 1,151.80 1,146.80 1,250.00 254,875.00 -1,425.00 SP_05M  
20050415 Short 1,158.70 1,154.10 1,150.00 253,625.00 -1,275.00 SP_05M  
20050317 Short 1,191.70 1,194.10 -600.00 252,475.00 -600.00 SP_05M -2,225.00
20050311 Short 1,212.00 1,217.70 -1,425.00 253,075.00 -1,425.00 SP_05M  
20050310 Short 1,215.00 1,211.40 900.00 254,500.00 -100.00 SP_05M  
20050307 Long 1,226.60 1,228.80 550.00 253,600.00 -400.00 SP_05H  
20050304 Short 1,216.20 1,222.80 -1,650.00 253,050.00 -1,650.00 SP_05H  
20050217 Short 1,210.20 1,207.20 750.00 254,700.00 -300.00 SP_05H 2,250.00
20050210 Short 1,195.30 1,192.30 750.00 253,950.00 -475.00 SP_05H  
20050203 Short 1,189.00 1,186.00 750.00 253,200.00 -600.00 SP_05H  
20050128 Short 1,174.10 1,169.50 1,150.00 252,450.00 -400.00 SP_05H 3,875.00
20050127 Short 1,170.80 1,174.70 -975.00 251,300.00 -975.00 SP_05H  
20050121 Short 1,176.30 1,173.30 750.00 252,275.00 -1,100.00 SP_05H  
20050113 Short 1,185.30 1,181.70 900.00 251,525.00 -875.00 SP_05H  
20050112 Short 1,184.20 1,178.20 1,500.00 250,625.00 -200.00 SP_05H  
20050110 Long 1,189.60 1,191.80 550.00 249,125.00 -525.00 SP_05H  
20041220 Long 1,205.90 1,201.70 -1,050.00 248,575.00 -1,050.00 SP_05H -675.00
20041213 Long 1,195.90 1,192.20 -925.00 249,625.00 -925.00 SP_05H  
20041209 Short 1,179.70 1,176.70 750.00 250,550.00 -400.00 SP_05H  
20041201 Long 1,181.30 1,183.50 550.00 249,800.00 -150.00 SP_04Z  
20041119 Short 1,183.00 1,180.00 750.00 249,250.00 .00 SP_04Z -2,125.00
20041112 Short 1,172.80 1,178.50 -1,425.00 248,500.00 -1,425.00 SP_04Z  
20041105 Short 1,164.70 1,170.50 -1,450.00 249,925.00 -1,450.00 SP_04Z  
20041027 Short 1,108.30 1,118.80 -2,625.00 251,375.00 -2,625.00 SP_04Z 775.00
20041022 Short 1,106.40 1,101.80 1,150.00 254,000.00 -525.00 SP_04Z  
20041021 Short 1,102.70 1,099.70 750.00 252,850.00 -1,475.00 SP_04Z  
20041014 Short 1,113.00 1,110.00 750.00 252,100.00 -625.00 SP_04Z  
20041007 Short 1,139.50 1,136.50 750.00 251,350.00 -275.00 SP_04Z  
20040923 Short 1,110.30 1,107.20 775.00 250,600.00 -800.00 SP_04Z 1,750.00
20040922 Short 1,119.70 1,113.70 1,500.00 249,825.00 -250.00 SP_04Z  
20040915 Short 1,125.40 1,120.80 1,150.00 248,325.00 -150.00 SP_04Z  
20040910 Short 1,115.60 1,122.30 -1,675.00 247,175.00 -1,675.00 SP_04Z  
20040827 Short 1,104.30 1,108.20 -975.00 248,850.00 -975.00 SP_04U -2,375.00
20040825 Short 1,095.80 1,106.30 -2,625.00 249,825.00 -2,625.00 SP_04U  
20040818 Long 1,081.80 1,084.00 550.00 252,450.00 -150.00 SP_04U  
20040816 Long 1,069.50 1,071.90 600.00 251,900.00 .00 SP_04U  
20040811 Short 1,069.10 1,075.80 -1,675.00 251,300.00 -1,675.00 SP_04U  
20040806 Short 1,072.90 1,068.30 1,150.00 252,975.00 -275.00 SP_04U  
20040802 Long 1,100.50 1,102.90 600.00 251,825.00 -875.00 SP_04U  
20040729 Short 1,100.40 1,096.80 900.00 251,225.00 -100.00 SP_04U 1,500.00
