| Position | Symbol | Contracts | Entry Date | Entry Price | Exit Date | Exit Price | % Change | Net Profit | Bars Held | Profit/Bar | Cum Profit |
| Long | ES02M | 1.00 | 4/1/02 11:33 AM | 1136.75 | 4/1/02 11:39 AM | 1136.50 | -0.02 | -12.50 | 6.00 | -2.08 | -12.50 |
| Long | ES02M | 1.00 | 4/1/02 11:44 AM | 1136.75 | 4/1/02 11:48 AM | 1138.25 | 0.13 | 75.00 | 4.00 | 18.75 | 62.50 |
| Long | ES02M | 1.00 | 4/1/02 11:53 AM | 1137.25 | 4/1/02 11:59 AM | 1137.50 | 0.02 | 12.50 | 6.00 | 2.08 | 75.00 |
| Long | ES02M | 1.00 | 4/1/02 12:06 PM | 1137.75 | 4/1/02 12:12 PM | 1138.00 | 0.02 | 12.50 | 6.00 | 2.08 | 87.50 |
| Long | ES02M | 1.00 | 4/1/02 12:13 PM | 1137.75 | 4/1/02 12:16 PM | 1139.25 | 0.13 | 75.00 | 3.00 | 25.00 | 162.50 |
| Long | ES02M | 1.00 | 4/1/02 12:29 PM | 1139.25 | 4/1/02 12:35 PM | 1140.00 | 0.07 | 37.50 | 6.00 | 6.25 | 200.00 |
| Long | ES02M | 1.00 | 4/1/02 12:36 PM | 1139.50 | 4/1/02 12:40 PM | 1141.00 | 0.13 | 75.00 | 4.00 | 18.75 | 275.00 |
| Long | ES02M | 1.00 | 4/1/02 12:46 PM | 1140.25 | 4/1/02 12:52 PM | 1139.50 | -0.07 | -37.50 | 6.00 | -6.25 | 237.50 |
| Long | ES02M | 1.00 | 4/1/02 1:14 PM | 1140.25 | 4/1/02 1:20 PM | 1140.50 | 0.02 | 12.50 | 6.00 | 2.08 | 250.00 |
| Long | ES02M | 1.00 | 4/1/02 1:22 PM | 1140.50 | 4/1/02 1:23 PM | 1142.00 | 0.13 | 75.00 | 1.00 | 75.00 | 325.00 |
| Long | ES02M | 1.00 | 4/1/02 1:42 PM | 1142.75 | 4/1/02 1:48 PM | 1143.00 | 0.02 | 12.50 | 6.00 | 2.08 | 337.50 |
| Long | ES02M | 1.00 | 4/1/02 2:02 PM | 1143.75 | 4/1/02 2:08 PM | 1144.00 | 0.02 | 12.50 | 6.00 | 2.08 | 350.00 |
| Long | ES02M | 1.00 | 4/1/02 2:09 PM | 1143.75 | 4/1/02 2:15 PM | 1144.25 | 0.04 | 25.00 | 6.00 | 4.17 | 375.00 |
| Short | ES02M | 1.00 | 4/2/02 9:51 AM | 1140.75 | 4/2/02 9:57 AM | 1140.00 | 0.07 | 37.50 | 6.00 | 6.25 | 412.50 |
| Short | ES02M | 1.00 | 4/2/02 10:00 AM | 1140.50 | 4/2/02 10:01 AM | 1139.00 | 0.13 | 75.00 | 1.00 | 75.00 | 487.50 |
| Long | ES02M | 1.00 | 4/2/02 11:36 AM | 1141.75 | 4/2/02 11:42 AM | 1142.00 | 0.02 | 12.50 | 6.00 | 2.08 | 500.00 |
| Long | ES02M | 1.00 | 4/2/02 11:43 AM | 1141.75 | 4/2/02 11:49 AM | 1140.50 | -0.11 | -62.50 | 6.00 | -10.42 | 437.50 |
