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TradeStation TradeManager Performance Report Delphi II WFO Broker, @ES.D, 1 min., 1/3/2000 7:31:00 AM - 12/1/2017 12:57:00 PM
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TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $34,665.00    Profit Factor 1.21
Gross Profit $198,602.50    Gross Loss ($163,937.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $15,250.00    Select Profit Factor 1.09
Select Gross Profit $179,187.50    Select Gross Loss ($163,937.50)
Adjusted Total Net Profit $19,665.82    Adjusted Profit Factor 1.12
Adjusted Gross Profit $190,439.99    Adjusted Gross Loss ($170,774.17)
Total Number of Trades 1167    Percent Profitable 50.73%
Winning Trades 592    Losing Trades 575
Even Trades 0
Avg. Trade Net Profit $29.70    Ratio Avg. Win:Avg. Loss 1.18
Avg. Winning Trade $335.48    Avg. Losing Trade ($285.11)
Largest Winning Trade $2,157.50    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 1.09%    Largest Loser as % of Gross Loss 0.54%
Net Profit as % of Largest Loss 3939.20%
Slct. Net Profit as % of Largest Loss 1732.95%    Adj. Net Profit as % of Largest Loss 2234.75%
Max. Consecutive Winning Trades 15    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 242.82    Avg. Bars in Losing Trades 168.57
Avg. Bars in Total Trades 206.24
Max. Shares/Contracts Held 1    Account Size Required $5,137.50
Total Commission $35,010.00    Total Slippage $0.00
Return on Initial Capital 206.34%    Annual Rate of Return 6.25%
Buy and Hold Return 78.00%    Return on Account 674.74%
Avg. Monthly Return $175.08    Std. Deviation of Monthly Return $996.39
Return Retracement Ratio 0.11    RINA Index 2412.33
Sharpe Ratio 0.13    K-Ratio n/a
Trading Period 17 Yrs, 10 Mths, 27 Dys, 4 Hrs, 35 Mins    Percent of Time in the Market 2.60%
Time in the Market 5 Mths, 17 Dys, 2 Hrs, 50 Mins    Longest Flat Period 71 Dys, 20 Hrs, 55 Mins
Max. Equity Run-up $41,542.50
Date of Max. E. Run-up 09/30/16 13:17    Max. E. Run-up as % of Initial Capital 247.28%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,855.00)    Value ($5,137.50)
Date 09/11/14 11:29    Date 09/11/14 10:30
as % of Initial Capital 34.85%    as % of Initial Capital 30.58%
Net Profit as % of Drawdown 592.06%    Net Profit as % of Drawdown 674.74%
Slct. Net Profit as % of Drawdown 260.46%    Slct. Net Profit as % of Drawdown 296.84%
Adj. Net Prof as % of Drawdown 335.88%    Adj. Net Profit as % of Drawdown 382.79%
Max. Trade Drawdown ($850.00)    
Long Trades
Total Net Profit $16,045.00    Profit Factor 1.22
Gross Profit $90,227.50    Gross Loss ($74,182.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $11,472.50    Select Profit Factor 1.15
Select Gross Profit $85,655.00    Select Gross Loss ($74,182.50)
Adjusted Total Net Profit $6,495.68    Adjusted Profit Factor 1.08
Adjusted Gross Profit $85,119.37    Adjusted Gross Loss ($78,623.69)
Total Number of Trades 591    Percent Profitable 52.79%
Winning Trades 312    Losing Trades 279
Even Trades 0
Avg. Trade Net Profit $27.15    Ratio Avg. Win:Avg. Loss 1.09
Avg. Winning Trade $289.19    Avg. Losing Trade ($265.89)
Largest Winning Trade $1,670.00    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 1.85%    Largest Loser as % of Gross Loss 1.19%
Max. Consecutive Winning Trades 13    Max. Consecutive Losing Trades 8
Avg. Bars in Winning Trades 240.28    Avg. Bars in Losing Trades 166.95
Avg. Bars in Total Trades 205.66
Max. Shares/Contracts Held 1    Account Size Required $5,355.00
Total Commission $17,730.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 1823.30%
Slct. Net Profit as % of Largest Loss 1303.69%    Adj. Net Profit as % of Largest Loss 738.15%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,872.50)    Value ($5,355.00)
as % of Initial Capital 34.96%    as % of Initial Capital 31.88%
Net Profit as % of Drawdown 273.22%    Net Profit as % of Drawdown 299.63%
Slct. Net Profit as % of Drawdown 195.36%    Slct. Net Profit as % of Drawdown 214.24%
Adj. Net Prof as % of Drawdown 110.61%    Adj. Net Profit as % of Drawdown 214.24%
Max. Trade Drawdown ($850.00)  
Short Trades
Total Net Profit $18,620.00    Profit Factor 1.21
Gross Profit $108,375.00    Gross Loss ($89,755.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $3,777.50    Select Profit Factor 1.04
Select Gross Profit $93,532.50    Select Gross Loss ($89,755.00)
Adjusted Total Net Profit $6,926.45    Adjusted Profit Factor 1.07
Adjusted Gross Profit $101,898.35    Adjusted Gross Loss ($94,971.90)
     
Total Number of Trades 576    Percent Profitable 48.61%
Winning Trades 280    Losing Trades 296
Even Trades 0
Avg. Trade Net Proft $32.33    Ratio Avg. Win:Avg. Loss 1.28
Avg. Winning Trade $387.05    Avg. Losing Trade ($303.23)
Largest Winning Trade $2,157.50    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 1.99%    Largest Loser as % of Gross Loss 1.19%
Max. Consecutive Winning Trades 5    Max. Consecutive Losing Trades 13
Avg. Bars in Winning Trades 245.66    Avg. Bars in Losing Trades 170.10
Avg. Bars in Total Trades 206.83
Max. Shares/Contracts Held 1    Account Size Required $4,292.50
Total Slippage $0.00    Total Commission $17,280.00
Net Profit as % of Largest Loss 2115.91%
Slct. Net Profit as % of Largest Loss 429.26%    Adj. Net Profit as % of Largest Loss 787.10%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,920.00)    Value ($4,292.50)
as % of Initial Capital 29.29%    as % of Initial Capital 25.55%
Net Profit as % of Drawdown 378.46%    Net Profit as % of Drawdown 433.78%
Slct. Net Profit as % of Drawdown 76.78%    Slct. Net Profit as % of Drawdown 88.00%
Adj. Net Prof as % of Drawdown 140.78%    Adj. Net Prof as % of Drawdown 161.36%
Max. Trade Drawdown ($850.00)  
Created by TradeStation: 12/1/2017 12:56:33 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Delphi II WFO Broker, @ES.D, 1 min., 1/3/2000 7:31:00 AM - 12/1/2017 12:57:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 1167 592 575
Avg. Trade Net Profit $29.70 $335.48 ($285.11)
1 Std. Deviation of Avg. Trade $423.91 $327.70 $242.39
Avg. Trade + 1 Std. Deviation $453.61 $663.18 ($42.72)
Avg. Trade - 1 Std. Deviation ($394.20) $7.78 ($527.50)
Coefficient of Variation 1427.09% 97.68% 85.02%
Time Averages
Avg. Time in Trades 3 Hrs, 29 Mins 4 Hrs, 6 Mins 2 Hrs, 52 Mins
Avg. Time Between Trades 6 Dys, 5 Hrs, 45 Mins 10 Dys, 16 Hrs, 52 Mins 11 Dys, 2 Hrs, 8 Mins
Avg. Time Between Trade Profit Peaks 1051 Dys, 16 Hrs
Outliers Total Positive Negative
Number of Outliers 12 12 0
Outlier Profit/Loss $19,415.00 $19,415.00 $0.00
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $2,500.00 ($850.00)
Max. Value Date 4/4/2000 4/4/2000
Avg. Value $333.10 ($243.11)
1 Std. Deviation $335.24 $205.07
Avg. + 1 Std. Deviation $668.34 ($38.05)
Avg. - 1 Std. Deviation ($2.15) ($448.18)
Coefficient of Variation 100.64% 84.35%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 2.89% 53.07% 49.82%
1 Std. Deviation 57.67% 30.89% 34.28%
Avg. + 1 Std. Deviation 60.56% 83.96% 84.09%
Avg. - 1 Std. Deviation (54.78%) 22.18% 15.54%
Coefficient of Variation 1995.92% 58.21% 68.80%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $2,157.50 ($880.00)
Largest Profit/Loss as % of Gross 1.09% 0.54%
Largest Consec. Profit/Loss $6,825.00 ($2,807.50)
Largest Consec. Profit/Loss as % of Gross 3.44% 1.71%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 134 $347.24 ($284.04)
2 74 $309.02 ($252.13)
3 39 $317.44 ($299.23)
4 18 $327.47 ($430.00)
5 12 $366.88 ($303.96)
6 4 $405.42 ($367.50)
7 2 $322.68 ($473.75)
8 1 $316.88 ($180.00)
15 1 $455.00 ($155.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 136 ($290.75) $328.18
2 68 ($295.26) $366.32
3 50 ($291.00) $348.50
4 15 ($311.88) $517.50
5 10 ($224.75) $257.50
6 2 ($250.83) $45.00
7 2 ($223.75) $32.50
8 1 ($211.25) $7.50
9 1 ($311.94) $182.50

Created by TradeStation: 12/1/2017 12:56:33 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
Drawdown
Efficiency Total Eff. Comm. Slippage
 1  Sell Short  04/04/00 10:44  Delphi_Sell  $1,480.50  $0.00  1  ($880.00)  (1.15%)  $2,500.00  74.63%    $15.00  $0.00
   Buy to Cover  04/04/00 12:22  Stop Loss  $1,497.50    ($850.00)  ($880.00)    ($850.00)  0.00%  (25.37%)  $15.00  $0.00
 2  Buy  04/05/00 11:10  Delphi_Buy  $1,513.25  $0.00  1  ($517.50)  (0.64%)  $400.00  32.99%    $15.00  $0.00
   Sell  04/05/00 14:06  LX EoD  $1,503.50    ($487.50)  ($1,397.50)    ($812.50)  26.80%  (40.21%)  $15.00  $0.00
 3  Buy  04/11/00 09:52  Delphi_Buy  $1,519.50  $0.00  1  ($155.00)  (0.16%)  $462.50  43.02%    $15.00  $0.00
   Sell  04/11/00 14:06  LX EoD  $1,517.00    ($125.00)  ($1,552.50)    ($612.50)  45.35%  (11.63%)  $15.00  $0.00
 4  Buy  04/12/00 11:07  Delphi_Buy  $1,517.00  $0.00  1  ($880.00)  (1.12%)  $50.00  5.56%    $15.00  $0.00
   Sell  04/12/00 13:21  Stop Loss  $1,500.00    ($850.00)  ($2,432.50)    ($850.00)  0.00%  (94.44%)  $15.00  $0.00
 5  Sell Short  04/12/00 13:30  Delphi_Sell  $1,496.50  $0.00  1  $970.00  1.34%  $1,100.00  100.00%    $15.00  $0.00
   Buy to Cover  04/12/00 14:06  SX EoD  $1,476.50    $1,000.00  ($1,462.50)    $0.00  90.91%  90.91%  $15.00  $0.00
 6  Buy  04/25/00 11:29  Delphi_Buy  $1,469.25  $0.00  1  $945.00  1.33%  $987.50  97.53%    $15.00  $0.00
   Sell  04/25/00 14:06  LX EoD  $1,488.75    $975.00  ($517.50)    ($25.00)  98.77%  96.30%  $15.00  $0.00
 7  Sell Short  04/27/00 07:46  Delphi_Sell  $1,454.50  $0.00  1  ($880.00)  (1.17%)  $650.00  43.33%    $15.00  $0.00
   Buy to Cover  04/27/00 12:17  Stop Loss  $1,471.50    ($850.00)  ($1,397.50)    ($850.00)  0.00%  (56.67%)  $15.00  $0.00
 8  Buy  04/27/00 12:30  Delphi_Buy  $1,474.50  $0.00  1  ($330.00)  (0.41%)  $287.50  41.07%    $15.00  $0.00
   Sell  04/27/00 14:06  LX EoD  $1,468.50    ($300.00)  ($1,727.50)    ($412.50)  16.07%  (42.86%)  $15.00  $0.00
 9  Sell Short  04/28/00 13:14  Delphi_Sell  $1,458.75  $0.00  1  ($217.50)  (0.26%)  $50.00  10.81%    $15.00  $0.00
   Buy to Cover  04/28/00 14:06  SX EoD  $1,462.50    ($187.50)  ($1,945.00)    ($412.50)  48.65%  (40.54%)  $15.00  $0.00
 10  Buy  05/01/00 08:02  Delphi_Buy  $1,474.50  $0.00  1  $120.00  0.20%  $887.50  71.72%    $15.00  $0.00
   Sell  05/01/00 14:06  LX EoD  $1,477.50    $150.00  ($1,825.00)    ($350.00)  40.40%  12.12%  $15.00  $0.00
 11  Buy  05/02/00 10:35  Delphi_Buy  $1,475.75  $0.00  1  ($792.50)  (1.03%)  $87.50  10.29%    $15.00  $0.00
   Sell  05/02/00 12:45  Delphi_Sell  $1,460.50    ($762.50)  ($2,617.50)    ($762.50)  0.00%  (89.71%)  $15.00  $0.00
 12  Sell Short  05/02/00 12:45  Delphi_Sell  $1,460.50  $0.00  1  $445.00  0.65%  $500.00  64.52%    $15.00  $0.00
   Buy to Cover  05/02/00 14:06  SX EoD  $1,451.00    $475.00  ($2,172.50)    ($275.00)  96.77%  61.29%  $15.00  $0.00
 13  Buy  05/15/00 11:25  Delphi_Buy  $1,445.75  $0.00  1  $545.00  0.80%  $650.00  75.36%    $15.00  $0.00
   Sell  05/15/00 14:06  LX EoD  $1,457.25    $575.00  ($1,627.50)    ($212.50)  91.30%  66.67%  $15.00  $0.00
 14  Sell Short  05/19/00 07:31  Delphi_Sell  $1,428.50  $0.00  1  $757.50  1.10%  $1,100.00  80.73%    $15.00  $0.00
   Buy to Cover  05/19/00 14:06  SX EoD  $1,412.75    $787.50  ($870.00)    ($262.50)  77.06%  57.80%  $15.00  $0.00
 15  Buy  05/30/00 13:04  Delphi_Buy  $1,419.75  $0.00  1  $307.50  0.48%  $425.00  79.07%    $15.00  $0.00
   Sell  05/30/00 14:06  LX EoD  $1,426.50    $337.50  ($562.50)    ($112.50)  83.72%  62.79%  $15.00  $0.00
 16  Buy  06/13/00 09:07  Delphi_Buy  $1,456.75  $0.00  1  $657.50  0.94%  $875.00  66.04%    $15.00  $0.00
   Sell  06/13/00 14:06  LX EoD  $1,470.50    $687.50  $95.00    ($450.00)  85.85%  51.89%  $15.00  $0.00
 17  Sell Short  06/22/00 09:17  Delphi_Sell  $1,455.00  $0.00  1  $57.50  0.12%  $412.50  45.83%    $15.00  $0.00
   Buy to Cover  06/22/00 14:06  SX EoD  $1,453.25    $87.50  $152.50    ($487.50)  63.89%  9.72%  $15.00  $0.00
 18  Sell Short  06/27/00 10:59  Delphi_Sell  $1,454.00  $0.00  1  $207.50  0.33%  $275.00  62.86%    $15.00  $0.00
   Buy to Cover  06/27/00 14:06  SX EoD  $1,449.25    $237.50  $360.00    ($162.50)  91.43%  54.29%  $15.00  $0.00