20040728 Long 1,093.20 1,087.70 -1,375.00 250,325.00 -1,375.00 SP_04U  
20040716 Short 1,110.20 1,105.60 1,150.00 251,700.00 -200.00 SP_04U  
20040715 Short 1,112.00 1,109.00 750.00 250,550.00 -425.00 SP_04U  
20040702 Short 1,126.10 1,125.80 75.00 249,800.00 -800.00 SP_04U  
20040604 Short 1,122.70 1,129.30 -1,650.00 249,725.00 -1,650.00 SP_04M -2,350.00
20040602 Short 1,122.60 1,125.40 -700.00 251,375.00 -700.00 SP_04M  
20040514 Short 1,092.70 1,088.10 1,150.00 252,075.00 -200.00 SP_04M 2,075.00
20040512 Short 1,089.00 1,083.00 1,500.00 250,925.00 -500.00 SP_04M  
20040506 Short 1,114.00 1,111.00 750.00 249,425.00 -1,125.00 SP_04M  
20040505 Short 1,116.70 1,122.00 -1,325.00 248,675.00 -1,325.00 SP_04M  
20040429 Short 1,119.80 1,116.20 900.00 250,000.00 -2,050.00 SP_04M 450.00
20040428 Short 1,131.30 1,125.30 1,500.00 249,100.00 -125.00 SP_04M  
20040426 Long 1,143.80 1,140.20 -900.00 247,600.00 -900.00 SP_04M  
20040423 Short 1,137.50 1,135.10 600.00 248,500.00 -500.00 SP_04M  
20040421 Short 1,116.70 1,122.60 -1,475.00 247,900.00 -1,475.00 SP_04M  
20040416 Short 1,127.80 1,134.50 -1,675.00 249,375.00 -1,675.00 SP_04M  
20040408 Short 1,147.70 1,144.70 750.00 251,050.00 -125.00 SP_04M  
20040402 Short 1,141.00 1,138.00 750.00 250,300.00 -200.00 SP_04M  
20040331 Short 1,123.80 1,124.90 -275.00 249,550.00 -275.00 SP_04M -1,225.00
20040329 Long 1,116.40 1,118.80 600.00 249,825.00 -100.00 SP_04M  
20040325 Short 1,096.20 1,108.20 -3,000.00 249,225.00 -3,000.00 SP_04M  
20040317 Long 1,118.20 1,120.40 550.00 252,225.00 -375.00 SP_04M  
20040311 Short 1,118.10 1,114.50 900.00 251,675.00 -1,775.00 SP_04M  
20040225 Long 1,141.60 1,143.80 550.00 250,775.00 -225.00 SP_04H 3,550.00
20040220 Short 1,147.00 1,144.00 750.00 250,225.00 -125.00 SP_04H  
20040219 Short 1,157.20 1,154.20 750.00 249,475.00 -250.00 SP_04H  
20040218 Short 1,155.30 1,149.30 1,500.00 248,725.00 -425.00 SP_04H  
20040130 Short 1,128.10 1,129.90 -450.00 247,225.00 -450.00 SP_04H -5,075.00
20040121 Short 1,135.30 1,145.80 -2,625.00 247,675.00 -2,625.00 SP_04H  
20040112 Long 1,121.60 1,124.00 600.00 250,300.00 -450.00 SP_04H  
20040109 Short 1,122.30 1,129.00 -1,675.00 249,700.00 -1,675.00 SP_04H  
20040105 Long 1,117.20 1,113.50 -925.00 251,375.00 -925.00 SP_04H  
20031222 Long 1,088.30 1,090.70 600.00 252,300.00 -750.00 SP_04H -3,550.00
20031219 Short 1,087.00 1,084.60 600.00 251,700.00 -725.00 SP_04H  
20031218 Short 1,075.80 1,087.80 -3,000.00 251,100.00 -3,000.00 SP_04H  
20031217 Short 1,071.00 1,076.30 -1,325.00 254,100.00 -1,325.00 SP_04H  
20031212 Short 1,069.90 1,072.60 -675.00 255,425.00 -675.00 SP_04H  
20031205 Short 1,063.20 1,062.20 250.00 256,100.00 -1,375.00 SP_03Z  
20031125 Short 1,051.90 1,053.20 -325.00 255,850.00 -325.00 SP_03Z 2,375.00
