Market System: Hermes.msa

 

ACCOUNT SETTINGS

Starting Equity: $50,000.00

Trading Vehicle: Futures

Initial Margin: $0.00

Round-turn slippage per contract: $30.00

Round-turn commissions and fees per contract: $10.00

 

INPUT DATA SETTINGS

Profit/loss and risk calculated from P/L and risk inputs.

Trades File:

 

POSITION SIZING SETTINGS & RULES

Position Sizing Method: None

No. Contracts: From input data

 

MSA Report

ALL TRADES

LONG

SHORT

Total Net Profit

$119,792.50

$76,715.00

$43,077.50

Gross Profit

$293,690.00

$171,247.50

$122,442.50

Gross Loss

($173,897.50)

($94,532.50)

($79,365.00)

Profit Factor

1.689

1.812

1.543

Pessimistic Return Ratio

1.537

1.591

1.345

Trading Period

1/3/2008 8:32:00 AM to 12/28/2010 9:00:00 AM (2 years 359 days)

Starting Account Equity

$50,000.00

Highest Closed Trade Equity

$172,070.00

Lowest Closed Trade Equity

$47,907.50

Additions to Equity

$0.00

Withdrawals From Equity

$0.00

Final Account Equity

$169,792.50

Return on Starting Equity

239.6%

Total Number of Trades

921

487

434

Number of Winning Trades

552

293

259

Number of Losing Trades

369

194

175

Trades Not Taken

0

0

0

Percent Profitable

59.93%

60.16%

59.68%

Max Number of Contracts

1

1

1

Minimum Number of Contracts

1

1

1

Average Number of Contracts

1

1

1

Largest Winning Trade

$1,260.00

$1,260.00

$1,260.00

/Percent of Equity

2.568%

2.568%

2.500%

Largest Winning Trade (%)

2.568%

2.568%

2.500%

/Trade Value

$1,260.00

$1,260.00

$1,260.00

Average Winning Trade

$532.05

$584.46

$472.75

Average Winning Trade (%)

0.5500%

0.6012%

0.4920%

Average R-Multiple, Wins

2.759

Average Length of Wins

2 hours 2 min

2 hours 19 min

1 hours 42 min

Max Number Consecutive Wins

11

10

11

Largest Losing Trade

($1,277.50)

($1,277.50)

($1,015.00)

/Percent of Equity

-1.960%

-1.960%

-1.078%

Largest Losing Trade (%)

-2.104%

-2.104%

-1.390%

/Trade Value

($1,220.00)

($1,220.00)

($690.00)

Average Losing Trade

($471.27)

($487.28)

($453.51)

Average Losing Trade (%)

-0.4853%

-0.5120%

-0.4557%

Average R-Multiple, Losses

2.357

Average Length of Losses

1 hours 40 min

1 hours 33 min

1 hours 48 min

Max Number Consecutive Losses

9

8

6

Average Trade (Expectation)

$130.07

$157.53

$99.26

Average Trade (%)

0.1352%

0.1578%

0.1099%

Trade Standard Deviation

$613.54

$642.59

$578.41

Trade Standard Deviation (%)

0.6899%

0.7311%

0.6403%

Win/Loss Ratio

1.129

1.199

1.042

Win/Loss Ratio (%/%)

1.133

1.174

1.080

Return/Drawdown Ratio

31.14

16.50

9.642

Modified Sharpe Ratio

0.1960

0.2158

0.1716

Sharpe Ratio

1.006

Average Risk

$657.58

Average Risk (%)

0.6751%

Average R-Multiple (Expectancy)

0.7091

R-Multiple Standard Deviation

4.390

Average Margin

$0.00

Average Margin (%)

0.000%

Max Margin (%)

0.000%

/Margin Value

$0.00

Date of Max Margin

 

Average Leverage

0.0064

Risk of Ruin

0.0000%

Average Annual Profit/Loss

$40,141.48

Ave Annual Compounded Return

50.63%

Average Monthly Profit/Loss

$3,345.12

Ave Monthly Compounded Return

3.473%

Average Weekly Profit/Loss

$764.40

Ave Weekly Compounded Return

0.7832%

Average Daily Profit/Loss

$109.90

Ave Daily Compounded Return

0.1122%

CLOSED TRADE DRAWDOWNS

ALL TRADES

LONG

SHORT

Number of Drawdowns

113

54

37

Average Drawdown

($1,073.96)

($1,229.35)

($1,319.46)

Average Drawdown (%)

1.096%

1.553%

1.804%

Average Length of Drawdowns

6 days 8 hours

13 days 11 hours

22 days 4 hours

Average Trades in Drawdowns

5

6

9

Worst Case Drawdown

($6,522.50)

($6,442.50)

($5,840.00)

/Percent of Equity

5.808%

9.301%

6.531%

Date at Trough

4/28/2009 3:00:00 PM

9/25/2008 12:40:00 PM

4/27/2010 9:50:00 AM

Trade Number at Trough

427

239

708

Length of Drawdown

50 days 4 hours

113 days 6 hours

114 days 3 hours

Trades in Drawdown

50

43

50

Worst Case Drawdown (%)

7.693%

9.301%

8.935%

/Equity Value

($5,252.50)

($6,442.50)

($5,210.00)

Date at Trough

5/28/2008 9:00:00 AM

9/25/2008 12:40:00 PM

6/19/2008 11:50:00 AM

Trade Number at Trough

125

239

148

Length of Drawdown

40 days 20 min

113 days 6 hours

89 days 23 hours

Trades in Drawdown

39

43

37

Longest Drawdown

50 days 4 hours

113 days 6 hours

177 days 50 min

Start of Drawdown

4/6/2009 9:20:00 AM

8/12/2008 8:32:00 AM

3/30/2009 8:50:00 AM

End of Drawdown

5/26/2009 1:30:00 PM

12/3/2008 2:50:00 PM

9/23/2009 9:40:00 AM

Percent of Equity

5.808%

9.301%

6.305%

MSA Report

ANNUAL RETURNS

Year

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

Sharpe

2010

$27,085.00

$0.00

$169,792.50

18.98

2.522

299

58.86

1.511

0.9020

2009

$48,915.00

$0.00

$142,707.50

52.15

5.808

308

63.96

1.959

1.121

2008

$43,792.50

$0.00

$93,792.50

87.59

7.693

314

57.01

1.627

1.312

Ave

$39,930.83

$0.00

$135,430.83

52.91

5.341

307.0

59.94

1.699

1.112

SD

$11,415.85

$0.00

$38,518.99

34.31

2.617

7.550

3.601

0.2327

0.2051

 

MONTHLY RETURNS

Month

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12-2010

($645.00)

$0.00

$169,792.50

-0.3784

1.373

14

57.14

0.7682

11-2010

$867.50

$0.00

$170,437.50

0.5116

1.034

19

52.63

1.239

10-2010

$3,582.50

$0.00

$169,570.00

2.158

1.433

34

58.82

1.758

9-2010

$4,015.00

$0.00

$165,987.50

2.479

1.295

28

64.29

1.819

8-2010

$2,162.50

$0.00

$161,972.50

1.353

1.578

31

61.29

1.413

7-2010

$2,430.00

$0.00

$159,810.00

1.544

1.309

27

62.96

1.438

6-2010

$1,520.00

$0.00

$157,380.00

0.9752

2.005

32

50.00

1.187

5-2010

$7,937.50

$0.00

$155,860.00

5.366

0.9251

19

78.95

5.416

4-2010

($777.50)

$0.00

$147,922.50

-0.5229

1.891

35

42.86

0.9084

3-2010

$1,607.50

$0.00

$148,700.00

1.093

1.216

26

65.38

1.511

2-2010

$3,170.00

$0.00

$147,092.50

2.203

0.8862

18

61.11

2.183

1-2010

$1,215.00

$0.00

$143,922.50

0.8514

0.6466

16

62.50

1.618

12-2009

$487.50

$0.00

$142,707.50

0.3428

0.8619

20

55.00

1.129

11-2009

$6,447.50

$0.00

$142,220.00

4.749

1.333

28

75.00

2.493

10-2009

$4,845.00

$0.00

$135,772.50

3.701

1.439

26

61.54

2.124

9-2009

$7,082.50

$0.00

$130,927.50

5.719

0.7509

22

81.82

5.279

8-2009

$1,420.00

$0.00

$123,845.00

1.160

1.841

27

55.56

1.275

7-2009

$5,635.00

$0.00

$122,425.00

4.825

0.9568

20

80.00

4.050

6-2009

$3,817.50

$0.00

$116,790.00

3.379

1.494

29

68.97

1.867

5-2009

$6,037.50

$0.00

$112,972.50

5.646

0.9547

19

68.42

3.575

4-2009

($4,467.50)

$0.00

$106,935.00

-4.010

5.808

41

46.34

0.6239

3-2009

$8,777.50

$0.00

$111,402.50

8.553

1.109

27

66.67

3.483

2-2009

$3,750.00

$0.00

$102,625.00

3.793

1.059

23

60.87

1.931

1-2009

$5,082.50

$0.00

$98,875.00

5.419

1.249

26

61.54

2.364

12-2008

$3,377.50

$0.00

$93,792.50

3.736

2.941

35

48.57

1.359

11-2008

$6,827.50

$0.00

$90,415.00

8.168

1.227

22

63.64

2.599

10-2008

$3,247.50

$0.00

$83,587.50

4.042

1.317

15

66.67

2.203

9-2008

($217.50)

$0.00

$80,340.00

-0.2700

4.444

24

45.83

0.9670

8-2008

$4,257.50

$0.00

$80,557.50

5.580

3.144

33

54.55

1.504

7-2008

$7,120.00

$0.00

$76,300.00

10.29

2.394

29

62.07

2.530

6-2008

$4,672.50

$0.00

$69,180.00

7.243

4.321

26

53.85

1.645

5-2008

($1,490.00)

$0.00

$64,507.50

-2.258

7.693

25

44.00

0.8045

4-2008

$6,242.50

$0.00

$65,997.50

10.45

3.103

20

70.00

3.334

3-2008

$4,375.00

$0.00

$59,755.00

7.900

4.761

26

65.38

1.833

2-2008

$4,605.00

$0.00

$55,380.00

9.069

2.603

35

62.86

1.850

1-2008

$775.00

$0.00

$50,775.00

1.550

4.600

24

54.17

1.139

Ave

$3,327.57

$0.00

$117,125.90

3.511

2.139

25.58

60.87

2.034

SD

$2,930.89

$0.00

$37,716.95

3.490

1.629

6.322

9.676

1.153

 

WEEKLY RETURNS

Week

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12/26/2010

$85.00

$0.00

$169,792.50

0.0501

0.000

1

100.0

100.0

12/19/2010

($202.50)

$0.00

$169,707.50

-0.1192

0.1192

1

0.000

0.000

12/12/2010

($927.50)

$0.00

$169,910.00

-0.5429

0.6600

5

40.00

0.2271

12/5/2010

($1,147.50)

$0.00

$170,837.50

-0.6672

0.7163

4

50.00

0.1685

11/28/2010

$1,007.50

$0.00

$171,985.00

0.5893

0.3158

4

75.00

2.866

11/21/2010

$780.00

$0.00

$170,977.50

0.4583

0.7286

5

40.00

1.629

11/14/2010

($35.00)

$0.00

$170,197.50

-0.0206

0.2027

4

50.00

0.9440

11/7/2010

$242.50

$0.00

$170,232.50

0.1427

0.2870

4

75.00

1.495

10/31/2010

$420.00

$0.00

$169,990.00

0.2477

0.4069

5

60.00

1.575

10/24/2010

($1,605.00)

$0.00

$169,570.00

-0.9376

1.069

11

36.36

0.2465

10/17/2010

$1,945.00

$0.00

$171,175.00

1.149

0.4999

10

60.00

2.003

10/10/2010

$387.50

$0.00

$169,230.00

0.2295

0.1836

8

62.50

1.589

10/3/2010

$2,505.00

$0.00

$168,842.50

1.506

0.000

4

100.0

100.0

9/26/2010

$1,575.00

$0.00

$166,337.50

0.9559

0.1670

5

80.00

6.676

9/19/2010

($540.00)

$0.00

$164,762.50

-0.3267

1.295

7

42.86

0.7578

9/12/2010

$1,175.00

$0.00

$165,302.50

0.7159

0.4181

6

83.33

2.703

9/5/2010

$655.00

$0.00

$164,127.50

0.4007

0.5643

7

57.14

1.647

8/29/2010

$2,582.50

$0.00

$163,472.50

1.605

0.4203

8

75.00

3.170

8/22/2010

$2,410.00

$0.00

$160,890.00

1.521

0.2603

6

83.33

6.807

8/15/2010

($432.50)

$0.00

$158,480.00

-0.2722

0.3098

3

33.33

0.1218

8/8/2010

($365.00)

$0.00

$158,912.50

-0.2292

1.039

8

50.00

0.7865

8/1/2010

($532.50)

$0.00

$159,277.50

-0.3332

0.7680

10

60.00

0.7491

7/25/2010

$130.00

$0.00

$159,810.00

0.0814

0.7682

9

66.67

1.073

7/18/2010

$2,197.50

$0.00

$159,680.00

1.395

0.8763

7

71.43

2.592

7/11/2010

$67.50

$0.00

$157,482.50

0.0429

0.4362

6

50.00

1.058

7/4/2010

($50.00)

$0.00

$157,415.00

-0.0318

0.7811

4

50.00

0.9593

6/27/2010

$205.00

$0.00

$157,465.00

0.1304

0.1526

4

50.00

1.500

6/20/2010

$497.50

$0.00

$157,260.00

0.3174

0.6889

6

50.00

1.273

6/13/2010

($495.00)

$0.00

$156,762.50

-0.3148

0.6804

5

40.00

0.5374

6/6/2010

($970.00)

$0.00

$157,257.50

-0.6130

1.013

7

42.86

0.5611

5/30/2010

$2,367.50

$0.00

$158,227.50

1.519

1.024

11

63.64

1.907

5/23/2010

$2,507.50

$0.00

$155,860.00

1.635

0.1973

4

75.00

9.289

5/16/2010

$2,822.50

$0.00

$153,352.50

1.875

0.5713

6

83.33

4.282

5/9/2010

$737.50

$0.00

$150,530.00

0.4923

0.4203

5

60.00

2.161

5/2/2010

$1,870.00

$0.00

$149,792.50

1.264

0.000

4

100.0

100.0

4/25/2010

($862.50)

$0.00

$147,922.50

-0.5797

0.9261

11

45.45

0.6736

4/18/2010

($327.50)

$0.00

$148,785.00

-0.2196

1.891

11

36.36

0.8973

4/11/2010

$1,597.50

$0.00

$149,112.50

1.083

0.4033

5

40.00

2.732

4/4/2010

($890.00)

$0.00

$147,515.00

-0.5997

0.9202

6

50.00

0.3504

3/28/2010

($137.50)

$0.00

$148,405.00

-0.0926

0.2421

5

60.00

0.7885

3/21/2010

($1,535.00)

$0.00

$148,542.50

-1.023

1.141

7

28.57

0.1036

3/14/2010

$1,450.00

$0.00

$150,077.50

0.9756

0.1350

6

83.33

8.160

3/7/2010

$1,060.00

$0.00

$148,627.50

0.7183

0.000

5

100.0

100.0

2/28/2010

$475.00

$0.00

$147,567.50

0.3229

0.4691

5

60.00

1.504

2/21/2010

$245.00

$0.00

$147,092.50

0.1668

0.7008

5

40.00

1.213

2/14/2010

$300.00

$0.00

$146,847.50

0.2047

0.000

2

100.0

100.0

2/7/2010

$800.00

$0.00

$146,547.50

0.5489

0.4830

7

42.86

1.523

1/31/2010

$1,825.00

$0.00

$145,747.50

1.268

0.000

4

100.0

100.0

1/24/2010

$642.50

$0.00

$143,922.50

0.4484

0.000

3

100.0

100.0

1/17/2010

($932.50)

$0.00

$143,280.00

-0.6466

0.6466

5

20.00

0.2672

1/10/2010

$715.00

$0.00

$144,212.50

0.4983

0.4826

4

50.00

2.032

1/3/2010

$790.00

$0.00

$143,497.50

0.5536

0.000

4

100.0

100.0

12/27/2009

$305.00

$0.00

$142,707.50

0.2142

0.000

3

100.0

100.0

12/20/2009

($892.50)

$0.00

$142,402.50

-0.6228

0.6228

2

0.000

0.000

12/13/2009

$1,662.50

$0.00

$143,295.00

1.174

0.1239

5

80.00

10.37

12/6/2009

($1,097.50)

$0.00

$141,632.50

-0.7689

0.7689

6

33.33

0.2647

11/29/2009

$1,770.00

$0.00

$142,730.00

1.256

0.8619

5

60.00

2.439

11/22/2009

$712.50

$0.00

$140,960.00

0.5080

0.4920

5

80.00

2.033

11/15/2009

$2,082.50

$0.00

$140,247.50

1.507

0.2795

6

83.33

6.340

11/8/2009

($47.50)

$0.00

$138,165.00

-0.0344

1.333

8

62.50

0.9771

11/1/2009

$2,440.00

$0.00

$138,212.50

1.797

0.4570

8

75.00

3.090

10/25/2009

$2,242.50

$0.00

$135,772.50

1.679

1.439

11

63.64

1.926

10/18/2009

$1,457.50

$0.00

$133,530.00

1.104

0.000

3

100.0

100.0

10/11/2009

$50.00

$0.00

$132,072.50

0.0379

0.1059

3

66.67

1.357

10/4/2009

$1,360.00

$0.00

$132,022.50

1.041

0.5281

7

42.86

2.040

9/27/2009

$1,725.00

$0.00

$130,662.50

1.338

0.3361

6

83.33

4.920

9/20/2009

$430.00

$0.00

$128,937.50

0.3346

0.7509

5

40.00

1.446

9/13/2009

$1,777.50

$0.00

$128,507.50

1.403

0.000

4

100.0

100.0

9/6/2009

$2,077.50

$0.00

$126,730.00

1.667

0.000

4

100.0

100.0

8/30/2009

$1,507.50

$0.00

$124,652.50

1.224

0.5565

7

85.71

3.185

8/23/2009

($122.50)

$0.00

$123,145.00

-0.0994

1.255

7

57.14

0.9210

8/16/2009

$967.50

$0.00

$123,267.50

0.7911

0.3598

3

66.67

3.199

8/9/2009

($347.50)

$0.00

$122,300.00

-0.2833

1.629

9

44.44

0.8361

8/2/2009

$222.50

$0.00

$122,647.50

0.1817

0.5058

6

50.00

1.213

7/26/2009

$2,732.50

$0.00

$122,425.00

2.283

0.0330

4

75.00

69.31

7/19/2009

$732.50

$0.00

$119,692.50

0.6158

0.000

3

100.0

100.0

7/12/2009

$2,425.00

$0.00

$118,960.00

2.081

0.5880

5

80.00

4.514

7/5/2009

$422.50

$0.00

$116,535.00

0.3639

0.000

3

100.0

100.0

6/28/2009

($327.50)

$0.00

$116,112.50

-0.2813

1.312

7

57.14

0.7870

6/21/2009

$1,255.00

$0.00

$116,440.00

1.090

0.8948

8

62.50

1.793

6/14/2009

($172.50)

$0.00

$115,185.00

-0.1495

1.494

10

60.00

0.9243

6/7/2009

$790.00

$0.00

$115,357.50

0.6895

0.1047

5

80.00

7.583

5/31/2009

$1,595.00

$0.00

$114,567.50

1.412

0.000

4

100.0

100.0

5/24/2009

$2,320.00

$0.00

$112,972.50

2.097

0.9547

7

71.43

3.148

5/17/2009

$2,012.50

$0.00

$110,652.50

1.852

0.0632

4

75.00

29.75

5/10/2009

$1,830.00

$0.00

$108,640.00

1.713

0.000

3

100.0

100.0

5/3/2009

$415.00

$0.00

$106,810.00

0.3901

0.5077

4

50.00

1.634

4/26/2009

($1,982.50)

$0.00

$106,395.00

-1.829

2.399

13

30.77

0.4814

4/19/2009

$1,257.50

$0.00

$108,377.50

1.174

1.327

8

62.50

1.863

4/12/2009

($2,687.50)

$0.00

$107,120.00

-2.447

2.447

9

44.44

0.1856

4/5/2009

($2,492.50)

$0.00

$109,807.50

-2.220

2.220

8

37.50

0.2447

3/29/2009

$1,455.00

$0.00

$112,300.00

1.313

0.9232

8

50.00

2.171

3/22/2009

$3,242.50

$0.00

$110,845.00

3.013

0.2661

6

83.33

12.18

3/15/2009

$2,030.00

$0.00

$107,602.50

1.923

0.6536

6

83.33

3.942

3/8/2009

$3,720.00

$0.00

$105,572.50

3.652

0.5202

8

75.00

6.239

3/1/2009

($772.50)

$0.00

$101,852.50

-0.7527

1.109

3

33.33

0.3239

2/22/2009

($517.50)

$0.00

$102,625.00

-0.5017

0.8532

3

33.33

0.4119

2/15/2009

$975.00

$0.00

$103,142.50

0.9543

0.6727

4

75.00

2.413

2/8/2009

$1,820.00

$0.00

$102,167.50

1.814

0.6876

8

75.00

2.319

2/1/2009

$1,472.50

$0.00

$100,347.50

1.489

1.059

8

50.00

2.363

1/25/2009

$1,550.00

$0.00

$98,875.00

1.593

1.249

12

50.00

1.764

1/18/2009

$1,140.00

$0.00

$97,325.00

1.185

0.8109

4

50.00

2.462

1/11/2009

$932.50

$0.00

$96,185.00

0.9790

0.3963

3

66.67

3.470

1/4/2009

$1,325.00

$0.00

$95,252.50

1.411

0.5701

6

83.33

3.454

12/28/2008

$1,322.50

$0.00

$93,927.50

1.428

1.852

8

50.00

1.664

12/21/2008

($1,707.50)

$0.00

$92,605.00

-1.810

2.078

6

33.33

0.1288

12/14/2008

$1,990.00

$0.00

$94,312.50

2.155

1.078

7

57.14

1.991

12/7/2008

$2,137.50

$0.00

$92,322.50

2.370

1.159

11

54.55

1.959

11/30/2008

($230.00)

$0.00

$90,185.00

-0.2544

1.360

4

50.00

0.8130

11/23/2008

$3,662.50

$0.00

$90,415.00

4.222

1.227

9

66.67

3.069

11/16/2008

$632.50

$0.00

$86,752.50

0.7344

0.000

2

100.0

100.0

11/9/2008

$410.00

$0.00

$86,120.00

0.4784

1.132

6

50.00

1.232

11/2/2008

$2,122.50

$0.00

$85,710.00

2.539

0.8255

5

60.00

3.908

10/26/2008

$1,215.00

$0.00

$83,587.50

1.475

0.6431

4

75.00

3.250

10/19/2008

$470.00

$0.00

$82,372.50

0.5739

0.6517

3

66.67

1.870

10/12/2008

$1,412.50

$0.00

$81,902.50

1.755

1.317

7

57.14

1.872

10/5/2008

$150.00

$0.00

$80,490.00

0.1867

0.000

1

100.0

100.0

9/28/2008

$1,635.00

$0.00

$80,340.00

2.077

0.000

2

100.0

100.0

9/21/2008

($3,097.50)

$0.00

$78,705.00

-3.787

3.922

8

25.00

0.2063

9/14/2008

$720.00

$0.00

$81,802.50

0.8880

0.6660

2

50.00

2.333

9/7/2008

($552.50)

$0.00

$81,082.50

-0.6768

1.557

7

28.57

0.6547

8/31/2008

$1,077.50

$0.00

$81,635.00

1.338

0.6694

5

80.00

2.995

8/24/2008

$1,990.00

$0.00

$80,557.50

2.533

1.698

9

44.44

1.724

8/17/2008

$2,797.50

$0.00

$78,567.50

3.692

1.623

11

54.55

2.197

8/10/2008

($1,190.00)

$0.00

$75,770.00

-1.546

1.787

6

50.00

0.3997

8/3/2008

$1,202.50

$0.00

$76,960.00

1.587

0.9108

5

80.00

2.743

7/27/2008

$1,390.00

$0.00

$75,757.50

1.869

0.9026

8

62.50

1.885

7/20/2008

$135.00

$0.00

$74,367.50

0.1819

0.1343

3

66.67

2.350

7/13/2008

$3,047.50

$0.00

$74,232.50

4.281

0.5398

8

75.00

5.532

7/6/2008

$1,730.00

$0.00

$71,185.00

2.491

1.987

9

44.44

1.638

6/29/2008

$275.00

$0.00

$69,455.00

0.3975

0.4158

3

66.67

1.948

6/22/2008

$2,762.50

$0.00

$69,180.00

4.159

0.8974

5

60.00

3.715

6/15/2008

$850.00

$0.00

$66,417.50

1.296

2.562

9

55.56

1.326

6/8/2008

$1,665.00

$0.00

$65,567.50

2.606

1.805

7

57.14

2.052

6/1/2008

($605.00)

$0.00

$63,902.50

-0.9379

1.960

5

40.00

0.7031

5/25/2008

($975.00)

$0.00

$64,507.50

-1.489

3.761

10

50.00

0.7045

5/18/2008

($2,250.00)

$0.00

$65,482.50

-3.322

3.322

5

0.000

0.000

5/11/2008

($137.50)

$0.00

$67,732.50

-0.2026

1.459

5

40.00

0.9103

5/4/2008

($87.50)

$0.00

$67,870.00

-0.1288

0.7946

3

66.67

0.8380

4/27/2008

$1,945.00

$0.00

$67,957.50

2.946

0.1513

4

75.00

20.45

4/20/2008

$1,397.50

$0.00

$66,012.50

2.163

3.103

11

54.55

1.543

4/13/2008

$1,242.50

$0.00

$64,615.00

1.961

0.000

2

100.0

100.0

4/6/2008

$1,147.50

$0.00

$63,372.50

1.844

0.000

2

100.0

100.0

3/30/2008

$3,190.00

$0.00

$62,225.00

5.404

0.9147

5

80.00

6.907

3/23/2008

$1,360.00

$0.00

$59,035.00

2.358

0.3511

4

75.00

7.716

3/16/2008

$1,770.00

$0.00

$57,675.00

3.166

1.234

10

60.00

1.927

3/9/2008

($732.50)

$0.00

$55,905.00

-1.293

3.571

6

66.67

0.6461

3/2/2008

$1,257.50

$0.00

$56,637.50

2.271

0.9228

4

75.00

3.384

2/24/2008

$1,430.00

$0.00

$55,380.00

2.651

1.076

8

62.50

2.252

2/17/2008

($210.00)

$0.00

$53,950.00

-0.3877

1.263

6

66.67

0.8000

2/10/2008

$2,205.00

$0.00

$54,160.00

4.244

0.8082

8

75.00

5.240

2/3/2008

$285.00

$0.00

$51,955.00

0.5516

2.603

11

54.55

1.122

1/27/2008

$1,907.50

$0.00

$51,670.00

3.833

2.515

11

54.55

1.675

1/20/2008

$645.00

$0.00

$49,762.50

1.313

1.648

5

60.00

1.787

1/13/2008

$672.50

$0.00

$49,117.50

1.388

0.000

3

100.0

100.0

1/6/2008

($1,772.50)

$0.00

$48,445.00

-3.530

4.600

5

20.00

0.2327

12/30/2007

$217.50

$0.00

$50,217.50

0.4350

0.0050

2

50.00

88.00

Ave

$763.01

$0.00

$115,714.79

0.7922

0.8565

5.866

62.99

17.19

SD

$1,299.87

$0.00

$37,729.87

1.456

0.8462

2.590

22.39

34.78

 

DAILY RETURNS

Day

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12/28/2010

$85.00

$0.00

$169,792.50

0.0501

0.000

1

100.0

100.0

12/21/2010

($202.50)

$0.00

$169,707.50

-0.1192

0.1192

1

0.000

0.000

12/16/2010

$200.00

$0.00

$169,910.00

0.1178

0.000

1

100.0

100.0

12/15/2010

($320.00)

$0.00

$169,710.00

-0.1882

0.1882

1

0.000

0.000

12/14/2010

($117.50)

$0.00

$170,030.00

-0.0691

0.1117

2

50.00

0.3816

12/13/2010

($690.00)

$0.00

$170,147.50

-0.4039

0.4039

1

0.000

0.000

12/10/2010

($542.50)

$0.00

$170,837.50

-0.3165

0.4023

2

50.00

0.2138

12/9/2010

($605.00)

$0.00

$171,380.00

-0.3518

0.4010

2

50.00

0.1232

12/3/2010

$147.50

$0.00

$171,985.00

0.0858

0.000

1

100.0

100.0

12/1/2010

$1,400.00

$0.00

$171,837.50

0.8214

0.000

2

100.0

100.0

11/30/2010

($540.00)

$0.00

$170,437.50

-0.3158

0.3158

1

0.000

0.000

11/24/2010

$1,730.00

$0.00

$170,977.50

1.022

0.1713

3

66.67

6.966

11/23/2010

($950.00)

$0.00

$169,247.50

-0.5582

0.5582

2

0.000

0.000

11/18/2010

$310.00

$0.00

$170,197.50

0.1825

0.000

1

100.0

100.0

11/16/2010

($315.00)

$0.00

$169,887.50

-0.1851

0.1851

1

0.000

0.000

11/15/2010

($30.00)

$0.00

$170,202.50

-0.0176

0.1821

2

50.00

0.9032

11/12/2010

($490.00)

$0.00

$170,232.50

-0.2870

0.2870

1

0.000

0.000

11/11/2010

$160.00

$0.00

$170,722.50

0.0938

0.000

1

100.0

100.0

11/10/2010

$500.00

$0.00

$170,562.50

0.2940

0.000

1

100.0

100.0

11/9/2010

$72.50

$0.00

$170,062.50

0.0426

0.000

1

100.0

100.0

11/3/2010

$400.00

$0.00

$169,990.00

0.2359

0.000

1

100.0

100.0

11/2/2010

$430.00

$0.00

$169,590.00

0.2542

0.0236

2

50.00

11.75

11/1/2010

($410.00)

$0.00

$169,160.00

-0.2418

0.4069

2

50.00

0.4058

10/29/2010

($520.00)

$0.00

$169,570.00

-0.3057

0.3057

3

33.33

0.1034

10/28/2010

($155.00)

$0.00

$170,090.00

-0.0910

0.2171

2

50.00

0.5811

10/27/2010

($1,067.50)

$0.00

$170,245.00

-0.6231

0.6363

4

25.00

0.0206

10/26/2010

$137.50

$0.00

$171,312.50

0.0803

0.0525

2

50.00

2.528

10/22/2010

($690.00)

$0.00

$171,175.00

-0.4015

0.4015

1

0.000

0.000

10/21/2010

$735.00

$0.00

$171,865.00

0.4295

0.3155

4

50.00

2.035

10/20/2010

$170.00

$0.00

$171,130.00

0.0994

0.000

1

100.0

100.0

10/19/2010

$720.00

$0.00

$170,960.00

0.4229

0.3172

2

50.00

2.333

10/18/2010

$1,010.00

$0.00

$170,240.00

0.5968

0.000

2

100.0

100.0

10/15/2010

$255.00

$0.00

$169,230.00

0.1509

0.0413

3

66.67

4.643

10/13/2010

($17.50)

$0.00

$168,975.00

-0.0104

0.1642

2

50.00

0.9369

10/12/2010

$460.00

$0.00

$168,992.50

0.2729

0.000

2

100.0

100.0

10/11/2010

($310.00)