| Short | ES02M | 1.00 | 4/2/02 12:05 PM | 1139.00 | 4/2/02 12:11 PM | 1138.75 | 0.02 | 12.50 | 6.00 | 2.08 | 450.00 |
| Short | ES02M | 1.00 | 4/2/02 12:14 PM | 1139.00 | 4/2/02 12:20 PM | 1139.00 | 0.00 | 0.00 | 6.00 | 0.00 | 450.00 |
| Short | ES02M | 1.00 | 4/2/02 1:20 PM | 1138.50 | 4/2/02 1:26 PM | 1137.75 | 0.07 | 37.50 | 6.00 | 6.25 | 487.50 |
| Short | ES02M | 1.00 | 4/2/02 1:27 PM | 1138.25 | 4/2/02 1:33 PM | 1138.25 | 0.00 | 0.00 | 6.00 | 0.00 | 487.50 |
| Long | ES02M | 1.00 | 4/2/02 2:00 PM | 1140.75 | 4/2/02 2:06 PM | 1140.75 | 0.00 | 0.00 | 6.00 | 0.00 | 487.50 |
| Long | ES02M | 1.00 | 4/2/02 2:07 PM | 1140.75 | 4/2/02 2:13 PM | 1140.00 | -0.07 | -37.50 | 6.00 | -6.25 | 450.00 |
| Short | ES02M | 1.00 | 4/2/02 2:44 PM | 1139.75 | 4/2/02 2:50 PM | 1139.25 | 0.04 | 25.00 | 6.00 | 4.17 | 475.00 |
| Short | ES02M | 1.00 | 4/3/02 9:34 AM | 1138.25 | 4/3/02 9:37 AM | 1136.75 | 0.13 | 75.00 | 3.00 | 25.00 | 550.00 |
| Short | ES02M | 1.00 | 4/3/02 10:56 AM | 1130.25 | 4/3/02 11:02 AM | 1130.25 | 0.00 | 0.00 | 6.00 | 0.00 | 550.00 |
| Short | ES02M | 1.00 | 4/3/02 12:07 PM | 1129.75 | 4/3/02 12:13 PM | 1128.50 | 0.11 | 62.50 | 6.00 | 10.42 | 612.50 |
| Short | ES02M | 1.00 | 4/3/02 2:03 PM | 1130.75 | 4/3/02 2:09 PM | 1130.75 | 0.00 | 0.00 | 6.00 | 0.00 | 612.50 |
| Short | ES02M | 1.00 | 4/3/02 2:10 PM | 1130.50 | 4/3/02 2:12 PM | 1129.00 | 0.13 | 75.00 | 2.00 | 37.50 | 687.50 |
| Short | ES02M | 1.00 | 4/3/02 2:38 PM | 1128.50 | 4/3/02 2:41 PM | 1127.00 | 0.13 | 75.00 | 3.00 | 25.00 | 762.50 |
| Short | ES02M | 1.00 | 4/4/02 9:44 AM | 1124.50 | 4/4/02 9:49 AM | 1126.50 | -0.18 | -100.00 | 5.00 | -20.00 | 662.50 |
| Long | ES02M | 1.00 | 4/4/02 10:02 AM | 1127.00 | 4/4/02 10:08 AM | 1127.25 | 0.02 | 12.50 | 6.00 | 2.08 | 675.00 |
| Long | ES02M | 1.00 | 4/4/02 10:26 AM | 1129.75 | 4/4/02 10:31 AM | 1131.25 | 0.13 | 75.00 | 5.00 | 15.00 | 750.00 |
| Long | ES02M | 1.00 | 4/4/02 10:34 AM | 1130.25 | 4/4/02 10:40 AM | 1129.50 | -0.07 | -37.50 | 6.00 | -6.25 | 712.50 |
| Long | ES02M | 1.00 | 4/4/02 12:11 PM | 1128.50 | 4/4/02 12:14 PM | 1130.00 | 0.13 | 75.00 | 3.00 | 25.00 | 787.50 |
| Short | ES02M | 1.00 | 4/4/02 1:05 PM | 1126.50 | 4/4/02 1:11 PM | 1127.00 | -0.04 | -25.00 | 6.00 | -4.17 | 762.50 |