20031121 Short 1,036.20 1,033.20 750.00 256,175.00 -75.00 SP_03Z  
20031107 Short 1,058.50 1,056.10 600.00 255,425.00 .00 SP_03Z  
20031106 Short 1,049.00 1,046.00 750.00 254,825.00 -200.00 SP_03Z  
20031103 Long 1,057.20 1,059.60 600.00 254,075.00 -100.00 SP_03Z  
20031030 Short 1,050.80 1,047.80 750.00 253,475.00 -350.00 SP_03Z 3,850.00
20031024 Short 1,022.00 1,017.40 1,150.00 252,725.00 -1,250.00 SP_03Z  
20031015 Short 1,051.60 1,045.60 1,500.00 251,575.00 -100.00 SP_03Z  
20031009 Short 1,042.50 1,039.50 750.00 250,075.00 -1,175.00 SP_03Z  
20031008 Short 1,036.50 1,030.50 1,500.00 249,325.00 -375.00 SP_03Z  
20031002 Short 1,012.40 1,019.60 -1,800.00 247,825.00 -1,800.00 SP_03Z  
20030930 Short 995.20 990.40 1,200.00 249,625.00 -150.00 SP_03Z 2,650.00
20030929 Long 997.60 1,000.00 600.00 248,425.00 -50.00 SP_03Z  
20030926 Short 997.30 994.50 700.00 247,825.00 -1,175.00 SP_03Z  
20030923 Short 1,023.90 1,019.50 1,100.00 247,125.00 -525.00 SP_03Z  
20030919 Short 1,036.30 1,033.90 600.00 246,025.00 -375.00 SP_03Z  
20030918 Short 1,024.70 1,036.70 -3,000.00 245,425.00 -3,000.00 SP_03Z  
20030908 Long 1,028.00 1,030.20 550.00 248,425.00 -200.00 SP_03U  
20030904 Short 1,026.40 1,022.80 900.00 247,875.00 -700.00 SP_03U  
20030822 Short 1,008.80 1,005.80 750.00 246,975.00 -500.00 SP_03U 300.00
20030821 Short 1,002.70 999.70 750.00 246,225.00 -1,650.00 SP_03U  
20030814 Short 982.70 987.70 -1,250.00 245,475.00 -1,250.00 SP_03U  
20030813 Short 990.30 984.30 1,500.00 246,725.00 -225.00 SP_03U  
20030806 Short 963.90 974.30 -2,600.00 245,225.00 -2,600.00 SP_03U  
20030801 Short 984.50 979.90 1,150.00 247,825.00 -625.00 SP_03U  
20030731 Short 993.20 990.20 750.00 246,675.00 -200.00 SP_03U 5,475.00
20030730 Short 989.50 986.60 725.00 245,925.00 -375.00 SP_03U  
20030724 Short 992.30 989.30 750.00 245,200.00 -1,425.00 SP_03U  
20030723 Short 986.00 980.00 1,500.00 244,450.00 -125.00 SP_03U  
20030718 Short 985.90 982.90 750.00 242,950.00 -500.00 SP_03U  
20030716 Short 1,001.50 995.50 1,500.00 242,200.00 -250.00 SP_03U  
20030709 Long 1,002.80 1,005.00 550.00 240,700.00 .00 SP_03U  
20030707 Long 996.70 999.10 600.00 240,150.00 -250.00 SP_03U  
20030702 Short 986.30 992.90 -1,650.00 239,550.00 -1,650.00 SP_03U  
20030630 Long 980.00 976.30 -925.00 241,200.00 -925.00 SP_03U -5,275.00
20030627 Short 981.80 977.20 1,150.00 242,125.00 -1,550.00 SP_03U  
20030626 Short 974.90 984.30 -2,350.00 240,975.00 -2,350.00 SP_03U  
20030620 Short 997.50 994.50 750.00 243,325.00 -250.00 SP_03U  
20030618 Short 1,004.30 1,008.20 -975.00 242,575.00 -975.00 SP_03U  
20030613 Short 998.30 993.70 1,150.00 243,550.00 -425.00 SP_03U  
20030612 Short 996.80 993.20 900.00 242,400.00 -100.00 SP_03U  
20030611 Short 983.00 993.40 -2,600.00 241,500.00 -2,600.00 SP_03M  