 19  Buy  06/28/00 12:31  Delphi_Buy  $1,463.00  $0.00  1  ($555.00)  (0.72%)  $87.50  14.29%    $15.00  $0.00
   Sell  06/28/00 13:51  Delphi_Sell  $1,452.50    ($525.00)  ($195.00)    ($525.00)  0.00%  (85.71%)  $15.00  $0.00
 20  Sell Short  06/28/00 13:51  Delphi_Sell  $1,452.50  $0.00  1  ($5.00)  0.03%  $212.50  85.00%    $15.00  $0.00
   Buy to Cover  06/28/00 14:06  SX EoD  $1,452.00    $25.00  ($200.00)    ($37.50)  25.00%  10.00%  $15.00  $0.00
 21  Buy  07/03/00 10:12  Delphi_Buy  $1,458.75  $0.00  1  $470.00  0.69%  $512.50  97.62%    $15.00  $0.00
   Sell  07/03/00 14:15  End of Day Exit  $1,468.75    $500.00  $270.00    ($12.50)  97.62%  95.24%  $15.00  $0.00
 22  Sell Short  07/05/00 12:18  Delphi_Sell  $1,450.00  $0.00  1  $357.50  0.53%  $662.50  82.81%    $15.00  $0.00
   Buy to Cover  07/05/00 14:06  SX EoD  $1,442.25    $387.50  $627.50    ($137.50)  65.63%  48.44%  $15.00  $0.00
 23  Buy  07/07/00 07:46  Delphi_Buy  $1,461.25  $0.00  1  $595.00  0.86%  $962.50  97.47%    $15.00  $0.00
   Sell  07/07/00 14:06  LX EoD  $1,473.75    $625.00  $1,222.50    ($25.00)  65.82%  63.29%  $15.00  $0.00
 24  Buy  07/19/00 12:00  Delphi_Buy  $1,480.25  $0.00  1  ($267.50)  (0.32%)  $75.00  14.63%    $15.00  $0.00
   Sell  07/19/00 14:06  LX EoD  $1,475.50    ($237.50)  $955.00    ($437.50)  39.02%  (46.34%)  $15.00  $0.00
 25  Buy  07/20/00 07:43  Delphi_Buy  $1,481.00  $0.00  1  $170.00  0.27%  $700.00  80.00%    $15.00  $0.00
   Sell  07/20/00 11:27  LPL1Ex  $1,485.00    $200.00  $1,125.00    ($175.00)  42.86%  22.86%  $15.00  $0.00
 26  Sell Short  07/21/00 11:47  Delphi_Sell  $1,473.00  $0.00  1  $20.00  0.07%  $237.50  52.78%    $15.00  $0.00
   Buy to Cover  07/21/00 14:06  SX EoD  $1,472.00    $50.00  $1,145.00    ($212.50)  58.33%  11.11%  $15.00  $0.00
 27  Sell Short  08/04/00 13:03  Delphi_Sell  $1,443.50  $0.00  1  ($367.50)  (0.47%)  $87.50  17.50%    $15.00  $0.00
   Buy to Cover  08/04/00 14:06  SX EoD  $1,450.25    ($337.50)  $777.50    ($412.50)  15.00%  (67.50%)  $15.00  $0.00
 28  Buy  08/07/00 08:10  Delphi_Buy  $1,454.25  $0.00  1  $557.50  0.81%  $725.00  90.63%    $15.00  $0.00
   Sell  08/07/00 14:06  LX EoD  $1,466.00    $587.50  $1,335.00    ($75.00)  82.81%  73.44%  $15.00  $0.00
 29  Sell Short  08/10/00 12:02  Delphi_Sell  $1,450.75  $0.00  1  $57.50  0.12%  $212.50  77.27%    $15.00  $0.00
   Buy to Cover  08/10/00 14:06  SX EoD  $1,449.00    $87.50  $1,392.50    ($62.50)  54.55%  31.82%  $15.00  $0.00
 30  Buy  08/11/00 11:25  Delphi_Buy  $1,459.50  $0.00  1  ($180.00)  (0.21%)  $175.00  43.75%    $15.00  $0.00
   Sell  08/11/00 14:06  LX EoD  $1,456.50    ($150.00)  $1,212.50    ($225.00)  18.75%  (37.50%)  $15.00  $0.00
 31  Buy  08/30/00 11:30  Delphi_Buy  $1,486.25  $0.00  1  ($192.50)  (0.22%)  $87.50  26.92%    $15.00  $0.00
   Sell  08/30/00 14:06  LX EoD  $1,483.00    ($162.50)  $1,020.00    ($237.50)  23.08%  (50.00%)  $15.00  $0.00
 32  Buy  08/31/00 07:46  Delphi_Buy  $1,489.50  $0.00  1  $545.00  0.77%  $912.50  96.05%    $15.00  $0.00
   Sell  08/31/00 14:06  LX EoD  $1,501.00    $575.00  $1,565.00    ($37.50)  64.47%  60.53%  $15.00  $0.00
 33  Buy  09/06/00 07:36  Delphi_Buy  $1,491.50  $0.00  1  ($505.00)  (0.64%)  $87.50  15.56%    $15.00  $0.00
   Sell  09/06/00 09:10  Delphi_Sell  $1,482.00    ($475.00)  $1,060.00    ($475.00)  0.00%  (84.44%)  $15.00  $0.00
 34  Sell Short  09/06/00 09:10  Delphi_Sell  $1,482.00  $0.00  1  $482.50  0.69%  $537.50  62.32%    $15.00  $0.00
   Buy to Cover  09/06/00 14:06  SX EoD  $1,471.75    $512.50  $1,542.50    ($325.00)  97.10%  59.42%  $15.00  $0.00
 35  Buy  09/11/00 07:46  Delphi_Buy  $1,492.50  $0.00  1  $120.00  0.20%  $862.50  89.61%    $15.00  $0.00
   Sell  09/11/00 12:35  LPL1Ex  $1,495.50    $150.00  $1,662.50    ($100.00)  25.97%  15.58%  $15.00  $0.00
 36  Sell Short  09/12/00 07:46  Delphi_Sell  $1,468.25  $0.00  1  $470.00  0.68%  $575.00  63.89%    $15.00  $0.00
   Buy to Cover  09/12/00 14:06  SX EoD  $1,458.25    $500.00  $2,132.50    ($325.00)  91.67%  55.56%  $15.00  $0.00
 37  Buy  10/20/00 10:27  Delphi_Buy  $1,366.75  $0.00  1  ($192.50)  (0.24%)  $462.50  63.79%    $15.00  $0.00
   Sell  10/20/00 14:06  LX EoD  $1,363.50    ($162.50)  $1,940.00    ($262.50)  13.79%  (22.41%)  $15.00  $0.00
 38  Sell Short  10/23/00 13:02  Delphi_Sell  $1,354.00  $0.00  1  ($680.00)  (0.96%)  $12.50  1.89%    $15.00  $0.00
   Buy to Cover  10/23/00 14:03  Delphi_Buy  $1,367.00    ($650.00)  $1,260.00    ($650.00)  0.00%  (98.11%)  $15.00  $0.00
 39  Buy  10/23/00 14:03  Delphi_Buy  $1,367.00  $0.00  1  ($67.50)  (0.05%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/23/00 14:06  LX EoD  $1,366.25    ($37.50)  $1,192.50    ($75.00)  50.00%  (50.00%)  $15.00  $0.00
 40  Sell Short  10/24/00 12:47  Delphi_Sell  $1,356.75  $0.00  1  ($517.50)  (0.72%)  $187.50  26.79%    $15.00  $0.00
   Buy to Cover  10/24/00 14:06  SX EoD  $1,366.50    ($487.50)  $675.00    ($512.50)  3.57%  (69.64%)  $15.00  $0.00
 41  Sell Short  10/25/00 07:31  Delphi_Sell  $1,346.50  $0.00  1  $857.50  1.32%  $975.00  63.93%    $15.00  $0.00
   Buy to Cover  10/25/00 14:06  SX EoD  $1,328.75    $887.50  $1,532.50    ($550.00)  94.26%  58.20%  $15.00  $0.00
 42  Sell Short  10/30/00 10:05  Delphi_Sell  $1,344.75  $0.00  1  ($855.00)  (1.23%)  $62.50  7.04%    $15.00  $0.00
   Buy to Cover  10/30/00 12:29  Delphi_Buy  $1,361.25    ($825.00)  $677.50    ($825.00)  0.00%  (92.96%)  $15.00  $0.00
 43  Buy  10/30/00 12:29  Delphi_Buy  $1,361.25  $0.00  1  $195.00  0.33%  $612.50  85.96%    $15.00  $0.00
   Sell  10/30/00 14:06  LX EoD  $1,365.75    $225.00  $872.50    ($100.00)  45.61%  31.58%  $15.00  $0.00
 44  Sell Short  11/15/00 12:13  Delphi_Sell  $1,350.25  $0.00  1  ($67.50)  (0.06%)  $737.50  83.10%    $15.00  $0.00
   Buy to Cover  11/15/00 14:06  SX EoD  $1,351.00    ($37.50)  $805.00    ($150.00)  12.68%  (4.23%)  $15.00  $0.00
 45  Buy  12/05/00 09:16  Delphi_Buy  $1,322.00  $0.00  1  $370.00  0.61%  $612.50  68.06%    $15.00  $0.00
   Sell  12/05/00 14:06  LX EoD  $1,330.00    $400.00  $1,175.00    ($287.50)  76.39%  44.44%  $15.00  $0.00
 46  Sell Short  12/06/00 12:41  Delphi_Sell  $1,305.50  $0.00  1  ($217.50)  (0.29%)  $200.00  38.10%    $15.00  $0.00
   Buy to Cover  12/06/00 14:06  SX EoD  $1,309.25    ($187.50)  $957.50    ($325.00)  26.19%  (35.71%)  $15.00  $0.00
 47  Buy  12/08/00 07:46  Delphi_Buy  $1,335.75  $0.00  1  $282.50  0.47%  $1,237.50  85.34%    $15.00  $0.00
   Sell  12/08/00 12:47  LPL1Ex  $1,342.00    $312.50  $1,240.00    ($212.50)  36.21%  21.55%  $15.00  $0.00
 48  Buy  12/11/00 07:46  Delphi_Buy  $1,338.25  $0.00  1  $582.50  0.92%  $1,150.00  96.84%    $15.00  $0.00
   Sell  12/11/00 14:06  LX EoD  $1,350.50    $612.50  $1,822.50    ($37.50)  54.74%  51.58%  $15.00  $0.00
 49  Sell Short  12/14/00 08:33  Delphi_Sell  $1,316.00  $0.00  1  $407.50  0.66%  $487.50  52.00%    $15.00  $0.00
   Buy to Cover  12/14/00 14:06  SX EoD  $1,307.25    $437.50  $2,230.00    ($450.00)  94.67%  46.67%  $15.00  $0.00
 50  Sell Short  12/19/00 12:17  Delphi_Sell  $1,307.50  $0.00  1  $157.50  0.29%  $625.00  100.00%    $15.00  $0.00
   Buy to Cover  12/19/00 12:23  SPL1Ex  $1,303.75    $187.50  $2,387.50    $0.00  30.00%  30.00%  $15.00  $0.00
 51  Sell Short  12/19/00 12:24  Delphi_Sell  $1,303.75  $0.00  1  $1,632.50  2.55%  $1,687.50  85.44%    $15.00  $0.00
   Buy to Cover  12/19/00 14:06  SX EoD  $1,270.50    $1,662.50  $4,020.00    ($287.50)  98.73%  84.18%  $15.00  $0.00
 52  Sell Short  12/27/00 08:04  Delphi_Sell  $1,279.00  $0.00  1  ($667.50)  (1.00%)  $125.00  16.39%    $15.00  $0.00
   Buy to Cover  12/27/00 09:08  Delphi_Buy  $1,291.75    ($637.50)  $3,352.50    ($637.50)  0.00%  (83.61%)  $15.00  $0.00
 53  Buy  12/27/00 09:08  Delphi_Buy  $1,291.75  $0.00  1  $282.50  0.48%  $362.50  72.50%    $15.00  $0.00
   Sell  12/27/00 14:06  LX EoD  $1,298.00    $312.50  $3,635.00    ($137.50)  90.00%  62.50%  $15.00  $0.00
 54  Sell Short  12/29/00 14:01  Delphi_Sell  $1,281.00  $0.00  1  $220.00  0.39%  $300.00  100.00%    $15.00  $0.00
   Buy to Cover  12/29/00 14:06  SX EoD  $1,276.00    $250.00  $3,855.00    $0.00  83.33%  83.33%  $15.00  $0.00
 55  Buy  01/03/01 11:31  Delphi_Buy  $1,295.75  $0.00  1  $720.00  1.16%  $1,025.00  71.93%    $15.00  $0.00
   Sell  01/03/01 14:06  LX EoD  $1,310.75    $750.00  $4,575.00    ($400.00)  80.70%  52.63%  $15.00  $0.00
 56  Sell Short  01/05/01 07:54  Delphi_Sell  $1,274.75  $0.00  1  $795.00  1.29%  $1,037.50  61.48%    $15.00  $0.00
   Buy to Cover  01/05/01 14:06  SX EoD  $1,258.25    $825.00  $5,370.00    ($650.00)  87.41%  48.89%  $15.00  $0.00
 57  Buy  01/11/01 10:10  Delphi_Buy  $1,284.50  $0.00  1  ($92.50)  (0.10%)  $400.00  56.14%    $15.00  $0.00
   Sell  01/11/01 14:06  LX EoD  $1,283.25    ($62.50)  $5,277.50    ($312.50)  35.09%  (8.77%)  $15.00  $0.00
 58  Buy  01/12/01 08:42  Delphi_Buy  $1,285.75  $0.00  1  ($305.00)  (0.43%)  $400.00  35.16%    $15.00  $0.00
   Sell  01/12/01 14:06  LX EoD  $1,280.25    ($275.00)  $4,972.50    ($737.50)  40.66%  (24.18%)  $15.00  $0.00
 59  Buy  01/16/01 11:56  Delphi_Buy  $1,282.25  $0.00  1  ($55.00)  (0.04%)  $312.50  53.19%    $15.00  $0.00
   Sell  01/16/01 14:06  LX EoD  $1,281.75    ($25.00)  $4,917.50    ($275.00)  42.55%  (4.26%)  $15.00  $0.00
 60  Sell Short  02/02/01 13:28  Delphi_Sell  $1,304.00  $0.00  1  $32.50  0.10%  $112.50  42.86%    $15.00  $0.00
   Buy to Cover  02/02/01 14:06  SX EoD  $1,302.75    $62.50  $4,950.00    ($150.00)  80.95%  23.81%  $15.00  $0.00
 61  Buy  02/06/01 09:08  Delphi_Buy  $1,314.50  $0.00  1  ($442.50)  (0.63%)  $250.00  37.74%    $15.00  $0.00
   Sell  02/06/01 13:34  Delphi_Sell  $1,306.25    ($412.50)  $4,507.50    ($412.50)  0.00%  (62.26%)  $15.00  $0.00
 62  Sell Short  02/06/01 13:34  Delphi_Sell  $1,306.25  $0.00  1  ($42.50)  (0.02%)  $50.00  33.33%    $15.00  $0.00
   Buy to Cover  02/06/01 14:06  SX EoD  $1,306.50    ($12.50)  $4,465.00    ($100.00)  58.33%  (8.33%)  $15.00  $0.00
 63  Buy  03/27/01 13:40  Delphi_Buy  $1,125.25  $0.00  1  ($55.00)  (0.04%)  $187.50  62.50%    $15.00  $0.00
   Sell  03/27/01 14:06  LX EoD  $1,124.75    ($25.00)  $4,410.00    ($112.50)  29.17%  (8.33%)  $15.00  $0.00
 64  Sell Short  03/28/01 07:46  Delphi_Sell  $1,109.00  $0.00  1  $720.00  1.35%  $950.00  96.20%    $15.00  $0.00
   Buy to Cover  03/28/01 14:06  SX EoD  $1,094.00    $750.00  $5,130.00    ($37.50)  79.75%  75.95%  $15.00  $0.00
 65  Buy  04/10/01 07:51  Delphi_Buy  $1,097.25  $0.00  1  $570.00  1.09%  $987.50  100.00%    $15.00  $0.00
   Sell  04/10/01 14:06  LX EoD  $1,109.25    $600.00  $5,700.00    $0.00  60.76%  60.76%  $15.00  $0.00
 66  Sell Short  05/11/01 13:28  Delphi_Sell  $1,178.00  $0.00  1  ($330.00)  (0.51%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  05/11/01 14:06  SX EoD  $1,184.00    ($300.00)  $5,370.00    ($350.00)  14.29%  (85.71%)  $15.00  $0.00
 67  Sell Short  05/14/01 12:28  Delphi_Sell  $1,179.25  $0.00  1  ($330.00)  (0.51%)  $25.00  7.69%    $15.00  $0.00
   Buy to Cover  05/14/01 13:35  Delphi_Buy  $1,185.25    ($300.00)  $5,040.00    ($300.00)  0.00%  (92.31%)  $15.00  $0.00
 68  Buy  05/14/01 13:35  Delphi_Buy  $1,185.25  $0.00  1  ($5.00)  0.04%  $150.00  80.00%    $15.00  $0.00
   Sell  05/14/01 14:06  LX EoD  $1,185.75    $25.00  $5,035.00    ($37.50)  33.33%  13.33%  $15.00  $0.00
 69  Sell Short  05/29/01 08:10  Delphi_Sell  $1,207.50  $0.00  1  $107.50  0.23%  $325.00  66.67%    $15.00  $0.00
   Buy to Cover  05/29/01 14:06  SX EoD  $1,204.75    $137.50  $5,142.50    ($162.50)  61.54%  28.21%  $15.00  $0.00
 70  Buy  06/05/01 07:52  Delphi_Buy  $1,208.75  $0.00  1  $520.00  0.91%  $712.50  81.43%    $15.00  $0.00
   Sell  06/05/01 14:06  LX EoD  $1,219.75    $550.00  $5,662.50    ($162.50)  81.43%  62.86%  $15.00  $0.00
 71  Buy  06/06/01 11:02  Delphi_Buy  $1,210.50  $0.00  1  ($242.50)  (0.35%)  $112.50  25.71%    $15.00  $0.00
   Sell  06/06/01 14:06  LX EoD  $1,206.25    ($212.50)  $5,420.00    ($325.00)  25.71%  (48.57%)  $15.00  $0.00
