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| Date | Time | Position | Price | Quantity | P&L | P&L Accum. | MFE |
|
02/01/02 |
08:00:00 |
-1 |
1.4509 |
-1 |
|
$0.00 |
|
|
04/01/02 |
04:00:00 |
1 |
1.4421 |
2 |
880 |
$880.00 |
1480 |
|
04/01/02 |
08:00:00 |
0 |
1.4381 |
-1 |
-400 |
$480.00 |
0 |
|
07/01/02 |
00:00:00 |
-1 |
1.4445 |
-1 |
0 |
$480.00 |
0 |
|
10/01/02 |
04:00:00 |
1 |
1.4414 |
2 |
310 |
$790.00 |
1080 |
|
10/01/02 |
20:00:00 |
0 |
1.4374 |
-1 |
-400 |
$390.00 |
480 |
|
10/01/02 |
20:00:00 |
-1 |
1.4388 |
-1 |
0 |
$390.00 |
0 |
|
11/01/02 |
04:00:00 |
0 |
1.4428 |
1 |
-400 |
-$10.00 |
70 |
|
11/01/02 |
16:00:00 |
1 |
1.4469 |
1 |
0 |
-$10.00 |
0 |
|
15/01/02 |
08:00:00 |
-1 |
1.4460 |
-2 |
-90 |
-$100.00 |
490 |
|
04/02/02 |
16:00:00 |
1 |
1.4216 |
2 |
2440 |
$2,340.00 |
4190 |
|
05/02/02 |
12:00:00 |
0 |
1.4176 |
-1 |
-400 |
$1,940.00 |
300 |
|
05/02/02 |
12:00:00 |
-1 |
1.4177 |
-1 |
0 |
$1,940.00 |
0 |
|
08/02/02 |
12:00:00 |
1 |
1.4165 |
2 |
120 |
$2,060.00 |
1110 |
|
10/02/02 |
20:00:00 |
-1 |
1.4132 |
-2 |
-330 |
$1,730.00 |
140 |
|
11/02/02 |
00:00:00 |
1 |
1.4166 |
2 |
-340 |
$1,390.00 |
0 |
|
19/02/02 |
08:00:00 |
-1 |
1.4241 |
-2 |
750 |
$2,140.00 |
1920 |
|
19/02/02 |
12:00:00 |
0 |
1.4281 |
1 |
-400 |
$1,740.00 |
0 |
|
19/02/02 |
16:00:00 |
1 |
1.4317 |
1 |
0 |
$1,740.00 |
0 |
|
20/02/02 |
12:00:00 |
0 |
1.4277 |
-1 |
-400 |
$1,340.00 |
150 |
|
21/02/02 |
08:00:00 |
-1 |
1.4262 |
-1 |
0 |
$1,340.00 |
0 |
|
22/02/02 |
12:00:00 |
0 |
1.4302 |
1 |
-400 |
$940.00 |
270 |
|
22/02/02 |
12:00:00 |
1 |
1.4298 |
1 |
0 |
$940.00 |
0 |
|
25/02/02 |
12:00:00 |
0 |
1.4258 |
-1 |
-400 |
$540.00 |
450 |
|
25/02/02 |
16:00:00 |
-1 |
1.4244 |
-1 |
0 |
$540.00 |
0 |
|
04/03/02 |
16:00:00 |
1 |
1.4222 |
2 |
220 |
$760.00 |
1360 |
|
05/03/02 |
08:00:00 |
-1 |
1.4197 |
-2 |
-250 |
$510.00 |
140 |
|
05/03/02 |
16:00:00 |
0 |
1.4237 |
1 |
-400 |
$110.00 |
250 |
|
06/03/02 |
16:00:00 |
-1 |
1.4217 |
-1 |
0 |
$110.00 |
0 |
|
07/03/02 |
04:00:00 |
0 |
1.4257 |
1 |
-400 |
-$290.00 |
60 |
|
07/03/02 |
04:00:00 |
1 |
1.4280 |
1 |
0 |
-$290.00 |
0 |
|
07/03/02 |
08:00:00 |
0 |
1.4240 |
-1 |
-400 |
