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TradeStation TradeManager Performance Report Delphi II WFO Broker, @ES.D, 1 min., 1/2/2001 6:31:00 AM - 8/3/2018 10:06:00 AM
Display:
 
TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $31,270.00    Profit Factor 1.19
Gross Profit $194,095.00    Gross Loss ($162,825.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $9,397.50    Select Profit Factor 1.06
Select Gross Profit $172,222.50    Select Gross Loss ($162,825.00)
Adjusted Total Net Profit $16,466.01    Adjusted Profit Factor 1.10
Adjusted Gross Profit $186,111.00    Adjusted Gross Loss ($169,644.99)
Total Number of Trades 1161    Percent Profitable 50.90%
Winning Trades 591    Losing Trades 570
Even Trades 0
Avg. Trade Net Profit $26.93    Ratio Avg. Win:Avg. Loss 1.15
Avg. Winning Trade $328.42    Avg. Losing Trade ($285.66)
Largest Winning Trade $2,157.50    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 1.11%    Largest Loser as % of Gross Loss 0.54%
Net Profit as % of Largest Loss 3553.41%
Slct. Net Profit as % of Largest Loss 1067.90%    Adj. Net Profit as % of Largest Loss 1871.14%
Max. Consecutive Winning Trades 15    Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 241.32    Avg. Bars in Losing Trades 162.47
Avg. Bars in Total Trades 202.61
Max. Shares/Contracts Held 1    Account Size Required $4,727.50
Total Commission $34,830.00    Total Slippage $0.00
Return on Initial Capital 186.13%    Annual Rate of Return 5.98%
Buy and Hold Return 149.40%    Return on Account 661.45%
Avg. Monthly Return $160.36    Std. Deviation of Monthly Return $945.82
Return Retracement Ratio 0.10    RINA Index 1525.90
Sharpe Ratio 0.12    K-Ratio n/a
Trading Period 17 Yrs, 6 Mths, 29 Dys, 2 Hrs, 44 Mins    Percent of Time in the Market 2.59%
Time in the Market 5 Mths, 13 Dys, 3 Hrs, 36 Mins    Longest Flat Period 71 Dys, 20 Hrs, 55 Mins
Max. Equity Run-up $37,437.50
Date of Max. E. Run-up 04/10/18 12:21    Max. E. Run-up as % of Initial Capital 222.84%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,537.50)    Value ($4,727.50)
Date 02/01/08 07:46    Date 09/11/14 09:30
as % of Initial Capital 32.96%    as % of Initial Capital 28.14%
Net Profit as % of Drawdown 564.70%    Net Profit as % of Drawdown 661.45%
Slct. Net Profit as % of Drawdown 169.71%    Slct. Net Profit as % of Drawdown 198.78%
Adj. Net Prof as % of Drawdown 297.35%    Adj. Net Profit as % of Drawdown 348.30%
Max. Trade Drawdown ($850.00)    
Long Trades
Total Net Profit $9,727.50    Profit Factor 1.13
Gross Profit $85,997.50    Gross Loss ($76,270.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $5,155.00    Select Profit Factor 1.07
Select Gross Profit $81,425.00    Select Gross Loss ($76,270.00)
Adjusted Total Net Profit $300.47    Adjusted Profit Factor 1.00
Adjusted Gross Profit $81,136.63    Adjusted Gross Loss ($80,836.17)
Total Number of Trades 592    Percent Profitable 52.87%
Winning Trades 313    Losing Trades 279
Even Trades 0
Avg. Trade Net Profit $16.43    Ratio Avg. Win:Avg. Loss 1.01
Avg. Winning Trade $274.75    Avg. Losing Trade ($273.37)
Largest Winning Trade $1,670.00    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 1.94%    Largest Loser as % of Gross Loss 1.15%
Max. Consecutive Winning Trades 13    Max. Consecutive Losing Trades 10
Avg. Bars in Winning Trades 237.25    Avg. Bars in Losing Trades 158.96
Avg. Bars in Total Trades 200.35
Max. Shares/Contracts Held 1    Account Size Required $6,797.50
Total Commission $17,760.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 1105.40%
Slct. Net Profit as % of Largest Loss 585.80%    Adj. Net Profit as % of Largest Loss 34.14%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($7,232.50)    Value ($6,797.50)
as % of Initial Capital 43.05%    as % of Initial Capital 40.46%
Net Profit as % of Drawdown 134.50%    Net Profit as % of Drawdown 143.10%
Slct. Net Profit as % of Drawdown 71.28%    Slct. Net Profit as % of Drawdown 75.84%
Adj. Net Prof as % of Drawdown 4.15%    Adj. Net Profit as % of Drawdown 75.84%
Max. Trade Drawdown ($850.00)  
Short Trades
Total Net Profit $21,542.50    Profit Factor 1.25
Gross Profit $108,097.50    Gross Loss ($86,555.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $4,242.50    Select Profit Factor 1.05
Select Gross Profit $90,797.50    Select Gross Loss ($86,555.00)
Adjusted Total Net Profit $9,985.30    Adjusted Profit Factor 1.11
Adjusted Gross Profit $101,614.24    Adjusted Gross Loss ($91,628.94)
     
Total Number of Trades 569    Percent Profitable 48.86%
Winning Trades 278    Losing Trades 291
Even Trades 0
Avg. Trade Net Proft $37.86    Ratio Avg. Win:Avg. Loss 1.31
Avg. Winning Trade $388.84    Avg. Losing Trade ($297.44)
Largest Winning Trade $2,157.50    Largest Losing Trade ($880.00)
Largest Winner as % of Gross Profit 2.00%    Largest Loser as % of Gross Loss 1.15%
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 13
Avg. Bars in Winning Trades 245.90    Avg. Bars in Losing Trades 165.84
Avg. Bars in Total Trades 204.95
Max. Shares/Contracts Held 1    Account Size Required $4,277.50
Total Slippage $0.00    Total Commission $17,070.00
Net Profit as % of Largest Loss 2448.01%
Slct. Net Profit as % of Largest Loss 482.10%    Adj. Net Profit as % of Largest Loss 1134.69%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,995.00)    Value ($4,277.50)
as % of Initial Capital 29.73%    as % of Initial Capital 25.46%
Net Profit as % of Drawdown 431.28%    Net Profit as % of Drawdown 503.62%
Slct. Net Profit as % of Drawdown 84.93%    Slct. Net Profit as % of Drawdown 99.18%
Adj. Net Prof as % of Drawdown 199.91%    Adj. Net Prof as % of Drawdown 233.44%
Max. Trade Drawdown ($850.00)  
Created by TradeStation: 8/3/2018 10:05:48 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Delphi II WFO Broker, @ES.D, 1 min., 1/2/2001 6:31:00 AM - 8/3/2018 10:06:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 1161 591 570
Avg. Trade Net Profit $26.93 $328.42 ($285.66)
1 Std. Deviation of Avg. Trade $429.22 $348.57 $239.37
Avg. Trade + 1 Std. Deviation $456.15 $676.99 ($46.29)
Avg. Trade - 1 Std. Deviation ($402.28) ($20.15) ($525.03)
Coefficient of Variation 1593.60% 106.14% 83.80%
Time Averages
Avg. Time in Trades 3 Hrs, 26 Mins 4 Hrs, 4 Mins 2 Hrs, 45 Mins
Avg. Time Between Trades 5 Dys, 22 Hrs, 49 Mins 10 Dys, 13 Hrs, 39 Mins 11 Dys, 30 Mins
Avg. Time Between Trade Profit Peaks 467 Dys, 12 Hrs
Outliers Total Positive Negative
Number of Outliers 13 13 0
Outlier Profit/Loss $21,872.50 $21,872.50 $0.00
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $2,850.00 ($850.00)
Max. Value Date 4/6/2018 8/8/2007
Avg. Value $330.14 ($238.05)
1 Std. Deviation $348.22 $201.11
Avg. + 1 Std. Deviation $678.36 ($36.94)
Avg. - 1 Std. Deviation ($18.09) ($439.16)
Coefficient of Variation 105.48% 84.48%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 1.51% 52.93% 48.58%
1 Std. Deviation 57.85% 31.18% 34.51%
Avg. + 1 Std. Deviation 59.35% 84.11% 83.09%
Avg. - 1 Std. Deviation (56.34%) 21.75% 14.07%
Coefficient of Variation 3836.52% 58.91% 71.04%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $2,157.50 ($880.00)
Largest Profit/Loss as % of Gross 1.11% 0.54%
Largest Consec. Profit/Loss $7,050.00 ($4,315.00)
Largest Consec. Profit/Loss as % of Gross 3.63% 2.65%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 138 $350.98 ($276.26)
2 81 $327.79 ($242.96)
3 34 $276.50 ($291.40)
4 19 $304.87 ($407.63)
5 10 $356.75 ($330.00)
6 3 $383.89 ($238.33)
7 2 $285.18 ($348.75)
8 2 $337.19 ($423.75)
15 1 $470.00 ($155.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 141 ($271.67) $353.78
2 75 ($297.00) $342.67
3 46 ($291.23) $309.95
4 12 ($306.82) $337.71
5 11 ($241.36) $390.45
7 3 ($221.67) $36.67
8 1 ($539.38) $995.00
9 1 ($311.94) $70.00

Created by TradeStation: 8/3/2018 10:05:48 AM, 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  Buy  03/27/01 12:40  Delphi_Buy  $1,136.75  $0.00  1  ($55.00)  (0.04%)  $187.50  62.50%    $15.00  $0.00
   Sell  03/27/01 13:06  LX EoD  $1,136.25    ($25.00)  ($55.00)    ($112.50)  29.17%  (8.33%)  $15.00  $0.00
 2  Sell Short  03/28/01 06:46  Delphi_Sell  $1,120.50  $0.00  1  $720.00  1.34%  $950.00  96.20%    $15.00  $0.00
   Buy to Cover  03/28/01 13:06  SX EoD  $1,105.50    $750.00  $665.00    ($37.50)  79.75%  75.95%  $15.00  $0.00
 3  Buy  04/10/01 06:51  Delphi_Buy  $1,108.75  $0.00  1  $570.00  1.08%  $987.50  100.00%    $15.00  $0.00
   Sell  04/10/01 13:06  LX EoD  $1,120.75    $600.00  $1,235.00    $0.00  60.76%  60.76%  $15.00  $0.00
 4  Sell Short  05/11/01 12:28  Delphi_Sell  $1,189.50  $0.00  1  ($330.00)  (0.50%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  05/11/01 13:06  SX EoD  $1,195.50    ($300.00)  $905.00    ($350.00)  14.29%  (85.71%)  $15.00  $0.00
 5  Sell Short  05/14/01 11:28  Delphi_Sell  $1,190.75  $0.00  1  ($330.00)  (0.50%)  $25.00  7.69%    $15.00  $0.00
   Buy to Cover  05/14/01 12:35  Delphi_Buy  $1,196.75    ($300.00)  $575.00    ($300.00)  0.00%  (92.31%)  $15.00  $0.00
 6  Buy  05/14/01 12:35  Delphi_Buy  $1,196.75  $0.00  1  ($5.00)  0.04%  $150.00  80.00%    $15.00  $0.00
   Sell  05/14/01 13:06  LX EoD  $1,197.25    $25.00  $570.00    ($37.50)  33.33%  13.33%  $15.00  $0.00
 7  Sell Short  05/29/01 07:10  Delphi_Sell  $1,219.00  $0.00  1  $107.50  0.23%  $325.00  66.67%    $15.00  $0.00
   Buy to Cover  05/29/01 13:06  SX EoD  $1,216.25    $137.50  $677.50    ($162.50)  61.54%  28.21%  $15.00  $0.00
 8  Buy  06/05/01 06:52  Delphi_Buy  $1,220.25  $0.00  1  $520.00  0.90%  $712.50  81.43%    $15.00  $0.00
   Sell  06/05/01 13:06  LX EoD  $1,231.25    $550.00  $1,197.50    ($162.50)  81.43%  62.86%  $15.00  $0.00
 9  Buy  06/06/01 10:02  Delphi_Buy  $1,222.00  $0.00  1  ($242.50)  (0.35%)  $112.50  25.71%    $15.00  $0.00
   Sell  06/06/01 13:06  LX EoD  $1,217.75    ($212.50)  $955.00    ($325.00)  25.71%  (48.57%)  $15.00  $0.00
 10  Buy  06/07/01 06:45  Delphi_Buy  $1,222.25  $0.00  1  ($530.00)  (0.82%)  $37.50  6.98%    $15.00  $0.00
   Sell  06/07/01 08:18  Delphi_Sell  $1,212.25    ($500.00)  $425.00    ($500.00)  0.00%  (93.02%)  $15.00  $0.00
 11  Sell Short  06/07/01 08:18  Delphi_Sell  $1,212.25  $0.00  1  ($505.00)  (0.78%)  $25.00  5.00%    $15.00  $0.00
   Buy to Cover  06/07/01 10:12  Delphi_Buy  $1,221.75    ($475.00)  ($80.00)    ($475.00)  0.00%  (95.00%)  $15.00  $0.00
 12  Buy  06/07/01 10:12  Delphi_Buy  $1,221.75  $0.00  1  $545.00  0.94%  $700.00  82.35%    $15.00  $0.00
   Sell  06/07/01 13:06  LX EoD  $1,233.25    $575.00  $465.00    ($150.00)  85.29%  67.65%  $15.00  $0.00
 13  Sell Short  06/08/01 07:16  Delphi_Sell  $1,209.75  $0.00  1  ($167.50)  (0.23%)  $362.50  63.04%    $15.00  $0.00
   Buy to Cover  06/08/01 13:06  SX EoD  $1,212.50    ($137.50)  $297.50    ($212.50)  13.04%  (23.91%)  $15.00  $0.00
 14  Sell Short  06/28/01 12:28  Delphi_Sell  $1,171.75  $0.00  1  $120.00  0.26%  $212.50  85.00%    $15.00  $0.00
   Buy to Cover  06/28/01 13:06  SX EoD  $1,168.75    $150.00  $417.50    ($37.50)  75.00%  60.00%  $15.00  $0.00
 15  Buy  06/29/01 10:46  Delphi_Buy  $1,181.50  $0.00  1  ($505.00)  (0.80%)  $0.00  0.00%    $15.00  $0.00
   Sell  06/29/01 12:53  Delphi_Sell  $1,172.00    ($475.00)  ($87.50)    ($475.00)  0.00%  (100.00%)  $15.00  $0.00
 16  Sell Short  06/29/01 12:53  Delphi_Sell  $1,172.00  $0.00  1  ($167.50)  (0.23%)  $50.00  22.22%    $15.00  $0.00
   Buy to Cover  06/29/01 13:06  SX EoD  $1,174.75    ($137.50)  ($255.00)    ($175.00)  16.67%  (61.11%)  $15.00  $0.00
 17  Buy  07/02/01 08:51  Delphi_Buy  $1,183.00  $0.00  1  ($130.00)  (0.17%)  $62.50  16.67%    $15.00  $0.00
   Sell  07/02/01 13:06  LX EoD  $1,181.00    ($100.00)  ($385.00)    ($312.50)  56.67%  (26.67%)  $15.00  $0.00
 18  Sell Short  07/03/01 06:50  Delphi_Sell  $1,172.25  $0.00  1  ($455.00)  (0.73%)  $25.00  5.56%    $15.00  $0.00
   Buy to Cover  07/03/01 10:14  Stop Loss  $1,180.75    ($425.00)  ($840.00)    ($425.00)  0.00%  (94.44%)  $15.00  $0.00
 19  Buy  07/03/01 10:16  Delphi_Buy  $1,181.50  $0.00  1  ($42.50)  (0.02%)  $0.00  0.00%    $15.00  $0.00