20030605 Short 977.70 987.20 -2,375.00 244,100.00 -2,375.00 SP_03M  
20030529 Short 955.30 951.70 900.00 246,475.00 -1,675.00 SP_03M -3,925.00
20030528 Long 956.20 950.80 -1,350.00 245,575.00 -1,350.00 SP_03M  
20030523 Short 928.50 932.20 -925.00 246,925.00 -925.00 SP_03M  
20030522 Short 923.20 935.20 -3,000.00 247,850.00 -3,000.00 SP_03M  
20030508 Short 919.80 920.40 -150.00 250,850.00 -150.00 SP_03M  
20030507 Short 928.30 929.50 -300.00 251,000.00 -300.00 SP_03M  
20030501 Short 911.10 907.50 900.00 251,300.00 -325.00 SP_03M  
20030430 Short 916.10 911.10 1,250.00 250,400.00 -300.00 SP_03M 4,900.00
20030424 Short 912.10 908.50 900.00 249,150.00 -575.00 SP_03M  
20030423 Short 910.70 917.50 -1,700.00 248,250.00 -1,700.00 SP_03M  
20030416 Long 892.80 895.00 550.00 249,950.00 -875.00 SP_03M  
20030410 Short 865.20 862.20 750.00 249,400.00 -775.00 SP_03M  
20030409 Short 877.30 871.30 1,500.00 248,650.00 -2,475.00 SP_03M  
20030404 Short 877.80 874.80 750.00 247,150.00 -1,175.00 SP_03M  
20030403 Short 879.70 876.10 900.00 246,400.00 .00 SP_03M  
20030328 Short 859.80 866.40 -1,650.00 245,500.00 -1,650.00 SP_03M 2,950.00
20030327 Short 859.90 856.90 750.00 247,150.00 -600.00 SP_03M  
20030326 Short 868.50 868.00 125.00 246,400.00 -1,750.00 SP_03M  
20030321 Short 882.00 879.60 600.00 246,275.00 -300.00 SP_03M  
20030320 Short 865.80 862.20 900.00 245,675.00 -100.00 SP_03M  
20030319 Long 866.10 868.30 550.00 244,775.00 -325.00 SP_03M  
20030314 Short 832.70 828.10 1,150.00 244,225.00 -75.00 SP_03M  
20030313 Short 815.20 812.20 750.00 243,075.00 -700.00 SP_03M  
20030312 Short 801.30 796.30 1,250.00 242,325.00 -300.00 SP_03H  
20030311 Short 811.40 807.00 1,100.00 241,075.00 -725.00 SP_03H  
20030305 Short 823.40 829.50 -1,525.00 239,975.00 -1,525.00 SP_03H  
20030303 Long 851.50 847.30 -1,050.00 241,500.00 -1,050.00 SP_03H  
20030227 Short 831.70 828.70 750.00 242,550.00 -275.00 SP_03H 9,000.00
20030226 Short 834.00 828.00 1,500.00 241,800.00 -1,500.00 SP_03H  
20030221 Short 837.00 834.00 750.00 240,300.00 -1,250.00 SP_03H  
20030220 Short 844.80 841.20 900.00 239,550.00 -550.00 SP_03H  
20030219 Short 847.00 841.00 1,500.00 238,650.00 -700.00 SP_03H  
20030211 Short 840.60 836.20 1,100.00 237,150.00 -475.00 SP_03H  
20030207 Short 842.90 839.90 750.00 236,050.00 -525.00 SP_03H  
20030204 Short 844.00 839.20 1,200.00 235,300.00 -500.00 SP_03H  
20030203 Long 856.60 858.80 550.00 234,100.00 -350.00 SP_03H  
20030129 Short 846.00 854.20 -2,050.00 233,550.00 -2,050.00 SP_03H 1,550.00
20030124 Short 881.20 878.20 750.00 235,600.00 -25.00 SP_03H  
20030116 Short 920.70 917.70 750.00 234,850.00 -1,275.00 SP_03H  
20030115 Short 929.80 923.80 1,500.00 234,100.00 .00 SP_03H  
20030103 Short 905.00 902.60 600.00 232,600.00 -1,425.00 SP_03H  