| Short | ES02M | 1.00 | 4/4/02 1:38 PM | 1124.25 | 4/4/02 1:44 PM | 1123.25 | 0.09 | 50.00 | 6.00 | 8.33 | 812.50 |
| Long | ES02M | 1.00 | 4/4/02 2:27 PM | 1124.50 | 4/4/02 2:29 PM | 1126.00 | 0.13 | 75.00 | 2.00 | 37.50 | 887.50 |
| Long | ES02M | 1.00 | 4/4/02 2:30 PM | 1124.50 | 4/4/02 2:36 PM | 1125.25 | 0.07 | 37.50 | 6.00 | 6.25 | 925.00 |
| Short | ES02M | 1.00 | 4/4/02 3:00 PM | 1124.00 | 4/4/02 3:02 PM | 1122.50 | 0.13 | 75.00 | 2.00 | 37.50 | 1000.00 |
| Long | ES02M | 1.00 | 4/5/02 9:49 AM | 1132.50 | 4/5/02 9:55 AM | 1133.25 | 0.07 | 37.50 | 6.00 | 6.25 | 1037.50 |
| Long | ES02M | 1.00 | 4/5/02 9:56 AM | 1132.50 | 4/5/02 10:02 AM | 1131.50 | -0.09 | -50.00 | 6.00 | -8.33 | 987.50 |
| Short | ES02M | 1.00 | 4/5/02 12:31 PM | 1122.50 | 4/5/02 12:37 PM | 1122.75 | -0.02 | -12.50 | 6.00 | -2.08 | 975.00 |
| Short | ES02M | 1.00 | 4/5/02 1:28 PM | 1123.50 | 4/5/02 1:34 PM | 1125.25 | -0.16 | -87.50 | 6.00 | -14.58 | 887.50 |
| Short | ES02M | 1.00 | 4/8/02 9:48 AM | 1115.75 | 4/8/02 9:49 AM | 1114.25 | 0.13 | 75.00 | 1.00 | 75.00 | 962.50 |
| Short | ES02M | 1.00 | 4/8/02 9:51 AM | 1115.50 | 4/8/02 9:57 AM | 1116.00 | -0.04 | -25.00 | 6.00 | -4.17 | 937.50 |
| Long | ES02M | 1.00 | 4/8/02 10:45 AM | 1118.00 | 4/8/02 10:51 AM | 1118.50 | 0.04 | 25.00 | 6.00 | 4.17 | 962.50 |
| Long | ES02M | 1.00 | 4/8/02 10:52 AM | 1118.00 | 4/8/02 10:58 AM | 1116.50 | -0.13 | -75.00 | 6.00 | -12.50 | 887.50 |
| Long | ES02M | 1.00 | 4/8/02 1:37 PM | 1121.50 | 4/8/02 1:43 PM | 1122.00 | 0.04 | 25.00 | 6.00 | 4.17 | 912.50 |
| Long | ES02M | 1.00 | 4/8/02 2:15 PM | 1123.75 | 4/8/02 2:21 PM | 1124.25 | 0.04 | 25.00 | 6.00 | 4.17 | 937.50 |
| Long | ES02M | 1.00 | 4/8/02 2:22 PM | 1124.00 | 4/8/02 2:24 PM | 1125.50 | 0.13 | 75.00 | 2.00 | 37.50 | 1012.50 |
| Long | ES02M | 1.00 | 4/8/02 2:31 PM | 1125.25 | 4/8/02 2:37 PM | 1125.50 | 0.02 | 12.50 | 6.00 | 2.08 | 1025.00 |
| Long | ES02M | 1.00 | 4/8/02 2:38 PM | 1125.25 | 4/8/02 2:44 PM | 1125.00 | -0.02 | -12.50 | 6.00 | -2.08 | 1012.50 |
| Long | ES02M | 1.00 | 4/9/02 9:34 AM | 1127.75 | 4/9/02 9:40 AM | 1128.00 | 0.02 | 12.50 | 6.00 | 2.08 | 1025.00 |