$0.00

$168,532.50

-0.1836

0.1836

1

0.000

0.000

10/8/2010

$1,360.00

$0.00

$168,842.50

0.8120

0.000

2

100.0

100.0

10/7/2010

$185.00

$0.00

$167,482.50

0.1106

0.000

1

100.0

100.0

10/5/2010

$960.00

$0.00

$167,297.50

0.5771

0.000

1

100.0

100.0

10/1/2010

$350.00

$0.00

$166,337.50

0.2109

0.000

1

100.0

100.0

9/30/2010

($207.50)

$0.00

$165,987.50

-0.1249

0.1670

2

50.00

0.2523

9/29/2010

$1,432.50

$0.00

$166,195.00

0.8694

0.000

2

100.0

100.0

9/24/2010

$960.00

$0.00

$164,762.50

0.5861

0.000

1

100.0

100.0

9/23/2010

($230.00)

$0.00

$163,802.50

-0.1402

0.5849

4

50.00

0.7604

9/22/2010

($1,270.00)

$0.00

$164,032.50

-0.7683

0.7683

2

0.000

0.000

9/17/2010

$117.50

$0.00

$165,302.50

0.0711

0.000

1

100.0

100.0

9/16/2010

$845.00

$0.00

$165,185.00

0.5142

0.000

2

100.0

100.0

9/15/2010

($467.50)

$0.00

$164,340.00

-0.2837

0.4181

2

50.00

0.3225

9/13/2010

$680.00

$0.00

$164,807.50

0.4143

0.000

1

100.0

100.0

9/10/2010

$1,345.00

$0.00

$164,127.50

0.8263

0.000

2

100.0

100.0

9/9/2010

($307.50)

$0.00

$162,782.50

-0.1885

0.3311

2

50.00

0.4306

9/7/2010

($382.50)

$0.00

$163,090.00

-0.2340

0.2890

3

33.33

0.1905

9/3/2010

($690.00)

$0.00

$163,472.50

-0.4203

0.4203

1

0.000

0.000

9/2/2010

$1,050.00

$0.00

$164,162.50

0.6437

0.000

1

100.0

100.0

9/1/2010

$1,140.00

$0.00

$163,112.50

0.7038

0.000

2

100.0

100.0

8/31/2010

$1,082.50

$0.00

$161,972.50

0.6728

0.3080

4

75.00

3.165

8/27/2010

$1,177.50

$0.00

$160,890.00

0.7373

0.000

2

100.0

100.0

8/26/2010

$687.50

$0.00

$159,712.50

0.4323

0.000

2

100.0

100.0

8/25/2010

($415.00)

$0.00

$159,025.00

-0.2603

0.2603

1

0.000

0.000

8/23/2010

$960.00

$0.00

$159,440.00

0.6058

0.000

1

100.0

100.0

8/20/2010

($15.00)

$0.00

$158,480.00

-0.0095

0.0095

1

0.000

0.000

8/19/2010

($477.50)

$0.00

$158,495.00

-0.3004

0.3004

1

0.000

0.000

8/18/2010

$60.00

$0.00

$158,972.50

0.0378

0.000

1

100.0

100.0

8/13/2010

$110.00

$0.00

$158,912.50

0.0693

0.000

1

100.0

100.0

8/11/2010

$960.00

$0.00

$158,802.50

0.6082

0.000

1

100.0

100.0

8/10/2010

($1,165.00)

$0.00

$157,842.50

-0.7327

0.8710

5

40.00

0.1910

8/9/2010

($270.00)

$0.00

$159,007.50

-0.1695

0.1695

1

0.000

0.000

8/6/2010

($872.50)

$0.00

$159,277.50

-0.5448

0.7680

4

25.00

0.5239

8/5/2010

$225.00

$0.00

$160,150.00

0.1407

0.000

1

100.0

100.0

8/4/2010

$192.50

$0.00

$159,925.00

0.1205

0.000

2

100.0

100.0

8/3/2010

($167.50)

$0.00

$159,732.50

-0.1048

0.1812

2

50.00

0.4224

8/2/2010

$90.00

$0.00

$159,900.00

0.0563

0.000

1

100.0

100.0

7/30/2010

($300.00)

$0.00

$159,810.00

-0.1874

0.7682

3

33.33

0.7561

7/29/2010

$62.50

$0.00

$160,110.00

0.0391

0.3374

3

66.67

1.116

7/28/2010

$180.00

$0.00

$160,047.50

0.1126

0.000

2

100.0

100.0

7/27/2010

$187.50

$0.00

$159,867.50

0.1174

0.000

1

100.0

100.0

7/22/2010

$2,220.00

$0.00

$159,680.00

1.410

0.000

2

100.0

100.0

7/21/2010

$557.50

$0.00

$157,460.00

0.3553

0.000

2

100.0

100.0

7/20/2010

$800.00

$0.00

$156,902.50

0.5125

0.000

1

100.0

100.0

7/19/2010

($1,380.00)

$0.00

$156,102.50

-0.8763

0.8763

2

0.000

0.000

7/16/2010

($20.00)

$0.00

$157,482.50

-0.0127

0.4362

3

33.33

0.9796

7/15/2010

($190.00)

$0.00

$157,502.50

-0.1205

0.1205

1

0.000

0.000

7/14/2010

$147.50

$0.00

$157,692.50

0.0936

0.000

1

100.0

100.0

7/13/2010

$130.00

$0.00

$157,545.00

0.0826

0.000

1

100.0

100.0

7/8/2010

$240.00

$0.00

$157,415.00

0.1527

0.000

1

100.0

100.0

7/7/2010

$940.00

$0.00

$157,175.00

0.6017

0.000

1

100.0

100.0

7/6/2010

($1,230.00)

$0.00

$156,235.00

-0.7811

0.7811

2

0.000

0.000

7/2/2010

$85.00

$0.00

$157,465.00

0.0540

0.000

1

100.0

100.0

6/29/2010

($170.00)

$0.00

$157,380.00

-0.1079

0.1079

1

0.000

0.000

6/28/2010

$290.00

$0.00

$157,550.00

0.1844

0.1526

2

50.00

2.208

6/25/2010

$1,357.50

$0.00

$157,260.00

0.8707

0.000

2

100.0

100.0

6/24/2010

($740.00)

$0.00

$155,902.50

-0.4724

0.4724

1

0.000

0.000

6/22/2010

($120.00)

$0.00

$156,642.50

-0.0765

0.6889

3

33.33

0.8889

6/18/2010

$440.00

$0.00

$156,762.50

0.2815

0.000

1

100.0

100.0

6/17/2010

$135.00

$0.00

$156,322.50

0.0864

0.000

1

100.0

100.0

6/16/2010

($40.00)

$0.00

$156,187.50

-0.0256

0.0256

1

0.000

0.000

6/15/2010

($340.00)

$0.00

$156,227.50

-0.2172

0.2172

1

0.000

0.000

6/14/2010

($690.00)

$0.00

$156,567.50

-0.4388

0.4388

1

0.000

0.000

6/11/2010

($1,610.00)

$0.00

$157,257.50

-1.013

1.013

4

25.00

0.1615

6/10/2010

$490.00

$0.00

$158,867.50

0.3094

0.000

1

100.0

100.0

6/9/2010

$150.00

$0.00

$158,377.50

0.0948

0.1833

2

50.00

1.517

6/4/2010

$2,100.00

$0.00

$158,227.50

1.345

0.000

2

100.0

100.0

6/3/2010

($1,245.00)

$0.00

$156,127.50

-0.7911

0.8761

3

33.33

0.0978

6/2/2010

($167.50)

$0.00

$157,372.50

-0.1063

0.4374

3

66.67

0.7572

6/1/2010

$1,680.00

$0.00

$157,540.00

1.078

0.3465

3

66.67

4.111

5/27/2010

$960.00

$0.00

$155,860.00

0.6198

0.000

1

100.0

100.0

5/26/2010

$1,547.50

$0.00

$154,900.00

1.009

0.1973

3

66.67

6.116

5/21/2010

$1,260.00

$0.00

$153,352.50

0.8284

0.000

1

100.0

100.0

5/19/2010

$172.50

$0.00

$152,092.50

0.1135

0.000

1

100.0

100.0

5/18/2010

$1,290.00

$0.00

$151,920.00

0.8564

0.000

2

100.0

100.0

5/17/2010

$100.00

$0.00

$150,630.00

0.0664

0.5713

2

50.00

1.116

5/13/2010

$97.50

$0.00

$150,530.00

0.0648

0.000

1

100.0

100.0

5/12/2010

($565.00)

$0.00

$150,432.50

-0.3742

0.3742

1

0.000

0.000

5/11/2010

$1,205.00

$0.00

$150,997.50

0.8044

0.0463

3

66.67

18.21

5/6/2010

$125.00

$0.00

$149,792.50

0.0835

0.000

1

100.0

100.0

5/5/2010

$235.00

$0.00

$149,667.50

0.1573

0.000

1

100.0

100.0

5/4/2010

$1,510.00

$0.00

$149,432.50

1.021

0.000

2

100.0

100.0

4/30/2010

($540.00)

$0.00

$147,922.50

-0.3637

0.3637

1

0.000

0.000

4/29/2010

($422.50)

$0.00

$148,462.50

-0.2838

0.4584

3

33.33

0.3810

4/28/2010

$110.00

$0.00

$148,885.00

0.0739

0.0269

2

50.00

3.750

4/27/2010

($10.00)

$0.00

$148,775.00

-0.0067

0.9261

5

60.00

0.9928

4/23/2010

$890.00

$0.00

$148,785.00

0.6018

0.2502

2

50.00

3.405

4/22/2010

$912.50

$0.00

$147,895.00

0.6208

0.4694

4

75.00

2.322

4/21/2010

($1,380.00)

$0.00

$146,982.50

-0.9302

0.9302

2

0.000

0.000

4/20/2010

($210.00)

$0.00

$148,362.50

-0.1413

0.1413

2

0.000

0.000

4/19/2010

($540.00)

$0.00

$148,572.50

-0.3621

0.3621

1

0.000

0.000

4/16/2010

$932.50

$0.00

$149,112.50

0.6293

0.2210

2

50.00

3.847

4/14/2010

$1,045.00

$0.00

$148,180.00

0.7102

0.1461

2

50.00

5.860

4/12/2010

($380.00)

$0.00

$147,135.00

-0.2576

0.2576

1

0.000

0.000

4/9/2010

($1,370.00)

$0.00

$147,515.00

-0.9202

0.9202

3

0.000

0.000

4/8/2010

$222.50

$0.00

$148,885.00

0.1497

0.000

1

100.0

100.0

4/7/2010

$97.50

$0.00

$148,662.50

0.0656

0.000

1

100.0

100.0

4/6/2010

$160.00

$0.00

$148,565.00

0.1078

0.000

1

100.0

100.0

4/1/2010

($295.00)

$0.00

$148,405.00

-0.1984

0.2421

2

50.00

0.1806

3/31/2010

$147.50

$0.00

$148,700.00

0.0993

0.000

1

100.0

100.0

3/29/2010

$10.00

$0.00

$148,552.50

0.0067

0.1952

2

50.00

1.034

3/26/2010

$122.50

$0.00

$148,542.50

0.0825

0.000

1

100.0

100.0

3/25/2010

($865.00)

$0.00

$148,420.00

-0.5794

0.6163

3

33.33

0.0598

3/24/2010

($340.00)

$0.00

$149,285.00

-0.2272

0.2272

2

0.000

0.000

3/23/2010

($452.50)

$0.00

$149,625.00

-0.3015

0.3015

1

0.000

0.000

3/19/2010

$247.50

$0.00

$150,077.50

0.1652

0.000

2

100.0

100.0

3/17/2010

($202.50)

$0.00

$149,830.00

-0.1350

0.1350

1

0.000

0.000

3/16/2010

$1,005.00

$0.00

$150,032.50

0.6744

0.000

2

100.0

100.0

3/15/2010

$400.00

$0.00

$149,027.50

0.2691

0.000

1

100.0

100.0

3/12/2010

$110.00

$0.00

$148,627.50

0.0741

0.000

1

100.0

100.0

3/11/2010

$627.50

$0.00

$148,517.50

0.4243

0.000

2

100.0

100.0

3/9/2010

$322.50

$0.00

$147,890.00

0.2185

0.000

2

100.0

100.0

3/5/2010

($252.50)

$0.00

$147,567.50

-0.1708

0.1708

1

0.000

0.000

3/3/2010

$97.50

$0.00

$147,820.00

0.0660

0.000

1

100.0

100.0

3/2/2010

$1,320.00

$0.00

$147,722.50

0.9016

0.000

2

100.0

100.0

3/1/2010

($690.00)

$0.00

$146,402.50

-0.4691

0.4691

1

0.000

0.000

2/26/2010

$1,140.00

$0.00

$147,092.50

0.7811

0.0815

2

50.00

10.50

2/25/2010

($690.00)

$0.00

$145,952.50

-0.4705

0.4705

1

0.000

0.000

2/24/2010

($340.00)

$0.00

$146,642.50

-0.2313

0.2313

1

0.000

0.000

2/23/2010

$135.00

$0.00

$146,982.50

0.0919

0.000

1

100.0

100.0

2/19/2010

$160.00

$0.00

$146,847.50

0.1091

0.000

1

100.0

100.0

2/17/2010

$140.00

$0.00

$146,687.50

0.0955

0.000

1

100.0

100.0

2/12/2010

($710.00)

$0.00

$146,547.50

-0.4821

0.4821

2

0.000

0.000

2/11/2010

$960.00

$0.00

$147,257.50

0.6562

0.000

1

100.0

100.0

2/10/2010

($580.00)

$0.00

$146,297.50

-0.3949

0.4694

2

50.00

0.1594

2/9/2010

$1,130.00

$0.00

$146,877.50

0.7753

0.0884

2

50.00

9.692

2/4/2010

$1,260.00

$0.00

$145,747.50

0.8720

0.000

1

100.0

100.0

2/3/2010

$192.50

$0.00

$144,487.50

0.1334

0.000

1

100.0

100.0

2/2/2010

$372.50

$0.00

$144,295.00

0.2588

0.000

2

100.0

100.0

1/29/2010

$260.00

$0.00

$143,922.50

0.1810

0.000

1

100.0

100.0

1/28/2010

$135.00

$0.00

$143,662.50

0.0941

0.000

1

100.0

100.0

1/26/2010

$247.50

$0.00

$143,527.50

0.1727

0.000

1

100.0

100.0

1/22/2010

($652.50)

$0.00

$143,280.00

-0.4533

0.4533

1

0.000

0.000

1/21/2010

$340.00

$0.00

$143,932.50

0.2368

0.000

1

100.0

100.0

1/20/2010

($567.50)

$0.00

$143,592.50

-0.3937

0.3937

2

0.000

0.000

1/19/2010

($52.50)

$0.00

$144,160.00

-0.0364

0.0364

1

0.000

0.000

1/13/2010

$1,407.50

$0.00

$144,212.50

0.9856

0.000

2

100.0

100.0

1/12/2010

($692.50)

$0.00

$142,805.00

-0.4826

0.4826

2

0.000

0.000

1/8/2010

$160.00

$0.00

$143,497.50

0.1116

0.000

1

100.0

100.0

1/7/2010

$350.00

$0.00

$143,337.50

0.2448

0.000

2

100.0

100.0

1/4/2010

$280.00

$0.00

$142,987.50

0.1962

0.000

1

100.0

100.0

12/31/2009

$60.00

$0.00

$142,707.50

0.0421

0.000

1

100.0

100.0

12/30/2009

$147.50

$0.00

$142,647.50

0.1035

0.000

1

100.0

100.0

12/29/2009

$97.50

$0.00

$142,500.00

0.0685

0.000

1

100.0

100.0

12/24/2009

($202.50)

$0.00

$142,402.50

-0.1420

0.1420

1

0.000

0.000

12/22/2009

($690.00)

$0.00

$142,605.00

-0.4815

0.4815

1

0.000

0.000

12/18/2009

$172.50

$0.00

$143,295.00

0.1205

0.000

1

100.0

100.0

12/17/2009

($177.50)

$0.00

$143,122.50

-0.1239

0.1239

1

0.000

0.000

12/16/2009

$1,457.50

$0.00

$143,300.00

1.028

0.000

2

100.0

100.0

12/15/2009

$210.00

$0.00

$141,842.50

0.1483

0.000

1

100.0

100.0

12/11/2009

($832.50)

$0.00

$141,632.50

-0.5844

0.5844

3

33.33

0.2292

12/10/2009

$147.50

$0.00

$142,465.00

0.1036

0.000

1

100.0

100.0

12/8/2009

($412.50)

$0.00

$142,317.50

-0.2890

0.2890

2

0.000

0.000

12/4/2009

$30.00

$0.00

$142,730.00

0.0210

0.8619

3

33.33

1.024

12/2/2009

$480.00

$0.00

$142,700.00

0.3375

0.000

1

100.0

100.0

11/30/2009

$1,260.00

$0.00

$142,220.00

0.8939

0.000

1

100.0

100.0

11/27/2009

$177.50

$0.00

$140,960.00

0.1261

0.000

1

100.0

100.0

11/26/2009

$570.00

$0.00

$140,782.50

0.4065

0.000

1

100.0

100.0

11/25/2009

$655.00

$0.00

$140,212.50

0.4693

0.000

2

100.0

100.0

11/23/2009

($690.00)

$0.00

$139,557.50

-0.4920

0.4920

1

0.000

0.000

11/20/2009

$142.50

$0.00

$140,247.50

0.1017

0.000

1

100.0

100.0

11/19/2009

$570.00

$0.00

$140,105.00

0.4085

0.2795

3

66.67

2.462

11/17/2009

$110.00

$0.00

$139,535.00

0.0789

0.000

1

100.0

100.0

11/16/2009

$1,260.00

$0.00

$139,425.00

0.9120

0.000

1

100.0

100.0

11/13/2009

$122.50

$0.00

$138,165.00

0.0887

0.000

1

100.0

100.0

11/12/2009

$1,260.00

$0.00

$138,042.50

0.9212

0.000

1

100.0

100.0

11/11/2009

($1,157.50)

$0.00

$136,782.50

-0.8391

0.9988

3

33.33

0.1612

11/10/2009

($592.50)

$0.00

$137,940.00

-0.4277

0.4977

2

50.00

0.1413

11/9/2009

$320.00

$0.00

$138,532.50

0.2315

0.000

1

100.0

100.0

11/6/2009

$1,545.00

$0.00

$138,212.50

1.130

0.000

2

100.0

100.0

11/5/2009

$222.50

$0.00

$136,667.50

0.1631

0.4570

2

50.00

1.355

11/4/2009

($500.00)

$0.00

$136,445.00

-0.3651

0.3943

2

50.00

0.0741

11/3/2009

$1,172.50

$0.00

$136,945.00

0.8636

0.000

2

100.0

100.0

10/30/2009

$1,395.00

$0.00

$135,772.50

1.038

0.000

2

100.0

100.0

10/29/2009

$907.50

$0.00

$134,377.50

0.6799

0.2641

2

50.00

3.574

10/28/2009

$915.00

$0.00

$133,470.00

0.6903

0.000

2

100.0

100.0

10/27/2009

($1,245.00)

$0.00

$132,555.00

-0.9305

1.030

3

33.33

0.0978

10/26/2009

$270.00

$0.00

$133,800.00

0.2022

0.5130

2

50.00

1.391

10/23/2009

$1,057.50

$0.00

$133,530.00

0.7983

0.000

2

100.0

100.0

10/19/2009

$400.00

$0.00

$132,472.50

0.3029

0.000

1

100.0

100.0

10/16/2009

($140.00)

$0.00

$132,072.50

-0.1059

0.1059

1

0.000

0.000

10/15/2009

$167.50

$0.00

$132,212.50

0.1269

0.000

1

100.0

100.0

10/13/2009

$22.50

$0.00

$132,045.00

0.0170

0.000

1

100.0

100.0

10/8/2009

$1,032.50

$0.00

$132,022.50

0.7882

0.1737

2

50.00

5.538

10/7/2009

$97.50

$0.00

$130,990.00

0.0745

0.0382

2

50.00

2.950

10/6/2009

($340.00)

$0.00

$130,892.50

-0.2591

0.2591

1

0.000

0.000

10/5/2009

$570.00

$0.00

$131,232.50

0.4362

0.5281

2

50.00

1.826

10/2/2009

$175.00

$0.00

$130,662.50

0.1341

0.000

1

100.0

100.0

10/1/2009

($440.00)

$0.00

$130,487.50

-0.3361

0.3361

1

0.000

0.000

9/30/2009

$1,395.00

$0.00

$130,927.50

1.077

0.000

2

100.0

100.0

9/29/2009

$85.00

$0.00

$129,532.50

0.0657

0.000

1

100.0

100.0

9/28/2009

$510.00

$0.00

$129,447.50

0.3955

0.000

1

100.0

100.0

9/24/2009

$135.00

$0.00

$128,937.50

0.1048

0.000

1

100.0

100.0

9/23/2009

$1,260.00

$0.00

$128,802.50

0.9879

0.000

1

100.0

100.0

9/22/2009

($755.00)

$0.00

$127,542.50

-0.5885

0.5885

2

0.000

0.000

9/21/2009

($210.00)

$0.00

$128,297.50

-0.1634

0.1634

1

0.000

0.000

9/18/2009

$135.00

$0.00

$128,507.50

0.1052

0.000

1

100.0

100.0

9/16/2009

$122.50

$0.00

$128,372.50

0.0955

0.000

1

100.0

100.0

9/15/2009

$620.00

$0.00

$128,250.00

0.4858

0.000

1

100.0

100.0

9/14/2009

$900.00

$0.00

$127,630.00

0.7102

0.000

1

100.0

100.0

9/11/2009

$460.00

$0.00

$126,730.00

0.3643

0.000

1

100.0

100.0

9/10/2009

$260.00

$0.00

$126,270.00

0.2063

0.000

1

100.0

100.0

9/8/2009

$1,357.50

$0.00

$126,010.00

1.089

0.000

2

100.0

100.0

9/3/2009

$187.50

$0.00

$124,652.50

0.1506

0.000

1

100.0

100.0

9/2/2009

$210.00

$0.00

$124,465.00

0.1690

0.000

1

100.0

100.0

9/1/2009

$410.00

$0.00

$124,255.00

0.3311

0.5565

3

66.67

1.594

8/31/2009

$700.00

$0.00

$123,845.00

0.5684

0.000

2

100.0

100.0

8/28/2009

$245.00

$0.00

$123,145.00

0.1993

0.000

1

100.0

100.0

8/27/2009

($330.00)

$0.00

$122,900.00

-0.2678

0.9981

3

33.33

0.7317

8/26/2009

($185.00)

$0.00

$123,230.00

-0.1499

0.2590

2

50.00

0.4219

8/25/2009

$147.50

$0.00

$123,415.00

0.1197

0.000

1

100.0

100.0

8/19/2009

$147.50

$0.00

$123,267.50

0.1198

0.000

1

100.0

100.0

8/18/2009

$820.00

$0.00

$123,120.00

0.6705

0.3598

2

50.00

2.864

8/14/2009

$1,390.00

$0.00

$122,300.00

1.150

0.000

2

100.0

100.0

8/13/2009

($307.50)

$0.00

$120,910.00

-0.2537

0.5687

3

66.67

0.5543

8/12/2009

($690.00)

$0.00

$121,217.50

-0.5660

0.5660

1

0.000

0.000

8/11/2009

($740.00)

$0.00

$121,907.50

-0.6034

0.6034

3

0.000

0.000

8/7/2009

$695.00

$0.00

$122,647.50

0.5699

0.2156

2

50.00

3.623

8/6/2009

($380.00)

$0.00

$121,952.50

-0.3106

0.4408

2

50.00

0.2963

8/5/2009

($240.00)

$0.00

$122,332.50

-0.1958

0.1958

1

0.000

0.000

8/4/2009

$147.50

$0.00

$122,572.50

0.1205

0.000

1

100.0

100.0

7/30/2009

$1,260.00

$0.00

$122,425.00

1.040

0.000

1

100.0

100.0

7/29/2009

$1,220.00

$0.00

$121,165.00

1.017

0.0330

2

50.00

31.50

7/28/2009

$252.50

$0.00

$119,945.00

0.2110

0.000

1

100.0

100.0

7/24/2009

$235.00

$0.00

$119,692.50

0.1967

0.000

1

100.0

100.0

Ave

$193.60

$0.00

$149,122.66

0.1364

0.1813

1.642

64.90

52.24

SD

$697.88

$0.00

$14,513.75

0.4725

0.2558

0.8237

40.48

49.41

 

MSA Report

EQUITY TABLE

Trade

Symbol

Type

Entry Date

Exit Date

PL/Cntr

Risk/Cntr

No param

Contracts

Costs

Pos PL

Margin

Drawdown

Equity

1

ES ##-##

Regular

1/3/2008 8:32:00 AM

1/3/2008 8:33:00 AM

37.50

1,460.25

NA

1

-40.00

-2.50

0.00

3 (0.005)

49,997.50

2

CL ##-##

Regular

1/4/2008 9:00:00 AM

1/4/2008 1:30:00 PM

260.00

98.15

NA

1

-40.00

220.00

0.00

0 (0.00)

50,217.50

3

ES ##-##

Regular

1/8/2008 8:32:00 AM

1/8/2008 8:50:00 AM

-200.00

1,430.50

NA

1

-40.00

-240.00

0.00

240 (0.478)

49,977.50

4

CL ##-##

Regular

1/8/2008 8:50:00 AM

1/8/2008 9:40:00 AM

-650.00

97.03

NA

1

-40.00

-690.00

0.00

930 (1.85)

49,287.50

5

CL ##-##

Regular

1/8/2008 11:00:00 AM

1/8/2008 12:10:00 PM

-650.00

97.50

NA

1

-40.00

-690.00

0.00

1,620 (3.23)

48,597.50

6

CL ##-##

Regular

1/9/2008 10:10:00 AM

1/9/2008 12:40:00 PM

-650.00

96.98

NA

1

-40.00

-690.00

0.00

2,310 (4.60)

47,907.50

7

ES ##-##

Regular

1/10/2008 8:32:00 AM

1/10/2008 9:35:00 AM

577.50

1,402.50

NA

1

-40.00

537.50

0.00

1,773 (3.53)

48,445.00

8

ES ##-##

Regular

1/16/2008 8:32:00 AM

1/16/2008 8:36:00 AM

277.50

1,379.50

NA

1

-40.00

237.50

0.00

1,535 (3.06)

48,682.50

9

ES ##-##

Regular

1/17/2008 8:32:00 AM

1/17/2008 8:36:00 AM

187.50

1,381.00

NA

1

-40.00

147.50

0.00

1,388 (2.76)

48,830.00

10

ES ##-##

Regular

1/18/2008 8:32:00 AM

1/18/2008 10:07:00 AM

327.50

1,345.50

NA

1

-40.00

287.50

0.00

1,100 (2.19)

49,117.50

11

ES ##-##

Regular

1/24/2008 8:32:00 AM

1/24/2008 9:15:00 AM

325.00

1,347.25

NA

1

-40.00

285.00

0.00

815 (1.62)

49,402.50

12

CL ##-##

Regular

1/24/2008 1:00:00 PM

1/24/2008 1:30:00 PM

400.00

88.95

NA

1

-40.00

360.00

0.00

455 (0.906)

49,762.50

13

TF ##-##

Regular

1/24/2008 1:10:00 PM

1/24/2008 3:00:00 PM

-90.00

695.60

NA

1

-40.00

-130.00

0.00

585 (1.16)

49,632.50

14

CL ##-##

Regular

1/25/2008 1:00:00 PM

1/25/2008 1:30:00 PM

-650.00

89.88

NA

1

-40.00

-690.00

0.00

1,275 (2.54)

48,942.50

15

TF ##-##

Regular

1/25/2008 12:00:00 PM

1/25/2008 3:00:00 PM

860.00

697.00

NA

1

-40.00

820.00

0.00

455 (0.906)

49,762.50

16

CL ##-##

Regular

1/28/2008 8:50:00 AM

1/28/2008 10:20:00 AM

-650.00

89.38

NA

1

-40.00

-690.00

0.00

1,145 (2.28)

49,072.50

17

CL ##-##

Regular

1/28/2008 10:30:00 AM

1/28/2008 12:30:00 PM

1,300.00

89.84

NA

1

-40.00

1,260.00

0.00

0 (0.00)

50,332.50

18

TF ##-##

Regular

1/28/2008 10:10:00 AM

1/28/2008 2:10:00 PM

500.00

693.20

NA

1

-40.00

460.00

0.00

0 (0.00)

50,792.50

19

TF ##-##

Regular

1/28/2008 2:10:00 PM

1/28/2008 2:50:00 PM

-500.00

698.20

NA

1

-40.00

-540.00

0.00

540 (1.06)

50,252.50

20

ES ##-##

Regular

1/29/2008 8:32:00 AM

1/29/2008 8:53:00 AM

365.00

1,365.00

NA

1

-40.00

325.00

0.00

215 (0.423)

50,577.50

21

TF ##-##

Regular

1/29/2008 9:10:00 AM

1/29/2008 10:10:00 AM

-500.00

698.60

NA

1

-40.00

-540.00

0.00

755 (1.49)

50,037.50

22

ES ##-##

Regular

1/30/2008 8:32:00 AM

1/30/2008 9:11:00 AM

207.50

1,357.75

NA

1

-40.00

167.50

0.00

588 (1.16)

50,205.00

23

CL ##-##

Regular

1/31/2008 8:50:00 AM

1/31/2008 11:20:00 AM

-650.00

90.10

NA

1

-40.00

-690.00

0.00

1,278 (2.52)

49,515.00

24

CL ##-##

Regular

1/31/2008 11:40:00 AM

1/31/2008 1:00:00 PM

1,300.00

90.89

NA

1

-40.00

1,260.00

0.00

18 (0.034)

50,775.00

25

ES ##-##

Regular

2/1/2008 8:32:00 AM

2/1/2008 8:49:00 AM

-325.00

1,380.00

NA

1

-40.00

-365.00

0.00

383 (0.753)

50,410.00

26

CL ##-##

Regular

2/1/2008 9:40:00 AM

2/1/2008 11:30:00 AM

1,300.00

90.20

NA

1

-40.00

1,260.00

0.00

0 (0.00)

51,670.00

27

CL ##-##

Regular

2/4/2008 12:00:00 PM

2/4/2008 1:10:00 PM

-650.00

90.64

NA

1

-40.00

-690.00

0.00

690 (1.34)

50,980.00

28

TF ##-##

Regular

2/5/2008 2:00:00 PM

2/5/2008 2:50:00 PM

-370.00

708.50

NA

1

-40.00

-410.00

0.00

1,100 (2.13)

50,570.00

29

ES ##-##

Regular

2/6/2008 8:32:00 AM

2/6/2008 8:43:00 AM

335.00

1,346.75

NA

1

-40.00

295.00

0.00

805 (1.56)

50,865.00

30

TF ##-##

Regular

2/6/2008 10:20:00 AM

2/6/2008 12:40:00 PM

-500.00

709.40

NA

1

-40.00

-540.00

0.00

1,345 (2.60)

50,325.00

31

ES ##-##

Regular

2/7/2008 8:32:00 AM

2/7/2008 8:37:00 AM

257.50

1,321.50

NA

1

-40.00

217.50

0.00

1,128 (2.18)

50,542.50

32

TF ##-##

Regular

2/7/2008 1:30:00 PM

2/7/2008 3:00:00 PM

520.00

704.20

NA

1

-40.00

480.00

0.00

648 (1.25)

