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Simulation Logs and Strategy Reports

The following reports were generated by the strategy model presented on the home page. Transaction costs were added to make the simulation more realistic!

Settings Report [show]
Performance Report [show]
Equity Graph [show]
Trade Report [show]
Transaction Report [show]
Bar Report [show]
Drawdown Report [show]

Performance Report [back to top]

This report provides numerous performance metrics in a number of categories:

by trade
by trade direction
by winners and losers
by units trade
by transaction
by sample account
by drawdown

_______________________________________________

| |

| Strategy Performance Report |

|_______________________________________________|

Strategy Name: 'demo'

Operational Bar: 28.Jun.1990-00:00:00:000

Last Bar: 31.Dec.2003-00:00:00:000

Bars Processed: 3531

Simulation Length (Years): 13.51

Bars per Year: 252

Last Trade was Open: true {automatically closed out at-market}

Risk Free Rate Of Return: 3.5

_____________________________________________________________________________

|_______________________________|________|___________|___________|___________|

| Net Profit | [ccy] | -841.00 | -841.00 | 0.00 |

| Gross Profit | [ccy] | -537.00 | -537.00 | 0.00 |

| Total Costs | [ccy] | 304.00 | 304.00 | 0.00 |

| * Commission | [ccy] | 76.00 | 76.00 | 0.00 |

| * Slippage | [ccy] | 228.00 | 228.00 | 0.00 |

| Winners Net | [ccy] | 8,345.80 | 8,345.80 | 0.00 |

| Losers Net | [ccy] | -9,186.79 | -9,186.79 | 0.00 |

| Profit Factor | [rat] | 0.91 | 0.91 | 0.00 |

|_______________________________|________|___________|___________|___________|

| Largest Drawdown | [ccy] | -9,424.20 | | |

|_______________________________|________|___________|___________|___________|

| Number Of Trades | [trad] | 38 | 38 | 0 |

| Percent Winners | [pct] | 28.95 | 28.95 | 0.00 |

|_______________________________|________|___________|___________|___________|

| Sum Bars - All Trades | [bars] | 1,664 | 1,664 | 0 |

| Perc. Bars with Position | [pct] | 47.13 | 47.13 | 0.00 |

| | | | | |

|_______________________________|________|___________|___________|___________|

|_______________________________|________|___________|___________|___________|

| Start Account Balance | [ccy] | 9,500.00 | 19,000.00 | 28,500.00 |

| End Account Balance | [ccy] | 8,659.00 | 18,159.00 | 27,659.00 |

| Annualized Rate Of Return | [pct] | -0.68 | -0.33 | -0.22 |

| Annualized Volatility (StDev) | [pct] | 13.40 | 7.39 | 5.13 |

| Sharpe Ratio | [rat] | -0.31 | -0.52 | -0.72 |

|_______________________________|________|___________|___________|___________|

| Max Account Balance | [ccy] | 17,331.99 | 26,831.99 | 36,331.99 |

| Min Account Balance | [ccy] | 7,907.79 | 17,407.79 | 26,907.79 |

| | | | | |

|_______________________________|________|___________|___________|___________|

|_______________________________|________|___________|___________|___________|

| Number Of Trades | [trad] | 38 | 38 | 0 |

| Ave Net Profit | [ccy] | -22.13 | -22.13 | 0.00 |

| Ave Gross Profit | [ccy] | -14.13 | -14.13 | 0.00 |

| Ave Costs | [ccy] | 8.00 | 8.00 | 0.00 |

| * Ave Slippage | [ccy] | 6.00 | 6.00 | 0.00 |

| * Ave Commission | [ccy] | 2.00 | 2.00 | 0.00 |

| Ave Winner / Ave Loser | [rat] | 2.23 | 2.23 | 0.00 |

| Ave Num Transactions | [tran] | 2.00 | 2.00 | 0.00 |

| Ave (Max) Position | [unit] | 100.00 | 100.00 | 0.00 |

| Ave Length | [bars] | 43.79 | 43.79 | 0.00 |

| Ave Positive Excursion | [ccy] | 716.28 | 716.28 | 0.00 |

| Ave Negative Excursion | [ccy] | -354.80 | -354.80 | 0.00 |

|_______________________________|________|___________|___________|___________|

| Max Positive Excursion | [ccy] | 4,085.29 | 4,085.29 | 0.00 |

| Max Negative Excursion | [ccy] | -1,220.26 | -1,220.26 | 0.00 |

| Max Num Transactions | [tran] | 2 | 2 | 0 |

| Max Position Size | [ccy] | 100.00 | 100.00 | 0.00 |

| StDev Net Profit | [ccy] | 692.77 | 692.77 | 0.00 |

| | | | | |

|_______________________________|________|___________|___________|___________|

|_______________________________|________|___________|___________|___________|

| Number of Winners | [trad] | 11 | 11 | 0 |

| Number of Losers | [trad] | 27 | 27 | 0 |

| Average Winner | [ccy] | 758.71 | 758.71 | 0.00 |

| Average Loser | [ccy] | -340.25 | -340.25 | 0.00 |

| Largest Winner | [ccy] | 2,207.72 | 2,207.72 | 0.00 |