20021218 Short 894.00 888.00 1,500.00 232,000.00 -500.00 SP_03H -150.00
20021216 Long 894.90 897.10 550.00 230,500.00 -50.00 SP_03H  
20021212 Short 903.50 900.50 750.00 229,950.00 -675.00 SP_03H  
20021211 Short 896.50 907.00 -2,625.00 229,200.00 -2,625.00 SP_02Z  
20021205 Short 919.20 916.20 750.00 231,825.00 -275.00 SP_02Z  
20021202 Long 953.80 949.50 -1,075.00 231,075.00 -1,075.00 SP_02Z  
20021129 Short 938.70 935.70 750.00 232,150.00 -500.00 SP_02Z 1,850.00
20021119 Short 896.60 904.20 -1,900.00 231,400.00 -1,900.00 SP_02Z  
20021107 Short 912.80 909.20 900.00 233,300.00 -550.00 SP_02Z  
20021106 Short 916.00 910.00 1,500.00 232,400.00 -750.00 SP_02Z  
20021101 Short 880.60 878.20 600.00 230,900.00 -300.00 SP_02Z  
20021030 Short 881.00 891.50 -2,625.00 230,300.00 -2,625.00 SP_02Z -75.00
20021025 Short 877.00 883.80 -1,700.00 232,925.00 -1,700.00 SP_02Z  
20021024 Short 902.00 899.00 750.00 234,625.00 -125.00 SP_02Z  
20021023 Short 886.30 881.30 1,250.00 233,875.00 -1,225.00 SP_02Z  
20021009 Short 783.50 777.50 1,500.00 232,625.00 -2,500.00 SP_02Z  
20021003 Short 827.20 824.20 750.00 231,125.00 -25.00 SP_02Z  
20020927 Short 843.80 850.50 -1,675.00 230,375.00 -1,675.00 SP_02Z 2,225.00
20020926 Short 846.20 843.20 750.00 232,050.00 -25.00 SP_02Z  
20020925 Short 827.30 822.30 1,250.00 231,300.00 -800.00 SP_02Z  
20020923 Long 834.10 836.30 550.00 230,050.00 -250.00 SP_02Z  
20020919 Short 855.30 851.70 900.00 229,500.00 -1,675.00 SP_02Z  
20020918 Short 863.00 857.00 1,500.00 228,600.00 -1,475.00 SP_02Z  
20020912 Short 899.00 895.40 900.00 227,100.00 -125.00 SP_02Z  
20020905 Short 878.80 875.20 900.00 226,200.00 -300.00 SP_02U  
20020904 Short 878.80 890.20 -2,850.00 225,300.00 -2,850.00 SP_02U  
20020830 Short 912.40 919.00 -1,650.00 228,150.00 -1,650.00 SP_02U 5,950.00
20020823 Short 955.60 951.00 1,150.00 229,800.00 -225.00 SP_02U  
20020822 Short 949.70 946.70 750.00 228,650.00 -75.00 SP_02U  
20020820 Short 945.30 940.50 1,200.00 227,900.00 -50.00 SP_02U  
20020816 Short 921.80 917.20 1,150.00 226,700.00 -250.00 SP_02U  
20020809 Short 894.50 891.50 750.00 225,550.00 -250.00 SP_02U  
20020808 Short 877.80 874.20 900.00 224,800.00 -2,300.00 SP_02U  
20020807 Long 875.80 878.00 550.00 223,900.00 -75.00 SP_02U  
20020802 Short 880.50 875.90 1,150.00 223,350.00 -875.00 SP_02U  
20020731 Short 897.50 891.50 1,500.00 222,200.00 -1,875.00 SP_02U 12,750.00
20020730 Short 891.40 887.00 1,100.00 220,700.00 -75.00 SP_02U  
20020729 Long 871.60 874.00 600.00 219,600.00 -150.00 SP_02U  
20020726 Short 838.50 836.10 600.00 219,000.00 -500.00 SP_02U  
20020725 Short 832.50 828.90 900.00 218,400.00 -250.00 SP_02U  
20020724 Long 776.80 779.00 550.00 217,500.00 -950.00 SP_02U  
20020723 Short 821.40 817.00 1,100.00 216,950.00 -1,850.00 SP_02U  