51,022.50

33

ES ##-##

Regular

2/8/2008 8:32:00 AM

2/8/2008 8:59:00 AM

192.50

1,333.25

NA

1

-40.00

152.50

0.00

495 (0.958)

51,175.00

34

TF ##-##

Regular

2/8/2008 9:00:00 AM

2/8/2008 9:40:00 AM

-450.00

706.90

NA

1

-40.00

-490.00

0.00

985 (1.91)

50,685.00

35

CL ##-##

Regular

2/8/2008 8:50:00 AM

2/8/2008 10:40:00 AM

1,300.00

89.31

NA

1

-40.00

1,260.00

0.00

0 (0.00)

51,945.00

36

TF ##-##

Regular

2/8/2008 9:40:00 AM

2/8/2008 11:00:00 AM

-170.00

702.40

NA

1

-40.00

-210.00

0.00

210 (0.404)

51,735.00

37

TF ##-##

Regular

2/8/2008 11:10:00 AM

2/8/2008 3:00:00 PM

260.00

701.70

NA

1

-40.00

220.00

0.00

0 (0.00)

51,955.00

38

TF ##-##

Regular

2/12/2008 8:50:00 AM

2/12/2008 10:00:00 AM

1,000.00

701.80

NA

1

-40.00

960.00

0.00

0 (0.00)

52,915.00

39

ES ##-##

Regular

2/12/2008 8:41:00 AM

2/12/2008 2:40:00 PM

287.50

1,346.75

NA

1

-40.00

247.50

0.00

0 (0.00)

53,162.50

40

TF ##-##

Regular

2/12/2008 2:40:00 PM

2/12/2008 3:00:00 PM

-40.00

704.10

NA

1

-40.00

-80.00

0.00

80 (0.150)

53,082.50

41

ES ##-##

Regular

2/13/2008 8:40:00 AM

2/13/2008 9:37:00 AM

480.00

1,361.25

NA

1

-40.00

440.00

0.00

0 (0.00)

53,522.50

42

TF ##-##

Regular

2/13/2008 9:00:00 AM

2/13/2008 3:00:00 PM

860.00

713.00

NA

1

-40.00

820.00

0.00

0 (0.00)

54,342.50

43

ES ##-##

Regular

2/14/2008 8:32:00 AM

2/14/2008 8:34:00 AM

137.50

1,369.25

NA

1

-40.00

97.50

0.00

0 (0.00)

54,440.00

44

TF ##-##

Regular

2/14/2008 2:30:00 PM

2/14/2008 3:00:00 PM

-400.00

710.00

NA

1

-40.00

-440.00

0.00

440 (0.808)

54,000.00

45

ES ##-##

Regular

2/15/2008 8:32:00 AM

2/15/2008 2:48:00 PM

200.00

1,345.50

NA

1

-40.00

160.00

0.00

280 (0.514)

54,160.00

46

TF ##-##

Regular

2/19/2008 2:10:00 PM

2/19/2008 3:00:00 PM

-320.00

699.80

NA

1

-40.00

-360.00

0.00

640 (1.18)

53,800.00

47

ES ##-##

Regular

2/20/2008 8:43:00 AM

2/20/2008 11:08:00 AM

267.50

1,342.00

NA

1

-40.00

227.50

0.00

413 (0.758)

54,027.50

48

TF ##-##

Regular

2/20/2008 11:40:00 AM

2/20/2008 3:00:00 PM

260.00

707.00

NA

1

-40.00

220.00

0.00

193 (0.354)

54,247.50

49

ES ##-##

Regular

2/21/2008 8:32:00 AM

2/21/2008 9:01:00 AM

272.50

1,366.75

NA

1

-40.00

232.50

0.00

0 (0.00)

54,480.00

50

ES ##-##

Regular

2/22/2008 8:32:00 AM

2/22/2008 8:54:00 AM

200.00

1,347.75

NA

1

-40.00

160.00

0.00

0 (0.00)

54,640.00

51

CL ##-##

Regular

2/22/2008 8:50:00 AM

2/22/2008 9:00:00 AM

-650.00

98.67

NA

1

-40.00

-690.00

0.00

690 (1.26)

53,950.00

52

CL ##-##

Regular

2/25/2008 9:50:00 AM

2/25/2008 1:30:00 PM

680.00

98.53

NA

1

-40.00

640.00

0.00

50 (0.092)

54,590.00

53

TF ##-##

Regular

2/25/2008 1:40:00 PM

2/25/2008 3:00:00 PM

310.00

707.50

NA

1

-40.00

270.00

0.00

0 (0.00)

54,860.00

54

ES ##-##

Regular

2/26/2008 8:32:00 AM

2/26/2008 8:46:00 AM

162.50

1,367.50

NA

1

-40.00

122.50

0.00

0 (0.00)

54,982.50

55

ES ##-##

Regular

2/27/2008 8:32:00 AM

2/27/2008 9:18:00 AM

320.00

1,374.00

NA

1

-40.00

280.00

0.00

0 (0.00)

55,262.50

56

TF ##-##

Regular

2/28/2008 10:10:00 AM

2/28/2008 11:00:00 AM

-500.00

709.00

NA

1

-40.00

-540.00

0.00

540 (0.977)

54,722.50

57

CL ##-##

Regular

2/28/2008 8:50:00 AM

2/28/2008 12:20:00 PM

1,300.00

100.77

NA

1

-40.00

1,260.00

0.00

0 (0.00)

55,982.50

58

TF ##-##

Regular

2/28/2008 1:30:00 PM

2/28/2008 3:00:00 PM

-310.00

708.90

NA

1

-40.00

-350.00

0.00

350 (0.625)

55,632.50

59

ES ##-##

Regular

2/28/2008 8:41:00 AM

2/28/2008 3:00:00 PM

-212.50

1,372.25

NA

1

-40.00

-252.50

0.00

603 (1.08)

55,380.00

60

CL ##-##

Regular

3/4/2008 10:40:00 AM

3/4/2008 1:30:00 PM

380.00

100.08

NA

1

-40.00

340.00

0.00

263 (0.469)

55,720.00

61

CL ##-##

Regular

3/5/2008 8:50:00 AM

3/5/2008 9:40:00 AM

1,300.00

101.33

NA

1

-40.00

1,260.00

0.00

0 (0.00)

56,980.00

62

ES ##-##

Regular

3/5/2008 8:32:00 AM

3/5/2008 12:34:00 PM

225.00

1,331.25

NA

1

-40.00

185.00

0.00

0 (0.00)

57,165.00

63

ES ##-##

Regular

3/6/2008 8:32:00 AM

3/6/2008 9:02:00 AM

-487.50

1,328.50

NA

1

-40.00

-527.50

0.00

528 (0.923)

56,637.50

64

ES ##-##

Regular

3/12/2008 8:32:00 AM

3/12/2008 8:47:00 AM

175.00

1,324.00

NA

1

-40.00

135.00

0.00

393 (0.687)

56,772.50

65

TF ##-##

Regular

3/13/2008 12:30:00 PM

3/13/2008 3:00:00 PM

220.00

677.70

NA

1

-40.00

180.00

0.00

213 (0.372)

56,952.50

66

ES ##-##

Regular

3/14/2008 8:32:00 AM

3/14/2008 8:33:00 AM

102.50

1,321.25

NA

1

-40.00

62.50

0.00

150 (0.262)

57,015.00

67

TF ##-##

Regular

3/14/2008 9:00:00 AM

3/14/2008 9:10:00 AM

1,000.00

672.40

NA

1

-40.00

960.00

0.00

0 (0.00)

57,975.00

68

TF ##-##

Regular

3/14/2008 9:30:00 AM

3/14/2008 1:20:00 PM

-1,180.00

669.00

NA

1

-40.00

-1,220.00

0.00

1,220 (2.10)

56,755.00

69

TF ##-##

Regular

3/14/2008 2:40:00 PM

3/14/2008 3:00:00 PM

-810.00

669.60

NA

1

-40.00

-850.00

0.00

2,070 (3.57)

55,905.00

70

CL ##-##

Regular

3/17/2008 10:10:00 AM

3/17/2008 10:40:00 AM

-650.00

108.42

NA

1

-40.00

-690.00

0.00

2,760 (4.76)

55,215.00

71

CL ##-##

Regular

3/17/2008 12:00:00 PM

3/17/2008 12:40:00 PM

1,300.00

105.96

NA

1

-40.00

1,260.00

0.00

1,500 (2.59)

56,475.00

72

CL ##-##

Regular

3/18/2008 9:00:00 AM

3/18/2008 9:20:00 AM

-650.00

108.00

NA

1

-40.00

-690.00

0.00

2,190 (3.78)

55,785.00

73

TF ##-##

Regular

3/18/2008 2:10:00 PM

3/18/2008 3:00:00 PM

510.00

675.20

NA

1

-40.00

470.00

0.00

1,720 (2.97)

56,255.00

74

ES ##-##

Regular

3/19/2008 8:32:00 AM

3/19/2008 9:31:00 AM

302.50

1,338.50

NA

1

-40.00

262.50

0.00

1,458 (2.51)

56,517.50

75

CL ##-##

Regular

3/19/2008 10:20:00 AM

3/19/2008 12:30:00 PM

1,300.00

105.26

NA

1

-40.00

1,260.00

0.00

198 (0.341)

57,777.50

76

ES ##-##

Regular

3/20/2008 8:32:00 AM

3/20/2008 8:39:00 AM

187.50

1,303.75

NA

1

-40.00

147.50

0.00

50 (0.086)

57,925.00

77

TF ##-##

Regular

3/20/2008 10:40:00 AM

3/20/2008 11:10:00 AM

-280.00

676.40

NA

1

-40.00

-320.00

0.00

370 (0.638)

57,605.00

78

TF ##-##

Regular

3/20/2008 11:10:00 AM

3/20/2008 1:00:00 PM

-170.00

673.60

NA

1

-40.00

-210.00

0.00

580 (1.00)

57,395.00

79

TF ##-##

Regular

3/20/2008 1:00:00 PM

3/20/2008 2:40:00 PM

320.00

675.30

NA

1

-40.00

280.00

0.00

300 (0.517)

57,675.00

80

ES ##-##

Regular

3/26/2008 8:32:00 AM

3/26/2008 8:47:00 AM

-162.50

1,346.25

NA

1

-40.00

-202.50

0.00

503 (0.867)

57,472.50

81

CL ##-##

Regular

3/26/2008 8:50:00 AM

3/26/2008 9:40:00 AM

1,300.00

102.50

NA

1

-40.00

1,260.00

0.00

0 (0.00)

58,732.50

82

ES ##-##

Regular

3/27/2008 8:32:00 AM

3/27/2008 8:53:00 AM

225.00

1,346.25

NA

1

-40.00

185.00

0.00

0 (0.00)

58,917.50

83

ES ##-##

Regular

3/28/2008 8:32:00 AM

3/28/2008 9:41:00 AM

157.50

1,331.75

NA

1

-40.00

117.50

0.00

0 (0.00)

59,035.00

84

TF ##-##

Regular

3/31/2008 9:40:00 AM

3/31/2008 10:40:00 AM

-500.00

682.60

NA

1

-40.00

-540.00

0.00

540 (0.915)

58,495.00

85

CL ##-##

Regular

3/31/2008 10:50:00 AM

3/31/2008 11:00:00 AM

1,300.00

104.11

NA

1

-40.00

1,260.00

0.00

0 (0.00)

59,755.00

86

TF ##-##

Regular

4/1/2008 9:00:00 AM

4/1/2008 11:10:00 AM

1,000.00

693.30

NA

1

-40.00

960.00

0.00

0 (0.00)

60,715.00

87

CL ##-##

Regular

4/2/2008 1:00:00 PM

4/2/2008 1:30:00 PM

1,300.00

103.35

NA

1

-40.00

1,260.00

0.00

0 (0.00)

61,975.00

88

ES ##-##

Regular

4/3/2008 8:32:00 AM

4/3/2008 9:01:00 AM

290.00

1,362.75

NA

1

-40.00

250.00

0.00

0 (0.00)

62,225.00

89

ES ##-##

Regular

4/8/2008 8:47:00 AM

4/8/2008 10:35:00 AM

227.50

1,367.25

NA

1

-40.00

187.50

0.00

0 (0.00)

62,412.50

90

TF ##-##

Regular

4/11/2008 8:50:00 AM

4/11/2008 2:50:00 PM

1,000.00

697.00

NA

1

-40.00

960.00

0.00

0 (0.00)

63,372.50

91

ES ##-##

Regular

4/15/2008 8:32:00 AM

4/15/2008 9:19:00 AM

322.50

1,337.75

NA

1

-40.00

282.50

0.00

0 (0.00)

63,655.00

92

TF ##-##

Regular

4/16/2008 8:50:00 AM

4/16/2008 9:40:00 AM

1,000.00

699.30

NA

1

-40.00

960.00

0.00

0 (0.00)

64,615.00

93

ES ##-##

Regular

4/22/2008 8:32:00 AM

4/22/2008 9:31:00 AM

-275.00

1,384.00

NA

1

-40.00

-315.00

0.00

315 (0.488)

64,300.00

94

ES ##-##

Regular

4/23/2008 8:32:00 AM

4/23/2008 8:39:00 AM

150.00

1,381.75

NA

1

-40.00

110.00

0.00

205 (0.317)

64,410.00

95

CL ##-##

Regular

4/23/2008 9:40:00 AM

4/23/2008 9:40:00 AM

-650.00

117.58

NA

1

-40.00

-690.00

0.00

895 (1.39)

63,720.00

96

TF ##-##

Regular

4/23/2008 9:50:00 AM

4/23/2008 11:30:00 AM

-500.00

708.60

NA

1

-40.00

-540.00

0.00

1,435 (2.22)

63,180.00

97

CL ##-##

Regular

4/23/2008 10:10:00 AM

4/23/2008 1:30:00 PM

500.00

117.82

NA

1

-40.00

460.00

0.00

975 (1.51)

63,640.00

98

TF ##-##

Regular

4/24/2008 8:50:00 AM

4/24/2008 10:40:00 AM

-300.00

704.00

NA

1

-40.00

-340.00

0.00

1,315 (2.04)

63,300.00

99

CL ##-##

Regular

4/24/2008 11:50:00 AM

4/24/2008 1:10:00 PM

-650.00

115.42

NA

1

-40.00

-690.00

0.00

2,005 (3.10)

62,610.00

100

TF ##-##

Regular

4/24/2008 10:50:00 AM

4/24/2008 1:50:00 PM

1,000.00

710.90

NA

1

-40.00

960.00

0.00

1,045 (1.62)

63,570.00

101

ES ##-##

Regular

4/25/2008 8:32:00 AM

4/25/2008 8:57:00 AM

262.50

1,396.25

NA

1

-40.00

222.50

0.00

823 (1.27)

63,792.50

102

CL ##-##

Regular

4/25/2008 8:50:00 AM

4/25/2008 10:00:00 AM

1,300.00

117.66

NA

1

-40.00

1,260.00

0.00

0 (0.00)

65,052.50

103

TF ##-##

Regular

4/25/2008 11:00:00 AM

4/25/2008 2:20:00 PM

1,000.00

712.70

NA

1

-40.00

960.00

0.00

0 (0.00)

66,012.50

104

ES ##-##

Regular

4/29/2008 8:32:00 AM

4/29/2008 8:39:00 AM

125.00

1,395.25

NA

1

-40.00

85.00

0.00

0 (0.00)

66,097.50

105

TF ##-##

Regular

4/30/2008 2:30:00 PM

4/30/2008 3:00:00 PM

-60.00

714.90

NA

1

-40.00

-100.00

0.00

100 (0.151)

65,997.50

106

TF ##-##

Regular

5/1/2008 9:20:00 AM

5/1/2008 3:00:00 PM

740.00

720.90

NA

1

-40.00

700.00

0.00

0 (0.00)

66,697.50

107

CL ##-##

Regular

5/2/2008 9:00:00 AM

5/2/2008 10:20:00 AM

1,300.00

113.87

NA

1

-40.00

1,260.00

0.00

0 (0.00)

67,957.50

108

TF ##-##

Regular

5/5/2008 9:20:00 AM

5/5/2008 9:30:00 AM

-500.00

728.10

NA

1

-40.00

-540.00

0.00

540 (0.795)

67,417.50

109

ES ##-##

Regular

5/6/2008 8:32:00 AM

5/6/2008 10:00:00 AM

257.50

1,400.75

NA

1

-40.00

217.50

0.00

323 (0.475)

67,635.00

110

ES ##-##

Regular

5/8/2008 8:32:00 AM

5/8/2008 9:38:00 AM

275.00

1,397.50

NA

1

-40.00

235.00

0.00

88 (0.129)

67,870.00

111

ES ##-##

Regular

5/13/2008 8:32:00 AM

5/13/2008 8:41:00 AM

175.00

1,407.75

NA

1

-40.00

135.00

0.00

0 (0.00)

68,005.00

112

ES ##-##

Regular

5/14/2008 8:32:00 AM

5/14/2008 8:52:00 AM

-262.50

1,410.00

NA

1

-40.00

-302.50

0.00

303 (0.445)

67,702.50

113

CL ##-##

Regular

5/15/2008 8:50:00 AM

5/15/2008 9:30:00 AM

-650.00

126.10

NA

1

-40.00

-690.00

0.00

993 (1.46)

67,012.50

114

CL ##-##

Regular

5/15/2008 11:40:00 AM

5/15/2008 12:20:00 PM

1,300.00

122.07

NA

1

-40.00

1,260.00

0.00

0 (0.00)

68,272.50

115

TF ##-##

Regular

5/16/2008 9:40:00 AM

5/16/2008 10:20:00 AM

-500.00

737.30

NA

1

-40.00

-540.00

0.00

540 (0.791)

67,732.50

116

ES ##-##

Regular

5/20/2008 8:32:00 AM

5/20/2008 9:05:00 AM

-262.50

1,421.25

NA

1

-40.00

-302.50

0.00

843 (1.23)

67,430.00

117

TF ##-##

Regular

5/21/2008 8:50:00 AM

5/21/2008 9:40:00 AM

-500.00

742.60

NA

1

-40.00

-540.00

0.00

1,383 (2.02)

66,890.00

118

TF ##-##

Regular

5/21/2008 11:10:00 AM

5/21/2008 1:10:00 PM

-500.00

738.40

NA

1

-40.00

-540.00

0.00

1,923 (2.82)

66,350.00

119

TF ##-##

Regular

5/22/2008 11:00:00 AM

5/22/2008 12:50:00 PM

-500.00

730.90

NA

1

-40.00

-540.00

0.00

2,463 (3.61)

65,810.00

120

ES ##-##

Regular

5/23/2008 8:32:00 AM

5/23/2008 8:53:00 AM

-287.50

1,388.75

NA

1

-40.00

-327.50

0.00

2,790 (4.09)

65,482.50

121

CL ##-##

Regular

5/27/2008 9:50:00 AM

5/27/2008 9:50:00 AM

-650.00

130.40

NA

1

-40.00

-690.00

0.00

3,480 (5.10)

64,792.50

122

CL ##-##

Regular

5/27/2008 10:40:00 AM

5/27/2008 11:40:00 AM

-650.00

130.33

NA

1

-40.00

-690.00

0.00

4,170 (6.11)

64,102.50

123

TF ##-##

Regular

5/27/2008 10:20:00 AM

5/27/2008 1:50:00 PM

-500.00

729.00

NA

1

-40.00

-540.00

0.00

4,710 (6.90)

63,562.50

124

ES ##-##

Regular

5/28/2008 8:32:00 AM

5/28/2008 8:50:00 AM

187.50

1,389.00

NA

1

-40.00

147.50

0.00

4,563 (6.68)

63,710.00

125

CL ##-##

Regular

5/28/2008 8:50:00 AM

5/28/2008 9:00:00 AM

-650.00

127.45

NA

1

-40.00

-690.00

0.00

5,253 (7.69)

63,020.00

126

CL ##-##

Regular

5/28/2008 11:50:00 AM

5/28/2008 1:30:00 PM

700.00

130.28

NA

1

-40.00

660.00

0.00

4,593 (6.73)

63,680.00

127

ES ##-##

Regular

5/29/2008 8:32:00 AM

5/29/2008 8:41:00 AM

150.00

1,388.50

NA

1

-40.00

110.00

0.00

4,483 (6.57)

63,790.00

128

CL ##-##

Regular

5/29/2008 9:40:00 AM

5/29/2008 9:40:00 AM

1,300.00

130.60

NA

1

-40.00

1,260.00

0.00

3,223 (4.72)

65,050.00

129

CL ##-##

Regular

5/29/2008 11:00:00 AM

5/29/2008 11:10:00 AM

-650.00

127.97

NA

1

-40.00

-690.00

0.00

3,913 (5.73)

64,360.00

130

ES ##-##

Regular

5/30/2008 8:32:00 AM

5/30/2008 3:00:00 PM

187.50

1,402.00

NA

1

-40.00

147.50

0.00

3,765 (5.51)

64,507.50

131

ES ##-##

Regular

6/3/2008 8:32:00 AM

6/3/2008 12:29:00 PM

212.50

1,389.50

NA

1

-40.00

172.50

0.00

3,593 (5.26)

64,680.00

132

TF ##-##

Regular

6/4/2008 3:00:00 PM

6/4/2008 3:00:00 PM

-30.00

743.90

NA

1

-40.00

-70.00

0.00

3,663 (5.36)

64,610.00

133

ES ##-##

Regular

6/5/2008 8:32:00 AM

6/5/2008 11:25:00 AM

-650.00

1,382.50

NA

1

-40.00

-690.00

0.00

4,353 (6.38)

63,920.00

134

CL ##-##

Regular

6/5/2008 1:10:00 PM

6/5/2008 1:30:00 PM

1,300.00

125.75

NA

1

-40.00

1,260.00

0.00

3,093 (4.53)

65,180.00

135

ES ##-##

Regular

6/6/2008 8:32:00 AM

6/6/2008 1:18:00 PM

-1,237.50

1,393.00

NA

1

-40.00

-1,277.50

0.00

4,370 (6.40)

63,902.50

136

ES ##-##

Regular

6/10/2008 8:32:00 AM

6/10/2008 9:18:00 AM

380.00

1,353.00

NA

1

-40.00

340.00

0.00

4,030 (5.90)

64,242.50

137

ES ##-##

Regular

6/11/2008 8:32:00 AM

6/11/2008 9:09:00 AM

-337.50

1,354.50

NA

1

-40.00

-377.50

0.00

4,408 (6.46)

63,865.00

138

CL ##-##

Regular

6/11/2008 8:50:00 AM

6/11/2008 9:40:00 AM

1,300.00

134.60

NA

1

-40.00

1,260.00

0.00

3,148 (4.61)

65,125.00

139

CL ##-##

Regular

6/12/2008 12:10:00 PM

6/12/2008 12:20:00 PM

1,300.00

134.85

NA

1

-40.00

1,260.00

0.00

1,888 (2.76)

66,385.00

140

ES ##-##

Regular

6/12/2008 8:32:00 AM

6/12/2008 2:25:00 PM

427.50

1,345.50

NA

1

-40.00

387.50

0.00

1,500 (2.20)

66,772.50

141

ES ##-##

Regular

6/13/2008 8:32:00 AM

6/13/2008 9:06:00 AM

-475.00

1,349.00

NA

1

-40.00

-515.00

0.00

2,015 (2.95)

66,257.50

142

CL ##-##

Regular

6/13/2008 9:50:00 AM

6/13/2008 10:10:00 AM

-650.00

134.93

NA

1

-40.00

-690.00

0.00

2,705 (3.96)

65,567.50

143

CL ##-##

Regular

6/16/2008 12:50:00 PM

6/16/2008 12:50:00 PM

-650.00

133.39

NA

1

-40.00

-690.00

0.00

3,395 (4.97)

64,877.50

144

ES ##-##

Regular

6/17/2008 8:32:00 AM

6/17/2008 8:45:00 AM

250.00

1,368.50

NA

1

-40.00

210.00

0.00

3,185 (4.67)

65,087.50

145

CL ##-##

Regular

6/18/2008 10:00:00 AM

6/18/2008 10:00:00 AM

-650.00

133.22

NA

1

-40.00

-690.00

0.00

3,875 (5.68)

64,397.50

146

CL ##-##

Regular

6/18/2008 12:50:00 PM

6/18/2008 1:30:00 PM

760.00

135.84

NA

1

-40.00

720.00

0.00

3,155 (4.62)

65,117.50

147

TF ##-##

Regular

6/19/2008 9:00:00 AM

6/19/2008 11:40:00 AM

-500.00

730.50

NA

1

-40.00

-540.00

0.00

3,695 (5.41)

64,577.50

148

CL ##-##

Regular

6/19/2008 11:20:00 AM

6/19/2008 11:50:00 AM

-650.00

132.75

NA

1

-40.00

-690.00

0.00

4,385 (6.42)

63,887.50

149

TF ##-##

Regular

6/19/2008 11:50:00 AM

6/19/2008 3:00:00 PM

350.00

734.90

NA

1

-40.00

310.00

0.00

4,075 (5.97)

64,197.50

150

CL ##-##

Regular

6/20/2008 8:50:00 AM

6/20/2008 9:10:00 AM

1,300.00

135.45

NA

1

-40.00

1,260.00

0.00

2,815 (4.12)

65,457.50

151

TF ##-##

Regular

6/20/2008 8:50:00 AM

6/20/2008 9:50:00 AM

1,000.00

731.90

NA

1

-40.00

960.00

0.00

1,855 (2.72)

66,417.50

152

CL ##-##

Regular

6/23/2008 8:50:00 AM

6/23/2008 11:10:00 AM

1,300.00

136.27

NA

1

-40.00

1,260.00

0.00

595 (0.872)

67,677.50

153

ES ##-##

Regular

6/24/2008 8:32:00 AM

6/24/2008 9:01:00 AM

-362.50

1,315.75

NA

1

-40.00

-402.50

0.00

998 (1.46)

67,275.00

154

CL ##-##

Regular

6/25/2008 9:50:00 AM

6/25/2008 10:00:00 AM

1,300.00

133.97

NA

1

-40.00

1,260.00

0.00

0 (0.00)

68,535.00

155

ES ##-##

Regular

6/25/2008 8:32:00 AM

6/25/2008 1:18:00 PM

-575.00

1,320.75

NA

1

-40.00

-615.00

0.00

615 (0.897)

67,920.00

156

CL ##-##

Regular

6/26/2008 8:50:00 AM

6/26/2008 9:20:00 AM

1,300.00

137.27

NA

1

-40.00

1,260.00

0.00

0 (0.00)

69,180.00

157

ES ##-##

Regular

7/2/2008 8:32:00 AM

7/2/2008 10:28:00 AM

275.00

1,291.25

NA

1

-40.00

235.00

0.00

0 (0.00)

69,415.00

158

ES ##-##

Regular

7/3/2008 8:32:00 AM

7/3/2008 8:46:00 AM

370.00

1,271.50

NA

1

-40.00

330.00

0.00

0 (0.00)

69,745.00

159

ES ##-##

Regular

7/4/2008 8:32:00 AM

7/4/2008 10:30:00 AM

-250.00

1,261.75

NA

1

-40.00

-290.00

0.00

290 (0.416)

69,455.00

160

CL ##-##

Regular

7/7/2008 11:10:00 AM

7/7/2008 11:30:00 AM

-650.00

139.84

NA

1

-40.00

-690.00

0.00

980 (1.41)

68,765.00

161

CL ##-##

Regular

7/7/2008 12:50:00 PM

7/7/2008 1:30:00 PM

-650.00

142.21

NA

1

-40.00

-690.00

0.00

1,670 (2.39)

68,075.00

162

CL ##-##

Regular

7/8/2008 8:50:00 AM

7/8/2008 9:00:00 AM

1,300.00

137.56

NA

1

-40.00

1,260.00

0.00

410 (0.588)

69,335.00

163

TF ##-##

Regular

7/8/2008 2:00:00 PM

7/8/2008 3:00:00 PM

1,000.00

670.40

NA

1

-40.00

960.00

0.00

0 (0.00)

70,295.00

164

TF ##-##

Regular

7/9/2008 9:00:00 AM

7/9/2008 10:30:00 AM

-500.00

679.00

NA

1

-40.00

-540.00

0.00

540 (0.768)

69,755.00

165

TF ##-##

Regular

7/9/2008 11:50:00 AM

7/9/2008 2:40:00 PM

1,000.00

676.70

NA

1

-40.00

960.00

0.00

0 (0.00)

70,715.00

166

TF ##-##

Regular

7/10/2008 12:50:00 PM

7/10/2008 1:20:00 PM

-500.00

675.00

NA

1

-40.00

-540.00

0.00

540 (0.764)

70,175.00

167

CL ##-##

Regular

7/10/2008 1:30:00 PM

7/10/2008 1:30:00 PM

1,300.00

139.31

NA

1

-40.00

1,260.00

0.00

0 (0.00)

71,435.00

168

TF ##-##

Regular

7/11/2008 2:30:00 PM

7/11/2008 3:00:00 PM

-210.00

672.10

NA

1

-40.00

-250.00

0.00

250 (0.350)

71,185.00

169

TF ##-##

Regular

7/14/2008 9:10:00 AM

7/14/2008 3:00:00 PM

530.00

669.10

NA

1

-40.00

490.00

0.00

0 (0.00)

71,675.00

170

CL ##-##

Regular

7/15/2008 10:20:00 AM

7/15/2008 10:20:00 AM

1,300.00

138.78

NA

1

-40.00

1,260.00

0.00

0 (0.00)

72,935.00

171

ES ##-##

Regular

7/15/2008 8:32:00 AM

7/15/2008 11:34:00 AM

447.50

1,218.00

NA

1

-40.00

407.50

0.00

0 (0.00)

73,342.50

172

TF ##-##

Regular

7/15/2008 1:30:00 PM

7/15/2008 2:40:00 PM

-230.00

669.10

NA

1

-40.00

-270.00

0.00

270 (0.368)

73,072.50

173

TF ##-##

Regular

7/15/2008 2:40:00 PM

7/15/2008 3:00:00 PM

570.00

666.80

NA

1

-40.00

530.00

0.00

0 (0.00)

73,602.50

174

TF ##-##

Regular

7/16/2008 9:50:00 AM

7/16/2008 1:40:00 PM

1,000.00

670.60

NA

1

-40.00

960.00

0.00

0 (0.00)

74,562.50

175

ES ##-##

Regular

7/17/2008 8:32:00 AM

7/17/2008 8:46:00 AM

-362.50

1,250.25

NA

1

-40.00

-402.50

0.00

403 (0.540)

74,160.00

176

ES ##-##

Regular

7/18/2008 8:32:00 AM

7/18/2008 8:34:00 AM

112.50

1,261.75

NA

1

-40.00

72.50

0.00

330 (0.443)

74,232.50

177

ES ##-##

Regular

7/22/2008 9:05:00 AM

7/22/2008 9:19:00 AM

90.00

1,256.25

NA

1

-40.00

50.00

0.00

280 (0.376)

74,282.50

178

ES ##-##

Regular

7/25/2008 8:32:00 AM

7/25/2008 8:43:00 AM

225.00

1,258.00

NA

1

-40.00

185.00

0.00

95 (0.127)

74,467.50

179

TF ##-##

Regular

7/25/2008 9:10:00 AM

7/25/2008 3:00:00 PM

-60.00

710.90

NA

1

-40.00

-100.00

0.00

195 (0.262)

74,367.50

180

ES ##-##

Regular

7/29/2008 8:32:00 AM

7/29/2008 9:50:00 AM

-512.50

1,239.50

NA

1

-40.00

-552.50

0.00

748 (1.00)

73,815.00

181

TF ##-##

Regular

7/29/2008 9:20:00 AM

7/29/2008 3:00:00 PM

670.00

707.90

NA

1

-40.00

630.00

0.00

118 (0.158)