| Largest Loser | [ccy] | -1,182.12 | -1,182.12 | 0.00 |

| Max Consecutive Winners | [trad] | 4 | 4 | 0 |

| Max Consecutive Losers | [trad] | 10 | 10 | 0 |

| Ave Winner Length | [bars] | 89.82 | 89.82 | 0.00 |

| Ave Loser Length | [bars] | 25.04 | 25.04 | 0.00 |

| | | | | |

|_______________________________|________|___________|___________|___________|

|_______________________________|________|___________|___________|___________|

| Ave Net Profit | [ccy] | -0.1107 | -0.1107 | 0.0000 |

| Ave Gross Profit | [ccy] | -0.0707 | -0.0707 | 0.0000 |

| Ave Costs | [ccy] | 0.0400 | 0.0400 | 0.0000 |

| Ave Slippage | [ccy] | 0.0300 | 0.0300 | 0.0000 |

|_______________________________|________|___________|___________|___________|

| Num Units Traded | [unit] | 7,600.00 | 7,600.00 | 0.00 |

| * At-Market | [unit] | 3,800.00 | 3,800.00 | 0.00 |

| * On-Stop | [unit] | 3,800.00 | 3,800.00 | 0.00 |

| * At-Limit | [unit] | 0.00 | 0.00 | 0.00 |

| Perc. Units w/o Slippage | [pct] | 0.00 | 0.00 | 0.00 |

| | | | | |

|_______________________________|________|___________|___________|___________|

| TRANSACTIONS | | ALL | | |

|_______________________________|________|___________|___________|___________|

| | | | | |

|_______________________________|________|___________|___________|___________|

| DRAWDOWNS | | ALL | | |

|_______________________________|________|___________|___________|___________|

| Largest Drawdown | [ccy] | -9,424.20 | | |

| Number of Drawdowns | [ddn] | 91 | | |

| Ave Drawdown | [ccy] | -309.30 | | |

| Current Drawdown | [ccy] | -9,424.20 | | |

|_______________________________|________|___________|___________|___________|

Strategy Settings Report [back to top]

This report provides an overview of a strategy's properties. Analyzing a trading strategy may require running the strategy many times with slight variations to the model and strategy properties. For example, the 'pyramiding' property may be enabled to analyze its impact on strategy performance. The Strategy Settings Report can help remember which settings were used for a given simulation and help reproduce the same results at a later date.

____________________________________________

| |

| Strategy Settings Report |

|____________________________________________|

Strategy Name: 'demo'

Start Datetime: 1.Jan.1990-00:00:00:000

End Datetime: 31.Dec.2003-00:00:00:000

PRICE_MASTER: 'ibm.nyse.ohlcv.daily'

Scheduling: EXTERNAL

TIME_MASTER: 'ibm.nyse.ohlcv.daily'

Holiday Region Name: Default (no holidays)

Big Point Value: 1.0000

Order Size Given As: NUMBER-OF-UNITS

Fractional Units Enabled: true

Pyramiding Enabled: true

Transaction Cost Allocation: PER-UNIT

Per-Side Commission: 0.0000

Per-Side Slippage: 0.0000

Limit Trigger Factor: 0.00001000

Auto Stop Loss at Bar-Open only: false

Basic Auto Stop Loss Enabled: false

Trailing Auto Stop Loss Enabled: false

Break Even Auto Stop Loss Enabled: false

Break Even Auto Stop Profit: 1.0000

Equity Graph [back to top]

The Equity Graph provides a visual impression of the strategy's cummulative EOD (end of day) net profit/loss (strategy equity). In this case EOD means that strategy equity snapshots are taken at the end of each completed simulation day, and do not include intraday high's and lows of strategy equity.

Ascii based graphs are used as a convenience as they can easily be merged with other ascii based reports or printed on a terminal window. The corresponding data is of course also accessible and can be used to produce bitmap based charts using third party graphics tools.

_____________________________________________________________________

| Net Equity Graph (EOD) |

| ** | H: 7704.2

| ** |

| ** * | 6004

| ***** |

| * *** | 5033

| * * ** |

| *** ** * | 4062

| ** *** |

| *** *** * | 3090

| * **** |

| ** **** | 2119

| *** *** **** |

| ******** ** | 1148

| * * **** ** ** ** |

| **** ** ** ** | 176

|******------------------------*-**-*--------------------*-**---***---| (0.0)

| ***************************** *********** | -795

| * ***+|

| ***| L: -1523.3

|02-Jan-1990 31-Dec-2003 |

|_____________________________________________________________________|

Trade Report [back to top]

In real-live trading it is common for traders to increase the size of their position with 'add-on-orders' and to decrease position size with 'partial-exits'. Such an approach of course blurs the boundary of what actually constitutes a trade.