   Sell  07/03/01 13:15  End of Day Exit  $1,181.25    ($12.50)  ($882.50)    ($12.50)  0.00%  (100.00%)  $15.00  $0.00
 20  Sell Short  07/05/01 06:46  Delphi_Sell  $1,172.25  $0.00  1  $645.00  1.15%  $675.00  73.97%    $15.00  $0.00
   Buy to Cover  07/05/01 13:06  SX EoD  $1,158.75    $675.00  ($237.50)    ($237.50)  100.00%  73.97%  $15.00  $0.00
 21  Buy  07/13/01 09:33  Delphi_Buy  $1,158.25  $0.00  1  ($5.00)  0.04%  $175.00  43.75%    $15.00  $0.00
   Sell  07/13/01 13:06  LX EoD  $1,158.75    $25.00  ($242.50)    ($225.00)  62.50%  6.25%  $15.00  $0.00
 22  Sell Short  07/16/01 10:05  Delphi_Sell  $1,148.75  $0.00  1  $145.00  0.30%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  07/16/01 13:06  SX EoD  $1,145.25    $175.00  ($97.50)    ($12.50)  51.72%  48.28%  $15.00  $0.00
 23  Buy  07/17/01 11:49  Delphi_Buy  $1,157.25  $0.00  1  ($92.50)  (0.11%)  $37.50  18.75%    $15.00  $0.00
   Sell  07/17/01 13:06  LX EoD  $1,156.00    ($62.50)  ($190.00)    ($162.50)  50.00%  (31.25%)  $15.00  $0.00
 24  Sell Short  07/18/01 06:46  Delphi_Sell  $1,146.00  $0.00  1  ($180.00)  (0.26%)  $375.00  47.62%    $15.00  $0.00
   Buy to Cover  07/18/01 13:06  SX EoD  $1,149.00    ($150.00)  ($370.00)    ($412.50)  33.33%  (19.05%)  $15.00  $0.00
 25  Buy  07/19/01 06:46  Delphi_Buy  $1,160.75  $0.00  1  ($667.50)  (1.10%)  $337.50  34.62%    $15.00  $0.00
   Sell  07/19/01 12:12  Delphi_Sell  $1,148.00    ($637.50)  ($1,037.50)    ($637.50)  0.00%  (65.38%)  $15.00  $0.00
 26  Sell Short  07/19/01 12:12  Delphi_Sell  $1,148.00  $0.00  1  ($480.00)  (0.78%)  $87.50  15.56%    $15.00  $0.00
   Buy to Cover  07/19/01 13:06  SX EoD  $1,157.00    ($450.00)  ($1,517.50)    ($475.00)  4.44%  (80.00%)  $15.00  $0.00
 27  Sell Short  07/20/01 10:25  Delphi_Sell  $1,148.75  $0.00  1  ($205.00)  (0.30%)  $12.50  4.17%    $15.00  $0.00
   Buy to Cover  07/20/01 13:06  SX EoD  $1,152.25    ($175.00)  ($1,722.50)    ($287.50)  37.50%  (58.33%)  $15.00  $0.00
 28  Sell Short  07/23/01 07:31  Delphi_Sell  $1,147.75  $0.00  1  $832.50  1.50%  $937.50  97.40%    $15.00  $0.00
   Buy to Cover  07/23/01 13:06  SX EoD  $1,130.50    $862.50  ($890.00)    ($25.00)  92.21%  89.61%  $15.00  $0.00
 29  Sell Short  07/27/01 07:50  Delphi_Sell  $1,136.50  $0.00  1  ($642.50)  (1.08%)  $25.00  3.92%    $15.00  $0.00
   Buy to Cover  07/27/01 10:07  Delphi_Buy  $1,148.75    ($612.50)  ($1,532.50)    ($612.50)  0.00%  (96.08%)  $15.00  $0.00
 30  Buy  07/27/01 10:07  Delphi_Buy  $1,148.75  $0.00  1  ($142.50)  (0.20%)  $75.00  22.22%    $15.00  $0.00
   Sell  07/27/01 13:06  LX EoD  $1,146.50    ($112.50)  ($1,675.00)    ($262.50)  44.44%  (33.33%)  $15.00  $0.00
 31  Buy  07/30/01 10:25  Delphi_Buy  $1,147.50  $0.00  1  ($155.00)  (0.22%)  $25.00  7.14%    $15.00  $0.00
   Sell  07/30/01 13:06  LX EoD  $1,145.00    ($125.00)  ($1,830.00)    ($325.00)  57.14%  (35.71%)  $15.00  $0.00
 32  Buy  08/03/01 12:22  Delphi_Buy  $1,153.25  $0.00  1  $20.00  0.09%  $125.00  76.92%    $15.00  $0.00
   Sell  08/03/01 13:06  LX EoD  $1,154.25    $50.00  ($1,810.00)    ($37.50)  53.85%  30.77%  $15.00  $0.00
 33  Sell Short  08/06/01 07:46  Delphi_Sell  $1,144.00  $0.00  1  $170.00  0.35%  $362.50  74.36%    $15.00  $0.00
   Buy to Cover  08/06/01 13:06  SX EoD  $1,140.00    $200.00  ($1,640.00)    ($125.00)  66.67%  41.03%  $15.00  $0.00
 34  Buy  08/24/01 12:24  Delphi_Buy  $1,124.25  $0.00  1  ($55.00)  (0.04%)  $37.50  14.29%    $15.00  $0.00
   Sell  08/24/01 13:06  LX EoD  $1,123.75    ($25.00)  ($1,695.00)    ($225.00)  76.19%  (9.52%)  $15.00  $0.00
 35  Buy  08/27/01 10:52  Delphi_Buy  $1,123.25  $0.00  1  ($367.50)  (0.60%)  $100.00  21.62%    $15.00  $0.00
   Sell  08/27/01 13:06  LX EoD  $1,116.50    ($337.50)  ($2,062.50)    ($362.50)  5.41%  (72.97%)  $15.00  $0.00
 36  Sell Short  08/28/01 06:31  Delphi_Sell  $1,115.75  $0.00  1  $782.50  1.46%  $837.50  87.01%    $15.00  $0.00
   Buy to Cover  08/28/01 13:06  SX EoD  $1,099.50    $812.50  ($1,280.00)    ($125.00)  97.40%  84.42%  $15.00  $0.00
 37  Buy  10/02/01 13:04  Delphi_Buy  $988.00  $0.00  1  ($55.00)  (0.05%)  $12.50  25.00%    $15.00  $0.00
   Sell  10/02/01 13:06  LX EoD  $987.50    ($25.00)  ($1,335.00)    ($37.50)  25.00%  (50.00%)  $15.00  $0.00
 38  Buy  10/03/01 08:30  Delphi_Buy  $989.50  $0.00  1  $757.50  1.59%  $1,087.50  97.75%    $15.00  $0.00
   Sell  10/03/01 13:06  LX EoD  $1,005.25    $787.50  ($577.50)    ($25.00)  73.03%  70.79%  $15.00  $0.00
 39  Sell Short  10/18/01 10:22  Delphi_Sell  $1,000.00  $0.00  1  ($242.50)  (0.43%)  $87.50  20.59%    $15.00  $0.00
   Buy to Cover  10/18/01 13:06  SX EoD  $1,004.25    ($212.50)  ($820.00)    ($337.50)  29.41%  (50.00%)  $15.00  $0.00
 40  Buy  10/22/01 06:57  Delphi_Buy  $1,011.00  $0.00  1  $657.50  1.36%  $737.50  85.51%    $15.00  $0.00
   Sell  10/22/01 13:06  LX EoD  $1,024.75    $687.50  ($162.50)    ($125.00)  94.20%  79.71%  $15.00  $0.00
 41  Sell Short  10/25/01 07:01  Delphi_Sell  $1,003.50  $0.00  1  ($567.50)  (1.07%)  $262.50  32.81%    $15.00  $0.00
   Buy to Cover  10/25/01 11:03  Delphi_Buy  $1,014.25    ($537.50)  ($730.00)    ($537.50)  0.00%  (67.19%)  $15.00  $0.00
 42  Buy  10/25/01 11:03  Delphi_Buy  $1,014.25  $0.00  1  $1,032.50  2.10%  $1,075.00  95.56%    $15.00  $0.00
   Sell  10/25/01 13:06  LX EoD  $1,035.50    $1,062.50  $302.50    ($50.00)  98.89%  94.44%  $15.00  $0.00
 43  Sell Short  10/29/01 13:04  Delphi_Sell  $1,010.25  $0.00  1  $45.00  0.15%  $112.50  100.00%    $15.00  $0.00
   Buy to Cover  10/29/01 13:06  SX EoD  $1,008.75    $75.00  $347.50    $0.00  66.67%  66.67%  $15.00  $0.00
 44  Buy  11/01/01 11:17  Delphi_Buy  $1,016.25  $0.00  1  ($80.00)  (0.10%)  $200.00  41.03%    $15.00  $0.00
   Sell  11/01/01 13:06  LX EoD  $1,015.25    ($50.00)  $267.50    ($287.50)  48.72%  (10.26%)  $15.00  $0.00
 45  Sell Short  11/28/01 12:57  Delphi_Sell  $1,061.00  $0.00  1  ($30.00)  0.00%  $12.50  20.00%    $15.00  $0.00
   Buy to Cover  11/28/01 13:06  SX EoD  $1,061.00    $0.00  $237.50    ($50.00)  80.00%  0.00%  $15.00  $0.00
 46  Sell Short  11/29/01 10:26  Delphi_Sell  $1,061.50  $0.00  1  ($517.50)  (0.92%)  $25.00  4.88%    $15.00  $0.00
   Buy to Cover  11/29/01 12:33  Delphi_Buy  $1,071.25    ($487.50)  ($280.00)    ($487.50)  0.00%  (95.12%)  $15.00  $0.00
 47  Buy  11/29/01 12:33  Delphi_Buy  $1,071.25  $0.00  1  $132.50  0.30%  $187.50  75.00%    $15.00  $0.00
   Sell  11/29/01 13:06  LX EoD  $1,074.50    $162.50  ($147.50)    ($62.50)  90.00%  65.00%  $15.00  $0.00
 48  Sell Short  12/03/01 06:46  Delphi_Sell  $1,062.00  $0.00  1  $7.50  0.07%  $212.50  39.53%    $15.00  $0.00
   Buy to Cover  12/03/01 13:06  SX EoD  $1,061.25    $37.50  ($140.00)    ($325.00)  67.44%  6.98%  $15.00  $0.00
 49  Sell Short  12/04/01 07:38  Delphi_Sell  $1,062.00  $0.00  1  ($430.00)  (0.75%)  $50.00  11.11%    $15.00  $0.00
   Buy to Cover  12/04/01 11:35  Delphi_Buy  $1,070.00    ($400.00)  ($570.00)    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 50  Buy  12/04/01 11:35  Delphi_Buy  $1,070.00  $0.00  1  $445.00  0.89%  $475.00  97.44%    $15.00  $0.00
   Sell  12/04/01 13:06  LX EoD  $1,079.50    $475.00  ($125.00)    ($12.50)  100.00%  97.44%  $15.00  $0.00
 51  Sell Short  12/10/01 12:32  Delphi_Sell  $1,073.25  $0.00  1  $45.00  0.14%  $100.00  72.73%    $15.00  $0.00
   Buy to Cover  12/10/01 13:06  SX EoD  $1,071.75    $75.00  ($80.00)    ($37.50)  81.82%  54.55%  $15.00  $0.00
 52  Buy  12/11/01 11:15  Delphi_Buy  $1,079.25  $0.00  1  ($367.50)  (0.63%)  $250.00  42.55%    $15.00  $0.00
   Sell  12/11/01 12:17  Delphi_Sell  $1,072.50    ($337.50)  ($447.50)    ($337.50)  0.00%  (57.45%)  $15.00  $0.00
 53  Sell Short  12/11/01 12:17  Delphi_Sell  $1,072.50  $0.00  1  $170.00  0.37%  $325.00  61.90%    $15.00  $0.00
   Buy to Cover  12/11/01 13:06  SX EoD  $1,068.50    $200.00  ($277.50)    ($200.00)  76.19%  38.10%  $15.00  $0.00
 54  Buy  12/18/01 06:46  Delphi_Buy  $1,075.75  $0.00  1  $20.00  0.09%  $137.50  33.33%    $15.00  $0.00
   Sell  12/18/01 13:06  LX EoD  $1,076.75    $50.00  ($257.50)    ($275.00)  78.79%  12.12%  $15.00  $0.00
 55  Buy  12/19/01 07:57  Delphi_Buy  $1,076.75  $0.00  1  $257.50  0.53%  $450.00  97.30%    $15.00  $0.00
   Sell  12/19/01 13:06  LX EoD  $1,082.50    $287.50  $0.00    ($12.50)  64.86%  62.16%  $15.00  $0.00
 56  Sell Short  01/02/02 07:01  Delphi_Sell  $1,073.75  $0.00  1  ($492.50)  (0.86%)  $300.00  39.34%    $15.00  $0.00
   Buy to Cover  01/02/02 12:31  Delphi_Buy  $1,083.00    ($462.50)  ($492.50)    ($462.50)  0.00%  (60.66%)  $15.00  $0.00
 57  Buy  01/02/02 12:31  Delphi_Buy  $1,083.00  $0.00  1  $157.50  0.35%  $200.00  72.73%    $15.00  $0.00
   Sell  01/02/02 13:06  LX EoD  $1,086.75    $187.50  ($335.00)    ($75.00)  95.45%  68.18%  $15.00  $0.00
 58  Sell Short  01/09/02 13:04  Delphi_Sell  $1,084.25  $0.00  1  ($55.00)  (0.05%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  01/09/02 13:06  SX EoD  $1,084.75    ($25.00)  ($390.00)    ($37.50)  33.33%  (66.67%)  $15.00  $0.00
 59  Buy  01/10/02 11:58  Delphi_Buy  $1,092.50  $0.00  1  ($155.00)  (0.23%)  $12.50  4.00%    $15.00  $0.00
   Sell  01/10/02 13:06  LX EoD  $1,090.00    ($125.00)  ($545.00)    ($300.00)  56.00%  (40.00%)  $15.00  $0.00
 60  Sell Short  01/11/02 09:47  Delphi_Sell  $1,085.50  $0.00  1  $382.50  0.76%  $450.00  90.00%    $15.00  $0.00
   Buy to Cover  01/11/02 13:06  SX EoD  $1,077.25    $412.50  ($162.50)    ($50.00)  92.50%  82.50%  $15.00  $0.00
 61  Sell Short  02/01/02 08:11  Delphi_Sell  $1,053.75  $0.00  1  ($42.50)  (0.02%)  $200.00  66.67%    $15.00  $0.00
   Buy to Cover  02/01/02 13:06  SX EoD  $1,054.00    ($12.50)  ($205.00)    ($100.00)  29.17%  (4.17%)  $15.00  $0.00
 62  Buy  02/11/02 12:54  Delphi_Buy  $1,043.50  $0.00  1  ($42.50)  (0.02%)  $25.00  33.33%    $15.00  $0.00
   Sell  02/11/02 13:06  LX EoD  $1,043.25    ($12.50)  ($247.50)    ($50.00)  50.00%  (16.67%)  $15.00  $0.00
 63  Sell Short  02/12/02 06:46  Delphi_Sell  $1,035.75  $0.00  1  ($430.00)  (0.77%)  $100.00  20.00%    $15.00  $0.00
   Buy to Cover  02/12/02 11:47  Delphi_Buy  $1,043.75    ($400.00)  ($677.50)    ($400.00)  0.00%  (80.00%)  $15.00  $0.00
 64  Buy  02/12/02 11:47  Delphi_Buy  $1,043.75  $0.00  1  ($380.00)  (0.67%)  $37.50  9.68%    $15.00  $0.00
   Sell  02/12/02 12:38  Delphi_Sell  $1,036.75    ($350.00)  ($1,057.50)    ($350.00)  0.00%  (90.32%)  $15.00  $0.00
 65  Sell Short  02/12/02 12:38  Delphi_Sell  $1,036.75  $0.00  1  ($80.00)  (0.10%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  02/12/02 13:06  SX EoD  $1,037.75    ($50.00)  ($1,137.50)    ($175.00)  71.43%  (28.57%)  $15.00  $0.00
 66  Buy  02/13/02 06:54  Delphi_Buy  $1,044.50  $0.00  1  $32.50  0.12%  $412.50  100.00%    $15.00  $0.00
   Sell  02/13/02 11:54  LPL1Ex  $1,045.75    $62.50  ($1,105.00)    $0.00  15.15%  15.15%  $15.00  $0.00
 67  Sell Short  02/15/02 07:09  Delphi_Sell  $1,037.75  $0.00  1  $95.00  0.24%  $175.00  29.79%    $15.00  $0.00
   Buy to Cover  02/15/02 13:06  SX EoD  $1,035.25    $125.00  ($1,010.00)    ($412.50)  91.49%  21.28%  $15.00  $0.00
 68  Buy  02/25/02 10:46  Delphi_Buy  $1,035.00  $0.00  1  $345.00  0.72%  $487.50  82.98%    $15.00  $0.00
   Sell  02/25/02 13:06  LX EoD  $1,042.50    $375.00  ($665.00)    ($100.00)  80.85%  63.83%  $15.00  $0.00
 69  Buy  02/27/02 12:42  Delphi_Buy  $1,040.00  $0.00  1  $132.50  0.31%  $162.50  86.67%    $15.00  $0.00
   Sell  02/27/02 13:06  LX EoD  $1,043.25    $162.50  ($532.50)    ($25.00)  100.00%  86.67%  $15.00  $0.00
 70  Sell Short  03/21/02 07:04  Delphi_Sell  $1,076.75  $0.00  1  ($442.50)  (0.77%)  $350.00  45.90%    $15.00  $0.00
   Buy to Cover  03/21/02 12:36  Delphi_Buy  $1,085.00    ($412.50)  ($975.00)    ($412.50)  0.00%  (54.10%)  $15.00  $0.00
 71  Buy  03/21/02 12:36  Delphi_Buy  $1,085.00  $0.00  1  ($142.50)  (0.21%)  $100.00  44.44%    $15.00  $0.00
   Sell  03/21/02 13:06  LX EoD  $1,082.75    ($112.50)  ($1,117.50)    ($125.00)  5.56%  (50.00%)  $15.00  $0.00