74,445.00

182

ES ##-##

Regular

7/30/2008 8:32:00 AM

7/30/2008 8:45:00 AM

-287.50

1,269.50

NA

1

-40.00

-327.50

0.00

445 (0.597)

74,117.50

183

CL ##-##

Regular

7/30/2008 12:00:00 PM

7/30/2008 12:10:00 PM

1,300.00

124.76

NA

1

-40.00

1,260.00

0.00

0 (0.00)

75,377.50

184

TF ##-##

Regular

7/30/2008 1:40:00 PM

7/30/2008 3:00:00 PM

550.00

712.20

NA

1

-40.00

510.00

0.00

0 (0.00)

75,887.50

185

ES ##-##

Regular

7/31/2008 8:32:00 AM

7/31/2008 8:52:00 AM

452.50

1,272.25

NA

1

-40.00

412.50

0.00

0 (0.00)

76,300.00

186

ES ##-##

Regular

8/1/2008 8:32:00 AM

8/1/2008 8:35:00 AM

187.50

1,270.50

NA

1

-40.00

147.50

0.00

0 (0.00)

76,447.50

187

CL ##-##

Regular

8/1/2008 9:10:00 AM

8/1/2008 9:10:00 AM

-650.00

126.01

NA

1

-40.00

-690.00

0.00

690 (0.903)

75,757.50

188

CL ##-##

Regular

8/4/2008 9:30:00 AM

8/4/2008 9:40:00 AM

-650.00

125.44

NA

1

-40.00

-690.00

0.00

1,380 (1.81)

75,067.50

189

TF ##-##

Regular

8/4/2008 9:20:00 AM

8/4/2008 3:00:00 PM

320.00

706.60

NA

1

-40.00

280.00

0.00

1,100 (1.44)

75,347.50

190

TF ##-##

Regular

8/5/2008 9:10:00 AM

8/5/2008 3:00:00 PM

520.00

713.90

NA

1

-40.00

480.00

0.00

620 (0.811)

75,827.50

191

ES ##-##

Regular

8/6/2008 8:32:00 AM

8/6/2008 11:07:00 AM

212.50

1,279.00

NA

1

-40.00

172.50

0.00

448 (0.585)

76,000.00

192

TF ##-##

Regular

8/8/2008 8:50:00 AM

8/8/2008 9:20:00 AM

1,000.00

718.60

NA

1

-40.00

960.00

0.00

0 (0.00)

76,960.00

193

ES ##-##

Regular

8/12/2008 8:32:00 AM

8/12/2008 2:14:00 PM

-562.50

1,301.25

NA

1

-40.00

-602.50

0.00

603 (0.783)

76,357.50

194

CL ##-##

Regular

8/13/2008 11:20:00 AM

8/13/2008 11:40:00 AM

-650.00

115.99

NA

1

-40.00

-690.00

0.00

1,293 (1.68)

75,667.50

195

ES ##-##

Regular

8/13/2008 8:32:00 AM

8/13/2008 1:45:00 PM

312.50

1,284.50

NA

1

-40.00

272.50

0.00

1,020 (1.33)

75,940.00

196

ES ##-##

Regular

8/14/2008 8:33:00 AM

8/14/2008 9:09:00 AM

375.00

1,276.75

NA

1

-40.00

335.00

0.00

685 (0.890)

76,275.00

197

CL ##-##

Regular

8/14/2008 9:30:00 AM

8/14/2008 10:10:00 AM

-650.00

116.24

NA

1

-40.00

-690.00

0.00

1,375 (1.79)

75,585.00

198

ES ##-##

Regular

8/15/2008 8:32:00 AM

8/15/2008 9:05:00 AM

225.00

1,297.50

NA

1

-40.00

185.00

0.00

1,190 (1.55)

75,770.00

199

CL ##-##

Regular

8/18/2008 8:50:00 AM

8/18/2008 9:10:00 AM

-650.00

115.01

NA

1

-40.00

-690.00

0.00

1,880 (2.44)

75,080.00

200

TF ##-##

Regular

8/18/2008 9:40:00 AM

8/18/2008 11:50:00 AM

-500.00

750.60

NA

1

-40.00

-540.00

0.00

2,420 (3.14)

74,540.00

201

CL ##-##

Regular

8/19/2008 11:10:00 AM

8/19/2008 11:10:00 AM

1,300.00

114.75

NA

1

-40.00

1,260.00

0.00

1,160 (1.51)

75,800.00

202

ES ##-##

Regular

8/19/2008 8:32:00 AM

8/19/2008 3:00:00 PM

-162.50

1,271.00

NA

1

-40.00

-202.50

0.00

1,363 (1.77)

75,597.50

203

ES ##-##

Regular

8/20/2008 8:32:00 AM

8/20/2008 8:35:00 AM

125.00

1,270.25

NA

1

-40.00

85.00

0.00

1,278 (1.66)

75,682.50

204

CL ##-##

Regular

8/20/2008 10:10:00 AM

8/20/2008 10:20:00 AM

1,300.00

114.68

NA

1

-40.00

1,260.00

0.00

18 (0.023)

76,942.50

205

TF ##-##

Regular

8/20/2008 10:20:00 AM

8/20/2008 1:20:00 PM

1,000.00

736.00

NA

1

-40.00

960.00

0.00

0 (0.00)

77,902.50

206

ES ##-##

Regular

8/21/2008 8:34:00 AM

8/21/2008 9:22:00 AM

350.00

1,265.75

NA

1

-40.00

310.00

0.00

0 (0.00)

78,212.50

207

ES ##-##

Regular

8/22/2008 8:32:00 AM

8/22/2008 9:09:00 AM

-325.00

1,283.50

NA

1

-40.00

-365.00

0.00

365 (0.467)

77,847.50

208

TF ##-##

Regular

8/22/2008 9:20:00 AM

8/22/2008 11:10:00 AM

-500.00

735.30

NA

1

-40.00

-540.00

0.00

905 (1.16)

77,307.50

209

CL ##-##

Regular

8/22/2008 1:10:00 PM

8/22/2008 1:30:00 PM

1,300.00

116.35

NA

1

-40.00

1,260.00

0.00

0 (0.00)

78,567.50

210

TF ##-##

Regular

8/25/2008 8:50:00 AM

8/25/2008 11:00:00 AM

1,000.00

730.00

NA

1

-40.00

960.00

0.00

0 (0.00)

79,527.50

211

CL ##-##

Regular

8/26/2008 8:50:00 AM

8/26/2008 9:00:00 AM

-650.00

117.66

NA

1

-40.00

-690.00

0.00

690 (0.868)

78,837.50

212

CL ##-##

Regular

8/26/2008 10:50:00 AM

8/26/2008 11:50:00 AM

1,300.00

116.34

NA

1

-40.00

1,260.00

0.00

0 (0.00)

80,097.50

213

CL ##-##

Regular

8/27/2008 8:50:00 AM

8/27/2008 9:30:00 AM

-650.00

118.79

NA

1

-40.00

-690.00

0.00

690 (0.861)

79,407.50

214

CL ##-##

Regular

8/28/2008 10:50:00 AM

8/28/2008 10:50:00 AM

1,300.00

116.16

NA

1

-40.00

1,260.00

0.00

0 (0.00)

80,667.50

215

ES ##-##

Regular

8/28/2008 8:32:00 AM

8/28/2008 10:56:00 AM

-337.50

1,289.00

NA

1

-40.00

-377.50

0.00

378 (0.468)

80,290.00

216

CL ##-##

Regular

8/29/2008 8:50:00 AM

8/29/2008 8:50:00 AM

-650.00

118.15

NA

1

-40.00

-690.00

0.00

1,068 (1.32)

79,600.00

217

ES ##-##

Regular

8/29/2008 8:32:00 AM

8/29/2008 9:44:00 AM

-262.50

1,293.00

NA

1

-40.00

-302.50

0.00

1,370 (1.70)

79,297.50

218

CL ##-##

Regular

8/29/2008 12:00:00 PM

8/29/2008 1:30:00 PM

1,300.00

116.56

NA

1

-40.00

1,260.00

0.00

110 (0.136)

80,557.50

219

ES ##-##

Regular

9/3/2008 8:32:00 AM

9/3/2008 8:52:00 AM

150.00

1,274.25

NA

1

-40.00

110.00

0.00

0 (0.00)

80,667.50

220

TF ##-##

Regular

9/3/2008 9:10:00 AM

9/3/2008 11:00:00 AM

-500.00

742.30

NA

1

-40.00

-540.00

0.00

540 (0.669)

80,127.50

221

TF ##-##

Regular

9/3/2008 11:50:00 AM

9/3/2008 3:00:00 PM

260.00

740.70

NA

1

-40.00

220.00

0.00

320 (0.397)

80,347.50

222

TF ##-##

Regular

9/4/2008 9:00:00 AM

9/4/2008 9:50:00 AM

1,000.00

733.20

NA

1

-40.00

960.00

0.00

0 (0.00)

81,307.50

223

ES ##-##

Regular

9/5/2008 8:32:00 AM

9/5/2008 12:14:00 PM

367.50

1,227.75

NA

1

-40.00

327.50

0.00

0 (0.00)

81,635.00

224

TF ##-##

Regular

9/8/2008 1:20:00 PM

9/8/2008 3:00:00 PM

770.00

725.90

NA

1

-40.00

730.00

0.00

0 (0.00)

82,365.00

225

TF ##-##

Regular

9/9/2008 10:30:00 AM

9/9/2008 10:40:00 AM

-330.00

726.10

NA

1

-40.00

-370.00

0.00

370 (0.449)

81,995.00

226

TF ##-##

Regular

9/9/2008 10:40:00 AM

9/9/2008 11:20:00 AM

-500.00

729.40

NA

1

-40.00

-540.00

0.00

910 (1.10)

81,455.00

227

ES ##-##

Regular

9/10/2008 8:32:00 AM

9/10/2008 9:50:00 AM

357.50

1,234.00

NA

1

-40.00

317.50

0.00

593 (0.719)

81,772.50

228

TF ##-##

Regular

9/12/2008 10:30:00 AM

9/12/2008 10:50:00 AM

-500.00

722.70

NA

1

-40.00

-540.00

0.00

1,133 (1.37)

81,232.50

229

TF ##-##

Regular

9/12/2008 2:10:00 PM

9/12/2008 2:20:00 PM

-100.00

720.80

NA

1

-40.00

-140.00

0.00

1,273 (1.54)

81,092.50

230

TF ##-##

Regular

9/12/2008 2:20:00 PM

9/12/2008 3:00:00 PM

30.00

719.80

NA

1

-40.00

-10.00

0.00

1,283 (1.56)

81,082.50

231

TF ##-##

Regular

9/16/2008 2:30:00 PM

9/16/2008 2:40:00 PM

-500.00

707.60

NA

1

-40.00

-540.00

0.00

1,823 (2.21)

80,542.50

232

CL ##-##

Regular

9/18/2008 9:30:00 AM

9/18/2008 9:50:00 AM

1,300.00

97.77

NA

1

-40.00

1,260.00

0.00

563 (0.683)

81,802.50

233

CL ##-##

Regular

9/23/2008 12:40:00 PM

9/23/2008 12:40:00 PM

-650.00

104.20

NA

1

-40.00

-690.00

0.00

1,253 (1.52)

81,112.50

234

TF ##-##

Regular

9/23/2008 2:40:00 PM

9/23/2008 3:00:00 PM

760.00

715.00

NA

1

-40.00

720.00

0.00

533 (0.647)

81,832.50

235

ES ##-##

Regular

9/24/2008 8:32:00 AM

9/24/2008 8:36:00 AM

125.00

1,191.50

NA

1

-40.00

85.00

0.00

448 (0.543)

81,917.50

236

CL ##-##

Regular

9/24/2008 8:50:00 AM

9/24/2008 8:50:00 AM

-650.00

108.62

NA

1

-40.00

-690.00

0.00

1,138 (1.38)

81,227.50

237

CL ##-##

Regular

9/25/2008 8:50:00 AM

9/25/2008 8:50:00 AM

-650.00

104.60

NA

1

-40.00

-690.00

0.00

1,828 (2.22)

80,537.50

238

ES ##-##

Regular

9/25/2008 8:32:00 AM

9/25/2008 8:53:00 AM

-412.50

1,197.50

NA

1

-40.00

-452.50

0.00

2,280 (2.77)

80,085.00

239

CL ##-##

Regular

9/25/2008 11:50:00 AM

9/25/2008 12:40:00 PM

-650.00

107.90

NA

1

-40.00

-690.00

0.00

2,970 (3.61)

79,395.00

240

CL ##-##

Regular

9/26/2008 8:50:00 AM

9/26/2008 8:50:00 AM

-650.00

104.92

NA

1

-40.00

-690.00

0.00

3,660 (4.44)

78,705.00

241

CL ##-##

Regular

9/29/2008 8:50:00 AM

9/29/2008 9:20:00 AM

1,300.00

101.71

NA

1

-40.00

1,260.00

0.00

2,400 (2.91)

79,965.00

242

ES ##-##

Regular

9/30/2008 8:32:00 AM

9/30/2008 8:56:00 AM

415.00

1,141.25

NA

1

-40.00

375.00

0.00

2,025 (2.46)

80,340.00

243

ES ##-##

Regular

10/7/2008 8:32:00 AM

10/7/2008 8:34:00 AM

190.00

1,072.50

NA

1

-40.00

150.00

0.00

1,875 (2.28)

80,490.00

244

TF ##-##

Regular

10/13/2008 1:20:00 PM

10/13/2008 2:10:00 PM

-500.00

545.60

NA

1

-40.00

-540.00

0.00

2,415 (2.93)

79,950.00

245

TF ##-##

Regular

10/14/2008 2:20:00 PM

10/14/2008 2:40:00 PM

1,000.00

545.60

NA

1

-40.00

960.00

0.00

1,455 (1.77)

80,910.00

246

TF ##-##

Regular

10/15/2008 8:50:00 AM

10/15/2008 9:50:00 AM

1,000.00

540.10

NA

1

-40.00

960.00

0.00

495 (0.601)

81,870.00

247

ES ##-##

Regular

10/16/2008 8:32:00 AM

10/16/2008 8:34:00 AM

192.50

913.50

NA

1

-40.00

152.50

0.00

343 (0.416)

82,022.50

248

TF ##-##

Regular

10/17/2008 8:50:00 AM

10/17/2008 9:00:00 AM

-500.00

517.70

NA

1

-40.00

-540.00

0.00

883 (1.07)

81,482.50

249

TF ##-##

Regular

10/17/2008 10:00:00 AM

10/17/2008 10:30:00 AM

-500.00

530.00

NA

1

-40.00

-540.00

0.00

1,423 (1.73)

80,942.50

250

TF ##-##

Regular

10/17/2008 2:30:00 PM

10/17/2008 3:00:00 PM

1,000.00

532.10

NA

1

-40.00

960.00

0.00

463 (0.562)

81,902.50

251

TF ##-##

Regular

10/20/2008 12:40:00 PM

10/20/2008 3:00:00 PM

1,000.00

533.30

NA

1

-40.00

960.00

0.00

0 (0.00)

82,862.50

252

TF ##-##

Regular

10/21/2008 11:00:00 AM

10/21/2008 1:20:00 PM

-500.00

533.20

NA

1

-40.00

-540.00

0.00

540 (0.652)

82,322.50

253

TF ##-##

Regular

10/21/2008 3:00:00 PM

10/21/2008 3:00:00 PM

90.00

530.90

NA

1

-40.00

50.00

0.00

490 (0.591)

82,372.50

254

ES ##-##

Regular

10/29/2008 8:32:00 AM

10/29/2008 9:15:00 AM

375.00

932.75

NA

1

-40.00

335.00

0.00

155 (0.187)

82,707.50

255

CL ##-##

Regular

10/29/2008 8:50:00 AM

10/29/2008 9:40:00 AM

1,300.00

66.15

NA

1

-40.00

1,260.00

0.00

0 (0.00)

83,967.50

256

TF ##-##

Regular

10/29/2008 9:50:00 AM

10/29/2008 11:00:00 AM

-500.00

483.70

NA

1

-40.00

-540.00

0.00

540 (0.643)

83,427.50

257

ES ##-##

Regular

10/31/2008 8:32:00 AM

10/31/2008 9:01:00 AM

200.00

949.00

NA

1

-40.00

160.00

0.00

380 (0.453)

83,587.50

258

CL ##-##

Regular

11/3/2008 8:50:00 AM

11/3/2008 8:50:00 AM

-650.00

65.64

NA

1

-40.00

-690.00

0.00

1,070 (1.27)

82,897.50

259

CL ##-##

Regular

11/4/2008 8:50:00 AM

11/4/2008 9:40:00 AM

1,300.00

66.34

NA

1

-40.00

1,260.00

0.00

0 (0.00)

84,157.50

260

CL ##-##

Regular

11/5/2008 10:20:00 AM

11/5/2008 10:30:00 AM

1,300.00

67.31

NA

1

-40.00

1,260.00

0.00

0 (0.00)

85,417.50

261

ES ##-##

Regular

11/6/2008 8:32:00 AM

11/6/2008 8:37:00 AM

372.50

941.75

NA

1

-40.00

332.50

0.00

0 (0.00)

85,750.00

262

ES ##-##

Regular

11/7/2008 8:32:00 AM

11/7/2008 9:01:00 AM

0.00

914.00

NA

1

-40.00

-40.00

0.00

40 (0.047)

85,710.00

263

CL ##-##

Regular

11/10/2008 8:50:00 AM

11/10/2008 9:10:00 AM

-650.00

64.22

NA

1

-40.00

-690.00

0.00

730 (0.851)

85,020.00

264

ES ##-##

Regular

11/13/2008 8:32:00 AM

11/13/2008 8:47:00 AM

300.00

858.50

NA

1

-40.00

260.00

0.00

470 (0.548)

85,280.00

265

TF ##-##

Regular

11/14/2008 8:50:00 AM

11/14/2008 9:00:00 AM

-500.00

480.70

NA

1

-40.00

-540.00

0.00

1,010 (1.18)

84,740.00

266

TF ##-##

Regular

11/14/2008 9:20:00 AM

11/14/2008 9:50:00 AM

1,000.00

478.20

NA

1

-40.00

960.00

0.00

50 (0.058)

85,700.00

267

TF ##-##

Regular

11/14/2008 1:30:00 PM

11/14/2008 1:40:00 PM

-500.00

475.40

NA

1

-40.00

-540.00

0.00

590 (0.688)

85,160.00

268

TF ##-##

Regular

11/14/2008 2:20:00 PM

11/14/2008 2:40:00 PM

1,000.00

477.20

NA

1

-40.00

960.00

0.00

0 (0.00)

86,120.00

269

ES ##-##

Regular

11/18/2008 8:32:00 AM

11/18/2008 8:36:00 AM

262.50

844.25

NA

1

-40.00

222.50

0.00

0 (0.00)

86,342.50

270

ES ##-##

Regular

11/20/2008 8:32:00 AM

11/20/2008 10:02:00 AM

450.00

795.75

NA

1

-40.00

410.00

0.00

0 (0.00)

86,752.50

271

CL ##-##

Regular

11/24/2008 10:00:00 AM

11/24/2008 10:40:00 AM

1,300.00

53.04

NA

1

-40.00

1,260.00

0.00

0 (0.00)

88,012.50

272

TF ##-##

Regular

11/24/2008 11:30:00 AM

11/24/2008 1:30:00 PM

-500.00

423.10

NA

1

-40.00

-540.00

0.00

540 (0.614)

87,472.50

273

TF ##-##

Regular

11/24/2008 2:00:00 PM

11/24/2008 2:10:00 PM

-500.00

424.20

NA

1

-40.00

-540.00

0.00

1,080 (1.23)

86,932.50

274

CL ##-##

Regular

11/25/2008 8:50:00 AM

11/25/2008 10:00:00 AM

1,300.00

52.55

NA

1

-40.00

1,260.00

0.00

0 (0.00)

88,192.50

275

CL ##-##

Regular

11/26/2008 10:30:00 AM

11/26/2008 10:50:00 AM

-650.00

53.02

NA

1

-40.00

-690.00

0.00

690 (0.782)

87,502.50

276

ES ##-##

Regular

11/27/2008 8:32:00 AM

11/27/2008 9:38:00 AM

150.00

883.50

NA

1

-40.00

110.00

0.00

580 (0.658)

87,612.50

277

ES ##-##

Regular

11/28/2008 8:32:00 AM

11/28/2008 8:39:00 AM

322.50

881.25

NA

1

-40.00

282.50

0.00

298 (0.337)

87,895.00

278

CL ##-##

Regular

11/28/2008 8:50:00 AM

11/28/2008 10:00:00 AM

1,300.00

52.97

NA

1

-40.00

1,260.00

0.00

0 (0.00)

89,155.00

279

CL ##-##

Regular

11/28/2008 12:40:00 PM

11/28/2008 1:00:00 PM

1,300.00

54.51

NA

1

-40.00

1,260.00

0.00

0 (0.00)

90,415.00

280

CL ##-##

Regular

12/1/2008 8:50:00 AM

12/1/2008 9:50:00 AM

-650.00

50.76

NA

1

-40.00

-690.00

0.00

690 (0.763)

89,725.00

281

TF ##-##

Regular

12/3/2008 8:50:00 AM

12/3/2008 9:30:00 AM

-500.00

436.00

NA

1

-40.00

-540.00

0.00

1,230 (1.36)

89,185.00

282

TF ##-##

Regular

12/3/2008 1:40:00 PM

12/3/2008 2:50:00 PM

1,000.00

443.50

NA

1

-40.00

960.00

0.00

270 (0.299)

90,145.00

283

TF ##-##

Regular

12/4/2008 2:30:00 PM

12/4/2008 3:00:00 PM

80.00

439.90

NA

1

-40.00

40.00

0.00

230 (0.254)

90,185.00

284

ES ##-##

Regular

12/9/2008 8:32:00 AM

12/9/2008 8:59:00 AM

0.00

895.50

NA

1

-40.00

-40.00

0.00

270 (0.299)

90,145.00

285

TF ##-##

Regular

12/9/2008 2:00:00 PM

12/9/2008 3:00:00 PM

-380.00

469.00

NA

1

-40.00

-420.00

0.00

690 (0.763)

89,725.00

286

TF ##-##

Regular

12/10/2008 8:50:00 AM

12/10/2008 9:20:00 AM

1,000.00

471.00

NA

1

-40.00

960.00

0.00

0 (0.00)

90,685.00

287

ES ##-##

Regular

12/10/2008 8:32:00 AM

12/10/2008 12:53:00 PM

385.00

898.25

NA

1

-40.00

345.00

0.00

0 (0.00)

91,030.00

288

ES ##-##

Regular

12/11/2008 8:32:00 AM

12/11/2008 8:52:00 AM

352.50

889.25

NA

1

-40.00

312.50

0.00

0 (0.00)

91,342.50

289

CL ##-##

Regular

12/11/2008 8:50:00 AM

12/11/2008 9:20:00 AM

1,300.00

45.72

NA

1

-40.00

1,260.00

0.00

0 (0.00)

92,602.50

290

CL ##-##

Regular

12/12/2008 8:50:00 AM

12/12/2008 10:00:00 AM

-650.00

44.46

NA

1

-40.00

-690.00

0.00

690 (0.745)

91,912.50

291

CL ##-##

Regular

12/12/2008 11:50:00 AM

12/12/2008 12:00:00 PM

1,300.00

45.80

NA

1

-40.00

1,260.00

0.00

0 (0.00)

93,172.50

292

TF ##-##

Regular

12/12/2008 12:50:00 PM

12/12/2008 1:10:00 PM

-500.00

453.30

NA

1

-40.00

-540.00

0.00

540 (0.580)

92,632.50

293

TF ##-##

Regular

12/12/2008 1:30:00 PM

12/12/2008 1:40:00 PM

-500.00

453.60

NA

1

-40.00

-540.00

0.00

1,080 (1.16)

92,092.50

294

TF ##-##

Regular

12/12/2008 2:40:00 PM

12/12/2008 3:00:00 PM

270.00

462.00

NA

1

-40.00

230.00

0.00

850 (0.912)

92,322.50

295

CL ##-##

Regular

12/15/2008 11:50:00 AM

12/15/2008 12:10:00 PM

1,300.00

45.88

NA

1

-40.00

1,260.00

0.00

0 (0.00)

93,582.50

296

CL ##-##

Regular

12/16/2008 8:50:00 AM

12/16/2008 9:40:00 AM

-650.00

46.19

NA

1

-40.00

-690.00

0.00

690 (0.737)

92,892.50

297

CL ##-##

Regular

12/16/2008 9:50:00 AM

12/16/2008 9:50:00 AM

1,300.00

45.31

NA

1

-40.00

1,260.00

0.00

0 (0.00)

94,152.50

298

ES ##-##

Regular

12/16/2008 8:32:00 AM

12/16/2008 1:33:00 PM

-975.00

877.00

NA

1

-40.00

-1,015.00

0.00

1,015 (1.08)

93,137.50

299

TF ##-##

Regular

12/16/2008 8:50:00 AM

12/16/2008 2:10:00 PM

1,000.00

460.10

NA

1

-40.00

960.00

0.00

55 (0.058)

94,097.50

300

ES ##-##

Regular

12/17/2008 8:32:00 AM

12/17/2008 11:54:00 AM

557.50

899.50

NA

1

-40.00

517.50

0.00

0 (0.00)

94,615.00

301

ES ##-##

Regular

12/19/2008 8:32:00 AM

12/19/2008 9:13:00 AM

-262.50

891.50

NA

1

-40.00

-302.50

0.00

303 (0.320)

94,312.50

302

CL ##-##

Regular

12/22/2008 8:50:00 AM

12/22/2008 9:10:00 AM

-650.00

42.72

NA

1

-40.00

-690.00

0.00

993 (1.05)

93,622.50

303

ES ##-##

Regular

12/23/2008 8:32:00 AM

12/23/2008 9:01:00 AM

0.00

875.50

NA

1

-40.00

-40.00

0.00

1,033 (1.09)

93,582.50

304

CL ##-##

Regular

12/23/2008 9:00:00 AM

12/23/2008 9:10:00 AM

-650.00

40.24

NA

1

-40.00

-690.00

0.00

1,723 (1.82)

92,892.50

305

TF ##-##

Regular

12/23/2008 8:50:00 AM

12/23/2008 10:40:00 AM

-500.00

474.70

NA

1

-40.00

-540.00

0.00

2,263 (2.39)

92,352.50

306

ES ##-##

Regular

12/24/2008 8:32:00 AM

12/24/2008 9:01:00 AM

137.50

862.00

NA

1

-40.00

97.50

0.00

2,165 (2.29)

92,450.00

307

ES ##-##

Regular

12/26/2008 8:32:00 AM

12/26/2008 9:47:00 AM

195.00

869.75

NA

1

-40.00

155.00

0.00

2,010 (2.12)

92,605.00

308

TF ##-##

Regular

12/29/2008 9:20:00 AM

12/29/2008 1:10:00 PM

1,000.00

468.40

NA

1

-40.00

960.00

0.00

1,050 (1.11)

93,565.00

309

CL ##-##

Regular

12/29/2008 9:40:00 AM

12/29/2008 1:20:00 PM

-650.00

38.35

NA

1

-40.00

-690.00

0.00

1,740 (1.84)

92,875.00

310

ES ##-##

Regular

12/30/2008 8:32:00 AM

12/30/2008 10:31:00 AM

-312.50

871.75

NA

1

-40.00

-352.50

0.00

2,093 (2.21)

92,522.50

311

CL ##-##

Regular

12/30/2008 10:10:00 AM

12/30/2008 11:20:00 AM

-650.00

38.47

NA

1

-40.00

-690.00

0.00

2,783 (2.94)

91,832.50

312

TF ##-##

Regular

12/30/2008 8:50:00 AM

12/30/2008 3:00:00 PM

1,000.00

469.40

NA

1

-40.00

960.00

0.00

1,823 (1.93)

92,792.50

313

CL ##-##

Regular

12/31/2008 8:50:00 AM

12/31/2008 9:10:00 AM

-220.00

38.21

NA

1

-40.00

-260.00

0.00

2,083 (2.20)

92,532.50

314

CL ##-##

Regular

12/31/2008 9:10:00 AM

12/31/2008 11:20:00 AM

1,300.00

38.43

NA

1

-40.00

1,260.00

0.00

823 (0.869)

93,792.50

315

ES ##-##

Regular

1/2/2009 8:32:00 AM

1/2/2009 8:51:00 AM

175.00

903.75

NA

1

-40.00

135.00

0.00

688 (0.727)

93,927.50

316

ES ##-##

Regular

1/6/2009 8:39:00 AM

1/6/2009 9:27:00 AM

315.00

933.50

NA

1

-40.00

275.00

0.00

413 (0.436)

94,202.50

317

CL ##-##

Regular

1/7/2009 1:20:00 PM

1/7/2009 1:30:00 PM

460.00

43.13

NA

1

-40.00

420.00

0.00

0 (0.00)

94,622.50

318

ES ##-##

Regular

1/8/2009 8:32:00 AM

1/8/2009 9:52:00 AM

130.00

900.50

NA

1

-40.00

90.00

0.00

0 (0.00)

94,712.50

319

TF ##-##

Regular

1/8/2009 10:20:00 AM

1/8/2009 11:00:00 AM

-500.00

499.20

NA

1

-40.00

-540.00

0.00

540 (0.570)

94,172.50

320

TF ##-##

Regular

1/8/2009 3:00:00 PM

1/8/2009 3:00:00 PM

160.00

499.20

NA

1

-40.00

120.00

0.00

420 (0.443)

94,292.50

321

TF ##-##

Regular

1/9/2009 9:00:00 AM

1/9/2009 3:00:00 PM

1,000.00

488.50

NA

1

-40.00

960.00

0.00

0 (0.00)

95,252.50

322

ES ##-##

Regular

1/15/2009 8:32:00 AM

1/15/2009 8:47:00 AM

-337.50

836.25

NA

1

-40.00

-377.50

0.00

378 (0.396)

94,875.00

323

TF ##-##

Regular

1/16/2009 9:10:00 AM

1/16/2009 11:20:00 AM

1,000.00

463.00

NA

1

-40.00

960.00

0.00

0 (0.00)

95,835.00

324

TF ##-##

Regular

1/16/2009 1:20:00 PM

1/16/2009 3:00:00 PM

390.00

459.50

NA

1

-40.00

350.00

0.00

0 (0.00)

96,185.00

325

TF ##-##

Regular

1/19/2009 9:20:00 AM

1/19/2009 10:30:00 AM

-50.00

460.10

NA

1

-40.00

-90.00

0.00

90 (0.094)

96,095.00

326

CL ##-##

Regular

1/20/2009 8:50:00 AM

1/20/2009 8:50:00 AM

-650.00

36.79

NA

1

-40.00

-690.00

0.00

780 (0.811)

95,405.00

327

TF ##-##

Regular

1/22/2009 8:50:00 AM

1/22/2009 10:40:00 AM

1,000.00

444.80

NA

1

-40.00

960.00

0.00

0 (0.00)

96,365.00

328

TF ##-##

Regular

1/22/2009 1:40:00 PM

1/22/2009 2:30:00 PM

1,000.00

448.20

NA

1

-40.00

960.00

0.00

0 (0.00)

97,325.00

329

TF ##-##

Regular

1/26/2009 8:50:00 AM

1/26/2009 9:20:00 AM

1,000.00

447.10

NA

1

-40.00

960.00

0.00

0 (0.00)