Ultimately, professional traders primarily focus on position management rather than on individual trades. TSA was designed to facilitate the implementation of strategies that follow this type of paradigm by supporting multi-leg trades, which means that a single trade can be composed of multiple transactions, where each transaction can increase or decrease the existing position.

However, for reporting purposes, it is still necessary to formally define what actually constitutes a trade. A new trade is considered 'opened' when the strategy's position changes from 'flat' to either 'long' or 'short', or when the strategy's position changes from 'long' to 'short' or vice versa (change in position direction). A trade is considered 'closed-out' (completed) when the position goes 'flat' (position size of zero), or when the position direction changes (in which case a new trade is 'opened' while the existing trade is 'closed-out').

________________________________

| |

| Trade Report |

|________________________________|

Strategy Name: 'demo'

Table Name: 'DEMO_TRADE_LOG'

Number of Trades: 38

_________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________________

|____|__________|_____________|____________|___________|_____________|____________|_________________|_________|___________________|_______________|__________________|______________|___________|_________|_________________|_________________________|___________________|______________|______________|________|________________|______________________|

| 1| LONG| 100.000| 22.847| 21.639| -120.713| -128.713| -128.713| 43| 13-Nov-1990| NIL| 15-Jan-1991| NIL| 2.000| 6.000| 2| 0| 3| 50.389| -160.973| false| 200.000| 0.000|

| 2| LONG| 100.000| 23.400| 22.734| -66.610| -74.610| -203.323| 44| 18-Jan-1991| NIL| 21-Mar-1991| NIL| 2.000| 6.000| 2| 0| 5| 499.836| -84.390| false| 200.000| 0.000|

| 3| LONG| 100.000| 21.505| 20.442| -106.231| -114.231| -317.553| 15| 16-Sep-1991| NIL| 04-Oct-1991| NIL| 2.000| 6.000| 2| 0| 7| 62.823| -108.831| false| 200.000| 0.000|

| 4| LONG| 100.000| 21.219| 20.487| -73.198| -81.198| -398.752| 6| 11-Nov-1991| NIL| 18-Nov-1991| NIL| 2.000| 6.000| 2| 0| 11| 0.533| -99.531| false| 200.000| 0.000|

| 5| LONG| 100.000| 19.749| 19.401| -34.772| -42.772| -441.524| 69| 04-May-1992| NIL| 10-Aug-1992| NIL| 2.000| 6.000| 2| 0| 15| 195.788| -75.875| false| 200.000| 0.000|

| 6| LONG| 100.000| 10.653| 12.656| 200.227| 192.227| -249.296| 106| 01-Nov-1993| NIL| 31-Mar-1994| NIL| 2.000| 6.000| 2| 0| 19| 318.105| -15.735| false| 200.000| 0.000|

| 7| LONG| 100.000| 13.711| 13.205| -50.582| -58.582| -307.879| 51| 25-Apr-1994| NIL| 07-Jul-1994| NIL| 2.000| 6.000| 2| 0| 21| 141.391| -62.217| false| 200.000| 0.000|

| 8| LONG| 100.000| 13.335| 12.944| -39.087| -47.087| -354.965| 2| 18-Jul-1994| NIL| 19-Jul-1994| NIL| 2.000| 6.000| 2| 0| 23| 7.452| -39.087| false| 200.000| 0.000|

| 9| LONG| 100.000| 24.333| 25.112| 77.879| 69.879| -285.087| 92| 23-Jan-1996| NIL| 03-Jun-1996| NIL| 2.000| 6.000| 2| 0| 29| 627.780| -45.549| false| 200.000| 0.000|

| 10| LONG| 100.000| 26.135| 34.566| 843.084| 835.084| 549.997| 140| 06-Aug-1996| NIL| 24-Feb-1997| NIL| 2.000| 6.000| 2| 0| 31| 1,463.963| -33.831| false| 200.000| 0.000|

| 11| LONG| 100.000| 36.318| 47.838| 1,152.090| 1,144.090| 1,694.087| 129| 28-Apr-1997| NIL| 28-Oct-1997| NIL| 2.000| 6.000| 2| 0| 35| 1,627.466| -49.040| false| 200.000| 0.000|

| 12| LONG| 100.000| 47.718| 47.813| 9.443| 1.443| 1,695.530| 9| 03-Nov-1997| NIL| 13-Nov-1997| NIL| 2.000| 6.000| 2| 0| 37| 231.671| -177.466| false| 200.000| 0.000|

