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Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 1995 HOJ95 Apr95 Heating Oil SHORT 1/9/95 0.4899 1/16/95 0.4663 0.0236 991.20 LCJ95 Apr95 Cattle LONG 12/8/94 69.60 12/22/94 71.20 1.60 640.00 HUN95 Jul95 Unleaded Gas LONG 3/16/95 0.5471 3/22/95 0.5712 0.0241 1,012.20 HOK95 May95 Heating Oil LONG 3/27/95 0.4751 4/12/95 0.5054 0.0303 1,272.60 LHM95 Jun95 Lean Hogs LONG 4/5/95 44.75 4/21/95 42.75 -2.00 -800.00 HGU95 Sep95 Copper LONG 5/16/95 123.30 5/24/95 127.60 4.30 1,075.00 CTV95 Oct95 Cotton SHORT 6/30/95 86.65 7/6/95 81.90 4.75 2,375.00 HOX95 Nov95 Heating Oil LONG 7/19/95 0.4870 7/20/95 0.4832 -0.0038 -159.60 CLX95 Nov95 Crude Oil LONG 7/19/95 17.02 8/15/95 17.08 0.06 60.00 PBG96 Feb96 Pork Bellies LONG 7/20/95 49.95 7/24/95 53.40 3.45 1,380.00 SX95 Nov95 Soybeans SHORT 7/27/95 635.25 8/11/95 588.00 47.25 2,362.50 CZ95 Dec95 Corn SHORT 7/28/95 288.00 8/7/95 271.50 16.50 825.00 USZ95 Dec95 T-Bond LONG 8/24/95 110-11 8/25/95 111-30 1-19 1,593.75 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 1996 CTH96 Mar96 Cotton LONG 12/27/95 81.16 1/9/96 85.22 4.06 2,030.00 USM96 Jun96 T-Bond SHORT 1/10/96 119-02 2/20/96 116-11 2-23 2,718.75 GCM96 Jun96 Gold SHORT 2/9/96 410.20 3/7/96 395.90 14.30 1,430.00 JYM96 Jun96 Japanese Yen LONG 2/14/96 0.9538 2/20/96 0.9741 0.0203 2,537.50 HGU96 Sep96 Copper SHORT 5/15/96 118.90 5/17/96 114.10 4.80 1,200.00 PBQ96 Aug96 Pork Bellies SHORT 5/16/96 82.65 6/13/96 74.40 8.25 3,300.00 CZ96 Dec96 Corn SHORT 5/29/96 351.50 6/6/96 350.25 1.25 62.50 USU96 Sep96 T-Bond LONG 6/21/96 107-00 6/28/96 108-17 1-17 1,531.25 TYU96 Sep96 10yr Note LONG 6/21/96 105-24 6/27/96 106-23 0-31 968.75 PBG97 Feb97 Pork Bellies LONG 6/27/96 76.70 7/8/96 82.45 5.75 2,300.00 KCZ96 Dec96 Coffee LONG 7/30/96 99.00 8/13/96 110.05 11.05 4,143.75 USZ96 Dec96 T-Bond LONG 9/12/96 107-14 9/26/96 109-17 2-03 2,093.75 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 1997 LCJ97 Apr97 Cattle LONG 12/5/96 65.17 1/2/97 65.30 0.13 52.00 HOJ97 Apr97 Heating Oil SHORT 1/15/97 0.6520 2/6/97 0.6060 0.0460 1,932.00 USM97 Jun97 T-Bond LONG 1/30/97 110-02 2/13/97 112-27 2-25 2,781.25 HOK97 May97 Heating Oil LONG 3/7/97 0.5453 3/26/97 0.5468 0.0015 63.00 CLM97 Jun97 Crude Oil LONG 3/12/97 20.68 3/26/97 20.63 -0.05 -50.00 HUN97 Jul97 Unleaded Gas LONG 3/12/97 0.6280 3/26/97 0.6295 0.0015 63.00 LHM97 Jun97 Lean Hogs LONG 3/13/97 76.78 3/25/97 81.00 4.22 1,690.00 HUN97 Jul97 Unleaded Gas LONG 4/18/97 0.5994 5/12/97 0.6301 0.0307 1,289.40 PBQ97 Aug97 Pork Bellies SHORT 6/6/97 85.25 6/13/97 77.50 7.75 3,100.00 CLX97 Nov97 Crude Oil LONG 6/30/97 19.76 8/4/97 20.71 0.95 950.00 USZ97 Dec97 T-Bond LONG 9/5/97 113-17 9/16/97 115-11 1-26 1,812.50 KCZ97 Dec97 Coffee SHORT 9/12/97 181.00 10/17/97 156.65 24.35 9,131.25 HON97 Nov97 Heating Oil LONG 9/22/97 0.5546 9/26/97 0.5815 0.0269 1,129.80 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 1998 CTH98 Mar98 Cotton LONG 12/22/97 67.88 