20020722 Long 845.00 847.20 550.00 215,850.00 .00 SP_02U  
20020712 Short 928.80 924.20 1,150.00 215,300.00 -300.00 SP_02U  
20020711 Short 913.30 909.70 900.00 214,150.00 -50.00 SP_02U  
20020710 Short 954.50 948.50 1,500.00 213,250.00 -375.00 SP_02U  
20020708 Long 991.20 993.60 600.00 211,750.00 -50.00 SP_02U  
20020702 Short 968.10 963.70 1,100.00 211,150.00 -375.00 SP_02U  
20020701 Long 993.20 995.60 600.00 210,050.00 -175.00 SP_02U  
20020627 Short 982.20 979.20 750.00 209,450.00 -575.00 SP_02U 4,350.00
20020626 Long 955.20 957.40 550.00 208,700.00 .00 SP_02U  
20020619 Long 1,028.30 1,030.50 550.00 208,150.00 -325.00 SP_02U  
20020617 Long 1,019.20 1,021.60 600.00 207,600.00 -425.00 SP_02U  
20020614 Short 996.30 991.70 1,150.00 207,000.00 -500.00 SP_02U  
20020606 Short 1,047.20 1,044.20 750.00 205,850.00 -450.00 SP_02M  
20020531 Short 1,068.30 1,075.00 -1,675.00 205,100.00 -1,675.00 SP_02M 1,150.00
20020530 Short 1,062.30 1,058.70 900.00 206,775.00 -2,000.00 SP_02M  
20020524 Short 1,094.00 1,089.40 1,150.00 205,875.00 -750.00 SP_02M  
20020515 Short 1,090.20 1,100.70 -2,625.00 204,725.00 -2,625.00 SP_02M  
20020503 Short 1,079.20 1,074.60 1,150.00 207,350.00 -150.00 SP_02M  
20020502 Short 1,085.20 1,082.20 750.00 206,200.00 -1,650.00 SP_02M  
20020501 Short 1,075.50 1,069.50 1,500.00 205,450.00 -250.00 SP_02M  
20020425 Short 1,087.70 1,084.70 750.00 203,950.00 -25.00 SP_02M 4,850.00
20020423 Short 1,109.90 1,105.50 1,100.00 203,200.00 -650.00 SP_02M  
20020419 Short 1,127.70 1,124.70 750.00 202,100.00 -575.00 SP_02M  
20020417 Short 1,128.70 1,127.90 200.00 201,350.00 -1,425.00 SP_02M  
20020408 Long 1,115.30 1,117.50 550.00 201,150.00 -325.00 SP_02M  
20020403 Short 1,135.80 1,129.80 1,500.00 200,600.00 -1,250.00 SP_02M  
20020328 Short 1,148.80 1,145.20 900.00 199,100.00 -2,000.00 SP_02M 2,800.00
20020325 Long 1,150.60 1,146.80 -950.00 198,200.00 -950.00 SP_02M  
20020313 Short 1,161.00 1,155.00 1,500.00 199,150.00 -875.00 SP_02M  
20020307 Short 1,166.50 1,163.50 750.00 197,650.00 .00 SP_02M  
20020304 Long 1,134.10 1,136.50 600.00 196,900.00 -525.00 SP_02H  
20020225 Long 1,097.80 1,100.00 550.00 196,300.00 -450.00 SP_02H 3,875.00
20020222 Short 1,079.90 1,077.50 600.00 195,750.00 -1,150.00 SP_02H  
20020215 Short 1,114.80 1,110.20 1,150.00 195,150.00 .00 SP_02H  
20020214 Short 1,117.70 1,114.10 900.00 194,000.00 -1,950.00 SP_02H  
20020213 Short 1,113.80 1,118.70 -1,225.00 193,100.00 -1,225.00 SP_02H  
20020207 Short 1,082.70 1,079.70 750.00 194,325.00 -1,450.00 SP_02H  
20020201 Short 1,127.20 1,122.60 1,150.00 193,575.00 -625.00 SP_02H  
20020130 Short 1,098.50 1,092.50 1,500.00 192,425.00 -1,625.00 SP_02H 5,900.00
20020129 Short 1,138.00 1,133.60 1,100.00 190,925.00 -25.00 SP_02H  