 72  Buy  06/07/01 07:45  Delphi_Buy  $1,210.75  $0.00  1  ($530.00)  (0.83%)  $37.50  6.98%    $15.00  $0.00
   Sell  06/07/01 09:18  Delphi_Sell  $1,200.75    ($500.00)  $4,890.00    ($500.00)  0.00%  (93.02%)  $15.00  $0.00
 73  Sell Short  06/07/01 09:18  Delphi_Sell  $1,200.75  $0.00  1  ($505.00)  (0.79%)  $25.00  5.00%    $15.00  $0.00
   Buy to Cover  06/07/01 11:12  Delphi_Buy  $1,210.25    ($475.00)  $4,385.00    ($475.00)  0.00%  (95.00%)  $15.00  $0.00
 74  Buy  06/07/01 11:12  Delphi_Buy  $1,210.25  $0.00  1  $545.00  0.95%  $700.00  82.35%    $15.00  $0.00
   Sell  06/07/01 14:06  LX EoD  $1,221.75    $575.00  $4,930.00    ($150.00)  85.29%  67.65%  $15.00  $0.00
 75  Sell Short  06/08/01 08:16  Delphi_Sell  $1,198.25  $0.00  1  ($167.50)  (0.23%)  $362.50  63.04%    $15.00  $0.00
   Buy to Cover  06/08/01 14:06  SX EoD  $1,201.00    ($137.50)  $4,762.50    ($212.50)  13.04%  (23.91%)  $15.00  $0.00
 76  Sell Short  06/28/01 13:28  Delphi_Sell  $1,160.25  $0.00  1  $120.00  0.26%  $212.50  85.00%    $15.00  $0.00
   Buy to Cover  06/28/01 14:06  SX EoD  $1,157.25    $150.00  $4,882.50    ($37.50)  75.00%  60.00%  $15.00  $0.00
 77  Buy  06/29/01 11:46  Delphi_Buy  $1,170.00  $0.00  1  ($505.00)  (0.81%)  $0.00  0.00%    $15.00  $0.00
   Sell  06/29/01 13:53  Delphi_Sell  $1,160.50    ($475.00)  $4,377.50    ($475.00)  0.00%  (100.00%)  $15.00  $0.00
 78  Sell Short  06/29/01 13:53  Delphi_Sell  $1,160.50  $0.00  1  ($167.50)  (0.24%)  $50.00  22.22%    $15.00  $0.00
   Buy to Cover  06/29/01 14:06  SX EoD  $1,163.25    ($137.50)  $4,210.00    ($175.00)  16.67%  (61.11%)  $15.00  $0.00
 79  Buy  07/02/01 09:51  Delphi_Buy  $1,171.50  $0.00  1  ($130.00)  (0.17%)  $62.50  16.67%    $15.00  $0.00
   Sell  07/02/01 14:06  LX EoD  $1,169.50    ($100.00)  $4,080.00    ($312.50)  56.67%  (26.67%)  $15.00  $0.00
 80  Sell Short  07/03/01 07:50  Delphi_Sell  $1,160.75  $0.00  1  ($492.50)  (0.80%)  $25.00  4.35%    $15.00  $0.00
   Buy to Cover  07/03/01 11:16  Delphi_Buy  $1,170.00    ($462.50)  $3,587.50    ($550.00)  15.22%  (80.43%)  $15.00  $0.00
 81  Buy  07/03/01 11:16  Delphi_Buy  $1,170.00  $0.00  1  ($42.50)  (0.02%)  $0.00  0.00%    $15.00  $0.00
   Sell  07/03/01 14:15  End of Day Exit  $1,169.75    ($12.50)  $3,545.00    ($12.50)  0.00%  (100.00%)  $15.00  $0.00
 82  Sell Short  07/05/01 07:46  Delphi_Sell  $1,160.75  $0.00  1  $645.00  1.16%  $675.00  73.97%    $15.00  $0.00
   Buy to Cover  07/05/01 14:06  SX EoD  $1,147.25    $675.00  $4,190.00    ($237.50)  100.00%  73.97%  $15.00  $0.00
 83  Buy  07/13/01 10:33  Delphi_Buy  $1,146.75  $0.00  1  ($5.00)  0.04%  $175.00  43.75%    $15.00  $0.00
   Sell  07/13/01 14:06  LX EoD  $1,147.25    $25.00  $4,185.00    ($225.00)  62.50%  6.25%  $15.00  $0.00
 84  Sell Short  07/16/01 11:05  Delphi_Sell  $1,137.25  $0.00  1  $145.00  0.31%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  07/16/01 14:06  SX EoD  $1,133.75    $175.00  $4,330.00    ($12.50)  51.72%  48.28%  $15.00  $0.00
 85  Buy  07/17/01 12:49  Delphi_Buy  $1,145.75  $0.00  1  ($92.50)  (0.11%)  $37.50  18.75%    $15.00  $0.00
   Sell  07/17/01 14:06  LX EoD  $1,144.50    ($62.50)  $4,237.50    ($162.50)  50.00%  (31.25%)  $15.00  $0.00
 86  Sell Short  07/18/01 07:46  Delphi_Sell  $1,134.50  $0.00  1  ($180.00)  (0.26%)  $375.00  47.62%    $15.00  $0.00
   Buy to Cover  07/18/01 14:06  SX EoD  $1,137.50    ($150.00)  $4,057.50    ($412.50)  33.33%  (19.05%)  $15.00  $0.00
 87  Buy  07/19/01 07:46  Delphi_Buy  $1,149.25  $0.00  1  ($667.50)  (1.11%)  $337.50  34.62%    $15.00  $0.00
   Sell  07/19/01 13:12  Delphi_Sell  $1,136.50    ($637.50)  $3,390.00    ($637.50)  0.00%  (65.38%)  $15.00  $0.00
 88  Sell Short  07/19/01 13:12  Delphi_Sell  $1,136.50  $0.00  1  ($480.00)  (0.79%)  $87.50  15.56%    $15.00  $0.00
   Buy to Cover  07/19/01 14:06  SX EoD  $1,145.50    ($450.00)  $2,910.00    ($475.00)  4.44%  (80.00%)  $15.00  $0.00
 89  Sell Short  07/20/01 11:25  Delphi_Sell  $1,137.25  $0.00  1  ($205.00)  (0.31%)  $12.50  4.17%    $15.00  $0.00
   Buy to Cover  07/20/01 14:06  SX EoD  $1,140.75    ($175.00)  $2,705.00    ($287.50)  37.50%  (58.33%)  $15.00  $0.00
 90  Sell Short  07/23/01 08:31  Delphi_Sell  $1,136.25  $0.00  1  $832.50  1.52%  $937.50  97.40%    $15.00  $0.00
   Buy to Cover  07/23/01 14:06  SX EoD  $1,119.00    $862.50  $3,537.50    ($25.00)  92.21%  89.61%  $15.00  $0.00
 91  Sell Short  07/27/01 08:50  Delphi_Sell  $1,125.00  $0.00  1  ($642.50)  (1.09%)  $25.00  3.92%    $15.00  $0.00
   Buy to Cover  07/27/01 11:07  Delphi_Buy  $1,137.25    ($612.50)  $2,895.00    ($612.50)  0.00%  (96.08%)  $15.00  $0.00
 92  Buy  07/27/01 11:07  Delphi_Buy  $1,137.25  $0.00  1  ($142.50)  (0.20%)  $75.00  22.22%    $15.00  $0.00
   Sell  07/27/01 14:06  LX EoD  $1,135.00    ($112.50)  $2,752.50    ($262.50)  44.44%  (33.33%)  $15.00  $0.00
 93  Buy  07/30/01 11:25  Delphi_Buy  $1,136.00  $0.00  1  ($155.00)  (0.22%)  $25.00  7.14%    $15.00  $0.00
   Sell  07/30/01 14:06  LX EoD  $1,133.50    ($125.00)  $2,597.50    ($325.00)  57.14%  (35.71%)  $15.00  $0.00
 94  Buy  08/03/01 13:22  Delphi_Buy  $1,141.75  $0.00  1  $20.00  0.09%  $125.00  76.92%    $15.00  $0.00
   Sell  08/03/01 14:06  LX EoD  $1,142.75    $50.00  $2,617.50    ($37.50)  53.85%  30.77%  $15.00  $0.00
 95  Sell Short  08/06/01 08:46  Delphi_Sell  $1,132.50  $0.00  1  $170.00  0.35%  $362.50  74.36%    $15.00  $0.00
   Buy to Cover  08/06/01 14:06  SX EoD  $1,128.50    $200.00  $2,787.50    ($125.00)  66.67%  41.03%  $15.00  $0.00
 96  Buy  08/24/01 13:24  Delphi_Buy  $1,112.75  $0.00  1  ($55.00)  (0.04%)  $37.50  14.29%    $15.00  $0.00
   Sell  08/24/01 14:06  LX EoD  $1,112.25    ($25.00)  $2,732.50    ($225.00)  76.19%  (9.52%)  $15.00  $0.00
 97  Buy  08/27/01 11:52  Delphi_Buy  $1,111.75  $0.00  1  ($367.50)  (0.61%)  $100.00  21.62%    $15.00  $0.00
   Sell  08/27/01 14:06  LX EoD  $1,105.00    ($337.50)  $2,365.00    ($362.50)  5.41%  (72.97%)  $15.00  $0.00
 98  Sell Short  08/28/01 07:31  Delphi_Sell  $1,104.25  $0.00  1  $782.50  1.47%  $837.50  87.01%    $15.00  $0.00
   Buy to Cover  08/28/01 14:06  SX EoD  $1,088.00    $812.50  $3,147.50    ($125.00)  97.40%  84.42%  $15.00  $0.00
 99  Buy  10/02/01 14:04  Delphi_Buy  $976.50  $0.00  1  ($55.00)  (0.05%)  $12.50  25.00%    $15.00  $0.00
   Sell  10/02/01 14:06  LX EoD  $976.00    ($25.00)  $3,092.50    ($37.50)  25.00%  (50.00%)  $15.00  $0.00
 100  Buy  10/03/01 09:30  Delphi_Buy  $978.00  $0.00  1  $757.50  1.61%  $1,087.50  97.75%    $15.00  $0.00
   Sell  10/03/01 14:06  LX EoD  $993.75    $787.50  $3,850.00    ($25.00)  73.03%  70.79%  $15.00  $0.00
 101  Sell Short  10/18/01 11:22  Delphi_Sell  $988.50  $0.00  1  ($242.50)  (0.43%)  $87.50  20.59%    $15.00  $0.00
   Buy to Cover  10/18/01 14:06  SX EoD  $992.75    ($212.50)  $3,607.50    ($337.50)  29.41%  (50.00%)  $15.00  $0.00
 102  Buy  10/22/01 07:57  Delphi_Buy  $999.50  $0.00  1  $657.50  1.38%  $737.50  85.51%    $15.00  $0.00
   Sell  10/22/01 14:06  LX EoD  $1,013.25    $687.50  $4,265.00    ($125.00)  94.20%  79.71%  $15.00  $0.00
 103  Sell Short  10/25/01 08:01  Delphi_Sell  $992.00  $0.00  1  ($567.50)  (1.08%)  $262.50  32.81%    $15.00  $0.00
   Buy to Cover  10/25/01 12:03  Delphi_Buy  $1,002.75    ($537.50)  $3,697.50    ($537.50)  0.00%  (67.19%)  $15.00  $0.00
 104  Buy  10/25/01 12:03  Delphi_Buy  $1,002.75  $0.00  1  $1,032.50  2.12%  $1,075.00  95.56%    $15.00  $0.00
   Sell  10/25/01 14:06  LX EoD  $1,024.00    $1,062.50  $4,730.00    ($50.00)  98.89%  94.44%  $15.00  $0.00
 105  Sell Short  10/29/01 14:04  Delphi_Sell  $998.75  $0.00  1  $45.00  0.15%  $112.50  100.00%    $15.00  $0.00
   Buy to Cover  10/29/01 14:06  SX EoD  $997.25    $75.00  $4,775.00    $0.00  66.67%  66.67%  $15.00  $0.00
 106  Buy  11/01/01 12:17  Delphi_Buy  $1,004.75  $0.00  1  ($80.00)  (0.10%)  $200.00  41.03%    $15.00  $0.00
   Sell  11/01/01 14:06  LX EoD  $1,003.75    ($50.00)  $4,695.00    ($287.50)  48.72%  (10.26%)  $15.00  $0.00
 107  Sell Short  11/28/01 13:57  Delphi_Sell  $1,049.50  $0.00  1  ($30.00)  0.00%  $12.50  20.00%    $15.00  $0.00
   Buy to Cover  11/28/01 14:06  SX EoD  $1,049.50    $0.00  $4,665.00    ($50.00)  80.00%  0.00%  $15.00  $0.00
 108  Sell Short  11/29/01 11:26  Delphi_Sell  $1,050.00  $0.00  1  ($517.50)  (0.93%)  $25.00  4.88%    $15.00  $0.00
   Buy to Cover  11/29/01 13:33  Delphi_Buy  $1,059.75    ($487.50)  $4,147.50    ($487.50)  0.00%  (95.12%)  $15.00  $0.00
 109  Buy  11/29/01 13:33  Delphi_Buy  $1,059.75  $0.00  1  $132.50  0.31%  $187.50  75.00%    $15.00  $0.00
   Sell  11/29/01 14:06  LX EoD  $1,063.00    $162.50  $4,280.00    ($62.50)  90.00%  65.00%  $15.00  $0.00
 110  Sell Short  12/03/01 07:46  Delphi_Sell  $1,050.50  $0.00  1  $7.50  0.07%  $212.50  39.53%    $15.00  $0.00
   Buy to Cover  12/03/01 14:06  SX EoD  $1,049.75    $37.50  $4,287.50    ($325.00)  67.44%  6.98%  $15.00  $0.00
 111  Sell Short  12/04/01 08:38  Delphi_Sell  $1,050.50  $0.00  1  ($430.00)  (0.76%)  $50.00  11.11%    $15.00  $0.00
   Buy to Cover  12/04/01 12:35  Delphi_Buy  $1,058.50    ($400.00)  $3,857.50    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 112  Buy  12/04/01 12:35  Delphi_Buy  $1,058.50  $0.00  1  $445.00  0.90%  $475.00  97.44%    $15.00  $0.00
   Sell  12/04/01 14:06  LX EoD  $1,068.00    $475.00  $4,302.50    ($12.50)  100.00%  97.44%  $15.00  $0.00
 113  Sell Short  12/10/01 13:32  Delphi_Sell  $1,061.75  $0.00  1  $45.00  0.14%  $100.00  72.73%    $15.00  $0.00
   Buy to Cover  12/10/01 14:06  SX EoD  $1,060.25    $75.00  $4,347.50    ($37.50)  81.82%  54.55%  $15.00  $0.00
 114  Buy  12/11/01 12:15  Delphi_Buy  $1,067.75  $0.00  1  ($367.50)  (0.63%)  $250.00  42.55%    $15.00  $0.00
   Sell  12/11/01 13:17  Delphi_Sell  $1,061.00    ($337.50)  $3,980.00    ($337.50)  0.00%  (57.45%)  $15.00  $0.00
 115  Sell Short  12/11/01 13:17  Delphi_Sell  $1,061.00  $0.00  1  $170.00  0.38%  $325.00  61.90%    $15.00  $0.00
   Buy to Cover  12/11/01 14:06  SX EoD  $1,057.00    $200.00  $4,150.00    ($200.00)  76.19%  38.10%  $15.00  $0.00
 116  Buy  12/18/01 07:46  Delphi_Buy  $1,064.25  $0.00  1  $20.00  0.09%  $137.50  33.33%    $15.00  $0.00
   Sell  12/18/01 14:06  LX EoD  $1,065.25    $50.00  $4,170.00    ($275.00)  78.79%  12.12%  $15.00  $0.00
 117  Buy  12/19/01 08:57  Delphi_Buy  $1,065.25  $0.00  1  $257.50  0.54%  $450.00  97.30%    $15.00  $0.00
   Sell  12/19/01 14:06  LX EoD  $1,071.00    $287.50  $4,427.50    ($12.50)  64.86%  62.16%  $15.00  $0.00
 118  Sell Short  01/02/02 08:01  Delphi_Sell  $1,062.25  $0.00  1  ($492.50)  (0.87%)  $300.00  39.34%    $15.00  $0.00
   Buy to Cover  01/02/02 13:31  Delphi_Buy  $1,071.50    ($462.50)  $3,935.00    ($462.50)  0.00%  (60.66%)  $15.00  $0.00
 119  Buy  01/02/02 13:31  Delphi_Buy  $1,071.50  $0.00  1  $157.50  0.35%  $200.00  72.73%    $15.00  $0.00
   Sell  01/02/02 14:06  LX EoD  $1,075.25    $187.50  $4,092.50    ($75.00)  95.45%  68.18%  $15.00  $0.00
 120  Sell Short  01/09/02 14:04  Delphi_Sell  $1,072.75  $0.00  1  ($55.00)  (0.05%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  01/09/02 14:06  SX EoD  $1,073.25    ($25.00)  $4,037.50    ($37.50)  33.33%  (66.67%)  $15.00  $0.00
 121  Buy  01/10/02 12:58  Delphi_Buy  $1,081.00  $0.00  1  ($155.00)  (0.23%)  $12.50  4.00%    $15.00  $0.00
   Sell  01/10/02 14:06  LX EoD  $1,078.50    ($125.00)  $3,882.50    ($300.00)  56.00%  (40.00%)  $15.00  $0.00
 122  Sell Short  01/11/02 10:47  Delphi_Sell  $1,074.00  $0.00  1  $382.50  0.77%  $450.00  90.00%    $15.00  $0.00
   Buy to Cover  01/11/02 14:06  SX EoD  $1,065.75    $412.50  $4,265.00    ($50.00)  92.50%  82.50%  $15.00  $0.00
 123  Sell Short  02/01/02 09:11  Delphi_Sell  $1,042.25  $0.00  1  ($42.50)  (0.02%)  $200.00  66.67%    $15.00  $0.00
   Buy to Cover  02/01/02 14:06  SX EoD  $1,042.50    ($12.50)  $4,222.50    ($100.00)  29.17%  (4.17%)  $15.00  $0.00
 124  Buy  02/11/02 13:54  Delphi_Buy  $1,032.00  $0.00  1  ($42.50)  (0.02%)  $25.00  33.33%    $15.00  $0.00