 72  Sell Short  03/22/02 07:23  Delphi_Sell  $1,075.25  $0.00  1  ($517.50)  (0.91%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  03/22/02 09:22  Delphi_Buy  $1,085.00    ($487.50)  ($1,635.00)    ($487.50)  0.00%  (100.00%)  $15.00  $0.00
 73  Buy  03/22/02 09:22  Delphi_Buy  $1,085.00  $0.00  1  ($430.00)  (0.74%)  $125.00  23.81%    $15.00  $0.00
   Sell  03/22/02 12:08  Delphi_Sell  $1,077.00    ($400.00)  ($2,065.00)    ($400.00)  0.00%  (76.19%)  $15.00  $0.00
 74  Sell Short  03/22/02 12:08  Delphi_Sell  $1,077.00  $0.00  1  ($117.50)  (0.16%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  03/22/02 13:06  SX EoD  $1,078.75    ($87.50)  ($2,182.50)    ($187.50)  53.33%  (46.67%)  $15.00  $0.00
 75  Buy  03/28/02 07:01  Delphi_Buy  $1,082.75  $0.00  1  ($430.00)  (0.74%)  $125.00  23.81%    $15.00  $0.00
   Sell  03/28/02 13:06  LX EoD  $1,074.75    ($400.00)  ($2,612.50)    ($400.00)  0.00%  (76.19%)  $15.00  $0.00
 76  Buy  04/16/02 12:09  Delphi_Buy  $1,058.25  $0.00  1  ($30.00)  0.00%  $62.50  38.46%    $15.00  $0.00
   Sell  04/16/02 13:06  LX EoD  $1,058.25    $0.00  ($2,642.50)    ($100.00)  61.54%  0.00%  $15.00  $0.00
 77  Sell Short  04/17/02 12:17  Delphi_Sell  $1,052.25  $0.00  1  ($267.50)  (0.45%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  04/17/02 13:06  SX EoD  $1,057.00    ($237.50)  ($2,910.00)    ($250.00)  5.00%  (95.00%)  $15.00  $0.00
 78  Buy  04/18/02 06:45  Delphi_Buy  $1,059.00  $0.00  1  ($430.00)  (0.76%)  $100.00  18.60%    $15.00  $0.00
   Sell  04/18/02 07:31  Delphi_Sell  $1,051.00    ($400.00)  ($3,340.00)    ($437.50)  6.98%  (74.42%)  $15.00  $0.00
 79  Sell Short  04/18/02 07:31  Delphi_Sell  $1,051.00  $0.00  1  $70.00  0.19%  $700.00  83.58%    $15.00  $0.00
   Buy to Cover  04/18/02 09:28  SPL1Ex  $1,049.00    $100.00  ($3,270.00)    ($137.50)  28.36%  11.94%  $15.00  $0.00
 80  Sell Short  04/19/02 10:55  Delphi_Sell  $1,052.25  $0.00  1  ($142.50)  (0.21%)  $25.00  11.76%    $15.00  $0.00
   Buy to Cover  04/19/02 13:06  SX EoD  $1,054.50    ($112.50)  ($3,412.50)    ($187.50)  35.29%  (52.94%)  $15.00  $0.00
 81  Buy  05/08/02 12:35  Delphi_Buy  $1,017.75  $0.00  1  ($55.00)  (0.05%)  $37.50  37.50%    $15.00  $0.00
   Sell  05/08/02 13:06  LX EoD  $1,017.25    ($25.00)  ($3,467.50)    ($62.50)  37.50%  (25.00%)  $15.00  $0.00
 82  Sell Short  05/09/02 06:46  Delphi_Sell  $1,010.00  $0.00  1  $407.50  0.87%  $462.50  64.91%    $15.00  $0.00
   Buy to Cover  05/09/02 13:06  SX EoD  $1,001.25    $437.50  ($3,060.00)    ($250.00)  96.49%  61.40%  $15.00  $0.00
 83  Buy  05/14/02 06:46  Delphi_Buy  $1,019.75  $0.00  1  $332.50  0.71%  $375.00  60.00%    $15.00  $0.00
   Sell  05/14/02 13:06  LX EoD  $1,027.00    $362.50  ($2,727.50)    ($250.00)  98.00%  58.00%  $15.00  $0.00
 84  Sell Short  05/21/02 12:01  Delphi_Sell  $1,011.00  $0.00  1  $45.00  0.15%  $162.50  76.47%    $15.00  $0.00
   Buy to Cover  05/21/02 13:06  SX EoD  $1,009.50    $75.00  ($2,682.50)    ($50.00)  58.82%  35.29%  $15.00  $0.00
 85  Buy  05/23/02 06:35  Delphi_Buy  $1,017.75  $0.00  1  $420.00  0.88%  $462.50  51.39%    $15.00  $0.00
   Sell  05/23/02 13:06  LX EoD  $1,026.75    $450.00  ($2,262.50)    ($437.50)  98.61%  50.00%  $15.00  $0.00
 86  Sell Short  05/24/02 11:55  Delphi_Sell  $1,011.75  $0.00  1  ($5.00)  0.05%  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  05/24/02 13:06  SX EoD  $1,011.25    $25.00  ($2,267.50)    ($250.00)  91.67%  8.33%  $15.00  $0.00
 87  Sell Short  06/18/02 06:31  Delphi_Sell  $959.50  $0.00  1  ($505.00)  (0.99%)  $12.50  2.56%    $15.00  $0.00
   Buy to Cover  06/18/02 07:49  Delphi_Buy  $969.00    ($475.00)  ($2,772.50)    ($475.00)  0.00%  (97.44%)  $15.00  $0.00
 88  Buy  06/18/02 07:49  Delphi_Buy  $969.00  $0.00  1  $32.50  0.13%  $62.50  15.63%    $15.00  $0.00
   Sell  06/18/02 13:06  LX EoD  $970.25    $62.50  ($2,740.00)    ($337.50)  100.00%  15.63%  $15.00  $0.00
 89  Sell Short  06/19/02 06:46  Delphi_Sell  $957.00  $0.00  1  $507.50  1.12%  $575.00  54.12%    $15.00  $0.00
   Buy to Cover  06/19/02 13:06  SX EoD  $946.25    $537.50  ($2,232.50)    ($487.50)  96.47%  50.59%  $15.00  $0.00
 90  Buy  07/05/02 10:06  Delphi_Buy  $919.75  $0.00  1  ($92.50)  (0.14%)  $37.50  33.33%    $15.00  $0.00
   Sell  07/05/02 13:15  End of Day Exit  $918.50    ($62.50)  ($2,325.00)    ($75.00)  11.11%  (55.56%)  $15.00  $0.00
 91  Sell Short  07/08/02 07:48  Delphi_Sell  $907.75  $0.00  1  $95.00  0.28%  $350.00  58.33%    $15.00  $0.00
   Buy to Cover  07/08/02 13:06  SX EoD  $905.25    $125.00  ($2,230.00)    ($250.00)  62.50%  20.83%  $15.00  $0.00
 92  Buy  07/29/02 09:52  Delphi_Buy  $815.50  $0.00  1  $457.50  1.20%  $600.00  71.64%    $15.00  $0.00
   Sell  07/29/02 13:06  LX EoD  $825.25    $487.50  ($1,772.50)    ($237.50)  86.57%  58.21%  $15.00  $0.00
 93  Sell Short  08/02/02 07:46  Delphi_Sell  $801.75  $0.00  1  $545.00  1.43%  $1,087.50  94.57%    $15.00  $0.00
   Buy to Cover  08/02/02 13:06  SX EoD  $790.25    $575.00  ($1,227.50)    ($62.50)  55.43%  50.00%  $15.00  $0.00
 94  Buy  08/08/02 06:42  Delphi_Buy  $808.00  $0.00  1  $1,220.00  3.09%  $1,312.50  79.55%    $15.00  $0.00
   Sell  08/08/02 13:06  LX EoD  $833.00    $1,250.00  ($7.50)    ($337.50)  96.21%  75.76%  $15.00  $0.00
 95  Buy  08/14/02 10:46  Delphi_Buy  $818.00  $0.00  1  $1,382.50  3.45%  $1,537.50  100.00%    $15.00  $0.00
   Sell  08/14/02 13:06  LX EoD  $846.25    $1,412.50  $1,375.00    $0.00  91.87%  91.87%  $15.00  $0.00
 96  Sell Short  08/28/02 08:42  Delphi_Sell  $845.50  $0.00  1  $32.50  0.15%  $250.00  48.78%    $15.00  $0.00
   Buy to Cover  08/28/02 13:06  SX EoD  $844.25    $62.50  $1,407.50    ($262.50)  63.41%  12.20%  $15.00  $0.00
 97  Sell Short  08/29/02 10:48  Delphi_Sell  $844.25  $0.00  1  ($30.00)  0.00%  $225.00  41.86%    $15.00  $0.00
   Buy to Cover  08/29/02 13:06  SX EoD  $844.25    $0.00  $1,377.50    ($312.50)  58.14%  0.00%  $15.00  $0.00
 98  Buy  08/30/02 11:08  Delphi_Buy  $854.75  $0.00  1  ($467.50)  (1.02%)  $75.00  14.63%    $15.00  $0.00
   Sell  08/30/02 12:32  Delphi_Sell  $846.00    ($437.50)  $910.00    ($437.50)  0.00%  (85.37%)  $15.00  $0.00
 99  Sell Short  08/30/02 12:32  Delphi_Sell  $846.00  $0.00  1  $232.50  0.62%  $262.50  75.00%    $15.00  $0.00
   Buy to Cover  08/30/02 13:06  SX EoD  $840.75    $262.50  $1,142.50    ($87.50)  100.00%  75.00%  $15.00  $0.00
 100  Sell Short  09/10/02 11:08  Delphi_Sell  $829.00  $0.00  1  ($480.00)  (1.09%)  $75.00  14.29%    $15.00  $0.00
   Buy to Cover  09/10/02 13:01  Delphi_Buy  $838.00    ($450.00)  $662.50    ($450.00)  0.00%  (85.71%)  $15.00  $0.00
 101  Buy  09/10/02 13:01  Delphi_Buy  $838.00  $0.00  1  ($30.00)  0.00%  $25.00  28.57%    $15.00  $0.00
   Sell  09/10/02 13:06  LX EoD  $838.00    $0.00  $632.50    ($62.50)  71.43%  0.00%  $15.00  $0.00
 102  Sell Short  09/12/02 06:33  Delphi_Sell  $828.50  $0.00  1  $620.00  1.57%  $850.00  91.89%    $15.00  $0.00
   Buy to Cover  09/12/02 13:06  SX EoD  $815.50    $650.00  $1,252.50    ($75.00)  78.38%  70.27%  $15.00  $0.00
 103  Sell Short  10/02/02 06:46  Delphi_Sell  $771.00  $0.00  1  $707.50  1.91%  $1,025.00  70.09%    $15.00  $0.00
   Buy to Cover  10/02/02 13:06  SX EoD  $756.25    $737.50  $1,960.00    ($437.50)  80.34%  50.43%  $15.00  $0.00
 104  Buy  10/11/02 09:55  Delphi_Buy  $764.00  $0.00  1  $32.50  0.16%  $375.00  41.67%    $15.00  $0.00
   Sell  10/11/02 13:06  LX EoD  $765.25    $62.50  $1,992.50    ($525.00)  65.28%  6.94%  $15.00  $0.00
 105  Buy  10/29/02 10:54  Delphi_Buy  $802.75  $0.00  1  $245.00  0.69%  $575.00  61.33%    $15.00  $0.00
   Sell  10/29/02 13:06  LX EoD  $808.25    $275.00  $2,237.50    ($362.50)  68.00%  29.33%  $15.00  $0.00
 106  Sell Short  11/11/02 06:53  Delphi_Sell  $813.75  $0.00  1  $470.00  1.23%  $662.50  92.98%    $15.00  $0.00
   Buy to Cover  11/11/02 13:06  SX EoD  $803.75    $500.00  $2,707.50    ($50.00)  77.19%  70.18%  $15.00  $0.00
 107  Buy  11/12/02 11:32  Delphi_Buy  $821.50  $0.00  1  ($430.00)  (0.97%)  $25.00  5.88%    $15.00  $0.00
   Sell  11/12/02 12:09  Delphi_Sell  $813.50    ($400.00)  $2,277.50    ($400.00)  0.00%  (94.12%)  $15.00  $0.00
 108  Sell Short  11/12/02 12:09  Delphi_Sell  $813.50  $0.00  1  $70.00  0.25%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  11/12/02 13:06  SX EoD  $811.50    $100.00  $2,347.50    ($12.50)  31.03%  27.59%  $15.00  $0.00
 109  Sell Short  11/13/02 10:59  Delphi_Sell  $810.00  $0.00  1  ($55.00)  (0.06%)  $525.00  82.35%    $15.00  $0.00
   Buy to Cover  11/13/02 13:06  SX EoD  $810.50    ($25.00)  $2,292.50    ($112.50)  13.73%  (3.92%)  $15.00  $0.00
 110  Buy  11/14/02 06:46  Delphi_Buy  $823.25  $0.00  1  $332.50  0.88%  $500.00  75.47%    $15.00  $0.00
   Sell  11/14/02 13:06  LX EoD  $830.50    $362.50  $2,625.00    ($162.50)  79.25%  54.72%  $15.00  $0.00
 111  Buy  11/20/02 07:02  Delphi_Buy  $826.50  $0.00  1  $845.00  2.12%  $975.00  96.30%    $15.00  $0.00
   Sell  11/20/02 13:06  LX EoD  $844.00    $875.00  $3,470.00    ($37.50)  90.12%  86.42%  $15.00  $0.00
 112  Sell Short  12/04/02 07:17  Delphi_Sell  $837.00  $0.00  1  ($542.50)  (1.22%)  $37.50  6.82%    $15.00  $0.00
   Buy to Cover  12/04/02 11:36  Stop Loss  $847.25    ($512.50)  $2,927.50    ($512.50)  0.00%  (93.18%)  $15.00  $0.00
 113  Buy  12/04/02 11:46  Delphi_Buy  $849.50  $0.00  1  ($280.00)  (0.59%)  $187.50  40.54%    $15.00  $0.00
   Sell  12/04/02 13:06  LX EoD  $844.50    ($250.00)  $2,647.50    ($275.00)  5.41%  (54.05%)  $15.00  $0.00
 114  Sell Short  12/05/02 07:40  Delphi_Sell  $836.75  $0.00  1  $45.00  0.18%  $200.00  44.44%    $15.00  $0.00
   Buy to Cover  12/05/02 13:06  SX EoD  $835.25    $75.00  $2,692.50    ($250.00)  72.22%  16.67%  $15.00  $0.00
 115  Buy  12/16/02 12:51  Delphi_Buy  $838.25  $0.00  1  ($30.00)  0.00%  $12.50  12.50%    $15.00  $0.00
   Sell  12/16/02 13:06  LX EoD  $838.25    $0.00  $2,662.50    ($87.50)  87.50%  0.00%  $15.00  $0.00
 116  Sell Short  12/17/02 11:06  Delphi_Sell  $831.75  $0.00  1  $32.50  0.15%  $150.00  48.00%    $15.00  $0.00
   Buy to Cover  12/17/02 13:06  SX EoD  $830.50    $62.50  $2,695.00    ($162.50)  72.00%  20.00%  $15.00  $0.00
 117  Sell Short  12/23/02 10:01  Delphi_Sell  $825.00  $0.00  1  ($117.50)  (0.21%)  $200.00  64.00%    $15.00  $0.00
   Buy to Cover  12/23/02 13:06  SX EoD  $826.75    ($87.50)  $2,577.50    ($112.50)  8.00%  (28.00%)  $15.00  $0.00
 118  Sell Short  12/26/02 10:58  Delphi_Sell  $825.75  $0.00  1  $420.00  1.09%  $575.00  92.00%    $15.00  $0.00
   Buy to Cover  12/26/02 13:06  SX EoD  $816.75    $450.00  $2,997.50    ($50.00)  80.00%  72.00%  $15.00  $0.00
 119  Buy  01/02/03 07:19  Delphi_Buy  $826.00  $0.00  1  $532.50  1.36%  $612.50  85.96%    $15.00  $0.00
   Sell  01/02/03 13:06  LX EoD  $837.25    $562.50  $3,530.00    ($100.00)  92.98%  78.95%  $15.00  $0.00
 120  Sell Short  01/17/03 06:46  Delphi_Sell  $835.75  $0.00  1  $295.00  0.78%  $475.00  80.85%    $15.00  $0.00
   Buy to Cover  01/17/03 13:06  SX EoD  $829.25    $325.00  $3,825.00    ($112.50)  74.47%  55.32%  $15.00  $0.00
 121  Buy  02/18/03 07:04  Delphi_Buy  $777.00  $0.00  1  $157.50  0.48%  $225.00  54.55%    $15.00  $0.00
   Sell  02/18/03 13:06  LX EoD  $780.75    $187.50  $3,982.50    ($187.50)  90.91%  45.45%  $15.00  $0.00
 122  Sell Short  02/19/03 10:40  Delphi_Sell  $769.25  $0.00  1  ($242.50)  (0.55%)  $150.00  40.00%    $15.00  $0.00
   Buy to Cover  02/19/03 13:06  SX EoD  $773.50    ($212.50)  $3,740.00    ($225.00)  3.33%  (56.67%)  $15.00  $0.00
 123  Buy  02/20/03 06:31  Delphi_Buy  $775.75  $0.00  1  ($430.00)  (1.03%)  $112.50  21.95%    $15.00  $0.00
   Sell  02/20/03 07:46  Delphi_Sell  $767.75    ($400.00)  $3,310.00    ($400.00)  0.00%  (78.05%)  $15.00  $0.00
 124  Sell Short  02/20/03 07:46  Delphi_Sell  $767.75  $0.00  1  $82.50  0.29%  $175.00  46.67%    $15.00  $0.00
   Buy to Cover  02/20/03 13:06  SX EoD  $765.50    $112.50  $3,392.50    ($200.00)  83.33%  30.00%  $15.00  $0.00
 125  Buy  02/21/03 10:41  Delphi_Buy  $777.25  $0.00  1  ($67.50)  (0.10%)  $175.00  53.85%    $15.00  $0.00