98,285.00

330

TF ##-##

Regular

1/26/2009 2:20:00 PM

1/26/2009 2:30:00 PM

-130.00

449.60

NA

1

-40.00

-170.00

0.00

170 (0.173)

98,115.00

331

TF ##-##

Regular

1/26/2009 2:30:00 PM

1/26/2009 3:00:00 PM

-10.00

448.30

NA

1

-40.00

-50.00

0.00

220 (0.224)

98,065.00

332

TF ##-##

Regular

1/26/2009 3:00:00 PM

1/26/2009 3:00:00 PM

0.00

448.40

NA

1

-40.00

-40.00

0.00

260 (0.265)

98,025.00

333

ES ##-##

Regular

1/27/2009 8:32:00 AM

1/27/2009 9:07:00 AM

187.50

836.75

NA

1

-40.00

147.50

0.00

113 (0.114)

98,172.50

334

TF ##-##

Regular

1/27/2009 9:20:00 AM

1/27/2009 10:10:00 AM

-500.00

448.00

NA

1

-40.00

-540.00

0.00

653 (0.664)

97,632.50

335

CL ##-##

Regular

1/27/2009 1:10:00 PM

1/27/2009 1:30:00 PM

900.00

42.56

NA

1

-40.00

860.00

0.00

0 (0.00)

98,492.50

336

CL ##-##

Regular

1/28/2009 1:00:00 PM

1/28/2009 1:30:00 PM

-650.00

43.09

NA

1

-40.00

-690.00

0.00

690 (0.701)

97,802.50

337

TF ##-##

Regular

1/29/2009 9:30:00 AM

1/29/2009 11:10:00 AM

-500.00

463.20

NA

1

-40.00

-540.00

0.00

1,230 (1.25)

97,262.50

338

ES ##-##

Regular

1/30/2009 8:32:00 AM

1/30/2009 8:57:00 AM

262.50

846.50

NA

1

-40.00

222.50

0.00

1,008 (1.02)

97,485.00

339

CL ##-##

Regular

1/30/2009 9:00:00 AM

1/30/2009 1:30:00 PM

470.00

42.19

NA

1

-40.00

430.00

0.00

578 (0.586)

97,915.00

340

TF ##-##

Regular

1/30/2009 9:10:00 AM

1/30/2009 2:30:00 PM

1,000.00

451.40

NA

1

-40.00

960.00

0.00

0 (0.00)

98,875.00

341

ES ##-##

Regular

2/3/2009 8:32:00 AM

2/3/2009 8:42:00 AM

200.00

825.75

NA

1

-40.00

160.00

0.00

0 (0.00)

99,035.00

342

TF ##-##

Regular

2/3/2009 3:00:00 PM

2/3/2009 3:00:00 PM

10.00

451.20

NA

1

-40.00

-30.00

0.00

30 (0.030)

99,005.00

343

ES ##-##

Regular

2/4/2009 8:32:00 AM

2/4/2009 12:43:00 PM

212.50

838.25

NA

1

-40.00

172.50

0.00

0 (0.00)

99,177.50

344

ES ##-##

Regular

2/5/2009 8:32:00 AM

2/5/2009 8:58:00 AM

-312.50

824.00

NA

1

-40.00

-352.50

0.00

353 (0.355)

98,825.00

345

TF ##-##

Regular

2/5/2009 10:20:00 AM

2/5/2009 3:00:00 PM

-80.00

453.10

NA

1

-40.00

-120.00

0.00

473 (0.476)

98,705.00

346

ES ##-##

Regular

2/6/2009 8:32:00 AM

2/6/2009 8:38:00 AM

-537.50

844.25

NA

1

-40.00

-577.50

0.00

1,050 (1.06)

98,127.50

347

TF ##-##

Regular

2/6/2009 8:50:00 AM

2/6/2009 12:40:00 PM

1,000.00

460.20

NA

1

-40.00

960.00

0.00

90 (0.091)

99,087.50

348

CL ##-##

Regular

2/6/2009 12:40:00 PM

2/6/2009 12:50:00 PM

1,300.00

40.92

NA

1

-40.00

1,260.00

0.00

0 (0.00)

100,347.50

349

CL ##-##

Regular

2/9/2009 8:50:00 AM

2/9/2009 11:30:00 AM

-650.00

41.47

NA

1

-40.00

-690.00

0.00

690 (0.688)

99,657.50

350

CL ##-##

Regular

2/9/2009 11:40:00 AM

2/9/2009 1:30:00 PM

1,040.00

40.58

NA

1

-40.00

1,000.00

0.00

0 (0.00)

100,657.50

351

ES ##-##

Regular

2/10/2009 8:37:00 AM

2/10/2009 8:51:00 AM

235.00

860.75

NA

1

-40.00

195.00

0.00

0 (0.00)

100,852.50

352

CL ##-##

Regular

2/10/2009 8:50:00 AM

2/10/2009 9:20:00 AM

-650.00

41.44

NA

1

-40.00

-690.00

0.00

690 (0.684)

100,162.50

353

CL ##-##

Regular

2/10/2009 9:30:00 AM

2/10/2009 10:10:00 AM

1,300.00

40.85

NA

1

-40.00

1,260.00

0.00

0 (0.00)

101,422.50

354

ES ##-##

Regular

2/11/2009 8:32:00 AM

2/11/2009 9:33:00 AM

275.00

830.50

NA

1

-40.00

235.00

0.00

0 (0.00)

101,657.50

355

CL ##-##

Regular

2/13/2009 12:20:00 PM

2/13/2009 1:30:00 PM

180.00

37.34

NA

1

-40.00

140.00

0.00

0 (0.00)

101,797.50

356

TF ##-##

Regular

2/13/2009 11:00:00 AM

2/13/2009 3:00:00 PM

410.00

449.00

NA

1

-40.00

370.00

0.00

0 (0.00)

102,167.50

357

ES ##-##

Regular

2/18/2009 8:32:00 AM

2/18/2009 8:41:00 AM

180.00

792.00

NA

1

-40.00

140.00

0.00

0 (0.00)

102,307.50

358

ES ##-##

Regular

2/19/2009 8:36:00 AM

2/19/2009 9:37:00 AM

305.00

793.25

NA

1

-40.00

265.00

0.00

0 (0.00)

102,572.50

359

CL ##-##

Regular

2/19/2009 8:50:00 AM

2/19/2009 9:40:00 AM

-650.00

36.38

NA

1

-40.00

-690.00

0.00

690 (0.673)

101,882.50

360

CL ##-##

Regular

2/19/2009 10:20:00 AM

2/19/2009 12:10:00 PM

1,300.00

36.85

NA

1

-40.00

1,260.00

0.00

0 (0.00)

103,142.50

361

ES ##-##

Regular

2/24/2009 8:32:00 AM

2/24/2009 8:47:00 AM

-225.00

747.75

NA

1

-40.00

-265.00

0.00

265 (0.257)

102,877.50

362

ES ##-##

Regular

2/25/2009 8:32:00 AM

2/25/2009 9:10:00 AM

-575.00

765.75

NA

1

-40.00

-615.00

0.00

880 (0.853)

102,262.50

363

ES ##-##

Regular

2/26/2009 8:32:00 AM

2/26/2009 11:27:00 AM

402.50

773.75

NA

1

-40.00

362.50

0.00

518 (0.502)

102,625.00

364

ES ##-##

Regular

3/3/2009 8:32:00 AM

3/3/2009 9:17:00 AM

410.00

711.00

NA

1

-40.00

370.00

0.00

148 (0.143)

102,995.00

365

CL ##-##

Regular

3/3/2009 9:00:00 AM

3/3/2009 1:30:00 PM

-650.00

40.64

NA

1

-40.00

-690.00

0.00

838 (0.812)

102,305.00

366

ES ##-##

Regular

3/6/2009 8:32:00 AM

3/6/2009 8:44:00 AM

-412.50

688.25

NA

1

-40.00

-452.50

0.00

1,290 (1.25)

101,852.50

367

TF ##-##

Regular

3/10/2009 9:00:00 AM

3/10/2009 2:50:00 PM

690.00

357.80

NA

1

-40.00

650.00

0.00

640 (0.621)

102,502.50

368

TF ##-##

Regular

3/10/2009 2:50:00 PM

3/10/2009 3:00:00 PM

-130.00

364.70

NA

1

-40.00

-170.00

0.00

810 (0.785)

102,332.50

369

ES ##-##

Regular

3/11/2009 8:32:00 AM

3/11/2009 8:37:00 AM

257.50

723.75

NA

1

-40.00

217.50

0.00

593 (0.574)

102,550.00

370

CL ##-##

Regular

3/11/2009 12:00:00 PM

3/11/2009 1:20:00 PM

1,300.00

43.62

NA

1

-40.00

1,260.00

0.00

0 (0.00)

103,810.00

371

TF ##-##

Regular

3/12/2009 8:50:00 AM

3/12/2009 9:20:00 AM

-500.00

360.00

NA

1

-40.00

-540.00

0.00

540 (0.520)

103,270.00

372

TF ##-##

Regular

3/12/2009 9:30:00 AM

3/12/2009 11:30:00 AM

1,000.00

365.40

NA

1

-40.00

960.00

0.00

0 (0.00)

104,230.00

373

CL ##-##

Regular

3/12/2009 12:10:00 PM

3/12/2009 1:20:00 PM

1,300.00

45.23

NA

1

-40.00

1,260.00

0.00

0 (0.00)

105,490.00

374

ES ##-##

Regular

3/13/2009 8:32:00 AM

3/13/2009 8:44:00 AM

122.50

750.25

NA

1

-40.00

82.50

0.00

0 (0.00)

105,572.50

375

CL ##-##

Regular

3/16/2009 8:50:00 AM

3/16/2009 9:40:00 AM

-650.00

44.40

NA

1

-40.00

-690.00

0.00

690 (0.654)

104,882.50

376

CL ##-##

Regular

3/16/2009 10:40:00 AM

3/16/2009 1:30:00 PM

1,000.00

46.36

NA

1

-40.00

960.00

0.00

0 (0.00)

105,842.50

377

TF ##-##

Regular

3/17/2009 9:50:00 AM

3/17/2009 2:10:00 PM

1,000.00

385.20

NA

1

-40.00

960.00

0.00

0 (0.00)

106,802.50

378

ES ##-##

Regular

3/18/2009 8:32:00 AM

3/18/2009 11:58:00 AM

325.00

767.50

NA

1

-40.00

285.00

0.00

0 (0.00)

107,087.50

379

ES ##-##

Regular

3/19/2009 8:32:00 AM

3/19/2009 8:53:00 AM

307.50

798.25

NA

1

-40.00

267.50

0.00

0 (0.00)

107,355.00

380

ES ##-##

Regular

3/20/2009 8:32:00 AM

3/20/2009 8:58:00 AM

287.50

785.00

NA

1

-40.00

247.50

0.00

0 (0.00)

107,602.50

381

TF ##-##

Regular

3/23/2009 8:50:00 AM

3/23/2009 2:00:00 PM

1,000.00

410.70

NA

1

-40.00

960.00

0.00

0 (0.00)

108,562.50

382

ES ##-##

Regular

3/24/2009 8:32:00 AM

3/24/2009 12:20:00 PM

472.50

807.75

NA

1

-40.00

432.50

0.00

0 (0.00)

108,995.00

383

ES ##-##

Regular

3/25/2009 8:32:00 AM

3/25/2009 8:56:00 AM

-250.00

808.25

NA

1

-40.00

-290.00

0.00

290 (0.266)

108,705.00

384

TF ##-##

Regular

3/25/2009 8:50:00 AM

3/25/2009 9:40:00 AM

1,000.00

421.30

NA

1

-40.00

960.00

0.00

0 (0.00)

109,665.00

385

TF ##-##

Regular

3/25/2009 2:40:00 PM

3/25/2009 3:00:00 PM

910.00

416.40

NA

1

-40.00

870.00

0.00

0 (0.00)

110,535.00

386

ES ##-##

Regular

3/26/2009 8:32:00 AM

3/26/2009 9:14:00 AM

350.00

818.75

NA

1

-40.00

310.00

0.00

0 (0.00)

110,845.00

387

CL ##-##

Regular

3/30/2009 8:50:00 AM

3/30/2009 12:10:00 PM

1,300.00

50.18

NA

1

-40.00

1,260.00

0.00

0 (0.00)

112,105.00

388

TF ##-##

Regular

3/30/2009 8:50:00 AM

3/30/2009 3:00:00 PM

-140.00

413.90

NA

1

-40.00

-180.00

0.00

180 (0.161)

111,925.00

389

ES ##-##

Regular

3/31/2009 8:32:00 AM

3/31/2009 12:08:00 PM

-362.50

790.50

NA

1

-40.00

-402.50

0.00

583 (0.520)

111,522.50

390

CL ##-##

Regular

3/31/2009 1:30:00 PM

3/31/2009 1:30:00 PM

-80.00

49.74

NA

1

-40.00

-120.00

0.00

703 (0.627)

111,402.50

391

ES ##-##

Regular

4/1/2009 9:00:00 AM

4/1/2009 9:11:00 AM

247.50

784.50

NA

1

-40.00

207.50

0.00

495 (0.442)

111,610.00

392

TF ##-##

Regular

4/1/2009 8:50:00 AM

4/1/2009 9:20:00 AM

-500.00

412.70

NA

1

-40.00

-540.00

0.00

1,035 (0.923)

111,070.00

393

TF ##-##

Regular

4/1/2009 2:40:00 PM

4/1/2009 3:00:00 PM

320.00

423.70

NA

1

-40.00

280.00

0.00

755 (0.673)

111,350.00

394

CL ##-##

Regular

4/2/2009 8:50:00 AM

4/2/2009 1:30:00 PM

990.00

51.65

NA

1

-40.00

950.00

0.00

0 (0.00)

112,300.00

395

CL ##-##

Regular

4/6/2009 9:20:00 AM

4/6/2009 10:00:00 AM

-650.00

51.62

NA

1

-40.00

-690.00

0.00

690 (0.614)

111,610.00

396

CL ##-##

Regular

4/6/2009 10:30:00 AM

4/6/2009 1:30:00 PM

-650.00

50.22

NA

1

-40.00

-690.00

0.00

1,380 (1.23)

110,920.00

397

TF ##-##

Regular

4/6/2009 1:40:00 PM

4/6/2009 3:00:00 PM

400.00

442.20

NA

1

-40.00

360.00

0.00

1,020 (0.908)

111,280.00

398

CL ##-##

Regular

4/7/2009 8:50:00 AM

4/7/2009 1:30:00 PM

290.00

49.46

NA

1

-40.00

250.00

0.00

770 (0.686)

111,530.00

399

ES ##-##

Regular

4/8/2009 8:32:00 AM

4/8/2009 9:27:00 AM

237.50

816.50

NA

1

-40.00

197.50

0.00

573 (0.510)

111,727.50

400

TF ##-##

Regular

4/8/2009 9:40:00 AM

4/8/2009 10:20:00 AM

-500.00

431.30

NA

1

-40.00

-540.00

0.00

1,113 (0.991)

111,187.50

401

CL ##-##

Regular

4/8/2009 10:20:00 AM

4/8/2009 1:20:00 PM

-650.00

50.51

NA

1

-40.00

-690.00

0.00

1,803 (1.61)

110,497.50

402

CL ##-##

Regular

4/9/2009 8:50:00 AM

4/9/2009 10:20:00 AM

-650.00

52.03

NA

1

-40.00

-690.00

0.00

2,493 (2.22)

109,807.50

403

CL ##-##

Regular

4/13/2009 8:50:00 AM

4/13/2009 11:40:00 AM

-650.00

49.37

NA

1

-40.00

-690.00

0.00

3,183 (2.83)

109,117.50

404

CL ##-##

Regular

4/13/2009 12:10:00 PM

4/13/2009 1:30:00 PM

-650.00

50.79

NA

1

-40.00

-690.00

0.00

3,873 (3.45)

108,427.50

405

ES ##-##

Regular

4/14/2009 8:32:00 AM

4/14/2009 9:42:00 AM

245.00

847.50

NA

1

-40.00

205.00

0.00

3,668 (3.27)

108,632.50

406

TF ##-##

Regular

4/14/2009 2:30:00 PM

4/14/2009 3:00:00 PM

-500.00

457.10

NA

1

-40.00

-540.00

0.00

4,208 (3.75)

108,092.50

407

ES ##-##

Regular

4/15/2009 8:32:00 AM

4/15/2009 9:03:00 AM

225.00

834.25

NA

1

-40.00

185.00

0.00

4,023 (3.58)

108,277.50

408

ES ##-##

Regular

4/16/2009 8:32:00 AM

4/16/2009 8:45:00 AM

177.50

853.25

NA

1

-40.00

137.50

0.00

3,885 (3.46)

108,415.00

409

CL ##-##

Regular

4/16/2009 9:00:00 AM

4/16/2009 1:10:00 PM

-650.00

49.30

NA

1

-40.00

-690.00

0.00

4,575 (4.07)

107,725.00

410

ES ##-##

Regular

4/17/2009 8:32:00 AM

4/17/2009 8:37:00 AM

125.00

863.25

NA

1

-40.00

85.00

0.00

4,490 (4.00)

107,810.00

411

CL ##-##

Regular

4/17/2009 8:50:00 AM

4/17/2009 9:40:00 AM

-650.00

51.08

NA

1

-40.00

-690.00

0.00

5,180 (4.61)

107,120.00

412

CL ##-##

Regular

4/20/2009 8:50:00 AM

4/20/2009 1:20:00 PM

1,300.00

47.20

NA

1

-40.00

1,260.00

0.00

3,920 (3.49)

108,380.00

413

ES ##-##

Regular

4/21/2009 8:32:00 AM

4/21/2009 8:40:00 AM

207.50

824.25

NA

1

-40.00

167.50

0.00

3,753 (3.34)

108,547.50

414

TF ##-##

Regular

4/21/2009 1:40:00 PM

4/21/2009 3:00:00 PM

630.00

462.30

NA

1

-40.00

590.00

0.00

3,163 (2.82)

109,137.50

415

ES ##-##

Regular

4/22/2009 8:32:00 AM

4/22/2009 9:03:00 AM

347.50

837.50

NA

1

-40.00

307.50

0.00

2,855 (2.54)

109,445.00

416

CL ##-##

Regular

4/22/2009 8:50:00 AM

4/22/2009 1:30:00 PM

430.00

48.45

NA

1

-40.00

390.00

0.00

2,465 (2.20)

109,835.00

417

TF ##-##

Regular

4/23/2009 1:20:00 PM

4/23/2009 1:50:00 PM

-500.00

460.90

NA

1

-40.00

-540.00

0.00

3,005 (2.68)

109,295.00

418

TF ##-##

Regular

4/23/2009 2:30:00 PM

4/23/2009 2:50:00 PM

-500.00

459.00

NA

1

-40.00

-540.00

0.00

3,545 (3.16)

108,755.00

419

ES ##-##

Regular

4/24/2009 8:32:00 AM

4/24/2009 10:34:00 AM

-337.50

854.75

NA

1

-40.00

-377.50

0.00

3,923 (3.49)

108,377.50

420

CL ##-##

Regular

4/27/2009 8:50:00 AM

4/27/2009 9:30:00 AM

-650.00

48.74

NA

1

-40.00

-690.00

0.00

4,613 (4.11)

107,687.50

421

CL ##-##

Regular

4/27/2009 11:10:00 AM

4/27/2009 12:20:00 PM

-650.00

50.15

NA

1

-40.00

-690.00

0.00

5,303 (4.72)

106,997.50

422

TF ##-##

Regular

4/27/2009 9:30:00 AM

4/27/2009 12:40:00 PM

-400.00

472.00

NA

1

-40.00

-440.00

0.00

5,743 (5.11)

106,557.50

423

TF ##-##

Regular

4/27/2009 3:00:00 PM

4/27/2009 3:00:00 PM

-130.00

470.80

NA

1

-40.00

-170.00

0.00

5,913 (5.26)

106,387.50

424

ES ##-##

Regular

4/28/2009 8:56:00 AM

4/28/2009 9:03:00 AM

170.00

848.75

NA

1

-40.00

130.00

0.00

5,783 (5.15)

106,517.50

425

TF ##-##

Regular

4/28/2009 9:00:00 AM

4/28/2009 9:10:00 AM

-500.00

464.50

NA

1

-40.00

-540.00

0.00

6,323 (5.63)

105,977.50

426

CL ##-##

Regular

4/28/2009 1:30:00 PM

4/28/2009 1:30:00 PM

-40.00

49.87

NA

1

-40.00

-80.00

0.00

6,403 (5.70)

105,897.50

427

TF ##-##

Regular

4/28/2009 9:20:00 AM

4/28/2009 3:00:00 PM

-80.00

471.40

NA

1

-40.00

-120.00

0.00

6,523 (5.81)

105,777.50

428

TF ##-##

Regular

4/29/2009 8:50:00 AM

4/29/2009 10:20:00 AM

1,000.00

477.70

NA

1

-40.00

960.00

0.00

5,563 (4.95)

106,737.50

429

CL ##-##

Regular

4/29/2009 8:50:00 AM

4/29/2009 1:30:00 PM

490.00

50.53

NA

1

-40.00

450.00

0.00

5,113 (4.55)

107,187.50

430

ES ##-##

Regular

4/29/2009 8:32:00 AM

4/29/2009 3:00:00 PM

-512.50

859.50

NA

1

-40.00

-552.50

0.00

5,665 (5.04)

106,635.00

431

ES ##-##

Regular

4/30/2009 8:35:00 AM

4/30/2009 11:47:00 AM

340.00

878.75

NA

1

-40.00

300.00

0.00

5,365 (4.78)

106,935.00

432

TF ##-##

Regular

5/1/2009 10:30:00 AM

5/1/2009 2:30:00 PM

-500.00

488.50

NA

1

-40.00

-540.00

0.00

5,905 (5.26)

106,395.00

433

TF ##-##

Regular

5/4/2009 8:50:00 AM

5/4/2009 3:00:00 PM

1,000.00

491.40

NA

1

-40.00

960.00

0.00

4,945 (4.40)

107,355.00

434

ES ##-##

Regular

5/5/2009 8:32:00 AM

5/5/2009 3:00:00 PM

-75.00

901.50

NA

1

-40.00

-115.00

0.00

5,060 (4.51)

107,240.00

435

ES ##-##

Regular

5/7/2009 8:50:00 AM

5/7/2009 9:06:00 AM

150.00

921.25

NA

1

-40.00

110.00

0.00

4,950 (4.41)

107,350.00

436

TF ##-##

Regular

5/8/2009 8:50:00 AM

5/8/2009 9:20:00 AM

-500.00

501.80

NA

1

-40.00

-540.00

0.00

5,490 (4.89)

106,810.00

437

ES ##-##

Regular

5/12/2009 8:32:00 AM

5/12/2009 8:41:00 AM

250.00

912.25

NA

1

-40.00

210.00

0.00

5,280 (4.70)

107,020.00

438

TF ##-##

Regular

5/13/2009 8:50:00 AM

5/13/2009 12:30:00 PM

1,000.00

482.70

NA

1

-40.00

960.00

0.00

4,320 (3.85)

107,980.00

439

CL ##-##

Regular

5/14/2009 11:20:00 AM

5/14/2009 1:30:00 PM

700.00

57.89

NA

1

-40.00

660.00

0.00

3,660 (3.26)

108,640.00

440

CL ##-##

Regular

5/18/2009 8:50:00 AM

5/18/2009 1:30:00 PM

1,000.00

58.04

NA

1

-40.00

960.00

0.00

2,700 (2.40)

109,600.00

441

TF ##-##

Regular

5/18/2009 8:50:00 AM

5/18/2009 2:50:00 PM

1,000.00

482.40

NA

1

-40.00

960.00

0.00

1,740 (1.55)

110,560.00

442

ES ##-##

Regular

5/20/2009 10:59:00 AM

5/20/2009 11:37:00 AM

202.50

912.25

NA

1

-40.00

162.50

0.00

1,578 (1.40)

110,722.50

443

TF ##-##

Regular

5/20/2009 3:00:00 PM

5/20/2009 3:00:00 PM

-30.00

487.80

NA

1

-40.00

-70.00

0.00

1,648 (1.47)

110,652.50

444

TF ##-##

Regular

5/26/2009 9:20:00 AM

5/26/2009 12:00:00 PM

1,000.00

488.70

NA

1

-40.00

960.00

0.00

688 (0.612)

111,612.50

445

CL ##-##

Regular

5/26/2009 9:20:00 AM

5/26/2009 1:30:00 PM

1,300.00

61.18

NA

1

-40.00

1,260.00

0.00

0 (0.00)

112,872.50

446

ES ##-##

Regular

5/28/2009 8:32:00 AM

5/28/2009 9:03:00 AM

297.50

899.50

NA

1

-40.00

257.50

0.00

0 (0.00)

113,130.00

447

TF ##-##

Regular

5/28/2009 8:50:00 AM

5/28/2009 9:10:00 AM

-500.00

493.90

NA

1

-40.00

-540.00

0.00

540 (0.477)

112,590.00

448

TF ##-##

Regular

5/28/2009 11:20:00 AM

5/28/2009 12:20:00 PM

-500.00

486.10

NA

1

-40.00

-540.00

0.00

1,080 (0.955)

112,050.00

449

ES ##-##

Regular

5/29/2009 8:32:00 AM

5/29/2009 8:44:00 AM

212.50

909.25

NA

1

-40.00

172.50

0.00

908 (0.802)

112,222.50

450

TF ##-##

Regular

5/29/2009 8:50:00 AM

5/29/2009 3:00:00 PM

790.00

493.00

NA

1

-40.00

750.00

0.00

158 (0.139)

112,972.50

451

ES ##-##

Regular

6/2/2009 8:32:00 AM

6/2/2009 8:55:00 AM

162.50

939.50

NA

1

-40.00

122.50

0.00

35 (0.031)

113,095.00

452

ES ##-##

Regular

6/4/2009 8:32:00 AM

6/4/2009 8:49:00 AM

162.50

935.00

NA

1

-40.00

122.50

0.00

0 (0.00)

113,217.50

453

CL ##-##

Regular

6/4/2009 8:50:00 AM

6/4/2009 12:10:00 PM

1,300.00

67.84

NA

1

-40.00

1,260.00

0.00

0 (0.00)

114,477.50

454

ES ##-##

Regular

6/5/2009 8:48:00 AM

6/5/2009 8:49:00 AM

130.00

945.25

NA

1

-40.00

90.00

0.00

0 (0.00)

114,567.50

455

CL ##-##

Regular

6/8/2009 9:20:00 AM

6/8/2009 1:30:00 PM

-80.00

68.32

NA

1

-40.00

-120.00

0.00

120 (0.105)

114,447.50

456

ES ##-##

Regular

6/9/2009 8:32:00 AM

6/9/2009 9:22:00 AM

200.00

942.50

NA

1

-40.00

160.00

0.00

0 (0.00)

114,607.50

457

CL ##-##

Regular

6/9/2009 8:50:00 AM

6/9/2009 1:30:00 PM

480.00

69.48

NA

1

-40.00

440.00

0.00

0 (0.00)

115,047.50

458

ES ##-##

Regular

6/10/2009 8:43:00 AM

6/10/2009 9:04:00 AM

152.50

946.50

NA

1

-40.00

112.50

0.00

0 (0.00)

115,160.00

459

ES ##-##

Regular

6/12/2009 8:32:00 AM

6/12/2009 1:42:00 PM

237.50

935.50

NA

1

-40.00

197.50

0.00

0 (0.00)

115,357.50

460

TF ##-##

Regular

6/15/2009 8:50:00 AM

6/15/2009 9:50:00 AM

1,000.00

515.10

NA

1

-40.00

960.00

0.00

0 (0.00)

116,317.50

461

ES ##-##

Regular

6/16/2009 8:32:00 AM

6/16/2009 9:20:00 AM

162.50

923.00

NA

1

-40.00

122.50

0.00

0 (0.00)

116,440.00

462

CL ##-##

Regular

6/16/2009 8:50:00 AM

6/16/2009 11:40:00 AM

-650.00

72.11

NA

1

-40.00

-690.00

0.00

690 (0.593)

115,750.00

463

CL ##-##

Regular

6/16/2009 1:20:00 PM

6/16/2009 1:30:00 PM

-320.00

70.17

NA

1

-40.00

-360.00

0.00

1,050 (0.902)

115,390.00

464

CL ##-##

Regular

6/17/2009 8:50:00 AM

6/17/2009 11:50:00 AM

-650.00

70.06

NA

1

-40.00

-690.00

0.00

1,740 (1.49)

114,700.00

465

CL ##-##

Regular

6/17/2009 1:30:00 PM

6/17/2009 1:30:00 PM

220.00

70.83

NA

1

-40.00

180.00

0.00

1,560 (1.34)

114,880.00

466

CL ##-##

Regular

6/18/2009 9:10:00 AM

6/18/2009 1:30:00 PM

370.00

70.95

NA

1

-40.00

330.00

0.00

1,230 (1.06)

115,210.00

467

ES ##-##

Regular

6/19/2009 11:12:00 AM

6/19/2009 11:36:00 AM

175.00

918.00

NA

1

-40.00

135.00

0.00

1,095 (0.940)

115,345.00

468

TF ##-##

Regular

6/19/2009 8:50:00 AM

6/19/2009 12:10:00 PM

-500.00

513.10

NA

1

-40.00

-540.00

0.00

1,635 (1.40)

114,805.00

469

CL ##-##

Regular

6/19/2009 12:10:00 PM

6/19/2009 1:30:00 PM

420.00

70.04

NA

1

-40.00

380.00

0.00

1,255 (1.08)

115,185.00

470

ES ##-##

Regular

6/23/2009 8:32:00 AM

6/23/2009 9:15:00 AM

100.00

890.25

NA

1

-40.00

60.00

0.00

1,195 (1.03)

115,245.00

471

CL ##-##

Regular

6/23/2009 12:00:00 PM

6/23/2009 1:20:00 PM

1,300.00

68.35

NA

1

-40.00

1,260.00

0.00

0 (0.00)

116,505.00

472

ES ##-##

Regular

6/24/2009 8:32:00 AM

6/24/2009 9:19:00 AM

-312.50

897.25

NA

1

-40.00

-352.50

0.00

353 (0.303)

116,152.50

473

CL ##-##

Regular

6/24/2009 8:50:00 AM

6/24/2009 9:40:00 AM

-650.00

68.74

NA

1

-40.00

-690.00

0.00

1,043 (0.895)

115,462.50

474

ES ##-##

Regular

6/25/2009 8:32:00 AM

6/25/2009 8:46:00 AM

137.50

893.75

NA

1

-40.00

97.50

0.00

945 (0.811)

115,560.00

475

CL ##-##

Regular

6/25/2009 8:50:00 AM

6/25/2009 12:40:00 PM

1,300.00

69.61

NA

1

-40.00

1,260.00

0.00

0 (0.00)

116,820.00

476

CL ##-##

Regular

6/26/2009 11:00:00 AM

6/26/2009 1:30:00 PM

-500.00

68.87

NA

1

-40.00

-540.00

0.00

540 (0.462)

116,280.00

477

ES ##-##

Regular

6/26/2009 8:32:00 AM

6/26/2009 2:43:00 PM

200.00

912.25

NA

1

-40.00

160.00

0.00

380 (0.325)

116,440.00

478

CL ##-##

Regular

6/29/2009 8:50:00 AM

6/29/2009 1:30:00 PM

810.00

70.65

NA

1

-40.00

770.00

0.00

0 (0.00)

117,210.00

479

CL ##-##

Regular

6/30/2009 9:50:00 AM

6/30/2009 1:30:00 PM

-380.00

69.48

NA

1

-40.00

-420.00

0.00

420 (0.358)