   Sell  02/11/02 14:06  LX EoD  $1,031.75    ($12.50)  $4,180.00    ($50.00)  50.00%  (16.67%)  $15.00  $0.00
 125  Sell Short  02/12/02 07:46  Delphi_Sell  $1,024.25  $0.00  1  ($430.00)  (0.78%)  $100.00  20.00%    $15.00  $0.00
   Buy to Cover  02/12/02 12:47  Delphi_Buy  $1,032.25    ($400.00)  $3,750.00    ($400.00)  0.00%  (80.00%)  $15.00  $0.00
 126  Buy  02/12/02 12:47  Delphi_Buy  $1,032.25  $0.00  1  ($380.00)  (0.68%)  $37.50  9.68%    $15.00  $0.00
   Sell  02/12/02 13:38  Delphi_Sell  $1,025.25    ($350.00)  $3,370.00    ($350.00)  0.00%  (90.32%)  $15.00  $0.00
 127  Sell Short  02/12/02 13:38  Delphi_Sell  $1,025.25  $0.00  1  ($80.00)  (0.10%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  02/12/02 14:06  SX EoD  $1,026.25    ($50.00)  $3,290.00    ($175.00)  71.43%  (28.57%)  $15.00  $0.00
 128  Buy  02/13/02 07:54  Delphi_Buy  $1,033.00  $0.00  1  $257.50  0.56%  $412.50  100.00%    $15.00  $0.00
   Sell  02/13/02 14:06  LX EoD  $1,038.75    $287.50  $3,547.50    $0.00  69.70%  69.70%  $15.00  $0.00
 129  Sell Short  02/15/02 08:09  Delphi_Sell  $1,026.25  $0.00  1  $95.00  0.24%  $175.00  29.79%    $15.00  $0.00
   Buy to Cover  02/15/02 14:06  SX EoD  $1,023.75    $125.00  $3,642.50    ($412.50)  91.49%  21.28%  $15.00  $0.00
 130  Buy  02/25/02 11:46  Delphi_Buy  $1,023.50  $0.00  1  $345.00  0.73%  $487.50  82.98%    $15.00  $0.00
   Sell  02/25/02 14:06  LX EoD  $1,031.00    $375.00  $3,987.50    ($100.00)  80.85%  63.83%  $15.00  $0.00
 131  Buy  02/27/02 13:42  Delphi_Buy  $1,028.50  $0.00  1  $132.50  0.32%  $162.50  86.67%    $15.00  $0.00
   Sell  02/27/02 14:06  LX EoD  $1,031.75    $162.50  $4,120.00    ($25.00)  100.00%  86.67%  $15.00  $0.00
 132  Sell Short  03/21/02 08:04  Delphi_Sell  $1,065.25  $0.00  1  ($442.50)  (0.77%)  $350.00  45.90%    $15.00  $0.00
   Buy to Cover  03/21/02 13:36  Delphi_Buy  $1,073.50    ($412.50)  $3,677.50    ($412.50)  0.00%  (54.10%)  $15.00  $0.00
 133  Buy  03/21/02 13:36  Delphi_Buy  $1,073.50  $0.00  1  ($142.50)  (0.21%)  $100.00  44.44%    $15.00  $0.00
   Sell  03/21/02 14:06  LX EoD  $1,071.25    ($112.50)  $3,535.00    ($125.00)  5.56%  (50.00%)  $15.00  $0.00
 134  Sell Short  03/22/02 08:23  Delphi_Sell  $1,063.75  $0.00  1  ($517.50)  (0.92%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  03/22/02 10:22  Delphi_Buy  $1,073.50    ($487.50)  $3,017.50    ($487.50)  0.00%  (100.00%)  $15.00  $0.00
 135  Buy  03/22/02 10:22  Delphi_Buy  $1,073.50  $0.00  1  ($430.00)  (0.75%)  $125.00  23.81%    $15.00  $0.00
   Sell  03/22/02 13:08  Delphi_Sell  $1,065.50    ($400.00)  $2,587.50    ($400.00)  0.00%  (76.19%)  $15.00  $0.00
 136  Sell Short  03/22/02 13:08  Delphi_Sell  $1,065.50  $0.00  1  ($117.50)  (0.16%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  03/22/02 14:06  SX EoD  $1,067.25    ($87.50)  $2,470.00    ($187.50)  53.33%  (46.67%)  $15.00  $0.00
 137  Buy  03/28/02 08:01  Delphi_Buy  $1,071.25  $0.00  1  ($430.00)  (0.75%)  $125.00  23.81%    $15.00  $0.00
   Sell  03/28/02 14:06  LX EoD  $1,063.25    ($400.00)  $2,040.00    ($400.00)  0.00%  (76.19%)  $15.00  $0.00
 138  Buy  04/16/02 13:09  Delphi_Buy  $1,046.75  $0.00  1  ($30.00)  0.00%  $62.50  38.46%    $15.00  $0.00
   Sell  04/16/02 14:06  LX EoD  $1,046.75    $0.00  $2,010.00    ($100.00)  61.54%  0.00%  $15.00  $0.00
 139  Sell Short  04/17/02 13:17  Delphi_Sell  $1,040.75  $0.00  1  ($267.50)  (0.46%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  04/17/02 14:06  SX EoD  $1,045.50    ($237.50)  $1,742.50    ($250.00)  5.00%  (95.00%)  $15.00  $0.00
 140  Buy  04/18/02 07:45  Delphi_Buy  $1,047.50  $0.00  1  ($430.00)  (0.76%)  $100.00  18.60%    $15.00  $0.00
   Sell  04/18/02 08:31  Delphi_Sell  $1,039.50    ($400.00)  $1,312.50    ($437.50)  6.98%  (74.42%)  $15.00  $0.00
 141  Sell Short  04/18/02 08:31  Delphi_Sell  $1,039.50  $0.00  1  $182.50  0.41%  $700.00  83.58%    $15.00  $0.00
   Buy to Cover  04/18/02 10:23  SPL1Ex  $1,035.25    $212.50  $1,495.00    ($137.50)  41.79%  25.37%  $15.00  $0.00
 142  Sell Short  04/19/02 11:55  Delphi_Sell  $1,040.75  $0.00  1  ($142.50)  (0.22%)  $25.00  11.76%    $15.00  $0.00
   Buy to Cover  04/19/02 14:06  SX EoD  $1,043.00    ($112.50)  $1,352.50    ($187.50)  35.29%  (52.94%)  $15.00  $0.00
 143  Buy  05/08/02 13:35  Delphi_Buy  $1,006.25  $0.00  1  ($55.00)  (0.05%)  $37.50  37.50%    $15.00  $0.00
   Sell  05/08/02 14:06  LX EoD  $1,005.75    ($25.00)  $1,297.50    ($62.50)  37.50%  (25.00%)  $15.00  $0.00
 144  Sell Short  05/09/02 07:46  Delphi_Sell  $998.50  $0.00  1  $407.50  0.88%  $462.50  64.91%    $15.00  $0.00
   Buy to Cover  05/09/02 14:06  SX EoD  $989.75    $437.50  $1,705.00    ($250.00)  96.49%  61.40%  $15.00  $0.00
 145  Buy  05/14/02 07:46  Delphi_Buy  $1,008.25  $0.00  1  $332.50  0.72%  $375.00  60.00%    $15.00  $0.00
   Sell  05/14/02 14:06  LX EoD  $1,015.50    $362.50  $2,037.50    ($250.00)  98.00%  58.00%  $15.00  $0.00
 146  Sell Short  05/21/02 13:01  Delphi_Sell  $999.50  $0.00  1  $45.00  0.15%  $162.50  76.47%    $15.00  $0.00
   Buy to Cover  05/21/02 14:06  SX EoD  $998.00    $75.00  $2,082.50    ($50.00)  58.82%  35.29%  $15.00  $0.00
 147  Buy  05/23/02 07:35  Delphi_Buy  $1,006.25  $0.00  1  $420.00  0.89%  $462.50  51.39%    $15.00  $0.00
   Sell  05/23/02 14:06  LX EoD  $1,015.25    $450.00  $2,502.50    ($437.50)  98.61%  50.00%  $15.00  $0.00
 148  Sell Short  05/24/02 12:55  Delphi_Sell  $1,000.25  $0.00  1  ($5.00)  0.05%  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  05/24/02 14:06  SX EoD  $999.75    $25.00  $2,497.50    ($250.00)  91.67%  8.33%  $15.00  $0.00
 149  Sell Short  06/18/02 07:31  Delphi_Sell  $948.00  $0.00  1  ($505.00)  (1.00%)  $12.50  2.56%    $15.00  $0.00
   Buy to Cover  06/18/02 08:49  Delphi_Buy  $957.50    ($475.00)  $1,992.50    ($475.00)  0.00%  (97.44%)  $15.00  $0.00
 150  Buy  06/18/02 08:49  Delphi_Buy  $957.50  $0.00  1  $32.50  0.13%  $62.50  15.63%    $15.00  $0.00
   Sell  06/18/02 14:06  LX EoD  $958.75    $62.50  $2,025.00    ($337.50)  100.00%  15.63%  $15.00  $0.00
 151  Sell Short  06/19/02 07:46  Delphi_Sell  $945.50  $0.00  1  $507.50  1.14%  $575.00  54.12%    $15.00  $0.00
   Buy to Cover  06/19/02 14:06  SX EoD  $934.75    $537.50  $2,532.50    ($487.50)  96.47%  50.59%  $15.00  $0.00
 152  Buy  07/05/02 11:06  Delphi_Buy  $908.25  $0.00  1  ($92.50)  (0.14%)  $37.50  33.33%    $15.00  $0.00
   Sell  07/05/02 14:15  End of Day Exit  $907.00    ($62.50)  $2,440.00    ($75.00)  11.11%  (55.56%)  $15.00  $0.00
 153  Sell Short  07/08/02 08:48  Delphi_Sell  $896.25  $0.00  1  $95.00  0.28%  $350.00  58.33%    $15.00  $0.00
   Buy to Cover  07/08/02 14:06  SX EoD  $893.75    $125.00  $2,535.00    ($250.00)  62.50%  20.83%  $15.00  $0.00
 154  Buy  07/29/02 10:52  Delphi_Buy  $804.00  $0.00  1  $457.50  1.21%  $600.00  71.64%    $15.00  $0.00
   Sell  07/29/02 14:06  LX EoD  $813.75    $487.50  $2,992.50    ($237.50)  86.57%  58.21%  $15.00  $0.00
 155  Sell Short  08/02/02 08:46  Delphi_Sell  $790.25  $0.00  1  $545.00  1.46%  $1,087.50  94.57%    $15.00  $0.00
   Buy to Cover  08/02/02 14:06  SX EoD  $778.75    $575.00  $3,537.50    ($62.50)  55.43%  50.00%  $15.00  $0.00
 156  Buy  08/08/02 07:42  Delphi_Buy  $796.50  $0.00  1  $1,220.00  3.14%  $1,312.50  79.55%    $15.00  $0.00
   Sell  08/08/02 14:06  LX EoD  $821.50    $1,250.00  $4,757.50    ($337.50)  96.21%  75.76%  $15.00  $0.00
 157  Buy  08/14/02 11:46  Delphi_Buy  $806.50  $0.00  1  $1,382.50  3.50%  $1,537.50  100.00%    $15.00  $0.00
   Sell  08/14/02 14:06  LX EoD  $834.75    $1,412.50  $6,140.00    $0.00  91.87%  91.87%  $15.00  $0.00
 158  Sell Short  08/28/02 09:42  Delphi_Sell  $834.00  $0.00  1  $32.50  0.15%  $250.00  48.78%    $15.00  $0.00
   Buy to Cover  08/28/02 14:06  SX EoD  $832.75    $62.50  $6,172.50    ($262.50)  63.41%  12.20%  $15.00  $0.00
 159  Sell Short  08/29/02 11:48  Delphi_Sell  $832.75  $0.00  1  ($30.00)  0.00%  $225.00  41.86%    $15.00  $0.00
   Buy to Cover  08/29/02 14:06  SX EoD  $832.75    $0.00  $6,142.50    ($312.50)  58.14%  0.00%  $15.00  $0.00
 160  Buy  08/30/02 12:08  Delphi_Buy  $843.25  $0.00  1  ($467.50)  (1.04%)  $75.00  14.63%    $15.00  $0.00
   Sell  08/30/02 13:32  Delphi_Sell  $834.50    ($437.50)  $5,675.00    ($437.50)  0.00%  (85.37%)  $15.00  $0.00
 161  Sell Short  08/30/02 13:32  Delphi_Sell  $834.50  $0.00  1  $232.50  0.63%  $262.50  75.00%    $15.00  $0.00
   Buy to Cover  08/30/02 14:06  SX EoD  $829.25    $262.50  $5,907.50    ($87.50)  100.00%  75.00%  $15.00  $0.00
 162  Sell Short  09/10/02 12:08  Delphi_Sell  $817.50  $0.00  1  ($480.00)  (1.10%)  $75.00  14.29%    $15.00  $0.00
   Buy to Cover  09/10/02 14:01  Delphi_Buy  $826.50    ($450.00)  $5,427.50    ($450.00)  0.00%  (85.71%)  $15.00  $0.00
 163  Buy  09/10/02 14:01  Delphi_Buy  $826.50  $0.00  1  ($30.00)  0.00%  $25.00  28.57%    $15.00  $0.00
   Sell  09/10/02 14:06  LX EoD  $826.50    $0.00  $5,397.50    ($62.50)  71.43%  0.00%  $15.00  $0.00
 164  Sell Short  09/12/02 07:33  Delphi_Sell  $817.00  $0.00  1  $620.00  1.59%  $850.00  91.89%    $15.00  $0.00
   Buy to Cover  09/12/02 14:06  SX EoD  $804.00    $650.00  $6,017.50    ($75.00)  78.38%  70.27%  $15.00  $0.00
 165  Sell Short  10/02/02 07:46  Delphi_Sell  $759.50  $0.00  1  $707.50  1.94%  $1,025.00  70.09%    $15.00  $0.00
   Buy to Cover  10/02/02 14:06  SX EoD  $744.75    $737.50  $6,725.00    ($437.50)  80.34%  50.43%  $15.00  $0.00
 166  Buy  10/11/02 10:55  Delphi_Buy  $752.50  $0.00  1  $32.50  0.17%  $375.00  41.67%    $15.00  $0.00
   Sell  10/11/02 14:06  LX EoD  $753.75    $62.50  $6,757.50    ($525.00)  65.28%  6.94%  $15.00  $0.00
 167  Buy  10/29/02 11:54  Delphi_Buy  $791.25  $0.00  1  $245.00  0.70%  $575.00  61.33%    $15.00  $0.00
   Sell  10/29/02 14:06  LX EoD  $796.75    $275.00  $7,002.50    ($362.50)  68.00%  29.33%  $15.00  $0.00
 168  Sell Short  11/11/02 07:53  Delphi_Sell  $802.25  $0.00  1  $470.00  1.25%  $662.50  92.98%    $15.00  $0.00
   Buy to Cover  11/11/02 14:06  SX EoD  $792.25    $500.00  $7,472.50    ($50.00)  77.19%  70.18%  $15.00  $0.00
 169  Buy  11/12/02 12:32  Delphi_Buy  $810.00  $0.00  1  ($430.00)  (0.99%)  $25.00  5.88%    $15.00  $0.00
   Sell  11/12/02 13:09  Delphi_Sell  $802.00    ($400.00)  $7,042.50    ($400.00)  0.00%  (94.12%)  $15.00  $0.00
 170  Sell Short  11/12/02 13:09  Delphi_Sell  $802.00  $0.00  1  $70.00  0.25%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  11/12/02 14:06  SX EoD  $800.00    $100.00  $7,112.50    ($12.50)  31.03%  27.59%  $15.00  $0.00
 171  Sell Short  11/13/02 11:59  Delphi_Sell  $798.50  $0.00  1  ($55.00)  (0.06%)  $525.00  82.35%    $15.00  $0.00
   Buy to Cover  11/13/02 14:06  SX EoD  $799.00    ($25.00)  $7,057.50    ($112.50)  13.73%  (3.92%)  $15.00  $0.00
 172  Buy  11/14/02 07:46  Delphi_Buy  $811.75  $0.00  1  $332.50  0.89%  $500.00  75.47%    $15.00  $0.00
   Sell  11/14/02 14:06  LX EoD  $819.00    $362.50  $7,390.00    ($162.50)  79.25%  54.72%  $15.00  $0.00
 173  Buy  11/20/02 08:02  Delphi_Buy  $815.00  $0.00  1  $845.00  2.15%  $975.00  96.30%    $15.00  $0.00
   Sell  11/20/02 14:06  LX EoD  $832.50    $875.00  $8,235.00    ($37.50)  90.12%  86.42%  $15.00  $0.00
 174  Sell Short  12/04/02 08:17  Delphi_Sell  $825.50  $0.00  1  ($655.00)  (1.51%)  $37.50  5.45%    $15.00  $0.00
   Buy to Cover  12/04/02 12:46  Delphi_Buy  $838.00    ($625.00)  $7,580.00    ($650.00)  3.64%  (90.91%)  $15.00  $0.00
 175  Buy  12/04/02 12:46  Delphi_Buy  $838.00  $0.00  1  ($280.00)  (0.60%)  $187.50  40.54%    $15.00  $0.00
   Sell  12/04/02 14:06  LX EoD  $833.00    ($250.00)  $7,300.00    ($275.00)  5.41%  (54.05%)  $15.00  $0.00
 176  Sell Short  12/05/02 08:40  Delphi_Sell  $825.25  $0.00  1  $45.00  0.18%  $200.00  44.44%    $15.00  $0.00
   Buy to Cover  12/05/02 14:06  SX EoD  $823.75    $75.00  $7,345.00    ($250.00)  72.22%  16.67%  $15.00  $0.00
 177  Buy  12/16/02 13:51  Delphi_Buy  $826.75  $0.00  1  ($30.00)  0.00%  $12.50  12.50%    $15.00  $0.00