| Long | ES02M | 1.00 | 4/9/02 9:41 AM | 1127.75 | 4/9/02 9:42 AM | 1129.25 | 0.13 | 75.00 | 1.00 | 75.00 | 1100.00 |
| Short | ES02M | 1.00 | 4/9/02 10:17 AM | 1126.75 | 4/9/02 10:23 AM | 1126.50 | 0.02 | 12.50 | 6.00 | 2.08 | 1112.50 |
| Short | ES02M | 1.00 | 4/9/02 12:06 PM | 1123.75 | 4/9/02 12:12 PM | 1124.50 | -0.07 | -37.50 | 6.00 | -6.25 | 1075.00 |
| Short | ES02M | 1.00 | 4/9/02 1:16 PM | 1123.25 | 4/9/02 1:22 PM | 1124.00 | -0.07 | -37.50 | 6.00 | -6.25 | 1037.50 |
| Short | ES02M | 1.00 | 4/9/02 2:07 PM | 1121.25 | 4/9/02 2:13 PM | 1121.50 | -0.02 | -12.50 | 6.00 | -2.08 | 1025.00 |
| Long | ES02M | 1.00 | 4/10/02 9:44 AM | 1121.50 | 4/10/02 9:46 AM | 1123.00 | 0.13 | 75.00 | 2.00 | 37.50 | 1100.00 |
| Long | ES02M | 1.00 | 4/10/02 10:44 AM | 1129.00 | 4/10/02 10:50 AM | 1129.25 | 0.02 | 12.50 | 6.00 | 2.08 | 1112.50 |
| Long | ES02M | 1.00 | 4/10/02 10:51 AM | 1129.00 | 4/10/02 10:57 AM | 1129.25 | 0.02 | 12.50 | 6.00 | 2.08 | 1125.00 |
| Short | ES02M | 1.00 | 4/10/02 11:28 AM | 1127.00 | 4/10/02 11:30 AM | 1125.50 | 0.13 | 75.00 | 2.00 | 37.50 | 1200.00 |
| Short | ES02M | 1.00 | 4/10/02 11:59 AM | 1125.75 | 4/10/02 12:05 PM | 1126.50 | -0.07 | -37.50 | 6.00 | -6.25 | 1162.50 |
| Long | ES02M | 1.00 | 4/10/02 1:59 PM | 1126.75 | 4/10/02 2:03 PM | 1128.25 | 0.13 | 75.00 | 4.00 | 18.75 | 1237.50 |
| Long | ES02M | 1.00 | 4/10/02 2:06 PM | 1127.00 | 4/10/02 2:08 PM | 1128.50 | 0.13 | 75.00 | 2.00 | 37.50 | 1312.50 |
| Short | ES02M | 1.00 | 4/11/02 9:45 AM | 1127.75 | 4/11/02 9:51 AM | 1127.25 | 0.04 | 25.00 | 6.00 | 4.17 | 1337.50 |
| Short | ES02M | 1.00 | 4/11/02 11:05 AM | 1116.75 | 4/11/02 11:11 AM | 1116.50 | 0.02 | 12.50 | 6.00 | 2.08 | 1350.00 |
| Short | ES02M | 1.00 | 4/11/02 12:48 PM | 1113.00 | 4/11/02 12:54 PM | 1113.50 | -0.04 | -25.00 | 6.00 | -4.17 | 1325.00 |
| Short | ES02M | 1.00 | 4/11/02 1:13 PM | 1110.75 | 4/11/02 1:19 PM | 1110.00 | 0.07 | 37.50 | 6.00 | 6.25 | 1362.50 |
| Short | ES02M | 1.00 | 4/11/02 1:20 PM | 1110.50 | 4/11/02 1:24 PM | 1109.00 | 0.14 | 75.00 | 4.00 | 18.75 | 1437.50 |
| Long | ES02M | 1.00 | 4/12/02 9:42 AM | 1107.50 | 4/12/02 9:43 AM | 1105.50 | -0.18 | -100.00 | 1.00 | -100.00 | 1337.50 |