116,790.00

480

ES ##-##

Regular

7/1/2009 8:32:00 AM

7/1/2009 9:29:00 AM

-387.50

920.00

NA

1

-40.00

-427.50

0.00

848 (0.723)

116,362.50

481

CL ##-##

Regular

7/1/2009 8:50:00 AM

7/1/2009 9:50:00 AM

-650.00

71.57

NA

1

-40.00

-690.00

0.00

1,538 (1.31)

115,672.50

482

CL ##-##

Regular

7/1/2009 10:50:00 AM

7/1/2009 1:30:00 PM

290.00

69.64

NA

1

-40.00

250.00

0.00

1,288 (1.10)

115,922.50

483

TF ##-##

Regular

7/2/2009 8:50:00 AM

7/2/2009 3:00:00 PM

170.00

499.50

NA

1

-40.00

130.00

0.00

1,158 (0.988)

116,052.50

484

ES ##-##

Regular

7/3/2009 8:32:00 AM

7/3/2009 10:24:00 AM

100.00

895.50

NA

1

-40.00

60.00

0.00

1,098 (0.936)

116,112.50

485

ES ##-##

Regular

7/8/2009 8:32:00 AM

7/8/2009 10:00:00 AM

147.50

880.00

NA

1

-40.00

107.50

0.00

990 (0.845)

116,220.00

486

ES ##-##

Regular

7/9/2009 8:32:00 AM

7/9/2009 8:50:00 AM

237.50

881.25

NA

1

-40.00

197.50

0.00

793 (0.676)

116,417.50

487

ES ##-##

Regular

7/10/2009 8:32:00 AM

7/10/2009 8:42:00 AM

157.50

873.50

NA

1

-40.00

117.50

0.00

675 (0.576)

116,535.00

488

TF ##-##

Regular

7/13/2009 10:10:00 AM

7/13/2009 3:00:00 PM

860.00

482.00

NA

1

-40.00

820.00

0.00

0 (0.00)

117,355.00

489

CL ##-##

Regular

7/14/2009 8:50:00 AM

7/14/2009 9:40:00 AM

-650.00

60.83

NA

1

-40.00

-690.00

0.00

690 (0.588)

116,665.00

490

CL ##-##

Regular

7/15/2009 8:50:00 AM

7/15/2009 12:10:00 PM

1,300.00

60.65

NA

1

-40.00

1,260.00

0.00

0 (0.00)

117,925.00

491

ES ##-##

Regular

7/16/2009 8:32:00 AM

7/16/2009 8:43:00 AM

175.00

925.25

NA

1

-40.00

135.00

0.00

0 (0.00)

118,060.00

492

CL ##-##

Regular

7/16/2009 9:00:00 AM

7/16/2009 1:30:00 PM

940.00

61.13

NA

1

-40.00

900.00

0.00

0 (0.00)

118,960.00

493

ES ##-##

Regular

7/21/2009 8:32:00 AM

7/21/2009 8:46:00 AM

300.00

954.25

NA

1

-40.00

260.00

0.00

0 (0.00)

119,220.00

494

ES ##-##

Regular

7/22/2009 8:32:00 AM

7/22/2009 8:48:00 AM

277.50

944.50

NA

1

-40.00

237.50

0.00

0 (0.00)

119,457.50

495

ES ##-##

Regular

7/24/2009 8:32:00 AM

7/24/2009 12:32:00 PM

275.00

966.75

NA

1

-40.00

235.00

0.00

0 (0.00)

119,692.50

496

ES ##-##

Regular

7/28/2009 8:32:00 AM

7/28/2009 8:50:00 AM

292.50

972.00

NA

1

-40.00

252.50

0.00

0 (0.00)

119,945.00

497

CL ##-##

Regular

7/29/2009 9:10:00 AM

7/29/2009 10:10:00 AM

1,300.00

65.17

NA

1

-40.00

1,260.00

0.00

0 (0.00)

121,205.00

498

ES ##-##

Regular

7/29/2009 8:32:00 AM

7/29/2009 10:24:00 AM

0.00

968.75

NA

1

-40.00

-40.00

0.00

40 (0.033)

121,165.00

499

CL ##-##

Regular

7/30/2009 9:10:00 AM

7/30/2009 9:50:00 AM

1,300.00

65.11

NA

1

-40.00

1,260.00

0.00

0 (0.00)

122,425.00

500

ES ##-##

Regular

8/4/2009 8:32:00 AM

8/4/2009 10:11:00 AM

187.50

996.00

NA

1

-40.00

147.50

0.00

0 (0.00)

122,572.50

501

TF ##-##

Regular

8/5/2009 9:40:00 AM

8/5/2009 10:50:00 AM

-200.00

562.60

NA

1

-40.00

-240.00

0.00

240 (0.196)

122,332.50

502

ES ##-##

Regular

8/6/2009 8:32:00 AM

8/6/2009 8:50:00 AM

200.00

1,003.75

NA

1

-40.00

160.00

0.00

80 (0.065)

122,492.50

503

TF ##-##

Regular

8/6/2009 10:30:00 AM

8/6/2009 1:10:00 PM

-500.00

562.60

NA

1

-40.00

-540.00

0.00

620 (0.506)

121,952.50

504

TF ##-##

Regular

8/7/2009 8:50:00 AM

8/7/2009 11:00:00 AM

1,000.00

563.40

NA

1

-40.00

960.00

0.00

0 (0.00)

122,912.50

505

ES ##-##

Regular

8/7/2009 8:40:00 AM

8/7/2009 3:00:00 PM

-225.00

1,002.75

NA

1

-40.00

-265.00

0.00

265 (0.216)

122,647.50

506

CL ##-##

Regular

8/11/2009 9:00:00 AM

8/11/2009 1:30:00 PM

-80.00

69.38

NA

1

-40.00

-120.00

0.00

385 (0.313)

122,527.50

507

TF ##-##

Regular

8/11/2009 9:20:00 AM

8/11/2009 2:40:00 PM

-140.00

561.70

NA

1

-40.00

-180.00

0.00

565 (0.460)

122,347.50

508

ES ##-##

Regular

8/11/2009 8:32:00 AM

8/11/2009 3:00:00 PM

-400.00

1,000.25

NA

1

-40.00

-440.00

0.00

1,005 (0.818)

121,907.50

509

CL ##-##

Regular

8/12/2009 9:10:00 AM

8/12/2009 9:40:00 AM

-650.00

70.83

NA

1

-40.00

-690.00

0.00

1,695 (1.38)

121,217.50

510

ES ##-##

Regular

8/13/2009 8:32:00 AM

8/13/2009 8:46:00 AM

162.50

1,006.75

NA

1

-40.00

122.50

0.00

1,573 (1.28)

121,340.00

511

CL ##-##

Regular

8/13/2009 8:50:00 AM

8/13/2009 9:00:00 AM

-650.00

70.81

NA

1

-40.00

-690.00

0.00

2,263 (1.84)

120,650.00

512

TF ##-##

Regular

8/13/2009 9:50:00 AM

8/13/2009 3:00:00 PM

300.00

571.80

NA

1

-40.00

260.00

0.00

2,003 (1.63)

120,910.00

513

CL ##-##

Regular

8/14/2009 9:30:00 AM

8/14/2009 10:40:00 AM

1,300.00

69.24

NA

1

-40.00

1,260.00

0.00

743 (0.604)

122,170.00

514

TF ##-##

Regular

8/14/2009 9:10:00 AM

8/14/2009 3:00:00 PM

170.00

564.20

NA

1

-40.00

130.00

0.00

613 (0.498)

122,300.00

515

ES ##-##

Regular

8/18/2009 8:32:00 AM

8/18/2009 11:09:00 AM

-400.00

980.50

NA

1

-40.00

-440.00

0.00

1,053 (0.856)

121,860.00

516

CL ##-##

Regular

8/18/2009 9:20:00 AM

8/18/2009 11:50:00 AM

1,300.00

67.38

NA

1

-40.00

1,260.00

0.00

0 (0.00)

123,120.00

517

ES ##-##

Regular

8/19/2009 8:43:00 AM

8/19/2009 9:02:00 AM

187.50

982.00

NA

1

-40.00

147.50

0.00

0 (0.00)

123,267.50

518

ES ##-##

Regular

8/25/2009 8:32:00 AM

8/25/2009 1:42:00 PM

187.50

1,028.75

NA

1

-40.00

147.50

0.00

0 (0.00)

123,415.00

519

ES ##-##

Regular

8/26/2009 8:32:00 AM

8/26/2009 9:07:00 AM

175.00

1,023.75

NA

1

-40.00

135.00

0.00

0 (0.00)

123,550.00

520

CL ##-##

Regular

8/26/2009 8:50:00 AM

8/26/2009 1:30:00 PM

-280.00

71.13

NA

1

-40.00

-320.00

0.00

320 (0.259)

123,230.00

521

TF ##-##

Regular

8/27/2009 9:20:00 AM

8/27/2009 11:00:00 AM

-500.00

571.30

NA

1

-40.00

-540.00

0.00

860 (0.696)

122,690.00

522

CL ##-##

Regular

8/27/2009 8:50:00 AM

8/27/2009 12:40:00 PM

-650.00

70.58

NA

1

-40.00

-690.00

0.00

1,550 (1.25)

122,000.00

523

CL ##-##

Regular

8/27/2009 1:00:00 PM

8/27/2009 1:30:00 PM

940.00

71.54

NA

1

-40.00

900.00

0.00

650 (0.526)

122,900.00

524

ES ##-##

Regular

8/28/2009 8:32:00 AM

8/28/2009 8:57:00 AM

285.00

1,037.25

NA

1

-40.00

245.00

0.00

405 (0.328)

123,145.00

525

CL ##-##

Regular

8/31/2009 8:50:00 AM

8/31/2009 1:30:00 PM

400.00

70.33

NA

1

-40.00

360.00

0.00

45 (0.036)

123,505.00

526

TF ##-##

Regular

8/31/2009 8:50:00 AM

8/31/2009 3:00:00 PM

380.00

574.60

NA

1

-40.00

340.00

0.00

0 (0.00)

123,845.00

527

ES ##-##

Regular

9/1/2009 8:32:00 AM

9/1/2009 8:43:00 AM

180.00

1,016.00

NA

1

-40.00

140.00

0.00

0 (0.00)

123,985.00

528

CL ##-##

Regular

9/1/2009 9:20:00 AM

9/1/2009 10:00:00 AM

-650.00

71.18

NA

1

-40.00

-690.00

0.00

690 (0.557)

123,295.00

529

TF ##-##

Regular

9/1/2009 10:10:00 AM

9/1/2009 10:30:00 AM

1,000.00

571.80

NA

1

-40.00

960.00

0.00

0 (0.00)

124,255.00

530

ES ##-##

Regular

9/2/2009 8:32:00 AM

9/2/2009 8:51:00 AM

250.00

992.25

NA

1

-40.00

210.00

0.00

0 (0.00)

124,465.00

531

ES ##-##

Regular

9/3/2009 8:32:00 AM

9/3/2009 9:06:00 AM

227.50

999.25

NA

1

-40.00

187.50

0.00

0 (0.00)

124,652.50

532

ES ##-##

Regular

9/8/2009 8:32:00 AM

9/8/2009 8:42:00 AM

137.50

1,024.50

NA

1

-40.00

97.50

0.00

0 (0.00)

124,750.00

533

CL ##-##

Regular

9/8/2009 8:50:00 AM

9/8/2009 10:20:00 AM

1,300.00

70.27

NA

1

-40.00

1,260.00

0.00

0 (0.00)

126,010.00

534

ES ##-##

Regular

9/10/2009 8:32:00 AM

9/10/2009 10:07:00 AM

300.00

1,027.00

NA

1

-40.00

260.00

0.00

0 (0.00)

126,270.00

535

CL ##-##

Regular

9/11/2009 11:40:00 AM

9/11/2009 1:30:00 PM

500.00

69.76

NA

1

-40.00

460.00

0.00

0 (0.00)

126,730.00

536

TF ##-##

Regular

9/14/2009 9:00:00 AM

9/14/2009 3:00:00 PM

940.00

587.70

NA

1

-40.00

900.00

0.00

0 (0.00)

127,630.00

537

CL ##-##

Regular

9/15/2009 12:30:00 PM

9/15/2009 1:30:00 PM

660.00

70.18

NA

1

-40.00

620.00

0.00

0 (0.00)

128,250.00

538

ES ##-##

Regular

9/16/2009 8:32:00 AM

9/16/2009 8:54:00 AM

162.50

1,051.25

NA

1

-40.00

122.50

0.00

0 (0.00)

128,372.50

539

ES ##-##

Regular

9/18/2009 8:32:00 AM

9/18/2009 9:02:00 AM

175.00

1,065.75

NA

1

-40.00

135.00

0.00

0 (0.00)

128,507.50

540

CL ##-##

Regular

9/21/2009 8:50:00 AM

9/21/2009 1:30:00 PM

-170.00

69.54

NA

1

-40.00

-210.00

0.00

210 (0.163)

128,297.50

541

CL ##-##

Regular

9/22/2009 8:50:00 AM

9/22/2009 9:40:00 AM

-650.00

71.44

NA

1

-40.00

-690.00

0.00

900 (0.700)

127,607.50

542

ES ##-##

Regular

9/22/2009 8:32:00 AM

9/22/2009 3:00:00 PM

-25.00

1,065.75

NA

1

-40.00

-65.00

0.00

965 (0.751)

127,542.50

543

CL ##-##

Regular

9/23/2009 9:20:00 AM

9/23/2009 9:40:00 AM

1,300.00

70.38

NA

1

-40.00

1,260.00

0.00

0 (0.00)

128,802.50

544

ES ##-##

Regular

9/24/2009 8:32:00 AM

9/24/2009 9:01:00 AM

175.00

1,060.00

NA

1

-40.00

135.00

0.00

0 (0.00)

128,937.50

545

TF ##-##

Regular

9/28/2009 9:00:00 AM

9/28/2009 3:00:00 PM

550.00

605.60

NA

1

-40.00

510.00

0.00

0 (0.00)

129,447.50

546

ES ##-##

Regular

9/29/2009 8:32:00 AM

9/29/2009 9:01:00 AM

125.00

1,061.00

NA

1

-40.00

85.00

0.00

0 (0.00)

129,532.50

547

ES ##-##

Regular

9/30/2009 8:32:00 AM

9/30/2009 8:43:00 AM

175.00

1,059.25

NA

1

-40.00

135.00

0.00

0 (0.00)

129,667.50

548

CL ##-##

Regular

9/30/2009 10:10:00 AM

9/30/2009 11:00:00 AM

1,300.00

67.62

NA

1

-40.00

1,260.00

0.00

0 (0.00)

130,927.50

549

ES ##-##

Regular

10/1/2009 8:32:00 AM

10/1/2009 9:02:00 AM

-400.00

1,048.00

NA

1

-40.00

-440.00

0.00

440 (0.336)

130,487.50

550

ES ##-##

Regular

10/2/2009 8:37:00 AM

10/2/2009 9:26:00 AM

215.00

1,018.75

NA

1

-40.00

175.00

0.00

265 (0.202)

130,662.50

551

CL ##-##

Regular

10/5/2009 10:00:00 AM

10/5/2009 11:50:00 AM

-650.00

68.32

NA

1

-40.00

-690.00

0.00

955 (0.729)

129,972.50

552

CL ##-##

Regular

10/5/2009 12:10:00 PM

10/5/2009 1:00:00 PM

1,300.00

69.61

NA

1

-40.00

1,260.00

0.00

0 (0.00)

131,232.50

553

ES ##-##

Regular

10/6/2009 8:32:00 AM

10/6/2009 8:48:00 AM

-300.00

1,042.75

NA

1

-40.00

-340.00

0.00

340 (0.259)

130,892.50

554

ES ##-##

Regular

10/7/2009 8:32:00 AM

10/7/2009 8:36:00 AM

187.50

1,047.00

NA

1

-40.00

147.50

0.00

193 (0.147)

131,040.00

555

CL ##-##

Regular

10/7/2009 11:10:00 AM

10/7/2009 1:30:00 PM

-10.00

69.63

NA

1

-40.00

-50.00

0.00

243 (0.185)

130,990.00

556

ES ##-##

Regular

10/8/2009 8:32:00 AM

10/8/2009 10:20:00 AM

-187.50

1,060.50

NA

1

-40.00

-227.50

0.00

470 (0.358)

130,762.50

557

CL ##-##

Regular

10/8/2009 9:50:00 AM

10/8/2009 11:30:00 AM

1,300.00

70.52

NA

1

-40.00

1,260.00

0.00

0 (0.00)

132,022.50

558

ES ##-##

Regular

10/13/2009 8:32:00 AM

10/13/2009 3:00:00 PM

62.50

1,069.50

NA

1

-40.00

22.50

0.00

0 (0.00)

132,045.00

559

ES ##-##

Regular

10/15/2009 8:32:00 AM

10/15/2009 11:21:00 AM

207.50

1,083.50

NA

1

-40.00

167.50

0.00

0 (0.00)

132,212.50

560

ES ##-##

Regular

10/16/2009 12:52:00 PM

10/16/2009 3:00:00 PM

-100.00

1,086.25

NA

1

-40.00

-140.00

0.00

140 (0.106)

132,072.50

561

TF ##-##

Regular

10/19/2009 9:40:00 AM

10/19/2009 3:00:00 PM

440.00

615.60

NA

1

-40.00

400.00

0.00

0 (0.00)

132,472.50

562

ES ##-##

Regular

10/23/2009 8:32:00 AM

10/23/2009 8:44:00 AM

137.50

1,091.25

NA

1

-40.00

97.50

0.00

0 (0.00)

132,570.00

563

TF ##-##

Regular

10/23/2009 9:20:00 AM

10/23/2009 12:40:00 PM

1,000.00

608.90

NA

1

-40.00

960.00

0.00

0 (0.00)

133,530.00

564

TF ##-##

Regular

10/26/2009 9:50:00 AM

10/26/2009 10:40:00 AM

1,000.00

606.50

NA

1

-40.00

960.00

0.00

0 (0.00)

134,490.00

565

CL ##-##

Regular

10/26/2009 12:30:00 PM

10/26/2009 12:40:00 PM

-650.00

78.05

NA

1

-40.00

-690.00

0.00

690 (0.513)

133,800.00

566

ES ##-##

Regular

10/27/2009 8:32:00 AM

10/27/2009 8:44:00 AM

175.00

1,067.00

NA

1

-40.00

135.00

0.00

555 (0.413)

133,935.00

567

CL ##-##

Regular

10/27/2009 9:20:00 AM

10/27/2009 9:30:00 AM

-650.00

78.13

NA

1

-40.00

-690.00

0.00

1,245 (0.926)

133,245.00

568

CL ##-##

Regular

10/27/2009 10:50:00 AM

10/27/2009 12:10:00 PM

-650.00

79.66

NA

1

-40.00

-690.00

0.00

1,935 (1.44)

132,555.00

569

ES ##-##

Regular

10/28/2009 8:32:00 AM

10/28/2009 8:46:00 AM

175.00

1,056.25

NA

1

-40.00

135.00

0.00

1,800 (1.34)

132,690.00

570

CL ##-##

Regular

10/28/2009 9:50:00 AM

10/28/2009 1:30:00 PM

820.00

78.25

NA

1

-40.00

780.00

0.00

1,020 (0.758)

133,470.00

571

ES ##-##

Regular

10/29/2009 8:32:00 AM

10/29/2009 9:24:00 AM

-312.50

1,047.00

NA

1

-40.00

-352.50

0.00

1,373 (1.02)

133,117.50

572

CL ##-##

Regular

10/29/2009 9:20:00 AM

10/29/2009 11:30:00 AM

1,300.00

79.03

NA

1

-40.00

1,260.00

0.00

113 (0.084)

134,377.50

573

ES ##-##

Regular

10/30/2009 8:32:00 AM

10/30/2009 8:44:00 AM

175.00

1,058.00

NA

1

-40.00

135.00

0.00

0 (0.00)

134,512.50

574

CL ##-##

Regular

10/30/2009 9:30:00 AM

10/30/2009 12:00:00 PM

1,300.00

78.66

NA

1

-40.00

1,260.00

0.00

0 (0.00)

135,772.50

575

ES ##-##

Regular

11/3/2009 8:32:00 AM

11/3/2009 8:53:00 AM

262.50

1,032.25

NA

1

-40.00

222.50

0.00

0 (0.00)

135,995.00

576

CL ##-##

Regular

11/3/2009 11:10:00 AM

11/3/2009 1:30:00 PM

990.00

78.60

NA

1

-40.00

950.00

0.00

0 (0.00)

136,945.00

577

TF ##-##

Regular

11/4/2009 2:00:00 PM

11/4/2009 2:40:00 PM

-500.00

570.10

NA

1

-40.00

-540.00

0.00

540 (0.394)

136,405.00

578

ES ##-##

Regular

11/4/2009 2:45:00 PM

11/4/2009 2:46:00 PM

80.00

1,045.00

NA

1

-40.00

40.00

0.00

500 (0.365)

136,445.00

579

TF ##-##

Regular

11/5/2009 9:00:00 AM

11/5/2009 3:00:00 PM

890.00

569.80

NA

1

-40.00

850.00

0.00

0 (0.00)

137,295.00

580

ES ##-##

Regular

11/5/2009 8:32:00 AM

11/5/2009 3:00:00 PM

-587.50

1,052.00

NA

1

-40.00

-627.50

0.00

628 (0.457)

136,667.50

581

ES ##-##

Regular

11/6/2009 8:32:00 AM

11/6/2009 8:42:00 AM

325.00

1,056.00

NA

1

-40.00

285.00

0.00

343 (0.249)

136,952.50

582

CL ##-##

Regular

11/6/2009 8:50:00 AM

11/6/2009 9:40:00 AM

1,300.00

78.40

NA

1

-40.00

1,260.00

0.00

0 (0.00)

138,212.50

583

CL ##-##

Regular

11/9/2009 8:50:00 AM

11/9/2009 1:30:00 PM

360.00

79.09

NA

1

-40.00

320.00

0.00

0 (0.00)

138,532.50

584

ES ##-##

Regular

11/10/2009 8:32:00 AM

11/10/2009 8:44:00 AM

137.50

1,088.25

NA

1

-40.00

97.50

0.00

0 (0.00)

138,630.00

585

CL ##-##

Regular

11/10/2009 11:40:00 AM

11/10/2009 1:20:00 PM

-650.00

78.17

NA

1

-40.00

-690.00

0.00

690 (0.498)

137,940.00

586

ES ##-##

Regular

11/11/2009 8:32:00 AM

11/11/2009 10:56:00 AM

262.50

1,097.50

NA

1

-40.00

222.50

0.00

468 (0.337)

138,162.50

587

CL ##-##

Regular

11/11/2009 8:50:00 AM

11/11/2009 11:00:00 AM

-650.00

79.66

NA

1

-40.00

-690.00

0.00

1,158 (0.835)

137,472.50

588

CL ##-##

Regular

11/11/2009 1:00:00 PM

11/11/2009 1:10:00 PM

-650.00

78.64

NA

1

-40.00

-690.00

0.00

1,848 (1.33)

136,782.50

589

CL ##-##

Regular

11/12/2009 8:50:00 AM

11/12/2009 10:10:00 AM

1,300.00

78.20

NA

1

-40.00

1,260.00

0.00

588 (0.424)

138,042.50

590

ES ##-##

Regular

11/13/2009 8:32:00 AM

11/13/2009 8:56:00 AM

162.50

1,088.75

NA

1

-40.00

122.50

0.00

465 (0.335)

138,165.00

591

CL ##-##

Regular

11/16/2009 9:10:00 AM

11/16/2009 10:40:00 AM

1,300.00

77.74

NA

1

-40.00

1,260.00

0.00

0 (0.00)

139,425.00

592

ES ##-##

Regular

11/17/2009 8:32:00 AM

11/17/2009 8:55:00 AM

150.00

1,104.25

NA

1

-40.00

110.00

0.00

0 (0.00)

139,535.00

593

ES ##-##

Regular

11/19/2009 8:32:00 AM

11/19/2009 8:42:00 AM

-350.00

1,100.50

NA

1

-40.00

-390.00

0.00

390 (0.279)

139,145.00

594

CL ##-##

Regular

11/19/2009 9:00:00 AM

11/19/2009 1:30:00 PM

680.00

78.18

NA

1

-40.00

640.00

0.00

0 (0.00)

139,785.00

595

TF ##-##

Regular

11/19/2009 8:50:00 AM

11/19/2009 3:00:00 PM

360.00

588.00

NA

1

-40.00

320.00

0.00

0 (0.00)

140,105.00

596

ES ##-##

Regular

11/20/2009 8:32:00 AM

11/20/2009 8:40:00 AM

182.50

1,088.25

NA

1

-40.00

142.50

0.00

0 (0.00)

140,247.50

597

CL ##-##

Regular

11/23/2009 8:50:00 AM

11/23/2009 11:00:00 AM

-650.00

79.53

NA

1

-40.00

-690.00

0.00

690 (0.492)

139,557.50

598

ES ##-##

Regular

11/25/2009 8:32:00 AM

11/25/2009 8:33:00 AM

125.00

1,107.25

NA

1

-40.00

85.00

0.00

605 (0.431)

139,642.50

599

CL ##-##

Regular

11/25/2009 12:40:00 PM

11/25/2009 1:30:00 PM

610.00

77.39

NA

1

-40.00

570.00

0.00

35 (0.025)

140,212.50

600

CL ##-##

Regular

11/26/2009 8:50:00 AM

11/26/2009 12:20:00 PM

610.00

76.84

NA

1

-40.00

570.00

0.00

0 (0.00)

140,782.50

601

ES ##-##

Regular

11/27/2009 8:32:00 AM

11/27/2009 8:35:00 AM

217.50

1,079.25

NA

1

-40.00

177.50

0.00

0 (0.00)

140,960.00

602

CL ##-##

Regular

11/30/2009 9:20:00 AM

11/30/2009 1:00:00 PM

1,300.00

76.45

NA

1

-40.00

1,260.00

0.00

0 (0.00)

142,220.00

603

CL ##-##

Regular

12/2/2009 10:10:00 AM

12/2/2009 1:30:00 PM

520.00

77.13

NA

1

-40.00

480.00

0.00

0 (0.00)

142,700.00

604

CL ##-##

Regular

12/4/2009 8:50:00 AM

12/4/2009 10:00:00 AM

-650.00

77.69

NA

1

-40.00

-690.00

0.00

690 (0.484)

142,010.00

605

TF ##-##

Regular

12/4/2009 8:50:00 AM

12/4/2009 10:50:00 AM

-500.00

602.40

NA

1

-40.00

-540.00

0.00

1,230 (0.862)

141,470.00

606

CL ##-##

Regular

12/4/2009 10:10:00 AM

12/4/2009 12:40:00 PM

1,300.00

76.56

NA

1

-40.00

1,260.00

0.00

0 (0.00)

142,730.00

607

ES ##-##

Regular

12/8/2009 8:32:00 AM

12/8/2009 8:38:00 AM

-212.50

1,094.75

NA

1

-40.00

-252.50

0.00

253 (0.177)

142,477.50

608

TF ##-##

Regular

12/8/2009 9:30:00 AM

12/8/2009 3:00:00 PM

-120.00

599.40

NA

1

-40.00

-160.00

0.00

413 (0.289)

142,317.50

609

ES ##-##

Regular

12/10/2009 8:32:00 AM

12/10/2009 2:29:00 PM

187.50

1,098.75

NA

1

-40.00

147.50

0.00

265 (0.186)

142,465.00

610

TF ##-##

Regular

12/11/2009 8:50:00 AM

12/11/2009 10:30:00 AM

-500.00

597.20

NA

1

-40.00

-540.00

0.00

805 (0.564)

141,925.00

611

ES ##-##

Regular

12/11/2009 8:32:00 AM

12/11/2009 10:46:00 AM

287.50

1,102.50

NA

1

-40.00

247.50

0.00

558 (0.391)

142,172.50

612

TF ##-##

Regular

12/11/2009 10:40:00 AM

12/11/2009 1:10:00 PM

-500.00

592.50

NA

1

-40.00

-540.00

0.00

1,098 (0.769)

141,632.50

613

ES ##-##

Regular

12/15/2009 8:32:00 AM

12/15/2009 9:52:00 AM

250.00

1,104.25

NA

1

-40.00

210.00

0.00

888 (0.622)

141,842.50

614

CL ##-##

Regular

12/16/2009 8:50:00 AM

12/16/2009 9:40:00 AM

1,300.00

71.49

NA

1

-40.00

1,260.00

0.00

0 (0.00)

143,102.50

615

ES ##-##

Regular

12/16/2009 8:32:00 AM

12/16/2009 2:30:00 PM

237.50

1,108.25

NA

1

-40.00

197.50

0.00

0 (0.00)

143,300.00

616

ES ##-##

Regular

12/17/2009 8:32:00 AM

12/17/2009 9:01:00 AM

-137.50

1,096.50

NA

1

-40.00

-177.50

0.00

178 (0.124)

143,122.50

617

ES ##-##

Regular

12/18/2009 8:32:00 AM

12/18/2009 9:50:00 AM

212.50

1,097.25

NA

1

-40.00

172.50

0.00

5 (0.003)

143,295.00

618

CL ##-##

Regular

12/22/2009 8:50:00 AM

12/22/2009 10:10:00 AM

-650.00

73.41

NA

1

-40.00

-690.00

0.00

695 (0.485)

142,605.00

619

ES ##-##

Regular

12/24/2009 8:32:00 AM

12/24/2009 12:15:00 PM

-162.50

1,118.75

NA

1

-40.00

-202.50

0.00

898 (0.626)

142,402.50

620

ES ##-##

Regular

12/29/2009 8:32:00 AM

12/29/2009 10:18:00 AM

137.50

1,126.25

NA

1

-40.00

97.50

0.00

800 (0.558)

142,500.00

621

ES ##-##

Regular

12/30/2009 8:32:00 AM

12/30/2009 8:56:00 AM

187.50

1,118.25

NA

1

-40.00

147.50

0.00

653 (0.455)

142,647.50

622

ES ##-##

Regular

12/31/2009 8:32:00 AM

12/31/2009 9:07:00 AM

100.00

1,123.25

NA

1

-40.00

60.00

0.00

593 (0.413)

142,707.50

623

TF ##-##

Regular

1/4/2010 8:50:00 AM

1/4/2010 3:00:00 PM

320.00

634.70

NA

1

-40.00

280.00

0.00

313 (0.218)

142,987.50

624

ES ##-##

Regular

1/7/2010 8:32:00 AM

1/7/2010 9:46:00 AM

150.00

1,130.00

NA

1

-40.00

110.00

0.00

203 (0.141)

143,097.50

625

TF ##-##

Regular

1/7/2010 10:00:00 AM

1/7/2010 3:00:00 PM

280.00

637.20

NA

1

-40.00

240.00

0.00

0 (0.00)

143,337.50

626

ES ##-##

Regular

1/8/2010 8:32:00 AM

1/8/2010 12:16:00 PM

200.00

1,133.75

NA

1

-40.00

160.00

0.00

0 (0.00)

143,497.50

627

ES ##-##

Regular

1/12/2010 8:32:00 AM

1/12/2010 11:53:00 AM

-362.50

1,135.75

NA

1

-40.00

-402.50

0.00

403 (0.280)

143,095.00

628

CL ##-##

Regular

1/12/2010 12:40:00 PM

1/12/2010 1:30:00 PM

-250.00

80.56

NA

1

-40.00

-290.00

0.00

693 (0.483)