| 13| LONG| 100.000| 50.023| 48.657| -136.616| -144.616| 1,550.914| 19| 18-Nov-1997| NIL| 15-Dec-1997| NIL| 2.000| 6.000| 2| 0| 39| 472.346| -353.671| false| 200.000| 0.000|

| 14| LONG| 100.000| 48.335| 49.260| 92.499| 84.499| 1,635.413| 1| 19-Dec-1997| NIL| 19-Dec-1997| NIL| 2.000| 6.000| 2| 0| 41| 131.689| -154.704| false| 200.000| 0.000|

| 15| LONG| 100.000| 50.565| 48.295| -227.056| -235.056| 1,400.357| 7| 02-Jan-1998| NIL| 12-Jan-1998| NIL| 2.000| 6.000| 2| 0| 43| 113.601| -353.671| false| 200.000| 0.000|

| 16| LONG| 100.000| 50.746| 47.933| -281.320| -289.320| 1,111.038| 3| 20-Jan-1998| NIL| 22-Jan-1998| NIL| 2.000| 6.000| 2| 0| 45| 152.792| -323.525| false| 200.000| 0.000|

| 17| LONG| 100.000| 49.813| 47.850| -196.353| -204.353| 906.685| 12| 17-Feb-1998| NIL| 04-Mar-1998| NIL| 2.000| 6.000| 2| 0| 47| 135.937| -196.353| false| 200.000| 0.000|

| 18| LONG| 100.000| 49.421| 58.571| 915.026| 907.026| 1,813.711| 138| 24-Mar-1998| NIL| 07-Oct-1998| NIL| 2.000| 6.000| 2| 0| 49| 1,746.474| -6.042| false| 200.000| 0.000|

| 19| LONG| 100.000| 63.118| 82.568| 1,944.988| 1,936.988| 3,750.698| 131| 12-Oct-1998| NIL| 20-Apr-1999| NIL| 2.000| 6.000| 2| 0| 51| 3,367.146| -172.802| false| 200.000| 0.000|

| 20| LONG| 100.000| 94.707| 116.864| 2,215.725| 2,207.725| 5,958.423| 114| 23-Apr-1999| NIL| 04-Oct-1999| NIL| 2.000| 6.000| 2| 0| 53| 4,085.294| -86.002| false| 200.000| 0.000|

| 21| LONG| 100.000| 115.183| 109.570| -561.273| -569.273| 5,389.150| 17| 06-Jan-2000| NIL| 31-Jan-2000| NIL| 2.000| 6.000| 2| 0| 57| 658.886| -817.507| false| 200.000| 0.000|

| 22| LONG| 100.000| 115.366| 106.261| -910.499| -918.499| 4,470.651| 13| 04-Feb-2000| NIL| 23-Feb-2000| NIL| 2.000| 6.000| 2| 0| 59| 164.326| -934.927| false| 200.000| 0.000|

| 23| LONG| 100.000| 110.270| 109.315| -95.497| -103.497| 4,367.154| 20| 21-Mar-2000| NIL| 17-Apr-2000| NIL| 2.000| 6.000| 2| 0| 61| 1,504.526| -974.899| false| 200.000| 0.000|

| 24| LONG| 100.000| 109.925| 105.650| -427.487| -435.487| 3,931.667| 3| 01-May-2000| NIL| 03-May-2000| NIL| 2.000| 6.000| 2| 0| 63| 109.925| -580.161| false| 200.000| 0.000|

| 25| LONG| 100.000| 118.471| 107.365| -1,110.554| -1,118.554| 2,813.112| 14| 08-Jun-2000| NIL| 27-Jun-2000| NIL| 2.000| 6.000| 2| 0| 65| 118.398| -1,208.382| false| 200.000| 0.000|

| 26| LONG| 100.000| 112.357| 107.915| -444.108| -452.108| 2,361.005| 4| 24-Jul-2000| NIL| 27-Jul-2000| NIL| 2.000| 6.000| 2| 0| 67| 75.599| -584.734| false| 200.000| 0.000|

| 27| LONG| 100.000| 108.588| 112.012| 342.402| 334.402| 2,695.407| 45| 02-Aug-2000| NIL| 04-Oct-2000| NIL| 2.000| 6.000| 2| 0| 69| 2,356.171| -226.839| false| 200.000| 0.000|

| 28| LONG| 100.000| 107.438| 100.713| -672.546| -680.546| 2,014.861| 25| 23-Jan-2001| NIL| 27-Feb-2001| NIL| 2.000| 6.000| 2| 0| 73| 903.089| -902.265| false| 200.000| 0.000|

| 29| LONG| 100.000| 105.484| 93.743| -1,174.118| -1,182.118| 832.743| 4| 07-Mar-2001| NIL| 12-Mar-2001| NIL| 2.000| 6.000| 2| 0| 75| 78.536| -1,220.258| false| 200.000| 0.000|