   Sell  02/21/03 13:06  LX EoD  $776.50    ($37.50)  $3,325.00    ($150.00)  34.62%  (11.54%)  $15.00  $0.00
 126  Sell Short  02/24/03 06:57  Delphi_Sell  $767.75  $0.00  1  $370.00  1.04%  $412.50  80.49%    $15.00  $0.00
   Buy to Cover  02/24/03 13:06  SX EoD  $759.75    $400.00  $3,695.00    ($100.00)  97.56%  78.05%  $15.00  $0.00
 127  Sell Short  02/27/03 11:10  Delphi_Sell  $763.25  $0.00  1  ($180.00)  (0.39%)  $212.50  56.67%    $15.00  $0.00
   Buy to Cover  02/27/03 13:06  SX EoD  $766.25    ($150.00)  $3,515.00    ($162.50)  3.33%  (40.00%)  $15.00  $0.00
 128  Buy  02/28/03 07:01  Delphi_Buy  $772.25  $0.00  1  ($105.00)  (0.19%)  $162.50  30.95%    $15.00  $0.00
   Sell  02/28/03 13:06  LX EoD  $770.75    ($75.00)  $3,410.00    ($362.50)  54.76%  (14.29%)  $15.00  $0.00
 129  Sell Short  03/03/03 11:25  Delphi_Sell  $765.25  $0.00  1  $82.50  0.29%  $237.50  79.17%    $15.00  $0.00
   Buy to Cover  03/03/03 13:06  SX EoD  $763.00    $112.50  $3,492.50    ($62.50)  58.33%  37.50%  $15.00  $0.00
 130  Buy  03/13/03 11:30  Delphi_Buy  $753.50  $0.00  1  $332.50  0.96%  $412.50  91.67%    $15.00  $0.00
   Sell  03/13/03 13:06  LX EoD  $760.75    $362.50  $3,825.00    ($37.50)  88.89%  80.56%  $15.00  $0.00
 131  Sell Short  03/31/03 06:48  Delphi_Sell  $777.00  $0.00  1  ($205.00)  (0.45%)  $375.00  60.00%    $15.00  $0.00
   Buy to Cover  03/31/03 10:46  SPL1Ex  $780.50    ($175.00)  $3,620.00    ($250.00)  12.00%  (28.00%)  $15.00  $0.00
 132  Buy  03/31/03 11:53  Delphi_Buy  $786.00  $0.00  1  ($455.00)  (1.08%)  $37.50  8.11%    $15.00  $0.00
   Sell  03/31/03 12:52  Delphi_Sell  $777.50    ($425.00)  $3,165.00    ($425.00)  0.00%  (91.89%)  $15.00  $0.00
 133  Sell Short  03/31/03 12:52  Delphi_Sell  $777.50  $0.00  1  $157.50  0.48%  $187.50  88.24%    $15.00  $0.00
   Buy to Cover  03/31/03 13:06  SX EoD  $773.75    $187.50  $3,322.50    ($25.00)  100.00%  88.24%  $15.00  $0.00
 134  Buy  04/01/03 10:00  Delphi_Buy  $788.00  $0.00  1  ($67.50)  (0.10%)  $100.00  25.00%    $15.00  $0.00
   Sell  04/01/03 13:06  LX EoD  $787.25    ($37.50)  $3,255.00    ($300.00)  65.63%  (9.38%)  $15.00  $0.00
 135  Buy  04/09/03 12:08  Delphi_Buy  $801.75  $0.00  1  ($380.00)  (0.87%)  $112.50  21.95%    $15.00  $0.00
   Sell  04/09/03 13:06  LX EoD  $794.75    ($350.00)  $2,875.00    ($400.00)  9.76%  (68.29%)  $15.00  $0.00
 136  Sell Short  04/10/03 06:43  Delphi_Sell  $793.00  $0.00  1  ($442.50)  (1.04%)  $100.00  19.51%    $15.00  $0.00
   Buy to Cover  04/10/03 13:01  Delphi_Buy  $801.25    ($412.50)  $2,432.50    ($412.50)  0.00%  (80.49%)  $15.00  $0.00
 137  Buy  04/10/03 13:01  Delphi_Buy  $801.25  $0.00  1  ($42.50)  (0.03%)  $37.50  42.86%    $15.00  $0.00
   Sell  04/10/03 13:06  LX EoD  $801.00    ($12.50)  $2,390.00    ($50.00)  42.86%  (14.29%)  $15.00  $0.00
 138  Buy  04/14/03 06:49  Delphi_Buy  $802.00  $0.00  1  $632.50  1.65%  $662.50  76.81%    $15.00  $0.00
   Sell  04/14/03 13:06  LX EoD  $815.25    $662.50  $3,022.50    ($200.00)  100.00%  76.81%  $15.00  $0.00
 139  Sell Short  05/19/03 09:54  Delphi_Sell  $851.75  $0.00  1  $57.50  0.21%  $137.50  45.83%    $15.00  $0.00
   Buy to Cover  05/19/03 13:06  SX EoD  $850.00    $87.50  $3,080.00    ($162.50)  83.33%  29.17%  $15.00  $0.00
 140  Buy  05/22/03 07:30  Delphi_Buy  $859.25  $0.00  1  $57.50  0.20%  $287.50  71.88%    $15.00  $0.00
   Sell  05/22/03 13:06  LX EoD  $861.00    $87.50  $3,137.50    ($112.50)  50.00%  21.88%  $15.00  $0.00
 141  Sell Short  06/23/03 07:16  Delphi_Sell  $913.25  $0.00  1  $70.00  0.22%  $362.50  85.29%    $15.00  $0.00
   Buy to Cover  06/23/03 13:06  SX EoD  $911.25    $100.00  $3,207.50    ($62.50)  38.24%  23.53%  $15.00  $0.00
 142  Sell Short  06/24/03 12:46  Delphi_Sell  $913.00  $0.00  1  $20.00  0.11%  $62.50  71.43%    $15.00  $0.00
   Buy to Cover  06/24/03 13:06  SX EoD  $912.00    $50.00  $3,227.50    ($25.00)  85.71%  57.14%  $15.00  $0.00
 143  Buy  06/25/03 08:01  Delphi_Buy  $920.00  $0.00  1  ($255.00)  (0.49%)  $37.50  14.29%    $15.00  $0.00
   Sell  06/25/03 11:00  Stop Loss  $915.50    ($225.00)  $2,972.50    ($225.00)  0.00%  (85.71%)  $15.00  $0.00
 144  Sell Short  06/25/03 11:35  Delphi_Sell  $912.75  $0.00  1  $420.00  0.99%  $475.00  69.09%    $15.00  $0.00
   Buy to Cover  06/25/03 13:06  SX EoD  $903.75    $450.00  $3,392.50    ($212.50)  96.36%  65.45%  $15.00  $0.00
 145  Sell Short  06/26/03 12:35  Delphi_Sell  $912.25  $0.00  1  ($167.50)  (0.30%)  $25.00  11.76%    $15.00  $0.00
   Buy to Cover  06/26/03 13:06  SX EoD  $915.00    ($137.50)  $3,225.00    ($187.50)  23.53%  (64.71%)  $15.00  $0.00
 146  Sell Short  06/27/03 06:44  Delphi_Sell  $912.25  $0.00  1  $382.50  0.90%  $462.50  59.68%    $15.00  $0.00
   Buy to Cover  06/27/03 13:06  SX EoD  $904.00    $412.50  $3,607.50    ($312.50)  93.55%  53.23%  $15.00  $0.00
 147  Buy  07/02/03 06:40  Delphi_Buy  $916.00  $0.00  1  $370.00  0.87%  $412.50  78.57%    $15.00  $0.00
   Sell  07/02/03 13:06  LX EoD  $924.00    $400.00  $3,977.50    ($112.50)  97.62%  76.19%  $15.00  $0.00
 148  Sell Short  07/10/03 10:01  Delphi_Sell  $914.25  $0.00  1  ($230.00)  (0.44%)  $87.50  25.93%    $15.00  $0.00
   Buy to Cover  07/10/03 13:06  SX EoD  $918.25    ($200.00)  $3,747.50    ($250.00)  14.81%  (59.26%)  $15.00  $0.00
 149  Buy  07/11/03 06:32  Delphi_Buy  $921.75  $0.00  1  $20.00  0.11%  $450.00  87.80%    $15.00  $0.00
   Sell  07/11/03 11:42  LPL1Ex  $922.75    $50.00  $3,767.50    ($62.50)  21.95%  9.76%  $15.00  $0.00
 150  Sell Short  07/16/03 08:12  Delphi_Sell  $919.00  $0.00  1  ($330.00)  (0.65%)  $50.00  14.29%    $15.00  $0.00
   Buy to Cover  07/16/03 13:06  SX EoD  $925.00    ($300.00)  $3,437.50    ($300.00)  0.00%  (85.71%)  $15.00  $0.00
 151  Sell Short  07/17/03 06:47  Delphi_Sell  $919.50  $0.00  1  $407.50  0.95%  $612.50  84.48%    $15.00  $0.00
   Buy to Cover  07/17/03 13:06  SX EoD  $910.75    $437.50  $3,845.00    ($112.50)  75.86%  60.34%  $15.00  $0.00
 152  Sell Short  07/21/03 06:32  Delphi_Sell  $919.25  $0.00  1  $532.50  1.22%  $762.50  100.00%    $15.00  $0.00
   Buy to Cover  07/21/03 13:06  SX EoD  $908.00    $562.50  $4,377.50    $0.00  73.77%  73.77%  $15.00  $0.00
 153  Buy  07/24/03 07:01  Delphi_Buy  $923.25  $0.00  1  ($405.00)  (0.81%)  $275.00  42.31%    $15.00  $0.00
   Sell  07/24/03 11:46  Delphi_Sell  $915.75    ($375.00)  $3,972.50    ($375.00)  0.00%  (57.69%)  $15.00  $0.00
 154  Sell Short  07/24/03 11:46  Delphi_Sell  $915.75  $0.00  1  $245.00  0.60%  $325.00  86.67%    $15.00  $0.00
   Buy to Cover  07/24/03 13:06  SX EoD  $910.25    $275.00  $4,217.50    ($50.00)  86.67%  73.33%  $15.00  $0.00
 155  Buy  07/25/03 11:34  Delphi_Buy  $922.00  $0.00  1  $245.00  0.60%  $312.50  96.15%    $15.00  $0.00
   Sell  07/25/03 13:06  LX EoD  $927.50    $275.00  $4,462.50    ($12.50)  88.46%  84.62%  $15.00  $0.00
 156  Sell Short  07/29/03 07:23  Delphi_Sell  $914.25  $0.00  1  ($605.00)  (1.26%)  $112.50  16.36%    $15.00  $0.00
   Buy to Cover  07/29/03 08:58  Delphi_Buy  $925.75    ($575.00)  $3,857.50    ($575.00)  0.00%  (83.64%)  $15.00  $0.00
 157  Buy  07/29/03 08:58  Delphi_Buy  $925.75  $0.00  1  ($517.50)  (1.05%)  $112.50  18.75%    $15.00  $0.00
   Sell  07/29/03 12:17  Stop Loss  $916.00    ($487.50)  $3,340.00    ($487.50)  0.00%  (81.25%)  $15.00  $0.00
 158  Sell Short  07/30/03 08:32  Delphi_Sell  $915.25  $0.00  1  ($80.00)  (0.11%)  $37.50  12.50%    $15.00  $0.00
   Buy to Cover  07/30/03 13:06  SX EoD  $916.25    ($50.00)  $3,260.00    ($262.50)  70.83%  (16.67%)  $15.00  $0.00
 159  Buy  07/31/03 06:48  Delphi_Buy  $923.75  $0.00  1  $20.00  0.11%  $537.50  60.56%    $15.00  $0.00
   Sell  07/31/03 12:30  LPL1Ex  $924.75    $50.00  $3,280.00    ($350.00)  45.07%  5.63%  $15.00  $0.00
 160  Sell Short  08/01/03 06:31  Delphi_Sell  $916.75  $0.00  1  $320.00  0.76%  $462.50  88.10%    $15.00  $0.00
   Buy to Cover  08/01/03 13:06  SX EoD  $909.75    $350.00  $3,600.00    ($62.50)  78.57%  66.67%  $15.00  $0.00
 161  Buy  08/11/03 07:19  Delphi_Buy  $914.50  $0.00  1  ($405.00)  (0.82%)  $37.50  9.09%    $15.00  $0.00
   Sell  08/11/03 08:41  Delphi_Sell  $907.00    ($375.00)  $3,195.00    ($375.00)  0.00%  (90.91%)  $15.00  $0.00
 162  Sell Short  08/11/03 08:41  Delphi_Sell  $907.00  $0.00  1  ($255.00)  (0.50%)  $187.50  42.86%    $15.00  $0.00
   Buy to Cover  08/11/03 13:06  SX EoD  $911.50    ($225.00)  $2,940.00    ($250.00)  5.71%  (51.43%)  $15.00  $0.00
 163  Buy  08/12/03 07:08  Delphi_Buy  $914.00  $0.00  1  $307.50  0.74%  $337.50  58.70%    $15.00  $0.00
   Sell  08/12/03 13:06  LX EoD  $920.75    $337.50  $3,247.50    ($237.50)  100.00%  58.70%  $15.00  $0.00
 164  Buy  08/14/03 07:31  Delphi_Buy  $916.25  $0.00  1  $20.00  0.11%  $300.00  80.00%    $15.00  $0.00
   Sell  08/14/03 11:44  LPL1Ex  $917.25    $50.00  $3,267.50    ($75.00)  33.33%  13.33%  $15.00  $0.00
 165  Buy  08/25/03 11:02  Delphi_Buy  $922.75  $0.00  1  $20.00  0.11%  $62.50  31.25%    $15.00  $0.00
   Sell  08/25/03 13:06  LX EoD  $923.75    $50.00  $3,287.50    ($137.50)  93.75%  25.00%  $15.00  $0.00
 166  Sell Short  08/26/03 07:17  Delphi_Sell  $916.00  $0.00  1  ($330.00)  (0.66%)  $150.00  33.33%    $15.00  $0.00
   Buy to Cover  08/26/03 11:23  Stop Loss  $922.00    ($300.00)  $2,957.50    ($300.00)  0.00%  (66.67%)  $15.00  $0.00
 167  Buy  08/26/03 11:52  Delphi_Buy  $922.75  $0.00  1  $145.00  0.38%  $287.50  82.14%    $15.00  $0.00
   Sell  08/26/03 13:06  LX EoD  $926.25    $175.00  $3,102.50    ($62.50)  67.86%  50.00%  $15.00  $0.00
 168  Buy  09/12/03 08:13  Delphi_Buy  $944.25  $0.00  1  $220.00  0.53%  $300.00  57.14%    $15.00  $0.00
   Sell  09/12/03 13:06  LX EoD  $949.25    $250.00  $3,322.50    ($225.00)  90.48%  47.62%  $15.00  $0.00
 169  Sell Short  09/22/03 11:31  Delphi_Sell  $947.75  $0.00  1  ($280.00)  (0.53%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/22/03 13:06  SX EoD  $952.75    ($250.00)  $3,042.50    ($287.50)  13.04%  (86.96%)  $15.00  $0.00
 170  Buy  09/23/03 06:31  Delphi_Buy  $954.25  $0.00  1  $157.50  0.39%  $312.50  67.57%    $15.00  $0.00
   Sell  09/23/03 13:06  LX EoD  $958.00    $187.50  $3,200.00    ($150.00)  72.97%  40.54%  $15.00  $0.00
 171  Sell Short  09/24/03 09:01  Delphi_Sell  $948.00  $0.00  1  $420.00  0.95%  $487.50  92.86%    $15.00  $0.00
   Buy to Cover  09/24/03 13:06  SX EoD  $939.00    $450.00  $3,620.00    ($37.50)  92.86%  85.71%  $15.00  $0.00
 172  Buy  10/01/03 12:17  Delphi_Buy  $946.00  $0.00  1  $57.50  0.18%  $112.50  75.00%    $15.00  $0.00
   Sell  10/01/03 13:06  LX EoD  $947.75    $87.50  $3,677.50    ($37.50)  83.33%  58.33%  $15.00  $0.00
 173  Sell Short  10/22/03 07:48  Delphi_Sell  $962.25  $0.00  1  ($5.00)  0.05%  $187.50  62.50%    $15.00  $0.00
   Buy to Cover  10/22/03 13:06  SX EoD  $961.75    $25.00  $3,672.50    ($112.50)  45.83%  8.33%  $15.00  $0.00
 174  Buy  10/27/03 07:14  Delphi_Buy  $968.75  $0.00  1  ($355.00)  (0.67%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/27/03 11:01  Stop Loss  $962.25    ($325.00)  $3,317.50    ($362.50)  10.34%  (89.66%)  $15.00  $0.00
 175  Sell Short  10/27/03 11:04  Delphi_Sell  $961.50  $0.00  1  ($17.50)  0.03%  $112.50  45.00%    $15.00  $0.00
   Buy to Cover  10/27/03 13:06  SX EoD  $961.25    $12.50  $3,300.00    ($137.50)  60.00%  5.00%  $15.00  $0.00
 176  Buy  10/28/03 06:59  Delphi_Buy  $967.75  $0.00  1  $445.00  0.98%  $487.50  84.78%    $15.00  $0.00
   Sell  10/28/03 13:06  LX EoD  $977.25    $475.00  $3,745.00    ($87.50)  97.83%  82.61%  $15.00  $0.00
 177  Buy  11/11/03 08:06  Delphi_Buy  $979.25  $0.00  1  ($117.50)  (0.18%)  $25.00  10.00%    $15.00  $0.00
   Sell  11/11/03 13:06  LX EoD  $977.50    ($87.50)  $3,627.50    ($225.00)  55.00%  (35.00%)  $15.00  $0.00
 178  Sell Short  11/17/03 06:55  Delphi_Sell  $975.50  $0.00  1  $32.50  0.13%  $462.50  94.87%    $15.00  $0.00
   Buy to Cover  11/17/03 12:42  SPL1Ex  $974.25    $62.50  $3,660.00    ($25.00)  17.95%  12.82%  $15.00  $0.00