20020123 Short 1,121.20 1,132.60 -2,850.00 189,825.00 -2,850.00 SP_02H  
20020116 Short 1,139.00 1,133.00 1,500.00 192,675.00 -625.00 SP_02H  
20020111 Short 1,158.20 1,153.60 1,150.00 191,175.00 -450.00 SP_02H  
20020110 Short 1,155.80 1,152.20 900.00 190,025.00 -625.00 SP_02H  
20020109 Long 1,168.90 1,171.10 550.00 189,125.00 -650.00 SP_02H  
20020107 Long 1,174.60 1,176.80 550.00 188,575.00 -725.00 SP_02H  
20020102 Short 1,148.00 1,142.00 1,500.00 188,025.00 -125.00 SP_02H  
20011221 Short 1,147.20 1,142.60 1,150.00 186,525.00 -450.00 SP_02H 5,850.00
20011219 Long 1,139.50 1,141.70 550.00 185,375.00 -250.00 SP_02H  
20011217 Long 1,129.30 1,131.70 600.00 184,825.00 -575.00 SP_02H  
20011213 Short 1,125.20 1,121.60 900.00 184,225.00 -1,825.00 SP_02H  
20011212 Short 1,137.70 1,131.70 1,500.00 183,325.00 -1,150.00 SP_01Z  
20011207 Short 1,161.00 1,156.40 1,150.00 181,825.00 -1,125.00 SP_01Z  
20011129 Short 1,128.80 1,125.20 900.00 180,675.00 -550.00 SP_01Z 8,950.00
20011128 Short 1,142.20 1,136.20 1,500.00 179,775.00 -1,200.00 SP_01Z  
20011121 Short 1,139.60 1,133.60 1,500.00 178,275.00 -600.00 SP_01Z  
20011116 Short 1,144.10 1,141.10 750.00 176,775.00 -25.00 SP_01Z  
20011109 Short 1,116.30 1,111.70 1,150.00 176,025.00 -1,550.00 SP_01Z  
20011107 Long 1,118.50 1,120.70 550.00 174,875.00 -250.00 SP_01Z  
20011105 Long 1,102.50 1,104.70 550.00 174,325.00 -375.00 SP_01Z  
20011102 Short 1,080.70 1,076.10 1,150.00 173,775.00 -450.00 SP_01Z  
20011101 Short 1,061.20 1,057.60 900.00 172,625.00 -1,425.00 SP_01Z  
20011024 Short 1,085.00 1,085.00 .00 171,725.00 .00 SP_01Z 2,500.00
20011022 Long 1,075.80 1,078.00 550.00 171,725.00 -150.00 SP_01Z  
20011018 Short 1,075.00 1,072.00 750.00 171,175.00 -1,325.00 SP_01Z  
20011017 Short 1,107.50 1,101.50 1,500.00 170,425.00 -750.00 SP_01Z  
20011015 Long 1,084.60 1,086.80 550.00 168,925.00 -1,025.00 SP_01Z  
20011012 Short 1,088.50 1,095.50 -1,750.00 168,375.00 -1,750.00 SP_01Z  
20011004 Short 1,077.30 1,073.70 900.00 170,125.00 .00 SP_01Z  
20010928 Short 1,028.20 1,035.00 -1,700.00 169,225.00 -1,700.00 SP_01Z 2,400.00
20010927 Short 1,010.70 1,007.10 900.00 170,925.00 .00 SP_01Z  
20010926 Short 1,022.00 1,016.00 1,500.00 170,025.00 -125.00 SP_01Z  
20010925 Short 1,009.40 1,017.00 -1,900.00 168,525.00 -1,900.00 SP_01Z  
20010924 Long 996.60 999.00 600.00 170,425.00 -275.00 SP_01Z  
20010920 Short 1,000.80 997.20 900.00 169,825.00 -2,050.00 SP_01Z  
20010910 Long 1,075.60 1,078.00 600.00 168,925.00 -525.00 SP_01U  
20010905 Short 1,127.50 1,121.50 1,500.00 168,325.00 -2,500.00 SP_01U  
20010831 Short 1,128.50 1,136.50 -2,000.00 166,825.00 -2,000.00 SP_01U -1,900.00
20010824 Short 1,166.00 1,177.80 -2,950.00 168,825.00 -2,950.00 SP_01U  
20010822 Short 1,162.00 1,156.00 1,500.00 171,775.00 -975.00 SP_01U  