| 30| LONG| 100.000| 109.951| 100.214| -973.725| -981.725| -148.982| 57| 19-Apr-2001| NIL| 10-Jul-2001| NIL| 2.000| 6.000| 2| 0| 77| 789.547| -1,009.108| false| 200.000| 0.000|

| 31| LONG| 100.000| 109.011| 107.685| -132.593| -140.593| -289.575| 62| 26-Oct-2001| NIL| 25-Jan-2002| NIL| 2.000| 6.000| 2| 0| 81| 1,553.431| -380.056| false| 200.000| 0.000|

| 32| LONG| 100.000| 74.942| 74.926| -1.609| -9.609| -299.184| 96| 22-Oct-2002| NIL| 11-Mar-2003| NIL| 2.000| 6.000| 2| 0| 83| 1,384.276| -386.441| false| 200.000| 0.000|

| 33| LONG| 100.000| 82.096| 78.566| -353.060| -361.060| -660.245| 18| 18-Mar-2003| NIL| 10-Apr-2003| NIL| 2.000| 6.000| 2| 0| 85| 232.628| -441.560| false| 200.000| 0.000|

| 34| LONG| 100.000| 82.514| 81.401| -111.344| -119.344| -779.589| 37| 17-Apr-2003| NIL| 10-Jun-2003| NIL| 2.000| 6.000| 2| 0| 87| 754.365| -300.625| false| 200.000| 0.000|

| 35| LONG| 100.000| 84.479| 81.201| -327.754| -335.754| -1,115.344| 30| 12-Jun-2003| NIL| 24-Jul-2003| NIL| 2.000| 6.000| 2| 0| 89| 222.156| -338.713| false| 200.000| 0.000|

| 36| LONG| 100.000| 82.327| 80.653| -167.402| -175.402| -1,290.745| 2| 29-Jul-2003| NIL| 30-Jul-2003| NIL| 2.000| 6.000| 2| 0| 91| 23.871| -205.258| false| 200.000| 0.000|

| 37| LONG| 100.000| 84.099| 82.353| -174.687| -182.687| -1,473.432| 3| 22-Aug-2003| NIL| 26-Aug-2003| NIL| 2.000| 6.000| 2| 0| 93| 46.916| -297.467| false| 200.000| 0.000|

| 38| LONG| 100.000| 86.276| 92.680| 640.433| 632.433| -840.999| 83| 04-Sep-2003| NIL| 31-Dec-2003| NIL| 2.000| 6.000| 2| 0| 0| 809.532| -73.886| true| 200.000| 0.000|

Order Report [back to top]

Not every order is filled. Depending on the model's implementation, many orders (market, limit, stop, auto stop loss) may be generated for execution on any one interval, of which only a small percentage may ultimately be filled. Only orders that were filled result in a transaction.

________________________________

| |

| Order Report |

|________________________________|

Strategy Name: 'demo'

Table Name: 'DEMO_ORDER_LOG'

Number of Orders: 94

|________|_____________|________________|___________|__________________|_____________|__________|________________|________________|_______________|__________|____________|___________|____________|________|_______|

| 1| | SELL| MARKET| false| false| POST_EVAL| EXIT| 02-Aug-1990| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 2| | BUY| STOP| false| true| BAR| LONG_SHORT| 12-Nov-1990| NIL| 100.000| NIL| 22.847| NIL| NIL| NIL|

| 3| | SELL| MARKET| false| true| POST_EVAL| EXIT| 15-Jan-1991| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 4| | BUY| STOP| false| true| BAR| LONG_SHORT| 17-Jan-1991| NIL| 100.000| NIL| 23.400| NIL| NIL| NIL|

| 5| | SELL| MARKET| false| true| POST_EVAL| EXIT| 21-Mar-1991| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 6| | BUY| STOP| false| true| BAR| LONG_SHORT| 13-Sep-1991| NIL| 100.000| NIL| 21.505| NIL| NIL| NIL|

| 7| | SELL| MARKET| false| true| POST_EVAL| EXIT| 04-Oct-1991| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 8| | BUY| STOP| false| false| BAR| LONG_SHORT| 15-Oct-1991| NIL| 100.000| NIL| 21.791| NIL| NIL| NIL|

| 9| | SELL| MARKET| false| false| POST_EVAL| EXIT| 22-Oct-1991| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 10| | BUY| STOP| false| true| BAR| LONG_SHORT| 08-Nov-1991| NIL| 100.000| NIL| 21.219| NIL| NIL| NIL|

| 11| | SELL| MARKET| false| true| POST_EVAL| EXIT| 18-Nov-1991| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 12| | BUY| STOP| false| false| BAR| LONG_SHORT| 23-Apr-1992| NIL| 100.000| NIL| 19.155| NIL| NIL| NIL|