142,805.00

629

ES ##-##

Regular

1/13/2010 8:32:00 AM

1/13/2010 9:12:00 AM

187.50

1,135.75

NA

1

-40.00

147.50

0.00

545 (0.380)

142,952.50

630

CL ##-##

Regular

1/13/2010 8:50:00 AM

1/13/2010 9:40:00 AM

1,300.00

79.69

NA

1

-40.00

1,260.00

0.00

0 (0.00)

144,212.50

631

ES ##-##

Regular

1/19/2010 8:32:00 AM

1/19/2010 8:33:00 AM

-12.50

1,132.50

NA

1

-40.00

-52.50

0.00

53 (0.036)

144,160.00

632

ES ##-##

Regular

1/20/2010 8:32:00 AM

1/20/2010 9:07:00 AM

-237.50

1,136.50

NA

1

-40.00

-277.50

0.00

330 (0.229)

143,882.50

633

TF ##-##

Regular

1/20/2010 9:20:00 AM

1/20/2010 3:00:00 PM

-250.00

635.40

NA

1

-40.00

-290.00

0.00

620 (0.430)

143,592.50

634

TF ##-##

Regular

1/21/2010 9:40:00 AM

1/21/2010 3:00:00 PM

380.00

630.20

NA

1

-40.00

340.00

0.00

280 (0.194)

143,932.50

635

ES ##-##

Regular

1/22/2010 8:32:00 AM

1/22/2010 2:10:00 PM

-612.50

1,107.75

NA

1

-40.00

-652.50

0.00

933 (0.647)

143,280.00

636

ES ##-##

Regular

1/26/2010 8:32:00 AM

1/26/2010 9:07:00 AM

287.50

1,087.50

NA

1

-40.00

247.50

0.00

685 (0.475)

143,527.50

637

ES ##-##

Regular

1/28/2010 8:32:00 AM

1/28/2010 8:38:00 AM

175.00

1,097.25

NA

1

-40.00

135.00

0.00

550 (0.381)

143,662.50

638

ES ##-##

Regular

1/29/2010 8:32:00 AM

1/29/2010 10:32:00 AM

300.00

1,086.75

NA

1

-40.00

260.00

0.00

290 (0.201)

143,922.50

639

ES ##-##

Regular

2/2/2010 8:32:00 AM

2/2/2010 8:43:00 AM

112.50

1,087.50

NA

1

-40.00

72.50

0.00

218 (0.151)

143,995.00

640

TF ##-##

Regular

2/2/2010 9:30:00 AM

2/2/2010 3:00:00 PM

340.00

609.90

NA

1

-40.00

300.00

0.00

0 (0.00)

144,295.00

641

ES ##-##

Regular

2/3/2010 8:32:00 AM

2/3/2010 8:46:00 AM

232.50

1,093.75

NA

1

-40.00

192.50

0.00

0 (0.00)

144,487.50

642

CL ##-##

Regular

2/4/2010 8:50:00 AM

2/4/2010 10:10:00 AM

1,300.00

75.80

NA

1

-40.00

1,260.00

0.00

0 (0.00)

145,747.50

643

CL ##-##

Regular

2/9/2010 8:50:00 AM

2/9/2010 11:20:00 AM

1,300.00

72.69

NA

1

-40.00

1,260.00

0.00

0 (0.00)

147,007.50

644

TF ##-##

Regular

2/9/2010 11:20:00 AM

2/9/2010 3:00:00 PM

-90.00

593.80

NA

1

-40.00

-130.00

0.00

130 (0.088)

146,877.50

645

ES ##-##

Regular

2/10/2010 8:32:00 AM

2/10/2010 8:33:00 AM

150.00

1,064.75

NA

1

-40.00

110.00

0.00

20 (0.014)

146,987.50

646

CL ##-##

Regular

2/10/2010 9:20:00 AM

2/10/2010 11:20:00 AM

-650.00

73.12

NA

1

-40.00

-690.00

0.00

710 (0.483)

146,297.50

647

TF ##-##

Regular

2/11/2010 9:40:00 AM

2/11/2010 3:00:00 PM

1,000.00

593.60

NA

1

-40.00

960.00

0.00

0 (0.00)

147,257.50

648

CL ##-##

Regular

2/12/2010 8:50:00 AM

2/12/2010 11:30:00 AM

-650.00

73.22

NA

1

-40.00

-690.00

0.00

690 (0.469)

146,567.50

649

CL ##-##

Regular

2/12/2010 1:30:00 PM

2/12/2010 1:30:00 PM

20.00

74.06

NA

1

-40.00

-20.00

0.00

710 (0.482)

146,547.50

650

ES ##-##

Regular

2/17/2010 8:32:00 AM

2/17/2010 10:31:00 AM

180.00

1,097.25

NA

1

-40.00

140.00

0.00

570 (0.387)

146,687.50

651

ES ##-##

Regular

2/19/2010 8:32:00 AM

2/19/2010 9:49:00 AM

200.00

1,101.00

NA

1

-40.00

160.00

0.00

410 (0.278)

146,847.50

652

ES ##-##

Regular

2/23/2010 8:32:00 AM

2/23/2010 8:46:00 AM

175.00

1,103.00

NA

1

-40.00

135.00

0.00

275 (0.187)

146,982.50

653

ES ##-##

Regular

2/24/2010 8:32:00 AM

2/24/2010 3:00:00 PM

-300.00

1,097.50

NA

1

-40.00

-340.00

0.00

615 (0.418)

146,642.50

654

CL ##-##

Regular

2/25/2010 10:40:00 AM

2/25/2010 12:00:00 PM

-650.00

77.22

NA

1

-40.00

-690.00

0.00

1,305 (0.886)

145,952.50

655

CL ##-##

Regular

2/26/2010 8:50:00 AM

2/26/2010 1:00:00 PM

1,300.00

78.72

NA

1

-40.00

1,260.00

0.00

45 (0.031)

147,212.50

656

TF ##-##

Regular

2/26/2010 9:30:00 AM

2/26/2010 3:00:00 PM

-80.00

627.50

NA

1

-40.00

-120.00

0.00

165 (0.112)

147,092.50

657

CL ##-##

Regular

3/1/2010 12:40:00 PM

3/1/2010 1:20:00 PM

-650.00

78.15

NA

1

-40.00

-690.00

0.00

855 (0.581)

146,402.50

658

CL ##-##

Regular

3/2/2010 8:50:00 AM

3/2/2010 12:00:00 PM

1,300.00

79.27

NA

1

-40.00

1,260.00

0.00

0 (0.00)

147,662.50

659

ES ##-##

Regular

3/2/2010 8:32:00 AM

3/2/2010 3:00:00 PM

100.00

1,118.75

NA

1

-40.00

60.00

0.00

0 (0.00)

147,722.50

660

ES ##-##

Regular

3/3/2010 8:32:00 AM

3/3/2010 1:46:00 PM

137.50

1,119.50

NA

1

-40.00

97.50

0.00

0 (0.00)

147,820.00

661

ES ##-##

Regular

3/5/2010 8:32:00 AM

3/5/2010 9:17:00 AM

-212.50

1,128.00

NA

1

-40.00

-252.50

0.00

253 (0.171)

147,567.50

662

ES ##-##

Regular

3/9/2010 8:32:00 AM

3/9/2010 9:06:00 AM

162.50

1,134.50

NA

1

-40.00

122.50

0.00

130 (0.088)

147,690.00

663

CL ##-##

Regular

3/9/2010 9:20:00 AM

3/9/2010 1:30:00 PM

240.00

81.25

NA

1

-40.00

200.00

0.00

0 (0.00)

147,890.00

664

ES ##-##

Regular

3/11/2010 8:32:00 AM

3/11/2010 2:18:00 PM

277.50

1,137.75

NA

1

-40.00

237.50

0.00

0 (0.00)

148,127.50

665

TF ##-##

Regular

3/11/2010 9:20:00 AM

3/11/2010 3:00:00 PM

430.00

669.50

NA

1

-40.00

390.00

0.00

0 (0.00)

148,517.50

666

ES ##-##

Regular

3/12/2010 8:32:00 AM

3/12/2010 9:03:00 AM

150.00

1,148.25

NA

1

-40.00

110.00

0.00

0 (0.00)

148,627.50

667

CL ##-##

Regular

3/15/2010 8:50:00 AM

3/15/2010 1:30:00 PM

440.00

80.22

NA

1

-40.00

400.00

0.00

0 (0.00)

149,027.50

668

ES ##-##

Regular

3/16/2010 8:32:00 AM

3/16/2010 8:52:00 AM

125.00

1,148.25

NA

1

-40.00

85.00

0.00

0 (0.00)

149,112.50

669

CL ##-##

Regular

3/16/2010 8:50:00 AM

3/16/2010 1:30:00 PM

960.00

80.80

NA

1

-40.00

920.00

0.00

0 (0.00)

150,032.50

670

ES ##-##

Regular

3/17/2010 8:32:00 AM

3/17/2010 3:00:00 PM

-162.50

1,158.50

NA

1

-40.00

-202.50

0.00

203 (0.135)

149,830.00

671

ES ##-##

Regular

3/19/2010 8:32:00 AM

3/19/2010 8:46:00 AM

187.50

1,164.50

NA

1

-40.00

147.50

0.00

55 (0.037)

149,977.50

672

CL ##-##

Regular

3/19/2010 9:40:00 AM

3/19/2010 1:30:00 PM

140.00

80.79

NA

1

-40.00

100.00

0.00

0 (0.00)

150,077.50

673

ES ##-##

Regular

3/23/2010 8:35:00 AM

3/23/2010 3:00:00 PM

-412.50

1,161.50

NA

1

-40.00

-452.50

0.00

453 (0.302)

149,625.00

674

CL ##-##

Regular

3/24/2010 8:50:00 AM

3/24/2010 1:30:00 PM

-160.00

80.39

NA

1

-40.00

-200.00

0.00

653 (0.435)

149,425.00

675

ES ##-##

Regular

3/24/2010 8:32:00 AM

3/24/2010 3:00:00 PM

-100.00

1,165.50

NA

1

-40.00

-140.00

0.00

793 (0.528)

149,285.00

676

CL ##-##

Regular

3/25/2010 8:50:00 AM

3/25/2010 9:40:00 AM

-420.00

81.16

NA

1

-40.00

-460.00

0.00

1,253 (0.835)

148,825.00

677

CL ##-##

Regular

3/25/2010 9:40:00 AM

3/25/2010 11:20:00 AM

-420.00

80.74

NA

1

-40.00

-460.00

0.00

1,713 (1.14)

148,365.00

678

ES ##-##

Regular

3/25/2010 1:30:00 PM

3/25/2010 2:40:00 PM

95.00

1,167.00

NA

1

-40.00

55.00

0.00

1,658 (1.10)

148,420.00

679

ES ##-##

Regular

3/26/2010 8:32:00 AM

3/26/2010 11:37:00 AM

162.50

1,164.75

NA

1

-40.00

122.50

0.00

1,535 (1.02)

148,542.50

680

TF ##-##

Regular

3/29/2010 9:10:00 AM

3/29/2010 10:40:00 AM

-250.00

678.50

NA

1

-40.00

-290.00

0.00

1,825 (1.22)

148,252.50

681

CL ##-##

Regular

3/29/2010 8:50:00 AM

3/29/2010 1:30:00 PM

340.00

81.85

NA

1

-40.00

300.00

0.00

1,525 (1.02)

148,552.50

682

ES ##-##

Regular

3/31/2010 8:32:00 AM

3/31/2010 10:41:00 AM

187.50

1,165.50

NA

1

-40.00

147.50

0.00

1,378 (0.918)

148,700.00

683

TF ##-##

Regular

4/1/2010 8:50:00 AM

4/1/2010 12:20:00 PM

-320.00

683.80

NA

1

-40.00

-360.00

0.00

1,738 (1.16)

148,340.00

684

ES ##-##

Regular

4/1/2010 1:36:00 PM

4/1/2010 1:44:00 PM

105.00

1,168.75

NA

1

-40.00

65.00

0.00

1,673 (1.11)

148,405.00

685

ES ##-##

Regular

4/6/2010 8:32:00 AM

4/6/2010 10:21:00 AM

200.00

1,179.00

NA

1

-40.00

160.00

0.00

1,513 (1.01)

148,565.00

686

ES ##-##

Regular

4/7/2010 8:32:00 AM

4/7/2010 12:26:00 PM

137.50

1,182.50

NA

1

-40.00

97.50

0.00

1,415 (0.943)

148,662.50

687

ES ##-##

Regular

4/8/2010 8:32:00 AM

4/8/2010 11:21:00 AM

262.50

1,174.00

NA

1

-40.00

222.50

0.00

1,193 (0.795)

148,885.00

688

CL ##-##

Regular

4/9/2010 8:50:00 AM

4/9/2010 9:40:00 AM

-650.00

85.93

NA

1

-40.00

-690.00

0.00

1,883 (1.25)

148,195.00

689

CL ##-##

Regular

4/9/2010 12:10:00 PM

4/9/2010 1:30:00 PM

-350.00

84.50

NA

1

-40.00

-390.00

0.00

2,273 (1.51)

147,805.00

690

ES ##-##

Regular

4/9/2010 8:32:00 AM

4/9/2010 3:00:00 PM

-250.00

1,185.75

NA

1

-40.00

-290.00

0.00

2,563 (1.71)

147,515.00

691

CL ##-##

Regular

4/12/2010 10:20:00 AM

4/12/2010 11:20:00 AM

-340.00

85.41

NA

1

-40.00

-380.00

0.00

2,943 (1.96)

147,135.00

692

ES ##-##

Regular

4/14/2010 8:32:00 AM

4/14/2010 10:27:00 AM

-175.00

1,198.00

NA

1

-40.00

-215.00

0.00

3,158 (2.10)

146,920.00

693

CL ##-##

Regular

4/14/2010 8:50:00 AM

4/14/2010 10:40:00 AM

1,300.00

84.69

NA

1

-40.00

1,260.00

0.00

1,898 (1.26)

148,180.00

694

ES ##-##

Regular

4/16/2010 8:32:00 AM

4/16/2010 9:41:00 AM

-287.50

1,204.00

NA

1

-40.00

-327.50

0.00

2,225 (1.48)

147,852.50

695

CL ##-##

Regular

4/16/2010 8:50:00 AM

4/16/2010 10:00:00 AM

1,300.00

84.25

NA

1

-40.00

1,260.00

0.00

965 (0.643)

149,112.50

696

TF ##-##

Regular

4/19/2010 9:30:00 AM

4/19/2010 10:10:00 AM

-500.00

715.60

NA

1

-40.00

-540.00

0.00

1,505 (1.00)

148,572.50

697

CL ##-##

Regular

4/20/2010 9:10:00 AM

4/20/2010 1:30:00 PM

20.00

82.96

NA

1

-40.00

-20.00

0.00

1,525 (1.02)

148,552.50

698

ES ##-##

Regular

4/20/2010 8:32:00 AM

4/20/2010 3:00:00 PM

-150.00

1,200.75

NA

1

-40.00

-190.00

0.00

1,715 (1.14)

148,362.50

699

CL ##-##

Regular

4/21/2010 8:50:00 AM

4/21/2010 9:40:00 AM

-650.00

84.05

NA

1

-40.00

-690.00

0.00

2,405 (1.60)

147,672.50

700

CL ##-##

Regular

4/21/2010 9:50:00 AM

4/21/2010 11:20:00 AM

-650.00

83.26

NA

1

-40.00

-690.00

0.00

3,095 (2.06)

146,982.50

701

CL ##-##

Regular

4/22/2010 8:50:00 AM

4/22/2010 9:40:00 AM

-650.00

81.96

NA

1

-40.00

-690.00

0.00

3,785 (2.52)

146,292.50

702

TF ##-##

Regular

4/22/2010 9:10:00 AM

4/22/2010 12:20:00 PM

1,000.00

717.50

NA

1

-40.00

960.00

0.00

2,825 (1.88)

147,252.50

703

ES ##-##

Regular

4/22/2010 12:05:00 PM

4/22/2010 12:28:00 PM

192.50

1,196.25

NA

1

-40.00

152.50

0.00

2,673 (1.78)

147,405.00

704

CL ##-##

Regular

4/22/2010 11:40:00 AM

4/22/2010 1:30:00 PM

530.00

83.23

NA

1

-40.00

490.00

0.00

2,183 (1.45)

147,895.00

705

CL ##-##

Regular

4/23/2010 9:00:00 AM

4/23/2010 9:10:00 AM

-330.00

83.08

NA

1

-40.00

-370.00

0.00

2,553 (1.70)

147,525.00

706

CL ##-##

Regular

4/23/2010 9:10:00 AM

4/23/2010 12:30:00 PM

1,300.00

83.41

NA

1

-40.00

1,260.00

0.00

1,293 (0.861)

148,785.00

707

ES ##-##

Regular

4/27/2010 8:32:00 AM

4/27/2010 9:40:00 AM

270.00

1,201.75

NA

1

-40.00

230.00

0.00

1,063 (0.708)

149,015.00

708

CL ##-##

Regular

4/27/2010 8:50:00 AM

4/27/2010 9:50:00 AM

-650.00

83.39

NA

1

-40.00

-690.00

0.00

1,753 (1.17)

148,325.00

709

CL ##-##

Regular

4/27/2010 10:00:00 AM

4/27/2010 10:30:00 AM

-650.00

84.11

NA

1

-40.00

-690.00

0.00

2,443 (1.63)

147,635.00

710

CL ##-##

Regular

4/27/2010 10:40:00 AM

4/27/2010 1:30:00 PM

630.00

83.05

NA

1

-40.00

590.00

0.00

1,853 (1.23)

148,225.00

711

TF ##-##

Regular

4/27/2010 2:40:00 PM

4/27/2010 3:00:00 PM

590.00

725.80

NA

1

-40.00

550.00

0.00

1,303 (0.868)

148,775.00

712

ES ##-##

Regular

4/28/2010 8:32:00 AM

4/28/2010 9:31:00 AM

0.00

1,186.50

NA

1

-40.00

-40.00

0.00

1,343 (0.895)

148,735.00

713

TF ##-##

Regular

4/28/2010 9:10:00 AM

4/28/2010 3:00:00 PM

190.00

723.10

NA

1

-40.00

150.00

0.00

1,193 (0.795)

148,885.00

714

ES ##-##

Regular

4/29/2010 8:32:00 AM

4/29/2010 9:47:00 AM

-312.50

1,196.25

NA

1

-40.00

-352.50

0.00

1,545 (1.03)

148,532.50

715

TF ##-##

Regular

4/29/2010 9:10:00 AM

4/29/2010 11:10:00 AM

-290.00

724.40

NA

1

-40.00

-330.00

0.00

1,875 (1.25)

148,202.50

716

CL ##-##

Regular

4/29/2010 8:50:00 AM

4/29/2010 1:30:00 PM

300.00

84.87

NA

1

-40.00

260.00

0.00

1,615 (1.08)

148,462.50

717

TF ##-##

Regular

4/30/2010 9:40:00 AM

4/30/2010 11:30:00 AM

-500.00

733.40

NA

1

-40.00

-540.00

0.00

2,155 (1.44)

147,922.50

718

CL ##-##

Regular

5/4/2010 8:50:00 AM

5/4/2010 1:30:00 PM

1,100.00

83.84

NA

1

-40.00

1,060.00

0.00

1,095 (0.730)

148,982.50

719

TF ##-##

Regular

5/4/2010 8:50:00 AM

5/4/2010 3:00:00 PM

490.00

713.10

NA

1

-40.00

450.00

0.00

645 (0.430)

149,432.50

720

ES ##-##

Regular

5/5/2010 8:59:00 AM

5/5/2010 9:47:00 AM

275.00

1,163.00

NA

1

-40.00

235.00

0.00

410 (0.273)

149,667.50

721

ES ##-##

Regular

5/6/2010 8:32:00 AM

5/6/2010 8:44:00 AM

165.00

1,159.00

NA

1

-40.00

125.00

0.00

285 (0.190)

149,792.50

722

ES ##-##

Regular

5/11/2010 8:38:00 AM

5/11/2010 10:06:00 AM

355.00

1,147.50

NA

1

-40.00

315.00

0.00

0 (0.00)

150,107.50

723

TF ##-##

Regular

5/11/2010 10:20:00 AM

5/11/2010 12:30:00 PM

1,000.00

688.40

NA

1

-40.00

960.00

0.00

0 (0.00)

151,067.50

724

TF ##-##

Regular

5/11/2010 2:30:00 PM

5/11/2010 3:00:00 PM

-30.00

693.20

NA

1

-40.00

-70.00

0.00

70 (0.046)

150,997.50

725

ES ##-##

Regular

5/12/2010 8:32:00 AM

5/12/2010 3:00:00 PM

-525.00

1,159.25

NA

1

-40.00

-565.00

0.00

635 (0.420)

150,432.50

726

ES ##-##

Regular

5/13/2010 8:32:00 AM

5/13/2010 9:19:00 AM

137.50

1,167.00

NA

1

-40.00

97.50

0.00

538 (0.356)

150,530.00

727

TF ##-##

Regular

5/17/2010 8:50:00 AM

5/17/2010 9:10:00 AM

-820.00

703.50

NA

1

-40.00

-860.00

0.00

1,398 (0.925)

149,670.00

728

TF ##-##

Regular

5/17/2010 9:10:00 AM

5/17/2010 11:00:00 AM

1,000.00

695.30

NA

1

-40.00

960.00

0.00

438 (0.290)

150,630.00

729

ES ##-##

Regular

5/18/2010 8:32:00 AM

5/18/2010 9:49:00 AM

370.00

1,144.00

NA

1

-40.00

330.00

0.00

108 (0.071)

150,960.00

730

TF ##-##

Regular

5/18/2010 10:00:00 AM

5/18/2010 1:40:00 PM

1,000.00

694.10

NA

1

-40.00

960.00

0.00

0 (0.00)

151,920.00

731

ES ##-##

Regular

5/19/2010 8:32:00 AM

5/19/2010 8:41:00 AM

212.50

1,113.50

NA

1

-40.00

172.50

0.00

0 (0.00)

152,092.50

732

CL ##-##

Regular

5/21/2010 8:50:00 AM

5/21/2010 10:30:00 AM

1,300.00

69.65

NA

1

-40.00

1,260.00

0.00

0 (0.00)

153,352.50

733

ES ##-##

Regular

5/26/2010 8:32:00 AM

5/26/2010 8:41:00 AM

-262.50

1,080.00

NA

1

-40.00

-302.50

0.00

303 (0.197)

153,050.00

734

CL ##-##

Regular

5/26/2010 8:50:00 AM

5/26/2010 1:30:00 PM

930.00

70.61

NA

1

-40.00

890.00

0.00

0 (0.00)

153,940.00

735

TF ##-##

Regular

5/26/2010 10:10:00 AM

5/26/2010 2:30:00 PM

1,000.00

653.30

NA

1

-40.00

960.00

0.00

0 (0.00)

154,900.00

736

TF ##-##

Regular

5/27/2010 8:50:00 AM

5/27/2010 2:20:00 PM

1,000.00

654.90

NA

1

-40.00

960.00

0.00

0 (0.00)

155,860.00

737

TF ##-##

Regular

6/1/2010 8:50:00 AM

6/1/2010 9:10:00 AM

-500.00

651.70

NA

1

-40.00

-540.00

0.00

540 (0.346)

155,320.00

738

CL ##-##

Regular

6/1/2010 9:00:00 AM

6/1/2010 9:40:00 AM

1,300.00

73.93

NA

1

-40.00

1,260.00

0.00

0 (0.00)

156,580.00

739

TF ##-##

Regular

6/1/2010 10:50:00 AM

6/1/2010 2:50:00 PM

1,000.00

655.20

NA

1

-40.00

960.00

0.00

0 (0.00)

157,540.00

740

ES ##-##

Regular

6/2/2010 8:32:00 AM

6/2/2010 8:54:00 AM

242.50

1,076.00

NA

1

-40.00

202.50

0.00

0 (0.00)

157,742.50

741

CL ##-##

Regular

6/2/2010 10:30:00 AM

6/2/2010 1:20:00 PM

-650.00

73.58

NA

1

-40.00

-690.00

0.00

690 (0.437)

157,052.50

742

TF ##-##

Regular

6/2/2010 2:20:00 PM

6/2/2010 3:00:00 PM

360.00

655.60

NA

1

-40.00

320.00

0.00

370 (0.235)

157,372.50

743

ES ##-##

Regular

6/3/2010 8:32:00 AM

6/3/2010 9:31:00 AM

175.00

1,101.25

NA

1

-40.00

135.00

0.00

235 (0.149)

157,507.50

744

CL ##-##

Regular

6/3/2010 9:10:00 AM

6/3/2010 9:40:00 AM

-650.00

73.59

NA

1

-40.00

-690.00

0.00

925 (0.586)

156,817.50

745

CL ##-##

Regular

6/3/2010 10:20:00 AM

6/3/2010 10:30:00 AM

-650.00

73.96

NA

1

-40.00

-690.00

0.00

1,615 (1.02)

156,127.50

746

TF ##-##

Regular

6/4/2010 8:50:00 AM

6/4/2010 12:50:00 PM

1,000.00

652.10

NA

1

-40.00

960.00

0.00

655 (0.415)

157,087.50

747

CL ##-##

Regular

6/4/2010 10:30:00 AM

6/4/2010 1:30:00 PM

1,180.00

72.61

NA

1

-40.00

1,140.00

0.00

0 (0.00)

158,227.50

748

ES ##-##

Regular

6/9/2010 8:32:00 AM

6/9/2010 10:07:00 AM

-250.00

1,067.50

NA

1

-40.00

-290.00

0.00

290 (0.183)

157,937.50

749

CL ##-##

Regular

6/9/2010 8:50:00 AM

6/9/2010 1:30:00 PM

480.00

73.92

NA

1

-40.00

440.00

0.00

0 (0.00)

158,377.50

750

TF ##-##

Regular

6/10/2010 1:50:00 PM

6/10/2010 3:00:00 PM

530.00

631.60

NA

1

-40.00

490.00

0.00

0 (0.00)

158,867.50

751

TF ##-##

Regular

6/11/2010 8:50:00 AM

6/11/2010 9:00:00 AM

-500.00

631.80

NA

1

-40.00

-540.00

0.00

540 (0.340)

158,327.50

752

ES ##-##

Regular

6/11/2010 8:34:00 AM

6/11/2010 9:08:00 AM

350.00

1,073.50

NA

1

-40.00

310.00

0.00

230 (0.145)

158,637.50

753

CL ##-##

Regular

6/11/2010 9:10:00 AM

6/11/2010 10:10:00 AM

-650.00

74.71

NA

1

-40.00

-690.00

0.00

920 (0.579)

157,947.50

754

CL ##-##

Regular

6/11/2010 11:40:00 AM

6/11/2010 12:40:00 PM

-650.00

73.46

NA

1

-40.00

-690.00

0.00

1,610 (1.01)

157,257.50

755

CL ##-##

Regular

6/14/2010 8:50:00 AM

6/14/2010 12:20:00 PM

-650.00

75.41

NA

1

-40.00

-690.00

0.00

2,300 (1.45)

156,567.50

756

ES ##-##

Regular

6/15/2010 8:32:00 AM

6/15/2010 10:55:00 AM

-300.00

1,093.00

NA

1

-40.00

-340.00

0.00

2,640 (1.66)

156,227.50

757

ES ##-##

Regular

6/16/2010 8:32:00 AM

6/16/2010 9:26:00 AM

0.00

1,104.25

NA

1

-40.00

-40.00

0.00

2,680 (1.69)

156,187.50

758

ES ##-##

Regular

6/17/2010 8:32:00 AM

6/17/2010 8:41:00 AM

175.00

1,113.25

NA

1

-40.00

135.00

0.00

2,545 (1.60)

156,322.50

759

CL ##-##

Regular

6/18/2010 9:30:00 AM

6/18/2010 1:30:00 PM

480.00

76.71

NA

1

-40.00

440.00

0.00

2,105 (1.33)

156,762.50

760

TF ##-##

Regular

6/22/2010 9:00:00 AM

6/22/2010 9:10:00 AM

-500.00

665.30

NA

1

-40.00

-540.00

0.00

2,645 (1.66)

156,222.50

761

TF ##-##

Regular

6/22/2010 10:50:00 AM

6/22/2010 11:40:00 AM

-500.00

663.30

NA

1

-40.00

-540.00

0.00

3,185 (2.00)

155,682.50

762

TF ##-##

Regular

6/22/2010 12:40:00 PM

6/22/2010 2:00:00 PM

1,000.00

657.00

NA

1

-40.00

960.00

0.00

2,225 (1.40)

156,642.50

763

ES ##-##

Regular

6/24/2010 8:32:00 AM

6/24/2010 2:14:00 PM

-700.00

1,082.25

NA

1

-40.00

-740.00

0.00

2,965 (1.87)

155,902.50

764

ES ##-##

Regular

6/25/2010 8:32:00 AM

6/25/2010 8:36:00 AM

137.50

1,072.50

NA

1

-40.00

97.50

0.00

2,868 (1.80)

156,000.00

765

CL ##-##

Regular

6/25/2010 8:50:00 AM

6/25/2010 11:00:00 AM

1,300.00

77.43

NA

1

-40.00

1,260.00

0.00

1,608 (1.01)

157,260.00

766

TF ##-##

Regular

6/28/2010 10:40:00 AM

6/28/2010 11:10:00 AM

-200.00

646.40

NA

1

-40.00

-240.00

0.00

1,848 (1.16)

157,020.00

767

TF ##-##

Regular

6/28/2010 11:10:00 AM

6/28/2010 3:00:00 PM

570.00

644.40

NA

1

-40.00

530.00

0.00

1,318 (0.829)

157,550.00

768

CL ##-##

Regular

6/29/2010 8:50:00 AM

6/29/2010 1:30:00 PM

-130.00

75.81

NA

1

-40.00

-170.00

0.00

1,488 (0.936)

157,380.00

769

ES ##-##

Regular

7/2/2010 8:32:00 AM

7/2/2010 8:51:00 AM

125.00

1,025.50

NA

1

-40.00

85.00

0.00

1,403 (0.883)

157,465.00

770

TF ##-##

Regular

7/6/2010 9:20:00 AM

7/6/2010 10:10:00 AM

-500.00

611.10

NA

1

-40.00

-540.00

0.00

1,943 (1.22)

156,925.00

771

CL ##-##

Regular

7/6/2010 9:20:00 AM

7/6/2010 11:50:00 AM

-650.00

73.45

NA

1

-40.00

-690.00

0.00

2,633 (1.66)

156,235.00

772

CL ##-##

Regular

7/7/2010 8:50:00 AM

7/7/2010 1:30:00 PM

980.00

73.09

NA

1

-40.00

940.00

0.00

1,693 (1.07)

157,175.00

773

ES ##-##

Regular

7/8/2010 8:32:00 AM

7/8/2010 10:03:00 AM

280.00

1,063.50

NA

1

-40.00

240.00

0.00

1,453 (0.914)

157,415.00

774

CL ##-##

Regular

7/13/2010 8:50:00 AM

7/13/2010 1:30:00 PM

170.00

77.02

NA

1

-40.00

130.00

0.00

1,323 (0.832)

157,545.00

775

ES ##-##

Regular

7/14/2010 8:32:00 AM

7/14/2010 9:48:00 AM

187.50

1,087.75

NA

1

-40.00

147.50

0.00

1,175 (0.740)

157,692.50

776

TF ##-##

Regular

7/15/2010 3:00:00 PM

7/15/2010 3:00:00 PM

-150.00

633.80

NA

1

-40.00

-190.00

0.00

1,365 (0.859)