20010809 Short 1,184.30 1,180.70 900.00 170,275.00 -1,000.00 SP_01U  
20010803 Short 1,220.00 1,217.00 750.00 169,375.00 .00 SP_01U  
20010802 Short 1,229.20 1,226.20 750.00 168,625.00 -575.00 SP_01U  
20010801 Short 1,218.00 1,221.40 -850.00 167,875.00 -850.00 SP_01U  
20010724 Short 1,192.90 1,188.50 1,100.00 168,725.00 -225.00 SP_01U 2,250.00
20010706 Short 1,215.70 1,211.10 1,150.00 167,625.00 -400.00 SP_01U  
20010629 Short 1,229.50 1,235.20 -1,425.00 166,475.00 -1,425.00 SP_01U 4,375.00
20010627 Long 1,219.30 1,221.50 550.00 167,900.00 -25.00 SP_01U  
20010622 Short 1,239.30 1,234.70 1,150.00 167,350.00 -675.00 SP_01U  
20010620 Long 1,221.90 1,224.10 550.00 166,200.00 .00 SP_01U  
20010614 Short 1,242.20 1,238.60 900.00 165,650.00 -1,000.00 SP_01U  
20010613 Short 1,262.10 1,256.10 1,500.00 164,750.00 -2,100.00 SP_01U  
20010608 Short 1,281.60 1,277.00 1,150.00 163,250.00 -550.00 SP_01U  
20010525 Short 1,291.50 1,288.50 750.00 162,100.00 -575.00 SP_01M 7,050.00
20010524 Short 1,292.80 1,289.20 900.00 161,350.00 -1,050.00 SP_01M  
20010523 Short 1,305.50 1,299.50 1,500.00 160,450.00 -500.00 SP_01M  
20010516 Long 1,250.50 1,252.70 550.00 158,950.00 -1,000.00 SP_01M  
20010510 Short 1,271.00 1,268.00 750.00 158,400.00 -125.00 SP_01M  
20010507 Long 1,269.60 1,272.00 600.00 157,650.00 -775.00 SP_01M  
20010503 Short 1,256.40 1,252.80 900.00 157,050.00 -400.00 SP_01M  
20010501 Short 1,252.40 1,248.00 1,100.00 156,150.00 -775.00 SP_01M  
20010427 Short 1,248.00 1,245.00 750.00 155,050.00 -1,375.00 SP_01M 2,700.00
20010425 Long 1,214.80 1,217.00 550.00 154,300.00 -450.00 SP_01M  
20010420 Short 1,251.10 1,246.50 1,150.00 153,750.00 -1,475.00 SP_01M  
20010419 Short 1,243.50 1,240.50 750.00 152,600.00 -750.00 SP_01M  
20010418 Short 1,212.60 1,225.00 -3,100.00 151,850.00 -3,100.00 SP_01M  
20010416 Long 1,192.00 1,188.00 -1,000.00 154,950.00 -1,000.00 SP_01M  
20010411 Short 1,185.70 1,180.70 1,250.00 155,950.00 .00 SP_01M  
20010406 Short 1,143.00 1,138.40 1,150.00 154,700.00 -250.00 SP_01M  
20010403 Short 1,140.80 1,136.00 1,200.00 153,550.00 .00 SP_01M  
20010330 Short 1,162.20 1,157.60 1,150.00 152,350.00 -950.00 SP_01M 9,025.00
20010329 Short 1,153.80 1,163.50 -2,425.00 151,200.00 -2,425.00 SP_01M  
20010328 Short 1,172.50 1,166.50 1,500.00 153,625.00 -750.00 SP_01M  
20010323 Short 1,133.50 1,130.50 750.00 152,125.00 -875.00 SP_01M  
20010321 Short 1,149.50 1,143.50 1,500.00 151,375.00 .00 SP_01M  
20010319 Long 1,167.10 1,169.50 600.00 149,875.00 -850.00 SP_01M  
20010315 Short 1,191.50 1,188.50 750.00 149,275.00 -750.00 SP_01M  
20010314 Long 1,181.00 1,183.20 550.00 148,525.00 .00 SP_01M  
20010313 Short 1,193.00 1,188.20 1,200.00 147,975.00 -125.00 SP_01M  
20010309 Short 1,263.00 1,260.60 600.00 146,775.00 -375.00 SP_01M  
20010307 Short 1,262.00