-$690.00 |
0 |
|
08/03/02 |
12:00:00 |
-1 |
1.4224 |
-1 |
0 |
-$690.00 |
0 |
|
14/03/02 |
12:00:00 |
1 |
1.4208 |
2 |
160 |
-$530.00 |
1360 |
|
25/03/02 |
00:00:00 |
-1 |
1.4232 |
-2 |
240 |
-$290.00 |
1160 |
|
25/03/02 |
08:00:00 |
0 |
1.4272 |
1 |
-400 |
-$690.00 |
70 |
|
25/03/02 |
08:00:00 |
1 |
1.4264 |
1 |
0 |
-$690.00 |
0 |
|
26/03/02 |
08:00:00 |
0 |
1.4224 |
-1 |
-400 |
-$1,090.00 |
120 |
|
27/03/02 |
08:00:00 |
-1 |
1.4243 |
-1 |
0 |
-$1,090.00 |
0 |
|
28/03/02 |
00:00:00 |
1 |
1.4263 |
2 |
-200 |
-$1,290.00 |
310 |
|
28/03/02 |
08:00:00 |
0 |
1.4223 |
-1 |
-400 |
-$1,690.00 |
10 |
|
28/03/02 |
08:00:00 |
-1 |
1.4230 |
-1 |
0 |
-$1,690.00 |
0 |
|
01/04/02 |
04:00:00 |
0 |
1.4270 |
1 |
-400 |
-$2,090.00 |
80 |
|
01/04/02 |
04:00:00 |
1 |
1.4270 |
1 |
0 |
-$2,090.00 |
0 |
|
08/05/02 |
08:00:00 |
-1 |
1.4594 |
-2 |
3240 |
$1,150.00 |
4300 |
|
10/05/02 |
00:00:00 |
1 |
1.4633 |
2 |
-390 |
$760.00 |
630 |
|
10/05/02 |
12:00:00 |
0 |
1.4593 |
-1 |
-400 |
$360.00 |
210 |
|
13/05/02 |
12:00:00 |
-1 |
1.4589 |
-1 |
0 |
$360.00 |
0 |
|
15/05/02 |
16:00:00 |
1 |
1.4596 |
2 |
-70 |
$290.00 |
1220 |
|
16/05/02 |
12:00:00 |
0 |
1.4556 |
-1 |
-400 |
-$110.00 |
120 |
|
17/05/02 |
04:00:00 |
-1 |
1.4547 |
-1 |
0 |
-$110.00 |
0 |
|
17/05/02 |
12:00:00 |
0 |
1.4587 |
1 |
-400 |
-$510.00 |
20 |
|
17/05/02 |
12:00:00 |
1 |
1.4599 |
1 |
0 |
-$510.00 |
0 |
|
21/05/02 |
00:00:00 |
0 |
1.4559 |
-1 |
-400 |
-$910.00 |
290 |
|
21/05/02 |
00:00:00 |
-1 |
1.4554 |
-1 |
0 |
-$910.00 |
0 |
|
21/05/02 |
16:00:00 |
0 |
1.4594 |
1 |
-400 |
-$1,310.00 |
220 |
|
22/05/02 |
00:00:00 |
1 |
1.4616 |
1 |
0 |
-$1,310.00 |
0 |
|
22/05/02 |
12:00:00 |
0 |
1.4576 |
-1 |
-400 |
-$1,710.00 |
140 |
|
23/05/02 |
00:00:00 |
-1 |
1.4564 |
-1 |
0 |
-$1,710.00 |
0 |
|
23/05/02 |
08:00:00 |
0 |
1.4604 |
1 |
-400 |
-$2,110.00 |
140 |
|
24/05/02 |
12:00:00 |
1 |
1.4576 |
1 |
0 |
-$2,110.00 |
0 |
|
31/05/02 |
16:00:00 |
-1 |
1.4557 |
-2 |
-190 |
-$2,300.00 |
1070 |
|
03/06/02 |
12:00:00 |
0 |
1.4597 |
1 |
-400 |
-$2,700.00 |
110 |
|
03/06/02 |
12:00:00 |
1 |
1.4620 |
1 |
0 |
-$2,700.00 |
0 |
|
04/06/02 |
16:00:00 |
-1 |
1.4595 |
-2 |
-250 |
-$2,950.00 |