 179  Sell Short  11/18/03 09:01  Delphi_Sell  $973.50  $0.00  1  $445.00  0.98%  $487.50  78.00%    $15.00  $0.00
   Buy to Cover  11/18/03 13:06  SX EoD  $964.00    $475.00  $4,105.00    ($137.50)  98.00%  76.00%  $15.00  $0.00
 180  Sell Short  11/20/03 11:37  Delphi_Sell  $973.25  $0.00  1  $445.00  0.98%  $487.50  84.78%    $15.00  $0.00
   Buy to Cover  11/20/03 13:06  SX EoD  $963.75    $475.00  $4,550.00    ($87.50)  97.83%  82.61%  $15.00  $0.00
 181  Buy  11/24/03 07:17  Delphi_Buy  $979.75  $0.00  1  $132.50  0.33%  $187.50  71.43%    $15.00  $0.00
   Sell  11/24/03 13:06  LX EoD  $983.00    $162.50  $4,682.50    ($75.00)  90.48%  61.90%  $15.00  $0.00
 182  Sell Short  12/10/03 11:47  Delphi_Sell  $987.25  $0.00  1  ($255.00)  (0.46%)  $112.50  32.14%    $15.00  $0.00
   Buy to Cover  12/10/03 13:06  SX EoD  $991.75    ($225.00)  $4,427.50    ($237.50)  3.57%  (64.29%)  $15.00  $0.00
 183  Buy  12/11/03 06:34  Delphi_Buy  $993.25  $0.00  1  $507.50  1.08%  $625.00  96.15%    $15.00  $0.00
   Sell  12/11/03 13:06  LX EoD  $1,004.00    $537.50  $4,935.00    ($25.00)  86.54%  82.69%  $15.00  $0.00
 184  Sell Short  01/28/04 12:32  Delphi_Sell  $1,061.50  $0.00  1  ($17.50)  0.02%  $175.00  73.68%    $15.00  $0.00
   Buy to Cover  01/28/04 13:06  SX EoD  $1,061.25    $12.50  $4,917.50    ($62.50)  31.58%  5.26%  $15.00  $0.00
 185  Sell Short  01/30/04 06:40  Delphi_Sell  $1,060.50  $0.00  1  ($142.50)  (0.21%)  $62.50  20.00%    $15.00  $0.00
   Buy to Cover  01/30/04 13:06  SX EoD  $1,062.75    ($112.50)  $4,775.00    ($250.00)  44.00%  (36.00%)  $15.00  $0.00
 186  Sell Short  02/02/04 07:20  Delphi_Sell  $1,061.50  $0.00  1  ($455.00)  (0.80%)  $87.50  17.07%    $15.00  $0.00
   Buy to Cover  02/02/04 09:03  Delphi_Buy  $1,070.00    ($425.00)  $4,320.00    ($425.00)  0.00%  (82.93%)  $15.00  $0.00
 187  Buy  02/02/04 09:03  Delphi_Buy  $1,070.00  $0.00  1  ($167.50)  (0.26%)  $275.00  40.00%    $15.00  $0.00
   Sell  02/02/04 13:06  LX EoD  $1,067.25    ($137.50)  $4,152.50    ($412.50)  40.00%  (20.00%)  $15.00  $0.00
 188  Buy  02/03/04 11:02  Delphi_Buy  $1,069.25  $0.00  1  ($55.00)  (0.05%)  $0.00  0.00%    $15.00  $0.00
   Sell  02/03/04 13:06  LX EoD  $1,068.75    ($25.00)  $4,097.50    ($250.00)  90.00%  (10.00%)  $15.00  $0.00
 189  Sell Short  02/04/04 06:46  Delphi_Sell  $1,061.00  $0.00  1  $120.00  0.28%  $287.50  54.76%    $15.00  $0.00
   Buy to Cover  02/04/04 13:06  SX EoD  $1,058.00    $150.00  $4,217.50    ($237.50)  73.81%  28.57%  $15.00  $0.00
 190  Buy  02/06/04 07:19  Delphi_Buy  $1,069.50  $0.00  1  $232.50  0.49%  $287.50  82.14%    $15.00  $0.00
   Sell  02/06/04 13:06  LX EoD  $1,074.75    $262.50  $4,450.00    ($62.50)  92.86%  75.00%  $15.00  $0.00
 191  Sell Short  02/20/04 07:46  Delphi_Sell  $1,073.25  $0.00  1  ($392.50)  (0.68%)  $112.50  23.68%    $15.00  $0.00
   Buy to Cover  02/20/04 11:11  Stop Loss  $1,080.50    ($362.50)  $4,057.50    ($362.50)  0.00%  (76.32%)  $15.00  $0.00
 192  Buy  02/20/04 11:32  Delphi_Buy  $1,080.75  $0.00  1  ($217.50)  (0.35%)  $87.50  26.92%    $15.00  $0.00
   Sell  02/20/04 13:06  LX EoD  $1,077.00    ($187.50)  $3,840.00    ($237.50)  15.38%  (57.69%)  $15.00  $0.00
 193  Sell Short  02/23/04 07:25  Delphi_Sell  $1,073.50  $0.00  1  $7.50  0.07%  $212.50  54.84%    $15.00  $0.00
   Buy to Cover  02/23/04 13:06  SX EoD  $1,072.75    $37.50  $3,847.50    ($175.00)  54.84%  9.68%  $15.00  $0.00
 194  Sell Short  02/26/04 06:31  Delphi_Sell  $1,073.75  $0.00  1  ($342.50)  (0.58%)  $137.50  30.56%    $15.00  $0.00
   Buy to Cover  02/26/04 09:34  Delphi_Buy  $1,080.00    ($312.50)  $3,505.00    ($312.50)  0.00%  (69.44%)  $15.00  $0.00
 195  Buy  02/26/04 09:34  Delphi_Buy  $1,080.00  $0.00  1  ($142.50)  (0.21%)  $25.00  12.50%    $15.00  $0.00
   Sell  02/26/04 13:06  LX EoD  $1,077.75    ($112.50)  $3,362.50    ($175.00)  31.25%  (56.25%)  $15.00  $0.00
 196  Buy  02/27/04 11:14  Delphi_Buy  $1,080.25  $0.00  1  ($167.50)  (0.25%)  $150.00  50.00%    $15.00  $0.00
   Sell  02/27/04 13:06  LX EoD  $1,077.50    ($137.50)  $3,195.00    ($150.00)  4.17%  (45.83%)  $15.00  $0.00
 197  Buy  03/03/04 10:30  Delphi_Buy  $1,082.25  $0.00  1  $32.50  0.12%  $187.50  78.95%    $15.00  $0.00
   Sell  03/03/04 13:06  LX EoD  $1,083.50    $62.50  $3,227.50    ($50.00)  47.37%  26.32%  $15.00  $0.00
 198  Sell Short  03/08/04 13:02  Delphi_Sell  $1,077.25  $0.00  1  ($55.00)  (0.05%)  $12.50  20.00%    $15.00  $0.00
   Buy to Cover  03/08/04 13:06  SX EoD  $1,077.75    ($25.00)  $3,172.50    ($50.00)  40.00%  (40.00%)  $15.00  $0.00
 199  Buy  03/29/04 06:55  Delphi_Buy  $1,051.50  $0.00  1  $7.50  0.07%  $312.50  83.33%    $15.00  $0.00
   Sell  03/29/04 12:38  LPL1Ex  $1,052.25    $37.50  $3,180.00    ($62.50)  26.67%  10.00%  $15.00  $0.00
 200  Sell Short  04/13/04 12:09  Delphi_Sell  $1,061.00  $0.00  1  ($130.00)  (0.19%)  $25.00  10.53%    $15.00  $0.00
   Buy to Cover  04/13/04 13:06  SX EoD  $1,063.00    ($100.00)  $3,050.00    ($212.50)  47.37%  (42.11%)  $15.00  $0.00
 201  Sell Short  04/14/04 10:29  Delphi_Sell  $1,061.00  $0.00  1  ($117.50)  (0.16%)  $300.00  75.00%    $15.00  $0.00
   Buy to Cover  04/14/04 13:06  SX EoD  $1,062.75    ($87.50)  $2,932.50    ($100.00)  3.13%  (21.88%)  $15.00  $0.00
 202  Sell Short  04/15/04 07:38  Delphi_Sell  $1,059.00  $0.00  1  ($142.50)  (0.21%)  $287.50  56.10%    $15.00  $0.00
   Buy to Cover  04/15/04 13:06  SX EoD  $1,061.25    ($112.50)  $2,790.00    ($225.00)  21.95%  (21.95%)  $15.00  $0.00
 203  Buy  04/16/04 09:10  Delphi_Buy  $1,068.25  $0.00  1  ($42.50)  (0.02%)  $100.00  38.10%    $15.00  $0.00
   Sell  04/16/04 13:06  LX EoD  $1,068.00    ($12.50)  $2,747.50    ($162.50)  57.14%  (4.76%)  $15.00  $0.00
 204  Buy  04/19/04 11:54  Delphi_Buy  $1,066.75  $0.00  1  $32.50  0.12%  $137.50  78.57%    $15.00  $0.00
   Sell  04/19/04 13:06  LX EoD  $1,068.00    $62.50  $2,780.00    ($37.50)  57.14%  35.71%  $15.00  $0.00
 205  Sell Short  04/20/04 12:01  Delphi_Sell  $1,061.75  $0.00  1  $645.00  1.27%  $712.50  86.36%    $15.00  $0.00
   Buy to Cover  04/20/04 13:06  SX EoD  $1,048.25    $675.00  $3,425.00    ($112.50)  95.45%  81.82%  $15.00  $0.00
 206  Buy  04/22/04 08:19  Delphi_Buy  $1,067.25  $0.00  1  $245.00  0.52%  $450.00  90.00%    $15.00  $0.00
   Sell  04/22/04 13:06  LX EoD  $1,072.75    $275.00  $3,670.00    ($50.00)  65.00%  55.00%  $15.00  $0.00
 207  Sell Short  04/28/04 06:46  Delphi_Sell  $1,062.25  $0.00  1  $257.50  0.54%  $400.00  74.42%    $15.00  $0.00
   Buy to Cover  04/28/04 13:06  SX EoD  $1,056.50    $287.50  $3,927.50    ($137.50)  79.07%  53.49%  $15.00  $0.00
 208  Sell Short  05/04/04 12:16  Delphi_Sell  $1,054.75  $0.00  1  $145.00  0.33%  $300.00  82.76%    $15.00  $0.00
   Buy to Cover  05/04/04 13:06  SX EoD  $1,051.25    $175.00  $4,072.50    ($62.50)  65.52%  48.28%  $15.00  $0.00
 209  Sell Short  05/19/04 11:26  Delphi_Sell  $1,034.25  $0.00  1  $582.50  1.18%  $675.00  100.00%    $15.00  $0.00
   Buy to Cover  05/19/04 13:06  SX EoD  $1,022.00    $612.50  $4,655.00    $0.00  90.74%  90.74%  $15.00  $0.00
 210  Sell Short  05/24/04 08:11  Delphi_Sell  $1,028.75  $0.00  1  ($42.50)  (0.02%)  $175.00  56.00%    $15.00  $0.00
   Buy to Cover  05/24/04 13:06  SX EoD  $1,029.00    ($12.50)  $4,612.50    ($137.50)  40.00%  (4.00%)  $15.00  $0.00
 211  Buy  05/25/04 09:59  Delphi_Buy  $1,037.25  $0.00  1  $470.00  0.96%  $537.50  100.00%    $15.00  $0.00
   Sell  05/25/04 13:06  LX EoD  $1,047.25    $500.00  $5,082.50    $0.00  93.02%  93.02%  $15.00  $0.00
 212  Buy  06/22/04 10:50  Delphi_Buy  $1,064.25  $0.00  1  $257.50  0.54%  $300.00  82.76%    $15.00  $0.00
   Sell  06/22/04 13:06  LX EoD  $1,070.00    $287.50  $5,340.00    ($62.50)  96.55%  79.31%  $15.00  $0.00
 213  Buy  06/29/04 07:14  Delphi_Buy  $1,071.00  $0.00  1  ($55.00)  (0.05%)  $112.50  47.37%    $15.00  $0.00
   Sell  06/29/04 13:06  LX EoD  $1,070.50    ($25.00)  $5,285.00    ($125.00)  42.11%  (10.53%)  $15.00  $0.00
 214  Sell Short  07/01/04 08:02  Delphi_Sell  $1,063.50  $0.00  1  $32.50  0.12%  $325.00  78.79%    $15.00  $0.00
   Buy to Cover  07/01/04 11:51  SPL1Ex  $1,062.25    $62.50  $5,317.50    ($87.50)  36.36%  15.15%  $15.00  $0.00
 215  Sell Short  07/29/04 11:03  Delphi_Sell  $1,032.75  $0.00  1  ($155.00)  (0.24%)  $162.50  36.11%    $15.00  $0.00
   Buy to Cover  07/29/04 13:06  SX EoD  $1,035.25    ($125.00)  $5,162.50    ($287.50)  36.11%  (27.78%)  $15.00  $0.00
 216  Sell Short  07/30/04 10:34  Delphi_Sell  $1,032.50  $0.00  1  ($255.00)  (0.44%)  $87.50  25.00%    $15.00  $0.00
   Buy to Cover  07/30/04 13:06  SX EoD  $1,037.00    ($225.00)  $4,907.50    ($262.50)  10.71%  (64.29%)  $15.00  $0.00
 217  Buy  08/02/04 10:42  Delphi_Buy  $1,038.75  $0.00  1  $120.00  0.29%  $212.50  70.83%    $15.00  $0.00
   Sell  08/02/04 13:06  LX EoD  $1,041.75    $150.00  $5,027.50    ($87.50)  79.17%  50.00%  $15.00  $0.00
 218  Buy  08/03/04 08:37  Delphi_Buy  $1,039.25  $0.00  1  ($342.50)  (0.60%)  $50.00  13.79%    $15.00  $0.00
   Sell  08/03/04 12:12  Delphi_Sell  $1,033.00    ($312.50)  $4,685.00    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 219  Sell Short  08/03/04 12:12  Delphi_Sell  $1,033.00  $0.00  1  $7.50  0.07%  $50.00  26.67%    $15.00  $0.00
   Buy to Cover  08/03/04 13:06  SX EoD  $1,032.25    $37.50  $4,692.50    ($137.50)  93.33%  20.00%  $15.00  $0.00
 220  Sell Short  08/04/04 12:40  Delphi_Sell  $1,032.50  $0.00  1  ($5.00)  0.05%  $50.00  36.36%    $15.00  $0.00
   Buy to Cover  08/04/04 13:06  SX EoD  $1,032.00    $25.00  $4,687.50    ($87.50)  81.82%  18.18%  $15.00  $0.00
 221  Sell Short  08/17/04 10:33  Delphi_Sell  $1,015.75  $0.00  1  ($67.50)  (0.07%)  $87.50  38.89%    $15.00  $0.00
   Buy to Cover  08/17/04 13:06  SX EoD  $1,016.50    ($37.50)  $4,620.00    ($137.50)  44.44%  (16.67%)  $15.00  $0.00
 222  Buy  08/18/04 07:44  Delphi_Buy  $1,022.25  $0.00  1  $345.00  0.73%  $425.00  77.27%    $15.00  $0.00
   Sell  08/18/04 13:06  LX EoD  $1,029.75    $375.00  $4,965.00    ($125.00)  90.91%  68.18%  $15.00  $0.00
 223  Sell Short  09/22/04 10:55  Delphi_Sell  $1,049.00  $0.00  1  $20.00  0.10%  $112.50  56.25%    $15.00  $0.00
   Buy to Cover  09/22/04 13:06  SX EoD  $1,048.00    $50.00  $4,985.00    ($87.50)  68.75%  25.00%  $15.00  $0.00
 224  Sell Short  09/30/04 08:05  Delphi_Sell  $1,045.25  $0.00  1  ($267.50)  (0.45%)  $75.00  24.00%    $15.00  $0.00
   Buy to Cover  09/30/04 11:55  Stop Loss  $1,050.00    ($237.50)  $4,717.50    ($237.50)  0.00%  (76.00%)  $15.00  $0.00
 225  Buy  09/30/04 12:02  Delphi_Buy  $1,050.75  $0.00  1  ($267.50)  (0.45%)  $25.00  9.52%    $15.00  $0.00
   Sell  09/30/04 12:32  Delphi_Sell  $1,046.00    ($237.50)  $4,450.00    ($237.50)  0.00%  (90.48%)  $15.00  $0.00
 226  Sell Short  09/30/04 12:32  Delphi_Sell  $1,046.00  $0.00  1  ($167.50)  (0.26%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/30/04 13:06  SX EoD  $1,048.75    ($137.50)  $4,282.50    ($175.00)  21.43%  (78.57%)  $15.00  $0.00
 227  Buy  10/01/04 06:31  Delphi_Buy  $1,054.00  $0.00  1  $632.50  1.26%  $675.00  94.74%    $15.00  $0.00
   Sell  10/01/04 13:06  LX EoD  $1,067.25    $662.50  $4,915.00    ($37.50)  98.25%  92.98%  $15.00  $0.00
 228  Sell Short  10/08/04 11:31  Delphi_Sell  $1,056.25  $0.00  1  ($55.00)  (0.05%)  $87.50  50.00%    $15.00  $0.00
   Buy to Cover  10/08/04 13:06  SX EoD  $1,056.75    ($25.00)  $4,860.00    ($87.50)  35.71%  (14.29%)  $15.00  $0.00
 229  Buy  10/11/04 11:14  Delphi_Buy  $1,060.50  $0.00  1  ($55.00)  (0.05%)  $37.50  27.27%    $15.00  $0.00
   Sell  10/11/04 13:06  LX EoD  $1,060.00    ($25.00)  $4,805.00    ($100.00)  54.55%  (18.18%)  $15.00  $0.00
 230  Sell Short  10/12/04 06:46  Delphi_Sell  $1,052.00  $0.00  1  ($367.50)  (0.64%)  $87.50  20.59%    $15.00  $0.00
   Buy to Cover  10/12/04 11:55  Stop Loss  $1,058.75    ($337.50)  $4,437.50    ($337.50)  0.00%  (79.41%)  $15.00  $0.00
 231  Sell Short  10/13/04 07:19  Delphi_Sell  $1,054.75  $0.00  1  $332.50  0.69%  $550.00  86.27%    $15.00  $0.00