| Long | ES02M | 1.00 | 4/12/02 10:16 AM | 1111.25 | 4/12/02 10:19 AM | 1112.75 | 0.13 | 75.00 | 3.00 | 25.00 | 1412.50 |
| Long | ES02M | 1.00 | 4/12/02 10:20 AM | 1111.50 | 4/12/02 10:26 AM | 1112.50 | 0.09 | 50.00 | 6.00 | 8.33 | 1462.50 |
| Short | ES02M | 1.00 | 4/12/02 11:32 AM | 1106.75 | 4/12/02 11:36 AM | 1105.25 | 0.14 | 75.00 | 4.00 | 18.75 | 1537.50 |
| Short | ES02M | 1.00 | 4/12/02 11:39 AM | 1106.25 | 4/12/02 11:41 AM | 1104.75 | 0.14 | 75.00 | 2.00 | 37.50 | 1612.50 |
| Long | ES02M | 1.00 | 4/12/02 1:18 PM | 1111.00 | 4/12/02 1:24 PM | 1110.25 | -0.07 | -37.50 | 6.00 | -6.25 | 1575.00 |
| Short | ES02M | 1.00 | 4/12/02 1:45 PM | 1109.25 | 4/12/02 1:51 PM | 1108.25 | 0.09 | 50.00 | 6.00 | 8.33 | 1625.00 |
| Short | ES02M | 1.00 | 4/12/02 1:52 PM | 1109.50 | 4/12/02 1:58 PM | 1109.50 | 0.00 | 0.00 | 6.00 | 0.00 | 1625.00 |
| Long | ES02M | 1.00 | 4/12/02 2:27 PM | 1112.50 | 4/12/02 2:31 PM | 1114.00 | 0.13 | 75.00 | 4.00 | 18.75 | 1700.00 |
| Long | ES02M | 1.00 | 4/15/02 9:42 AM | 1114.50 | 4/15/02 9:45 AM | 1112.50 | -0.18 | -100.00 | 3.00 | -33.33 | 1600.00 |
| Short | ES02M | 1.00 | 4/15/02 10:57 AM | 1106.75 | 4/15/02 10:59 AM | 1105.25 | 0.14 | 75.00 | 2.00 | 37.50 | 1675.00 |
| Short | ES02M | 1.00 | 4/15/02 11:37 AM | 1103.75 | 4/15/02 11:40 AM | 1102.25 | 0.14 | 75.00 | 3.00 | 25.00 | 1750.00 |
| Short | ES02M | 1.00 | 4/15/02 11:46 AM | 1102.75 | 4/15/02 11:51 AM | 1101.25 | 0.14 | 75.00 | 5.00 | 15.00 | 1825.00 |
| Short | ES02M | 1.00 | 4/15/02 11:53 AM | 1102.25 | 4/15/02 11:59 AM | 1102.00 | 0.02 | 12.50 | 6.00 | 2.08 | 1837.50 |
| Long | ES02M | 1.00 | 4/16/02 10:12 AM | 1121.00 | 4/16/02 10:14 AM | 1122.50 | 0.13 | 75.00 | 2.00 | 37.50 | 1912.50 |
| Long | ES02M | 1.00 | 4/16/02 12:45 PM | 1126.00 | 4/16/02 12:51 PM | 1125.25 | -0.07 | -37.50 | 6.00 | -6.25 | 1875.00 |
| Short | ES02M | 1.00 | 4/16/02 1:08 PM | 1124.50 | 4/16/02 1:14 PM | 1124.25 | 0.02 | 12.50 | 6.00 | 2.08 | 1887.50 |
| Long | ES02M | 1.00 | 4/16/02 1:42 PM | 1125.50 | 4/16/02 1:46 PM | 1127.00 | 0.13 | 75.00 | 4.00 | 18.75 | 1962.50 |
| Long | ES02M | 1.00 | 4/16/02 2:44 PM | 1126.75 | 4/16/02 2:50 PM | 1126.75 | 0.00 | 0.00 | 6.00 | 0.00 | 1962.50 |