420 |
|
10/06/02 |
08:00:00 |
1 |
1.4610 |
2 |
-150 |
-$3,100.00 |
630 |
|
05/07/02 |
04:00:00 |
-1 |
1.5176 |
-2 |
5660 |
$2,560.00 |
7680 |
|
05/07/02 |
12:00:00 |
0 |
1.5216 |
1 |
-400 |
$2,160.00 |
270 |
|
08/07/02 |
00:00:00 |
1 |
1.5308 |
1 |
0 |
$2,160.00 |
0 |
|
23/07/02 |
16:00:00 |
-1 |
1.5584 |
-2 |
2760 |
$4,920.00 |
5460 |
|
23/07/02 |
20:00:00 |
0 |
1.5624 |
1 |
-400 |
$4,520.00 |
0 |
|
24/07/02 |
12:00:00 |
1 |
1.5744 |
1 |
0 |
$4,520.00 |
0 |
|
24/07/02 |
20:00:00 |
0 |
1.5704 |
-1 |
-400 |
$4,120.00 |
260 |
|
26/07/02 |
12:00:00 |
-1 |
1.5631 |
-1 |
0 |
$4,120.00 |
0 |
|
29/07/02 |
00:00:00 |
0 |
1.5671 |
1 |
-400 |
$3,720.00 |
110 |
|
29/07/02 |
04:00:00 |
1 |
1.5677 |
1 |
0 |
$3,720.00 |
0 |
|
29/07/02 |
08:00:00 |
0 |
1.5637 |
-1 |
-400 |
$3,320.00 |
0 |
|
29/07/02 |
12:00:00 |
-1 |
1.5577 |
-1 |
0 |
$3,320.00 |
0 |
|
29/07/02 |
16:00:00 |
0 |
1.5617 |
1 |
-400 |
$2,920.00 |
0 |
|
30/07/02 |
12:00:00 |
1 |
1.5722 |
1 |
0 |
$2,920.00 |
0 |
|
30/07/02 |
16:00:00 |
0 |
1.5682 |
-1 |
-400 |
$2,520.00 |
0 |
|
31/07/02 |
04:00:00 |
-1 |
1.5665 |
-1 |
0 |
$2,520.00 |
0 |
|
02/08/02 |
08:00:00 |
0 |
1.5705 |
1 |
-400 |
$2,120.00 |
1940 |
|
02/08/02 |
08:00:00 |
1 |
1.5682 |
1 |
0 |
$2,120.00 |
0 |
|
05/08/02 |
04:00:00 |
0 |
1.5642 |
-1 |
-400 |
$1,720.00 |
450 |
|
05/08/02 |
04:00:00 |
-1 |
1.5640 |
-1 |
0 |
$1,720.00 |
0 |
|
05/08/02 |
12:00:00 |
0 |
1.5680 |
1 |
-400 |
$1,320.00 |
270 |
|
08/08/02 |
04:00:00 |
-1 |
1.5331 |
-1 |
0 |
$1,320.00 |
0 |
|
13/08/02 |
20:00:00 |
0 |
1.5371 |
1 |
-400 |
$920.00 |
1240 |
|
14/08/02 |
12:00:00 |
1 |
1.5436 |
1 |
0 |
$920.00 |
0 |
|
14/08/02 |
16:00:00 |
0 |
1.5396 |
-1 |
-400 |
$520.00 |
0 |
|
14/08/02 |
20:00:00 |
-1 |
1.5357 |
-1 |
0 |
$520.00 |
0 |
|
15/08/02 |
16:00:00 |
0 |
1.5397 |
1 |
-400 |
$120.00 |
580 |
|
19/08/02 |
00:00:00 |
1 |
1.5421 |
1 |
0 |
$120.00 |
0 |
|
19/08/02 |
08:00:00 |
0 |
1.5381 |
-1 |
-400 |
-$280.00 |
70 |
|
19/08/02 |
08:00:00 |
-1 |
1.5359 |
-1 |
0 |
-$280.00 |
0 |
|
27/08/02 |
12:00:00 |
1 |
1.5304 |
2 |
550 |
$270.00 |
1980 |
|
10/09/02 |
08:00:00 |
-1 |
1.5530 |
-2 |
2260 |
$2,530.00 |
4240 |
|
10/09/02 |
20:00:00 |
0 |