| 13| | SELL| MARKET| false| false| POST_EVAL| EXIT| 24-Apr-1992| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 14| | BUY| STOP| false| true| BAR| LONG_SHORT| 01-May-1992| NIL| 100.000| NIL| 19.448| NIL| NIL| NIL|

| 15| | SELL| MARKET| false| true| POST_EVAL| EXIT| 10-Aug-1992| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 16| | BUY| STOP| false| false| BAR| LONG_SHORT| 27-May-1993| NIL| 100.000| NIL| 12.247| NIL| NIL| NIL|

| 17| | SELL| MARKET| false| false| POST_EVAL| EXIT| 17-Jun-1993| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 18| | BUY| STOP| false| true| BAR| LONG_SHORT| 29-Oct-1993| NIL| 100.000| NIL| 10.653| NIL| NIL| NIL|

| 19| | SELL| MARKET| false| true| POST_EVAL| EXIT| 31-Mar-1994| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 20| | BUY| STOP| false| true| BAR| LONG_SHORT| 22-Apr-1994| NIL| 100.000| NIL| 13.711| NIL| NIL| NIL|

| 21| | SELL| MARKET| false| true| POST_EVAL| EXIT| 07-Jul-1994| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 22| | BUY| STOP| false| true| BAR| LONG_SHORT| 15-Jul-1994| NIL| 100.000| NIL| 13.335| NIL| NIL| NIL|

| 23| | SELL| MARKET| false| true| POST_EVAL| EXIT| 19-Jul-1994| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 24| | BUY| STOP| false| false| BAR| LONG_SHORT| 21-Jul-1994| NIL| 100.000| NIL| 14.614| NIL| NIL| NIL|

| 25| | SELL| MARKET| false| false| POST_EVAL| EXIT| 13-Sep-1995| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 26| | BUY| STOP| false| false| BAR| LONG_SHORT| 06-Nov-1995| NIL| 100.000| NIL| 23.857| NIL| NIL| NIL|

| 27| | SELL| MARKET| false| false| POST_EVAL| EXIT| 10-Nov-1995| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 28| | BUY| STOP| false| true| BAR| LONG_SHORT| 22-Jan-1996| NIL| 100.000| NIL| 24.333| NIL| NIL| NIL|

| 29| | SELL| MARKET| false| true| POST_EVAL| EXIT| 03-Jun-1996| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 30| | BUY| STOP| false| true| BAR| LONG_SHORT| 05-Aug-1996| NIL| 100.000| NIL| 26.135| NIL| NIL| NIL|

| 31| | SELL| MARKET| false| true| POST_EVAL| EXIT| 24-Feb-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 32| | BUY| STOP| false| false| BAR| LONG_SHORT| 26-Feb-1997| NIL| 100.000| NIL| 35.387| NIL| NIL| NIL|

| 33| | SELL| MARKET| false| false| POST_EVAL| EXIT| 14-Mar-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 34| | BUY| STOP| false| true| BAR| LONG_SHORT| 25-Apr-1997| NIL| 100.000| NIL| 36.318| NIL| NIL| NIL|

| 35| | SELL| MARKET| false| true| POST_EVAL| EXIT| 28-Oct-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 36| | BUY| STOP| false| true| BAR| LONG_SHORT| 31-Oct-1997| NIL| 100.000| NIL| 47.517| NIL| NIL| NIL|

| 37| | SELL| MARKET| false| true| POST_EVAL| EXIT| 13-Nov-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 38| | BUY| STOP| false| true| BAR| LONG_SHORT| 17-Nov-1997| NIL| 100.000| NIL| 50.023| NIL| NIL| NIL|

| 39| | SELL| MARKET| false| true| POST_EVAL| EXIT| 15-Dec-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 40| | BUY| STOP| false| true| BAR| LONG_SHORT| 18-Dec-1997| NIL| 100.000| NIL| 48.335| NIL| NIL| NIL|

| 41| | SELL| MARKET| false| true| POST_EVAL| EXIT| 19-Dec-1997| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 42| | BUY| STOP| false| true| BAR| LONG_SHORT| 31-Dec-1997| NIL| 100.000| NIL| 50.565| NIL| NIL| NIL|

| 43| | SELL| MARKET| false| true| POST_EVAL| EXIT| 12-Jan-1998| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 44| | BUY| STOP| false| true| BAR| LONG_SHORT| 16-Jan-1998| NIL| 100.000| NIL| 50.746| NIL| NIL| NIL|

| 45| | SELL| MARKET| false| true| POST_EVAL| EXIT| 22-Jan-1998| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 46| | BUY| STOP| false| true| BAR| LONG_SHORT| 13-Feb-1998| NIL| 100.000| NIL| 49.581| NIL| NIL| NIL|

| 47| | SELL| MARKET| false| true| POST_EVAL| EXIT| 04-Mar-1998| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 48| | BUY| STOP| false| true| BAR| LONG_SHORT| 23-Mar-1998| NIL| 100.000| NIL| 49.098| NIL| NIL| NIL|