   Buy to Cover  10/13/04 13:06  SX EoD  $1,047.50    $362.50  $4,770.00    ($87.50)  70.59%  56.86%  $15.00  $0.00
 232  Sell Short  10/27/04 07:03  Delphi_Sell  $1,041.25  $0.00  1  ($405.00)  (0.72%)  $12.50  3.13%    $15.00  $0.00
   Buy to Cover  10/27/04 08:01  Delphi_Buy  $1,048.75    ($375.00)  $4,365.00    ($387.50)  3.13%  (93.75%)  $15.00  $0.00
 233  Buy  10/27/04 08:01  Delphi_Buy  $1,048.75  $0.00  1  $495.00  1.00%  $612.50  100.00%    $15.00  $0.00
   Sell  10/27/04 13:06  LX EoD  $1,059.25    $525.00  $4,860.00    $0.00  85.71%  85.71%  $15.00  $0.00
 234  Buy  12/08/04 08:46  Delphi_Buy  $1,116.50  $0.00  1  ($5.00)  0.04%  $125.00  55.56%    $15.00  $0.00
   Sell  12/08/04 13:06  LX EoD  $1,117.00    $25.00  $4,855.00    ($100.00)  55.56%  11.11%  $15.00  $0.00
 235  Sell Short  12/09/04 07:16  Delphi_Sell  $1,109.25  $0.00  1  ($392.50)  (0.65%)  $75.00  17.14%    $15.00  $0.00
   Buy to Cover  12/09/04 10:06  Delphi_Buy  $1,116.50    ($362.50)  $4,462.50    ($362.50)  0.00%  (82.86%)  $15.00  $0.00
 236  Buy  12/09/04 10:06  Delphi_Buy  $1,116.50  $0.00  1  $320.00  0.63%  $450.00  94.74%    $15.00  $0.00
   Sell  12/09/04 13:06  LX EoD  $1,123.50    $350.00  $4,782.50    ($25.00)  78.95%  73.68%  $15.00  $0.00
 237  Buy  01/04/05 07:09  Delphi_Buy  $1,140.00  $0.00  1  ($392.50)  (0.64%)  $12.50  3.33%    $15.00  $0.00
   Sell  01/04/05 08:09  Delphi_Sell  $1,132.75    ($362.50)  $4,390.00    ($362.50)  0.00%  (96.67%)  $15.00  $0.00
 238  Sell Short  01/04/05 08:09  Delphi_Sell  $1,132.75  $0.00  1  $457.50  0.86%  $700.00  82.35%    $15.00  $0.00
   Buy to Cover  01/04/05 13:06  SX EoD  $1,123.00    $487.50  $4,847.50    ($150.00)  75.00%  57.35%  $15.00  $0.00
 239  Buy  01/18/05 12:45  Delphi_Buy  $1,128.75  $0.00  1  ($17.50)  0.02%  $37.50  50.00%    $15.00  $0.00
   Sell  01/18/05 13:06  LX EoD  $1,129.00    $12.50  $4,830.00    ($37.50)  66.67%  16.67%  $15.00  $0.00
 240  Sell Short  01/19/05 07:36  Delphi_Sell  $1,123.75  $0.00  1  $332.50  0.65%  $362.50  78.38%    $15.00  $0.00
   Buy to Cover  01/19/05 13:06  SX EoD  $1,116.50    $362.50  $5,162.50    ($100.00)  100.00%  78.38%  $15.00  $0.00
 241  Buy  02/01/05 08:19  Delphi_Buy  $1,117.75  $0.00  1  $145.00  0.31%  $262.50  80.77%    $15.00  $0.00
   Sell  02/01/05 13:06  LX EoD  $1,121.25    $175.00  $5,307.50    ($62.50)  73.08%  53.85%  $15.00  $0.00
 242  Buy  02/18/05 11:15  Delphi_Buy  $1,134.50  $0.00  1  ($67.50)  (0.07%)  $50.00  40.00%    $15.00  $0.00
   Sell  02/18/05 13:06  LX EoD  $1,133.75    ($37.50)  $5,240.00    ($75.00)  30.00%  (30.00%)  $15.00  $0.00
 243  Sell Short  02/22/05 06:46  Delphi_Sell  $1,128.25  $0.00  1  $557.50  1.04%  $612.50  63.64%    $15.00  $0.00
   Buy to Cover  02/22/05 13:06  SX EoD  $1,116.50    $587.50  $5,797.50    ($350.00)  97.40%  61.04%  $15.00  $0.00
 244  Buy  02/24/05 12:14  Delphi_Buy  $1,132.00  $0.00  1  ($17.50)  0.02%  $75.00  42.86%    $15.00  $0.00
   Sell  02/24/05 13:06  LX EoD  $1,132.25    $12.50  $5,780.00    ($100.00)  64.29%  7.14%  $15.00  $0.00
 245  Sell Short  03/10/05 08:00  Delphi_Sell  $1,137.25  $0.00  1  ($242.50)  (0.37%)  $212.50  39.53%    $15.00  $0.00
   Buy to Cover  03/10/05 13:06  SX EoD  $1,141.50    ($212.50)  $5,537.50    ($325.00)  20.93%  (39.53%)  $15.00  $0.00
 246  Buy  03/11/05 07:01  Delphi_Buy  $1,144.75  $0.00  1  ($392.50)  (0.63%)  $12.50  3.33%    $15.00  $0.00
   Sell  03/11/05 07:55  Delphi_Sell  $1,137.50    ($362.50)  $5,145.00    ($362.50)  0.00%  (96.67%)  $15.00  $0.00
 247  Sell Short  03/11/05 07:55  Delphi_Sell  $1,137.50  $0.00  1  $245.00  0.48%  $375.00  81.08%    $15.00  $0.00
   Buy to Cover  03/11/05 13:06  SX EoD  $1,132.00    $275.00  $5,390.00    ($87.50)  78.38%  59.46%  $15.00  $0.00
 248  Sell Short  03/15/05 08:42  Delphi_Sell  $1,136.75  $0.00  1  $295.00  0.57%  $350.00  90.32%    $15.00  $0.00
   Buy to Cover  03/15/05 13:06  SX EoD  $1,130.25    $325.00  $5,685.00    ($37.50)  93.55%  83.87%  $15.00  $0.00
 249  Buy  04/01/05 06:48  Delphi_Buy  $1,120.75  $0.00  1  ($405.00)  (0.67%)  $12.50  3.23%    $15.00  $0.00
   Sell  04/01/05 07:24  Delphi_Sell  $1,113.25    ($375.00)  $5,280.00    ($375.00)  0.00%  (96.77%)  $15.00  $0.00
 250  Sell Short  04/01/05 07:24  Delphi_Sell  $1,113.25  $0.00  1  $482.50  0.92%  $662.50  94.64%    $15.00  $0.00
   Buy to Cover  04/01/05 13:06  SX EoD  $1,103.00    $512.50  $5,762.50    ($37.50)  78.57%  73.21%  $15.00  $0.00
 251  Buy  04/06/05 08:05  Delphi_Buy  $1,118.00  $0.00  1  ($180.00)  (0.27%)  $125.00  31.25%    $15.00  $0.00
   Sell  04/06/05 13:06  LX EoD  $1,115.00    ($150.00)  $5,582.50    ($275.00)  31.25%  (37.50%)  $15.00  $0.00
 252  Buy  04/07/05 07:52  Delphi_Buy  $1,118.75  $0.00  1  $157.50  0.34%  $225.00  64.29%    $15.00  $0.00
   Sell  04/07/05 13:06  LX EoD  $1,122.50    $187.50  $5,740.00    ($125.00)  89.29%  53.57%  $15.00  $0.00
 253  Sell Short  04/08/05 12:15  Delphi_Sell  $1,113.00  $0.00  1  $70.00  0.18%  $137.50  78.57%    $15.00  $0.00
   Buy to Cover  04/08/05 13:06  SX EoD  $1,111.00    $100.00  $5,810.00    ($37.50)  78.57%  57.14%  $15.00  $0.00
 254  Buy  04/12/05 11:56  Delphi_Buy  $1,117.75  $0.00  1  ($42.50)  (0.02%)  $150.00  70.59%    $15.00  $0.00
   Sell  04/12/05 13:06  LX EoD  $1,117.50    ($12.50)  $5,767.50    ($62.50)  23.53%  (5.88%)  $15.00  $0.00
 255  Sell Short  04/13/05 10:23  Delphi_Sell  $1,111.00  $0.00  1  $357.50  0.70%  $500.00  97.56%    $15.00  $0.00
   Buy to Cover  04/13/05 13:06  SX EoD  $1,103.25    $387.50  $6,125.00    ($12.50)  78.05%  75.61%  $15.00  $0.00
 256  Sell Short  05/02/05 08:41  Delphi_Sell  $1,086.75  $0.00  1  ($242.50)  (0.39%)  $187.50  41.67%    $15.00  $0.00
   Buy to Cover  05/02/05 13:06  SX EoD  $1,091.00    ($212.50)  $5,882.50    ($262.50)  11.11%  (47.22%)  $15.00  $0.00
 257  Buy  05/03/05 11:17  Delphi_Buy  $1,092.25  $0.00  1  ($242.50)  (0.39%)  $12.50  5.56%    $15.00  $0.00
   Sell  05/03/05 11:19  Stop Loss  $1,088.00    ($212.50)  $5,640.00    ($212.50)  0.00%  (94.44%)  $15.00  $0.00
 258  Buy  05/03/05 11:46  Delphi_Buy  $1,094.25  $0.00  1  ($430.00)  (0.73%)  $50.00  11.11%    $15.00  $0.00
   Sell  05/03/05 12:08  Stop Loss  $1,086.25    ($400.00)  $5,210.00    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 259  Sell Short  05/03/05 12:16  Delphi_Sell  $1,086.00  $0.00  1  ($255.00)  (0.41%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  05/03/05 13:06  SX EoD  $1,090.50    ($225.00)  $4,955.00    ($312.50)  24.14%  (62.07%)  $15.00  $0.00
 260  Buy  05/04/05 07:32  Delphi_Buy  $1,097.00  $0.00  1  $345.00  0.68%  $412.50  80.49%    $15.00  $0.00
   Sell  05/04/05 13:06  LX EoD  $1,104.50    $375.00  $5,300.00    ($100.00)  92.68%  73.17%  $15.00  $0.00
 261  Sell Short  05/10/05 12:02  Delphi_Sell  $1,091.50  $0.00  1  ($180.00)  (0.27%)  $25.00  12.50%    $15.00  $0.00
   Buy to Cover  05/10/05 13:06  SX EoD  $1,094.50    ($150.00)  $5,120.00    ($175.00)  12.50%  (75.00%)  $15.00  $0.00
 262  Buy  05/11/05 11:16  Delphi_Buy  $1,099.25  $0.00  1  ($17.50)  0.02%  $87.50  41.18%    $15.00  $0.00
   Sell  05/11/05 13:06  LX EoD  $1,099.50    $12.50  $5,102.50    ($125.00)  64.71%  5.88%  $15.00  $0.00
 263  Sell Short  05/12/05 11:16  Delphi_Sell  $1,091.50  $0.00  1  $132.50  0.30%  $275.00  73.33%    $15.00  $0.00
   Buy to Cover  05/12/05 13:06  SX EoD  $1,088.25    $162.50  $5,235.00    ($100.00)  70.00%  43.33%  $15.00  $0.00
 264  Sell Short  05/17/05 07:30  Delphi_Sell  $1,089.25  $0.00  1  ($342.50)  (0.57%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  05/17/05 11:33  Delphi_Buy  $1,095.50    ($312.50)  $4,892.50    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 265  Buy  05/17/05 11:33  Delphi_Buy  $1,095.50  $0.00  1  $307.50  0.62%  $412.50  97.06%    $15.00  $0.00
   Sell  05/17/05 13:06  LX EoD  $1,102.25    $337.50  $5,200.00    ($12.50)  82.35%  79.41%  $15.00  $0.00
 266  Buy  06/09/05 08:46  Delphi_Buy  $1,126.25  $0.00  1  $120.00  0.27%  $200.00  64.00%    $15.00  $0.00
   Sell  06/09/05 13:06  LX EoD  $1,129.25    $150.00  $5,320.00    ($112.50)  84.00%  48.00%  $15.00  $0.00
 267  Buy  06/10/05 12:22  Delphi_Buy  $1,125.25  $0.00  1  $20.00  0.09%  $75.00  66.67%    $15.00  $0.00
   Sell  06/10/05 13:06  LX EoD  $1,126.25    $50.00  $5,340.00    ($37.50)  77.78%  44.44%  $15.00  $0.00
 268  Buy  06/13/05 07:31  Delphi_Buy  $1,125.50  $0.00  1  $20.00  0.09%  $475.00  100.00%    $15.00  $0.00
   Sell  06/13/05 12:17  LPL1Ex  $1,126.50    $50.00  $5,360.00    $0.00  10.53%  10.53%  $15.00  $0.00
 269  Sell Short  06/23/05 13:00  Delphi_Sell  $1,127.50  $0.00  1  ($30.00)  0.00%  $12.50  33.33%    $15.00  $0.00
   Buy to Cover  06/23/05 13:06  SX EoD  $1,127.50    $0.00  $5,330.00    ($25.00)  66.67%  0.00%  $15.00  $0.00
 270  Buy  06/29/05 06:32  Delphi_Buy  $1,131.00  $0.00  1  ($242.50)  (0.38%)  $0.00  0.00%    $15.00  $0.00
   Sell  06/29/05 10:49  Delphi_Sell  $1,126.75    ($212.50)  $5,087.50    ($212.50)  0.00%  (100.00%)  $15.00  $0.00
 271  Sell Short  06/29/05 10:49  Delphi_Sell  $1,126.75  $0.00  1  $7.50  0.07%  $87.50  46.67%    $15.00  $0.00
   Buy to Cover  06/29/05 13:06  SX EoD  $1,126.00    $37.50  $5,095.00    ($100.00)  73.33%  20.00%  $15.00  $0.00
 272  Sell Short  06/30/05 08:16  Delphi_Sell  $1,125.75  $0.00  1  $370.00  0.71%  $462.50  74.00%    $15.00  $0.00
   Buy to Cover  06/30/05 13:06  SX EoD  $1,117.75    $400.00  $5,465.00    ($162.50)  90.00%  64.00%  $15.00  $0.00
 273  Buy  07/05/05 09:30  Delphi_Buy  $1,131.25  $0.00  1  ($42.50)  (0.02%)  $100.00  38.10%    $15.00  $0.00
   Sell  07/05/05 13:06  LX EoD  $1,131.00    ($12.50)  $5,422.50    ($162.50)  57.14%  (4.76%)  $15.00  $0.00
 274  Sell Short  07/06/05 09:34  Delphi_Sell  $1,125.25  $0.00  1  $182.50  0.38%  $237.50  54.29%    $15.00  $0.00
   Buy to Cover  07/06/05 13:06  SX EoD  $1,121.00    $212.50  $5,605.00    ($200.00)  94.29%  48.57%  $15.00  $0.00
 275  Buy  07/08/05 07:46  Delphi_Buy  $1,130.25  $0.00  1  $395.00  0.75%  $475.00  90.48%    $15.00  $0.00
   Sell  07/08/05 13:06  LX EoD  $1,138.75    $425.00  $6,000.00    ($50.00)  90.48%  80.95%  $15.00  $0.00
 276  Sell Short  08/05/05 07:44  Delphi_Sell  $1,152.75  $0.00  1  $82.50  0.20%  $150.00  63.16%    $15.00  $0.00
   Buy to Cover  08/05/05 13:06  SX EoD  $1,150.50    $112.50  $6,082.50    ($87.50)  84.21%  47.37%  $15.00  $0.00
 277  Buy  08/09/05 11:31  Delphi_Buy  $1,157.75  $0.00  1  ($267.50)  (0.41%)  $50.00  17.39%    $15.00  $0.00
   Sell  08/09/05 12:16  Delphi_Sell  $1,153.00    ($237.50)  $5,815.00    ($237.50)  0.00%  (82.61%)  $15.00  $0.00
 278  Sell Short  08/09/05 12:16  Delphi_Sell  $1,153.00  $0.00  1  ($217.50)  (0.33%)  $75.00  27.27%    $15.00  $0.00
   Buy to Cover  08/09/05 13:06  SX EoD  $1,156.75    ($187.50)  $5,597.50    ($200.00)  4.55%  (68.18%)  $15.00  $0.00
 279  Buy  08/10/05 06:31  Delphi_Buy  $1,160.75  $0.00  1  $20.00  0.09%  $350.00  100.00%    $15.00  $0.00
   Sell  08/10/05 09:37  LPL1Ex  $1,161.75    $50.00  $5,617.50    $0.00  14.29%  14.29%  $15.00  $0.00
 280  Sell Short  08/10/05 12:05  Delphi_Sell  $1,153.00  $0.00  1  ($130.00)  (0.17%)  $112.50  50.00%    $15.00  $0.00
   Buy to Cover  08/10/05 13:06  SX EoD  $1,155.00    ($100.00)  $5,487.50    ($112.50)  5.56%  (44.44%)  $15.00  $0.00
 281  Buy  08/11/05 07:24  Delphi_Buy  $1,160.75  $0.00  1  ($380.00)  (0.60%)  $100.00  22.22%    $15.00  $0.00
   Sell  08/11/05 11:13  Stop Loss  $1,153.75    ($350.00)  $5,107.50    ($350.00)  0.00%  (77.78%)  $15.00  $0.00
 282  Sell Short  08/11/05 11:14  Delphi_Sell  $1,153.50  $0.00  1  ($342.50)  (0.54%)  $50.00  13.79%    $15.00  $0.00
   Buy to Cover  08/11/05 12:16  Delphi_Buy  $1,159.75    ($312.50)  $4,765.00    ($312.50)  0.00%  (86.21%)  $15.00  $0.00
 283  Buy  08/11/05 12:16  Delphi_Buy  $1,159.75  $0.00  1  $45.00  0.13%  $162.50  86.67%    $15.00  $0.00
   Sell  08/11/05 13:06  LX EoD  $1,161.25    $75.00  $4,810.00    ($25.00)  53.33%  40.00%  $15.00  $0.00