| Long | ES02M | 1.00 | 4/17/02 9:36 AM | 1130.25 | 4/17/02 9:42 AM | 1130.25 | 0.00 | 0.00 | 6.00 | 0.00 | 1962.50 |
| Long | ES02M | 1.00 | 4/17/02 10:41 AM | 1132.50 | 4/17/02 10:46 AM | 1134.00 | 0.13 | 75.00 | 5.00 | 15.00 | 2037.50 |
| Long | ES02M | 1.00 | 4/17/02 10:51 AM | 1133.00 | 4/17/02 10:57 AM | 1132.25 | -0.07 | -37.50 | 6.00 | -6.25 | 2000.00 |
| Short | ES02M | 1.00 | 4/18/02 10:09 AM | 1129.50 | 4/18/02 10:10 AM | 1128.00 | 0.13 | 75.00 | 1.00 | 75.00 | 2075.00 |
| Short | ES02M | 1.00 | 4/18/02 12:05 PM | 1122.00 | 4/18/02 12:06 PM | 1120.50 | 0.13 | 75.00 | 1.00 | 75.00 | 2150.00 |
| Short | ES02M | 1.00 | 4/18/02 12:07 PM | 1121.75 | 4/18/02 12:10 PM | 1120.25 | 0.13 | 75.00 | 3.00 | 25.00 | 2225.00 |
| Short | ES02M | 1.00 | 4/18/02 12:23 PM | 1116.25 | 4/18/02 12:24 PM | 1118.25 | -0.18 | -100.00 | 1.00 | -100.00 | 2125.00 |
| Long | ES02M | 1.00 | 4/18/02 2:39 PM | 1125.50 | 4/18/02 2:45 PM | 1126.00 | 0.04 | 25.00 | 6.00 | 4.17 | 2150.00 |
| Long | ES02M | 1.00 | 4/18/02 2:46 PM | 1125.50 | 4/18/02 2:52 PM | 1126.25 | 0.07 | 37.50 | 6.00 | 6.25 | 2187.50 |
| Short | ES02M | 1.00 | 4/19/02 10:54 AM | 1125.25 | 4/19/02 11:00 AM | 1125.75 | -0.04 | -25.00 | 6.00 | -4.17 | 2162.50 |
| Long | ES02M | 1.00 | 4/19/02 11:59 AM | 1127.25 | 4/19/02 12:05 PM | 1127.50 | 0.02 | 12.50 | 6.00 | 2.08 | 2175.00 |
| Long | ES02M | 1.00 | 4/19/02 12:06 PM | 1127.25 | 4/19/02 12:12 PM | 1127.00 | -0.02 | -12.50 | 6.00 | -2.08 | 2162.50 |
| Short | ES02M | 1.00 | 4/19/02 1:46 PM | 1126.50 | 4/19/02 1:49 PM | 1125.00 | 0.13 | 75.00 | 3.00 | 25.00 | 2237.50 |
| Short | ES02M | 1.00 | 4/19/02 1:59 PM | 1125.25 | 4/19/02 2:05 PM | 1124.50 | 0.07 | 37.50 | 6.00 | 6.25 | 2275.00 |
| Short | ES02M | 1.00 | 4/19/02 2:06 PM | 1125.00 | 4/19/02 2:12 PM | 1126.25 | -0.11 | -62.50 | 6.00 | -10.42 | 2212.50 |
| Long | ES02M | 1.00 | 4/19/02 2:33 PM | 1126.50 | 4/19/02 2:39 PM | 1127.00 | 0.04 | 25.00 | 6.00 | 4.17 | 2237.50 |
| Long | ES02M | 1.00 | 4/19/02 2:40 PM | 1126.50 | 4/19/02 2:46 PM | 1127.50 | 0.09 | 50.00 | 6.00 | 8.33 | 2287.50 |
| Short | ES02M | 1.00 | 4/22/02 9:47 AM | 1120.75 | 4/22/02 9:48 AM | 1119.25 | 0.13 | 75.00 | 1.00 | 75.00 | 2362.50 |