| 49| | SELL| MARKET| false| true| POST_EVAL| EXIT| 07-Oct-1998| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 50| | BUY| STOP| false| true| BAR| LONG_SHORT| 09-Oct-1998| NIL| 100.000| NIL| 61.854| NIL| NIL| NIL|

| 51| | SELL| MARKET| false| true| POST_EVAL| EXIT| 20-Apr-1999| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 52| | BUY| STOP| false| true| BAR| LONG_SHORT| 22-Apr-1999| NIL| 100.000| NIL| 94.707| NIL| NIL| NIL|

| 53| | SELL| MARKET| false| true| POST_EVAL| EXIT| 04-Oct-1999| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 54| | BUY| STOP| false| false| BAR| LONG_SHORT| 09-Dec-1999| NIL| 100.000| NIL| 110.768| NIL| NIL| NIL|

| 55| | SELL| MARKET| false| false| POST_EVAL| EXIT| 10-Dec-1999| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 56| | BUY| STOP| false| true| BAR| LONG_SHORT| 05-Jan-2000| NIL| 100.000| NIL| 113.331| NIL| NIL| NIL|

| 57| | SELL| MARKET| false| true| POST_EVAL| EXIT| 31-Jan-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 58| | BUY| STOP| false| true| BAR| LONG_SHORT| 03-Feb-2000| NIL| 100.000| NIL| 114.429| NIL| NIL| NIL|

| 59| | SELL| MARKET| false| true| POST_EVAL| EXIT| 23-Feb-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 60| | BUY| STOP| false| true| BAR| LONG_SHORT| 20-Mar-2000| NIL| 100.000| NIL| 110.270| NIL| NIL| NIL|

| 61| | SELL| MARKET| false| true| POST_EVAL| EXIT| 17-Apr-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 62| | BUY| STOP| false| true| BAR| LONG_SHORT| 28-Apr-2000| NIL| 100.000| NIL| 109.048| NIL| NIL| NIL|

| 63| | SELL| MARKET| false| true| POST_EVAL| EXIT| 03-May-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 64| | BUY| STOP| false| true| BAR| LONG_SHORT| 07-Jun-2000| NIL| 100.000| NIL| 118.471| NIL| NIL| NIL|

| 65| | SELL| MARKET| false| true| POST_EVAL| EXIT| 27-Jun-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 66| | BUY| STOP| false| true| BAR| LONG_SHORT| 21-Jul-2000| NIL| 100.000| NIL| 112.357| NIL| NIL| NIL|

| 67| | SELL| MARKET| false| true| POST_EVAL| EXIT| 27-Jul-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 68| | BUY| STOP| false| true| BAR| LONG_SHORT| 01-Aug-2000| NIL| 100.000| NIL| 108.199| NIL| NIL| NIL|

| 69| | SELL| MARKET| false| true| POST_EVAL| EXIT| 04-Oct-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 70| | BUY| STOP| false| false| BAR| LONG_SHORT| 10-Oct-2000| NIL| 100.000| NIL| 112.602| NIL| NIL| NIL|

| 71| | SELL| MARKET| false| false| POST_EVAL| EXIT| 11-Oct-2000| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 72| | BUY| STOP| false| true| BAR| LONG_SHORT| 22-Jan-2001| NIL| 100.000| NIL| 106.558| NIL| NIL| NIL|

| 73| | SELL| MARKET| false| true| POST_EVAL| EXIT| 27-Feb-2001| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 74| | BUY| STOP| false| true| BAR| LONG_SHORT| 06-Mar-2001| NIL| 100.000| NIL| 104.161| NIL| NIL| NIL|

| 75| | SELL| MARKET| false| true| POST_EVAL| EXIT| 12-Mar-2001| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 76| | BUY| STOP| false| true| BAR| LONG_SHORT| 18-Apr-2001| NIL| 100.000| NIL| 104.651| NIL| NIL| NIL|

| 77| | SELL| MARKET| false| true| POST_EVAL| EXIT| 10-Jul-2001| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 78| | BUY| STOP| false| false| BAR| LONG_SHORT| 03-Aug-2001| NIL| 100.000| NIL| 106.427| NIL| NIL| NIL|

| 79| | SELL| MARKET| false| false| POST_EVAL| EXIT| 07-Aug-2001| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 80| | BUY| STOP| false| true| BAR| LONG_SHORT| 25-Oct-2001| NIL| 100.000| NIL| 109.011| NIL| NIL| NIL|

| 81| | SELL| MARKET| false| true| POST_EVAL| EXIT| 25-Jan-2002| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 82| | BUY| STOP| false| true| BAR| LONG_SHORT| 21-Oct-2002| NIL| 100.000| NIL| 74.942| NIL| NIL| NIL|