 284  Sell Short  08/12/05 08:50  Delphi_Sell  $1,153.00  $0.00  1  ($342.50)  (0.54%)  $162.50  34.21%    $15.00  $0.00
   Buy to Cover  08/12/05 12:31  Delphi_Buy  $1,159.25    ($312.50)  $4,467.50    ($312.50)  0.00%  (65.79%)  $15.00  $0.00
 285  Buy  08/12/05 12:31  Delphi_Buy  $1,159.25  $0.00  1  ($305.00)  (0.47%)  $0.00  0.00%    $15.00  $0.00
   Sell  08/12/05 13:06  LX EoD  $1,153.75    ($275.00)  $4,162.50    ($312.50)  12.00%  (88.00%)  $15.00  $0.00
 286  Buy  08/15/05 10:22  Delphi_Buy  $1,158.75  $0.00  1  $57.50  0.15%  $112.50  69.23%    $15.00  $0.00
   Sell  08/15/05 13:06  LX EoD  $1,160.50    $87.50  $4,220.00    ($50.00)  84.62%  53.85%  $15.00  $0.00
 287  Sell Short  08/16/05 07:43  Delphi_Sell  $1,152.75  $0.00  1  $445.00  0.82%  $512.50  95.35%    $15.00  $0.00
   Buy to Cover  08/16/05 13:06  SX EoD  $1,143.25    $475.00  $4,665.00    ($25.00)  93.02%  88.37%  $15.00  $0.00
 288  Sell Short  08/22/05 08:55  Delphi_Sell  $1,149.50  $0.00  1  $170.00  0.35%  $475.00  100.00%    $15.00  $0.00
   Buy to Cover  08/22/05 13:06  SX EoD  $1,145.50    $200.00  $4,835.00    $0.00  42.11%  42.11%  $15.00  $0.00
 289  Buy  09/01/05 08:24  Delphi_Buy  $1,146.50  $0.00  1  ($130.00)  (0.17%)  $237.50  47.50%    $15.00  $0.00
   Sell  09/01/05 13:06  LX EoD  $1,144.50    ($100.00)  $4,705.00    ($262.50)  32.50%  (20.00%)  $15.00  $0.00
 290  Buy  09/02/05 10:05  Delphi_Buy  $1,145.75  $0.00  1  ($305.00)  (0.48%)  $37.50  12.00%    $15.00  $0.00
   Sell  09/02/05 13:01  Stop Loss  $1,140.25    ($275.00)  $4,400.00    ($275.00)  0.00%  (88.00%)  $15.00  $0.00
 291  Sell Short  09/02/05 13:01  Delphi_Sell  $1,140.00  $0.00  1  ($80.00)  (0.09%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  09/02/05 13:06  SX EoD  $1,141.00    ($50.00)  $4,320.00    ($62.50)  20.00%  (80.00%)  $15.00  $0.00
 292  Buy  09/06/05 06:46  Delphi_Buy  $1,148.75  $0.00  1  $357.50  0.67%  $437.50  77.78%    $15.00  $0.00
   Sell  09/06/05 13:06  LX EoD  $1,156.50    $387.50  $4,677.50    ($125.00)  91.11%  68.89%  $15.00  $0.00
 293  Sell Short  09/14/05 12:13  Delphi_Sell  $1,148.50  $0.00  1  ($117.50)  (0.15%)  $25.00  16.67%    $15.00  $0.00
   Buy to Cover  09/14/05 13:06  SX EoD  $1,150.25    ($87.50)  $4,560.00    ($125.00)  25.00%  (58.33%)  $15.00  $0.00
 294  Buy  09/15/05 06:46  Delphi_Buy  $1,154.25  $0.00  1  ($380.00)  (0.61%)  $0.00  0.00%    $15.00  $0.00
   Sell  09/15/05 09:08  Delphi_Sell  $1,147.25    ($350.00)  $4,180.00    ($350.00)  0.00%  (100.00%)  $15.00  $0.00
 295  Sell Short  09/15/05 09:08  Delphi_Sell  $1,147.25  $0.00  1  ($155.00)  (0.22%)  $25.00  11.11%    $15.00  $0.00
   Buy to Cover  09/15/05 13:06  SX EoD  $1,149.75    ($125.00)  $4,025.00    ($200.00)  33.33%  (55.56%)  $15.00  $0.00
 296  Buy  09/16/05 06:46  Delphi_Buy  $1,154.50  $0.00  1  $245.00  0.48%  $312.50  69.44%    $15.00  $0.00
   Sell  09/16/05 13:06  LX EoD  $1,160.00    $275.00  $4,270.00    ($137.50)  91.67%  61.11%  $15.00  $0.00
 297  Sell Short  09/19/05 12:28  Delphi_Sell  $1,150.00  $0.00  1  ($167.50)  (0.24%)  $37.50  17.65%    $15.00  $0.00
   Buy to Cover  09/19/05 13:06  SX EoD  $1,152.75    ($137.50)  $4,102.50    ($175.00)  17.65%  (64.71%)  $15.00  $0.00
 298  Buy  09/20/05 06:31  Delphi_Buy  $1,155.00  $0.00  1  $7.50  0.06%  $200.00  88.89%    $15.00  $0.00
   Sell  09/20/05 10:01  LPL1Ex  $1,155.75    $37.50  $4,110.00    ($25.00)  27.78%  16.67%  $15.00  $0.00
 299  Sell Short  09/20/05 11:43  Delphi_Sell  $1,150.75  $0.00  1  $345.00  0.65%  $462.50  92.50%    $15.00  $0.00
   Buy to Cover  09/20/05 13:06  SX EoD  $1,143.25    $375.00  $4,455.00    ($37.50)  82.50%  75.00%  $15.00  $0.00
 300  Buy  09/29/05 11:42  Delphi_Buy  $1,148.50  $0.00  1  ($17.50)  0.02%  $100.00  44.44%    $15.00  $0.00
   Sell  09/29/05 13:06  LX EoD  $1,148.75    $12.50  $4,437.50    ($125.00)  61.11%  5.56%  $15.00  $0.00
 301  Sell Short  10/04/05 11:36  Delphi_Sell  $1,142.50  $0.00  1  $382.50  0.72%  $425.00  89.47%    $15.00  $0.00
   Buy to Cover  10/04/05 13:06  SX EoD  $1,134.25    $412.50  $4,820.00    ($50.00)  97.37%  86.84%  $15.00  $0.00
 302  Sell Short  10/20/05 08:13  Delphi_Sell  $1,111.50  $0.00  1  $720.00  1.35%  $1,012.50  94.19%    $15.00  $0.00
   Buy to Cover  10/20/05 13:06  SX EoD  $1,096.50    $750.00  $5,540.00    ($62.50)  75.58%  69.77%  $15.00  $0.00
 303  Buy  10/24/05 12:40  Delphi_Buy  $1,115.75  $0.00  1  $120.00  0.27%  $175.00  82.35%    $15.00  $0.00
   Sell  10/24/05 13:06  LX EoD  $1,118.75    $150.00  $5,660.00    ($37.50)  88.24%  70.59%  $15.00  $0.00
 304  Sell Short  10/25/05 10:42  Delphi_Sell  $1,108.50  $0.00  1  ($430.00)  (0.72%)  $37.50  8.57%    $15.00  $0.00
   Buy to Cover  10/25/05 12:46  Delphi_Buy  $1,116.50    ($400.00)  $5,230.00    ($400.00)  0.00%  (91.43%)  $15.00  $0.00
 305  Buy  10/25/05 12:46  Delphi_Buy  $1,116.50  $0.00  1  ($80.00)  (0.09%)  $25.00  20.00%    $15.00  $0.00
   Sell  10/25/05 13:06  LX EoD  $1,115.50    ($50.00)  $5,150.00    ($100.00)  40.00%  (40.00%)  $15.00  $0.00
 306  Sell Short  10/27/05 06:44  Delphi_Sell  $1,108.25  $0.00  1  $495.00  0.95%  $550.00  88.00%    $15.00  $0.00
   Buy to Cover  10/27/05 13:06  SX EoD  $1,097.75    $525.00  $5,645.00    ($75.00)  96.00%  84.00%  $15.00  $0.00
 307  Buy  10/28/05 11:54  Delphi_Buy  $1,115.50  $0.00  1  $20.00  0.09%  $87.50  43.75%    $15.00  $0.00
   Sell  10/28/05 13:06  LX EoD  $1,116.50    $50.00  $5,665.00    ($112.50)  81.25%  25.00%  $15.00  $0.00
 308  Buy  12/08/05 06:34  Delphi_Buy  $1,175.50  $0.00  1  ($342.50)  (0.53%)  $262.50  45.65%    $15.00  $0.00
   Sell  12/08/05 11:21  Delphi_Sell  $1,169.25    ($312.50)  $5,322.50    ($312.50)  0.00%  (54.35%)  $15.00  $0.00
 309  Sell Short  12/08/05 11:21  Delphi_Sell  $1,169.25  $0.00  1  ($192.50)  (0.28%)  $100.00  32.00%    $15.00  $0.00
   Buy to Cover  12/08/05 13:06  SX EoD  $1,172.50    ($162.50)  $5,130.00    ($212.50)  16.00%  (52.00%)  $15.00  $0.00
 310  Buy  12/09/05 08:11  Delphi_Buy  $1,176.00  $0.00  1  ($42.50)  (0.02%)  $225.00  50.00%    $15.00  $0.00
   Sell  12/09/05 13:06  LX EoD  $1,175.75    ($12.50)  $5,087.50    ($225.00)  47.22%  (2.78%)  $15.00  $0.00
 311  Sell Short  12/19/05 12:12  Delphi_Sell  $1,175.25  $0.00  1  ($67.50)  (0.06%)  $25.00  20.00%    $15.00  $0.00
   Buy to Cover  12/19/05 13:06  SX EoD  $1,176.00    ($37.50)  $5,020.00    ($100.00)  50.00%  (30.00%)  $15.00  $0.00
 312  Sell Short  12/20/05 11:04  Delphi_Sell  $1,175.50  $0.00  1  ($42.50)  (0.02%)  $112.50  47.37%    $15.00  $0.00
   Buy to Cover  12/20/05 13:06  SX EoD  $1,175.75    ($12.50)  $4,977.50    ($125.00)  47.37%  (5.26%)  $15.00  $0.00
 313  Buy  12/21/05 06:46  Delphi_Buy  $1,181.25  $0.00  1  ($280.00)  (0.42%)  $187.50  42.86%    $15.00  $0.00
   Sell  12/21/05 11:52  Delphi_Sell  $1,176.25    ($250.00)  $4,697.50    ($250.00)  0.00%  (57.14%)  $15.00  $0.00
 314  Sell Short  12/21/05 11:52  Delphi_Sell  $1,176.25  $0.00  1  ($130.00)  (0.17%)  $62.50  29.41%    $15.00  $0.00
   Buy to Cover  12/21/05 13:06  SX EoD  $1,178.25    ($100.00)  $4,567.50    ($150.00)  23.53%  (47.06%)  $15.00  $0.00
 315  Buy  12/22/05 08:32  Delphi_Buy  $1,182.00  $0.00  1  $57.50  0.15%  $100.00  44.44%    $15.00  $0.00
   Sell  12/22/05 13:06  LX EoD  $1,183.75    $87.50  $4,625.00    ($125.00)  94.44%  38.89%  $15.00  $0.00
 316  Sell Short  12/27/05 09:05  Delphi_Sell  $1,176.50  $0.00  1  $207.50  0.40%  $262.50  72.41%    $15.00  $0.00
   Buy to Cover  12/27/05 13:06  SX EoD  $1,171.75    $237.50  $4,832.50    ($100.00)  93.10%  65.52%  $15.00  $0.00
 317  Buy  01/03/06 12:02  Delphi_Buy  $1,178.25  $0.00  1  $257.50  0.49%  $362.50  100.00%    $15.00  $0.00
   Sell  01/03/06 13:06  LX EoD  $1,184.00    $287.50  $5,090.00    $0.00  79.31%  79.31%  $15.00  $0.00
 318  Sell Short  01/18/06 10:21  Delphi_Sell  $1,186.75  $0.00  1  ($217.50)  (0.32%)  $100.00  27.59%    $15.00  $0.00
   Buy to Cover  01/18/06 13:06  SX EoD  $1,190.50    ($187.50)  $4,872.50    ($262.50)  20.69%  (51.72%)  $15.00  $0.00
 319  Buy  01/19/06 06:31  Delphi_Buy  $1,193.75  $0.00  1  $120.00  0.25%  $362.50  74.36%    $15.00  $0.00
   Sell  01/19/06 13:06  LX EoD  $1,196.75    $150.00  $4,992.50    ($125.00)  56.41%  30.77%  $15.00  $0.00
 320  Sell Short  01/20/06 07:51  Delphi_Sell  $1,188.25  $0.00  1  $720.00  1.26%  $775.00  98.41%    $15.00  $0.00
   Buy to Cover  01/20/06 13:06  SX EoD  $1,173.25    $750.00  $5,712.50    ($12.50)  96.83%  95.24%  $15.00  $0.00
 321  Buy  01/27/06 06:51  Delphi_Buy  $1,190.50  $0.00  1  $20.00  0.08%  $400.00  88.89%    $15.00  $0.00
   Sell  01/27/06 10:42  LPL1Ex  $1,191.50    $50.00  $5,732.50    ($50.00)  22.22%  11.11%  $15.00  $0.00
 322  Buy  02/01/06 11:36  Delphi_Buy  $1,193.25  $0.00  1  ($5.00)  0.04%  $75.00  31.58%    $15.00  $0.00
   Sell  02/01/06 13:06  LX EoD  $1,193.75    $25.00  $5,727.50    ($162.50)  78.95%  10.53%  $15.00  $0.00
 323  Sell Short  02/02/06 08:01  Delphi_Sell  $1,185.25  $0.00  1  $170.00  0.34%  $337.50  100.00%    $15.00  $0.00
   Buy to Cover  02/02/06 13:06  SX EoD  $1,181.25    $200.00  $5,897.50    $0.00  59.26%  59.26%  $15.00  $0.00
 324  Sell Short  02/09/06 11:08  Delphi_Sell  $1,180.25  $0.00  1  $282.50  0.53%  $350.00  96.55%    $15.00  $0.00
   Buy to Cover  02/09/06 13:06  SX EoD  $1,174.00    $312.50  $6,180.00    ($12.50)  89.66%  86.21%  $15.00  $0.00
 325  Buy  02/14/06 08:59  Delphi_Buy  $1,184.25  $0.00  1  $82.50  0.19%  $262.50  67.74%    $15.00  $0.00
   Sell  02/14/06 13:06  LX EoD  $1,186.50    $112.50  $6,262.50    ($125.00)  61.29%  29.03%  $15.00  $0.00
 326  Sell Short  02/28/06 12:08  Delphi_Sell  $1,188.50  $0.00  1  ($105.00)  (0.13%)  $25.00  12.50%    $15.00  $0.00
   Buy to Cover  02/28/06 13:06  SX EoD  $1,190.00    ($75.00)  $6,157.50    ($175.00)  50.00%  (37.50%)  $15.00  $0.00
 327  Buy  03/01/06 06:48  Delphi_Buy  $1,194.75  $0.00  1  $245.00  0.46%  $337.50  67.50%    $15.00  $0.00
   Sell  03/01/06 13:06  LX EoD  $1,200.25    $275.00  $6,402.50    ($162.50)  87.50%  55.00%  $15.00  $0.00
 328  Sell Short  03/06/06 10:32  Delphi_Sell  $1,190.75  $0.00  1  $145.00  0.29%  $325.00  96.30%    $15.00  $0.00
   Buy to Cover  03/06/06 13:06  SX EoD  $1,187.25    $175.00  $6,547.50    ($12.50)  55.56%  51.85%  $15.00  $0.00
 329  Sell Short  03/10/06 11:49  Delphi_Sell  $1,188.00  $0.00  1  ($167.50)  (0.23%)  $150.00  48.00%    $15.00  $0.00
   Buy to Cover  03/10/06 13:06  SX EoD  $1,190.75    ($137.50)  $6,380.00    ($162.50)  8.00%  (44.00%)  $15.00  $0.00
 330  Buy  03/13/06 06:46  Delphi_Buy  $1,194.75  $0.00  1  ($80.00)  (0.08%)  $87.50  26.92%    $15.00  $0.00
   Sell  03/13/06 13:06  LX EoD  $1,193.75    ($50.00)  $6,300.00    ($237.50)  57.69%  (15.38%)  $15.00  $0.00
 331  Sell Short  03/28/06 11:33  Delphi_Sell  $1,201.50  $0.00  1  $45.00  0.12%  $175.00  48.28%    $15.00  $0.00
   Buy to Cover  03/28/06 13:06  SX EoD  $1,200.00    $75.00  $6,345.00    ($187.50)  72.41%  20.69%  $15.00  $0.00
 332  Buy  03/29/06 08:31  Delphi_Buy  $1,208.25  $0.00  1  ($5.00)  0.04%  $225.00  90.00%    $15.00  $0.00
   Sell  03/29/06 13:06  LX EoD  $1,208.75    $25.00  $6,340.00    ($25.00)  20.00%  10.00%  $15.00  $0.00
 333  Buy  03/30/06 12:23  Delphi_Buy  $1,208.75  $0.00  1  ($130.00)  (0.17%)  $0.00  0.00%    $15.00  $0.00
   Sell  03/30/06 13:06  LX EoD  $1,206.75    ($100.00)  $6,210.00    ($125.00)  20.00%  (80.00%)  $15.00  $0.00
 334  Sell Short  03/31/06 10:31  Delphi_Sell  $1,202.00  $0.00  1  ($105.00)  (0.12%)  $75.00  31.58%    $15.00  $0.00
   Buy to Cover  03/31/06 13:06  SX EoD  $1,203.50    ($75.00)  $6,105.00    ($162.50)  36.84%  (31.58%)  $15.00  $0.00
 335  Buy  04/03/06 06:32  Delphi_Buy  $1,208.25  $0.00  1  $7.50  0.06%  $375.00  75.00%    $15.00  $0.00
   Sell  04/03/06 11:40  LPL1Ex  $1,209.00    $37.50  $6,112.50    ($125.00)  32.50%  7.50%  $15.00  $0.00
 336  Sell Short  04/03/06 12:46  Delphi_Sell  $1,203.25  $0.00  1  ($42.50)  (0.02%)  $62.50  50.00%    $15.00  $0.00
   Buy to Cover  04/03/06 13:06  SX EoD  $1,203.50    ($12.50)  $6,070.00    ($62.50)  40.00%  (10.00%)  $15.00  $0.00