   Sell  12/16/02 14:06  LX EoD  $826.75    $0.00  $7,315.00    ($87.50)  87.50%  0.00%  $15.00  $0.00
 178  Sell Short  12/17/02 12:06  Delphi_Sell  $820.25  $0.00  1  $32.50  0.15%  $150.00  48.00%    $15.00  $0.00
   Buy to Cover  12/17/02 14:06  SX EoD  $819.00    $62.50  $7,347.50    ($162.50)  72.00%  20.00%  $15.00  $0.00
 179  Sell Short  12/23/02 11:01  Delphi_Sell  $813.50  $0.00  1  ($117.50)  (0.22%)  $200.00  64.00%    $15.00  $0.00
   Buy to Cover  12/23/02 14:06  SX EoD  $815.25    ($87.50)  $7,230.00    ($112.50)  8.00%  (28.00%)  $15.00  $0.00
 180  Sell Short  12/26/02 11:58  Delphi_Sell  $814.25  $0.00  1  $420.00  1.11%  $575.00  92.00%    $15.00  $0.00
   Buy to Cover  12/26/02 14:06  SX EoD  $805.25    $450.00  $7,650.00    ($50.00)  80.00%  72.00%  $15.00  $0.00
 181  Buy  01/02/03 08:19  Delphi_Buy  $814.50  $0.00  1  $532.50  1.38%  $612.50  85.96%    $15.00  $0.00
   Sell  01/02/03 14:06  LX EoD  $825.75    $562.50  $8,182.50    ($100.00)  92.98%  78.95%  $15.00  $0.00
 182  Sell Short  01/17/03 07:46  Delphi_Sell  $824.25  $0.00  1  $295.00  0.79%  $475.00  80.85%    $15.00  $0.00
   Buy to Cover  01/17/03 14:06  SX EoD  $817.75    $325.00  $8,477.50    ($112.50)  74.47%  55.32%  $15.00  $0.00
 183  Buy  02/18/03 08:04  Delphi_Buy  $765.50  $0.00  1  $157.50  0.49%  $225.00  54.55%    $15.00  $0.00
   Sell  02/18/03 14:06  LX EoD  $769.25    $187.50  $8,635.00    ($187.50)  90.91%  45.45%  $15.00  $0.00
 184  Sell Short  02/19/03 11:40  Delphi_Sell  $757.75  $0.00  1  ($242.50)  (0.56%)  $150.00  40.00%    $15.00  $0.00
   Buy to Cover  02/19/03 14:06  SX EoD  $762.00    ($212.50)  $8,392.50    ($225.00)  3.33%  (56.67%)  $15.00  $0.00
 185  Buy  02/20/03 07:31  Delphi_Buy  $764.25  $0.00  1  ($430.00)  (1.05%)  $112.50  21.95%    $15.00  $0.00
   Sell  02/20/03 08:46  Delphi_Sell  $756.25    ($400.00)  $7,962.50    ($400.00)  0.00%  (78.05%)  $15.00  $0.00
 186  Sell Short  02/20/03 08:46  Delphi_Sell  $756.25  $0.00  1  $82.50  0.30%  $175.00  46.67%    $15.00  $0.00
   Buy to Cover  02/20/03 14:06  SX EoD  $754.00    $112.50  $8,045.00    ($200.00)  83.33%  30.00%  $15.00  $0.00
 187  Buy  02/21/03 11:41  Delphi_Buy  $765.75  $0.00  1  ($67.50)  (0.10%)  $175.00  53.85%    $15.00  $0.00
   Sell  02/21/03 14:06  LX EoD  $765.00    ($37.50)  $7,977.50    ($150.00)  34.62%  (11.54%)  $15.00  $0.00
 188  Sell Short  02/24/03 07:57  Delphi_Sell  $756.25  $0.00  1  $82.50  0.30%  $400.00  80.00%    $15.00  $0.00
   Buy to Cover  02/24/03 13:07  SPL1Ex  $754.00    $112.50  $8,060.00    ($100.00)  42.50%  22.50%  $15.00  $0.00
 189  Sell Short  02/27/03 12:10  Delphi_Sell  $751.75  $0.00  1  ($180.00)  (0.40%)  $212.50  56.67%    $15.00  $0.00
   Buy to Cover  02/27/03 14:06  SX EoD  $754.75    ($150.00)  $7,880.00    ($162.50)  3.33%  (40.00%)  $15.00  $0.00
 190  Buy  02/28/03 08:01  Delphi_Buy  $760.75  $0.00  1  ($105.00)  (0.20%)  $162.50  30.95%    $15.00  $0.00
   Sell  02/28/03 14:06  LX EoD  $759.25    ($75.00)  $7,775.00    ($362.50)  54.76%  (14.29%)  $15.00  $0.00
 191  Sell Short  03/03/03 12:25  Delphi_Sell  $753.75  $0.00  1  $82.50  0.30%  $237.50  79.17%    $15.00  $0.00
   Buy to Cover  03/03/03 14:06  SX EoD  $751.50    $112.50  $7,857.50    ($62.50)  58.33%  37.50%  $15.00  $0.00
 192  Buy  03/13/03 12:30  Delphi_Buy  $742.00  $0.00  1  $332.50  0.98%  $412.50  91.67%    $15.00  $0.00
   Sell  03/13/03 14:06  LX EoD  $749.25    $362.50  $8,190.00    ($37.50)  88.89%  80.56%  $15.00  $0.00
 193  Sell Short  03/31/03 07:48  Delphi_Sell  $765.50  $0.00  1  ($480.00)  (1.18%)  $375.00  45.45%    $15.00  $0.00
   Buy to Cover  03/31/03 12:53  Delphi_Buy  $774.50    ($450.00)  $7,710.00    ($450.00)  0.00%  (54.55%)  $15.00  $0.00
 194  Buy  03/31/03 12:53  Delphi_Buy  $774.50  $0.00  1  ($455.00)  (1.10%)  $37.50  8.11%    $15.00  $0.00
   Sell  03/31/03 13:52  Delphi_Sell  $766.00    ($425.00)  $7,255.00    ($425.00)  0.00%  (91.89%)  $15.00  $0.00
 195  Sell Short  03/31/03 13:52  Delphi_Sell  $766.00  $0.00  1  $157.50  0.49%  $187.50  88.24%    $15.00  $0.00
   Buy to Cover  03/31/03 14:06  SX EoD  $762.25    $187.50  $7,412.50    ($25.00)  100.00%  88.24%  $15.00  $0.00
 196  Buy  04/01/03 11:00  Delphi_Buy  $776.50  $0.00  1  ($67.50)  (0.10%)  $100.00  25.00%    $15.00  $0.00
   Sell  04/01/03 14:06  LX EoD  $775.75    ($37.50)  $7,345.00    ($300.00)  65.63%  (9.38%)  $15.00  $0.00
 197  Buy  04/09/03 13:08  Delphi_Buy  $790.25  $0.00  1  ($380.00)  (0.89%)  $112.50  21.95%    $15.00  $0.00
   Sell  04/09/03 14:06  LX EoD  $783.25    ($350.00)  $6,965.00    ($400.00)  9.76%  (68.29%)  $15.00  $0.00
 198  Sell Short  04/10/03 07:43  Delphi_Sell  $781.50  $0.00  1  ($442.50)  (1.06%)  $100.00  19.51%    $15.00  $0.00
   Buy to Cover  04/10/03 14:01  Delphi_Buy  $789.75    ($412.50)  $6,522.50    ($412.50)  0.00%  (80.49%)  $15.00  $0.00
 199  Buy  04/10/03 14:01  Delphi_Buy  $789.75  $0.00  1  ($42.50)  (0.03%)  $37.50  42.86%    $15.00  $0.00
   Sell  04/10/03 14:06  LX EoD  $789.50    ($12.50)  $6,480.00    ($50.00)  42.86%  (14.29%)  $15.00  $0.00
 200  Buy  04/14/03 07:49  Delphi_Buy  $790.50  $0.00  1  $632.50  1.68%  $662.50  76.81%    $15.00  $0.00
   Sell  04/14/03 14:06  LX EoD  $803.75    $662.50  $7,112.50    ($200.00)  100.00%  76.81%  $15.00  $0.00
 201  Sell Short  05/19/03 10:54  Delphi_Sell  $840.25  $0.00  1  $57.50  0.21%  $137.50  45.83%    $15.00  $0.00
   Buy to Cover  05/19/03 14:06  SX EoD  $838.50    $87.50  $7,170.00    ($162.50)  83.33%  29.17%  $15.00  $0.00
 202  Buy  05/22/03 08:30  Delphi_Buy  $847.75  $0.00  1  $57.50  0.21%  $287.50  71.88%    $15.00  $0.00
   Sell  05/22/03 14:06  LX EoD  $849.50    $87.50  $7,227.50    ($112.50)  50.00%  21.88%  $15.00  $0.00
 203  Sell Short  06/23/03 08:16  Delphi_Sell  $901.75  $0.00  1  $82.50  0.25%  $362.50  85.29%    $15.00  $0.00
   Buy to Cover  06/23/03 13:46  SPL1Ex  $899.50    $112.50  $7,310.00    ($62.50)  41.18%  26.47%  $15.00  $0.00
 204  Sell Short  06/24/03 13:46  Delphi_Sell  $901.50  $0.00  1  $20.00  0.11%  $62.50  71.43%    $15.00  $0.00
   Buy to Cover  06/24/03 14:06  SX EoD  $900.50    $50.00  $7,330.00    ($25.00)  85.71%  57.14%  $15.00  $0.00
 205  Buy  06/25/03 09:01  Delphi_Buy  $908.50  $0.00  1  ($505.00)  (1.05%)  $37.50  7.32%    $15.00  $0.00
   Sell  06/25/03 12:24  Stop Loss  $899.00    ($475.00)  $6,825.00    ($475.00)  0.00%  (92.68%)  $15.00  $0.00
 206  Sell Short  06/25/03 12:35  Delphi_Sell  $901.25  $0.00  1  $420.00  1.00%  $475.00  69.09%    $15.00  $0.00
   Buy to Cover  06/25/03 14:06  SX EoD  $892.25    $450.00  $7,245.00    ($212.50)  96.36%  65.45%  $15.00  $0.00
 207  Sell Short  06/26/03 13:35  Delphi_Sell  $900.75  $0.00  1  ($167.50)  (0.31%)  $25.00  11.76%    $15.00  $0.00
   Buy to Cover  06/26/03 14:06  SX EoD  $903.50    ($137.50)  $7,077.50    ($187.50)  23.53%  (64.71%)  $15.00  $0.00
 208  Sell Short  06/27/03 07:44  Delphi_Sell  $900.75  $0.00  1  $382.50  0.92%  $462.50  59.68%    $15.00  $0.00
   Buy to Cover  06/27/03 14:06  SX EoD  $892.50    $412.50  $7,460.00    ($312.50)  93.55%  53.23%  $15.00  $0.00
 209  Buy  07/02/03 07:40  Delphi_Buy  $904.50  $0.00  1  $370.00  0.88%  $412.50  78.57%    $15.00  $0.00
   Sell  07/02/03 14:06  LX EoD  $912.50    $400.00  $7,830.00    ($112.50)  97.62%  76.19%  $15.00  $0.00
 210  Sell Short  07/10/03 11:01  Delphi_Sell  $902.75  $0.00  1  ($230.00)  (0.44%)  $87.50  25.93%    $15.00  $0.00
   Buy to Cover  07/10/03 14:06  SX EoD  $906.75    ($200.00)  $7,600.00    ($250.00)  14.81%  (59.26%)  $15.00  $0.00
 211  Buy  07/11/03 07:32  Delphi_Buy  $910.25  $0.00  1  $82.50  0.25%  $450.00  87.80%    $15.00  $0.00
   Sell  07/11/03 12:41  LPL1Ex  $912.50    $112.50  $7,682.50    ($62.50)  34.15%  21.95%  $15.00  $0.00
 212  Sell Short  07/16/03 09:12  Delphi_Sell  $907.50  $0.00  1  ($330.00)  (0.66%)  $50.00  14.29%    $15.00  $0.00
   Buy to Cover  07/16/03 14:06  SX EoD  $913.50    ($300.00)  $7,352.50    ($300.00)  0.00%  (85.71%)  $15.00  $0.00
 213  Sell Short  07/17/03 07:47  Delphi_Sell  $908.00  $0.00  1  $407.50  0.96%  $612.50  84.48%    $15.00  $0.00
   Buy to Cover  07/17/03 14:06  SX EoD  $899.25    $437.50  $7,760.00    ($112.50)  75.86%  60.34%  $15.00  $0.00
 214  Sell Short  07/21/03 07:32  Delphi_Sell  $907.75  $0.00  1  $532.50  1.24%  $762.50  100.00%    $15.00  $0.00
   Buy to Cover  07/21/03 14:06  SX EoD  $896.50    $562.50  $8,292.50    $0.00  73.77%  73.77%  $15.00  $0.00
 215  Buy  07/24/03 08:01  Delphi_Buy  $911.75  $0.00  1  ($405.00)  (0.82%)  $275.00  42.31%    $15.00  $0.00
   Sell  07/24/03 12:46  Delphi_Sell  $904.25    ($375.00)  $7,887.50    ($375.00)  0.00%  (57.69%)  $15.00  $0.00
 216  Sell Short  07/24/03 12:46  Delphi_Sell  $904.25  $0.00  1  $245.00  0.61%  $325.00  86.67%    $15.00  $0.00
   Buy to Cover  07/24/03 14:06  SX EoD  $898.75    $275.00  $8,132.50    ($50.00)  86.67%  73.33%  $15.00  $0.00
 217  Buy  07/25/03 12:34  Delphi_Buy  $910.50  $0.00  1  $245.00  0.60%  $312.50  96.15%    $15.00  $0.00
   Sell  07/25/03 14:06  LX EoD  $916.00    $275.00  $8,377.50    ($12.50)  88.46%  84.62%  $15.00  $0.00
 218  Sell Short  07/29/03 08:23  Delphi_Sell  $902.75  $0.00  1  ($605.00)  (1.27%)  $112.50  16.36%    $15.00  $0.00
   Buy to Cover  07/29/03 09:58  Delphi_Buy  $914.25    ($575.00)  $7,772.50    ($575.00)  0.00%  (83.64%)  $15.00  $0.00
 219  Buy  07/29/03 09:58  Delphi_Buy  $914.25  $0.00  1  ($342.50)  (0.68%)  $112.50  18.75%    $15.00  $0.00
   Sell  07/29/03 14:06  LX EoD  $908.00    ($312.50)  $7,430.00    ($487.50)  29.17%  (52.08%)  $15.00  $0.00
 220  Sell Short  07/30/03 09:32  Delphi_Sell  $903.75  $0.00  1  ($80.00)  (0.11%)  $37.50  12.50%    $15.00  $0.00
   Buy to Cover  07/30/03 14:06  SX EoD  $904.75    ($50.00)  $7,350.00    ($262.50)  70.83%  (16.67%)  $15.00  $0.00
 221  Buy  07/31/03 07:48  Delphi_Buy  $912.25  $0.00  1  $70.00  0.22%  $537.50  60.56%    $15.00  $0.00
   Sell  07/31/03 13:30  LPL1Ex  $914.25    $100.00  $7,420.00    ($350.00)  50.70%  11.27%  $15.00  $0.00
 222  Sell Short  08/01/03 07:31  Delphi_Sell  $905.25  $0.00  1  $320.00  0.77%  $462.50  88.10%    $15.00  $0.00
   Buy to Cover  08/01/03 14:06  SX EoD  $898.25    $350.00  $7,740.00    ($62.50)  78.57%  66.67%  $15.00  $0.00
 223  Buy  08/11/03 08:19  Delphi_Buy  $903.00  $0.00  1  ($405.00)  (0.83%)  $37.50  9.09%    $15.00  $0.00
   Sell  08/11/03 09:41  Delphi_Sell  $895.50    ($375.00)  $7,335.00    ($375.00)  0.00%  (90.91%)  $15.00  $0.00
 224  Sell Short  08/11/03 09:41  Delphi_Sell  $895.50  $0.00  1  ($255.00)  (0.50%)  $187.50  42.86%    $15.00  $0.00
   Buy to Cover  08/11/03 14:06  SX EoD  $900.00    ($225.00)  $7,080.00    ($250.00)  5.71%  (51.43%)  $15.00  $0.00
 225  Buy  08/12/03 08:08  Delphi_Buy  $902.50  $0.00  1  $307.50  0.75%  $337.50  58.70%    $15.00  $0.00
   Sell  08/12/03 14:06  LX EoD  $909.25    $337.50  $7,387.50    ($237.50)  100.00%  58.70%  $15.00  $0.00
 226  Buy  08/14/03 08:31  Delphi_Buy  $904.75  $0.00  1  $170.00  0.44%  $300.00  80.00%    $15.00  $0.00
   Sell  08/14/03 14:06  LX EoD  $908.75    $200.00  $7,557.50    ($75.00)  73.33%  53.33%  $15.00  $0.00
 227  Buy  08/25/03 12:02  Delphi_Buy  $911.25  $0.00  1  $20.00  0.11%  $62.50  31.25%    $15.00  $0.00
   Sell  08/25/03 14:06  LX EoD  $912.25    $50.00  $7,577.50    ($137.50)  93.75%  25.00%  $15.00  $0.00
 228  Sell Short  08/26/03 08:17  Delphi_Sell  $904.50  $0.00  1  ($367.50)  (0.75%)  $150.00  30.77%    $15.00  $0.00
   Buy to Cover  08/26/03 12:52  Delphi_Buy  $911.25    ($337.50)  $7,210.00    ($337.50)  0.00%  (69.23%)  $15.00  $0.00
 229  Buy  08/26/03 12:52  Delphi_Buy  $911.25  $0.00  1  $145.00  0.38%  $287.50  82.14%    $15.00  $0.00
   Sell  08/26/03 14:06  LX EoD  $914.75    $175.00  $7,355.00    ($62.50)  67.86%  50.00%  $15.00  $0.00
 230  Buy  09/12/03 09:13  Delphi_Buy  $932.75  $0.00  1  $220.00  0.54%  $300.00  57.14%    $15.00  $0.00
   Sell  09/12/03 14:06  LX EoD  $937.75    $250.00  $7,575.00    ($225.00)  90.48%  47.62%  $15.00  $0.00