1/12/98 65.58 -2.30 -1,150.00 LCJ98 Apr98 Cattle LONG 1/13/98 67.67 1/28/98 67.80 0.13 52.00 JYM98 Jun98 Japanese Yen SHORT 2/12/98 0.8153 2/23/98 0.7882 0.0271 3,387.50 LHM98 Jun98 Lean Hogs LONG 3/5/98 57.80 3/9/98 55.95 -1.85 -740.00 LHM98 Jun98 Lean Hogs LONG 3/18/98 56.50 3/31/98 59.85 3.35 1,340.00 CLM98 Jun98 Crude Oil LONG 3/23/98 15.51 4/7/98 15.57 0.06 60.00 HOK98 May98 Heating Oil LONG 3/23/98 0.4285 4/1/98 0.4300 0.0015 63.00 PBQ98 Aug98 Pork Bellies SHORT 4/24/98 53.53 5/20/98 53.38 0.15 60.00 HGU98 Sep98 Copper SHORT 4/29/98 83.80 5/7/98 79.55 4.25 1,062.50 USU98 Sep98 T-Bond LONG 5/6/98 120-03 5/29/98 121-26 1-23 1,718.75 TYU98 Sep98 10yr Note LONG 5/6/98 112-19 6/1/98 113-11 0-24 750.00 CTV98 Oct98 Cotton SHORT 6/18/98 74.85 6/23/98 76.50 -1.65 -825.00 CZ98 Dec98 Corn SHORT 7/1/98 252.50 7/7/98 251.25 1.25 62.50 SX98 Nov98 Soybeans SHORT 7/6/98 598.00 8/5/98 540.25 57.75 2,887.50 CTV98 Oct98 Cotton SHORT 7/10/98 79.65 7/22/98 74.75 4.90 2,450.00 KCZ98 Dec98 Coffee LONG 7/21/98 108.00 7/29/98 115.30 7.30 2,737.50 PBG99 Feb99 Pork Bellies LONG 7/22/98 52.00 8/5/98 56.90 4.90 1,960.00 CLX98 Nov98 Crude Oil LONG 8/21/98 13.94 9/18/98 15.18 1.24 1,240.00 USZ98 Dec98 T-Bond LONG 11/18/98 128-09 12/2/98 130-28 2-19 2,593.75 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 1999 CTH99 Mar99 Cotton LONG 12/2/98 64.75 12/10/98 62.54 -2.21 -1,105.00 LCJ99 Apr99 Cattle LONG 12/17/98 61.70 1/11/99 65.75 4.05 1,620.00 HGH99 Mar99 Copper LONG 12/22/98 66.80 1/4/99 65.40 -1.40 -350.00 CLM99 Jun99 Crude Oil LONG 2/23/99 12.51 3/4/99 13.43 0.92 920.00 LBN99 Jul99 Lumber SHORT 2/24/99 321.70 2/26/99 321.40 0.30 48.00 JYM99 Jun99 Japanese Yen LONG 2/25/99 0.8462 3/4/99 0.8220 -0.02 -3,025.00 HUN99 Jul99 Unleaded Gas LONG 2/26/99 0.4145 3/8/99 0.4440 0.0295 1,239.00 LBN99 Jul99 Lumber SHORT 3/12/99 325.10 3/22/99 324.70 0.40 64.00 LHM99 Jun99 Lean Hogs LONG 3/16/99 52.50 3/22/99 56.20 3.70 1,480.00 LBN99 Jul99 Lumber SHORT 4/6/99 322.20 4/19/99 321.80 0.40 64.00 BOU99 Sep99 Bean Oil SHORT 4/28/99 19.89 5/13/99 18.60 1.29 774.00 CTV99 Oct99 Cotton SHORT 5/12/99 58.65 5/28/99 55.70 2.95 1,475.00 PBQ99 Aug99 Pork Bellies SHORT 5/14/99 57.33 6/8/99 51.45 5.88 2,350.00 HGU99 Sep99 Copper SHORT 5/18/99 70.95 5/26/99 67.20 3.75 937.50 HOX99 Nov99 Heating Oil LONG 6/4/99 0.4356 6/10/99 0.4597 0.0241 1,012.20 KCU99 Sep99 Coffee SHORT 6/7/99 117.00 6/25/99 103.25 13.75 5,156.25 HGU99 Sep99 Copper LONG 6/8/99 64.85 6/25/99 69.40 4.55 1,137.50 KCZ99 Dec99 Coffee LONG 7/15/99 97.40 7/23/99 97.55 0.15 56.25 CZ99 Dec99 Corn SHORT 8/19/99 228.25 9/20/99 209.75 18.50 925.00 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE EXIT PRICE NET CHANGE PROFIT / (LOSS) 2000 HGH00 Mar00 Copper LONG 11/22/99 78.80 12/15/99 83.20 4.40 1,100.00 CTH00 Mar00 Cotton LONG 12/15/99 50.15 12/17/99 49.00 -1.15 -575.00 CTH00 Mar00 Cotton LONG 12/30/99 49.80 1/7/00 52.15 2.35 1,175.00 USM00 Jun00 T-Bond LONG 12/30/99 90-31 1/3/00 89-18 -1-13 -1,406.25 