157,502.50

777

ES ##-##

Regular

7/16/2010 8:32:00 AM

7/16/2010 8:48:00 AM

-250.00

1,085.50

NA

1

-40.00

-290.00

0.00

1,655 (1.04)

157,212.50

778

TF ##-##

Regular

7/16/2010 9:00:00 AM

7/16/2010 12:50:00 PM

1,000.00

622.70

NA

1

-40.00

960.00

0.00

695 (0.437)

158,172.50

779

CL ##-##

Regular

7/16/2010 12:40:00 PM

7/16/2010 1:30:00 PM

-650.00

75.39

NA

1

-40.00

-690.00

0.00

1,385 (0.872)

157,482.50

780

CL ##-##

Regular

7/19/2010 8:50:00 AM

7/19/2010 9:40:00 AM

-650.00

77.41

NA

1

-40.00

-690.00

0.00

2,075 (1.31)

156,792.50

781

CL ##-##

Regular

7/19/2010 12:50:00 PM

7/19/2010 1:20:00 PM

-650.00

75.71

NA

1

-40.00

-690.00

0.00

2,765 (1.74)

156,102.50

782

CL ##-##

Regular

7/20/2010 9:40:00 AM

7/20/2010 1:30:00 PM

840.00

76.48

NA

1

-40.00

800.00

0.00

1,965 (1.24)

156,902.50

783

ES ##-##

Regular

7/21/2010 8:32:00 AM

7/21/2010 8:42:00 AM

207.50

1,084.75

NA

1

-40.00

167.50

0.00

1,798 (1.13)

157,070.00

784

TF ##-##

Regular

7/21/2010 1:30:00 PM

7/21/2010 3:00:00 PM

430.00

615.30

NA

1

-40.00

390.00

0.00

1,408 (0.886)

157,460.00

785

TF ##-##

Regular

7/22/2010 8:50:00 AM

7/22/2010 10:00:00 AM

1,000.00

622.40

NA

1

-40.00

960.00

0.00

448 (0.282)

158,420.00

786

CL ##-##

Regular

7/22/2010 8:50:00 AM

7/22/2010 1:30:00 PM

1,300.00

78.08

NA

1

-40.00

1,260.00

0.00

0 (0.00)

159,680.00

787

ES ##-##

Regular

7/27/2010 8:32:00 AM

7/27/2010 9:06:00 AM

227.50

1,116.50

NA

1

-40.00

187.50

0.00

0 (0.00)

159,867.50

788

ES ##-##

Regular

7/28/2010 8:32:00 AM

7/28/2010 8:36:00 AM

100.00

1,108.00

NA

1

-40.00

60.00

0.00

0 (0.00)

159,927.50

789

CL ##-##

Regular

7/28/2010 8:50:00 AM

7/28/2010 1:30:00 PM

160.00

77.10

NA

1

-40.00

120.00

0.00

0 (0.00)

160,047.50

790

TF ##-##

Regular

7/29/2010 8:50:00 AM

7/29/2010 9:10:00 AM

-500.00

657.30

NA

1

-40.00

-540.00

0.00

540 (0.337)

159,507.50

791

ES ##-##

Regular

7/29/2010 8:32:00 AM

7/29/2010 9:27:00 AM

342.50

1,111.25

NA

1

-40.00

302.50

0.00

238 (0.148)

159,810.00

792

CL ##-##

Regular

7/29/2010 8:50:00 AM

7/29/2010 1:30:00 PM

340.00

78.04

NA

1

-40.00

300.00

0.00

0 (0.00)

160,110.00

793

TF ##-##

Regular

7/30/2010 8:50:00 AM

7/30/2010 9:00:00 AM

-500.00

637.20

NA

1

-40.00

-540.00

0.00

540 (0.337)

159,570.00

794

CL ##-##

Regular

7/30/2010 8:50:00 AM

7/30/2010 9:10:00 AM

-650.00

76.93

NA

1

-40.00

-690.00

0.00

1,230 (0.768)

158,880.00

795

CL ##-##

Regular

7/30/2010 10:50:00 AM

7/30/2010 1:30:00 PM

970.00

77.97

NA

1

-40.00

930.00

0.00

300 (0.187)

159,810.00

796

TF ##-##

Regular

8/2/2010 8:50:00 AM

8/2/2010 3:00:00 PM

130.00

658.80

NA

1

-40.00

90.00

0.00

210 (0.131)

159,900.00

797

ES ##-##

Regular

8/3/2010 8:32:00 AM

8/3/2010 10:43:00 AM

162.50

1,119.00

NA

1

-40.00

122.50

0.00

88 (0.055)

160,022.50

798

TF ##-##

Regular

8/3/2010 10:00:00 AM

8/3/2010 3:00:00 PM

-250.00

657.50

NA

1

-40.00

-290.00

0.00

378 (0.236)

159,732.50

799

ES ##-##

Regular

8/4/2010 8:32:00 AM

8/4/2010 9:38:00 AM

112.50

1,119.00

NA

1

-40.00

72.50

0.00

305 (0.190)

159,805.00

800

TF ##-##

Regular

8/4/2010 8:50:00 AM

8/4/2010 3:00:00 PM

160.00

660.20

NA

1

-40.00

120.00

0.00

185 (0.116)

159,925.00

801

ES ##-##

Regular

8/5/2010 8:32:00 AM

8/5/2010 2:05:00 PM

265.00

1,117.75

NA

1

-40.00

225.00

0.00

0 (0.00)

160,150.00

802

TF ##-##

Regular

8/6/2010 8:50:00 AM

8/6/2010 9:10:00 AM

-500.00

647.50

NA

1

-40.00

-540.00

0.00

540 (0.337)

159,610.00

803

CL ##-##

Regular

8/6/2010 9:00:00 AM

8/6/2010 9:50:00 AM

-650.00

81.89

NA

1

-40.00

-690.00

0.00

1,230 (0.768)

158,920.00

804

TF ##-##

Regular

8/6/2010 9:20:00 AM

8/6/2010 9:50:00 AM

1,000.00

650.60

NA

1

-40.00

960.00

0.00

270 (0.169)

159,880.00

805

ES ##-##

Regular

8/6/2010 8:48:00 AM

8/6/2010 9:53:00 AM

-562.50

1,119.00

NA

1

-40.00

-602.50

0.00

873 (0.545)

159,277.50

806

CL ##-##

Regular

8/9/2010 9:50:00 AM

8/9/2010 11:40:00 AM

-230.00

81.24

NA

1

-40.00

-270.00

0.00

1,143 (0.713)

159,007.50

807

CL ##-##

Regular

8/10/2010 8:50:00 AM

8/10/2010 10:20:00 AM

-650.00

79.67

NA

1

-40.00

-690.00

0.00

1,833 (1.14)

158,317.50

808

ES ##-##

Regular

8/10/2010 1:33:00 PM

8/10/2010 1:39:00 PM

95.00

1,120.75

NA

1

-40.00

55.00

0.00

1,778 (1.11)

158,372.50

809

TF ##-##

Regular

8/10/2010 8:50:00 AM

8/10/2010 2:00:00 PM

-300.00

648.60

NA

1

-40.00

-340.00

0.00

2,118 (1.32)

158,032.50

810

TF ##-##

Regular

8/10/2010 2:00:00 PM

8/10/2010 2:30:00 PM

-370.00

651.60

NA

1

-40.00

-410.00

0.00

2,528 (1.58)

157,622.50

811

TF ##-##

Regular

8/10/2010 2:30:00 PM

8/10/2010 3:00:00 PM

260.00

647.90

NA

1

-40.00

220.00

0.00

2,308 (1.44)

157,842.50

812

CL ##-##

Regular

8/11/2010 8:50:00 AM

8/11/2010 1:30:00 PM

1,000.00

78.95

NA

1

-40.00

960.00

0.00

1,348 (0.841)

158,802.50

813

ES ##-##

Regular

8/13/2010 8:32:00 AM

8/13/2010 8:35:00 AM

150.00

1,078.25

NA

1

-40.00

110.00

0.00

1,238 (0.773)

158,912.50

814

TF ##-##

Regular

8/18/2010 10:20:00 AM

8/18/2010 3:00:00 PM

100.00

625.90

NA

1

-40.00

60.00

0.00

1,178 (0.735)

158,972.50

815

ES ##-##

Regular

8/19/2010 8:32:00 AM

8/19/2010 9:02:00 AM

-437.50

1,087.50

NA

1

-40.00

-477.50

0.00

1,655 (1.03)

158,495.00

816

ES ##-##

Regular

8/20/2010 8:32:00 AM

8/20/2010 3:00:00 PM

25.00

1,069.50

NA

1

-40.00

-15.00

0.00

1,670 (1.04)

158,480.00

817

TF ##-##

Regular

8/23/2010 9:10:00 AM

8/23/2010 10:10:00 AM

1,000.00

614.80

NA

1

-40.00

960.00

0.00

710 (0.443)

159,440.00

818

ES ##-##

Regular

8/25/2010 8:32:00 AM

8/25/2010 9:02:00 AM

-375.00

1,045.50

NA

1

-40.00

-415.00

0.00

1,125 (0.702)

159,025.00

819

ES ##-##

Regular

8/26/2010 8:32:00 AM

8/26/2010 8:55:00 AM

187.50

1,057.50

NA

1

-40.00

147.50

0.00

978 (0.610)

159,172.50

820

TF ##-##

Regular

8/26/2010 10:20:00 AM

8/26/2010 3:00:00 PM

580.00

605.40

NA

1

-40.00

540.00

0.00

438 (0.273)

159,712.50

821

ES ##-##

Regular

8/27/2010 8:32:00 AM

8/27/2010 8:46:00 AM

257.50

1,053.00

NA

1

-40.00

217.50

0.00

220 (0.137)

159,930.00

822

TF ##-##

Regular

8/27/2010 9:40:00 AM

8/27/2010 2:30:00 PM

1,000.00

604.50

NA

1

-40.00

960.00

0.00

0 (0.00)

160,890.00

823

ES ##-##

Regular

8/31/2010 8:32:00 AM

8/31/2010 9:01:00 AM

212.50

1,043.50

NA

1

-40.00

172.50

0.00

0 (0.00)

161,062.50

824

CL ##-##

Regular

8/31/2010 10:50:00 AM

8/31/2010 11:50:00 AM

1,300.00

73.63

NA

1

-40.00

1,260.00

0.00

0 (0.00)

162,322.50

825

TF ##-##

Regular

8/31/2010 12:50:00 PM

8/31/2010 1:30:00 PM

-460.00

607.60

NA

1

-40.00

-500.00

0.00

500 (0.308)

161,822.50

826

TF ##-##

Regular

8/31/2010 1:30:00 PM

8/31/2010 3:00:00 PM

190.00

603.00

NA

1

-40.00

150.00

0.00

350 (0.216)

161,972.50

827

TF ##-##

Regular

9/1/2010 8:50:00 AM

9/1/2010 10:00:00 AM

1,000.00

610.60

NA

1

-40.00

960.00

0.00

0 (0.00)

162,932.50

828

CL ##-##

Regular

9/1/2010 9:30:00 AM

9/1/2010 1:30:00 PM

220.00

73.78

NA

1

-40.00

180.00

0.00

0 (0.00)

163,112.50

829

CL ##-##

Regular

9/2/2010 10:00:00 AM

9/2/2010 1:30:00 PM

1,090.00

73.93

NA

1

-40.00

1,050.00

0.00

0 (0.00)

164,162.50

830

CL ##-##

Regular

9/3/2010 10:20:00 AM

9/3/2010 1:00:00 PM

-650.00

73.53

NA

1

-40.00

-690.00

0.00

690 (0.420)

163,472.50

831

ES ##-##

Regular

9/7/2010 8:32:00 AM

9/7/2010 8:33:00 AM

-62.50

1,098.50

NA

1

-40.00

-102.50

0.00

793 (0.483)

163,370.00

832

TF ##-##

Regular

9/7/2010 9:20:00 AM

9/7/2010 11:50:00 AM

-330.00

634.70

NA

1

-40.00

-370.00

0.00

1,163 (0.708)

163,000.00

833

CL ##-##

Regular

9/7/2010 12:00:00 PM

9/7/2010 1:30:00 PM

130.00

73.88

NA

1

-40.00

90.00

0.00

1,073 (0.653)

163,090.00

834

TF ##-##

Regular

9/9/2010 8:50:00 AM

9/9/2010 9:40:00 AM

-500.00

639.50

NA

1

-40.00

-540.00

0.00

1,613 (0.982)

162,550.00

835

ES ##-##

Regular

9/9/2010 8:32:00 AM

9/9/2010 12:00:00 PM

272.50

1,105.25

NA

1

-40.00

232.50

0.00

1,380 (0.841)

162,782.50

836

ES ##-##

Regular

9/10/2010 8:32:00 AM

9/10/2010 8:39:00 AM

125.00

1,101.25

NA

1

-40.00

85.00

0.00

1,295 (0.789)

162,867.50

837

CL ##-##

Regular

9/10/2010 8:50:00 AM

9/10/2010 10:00:00 AM

1,300.00

75.22

NA

1

-40.00

1,260.00

0.00

35 (0.021)

164,127.50

838

TF ##-##

Regular

9/13/2010 8:50:00 AM

9/13/2010 3:00:00 PM

720.00

642.00

NA

1

-40.00

680.00

0.00

0 (0.00)

164,807.50

839

ES ##-##

Regular

9/15/2010 8:32:00 AM

9/15/2010 9:16:00 AM

262.50

1,110.75

NA

1

-40.00

222.50

0.00

0 (0.00)

165,030.00

840

CL ##-##

Regular

9/15/2010 8:50:00 AM

9/15/2010 11:10:00 AM

-650.00

75.26

NA

1

-40.00

-690.00

0.00

690 (0.418)

164,340.00

841

CL ##-##

Regular

9/16/2010 8:50:00 AM

9/16/2010 1:30:00 PM

750.00

75.29

NA

1

-40.00

710.00

0.00

0 (0.00)

165,050.00

842

ES ##-##

Regular

9/16/2010 8:32:00 AM

9/16/2010 3:00:00 PM

175.00

1,116.75

NA

1

-40.00

135.00

0.00

0 (0.00)

165,185.00

843

ES ##-##

Regular

9/17/2010 8:32:00 AM

9/17/2010 8:55:00 AM

157.50

1,124.50

NA

1

-40.00

117.50

0.00

0 (0.00)

165,302.50

844

CL ##-##

Regular

9/22/2010 8:50:00 AM

9/22/2010 9:40:00 AM

-650.00

75.71

NA

1

-40.00

-690.00

0.00

690 (0.417)

164,612.50

845

CL ##-##

Regular

9/22/2010 11:20:00 AM

9/22/2010 1:30:00 PM

-540.00

74.18

NA

1

-40.00

-580.00

0.00

1,270 (0.768)

164,032.50

846

ES ##-##

Regular

9/23/2010 9:07:00 AM

9/23/2010 9:33:00 AM

130.00

1,125.50

NA

1

-40.00

90.00

0.00

1,180 (0.714)

164,122.50

847

TF ##-##

Regular

9/23/2010 8:50:00 AM

9/23/2010 9:40:00 AM

-500.00

650.10

NA

1

-40.00

-540.00

0.00

1,720 (1.04)

163,582.50

848

CL ##-##

Regular

9/23/2010 8:50:00 AM

9/23/2010 9:50:00 AM

-380.00

74.12

NA

1

-40.00

-420.00

0.00

2,140 (1.29)

163,162.50

849

CL ##-##

Regular

9/23/2010 9:50:00 AM

9/23/2010 1:30:00 PM

680.00

74.50

NA

1

-40.00

640.00

0.00

1,500 (0.907)

163,802.50

850

TF ##-##

Regular

9/24/2010 8:50:00 AM

9/24/2010 2:10:00 PM

1,000.00

657.50

NA

1

-40.00

960.00

0.00

540 (0.327)

164,762.50

851

ES ##-##

Regular

9/29/2010 8:32:00 AM

9/29/2010 10:58:00 AM

212.50

1,138.50

NA

1

-40.00

172.50

0.00

368 (0.222)

164,935.00

852

CL ##-##

Regular

9/29/2010 9:50:00 AM

9/29/2010 11:00:00 AM

1,300.00

76.14

NA

1

-40.00

1,260.00

0.00

0 (0.00)

166,195.00

853

ES ##-##

Regular

9/30/2010 8:32:00 AM

9/30/2010 8:45:00 AM

-237.50

1,146.75

NA

1

-40.00

-277.50

0.00

278 (0.167)

165,917.50

854

TF ##-##

Regular

9/30/2010 11:50:00 AM

9/30/2010 3:00:00 PM

110.00

671.80

NA

1

-40.00

70.00

0.00

208 (0.125)

165,987.50

855

ES ##-##

Regular

10/1/2010 8:32:00 AM

10/1/2010 9:26:00 AM

390.00

1,146.00

NA

1

-40.00

350.00

0.00

0 (0.00)

166,337.50

856

TF ##-##

Regular

10/5/2010 8:50:00 AM

10/5/2010 10:10:00 AM

1,000.00

671.50

NA

1

-40.00

960.00

0.00

0 (0.00)

167,297.50

857

ES ##-##

Regular

10/7/2010 8:32:00 AM

10/7/2010 8:47:00 AM

225.00

1,160.00

NA

1

-40.00

185.00

0.00

0 (0.00)

167,482.50

858

CL ##-##

Regular

10/8/2010 9:10:00 AM

10/8/2010 1:30:00 PM

440.00

82.21

NA

1

-40.00

400.00

0.00

0 (0.00)

167,882.50

859

TF ##-##

Regular

10/8/2010 10:30:00 AM

10/8/2010 2:20:00 PM

1,000.00

684.30

NA

1

-40.00

960.00

0.00

0 (0.00)

168,842.50

860

CL ##-##

Regular

10/11/2010 9:10:00 AM

10/11/2010 1:30:00 PM

-270.00

82.51

NA

1

-40.00

-310.00

0.00

310 (0.184)

168,532.50

861

ES ##-##

Regular

10/12/2010 8:32:00 AM

10/12/2010 1:05:00 PM

200.00

1,158.00

NA

1

-40.00

160.00

0.00

150 (0.089)

168,692.50

862

TF ##-##

Regular

10/12/2010 9:30:00 AM

10/12/2010 3:00:00 PM

340.00

690.50

NA

1

-40.00

300.00

0.00

0 (0.00)

168,992.50

863

ES ##-##

Regular

10/13/2010 8:32:00 AM

10/13/2010 10:07:00 AM

-237.50

1,172.75

NA

1

-40.00

-277.50

0.00

278 (0.164)

168,715.00

864

CL ##-##

Regular

10/13/2010 8:50:00 AM

10/13/2010 1:30:00 PM

300.00

82.70

NA

1

-40.00

260.00

0.00

18 (0.010)

168,975.00

865

ES ##-##

Regular

10/15/2010 8:32:00 AM

10/15/2010 8:51:00 AM

335.00

1,178.75

NA

1

-40.00

295.00

0.00

0 (0.00)

169,270.00

866

CL ##-##

Regular

10/15/2010 11:20:00 AM

10/15/2010 1:30:00 PM

70.00

81.37

NA

1

-40.00

30.00

0.00

0 (0.00)

169,300.00

867

TF ##-##

Regular

10/15/2010 10:10:00 AM

10/15/2010 3:00:00 PM

-30.00

701.90

NA

1

-40.00

-70.00

0.00

70 (0.041)

169,230.00

868

CL ##-##

Regular

10/18/2010 9:50:00 AM

10/18/2010 1:30:00 PM

690.00

82.44

NA

1

-40.00

650.00

0.00

0 (0.00)

169,880.00

869

TF ##-##

Regular

10/18/2010 9:00:00 AM

10/18/2010 3:00:00 PM

400.00

704.60

NA

1

-40.00

360.00

0.00

0 (0.00)

170,240.00

870

TF ##-##

Regular

10/19/2010 9:30:00 AM

10/19/2010 12:50:00 PM

-500.00

703.70

NA

1

-40.00

-540.00

0.00

540 (0.317)

169,700.00

871

CL ##-##

Regular

10/19/2010 8:50:00 AM

10/19/2010 1:30:00 PM

1,300.00

81.06

NA

1

-40.00

1,260.00

0.00

0 (0.00)

170,960.00

872

CL ##-##

Regular

10/20/2010 12:20:00 PM

10/20/2010 1:30:00 PM

210.00

81.72

NA

1

-40.00

170.00

0.00

0 (0.00)

171,130.00

873

TF ##-##

Regular

10/21/2010 8:50:00 AM

10/21/2010 10:40:00 AM

-500.00

706.10

NA

1

-40.00

-540.00

0.00

540 (0.316)

170,590.00

874

ES ##-##

Regular

10/21/2010 8:32:00 AM

10/21/2010 12:47:00 PM

225.00

1,178.75

NA

1

-40.00

185.00

0.00

355 (0.207)

170,775.00

875

CL ##-##

Regular

10/21/2010 10:40:00 AM

10/21/2010 1:10:00 PM

1,300.00

81.46

NA

1

-40.00

1,260.00

0.00

0 (0.00)

172,035.00

876

TF ##-##

Regular

10/21/2010 3:00:00 PM

10/21/2010 3:00:00 PM

-130.00

695.80

NA

1

-40.00

-170.00

0.00

170 (0.099)

171,865.00

877

CL ##-##

Regular

10/22/2010 8:50:00 AM

10/22/2010 9:10:00 AM

-650.00

81.48

NA

1

-40.00

-690.00

0.00

860 (0.500)

171,175.00

878

ES ##-##

Regular

10/26/2010 8:32:00 AM

10/26/2010 9:20:00 AM

267.50

1,175.75

NA

1

-40.00

227.50

0.00

633 (0.368)

171,402.50

879

TF ##-##

Regular

10/26/2010 9:30:00 AM

10/26/2010 3:00:00 PM

-50.00

705.90

NA

1

-40.00

-90.00

0.00

723 (0.420)

171,312.50

880

CL ##-##

Regular

10/27/2010 9:20:00 AM

10/27/2010 1:10:00 PM

-650.00

80.98

NA

1

-40.00

-690.00

0.00

1,413 (0.821)

170,622.50

881

CL ##-##

Regular

10/27/2010 1:20:00 PM

10/27/2010 1:30:00 PM

30.00

81.91

NA

1

-40.00

-10.00

0.00

1,423 (0.827)

170,612.50

882

TF ##-##

Regular

10/27/2010 9:40:00 AM

10/27/2010 3:00:00 PM

-350.00

699.80

NA

1

-40.00

-390.00

0.00

1,813 (1.05)

170,222.50

883

ES ##-##

Regular

10/27/2010 9:01:00 AM

10/27/2010 3:00:00 PM

62.50

1,177.50

NA

1

-40.00

22.50

0.00

1,790 (1.04)

170,245.00

884

ES ##-##

Regular

10/28/2010 8:32:00 AM

10/28/2010 9:18:00 AM

255.00

1,185.25

NA

1

-40.00

215.00

0.00

1,575 (0.916)

170,460.00

885

TF ##-##

Regular

10/28/2010 9:40:00 AM

10/28/2010 3:00:00 PM

-330.00

698.60

NA

1

-40.00

-370.00

0.00

1,945 (1.13)

170,090.00

886

TF ##-##

Regular

10/29/2010 9:10:00 AM

10/29/2010 9:20:00 AM

-390.00

698.60

NA

1

-40.00

-430.00

0.00

2,375 (1.38)

169,660.00

887

CL ##-##

Regular

10/29/2010 8:50:00 AM

10/29/2010 1:30:00 PM

100.00

81.50

NA

1

-40.00

60.00

0.00

2,315 (1.35)

169,720.00

888

TF ##-##

Regular

10/29/2010 9:20:00 AM

10/29/2010 3:00:00 PM

-110.00

702.50

NA

1

-40.00

-150.00

0.00

2,465 (1.43)

169,570.00

889

CL ##-##

Regular

11/1/2010 8:50:00 AM

11/1/2010 10:30:00 AM

-650.00

83.67

NA

1

-40.00

-690.00

0.00

3,155 (1.83)

168,880.00

890

TF ##-##

Regular

11/1/2010 10:50:00 AM

11/1/2010 3:00:00 PM

320.00

699.70

NA

1

-40.00

280.00

0.00

2,875 (1.67)

169,160.00

891

TF ##-##

Regular

11/2/2010 8:50:00 AM

11/2/2010 3:00:00 PM

510.00

706.10

NA

1

-40.00

470.00

0.00

2,405 (1.40)

169,630.00

892

ES ##-##

Regular

11/2/2010 8:36:00 AM

11/2/2010 3:00:00 PM

0.00

1,190.00

NA

1

-40.00

-40.00

0.00

2,445 (1.42)

169,590.00

893

TF ##-##

Regular

11/3/2010 1:50:00 PM

11/3/2010 3:00:00 PM

440.00

709.60

NA

1

-40.00

400.00

0.00

2,045 (1.19)

169,990.00

894

ES ##-##

Regular

11/9/2010 8:32:00 AM

11/9/2010 8:38:00 AM

112.50

1,222.75

NA

1

-40.00

72.50

0.00

1,973 (1.15)

170,062.50

895

TF ##-##

Regular

11/10/2010 11:10:00 AM

11/10/2010 3:00:00 PM

540.00

728.30

NA

1

-40.00

500.00

0.00

1,473 (0.856)

170,562.50

896

ES ##-##

Regular

11/11/2010 9:11:00 AM

11/11/2010 3:00:00 PM

200.00

1,207.50

NA

1

-40.00

160.00

0.00

1,313 (0.763)

170,722.50

897

ES ##-##

Regular

11/12/2010 8:46:00 AM

11/12/2010 3:00:00 PM

-450.00

1,206.00

NA

1

-40.00

-490.00

0.00

1,803 (1.05)

170,232.50

898

TF ##-##

Regular

11/15/2010 11:30:00 AM

11/15/2010 12:10:00 PM

-270.00

722.90

NA

1

-40.00

-310.00

0.00

2,113 (1.23)

169,922.50

899

CL ##-##

Regular

11/15/2010 9:00:00 AM

11/15/2010 1:30:00 PM

320.00

85.19

NA

1

-40.00

280.00

0.00

1,833 (1.07)

170,202.50

900

ES ##-##

Regular

11/16/2010 8:32:00 AM

11/16/2010 9:41:00 AM

-275.00

1,187.50

NA

1

-40.00

-315.00

0.00

2,148 (1.25)

169,887.50

901

TF ##-##

Regular

11/18/2010 8:50:00 AM

11/18/2010 3:00:00 PM

350.00

717.10

NA

1

-40.00

310.00

0.00

1,838 (1.07)

170,197.50

902

TF ##-##

Regular

11/23/2010 8:50:00 AM

11/23/2010 12:40:00 PM

-220.00

717.70

NA

1

-40.00

-260.00

0.00

2,098 (1.22)

169,937.50

903

CL ##-##

Regular

11/23/2010 12:20:00 PM

11/23/2010 1:10:00 PM

-650.00

81.79

NA

1

-40.00

-690.00

0.00

2,788 (1.62)

169,247.50

904

ES ##-##

Regular

11/24/2010 8:32:00 AM

11/24/2010 9:27:00 AM

-250.00

1,188.50

NA

1

-40.00

-290.00

0.00

3,078 (1.79)

168,957.50

905

CL ##-##

Regular

11/24/2010 9:40:00 AM

11/24/2010 10:10:00 AM

1,300.00

81.82

NA

1

-40.00

1,260.00

0.00

1,818 (1.06)

170,217.50

906

TF ##-##

Regular

11/24/2010 8:50:00 AM

11/24/2010 3:00:00 PM

800.00

728.00

NA

1

-40.00

760.00

0.00

1,058 (0.615)

170,977.50

907

TF ##-##

Regular

11/30/2010 8:50:00 AM

11/30/2010 9:30:00 AM

-500.00

721.90

NA

1

-40.00

-540.00

0.00

1,598 (0.929)

170,437.50

908

CL ##-##

Regular

12/1/2010 8:50:00 AM

12/1/2010 1:30:00 PM

1,300.00

85.62

NA

1

-40.00

1,260.00

0.00

338 (0.196)

171,697.50

909

TF ##-##

Regular

12/1/2010 8:50:00 AM

12/1/2010 3:00:00 PM

180.00

740.70

NA

1

-40.00

140.00

0.00

198 (0.115)

171,837.50

910

ES ##-##

Regular

12/3/2010 8:32:00 AM

12/3/2010 9:02:00 AM

187.50

1,216.75

NA

1

-40.00

147.50

0.00

50 (0.029)

171,985.00

911

ES ##-##

Regular

12/9/2010 8:32:00 AM

12/9/2010 8:36:00 AM

125.00

1,230.00

NA

1

-40.00

85.00

0.00

0 (0.00)

172,070.00

912

CL ##-##

Regular

12/9/2010 9:10:00 AM

12/9/2010 9:30:00 AM

-650.00

88.52

NA

1

-40.00

-690.00

0.00

690 (0.401)

171,380.00

913

ES ##-##

Regular

12/10/2010 8:32:00 AM

12/10/2010 9:12:00 AM

187.50

1,231.50

NA

1

-40.00

147.50

0.00

543 (0.315)

171,527.50

914

CL ##-##

Regular

12/10/2010 8:50:00 AM

12/10/2010 9:20:00 AM

-650.00

88.52

NA

1

-40.00

-690.00

0.00

1,233 (0.716)

170,837.50

915

CL ##-##

Regular

12/13/2010 8:50:00 AM

12/13/2010 10:30:00 AM

-650.00

89.05

NA

1

-40.00

-690.00

0.00

1,923 (1.12)

170,147.50

916

CL ##-##

Regular

12/14/2010 9:50:00 AM

12/14/2010 1:30:00 PM

-150.00

88.50

NA

1

-40.00

-190.00

0.00

2,113 (1.23)

169,957.50

917

ES ##-##

Regular

12/14/2010 8:32:00 AM

12/14/2010 2:24:00 PM

112.50

1,237.75

NA

1

-40.00

72.50

0.00

2,040 (1.19)

170,030.00

918

CL ##-##

Regular

12/15/2010 9:50:00 AM

12/15/2010 1:30:00 PM

-280.00

88.87

NA

1

-40.00

-320.00

0.00

2,360 (1.37)

169,710.00

919

TF ##-##

Regular

12/16/2010 10:30:00 AM

12/16/2010 3:00:00 PM

240.00

772.20

NA

1

-40.00

200.00

0.00

2,160 (1.26)

169,910.00

920

ES ##-##

Regular

12/21/2010 8:32:00 AM

12/21/2010 3:00:00 PM

-162.50

1,246.50

NA

1

-40.00

-202.50

0.00

2,363 (1.37)

169,707.50

921

ES ##-##

Regular

12/28/2010 8:32:00 AM

12/28/2010 9:00:00 AM

125.00

1,255.50

NA

1

-40.00

85.00

0.00

2,278 (1.32)

169,792.50

 

MSA Report

DEPENDENCY ANALYSIS RESULTS FOR ALL TRADES

Dependency: Positive

 

Confidence Level: 18.03%

Total Number of Runs: 440

Number of Runs of Wins: 220

Number of Runs of Losses: 220

Average Length of Winning Runs: 2.5

Average Length of Losing Runs: 1.7

 

MSA Report

SIGNIFICANCE TEST SETTINGS

Number of rules and/or restrictions in trading system or method: 0

Confidence level for confidence intervals around average trade: 95.00%

 

SIGNIFICANCE TEST RESULTS

Number of Trades: 921

Number of Degrees of Freedom: 921

Average trade at 95.00% confidence: $130.07 +/- 33.26

Worst-case average trade at 95.00% confidence: $96.81

Probability that average trade is greater than zero: > 99.95%

 

>Trades pass statistical significance test at specified confidence level<