 231  Sell Short  09/22/03 12:31  Delphi_Sell  $936.25  $0.00  1  ($280.00)  (0.53%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/22/03 14:06  SX EoD  $941.25    ($250.00)  $7,295.00    ($287.50)  13.04%  (86.96%)  $15.00  $0.00
 232  Buy  09/23/03 07:31  Delphi_Buy  $942.75  $0.00  1  $157.50  0.40%  $312.50  67.57%    $15.00  $0.00
   Sell  09/23/03 14:06  LX EoD  $946.50    $187.50  $7,452.50    ($150.00)  72.97%  40.54%  $15.00  $0.00
 233  Sell Short  09/24/03 10:01  Delphi_Sell  $936.50  $0.00  1  $420.00  0.96%  $487.50  92.86%    $15.00  $0.00
   Buy to Cover  09/24/03 14:06  SX EoD  $927.50    $450.00  $7,872.50    ($37.50)  92.86%  85.71%  $15.00  $0.00
 234  Buy  10/01/03 13:17  Delphi_Buy  $934.50  $0.00  1  $57.50  0.19%  $112.50  75.00%    $15.00  $0.00
   Sell  10/01/03 14:06  LX EoD  $936.25    $87.50  $7,930.00    ($37.50)  83.33%  58.33%  $15.00  $0.00
 235  Sell Short  10/22/03 08:48  Delphi_Sell  $950.75  $0.00  1  ($5.00)  0.05%  $187.50  62.50%    $15.00  $0.00
   Buy to Cover  10/22/03 14:06  SX EoD  $950.25    $25.00  $7,925.00    ($112.50)  45.83%  8.33%  $15.00  $0.00
 236  Buy  10/27/03 08:14  Delphi_Buy  $957.25  $0.00  1  ($392.50)  (0.76%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/27/03 12:04  Delphi_Sell  $950.00    ($362.50)  $7,532.50    ($362.50)  0.00%  (100.00%)  $15.00  $0.00
 237  Sell Short  10/27/03 12:04  Delphi_Sell  $950.00  $0.00  1  ($17.50)  0.03%  $112.50  45.00%    $15.00  $0.00
   Buy to Cover  10/27/03 14:06  SX EoD  $949.75    $12.50  $7,515.00    ($137.50)  60.00%  5.00%  $15.00  $0.00
 238  Buy  10/28/03 07:59  Delphi_Buy  $956.25  $0.00  1  $445.00  0.99%  $487.50  84.78%    $15.00  $0.00
   Sell  10/28/03 14:06  LX EoD  $965.75    $475.00  $7,960.00    ($87.50)  97.83%  82.61%  $15.00  $0.00
 239  Buy  11/11/03 09:06  Delphi_Buy  $967.75  $0.00  1  ($117.50)  (0.18%)  $25.00  10.00%    $15.00  $0.00
   Sell  11/11/03 14:06  LX EoD  $966.00    ($87.50)  $7,842.50    ($225.00)  55.00%  (35.00%)  $15.00  $0.00
 240  Sell Short  11/17/03 07:55  Delphi_Sell  $964.00  $0.00  1  $95.00  0.26%  $462.50  94.87%    $15.00  $0.00
   Buy to Cover  11/17/03 13:27  SPL1Ex  $961.50    $125.00  $7,937.50    ($25.00)  30.77%  25.64%  $15.00  $0.00
 241  Sell Short  11/18/03 10:01  Delphi_Sell  $962.00  $0.00  1  $445.00  0.99%  $487.50  78.00%    $15.00  $0.00
   Buy to Cover  11/18/03 14:06  SX EoD  $952.50    $475.00  $8,382.50    ($137.50)  98.00%  76.00%  $15.00  $0.00
 242  Sell Short  11/20/03 12:37  Delphi_Sell  $961.75  $0.00  1  $445.00  0.99%  $487.50  84.78%    $15.00  $0.00
   Buy to Cover  11/20/03 14:06  SX EoD  $952.25    $475.00  $8,827.50    ($87.50)  97.83%  82.61%  $15.00  $0.00
 243  Buy  11/24/03 08:17  Delphi_Buy  $968.25  $0.00  1  $132.50  0.34%  $187.50  71.43%    $15.00  $0.00
   Sell  11/24/03 14:06  LX EoD  $971.50    $162.50  $8,960.00    ($75.00)  90.48%  61.90%  $15.00  $0.00
 244  Sell Short  12/10/03 12:47  Delphi_Sell  $975.75  $0.00  1  ($255.00)  (0.46%)  $112.50  32.14%    $15.00  $0.00
   Buy to Cover  12/10/03 14:06  SX EoD  $980.25    ($225.00)  $8,705.00    ($237.50)  3.57%  (64.29%)  $15.00  $0.00
 245  Buy  12/11/03 07:34  Delphi_Buy  $981.75  $0.00  1  $507.50  1.09%  $625.00  96.15%    $15.00  $0.00
   Sell  12/11/03 14:06  LX EoD  $992.50    $537.50  $9,212.50    ($25.00)  86.54%  82.69%  $15.00  $0.00
 246  Sell Short  01/28/04 13:32  Delphi_Sell  $1,050.00  $0.00  1  ($17.50)  0.02%  $175.00  73.68%    $15.00  $0.00
   Buy to Cover  01/28/04 14:06  SX EoD  $1,049.75    $12.50  $9,195.00    ($62.50)  31.58%  5.26%  $15.00  $0.00
 247  Sell Short  01/30/04 07:40  Delphi_Sell  $1,049.00  $0.00  1  ($142.50)  (0.21%)  $62.50  20.00%    $15.00  $0.00
   Buy to Cover  01/30/04 14:06  SX EoD  $1,051.25    ($112.50)  $9,052.50    ($250.00)  44.00%  (36.00%)  $15.00  $0.00
 248  Sell Short  02/02/04 08:20  Delphi_Sell  $1,050.00  $0.00  1  ($455.00)  (0.81%)  $87.50  17.07%    $15.00  $0.00
   Buy to Cover  02/02/04 10:03  Delphi_Buy  $1,058.50    ($425.00)  $8,597.50    ($425.00)  0.00%  (82.93%)  $15.00  $0.00
 249  Buy  02/02/04 10:03  Delphi_Buy  $1,058.50  $0.00  1  ($167.50)  (0.26%)  $275.00  40.00%    $15.00  $0.00
   Sell  02/02/04 14:06  LX EoD  $1,055.75    ($137.50)  $8,430.00    ($412.50)  40.00%  (20.00%)  $15.00  $0.00
 250  Buy  02/03/04 12:02  Delphi_Buy  $1,057.75  $0.00  1  ($55.00)  (0.05%)  $0.00  0.00%    $15.00  $0.00
   Sell  02/03/04 14:06  LX EoD  $1,057.25    ($25.00)  $8,375.00    ($250.00)  90.00%  (10.00%)  $15.00  $0.00
 251  Sell Short  02/04/04 07:46  Delphi_Sell  $1,049.50  $0.00  1  $120.00  0.29%  $287.50  54.76%    $15.00  $0.00
   Buy to Cover  02/04/04 14:06  SX EoD  $1,046.50    $150.00  $8,495.00    ($237.50)  73.81%  28.57%  $15.00  $0.00
 252  Buy  02/06/04 08:19  Delphi_Buy  $1,058.00  $0.00  1  $232.50  0.50%  $287.50  82.14%    $15.00  $0.00
   Sell  02/06/04 14:06  LX EoD  $1,063.25    $262.50  $8,727.50    ($62.50)  92.86%  75.00%  $15.00  $0.00
 253  Sell Short  02/20/04 08:46  Delphi_Sell  $1,061.75  $0.00  1  ($405.00)  (0.71%)  $112.50  23.08%    $15.00  $0.00
   Buy to Cover  02/20/04 12:32  Delphi_Buy  $1,069.25    ($375.00)  $8,322.50    ($375.00)  0.00%  (76.92%)  $15.00  $0.00
 254  Buy  02/20/04 12:32  Delphi_Buy  $1,069.25  $0.00  1  ($217.50)  (0.35%)  $87.50  26.92%    $15.00  $0.00
   Sell  02/20/04 14:06  LX EoD  $1,065.50    ($187.50)  $8,105.00    ($237.50)  15.38%  (57.69%)  $15.00  $0.00
 255  Sell Short  02/23/04 08:25  Delphi_Sell  $1,062.00  $0.00  1  $7.50  0.07%  $212.50  54.84%    $15.00  $0.00
   Buy to Cover  02/23/04 14:06  SX EoD  $1,061.25    $37.50  $8,112.50    ($175.00)  54.84%  9.68%  $15.00  $0.00
 256  Sell Short  02/26/04 07:31  Delphi_Sell  $1,062.25  $0.00  1  ($342.50)  (0.59%)  $137.50  30.56%    $15.00  $0.00
   Buy to Cover  02/26/04 10:34  Delphi_Buy  $1,068.50    ($312.50)  $7,770.00    ($312.50)  0.00%  (69.44%)  $15.00  $0.00
 257  Buy  02/26/04 10:34  Delphi_Buy  $1,068.50  $0.00  1  ($142.50)  (0.21%)  $25.00  12.50%    $15.00  $0.00
   Sell  02/26/04 14:06  LX EoD  $1,066.25    ($112.50)  $7,627.50    ($175.00)  31.25%  (56.25%)  $15.00  $0.00
 258  Buy  02/27/04 12:14  Delphi_Buy  $1,068.75  $0.00  1  ($167.50)  (0.26%)  $150.00  50.00%    $15.00  $0.00
   Sell  02/27/04 14:06  LX EoD  $1,066.00    ($137.50)  $7,460.00    ($150.00)  4.17%  (45.83%)  $15.00  $0.00
 259  Buy  03/03/04 11:30  Delphi_Buy  $1,070.75  $0.00  1  $32.50  0.12%  $187.50  78.95%    $15.00  $0.00
   Sell  03/03/04 14:06  LX EoD  $1,072.00    $62.50  $7,492.50    ($50.00)  47.37%  26.32%  $15.00  $0.00
 260  Sell Short  03/08/04 14:02  Delphi_Sell  $1,065.75  $0.00  1  ($55.00)  (0.05%)  $12.50  20.00%    $15.00  $0.00
   Buy to Cover  03/08/04 14:06  SX EoD  $1,066.25    ($25.00)  $7,437.50    ($50.00)  40.00%  (40.00%)  $15.00  $0.00
 261  Buy  03/29/04 07:55  Delphi_Buy  $1,040.00  $0.00  1  $45.00  0.14%  $312.50  83.33%    $15.00  $0.00
   Sell  03/29/04 13:36  LPL1Ex  $1,041.50    $75.00  $7,482.50    ($62.50)  36.67%  20.00%  $15.00  $0.00
 262  Sell Short  04/13/04 13:09  Delphi_Sell  $1,049.50  $0.00  1  ($130.00)  (0.19%)  $25.00  10.53%    $15.00  $0.00
   Buy to Cover  04/13/04 14:06  SX EoD  $1,051.50    ($100.00)  $7,352.50    ($212.50)  47.37%  (42.11%)  $15.00  $0.00
 263  Sell Short  04/14/04 11:29  Delphi_Sell  $1,049.50  $0.00  1  ($117.50)  (0.17%)  $300.00  75.00%    $15.00  $0.00
   Buy to Cover  04/14/04 14:06  SX EoD  $1,051.25    ($87.50)  $7,235.00    ($100.00)  3.13%  (21.88%)  $15.00  $0.00
 264  Sell Short  04/15/04 08:38  Delphi_Sell  $1,047.50  $0.00  1  ($142.50)  (0.21%)  $287.50  56.10%    $15.00  $0.00
   Buy to Cover  04/15/04 14:06  SX EoD  $1,049.75    ($112.50)  $7,092.50    ($225.00)  21.95%  (21.95%)  $15.00  $0.00
 265  Buy  04/16/04 10:10  Delphi_Buy  $1,056.75  $0.00  1  ($42.50)  (0.02%)  $100.00  38.10%    $15.00  $0.00
   Sell  04/16/04 14:06  LX EoD  $1,056.50    ($12.50)  $7,050.00    ($162.50)  57.14%  (4.76%)  $15.00  $0.00
 266  Buy  04/19/04 12:54  Delphi_Buy  $1,055.25  $0.00  1  $32.50  0.12%  $137.50  78.57%    $15.00  $0.00
   Sell  04/19/04 14:06  LX EoD  $1,056.50    $62.50  $7,082.50    ($37.50)  57.14%  35.71%  $15.00  $0.00
 267  Sell Short  04/20/04 13:01  Delphi_Sell  $1,050.25  $0.00  1  $645.00  1.29%  $712.50  86.36%    $15.00  $0.00
   Buy to Cover  04/20/04 14:06  SX EoD  $1,036.75    $675.00  $7,727.50    ($112.50)  95.45%  81.82%  $15.00  $0.00
 268  Buy  04/22/04 09:19  Delphi_Buy  $1,055.75  $0.00  1  $245.00  0.52%  $450.00  90.00%    $15.00  $0.00
   Sell  04/22/04 14:06  LX EoD  $1,061.25    $275.00  $7,972.50    ($50.00)  65.00%  55.00%  $15.00  $0.00
 269  Sell Short  04/28/04 07:46  Delphi_Sell  $1,050.75  $0.00  1  $257.50  0.55%  $400.00  74.42%    $15.00  $0.00
   Buy to Cover  04/28/04 14:06  SX EoD  $1,045.00    $287.50  $8,230.00    ($137.50)  79.07%  53.49%  $15.00  $0.00
 270  Sell Short  05/04/04 13:16  Delphi_Sell  $1,043.25  $0.00  1  $145.00  0.34%  $300.00  82.76%    $15.00  $0.00
   Buy to Cover  05/04/04 14:06  SX EoD  $1,039.75    $175.00  $8,375.00    ($62.50)  65.52%  48.28%  $15.00  $0.00
 271  Sell Short  05/19/04 12:26  Delphi_Sell  $1,022.75  $0.00  1  $582.50  1.20%  $675.00  100.00%    $15.00  $0.00
   Buy to Cover  05/19/04 14:06  SX EoD  $1,010.50    $612.50  $8,957.50    $0.00  90.74%  90.74%  $15.00  $0.00
 272  Sell Short  05/24/04 09:11  Delphi_Sell  $1,017.25  $0.00  1  ($42.50)  (0.02%)  $175.00  56.00%    $15.00  $0.00
   Buy to Cover  05/24/04 14:06  SX EoD  $1,017.50    ($12.50)  $8,915.00    ($137.50)  40.00%  (4.00%)  $15.00  $0.00
 273  Buy  05/25/04 10:59  Delphi_Buy  $1,025.75  $0.00  1  $470.00  0.97%  $537.50  100.00%    $15.00  $0.00
   Sell  05/25/04 14:06  LX EoD  $1,035.75    $500.00  $9,385.00    $0.00  93.02%  93.02%  $15.00  $0.00
 274  Buy  06/22/04 11:50  Delphi_Buy  $1,052.75  $0.00  1  $257.50  0.55%  $300.00  82.76%    $15.00  $0.00
   Sell  06/22/04 14:06  LX EoD  $1,058.50    $287.50  $9,642.50    ($62.50)  96.55%  79.31%  $15.00  $0.00
 275  Buy  06/29/04 08:14  Delphi_Buy  $1,059.50  $0.00  1  ($55.00)  (0.05%)  $112.50  47.37%    $15.00  $0.00
   Sell  06/29/04 14:06  LX EoD  $1,059.00    ($25.00)  $9,587.50    ($125.00)  42.11%  (10.53%)  $15.00  $0.00
 276  Sell Short  07/01/04 09:02  Delphi_Sell  $1,052.00  $0.00  1  ($30.00)  0.00%  $325.00  78.79%    $15.00  $0.00
   Buy to Cover  07/01/04 14:06  SX EoD  $1,052.00    $0.00  $9,557.50    ($87.50)  21.21%  0.00%  $15.00  $0.00
 277  Sell Short  07/29/04 12:03  Delphi_Sell  $1,021.25  $0.00  1  ($155.00)  (0.24%)  $162.50  36.11%    $15.00  $0.00
   Buy to Cover  07/29/04 14:06  SX EoD  $1,023.75    ($125.00)  $9,402.50    ($287.50)  36.11%  (27.78%)  $15.00  $0.00
 278  Sell Short  07/30/04 11:34  Delphi_Sell  $1,021.00  $0.00  1  ($255.00)  (0.44%)  $87.50  25.00%    $15.00  $0.00
   Buy to Cover  07/30/04 14:06  SX EoD  $1,025.50    ($225.00)  $9,147.50    ($262.50)  10.71%  (64.29%)  $15.00  $0.00
 279  Buy  08/02/04 11:42  Delphi_Buy  $1,027.25  $0.00  1  $120.00  0.29%  $212.50  70.83%    $15.00  $0.00
   Sell  08/02/04 14:06  LX EoD  $1,030.25    $150.00  $9,267.50    ($87.50)  79.17%  50.00%  $15.00  $0.00
 280  Buy  08/03/04 09:37  Delphi_Buy  $1,027.75  $0.00  1  ($342.50)  (0.61%)  $50.00  13.79%    $15.00  $0.00
   Sell  08/03/04 13:12  Delphi_Sell  $1,021.50    ($312.50)  $8,925.00    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 281  Sell Short  08/03/04 13:12  Delphi_Sell  $1,021.50  $0.00  1  $7.50  0.07%  $50.00  26.67%    $15.00  $0.00
   Buy to Cover  08/03/04 14:06  SX EoD  $1,020.75    $37.50  $8,932.50    ($137.50)  93.33%  20.00%  $15.00  $0.00
 282  Sell Short  08/04/04 13:40  Delphi_Sell  $1,021.00  $0.00  1  ($5.00)  0.05%  $50.00  36.36%    $15.00  $0.00
   Buy to Cover  08/04/04 14:06  SX EoD  $1,020.50    $25.00  $8,927.50    ($87.50)  81.82%  18.18%  $15.00  $0.00
 283  Sell Short  08/17/04 11:33  Delphi_Sell  $1,004.25  $0.00  1  ($67.50)  (0.07%)  $87.50  38.89%    $15.00  $0.00
   Buy to Cover  08/17/04 14:06  SX EoD  $1,005.00    ($37.50)  $8,860.00    ($137.50)  44.44%  (16.67%)  $15.00  $0.00