USM00 Jun00 T-Bond LONG 1/24/00 89-26 1/27/00 91-13 1-13 1,593.75 TYM00 Jun00 10yr Note LONG 1/31/00 94-07 2/3/00 95-29 -1-22 -1,687.50 USM00 Jun00 T-Bond SHORT 2/10/00 93-17 2/22/00 94-27 -1-10 -1,364.50 GCM00 Jun00 Gold SHORT 2/15/00 313.60 3/29/00 279.50 34.10 3,410.00 LBN00 Jul00 Lumber SHORT 2/18/00 338.70 2/24/00 338.30 0.40 64.00 LHM00 Jun00 Lean Hogs LONG 2/28/00 65.90 3/6/00 69.45 3.55 1,420.00 JYM00 Jun00 Japanese Yen LONG 3/1/00 0.9370 3/13/00 0.9694 0.0324 4,050.00 LBN00 Jul00 Lumber SHORT 3/23/00 335.00 4/12/00 321.00 13.10 2,096.00 PBQ00 Aug00 Pork Bellies SHORT 4/10/00 88.45 4/19/00 93.72 -5.27 -2,108.00 HOK00 May00 Heating Oil LONG 4/17/00 0.6926 4/20/00 0.7758 0.0832 3,494.40 HUN00 Jul00 Unleaded Gas LONG 4/18/00 0.7701 5/2/00 0.8350 0.0649 2,725.80 CLM00 Jun00 Crude Oil LONG 4/19/00 25.00 5/8/00 27.81 2.81 2,810.00 HGU00 Sep00 Copper LONG 4/25/00 79.00 5/2/00 82.55 3.55 887.50 PBQ00 Aug00 Pork Bellies SHORT 5/3/00 91.00 5/10/00 85.90 5.10 2,040.00 SX00 Nov00 Soybeans SHORT 5/15/00 565.00 5/30/00 524.00 41.00 2,050.00 CZ00 Dec00 Corn SHORT 5/15/00 254.00 6/12/00 230.00 24.00 1,200.00 TYU00 Sep00 10yr Note LONG 5/17/00 95-11 5/26/00 96-15 1-04 1,125.00 USU00 Sep00 T-Bond LONG 5/18/00 94-18 6/1/00 96-18 2-00 2,000.00 HGU00 Sep00 Copper SHORT 5/26/00 83.50 5/31/00 80.80 2.70 675.00 CTV00 Oct00 Cotton SHORT 5/31/00 62.65 6/26/00 58.50 4.15 2,075.00 USZ00 Dec00 T-Bond LONG 9/21/00 98-09 10/12/00 99-24 1-15 1,468.75 USZ00 Dec00 T-Bond LONG 11/14/00 99-15 11/22/00 101-05 1-22 1,687.50 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE LAST PRICE NET CHANGE PROFIT / (LOSS) 2001 HGH01 Mar01 Copper LONG 11/22/00 82.80 11/29/00 86.25 3.45 862.50 HOJ01 Apr01 Heating Oil SHORT 12/1/00 0.8459 12/5/00 0.7987 0.0472 1,982.40 CTH01 Mar01 Cotton SHORT 12/4/00 67.50 12/22/00 64.55 2.95 1,475.00 USM01 Jun01 T-Bond SHORT 1/10/01 104-09 1/23/01 102-09 2-00 2,000.00 LBN01 Jul01 Lumber SHORT 2/9/01 237.40 2/28/01 237.00 0.40 64.00 CCN01 Jul01 Cocoa SHORT 3/2/01 1150 3/15/01 1030 120 1,200.00 HOK01 May01 Heating Oil LONG 3/7/01 0.7290 3/15/01 0.6860 -0.0430 -1,806.00 PBQ01 Aug01 Pork Bellies SHORT 4/12/01 86.00 5/9/01 77.90 8.10 3,240.00 TYU01 Sep01 10yr Note Long 6/1/01 103-01 6/7/01 104-00 0-31 968.75 HGU01 Sep01 Copper Long 6/27/01 72.60 7/2/01 71.10 -1.50 -375.00 HOX01 Nov01 Heating Oil Long 7/6/01 0.7490 7/13/01 0.7100 -0.0390 -1,638.00 HOX01 Nov01 Heating Oil Long 7/25/01 0.7163 8/15/01 0.7665 0.0502 2,108.40 SX01 Nov01 Soybeans Short 7/31/01 498.00 8/7/01 500.00 -2.00 -100.00 CZ01 Decv01 Corn Short 7/23/01 217.00 10/9/01 215.50 1.50 75.00 Trade Summary SYM CONTRACT NAME LONG / SHORT ENTRY DATE ENTRY PRICE EXIT DATE LAST PRICE NET CHANGE PROFIT / (LOSS) 2002 CTH02 Mar02 Cotton Short 12/10/01 36.35 12/14/01 36.15 .20 100.00 LCJ02 Apr02 Cattle Long 12/21/01 72.55 1/29/02 75.05 2.50 1000.00 GCM02 Jun02 Gold Short 12/28/01 277.50 1/9/02 284.80 -7.30 -730.00 GCM02 Jun02 Gold Short 1/18/02 284.30 1/29/02 283.60 .70 70.00