 337  Buy  04/04/06 09:07  Delphi_Buy  $1,210.00  $0.00  1  $82.50  0.19%  $200.00  66.67%    $15.00  $0.00
   Sell  04/04/06 13:06  LX EoD  $1,212.25    $112.50  $6,152.50    ($100.00)  70.83%  37.50%  $15.00  $0.00
 338  Sell Short  04/07/06 08:46  Delphi_Sell  $1,203.00  $0.00  1  $57.50  0.15%  $200.00  51.61%    $15.00  $0.00
   Buy to Cover  04/07/06 13:06  SX EoD  $1,201.25    $87.50  $6,210.00    ($187.50)  70.97%  22.58%  $15.00  $0.00
 339  Buy  04/18/06 09:01  Delphi_Buy  $1,203.25  $0.00  1  $420.00  0.75%  $525.00  85.71%    $15.00  $0.00
   Sell  04/18/06 13:06  LX EoD  $1,212.25    $450.00  $6,630.00    ($87.50)  87.76%  73.47%  $15.00  $0.00
 340  Buy  04/26/06 06:32  Delphi_Buy  $1,208.00  $0.00  1  $20.00  0.08%  $312.50  96.15%    $15.00  $0.00
   Sell  04/26/06 10:31  LPL1Ex  $1,209.00    $50.00  $6,650.00    ($12.50)  19.23%  15.38%  $15.00  $0.00
 341  Sell Short  04/27/06 06:46  Delphi_Sell  $1,199.25  $0.00  1  ($530.00)  (0.83%)  $12.50  2.44%    $15.00  $0.00
   Buy to Cover  04/27/06 07:09  Stop Loss  $1,209.25    ($500.00)  $6,120.00    ($500.00)  0.00%  (97.56%)  $15.00  $0.00
 342  Buy  04/27/06 07:16  Delphi_Buy  $1,211.75  $0.00  1  $45.00  0.12%  $350.00  45.16%    $15.00  $0.00
   Sell  04/27/06 13:06  LX EoD  $1,213.25    $75.00  $6,165.00    ($425.00)  64.52%  9.68%  $15.00  $0.00
 343  Buy  05/02/06 06:46  Delphi_Buy  $1,211.75  $0.00  1  $7.50  0.06%  $250.00  66.67%    $15.00  $0.00
   Sell  05/02/06 11:56  LPL1Ex  $1,212.50    $37.50  $6,172.50    ($125.00)  43.33%  10.00%  $15.00  $0.00
 344  Buy  05/03/06 12:33  Delphi_Buy  $1,210.75  $0.00  1  ($55.00)  (0.04%)  $25.00  33.33%    $15.00  $0.00
   Sell  05/03/06 13:06  LX EoD  $1,210.25    ($25.00)  $6,117.50    ($50.00)  33.33%  (33.33%)  $15.00  $0.00
 345  Sell Short  05/11/06 09:10  Delphi_Sell  $1,210.50  $0.00  1  $70.00  0.17%  $275.00  73.33%    $15.00  $0.00
   Buy to Cover  05/11/06 13:06  SX EoD  $1,208.50    $100.00  $6,187.50    ($100.00)  53.33%  26.67%  $15.00  $0.00
 346  Buy  06/01/06 12:22  Delphi_Buy  $1,181.50  $0.00  1  $120.00  0.25%  $200.00  94.12%    $15.00  $0.00
   Sell  06/01/06 13:06  LX EoD  $1,184.50    $150.00  $6,307.50    ($12.50)  76.47%  70.59%  $15.00  $0.00
 347  Sell Short  06/05/06 11:03  Delphi_Sell  $1,177.00  $0.00  1  $532.50  0.96%  $675.00  98.18%    $15.00  $0.00
   Buy to Cover  06/05/06 13:06  SX EoD  $1,165.75    $562.50  $6,840.00    ($12.50)  83.64%  81.82%  $15.00  $0.00
 348  Sell Short  06/16/06 07:31  Delphi_Sell  $1,148.25  $0.00  1  ($42.50)  (0.02%)  $225.00  46.15%    $15.00  $0.00
   Buy to Cover  06/16/06 13:06  SX EoD  $1,148.50    ($12.50)  $6,797.50    ($262.50)  51.28%  (2.56%)  $15.00  $0.00
 349  Buy  06/21/06 10:57  Delphi_Buy  $1,154.75  $0.00  1  ($280.00)  (0.43%)  $37.50  10.00%    $15.00  $0.00
   Sell  06/21/06 13:06  LX EoD  $1,149.75    ($250.00)  $6,517.50    ($337.50)  23.33%  (66.67%)  $15.00  $0.00
 350  Sell Short  06/22/06 06:31  Delphi_Sell  $1,147.50  $0.00  1  $220.00  0.44%  $475.00  92.68%    $15.00  $0.00
   Buy to Cover  06/22/06 13:06  SX EoD  $1,142.50    $250.00  $6,737.50    ($37.50)  56.10%  48.78%  $15.00  $0.00
 351  Sell Short  06/27/06 07:57  Delphi_Sell  $1,146.00  $0.00  1  $482.50  0.89%  $550.00  95.65%    $15.00  $0.00
   Buy to Cover  06/27/06 13:06  SX EoD  $1,135.75    $512.50  $7,220.00    ($25.00)  93.48%  89.13%  $15.00  $0.00
 352  Buy  06/29/06 06:47  Delphi_Buy  $1,150.75  $0.00  1  $895.00  1.61%  $962.50  92.77%    $15.00  $0.00
   Sell  06/29/06 13:06  LX EoD  $1,169.25    $925.00  $8,115.00    ($75.00)  96.39%  89.16%  $15.00  $0.00
 353  Buy  07/10/06 06:31  Delphi_Buy  $1,164.75  $0.00  1  ($142.50)  (0.19%)  $250.00  48.78%    $15.00  $0.00
   Sell  07/10/06 13:06  LX EoD  $1,162.50    ($112.50)  $7,972.50    ($262.50)  29.27%  (21.95%)  $15.00  $0.00
 354  Sell Short  07/11/06 07:35  Delphi_Sell  $1,156.00  $0.00  1  ($342.50)  (0.54%)  $75.00  19.35%    $15.00  $0.00
   Buy to Cover  07/11/06 11:14  Delphi_Buy  $1,162.25    ($312.50)  $7,630.00    ($312.50)  0.00%  (80.65%)  $15.00  $0.00
 355  Buy  07/11/06 11:14  Delphi_Buy  $1,162.25  $0.00  1  $257.50  0.49%  $350.00  80.00%    $15.00  $0.00
   Sell  07/11/06 13:06  LX EoD  $1,168.00    $287.50  $7,887.50    ($87.50)  85.71%  65.71%  $15.00  $0.00
 356  Sell Short  07/12/06 10:08  Delphi_Sell  $1,156.50  $0.00  1  $32.50  0.11%  $250.00  86.96%    $15.00  $0.00
   Buy to Cover  07/12/06 13:06  SX EoD  $1,155.25    $62.50  $7,920.00    ($37.50)  34.78%  21.74%  $15.00  $0.00
 357  Buy  07/19/06 11:28  Delphi_Buy  $1,153.50  $0.00  1  ($55.00)  (0.04%)  $125.00  58.82%    $15.00  $0.00
   Sell  07/19/06 13:06  LX EoD  $1,153.00    ($25.00)  $7,865.00    ($87.50)  29.41%  (11.76%)  $15.00  $0.00
 358  Sell Short  07/20/06 11:11  Delphi_Sell  $1,146.75  $0.00  1  $245.00  0.48%  $362.50  70.73%    $15.00  $0.00
   Buy to Cover  07/20/06 13:06  SX EoD  $1,141.25    $275.00  $8,110.00    ($150.00)  82.93%  53.66%  $15.00  $0.00
 359  Buy  07/24/06 08:51  Delphi_Buy  $1,153.50  $0.00  1  ($30.00)  0.00%  $125.00  30.30%    $15.00  $0.00
   Sell  07/24/06 13:06  LX EoD  $1,153.50    $0.00  $8,080.00    ($287.50)  69.70%  0.00%  $15.00  $0.00
 360  Buy  08/09/06 06:31  Delphi_Buy  $1,171.50  $0.00  1  ($467.50)  (0.75%)  $187.50  30.00%    $15.00  $0.00
   Sell  08/09/06 11:51  Stop Loss  $1,162.75    ($437.50)  $7,612.50    ($437.50)  0.00%  (70.00%)  $15.00  $0.00
 361  Sell Short  08/09/06 12:13  Delphi_Sell  $1,160.25  $0.00  1  $107.50  0.24%  $250.00  95.24%    $15.00  $0.00
   Buy to Cover  08/09/06 13:06  SX EoD  $1,157.50    $137.50  $7,720.00    ($12.50)  57.14%  52.38%  $15.00  $0.00
 362  Sell Short  08/11/06 06:38  Delphi_Sell  $1,159.00  $0.00  1  $7.50  0.06%  $312.50  78.13%    $15.00  $0.00
   Buy to Cover  08/11/06 13:06  SX EoD  $1,158.25    $37.50  $7,727.50    ($87.50)  31.25%  9.38%  $15.00  $0.00
 363  Buy  08/14/06 08:06  Delphi_Buy  $1,166.25  $0.00  1  ($330.00)  (0.51%)  $200.00  40.00%    $15.00  $0.00
   Sell  08/14/06 11:56  Stop Loss  $1,160.25    ($300.00)  $7,397.50    ($300.00)  0.00%  (60.00%)  $15.00  $0.00
 364  Sell Short  08/14/06 12:01  Delphi_Sell  $1,160.25  $0.00  1  ($5.00)  0.04%  $125.00  90.91%    $15.00  $0.00
   Buy to Cover  08/14/06 13:06  SX EoD  $1,159.75    $25.00  $7,392.50    ($12.50)  27.27%  18.18%  $15.00  $0.00
 365  Buy  08/15/06 06:46  Delphi_Buy  $1,169.75  $0.00  1  $282.50  0.53%  $387.50  77.50%    $15.00  $0.00
   Sell  08/15/06 13:06  LX EoD  $1,176.00    $312.50  $7,675.00    ($112.50)  85.00%  62.50%  $15.00  $0.00
 366  Sell Short  09/07/06 06:56  Delphi_Sell  $1,183.75  $0.00  1  $32.50  0.11%  $200.00  41.03%    $15.00  $0.00
   Buy to Cover  09/07/06 13:06  SX EoD  $1,182.50    $62.50  $7,707.50    ($287.50)  71.79%  12.82%  $15.00  $0.00
 367  Sell Short  09/11/06 06:31  Delphi_Sell  $1,181.75  $0.00  1  ($417.50)  (0.66%)  $175.00  31.11%    $15.00  $0.00
   Buy to Cover  09/11/06 10:23  Stop Loss  $1,189.50    ($387.50)  $7,290.00    ($387.50)  0.00%  (68.89%)  $15.00  $0.00
 368  Buy  09/11/06 10:27  Delphi_Buy  $1,189.75  $0.00  1  ($130.00)  (0.17%)  $37.50  13.04%    $15.00  $0.00
   Sell  09/11/06 13:06  LX EoD  $1,187.75    ($100.00)  $7,160.00    ($250.00)  52.17%  (34.78%)  $15.00  $0.00
 369  Buy  09/12/06 06:31  Delphi_Buy  $1,189.50  $0.00  1  $507.50  0.90%  $625.00  96.15%    $15.00  $0.00
   Sell  09/12/06 13:06  LX EoD  $1,200.25    $537.50  $7,667.50    ($25.00)  86.54%  82.69%  $15.00  $0.00
 370  Buy  09/22/06 12:17  Delphi_Buy  $1,201.75  $0.00  1  ($30.00)  0.00%  $37.50  25.00%    $15.00  $0.00
   Sell  09/22/06 13:06  LX EoD  $1,201.75    $0.00  $7,637.50    ($112.50)  75.00%  0.00%  $15.00  $0.00
 371  Buy  09/25/06 08:24  Delphi_Buy  $1,202.50  $0.00  1  $457.50  0.81%  $662.50  79.10%    $15.00  $0.00
   Sell  09/25/06 13:06  LX EoD  $1,212.25    $487.50  $8,095.00    ($175.00)  79.10%  58.21%  $15.00  $0.00
 372  Sell Short  11/01/06 12:06  Delphi_Sell  $1,248.50  $0.00  1  ($42.50)  (0.02%)  $100.00  61.54%    $15.00  $0.00
   Buy to Cover  11/01/06 13:06  SX EoD  $1,248.75    ($12.50)  $8,052.50    ($62.50)  30.77%  (7.69%)  $15.00  $0.00
 373  Sell Short  11/03/06 07:33  Delphi_Sell  $1,247.25  $0.00  1  $95.00  0.20%  $300.00  80.00%    $15.00  $0.00
   Buy to Cover  11/03/06 13:06  SX EoD  $1,244.75    $125.00  $8,147.50    ($75.00)  53.33%  33.33%  $15.00  $0.00
 374  Buy  11/06/06 07:02  Delphi_Buy  $1,254.25  $0.00  1  $245.00  0.44%  $400.00  88.89%    $15.00  $0.00
   Sell  11/06/06 13:06  LX EoD  $1,259.75    $275.00  $8,392.50    ($50.00)  72.22%  61.11%  $15.00  $0.00
 375  Sell Short  11/27/06 08:28  Delphi_Sell  $1,264.25  $0.00  1  $207.50  0.38%  $262.50  72.41%    $15.00  $0.00
   Buy to Cover  11/27/06 13:06  SX EoD  $1,259.50    $237.50  $8,600.00    ($100.00)  93.10%  65.52%  $15.00  $0.00
 376  Buy  11/29/06 06:46  Delphi_Buy  $1,271.00  $0.00  1  $20.00  0.08%  $362.50  85.29%    $15.00  $0.00
   Sell  11/29/06 10:29  LPL1Ex  $1,272.00    $50.00  $8,620.00    ($62.50)  26.47%  11.76%  $15.00  $0.00
 377  Buy  12/01/06 08:47  Delphi_Buy  $1,274.25  $0.00  1  ($505.00)  (0.75%)  $162.50  25.49%    $15.00  $0.00
   Sell  12/01/06 11:37  Delphi_Sell  $1,264.75    ($475.00)  $8,115.00    ($475.00)  0.00%  (74.51%)  $15.00  $0.00
 378  Sell Short  12/01/06 11:37  Delphi_Sell  $1,264.75  $0.00  1  ($492.50)  (0.73%)  $75.00  13.95%    $15.00  $0.00
   Buy to Cover  12/01/06 12:53  Delphi_Buy  $1,274.00    ($462.50)  $7,622.50    ($462.50)  0.00%  (86.05%)  $15.00  $0.00
 379  Buy  12/01/06 12:53  Delphi_Buy  $1,274.00  $0.00  1  $7.50  0.06%  $62.50  41.67%    $15.00  $0.00
   Sell  12/01/06 13:06  LX EoD  $1,274.75    $37.50  $7,630.00    ($87.50)  83.33%  25.00%  $15.00  $0.00
 380  Sell Short  12/22/06 08:47  Delphi_Sell  $1,286.75  $0.00  1  $57.50  0.14%  $137.50  52.38%    $15.00  $0.00
   Buy to Cover  12/22/06 13:06  SX EoD  $1,285.00    $87.50  $7,687.50    ($125.00)  80.95%  33.33%  $15.00  $0.00
 381  Buy  12/26/06 12:36  Delphi_Buy  $1,291.50  $0.00  1  $7.50  0.06%  $87.50  100.00%    $15.00  $0.00
   Sell  12/26/06 13:06  LX EoD  $1,292.25    $37.50  $7,695.00    $0.00  42.86%  42.86%  $15.00  $0.00
 382  Sell Short  12/29/06 12:31  Delphi_Sell  $1,291.00  $0.00  1  ($130.00)  (0.15%)  $87.50  28.00%    $15.00  $0.00
   Buy to Cover  12/29/06 13:06  SX EoD  $1,293.00    ($100.00)  $7,565.00    ($225.00)  40.00%  (32.00%)  $15.00  $0.00
 383  Buy  01/03/07 06:46  Delphi_Buy  $1,298.75  $0.00  1  ($355.00)  (0.50%)  $250.00  43.48%    $15.00  $0.00
   Sell  01/03/07 11:05  Stop Loss  $1,292.25    ($325.00)  $7,210.00    ($325.00)  0.00%  (56.52%)  $15.00  $0.00
 384  Sell Short  01/03/07 11:16  Delphi_Sell  $1,289.50  $0.00  1  ($30.00)  0.00%  $462.50  92.50%    $15.00  $0.00
   Buy to Cover  01/03/07 13:06  SX EoD  $1,289.50    $0.00  $7,180.00    ($37.50)  7.50%  0.00%  $15.00  $0.00
 385  Sell Short  01/05/07 06:31  Delphi_Sell  $1,287.75  $0.00  1  $320.00  0.54%  $487.50  97.50%    $15.00  $0.00
   Buy to Cover  01/05/07 13:06  SX EoD  $1,280.75    $350.00  $7,500.00    ($12.50)  72.50%  70.00%  $15.00  $0.00
 386  Buy  01/11/07 06:47  Delphi_Buy  $1,292.75  $0.00  1  $7.50  0.06%  $337.50  87.10%    $15.00  $0.00
   Sell  01/11/07 11:11  LPL1Ex  $1,293.50    $37.50  $7,507.50    ($50.00)  22.58%  9.68%  $15.00  $0.00
 387  Sell Short  01/22/07 08:08  Delphi_Sell  $1,291.50  $0.00  1  ($130.00)  (0.15%)  $50.00  20.00%    $15.00  $0.00
   Buy to Cover  01/22/07 13:06  SX EoD  $1,293.50    ($100.00)  $7,377.50    ($200.00)  40.00%  (40.00%)  $15.00  $0.00
 388  Buy  01/23/07 08:16  Delphi_Buy  $1,298.00  $0.00  1  $7.50  0.06%  $187.50  57.69%    $15.00  $0.00
   Sell  01/23/07 13:06  LX EoD  $1,298.75    $37.50  $7,385.00    ($137.50)  53.85%  11.54%  $15.00  $0.00
 389  Sell Short  01/25/07 11:26  Delphi_Sell  $1,294.00  $0.00  1  $32.50  0.10%  $137.50  61.11%    $15.00  $0.00
   Buy to Cover  01/25/07 13:06  SX EoD  $1,292.75    $62.50  $7,417.50    ($87.50)  66.67%  27.78%  $15.00  $0.00
 390  Sell Short  01/31/07 06:53  Delphi_Sell  $1,293.00  $0.00