| Short | ES02M | 1.00 | 4/22/02 9:56 AM | 1119.75 | 4/22/02 10:00 AM | 1118.25 | 0.13 | 75.00 | 4.00 | 18.75 | 2437.50 |
| Short | ES02M | 1.00 | 4/22/02 10:25 AM | 1115.25 | 4/22/02 10:29 AM | 1113.75 | 0.13 | 75.00 | 4.00 | 18.75 | 2512.50 |
| Short | ES02M | 1.00 | 4/22/02 10:31 AM | 1115.00 | 4/22/02 10:33 AM | 1113.50 | 0.13 | 75.00 | 2.00 | 37.50 | 2587.50 |
| Long | ES02M | 1.00 | 4/22/02 1:33 PM | 1111.75 | 4/22/02 1:39 PM | 1111.50 | -0.02 | -12.50 | 6.00 | -2.08 | 2575.00 |
| Short | ES02M | 1.00 | 4/22/02 1:51 PM | 1110.50 | 4/22/02 1:57 PM | 1111.00 | -0.05 | -25.00 | 6.00 | -4.17 | 2550.00 |
| Short | ES02M | 1.00 | 4/22/02 2:14 PM | 1108.50 | 4/22/02 2:20 PM | 1108.00 | 0.05 | 25.00 | 6.00 | 4.17 | 2575.00 |
| Short | ES02M | 1.00 | 4/22/02 2:21 PM | 1108.50 | 4/22/02 2:27 PM | 1109.25 | -0.07 | -37.50 | 6.00 | -6.25 | 2537.50 |
| Long | ES02M | 1.00 | 4/23/02 10:06 AM | 1110.25 | 4/23/02 10:12 AM | 1110.25 | 0.00 | 0.00 | 6.00 | 0.00 | 2537.50 |
| Long | ES02M | 1.00 | 4/23/02 10:57 AM | 1110.50 | 4/23/02 11:01 AM | 1112.00 | 0.14 | 75.00 | 4.00 | 18.75 | 2612.50 |
| Long | ES02M | 1.00 | 4/23/02 11:03 AM | 1110.75 | 4/23/02 11:05 AM | 1108.75 | -0.18 | -100.00 | 2.00 | -50.00 | 2512.50 |
| Short | ES02M | 1.00 | 4/23/02 12:52 PM | 1106.50 | 4/23/02 12:58 PM | 1106.75 | -0.02 | -12.50 | 6.00 | -2.08 | 2500.00 |
| Short | ES02M | 1.00 | 4/23/02 1:00 PM | 1106.50 | 4/23/02 1:06 PM | 1106.25 | 0.02 | 12.50 | 6.00 | 2.08 | 2512.50 |
| Short | ES02M | 1.00 | 4/23/02 2:21 PM | 1107.75 | 4/23/02 2:26 PM | 1106.25 | 0.14 | 75.00 | 5.00 | 15.00 | 2587.50 |
| Long | ES02M | 1.00 | 4/24/02 9:36 AM | 1102.75 | 4/24/02 9:39 AM | 1104.25 | 0.14 | 75.00 | 3.00 | 25.00 | 2662.50 |
| Long | ES02M | 1.00 | 4/24/02 9:44 AM | 1103.75 | 4/24/02 9:48 AM | 1105.25 | 0.14 | 75.00 | 4.00 | 18.75 | 2737.50 |
| Long | ES02M | 1.00 | 4/24/02 11:59 AM | 1108.25 | 4/24/02 12:05 PM | 1107.50 | -0.07 | -37.50 | 6.00 | -6.25 | 2700.00 |
| Short | ES02M | 1.00 | 4/24/02 1:14 PM | 1106.50 | 4/24/02 1:20 PM | 1106.50 | 0.00 | 0.00 | 6.00 | 0.00 | 2700.00 |
| Short | ES02M | 1.00 | 4/24/02 1:22 PM | 1106.50 | 4/24/02 1:28 PM | 1106.50 | 0.00 | 0.00 | 6.00 | 0.00 | 2700.00 |