 284  Buy  08/18/04 08:44  Delphi_Buy  $1,010.75  $0.00  1  $345.00  0.74%  $425.00  77.27%    $15.00  $0.00
   Sell  08/18/04 14:06  LX EoD  $1,018.25    $375.00  $9,205.00    ($125.00)  90.91%  68.18%  $15.00  $0.00
 285  Sell Short  09/22/04 11:55  Delphi_Sell  $1,037.50  $0.00  1  $20.00  0.10%  $112.50  56.25%    $15.00  $0.00
   Buy to Cover  09/22/04 14:06  SX EoD  $1,036.50    $50.00  $9,225.00    ($87.50)  68.75%  25.00%  $15.00  $0.00
 286  Sell Short  09/30/04 09:05  Delphi_Sell  $1,033.75  $0.00  1  ($305.00)  (0.53%)  $75.00  21.43%    $15.00  $0.00
   Buy to Cover  09/30/04 13:02  Delphi_Buy  $1,039.25    ($275.00)  $8,920.00    ($275.00)  0.00%  (78.57%)  $15.00  $0.00
 287  Buy  09/30/04 13:02  Delphi_Buy  $1,039.25  $0.00  1  ($267.50)  (0.46%)  $25.00  9.52%    $15.00  $0.00
   Sell  09/30/04 13:32  Delphi_Sell  $1,034.50    ($237.50)  $8,652.50    ($237.50)  0.00%  (90.48%)  $15.00  $0.00
 288  Sell Short  09/30/04 13:32  Delphi_Sell  $1,034.50  $0.00  1  ($167.50)  (0.27%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/30/04 14:06  SX EoD  $1,037.25    ($137.50)  $8,485.00    ($175.00)  21.43%  (78.57%)  $15.00  $0.00
 289  Buy  10/01/04 07:31  Delphi_Buy  $1,042.50  $0.00  1  $632.50  1.27%  $675.00  94.74%    $15.00  $0.00
   Sell  10/01/04 14:06  LX EoD  $1,055.75    $662.50  $9,117.50    ($37.50)  98.25%  92.98%  $15.00  $0.00
 290  Sell Short  10/08/04 12:31  Delphi_Sell  $1,044.75  $0.00  1  ($55.00)  (0.05%)  $87.50  50.00%    $15.00  $0.00
   Buy to Cover  10/08/04 14:06  SX EoD  $1,045.25    ($25.00)  $9,062.50    ($87.50)  35.71%  (14.29%)  $15.00  $0.00
 291  Buy  10/11/04 12:14  Delphi_Buy  $1,049.00  $0.00  1  ($55.00)  (0.05%)  $37.50  27.27%    $15.00  $0.00
   Sell  10/11/04 14:06  LX EoD  $1,048.50    ($25.00)  $9,007.50    ($100.00)  54.55%  (18.18%)  $15.00  $0.00
 292  Sell Short  10/12/04 07:46  Delphi_Sell  $1,040.50  $0.00  1  ($242.50)  (0.41%)  $87.50  19.44%    $15.00  $0.00
   Buy to Cover  10/12/04 14:06  SX EoD  $1,044.75    ($212.50)  $8,765.00    ($362.50)  33.33%  (47.22%)  $15.00  $0.00
 293  Sell Short  10/13/04 08:19  Delphi_Sell  $1,043.25  $0.00  1  $332.50  0.69%  $550.00  86.27%    $15.00  $0.00
   Buy to Cover  10/13/04 14:06  SX EoD  $1,036.00    $362.50  $9,097.50    ($87.50)  70.59%  56.86%  $15.00  $0.00
 294  Sell Short  10/27/04 08:03  Delphi_Sell  $1,029.75  $0.00  1  ($405.00)  (0.73%)  $12.50  3.13%    $15.00  $0.00
   Buy to Cover  10/27/04 09:01  Delphi_Buy  $1,037.25    ($375.00)  $8,692.50    ($387.50)  3.13%  (93.75%)  $15.00  $0.00
 295  Buy  10/27/04 09:01  Delphi_Buy  $1,037.25  $0.00  1  $495.00  1.01%  $612.50  100.00%    $15.00  $0.00
   Sell  10/27/04 14:06  LX EoD  $1,047.75    $525.00  $9,187.50    $0.00  85.71%  85.71%  $15.00  $0.00
 296  Buy  12/08/04 09:46  Delphi_Buy  $1,105.00  $0.00  1  ($5.00)  0.05%  $125.00  55.56%    $15.00  $0.00
   Sell  12/08/04 14:06  LX EoD  $1,105.50    $25.00  $9,182.50    ($100.00)  55.56%  11.11%  $15.00  $0.00
 297  Sell Short  12/09/04 08:16  Delphi_Sell  $1,097.75  $0.00  1  ($392.50)  (0.66%)  $75.00  17.14%    $15.00  $0.00
   Buy to Cover  12/09/04 11:06  Delphi_Buy  $1,105.00    ($362.50)  $8,790.00    ($362.50)  0.00%  (82.86%)  $15.00  $0.00
 298  Buy  12/09/04 11:06  Delphi_Buy  $1,105.00  $0.00  1  $320.00  0.63%  $450.00  94.74%    $15.00  $0.00
   Sell  12/09/04 14:06  LX EoD  $1,112.00    $350.00  $9,110.00    ($25.00)  78.95%  73.68%  $15.00  $0.00
 299  Buy  01/04/05 08:09  Delphi_Buy  $1,128.50  $0.00  1  ($392.50)  (0.64%)  $12.50  3.33%    $15.00  $0.00
   Sell  01/04/05 09:09  Delphi_Sell  $1,121.25    ($362.50)  $8,717.50    ($362.50)  0.00%  (96.67%)  $15.00  $0.00
 300  Sell Short  01/04/05 09:09  Delphi_Sell  $1,121.25  $0.00  1  $457.50  0.87%  $700.00  82.35%    $15.00  $0.00
   Buy to Cover  01/04/05 14:06  SX EoD  $1,111.50    $487.50  $9,175.00    ($150.00)  75.00%  57.35%  $15.00  $0.00
 301  Buy  01/18/05 13:45  Delphi_Buy  $1,117.25  $0.00  1  ($17.50)  0.02%  $37.50  50.00%    $15.00  $0.00
   Sell  01/18/05 14:06  LX EoD  $1,117.50    $12.50  $9,157.50    ($37.50)  66.67%  16.67%  $15.00  $0.00
 302  Sell Short  01/19/05 08:36  Delphi_Sell  $1,112.25  $0.00  1  $332.50  0.65%  $362.50  78.38%    $15.00  $0.00
   Buy to Cover  01/19/05 14:06  SX EoD  $1,105.00    $362.50  $9,490.00    ($100.00)  100.00%  78.38%  $15.00  $0.00
 303  Buy  02/01/05 09:19  Delphi_Buy  $1,106.25  $0.00  1  $145.00  0.32%  $262.50  80.77%    $15.00  $0.00
   Sell  02/01/05 14:06  LX EoD  $1,109.75    $175.00  $9,635.00    ($62.50)  73.08%  53.85%  $15.00  $0.00
 304  Buy  02/18/05 12:15  Delphi_Buy  $1,123.00  $0.00  1  ($67.50)  (0.07%)  $50.00  40.00%    $15.00  $0.00
   Sell  02/18/05 14:06  LX EoD  $1,122.25    ($37.50)  $9,567.50    ($75.00)  30.00%  (30.00%)  $15.00  $0.00
 305  Sell Short  02/22/05 07:46  Delphi_Sell  $1,116.75  $0.00  1  $557.50  1.05%  $612.50  63.64%    $15.00  $0.00
   Buy to Cover  02/22/05 14:06  SX EoD  $1,105.00    $587.50  $10,125.00    ($350.00)  97.40%  61.04%  $15.00  $0.00
 306  Buy  02/24/05 13:14  Delphi_Buy  $1,120.50  $0.00  1  ($17.50)  0.02%  $75.00  42.86%    $15.00  $0.00
   Sell  02/24/05 14:06  LX EoD  $1,120.75    $12.50  $10,107.50    ($100.00)  64.29%  7.14%  $15.00  $0.00
 307  Sell Short  03/10/05 09:00  Delphi_Sell  $1,125.75  $0.00  1  ($242.50)  (0.38%)  $212.50  39.53%    $15.00  $0.00
   Buy to Cover  03/10/05 14:06  SX EoD  $1,130.00    ($212.50)  $9,865.00    ($325.00)  20.93%  (39.53%)  $15.00  $0.00
 308  Buy  03/11/05 08:01  Delphi_Buy  $1,133.25  $0.00  1  ($392.50)  (0.64%)  $12.50  3.33%    $15.00  $0.00
   Sell  03/11/05 08:55  Delphi_Sell  $1,126.00    ($362.50)  $9,472.50    ($362.50)  0.00%  (96.67%)  $15.00  $0.00
 309  Sell Short  03/11/05 08:55  Delphi_Sell  $1,126.00  $0.00  1  $245.00  0.49%  $375.00  81.08%    $15.00  $0.00
   Buy to Cover  03/11/05 14:06  SX EoD  $1,120.50    $275.00  $9,717.50    ($87.50)  78.38%  59.46%  $15.00  $0.00
 310  Sell Short  03/15/05 09:42  Delphi_Sell  $1,125.25  $0.00  1  $295.00  0.58%  $350.00  90.32%    $15.00  $0.00
   Buy to Cover  03/15/05 14:06  SX EoD  $1,118.75    $325.00  $10,012.50    ($37.50)  93.55%  83.87%  $15.00  $0.00
 311  Buy  04/01/05 07:48  Delphi_Buy  $1,109.25  $0.00  1  ($405.00)  (0.68%)  $12.50  3.23%    $15.00  $0.00
   Sell  04/01/05 08:24  Delphi_Sell  $1,101.75    ($375.00)  $9,607.50    ($375.00)  0.00%  (96.77%)  $15.00  $0.00
 312  Sell Short  04/01/05 08:24  Delphi_Sell  $1,101.75  $0.00  1  $482.50  0.93%  $662.50  94.64%    $15.00  $0.00
   Buy to Cover  04/01/05 14:06  SX EoD  $1,091.50    $512.50  $10,090.00    ($37.50)  78.57%  73.21%  $15.00  $0.00
 313  Buy  04/06/05 09:05  Delphi_Buy  $1,106.50  $0.00  1  ($180.00)  (0.27%)  $125.00  31.25%    $15.00  $0.00
   Sell  04/06/05 14:06  LX EoD  $1,103.50    ($150.00)  $9,910.00    ($275.00)  31.25%  (37.50%)  $15.00  $0.00
 314  Buy  04/07/05 08:52  Delphi_Buy  $1,107.25  $0.00  1  $157.50  0.34%  $225.00  64.29%    $15.00  $0.00
   Sell  04/07/05 14:06  LX EoD  $1,111.00    $187.50  $10,067.50    ($125.00)  89.29%  53.57%  $15.00  $0.00
 315  Sell Short  04/08/05 13:15  Delphi_Sell  $1,101.50  $0.00  1  $70.00  0.18%  $137.50  78.57%    $15.00  $0.00
   Buy to Cover  04/08/05 14:06  SX EoD  $1,099.50    $100.00  $10,137.50    ($37.50)  78.57%  57.14%  $15.00  $0.00
 316  Buy  04/12/05 12:56  Delphi_Buy  $1,106.25  $0.00  1  ($42.50)  (0.02%)  $150.00  70.59%    $15.00  $0.00
   Sell  04/12/05 14:06  LX EoD  $1,106.00    ($12.50)  $10,095.00    ($62.50)  23.53%  (5.88%)  $15.00  $0.00
 317  Sell Short  04/13/05 11:23  Delphi_Sell  $1,099.50  $0.00  1  $357.50  0.70%  $500.00  97.56%    $15.00  $0.00
   Buy to Cover  04/13/05 14:06  SX EoD  $1,091.75    $387.50  $10,452.50    ($12.50)  78.05%  75.61%  $15.00  $0.00
 318  Sell Short  05/02/05 09:41  Delphi_Sell  $1,075.25  $0.00  1  ($242.50)  (0.40%)  $187.50  41.67%    $15.00  $0.00
   Buy to Cover  05/02/05 14:06  SX EoD  $1,079.50    ($212.50)  $10,210.00    ($262.50)  11.11%  (47.22%)  $15.00  $0.00
 319  Buy  05/03/05 12:17  Delphi_Buy  $1,080.75  $0.00  1  ($342.50)  (0.58%)  $200.00  34.78%    $15.00  $0.00
   Sell  05/03/05 13:16  Delphi_Sell  $1,074.50    ($312.50)  $9,867.50    ($375.00)  10.87%  (54.35%)  $15.00  $0.00
 320  Sell Short  05/03/05 13:16  Delphi_Sell  $1,074.50  $0.00  1  ($255.00)  (0.42%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  05/03/05 14:06  SX EoD  $1,079.00    ($225.00)  $9,612.50    ($312.50)  24.14%  (62.07%)  $15.00  $0.00
 321  Buy  05/04/05 08:32  Delphi_Buy  $1,085.50  $0.00  1  $345.00  0.69%  $412.50  80.49%    $15.00  $0.00
   Sell  05/04/05 14:06  LX EoD  $1,093.00    $375.00  $9,957.50    ($100.00)  92.68%  73.17%  $15.00  $0.00
 322  Sell Short  05/10/05 13:02  Delphi_Sell  $1,080.00  $0.00  1  ($180.00)  (0.28%)  $25.00  12.50%    $15.00  $0.00
   Buy to Cover  05/10/05 14:06  SX EoD  $1,083.00    ($150.00)  $9,777.50    ($175.00)  12.50%  (75.00%)  $15.00  $0.00
 323  Buy  05/11/05 12:16  Delphi_Buy  $1,087.75  $0.00  1  ($17.50)  0.02%  $87.50  41.18%    $15.00  $0.00
   Sell  05/11/05 14:06  LX EoD  $1,088.00    $12.50  $9,760.00    ($125.00)  64.71%  5.88%  $15.00  $0.00
 324  Sell Short  05/12/05 12:16  Delphi_Sell  $1,080.00  $0.00  1  $132.50  0.30%  $275.00  73.33%    $15.00  $0.00
   Buy to Cover  05/12/05 14:06  SX EoD  $1,076.75    $162.50  $9,892.50    ($100.00)  70.00%  43.33%  $15.00  $0.00
 325  Sell Short  05/17/05 08:30  Delphi_Sell  $1,077.75  $0.00  1  ($342.50)  (0.58%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  05/17/05 12:33  Delphi_Buy  $1,084.00    ($312.50)  $9,550.00    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 326  Buy  05/17/05 12:33  Delphi_Buy  $1,084.00  $0.00  1  $307.50  0.62%  $412.50  97.06%    $15.00  $0.00
   Sell  05/17/05 14:06  LX EoD  $1,090.75    $337.50  $9,857.50    ($12.50)  82.35%  79.41%  $15.00  $0.00
 327  Buy  06/09/05 09:46  Delphi_Buy  $1,114.75  $0.00  1  $120.00  0.27%  $200.00  64.00%    $15.00  $0.00
   Sell  06/09/05 14:06  LX EoD  $1,117.75    $150.00  $9,977.50    ($112.50)  84.00%  48.00%  $15.00  $0.00
 328  Buy  06/10/05 13:22  Delphi_Buy  $1,113.75  $0.00  1  $20.00  0.09%  $75.00  66.67%    $15.00  $0.00
   Sell  06/10/05 14:06  LX EoD  $1,114.75    $50.00  $9,997.50    ($37.50)  77.78%  44.44%  $15.00  $0.00
 329  Buy  06/13/05 08:31  Delphi_Buy  $1,114.00  $0.00  1  $70.00  0.18%  $475.00  100.00%    $15.00  $0.00
   Sell  06/13/05 13:07  LPL1Ex  $1,116.00    $100.00  $10,067.50    $0.00  21.05%  21.05%  $15.00  $0.00
 330  Sell Short  06/23/05 14:00  Delphi_Sell  $1,116.00  $0.00  1  ($30.00)  0.00%  $12.50  33.33%    $15.00  $0.00
   Buy to Cover  06/23/05 14:06  SX EoD  $1,116.00    $0.00  $10,037.50    ($25.00)  66.67%  0.00%  $15.00  $0.00
 331  Buy  06/29/05 07:32  Delphi_Buy  $1,119.50  $0.00  1  ($242.50)  (0.38%)  $0.00  0.00%    $15.00  $0.00
   Sell  06/29/05 11:49  Delphi_Sell  $1,115.25    ($212.50)  $9,795.00    ($212.50)  0.00%  (100.00%)  $15.00  $0.00
 332  Sell Short  06/29/05 11:49  Delphi_Sell  $1,115.25  $0.00  1  $7.50  0.07%  $87.50  46.67%    $15.00  $0.00
   Buy to Cover  06/29/05 14:06  SX EoD  $1,114.50    $37.50  $9,802.50    ($100.00)  73.33%  20.00%  $15.00  $0.00
 333  Sell Short  06/30/05 09:16  Delphi_Sell  $1,114.25  $0.00  1  $370.00  0.72%  $462.50  74.00%    $15.00  $0.00
   Buy to Cover  06/30/05 14:06  SX EoD  $1,106.25    $400.00  $10,172.50    ($162.50)  90.00%  64.00%  $15.00  $0.00
 334  Buy  07/05/05 10:30  Delphi_Buy  $1,119.75  $0.00  1  ($42.50)  (0.02%)  $100.00  38.10%    $15.00  $0.00
   Sell  07/05/05 14:06  LX EoD  $1,119.50    ($12.50)  $10,130.00    ($162.50)  57.14%  (4.76%)  $15.00  $0.00
 335  Sell Short  07/06/05 10:34  Delphi_Sell  $1,113.75  $0.00  1  $182.50  0.38%  $237.50  54.29%    $15.00  $0.00
   Buy to Cover  07/06/05 14:06  SX EoD  $1,109.50    $212.50  $10,312.50    ($200.00)  94.29%  48.57%  $15.00  $0.00
 336  Buy  07/08/05 08:46  Delphi_Buy  $1,118.75  $0.00  1  $395.00  0.76%  $475.00  90.48%    $15.00  $0.00