| Long | ES02M | 1.00 | 4/25/02 10:41 AM | 1092.75 | 4/25/02 10:47 AM | 1093.00 | 0.02 | 12.50 | 6.00 | 2.08 | 2712.50 |
| Long | ES02M | 1.00 | 4/25/02 10:48 AM | 1093.00 | 4/25/02 10:51 AM | 1091.00 | -0.18 | -100.00 | 3.00 | -33.33 | 2612.50 |
| Short | ES02M | 1.00 | 4/25/02 11:38 AM | 1091.75 | 4/25/02 11:41 AM | 1090.25 | 0.14 | 75.00 | 3.00 | 25.00 | 2687.50 |
| Short | ES02M | 1.00 | 4/25/02 11:42 AM | 1091.75 | 4/25/02 11:46 AM | 1090.25 | 0.14 | 75.00 | 4.00 | 18.75 | 2762.50 |
| Short | ES02M | 1.00 | 4/25/02 11:47 AM | 1091.50 | 4/25/02 11:48 AM | 1090.00 | 0.14 | 75.00 | 1.00 | 75.00 | 2837.50 |
| Short | ES02M | 1.00 | 4/25/02 11:49 AM | 1091.25 | 4/25/02 11:50 AM | 1089.75 | 0.14 | 75.00 | 1.00 | 75.00 | 2912.50 |
| Short | ES02M | 1.00 | 4/25/02 11:52 AM | 1091.00 | 4/25/02 11:55 AM | 1089.50 | 0.14 | 75.00 | 3.00 | 25.00 | 2987.50 |
| Long | ES02M | 1.00 | 4/25/02 1:47 PM | 1093.00 | 4/25/02 1:53 PM | 1093.00 | 0.00 | 0.00 | 6.00 | 0.00 | 2987.50 |
| Long | ES02M | 1.00 | 4/25/02 1:54 PM | 1092.75 | 4/25/02 2:00 PM | 1092.25 | -0.05 | -25.00 | 6.00 | -4.17 | 2962.50 |
| Short | ES02M | 1.00 | 4/25/02 2:22 PM | 1091.75 | 4/25/02 2:28 PM | 1092.00 | -0.02 | -12.50 | 6.00 | -2.08 | 2950.00 |
| Short | ES02M | 1.00 | 4/26/02 10:15 AM | 1091.75 | 4/26/02 10:16 AM | 1090.25 | 0.14 | 75.00 | 1.00 | 75.00 | 3025.00 |
| Short | ES02M | 1.00 | 4/26/02 10:35 AM | 1087.75 | 4/26/02 10:37 AM | 1086.25 | 0.14 | 75.00 | 2.00 | 37.50 | 3100.00 |
| Short | ES02M | 1.00 | 4/26/02 10:39 AM | 1087.50 | 4/26/02 10:40 AM | 1086.00 | 0.14 | 75.00 | 1.00 | 75.00 | 3175.00 |
| Short | ES02M | 1.00 | 4/26/02 11:13 AM | 1082.75 | 4/26/02 11:19 AM | 1083.00 | -0.02 | -12.50 | 6.00 | -2.08 | 3162.50 |
| Long | ES02M | 1.00 | 4/26/02 11:50 AM | 1086.00 | 4/26/02 11:56 AM | 1086.50 | 0.05 | 25.00 | 6.00 | 4.17 | 3187.50 |
| Long | ES02M | 1.00 | 4/26/02 11:57 AM | 1086.25 | 4/26/02 12:03 PM | 1086.50 | 0.02 | 12.50 | 6.00 | 2.08 | 3200.00 |
| Short | ES02M | 1.00 | 4/26/02 12:41 PM | 1084.00 | 4/26/02 12:46 PM | 1082.50 | 0.14 | 75.00 | 5.00 | 15.00 | 3275.00 |
| Short | ES02M | 1.00 | 4/26/02 12:51 PM | 1083.25 | 4/26/02 12:57 PM | 1083.25 | 0.00 | 0.00 | 6.00 | 0.00 | 3275.00 |