   Sell  07/08/05 14:06  LX EoD  $1,127.25    $425.00  $10,707.50    ($50.00)  90.48%  80.95%  $15.00  $0.00
 337  Sell Short  08/05/05 08:44  Delphi_Sell  $1,141.25  $0.00  1  $82.50  0.20%  $150.00  63.16%    $15.00  $0.00
   Buy to Cover  08/05/05 14:06  SX EoD  $1,139.00    $112.50  $10,790.00    ($87.50)  84.21%  47.37%  $15.00  $0.00
 338  Buy  08/09/05 12:31  Delphi_Buy  $1,146.25  $0.00  1  ($267.50)  (0.41%)  $50.00  17.39%    $15.00  $0.00
   Sell  08/09/05 13:16  Delphi_Sell  $1,141.50    ($237.50)  $10,522.50    ($237.50)  0.00%  (82.61%)  $15.00  $0.00
 339  Sell Short  08/09/05 13:16  Delphi_Sell  $1,141.50  $0.00  1  ($217.50)  (0.33%)  $75.00  27.27%    $15.00  $0.00
   Buy to Cover  08/09/05 14:06  SX EoD  $1,145.25    ($187.50)  $10,305.00    ($200.00)  4.55%  (68.18%)  $15.00  $0.00
 340  Buy  08/10/05 07:31  Delphi_Buy  $1,149.25  $0.00  1  ($5.00)  0.04%  $350.00  82.35%    $15.00  $0.00
   Sell  08/10/05 11:16  LPL1Ex  $1,149.75    $25.00  $10,300.00    ($75.00)  23.53%  5.88%  $15.00  $0.00
 341  Sell Short  08/10/05 13:05  Delphi_Sell  $1,141.50  $0.00  1  ($130.00)  (0.18%)  $112.50  50.00%    $15.00  $0.00
   Buy to Cover  08/10/05 14:06  SX EoD  $1,143.50    ($100.00)  $10,170.00    ($112.50)  5.56%  (44.44%)  $15.00  $0.00
 342  Buy  08/11/05 08:24  Delphi_Buy  $1,149.25  $0.00  1  ($392.50)  (0.63%)  $100.00  21.62%    $15.00  $0.00
   Sell  08/11/05 12:14  Delphi_Sell  $1,142.00    ($362.50)  $9,777.50    ($362.50)  0.00%  (78.38%)  $15.00  $0.00
 343  Sell Short  08/11/05 12:14  Delphi_Sell  $1,142.00  $0.00  1  ($342.50)  (0.55%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  08/11/05 13:16  Delphi_Buy  $1,148.25    ($312.50)  $9,435.00    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 344  Buy  08/11/05 13:16  Delphi_Buy  $1,148.25  $0.00  1  $45.00  0.13%  $162.50  86.67%    $15.00  $0.00
   Sell  08/11/05 14:06  LX EoD  $1,149.75    $75.00  $9,480.00    ($25.00)  53.33%  40.00%  $15.00  $0.00
 345  Sell Short  08/12/05 09:50  Delphi_Sell  $1,141.50  $0.00  1  ($342.50)  (0.55%)  $162.50  34.21%    $15.00  $0.00
   Buy to Cover  08/12/05 13:31  Delphi_Buy  $1,147.75    ($312.50)  $9,137.50    ($312.50)  0.00%  (65.79%)  $15.00  $0.00
 346  Buy  08/12/05 13:31  Delphi_Buy  $1,147.75  $0.00  1  ($305.00)  (0.48%)  $0.00  0.00%    $15.00  $0.00
   Sell  08/12/05 14:06  LX EoD  $1,142.25    ($275.00)  $8,832.50    ($312.50)  12.00%  (88.00%)  $15.00  $0.00
 347  Buy  08/15/05 11:22  Delphi_Buy  $1,147.25  $0.00  1  $57.50  0.15%  $112.50  69.23%    $15.00  $0.00
   Sell  08/15/05 14:06  LX EoD  $1,149.00    $87.50  $8,890.00    ($50.00)  84.62%  53.85%  $15.00  $0.00
 348  Sell Short  08/16/05 08:43  Delphi_Sell  $1,141.25  $0.00  1  $445.00  0.83%  $512.50  95.35%    $15.00  $0.00
   Buy to Cover  08/16/05 14:06  SX EoD  $1,131.75    $475.00  $9,335.00    ($25.00)  93.02%  88.37%  $15.00  $0.00
 349  Sell Short  08/22/05 09:55  Delphi_Sell  $1,138.00  $0.00  1  $170.00  0.35%  $475.00  100.00%    $15.00  $0.00
   Buy to Cover  08/22/05 14:06  SX EoD  $1,134.00    $200.00  $9,505.00    $0.00  42.11%  42.11%  $15.00  $0.00
 350  Buy  09/01/05 09:24  Delphi_Buy  $1,135.00  $0.00  1  ($130.00)  (0.18%)  $237.50  47.50%    $15.00  $0.00
   Sell  09/01/05 14:06  LX EoD  $1,133.00    ($100.00)  $9,375.00    ($262.50)  32.50%  (20.00%)  $15.00  $0.00
 351  Buy  09/02/05 11:05  Delphi_Buy  $1,134.25  $0.00  1  ($317.50)  (0.51%)  $37.50  11.54%    $15.00  $0.00
   Sell  09/02/05 14:01  Delphi_Sell  $1,128.50    ($287.50)  $9,057.50    ($287.50)  0.00%  (88.46%)  $15.00  $0.00
 352  Sell Short  09/02/05 14:01  Delphi_Sell  $1,128.50  $0.00  1  ($80.00)  (0.09%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/02/05 14:06  SX EoD  $1,129.50    ($50.00)  $8,977.50    ($62.50)  20.00%  (80.00%)  $15.00  $0.00
 353  Buy  09/06/05 07:46  Delphi_Buy  $1,137.25  $0.00  1  $357.50  0.68%  $437.50  77.78%    $15.00  $0.00
   Sell  09/06/05 14:06  LX EoD  $1,145.00    $387.50  $9,335.00    ($125.00)  91.11%  68.89%  $15.00  $0.00
 354  Sell Short  09/14/05 13:13  Delphi_Sell  $1,137.00  $0.00  1  ($117.50)  (0.15%)  $25.00  16.67%    $15.00  $0.00
   Buy to Cover  09/14/05 14:06  SX EoD  $1,138.75    ($87.50)  $9,217.50    ($125.00)  25.00%  (58.33%)  $15.00  $0.00
 355  Buy  09/15/05 07:46  Delphi_Buy  $1,142.75  $0.00  1  ($380.00)  (0.61%)  $0.00  0.00%    $15.00  $0.00
   Sell  09/15/05 10:08  Delphi_Sell  $1,135.75    ($350.00)  $8,837.50    ($350.00)  0.00%  (100.00%)  $15.00  $0.00
 356  Sell Short  09/15/05 10:08  Delphi_Sell  $1,135.75  $0.00  1  ($155.00)  (0.22%)  $25.00  11.11%    $15.00  $0.00
   Buy to Cover  09/15/05 14:06  SX EoD  $1,138.25    ($125.00)  $8,682.50    ($200.00)  33.33%  (55.56%)  $15.00  $0.00
 357  Buy  09/16/05 07:46  Delphi_Buy  $1,143.00  $0.00  1  $245.00  0.48%  $312.50  69.44%    $15.00  $0.00
   Sell  09/16/05 14:06  LX EoD  $1,148.50    $275.00  $8,927.50    ($137.50)  91.67%  61.11%  $15.00  $0.00
 358  Sell Short  09/19/05 13:28  Delphi_Sell  $1,138.50  $0.00  1  ($167.50)  (0.24%)  $37.50  17.65%    $15.00  $0.00
   Buy to Cover  09/19/05 14:06  SX EoD  $1,141.25    ($137.50)  $8,760.00    ($175.00)  17.65%  (64.71%)  $15.00  $0.00
 359  Buy  09/20/05 07:31  Delphi_Buy  $1,143.50  $0.00  1  ($55.00)  (0.04%)  $200.00  88.89%    $15.00  $0.00
   Sell  09/20/05 11:46  LPL1Ex  $1,143.00    ($25.00)  $8,705.00    ($25.00)  0.00%  (11.11%)  $15.00  $0.00
 360  Sell Short  09/20/05 12:43  Delphi_Sell  $1,139.25  $0.00  1  $345.00  0.66%  $462.50  92.50%    $15.00  $0.00
   Buy to Cover  09/20/05 14:06  SX EoD  $1,131.75    $375.00  $9,050.00    ($37.50)  82.50%  75.00%  $15.00  $0.00
 361  Buy  09/29/05 12:42  Delphi_Buy  $1,137.00  $0.00  1  ($17.50)  0.02%  $100.00  44.44%    $15.00  $0.00
   Sell  09/29/05 14:06  LX EoD  $1,137.25    $12.50  $9,032.50    ($125.00)  61.11%  5.56%  $15.00  $0.00
 362  Sell Short  10/04/05 12:36  Delphi_Sell  $1,131.00  $0.00  1  $382.50  0.73%  $425.00  89.47%    $15.00  $0.00
   Buy to Cover  10/04/05 14:06  SX EoD  $1,122.75    $412.50  $9,415.00    ($50.00)  97.37%  86.84%  $15.00  $0.00
 363  Sell Short  10/20/05 09:13  Delphi_Sell  $1,100.00  $0.00  1  $720.00  1.36%  $1,012.50  94.19%    $15.00  $0.00
   Buy to Cover  10/20/05 14:06  SX EoD  $1,085.00    $750.00  $10,135.00    ($62.50)  75.58%  69.77%  $15.00  $0.00
 364  Buy  10/24/05 13:40  Delphi_Buy  $1,104.25  $0.00  1  $120.00  0.27%  $175.00  82.35%    $15.00  $0.00
   Sell  10/24/05 14:06  LX EoD  $1,107.25    $150.00  $10,255.00    ($37.50)  88.24%  70.59%  $15.00  $0.00
 365  Sell Short  10/25/05 11:42  Delphi_Sell  $1,097.00  $0.00  1  ($430.00)  (0.73%)  $37.50  8.57%    $15.00  $0.00
   Buy to Cover  10/25/05 13:46  Delphi_Buy  $1,105.00    ($400.00)  $9,825.00    ($400.00)  0.00%  (91.43%)  $15.00  $0.00
 366  Buy  10/25/05 13:46  Delphi_Buy  $1,105.00  $0.00  1  ($80.00)  (0.09%)  $25.00  20.00%    $15.00  $0.00
   Sell  10/25/05 14:06  LX EoD  $1,104.00    ($50.00)  $9,745.00    ($100.00)  40.00%  (40.00%)  $15.00  $0.00
 367  Sell Short  10/27/05 07:44  Delphi_Sell  $1,096.75  $0.00  1  $495.00  0.96%  $550.00  88.00%    $15.00  $0.00
   Buy to Cover  10/27/05 14:06  SX EoD  $1,086.25    $525.00  $10,240.00    ($75.00)  96.00%  84.00%  $15.00  $0.00
 368  Buy  10/28/05 12:54  Delphi_Buy  $1,104.00  $0.00  1  $20.00  0.09%  $87.50  43.75%    $15.00  $0.00
   Sell  10/28/05 14:06  LX EoD  $1,105.00    $50.00  $10,260.00    ($112.50)  81.25%  25.00%  $15.00  $0.00
 369  Buy  12/08/05 07:34  Delphi_Buy  $1,164.00  $0.00  1  ($342.50)  (0.54%)  $262.50  45.65%    $15.00  $0.00
   Sell  12/08/05 12:21  Delphi_Sell  $1,157.75    ($312.50)  $9,917.50    ($312.50)  0.00%  (54.35%)  $15.00  $0.00
 370  Sell Short  12/08/05 12:21  Delphi_Sell  $1,157.75  $0.00  1  ($192.50)  (0.28%)  $100.00  32.00%    $15.00  $0.00
   Buy to Cover  12/08/05 14:06  SX EoD  $1,161.00    ($162.50)  $9,725.00    ($212.50)  16.00%  (52.00%)  $15.00  $0.00
 371  Buy  12/09/05 09:11  Delphi_Buy  $1,164.50  $0.00  1  ($42.50)  (0.02%)  $225.00  50.00%    $15.00  $0.00
   Sell  12/09/05 14:06  LX EoD  $1,164.25    ($12.50)  $9,682.50    ($225.00)  47.22%  (2.78%)  $15.00  $0.00
 372  Sell Short  12/19/05 13:12  Delphi_Sell  $1,163.75  $0.00  1  ($67.50)  (0.06%)  $25.00  20.00%    $15.00  $0.00
   Buy to Cover  12/19/05 14:06  SX EoD  $1,164.50    ($37.50)  $9,615.00    ($100.00)  50.00%  (30.00%)  $15.00  $0.00
 373  Sell Short  12/20/05 12:04  Delphi_Sell  $1,164.00  $0.00  1  ($42.50)  (0.02%)  $112.50  47.37%    $15.00  $0.00
   Buy to Cover  12/20/05 14:06  SX EoD  $1,164.25    ($12.50)  $9,572.50    ($125.00)  47.37%  (5.26%)  $15.00  $0.00
 374  Buy  12/21/05 07:46  Delphi_Buy  $1,169.75  $0.00  1  ($280.00)  (0.43%)  $187.50  42.86%    $15.00  $0.00
   Sell  12/21/05 12:52  Delphi_Sell  $1,164.75    ($250.00)  $9,292.50    ($250.00)  0.00%  (57.14%)  $15.00  $0.00
 375  Sell Short  12/21/05 12:52  Delphi_Sell  $1,164.75  $0.00  1  ($130.00)  (0.17%)  $62.50  29.41%    $15.00  $0.00
   Buy to Cover  12/21/05 14:06  SX EoD  $1,166.75    ($100.00)  $9,162.50    ($150.00)  23.53%  (47.06%)  $15.00  $0.00
 376  Buy  12/22/05 09:32  Delphi_Buy  $1,170.50  $0.00  1  $57.50  0.15%  $100.00  44.44%    $15.00  $0.00
   Sell  12/22/05 14:06  LX EoD  $1,172.25    $87.50  $9,220.00    ($125.00)  94.44%  38.89%  $15.00  $0.00
 377  Sell Short  12/27/05 10:05  Delphi_Sell  $1,165.00  $0.00  1  $207.50  0.41%  $262.50  72.41%    $15.00  $0.00
   Buy to Cover  12/27/05 14:06  SX EoD  $1,160.25    $237.50  $9,427.50    ($100.00)  93.10%  65.52%  $15.00  $0.00
 378  Buy  01/03/06 13:02  Delphi_Buy  $1,166.75  $0.00  1  $257.50  0.49%  $362.50  100.00%    $15.00  $0.00
   Sell  01/03/06 14:06  LX EoD  $1,172.50    $287.50  $9,685.00    $0.00  79.31%  79.31%  $15.00  $0.00
 379  Sell Short  01/18/06 11:21  Delphi_Sell  $1,175.25  $0.00  1  ($217.50)  (0.32%)  $100.00  27.59%    $15.00  $0.00
   Buy to Cover  01/18/06 14:06  SX EoD  $1,179.00    ($187.50)  $9,467.50    ($262.50)  20.69%  (51.72%)  $15.00  $0.00
 380  Buy  01/19/06 07:31  Delphi_Buy  $1,182.25  $0.00  1  $70.00  0.17%  $362.50  74.36%    $15.00  $0.00
   Sell  01/19/06 13:11  LPL1Ex  $1,184.25    $100.00  $9,537.50    ($125.00)  46.15%  20.51%  $15.00  $0.00
 381  Sell Short  01/20/06 08:51  Delphi_Sell  $1,176.75  $0.00  1  $720.00  1.27%  $775.00  98.41%    $15.00  $0.00
   Buy to Cover  01/20/06 14:06  SX EoD  $1,161.75    $750.00  $10,257.50    ($12.50)  96.83%  95.24%  $15.00  $0.00
 382  Buy  01/27/06 07:51  Delphi_Buy  $1,179.00  $0.00  1  $82.50  0.19%  $400.00  88.89%    $15.00  $0.00
   Sell  01/27/06 11:36  LPL1Ex  $1,181.25    $112.50  $10,340.00    ($50.00)  36.11%  25.00%  $15.00  $0.00
 383  Buy  02/01/06 12:36  Delphi_Buy  $1,181.75  $0.00  1  ($5.00)  0.04%  $75.00  31.58%    $15.00  $0.00
   Sell  02/01/06 14:06  LX EoD  $1,182.25    $25.00  $10,335.00    ($162.50)  78.95%  10.53%  $15.00  $0.00
 384  Sell Short  02/02/06 09:01  Delphi_Sell  $1,173.75  $0.00  1  $170.00  0.34%  $337.50  100.00%    $15.00  $0.00
   Buy to Cover  02/02/06 14:06  SX EoD  $1,169.75    $200.00  $10,505.00    $0.00  59.26%  59.26%  $15.00  $0.00
 385  Sell Short  02/09/06 12:08  Delphi_Sell  $1,168.75  $0.00  1  $282.50  0.53%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  02/09/06 14:06  SX EoD  $1,162.50    $312.50  $10,787.50    ($12.50)  89.66%  86.21%  $15.00  $0.00
 386  Buy  02/14/06 09:59  Delphi_Buy  $1,172.75  $0.00  1  $82.50  0.19%  $262.50  67.74%    $15.00  $0.00
   Sell  02/14/06 14:06  LX EoD  $1,175.00    $112.50  $10,870.00    ($125.00)  61.29%  29.03%  $15.00  $0.00
 387  Sell Short  02/28/06 13:08  Delphi_Sell  $1,177.00  $0.00  1  ($105.00)  (0.13%)  $25.00  12.50%    $15.00  $0.00
   Buy to Cover  02/28/06 14:06  SX EoD  $1,178.50    ($75.00)  $10,765.00    ($175.00)  50.00%  (37.50%)  $15.00  $0.00
 388  Buy  03/01/06 07:48  Delphi_Buy  $1,183.25  $0.00  1  $245.00  0.46%  $337.50  67.50%    $15.00  $0.00
   Sell  03/01/06 14:06  LX EoD  $1,188.75    $275.00  $11,010.00    ($162.50)  87.50%  55.00%  $15.00  $0.00
 389  Sell Short  03/06/06 11:32  Delphi_Sell