| 83| | SELL| MARKET| false| true| POST_EVAL| EXIT| 11-Mar-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 84| | BUY| STOP| false| true| BAR| LONG_SHORT| 17-Mar-2003| NIL| 100.000| NIL| 82.096| NIL| NIL| NIL|

| 85| | SELL| MARKET| false| true| POST_EVAL| EXIT| 10-Apr-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 86| | BUY| STOP| false| true| BAR| LONG_SHORT| 16-Apr-2003| NIL| 100.000| NIL| 82.514| NIL| NIL| NIL|

| 87| | SELL| MARKET| false| true| POST_EVAL| EXIT| 10-Jun-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 88| | BUY| STOP| false| true| BAR| LONG_SHORT| 11-Jun-2003| NIL| 100.000| NIL| 83.752| NIL| NIL| NIL|

| 89| | SELL| MARKET| false| true| POST_EVAL| EXIT| 24-Jul-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 90| | BUY| STOP| false| true| BAR| LONG_SHORT| 28-Jul-2003| NIL| 100.000| NIL| 82.327| NIL| NIL| NIL|

| 91| | SELL| MARKET| false| true| POST_EVAL| EXIT| 30-Jul-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 92| | BUY| STOP| false| true| BAR| LONG_SHORT| 21-Aug-2003| NIL| 100.000| NIL| 82.802| NIL| NIL| NIL|

| 93| | SELL| MARKET| false| true| POST_EVAL| EXIT| 26-Aug-2003| NIL| 0.000| NIL| NIL| NIL| NIL| NIL|

| 94| | BUY| STOP| false| true| BAR| LONG_SHORT| 03-Sep-2003| NIL| 100.000| NIL| 86.276| NIL| NIL| NIL|

Transaction Report [back to top]

Note that Time Series API supports multi-leg trades, which means that trades can actually be composed of many individual transactions. Some transactions 'add-on' to the position, and some 'partials' reduce the position. An existing trade can be closed, and a new one opened in a single transaction.

______________________________________

| |

| Transaction Report |

|______________________________________|

Strategy Name: 'demo'

Table Name: 'DEMO_TRANSACTION_LOG'

Number of Transactions: 76

____________________________________________________________________________________________________________________________________________________________________________________

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 1| 2| | STOP| 13-Nov-1990| BUY| 100.000| LONG| 100.000| 22.847| 3.000| 1.000| BAR| LONG_SHORT|

| 2| 3| | MARKET| 15-Jan-1991| SELL| 100.000| FLAT| 0.000| 21.639| 3.000| 1.000| POST_EVAL| EXIT|

| 3| 4| | STOP| 18-Jan-1991| BUY| 100.000| LONG| 100.000| 23.400| 3.000| 1.000| BAR| LONG_SHORT|

| 4| 5| | MARKET| 21-Mar-1991| SELL| 100.000| FLAT| 0.000| 22.734| 3.000| 1.000| POST_EVAL| EXIT|

| 5| 6| | STOP| 16-Sep-1991| BUY| 100.000| LONG| 100.000| 21.505| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 6| 7| | MARKET| 04-Oct-1991| SELL| 100.000| FLAT| 0.000| 20.442| 3.000| 1.000| POST_EVAL| EXIT|

| 7| 10| | STOP| 11-Nov-1991| BUY| 100.000| LONG| 100.000| 21.219| 3.000| 1.000| BAR| LONG_SHORT|

| 8| 11| | MARKET| 18-Nov-1991| SELL| 100.000| FLAT| 0.000| 20.487| 3.000| 1.000| POST_EVAL| EXIT|

| 9| 14| | STOP| 04-May-1992| BUY| 100.000| LONG| 100.000| 19.749| 3.000| 1.000| BAR| LONG_SHORT|

| 10| 15| | MARKET| 10-Aug-1992| SELL| 100.000| FLAT| 0.000| 19.401| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 11| 18| | STOP| 01-Nov-1993| BUY| 100.000| LONG| 100.000| 10.653| 3.000| 1.000| BAR| LONG_SHORT|

| 12| 19| | MARKET| 31-Mar-1994| SELL| 100.000| FLAT| 0.000| 12.656| 3.000| 1.000| POST_EVAL| EXIT|

| 13| 20| | STOP| 25-Apr-1994| BUY| 100.000| LONG| 100.000| 13.711| 3.000| 1.000| BAR| LONG_SHORT|

| 14| 21| | MARKET| 07-Jul-1994| SELL| 100.000| FLAT| 0.000| 13.205| 3.000| 1.000| POST_EVAL| EXIT|

| 15| 22| | STOP| 18-Jul-1994| BUY| 100.000| LONG| 100.000| 13.335| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 16| 23| | MARKET| 19-Jul-1994| SELL| 100.000| FLAT| 0.000| 12.944| 3.000| 1.000| POST_EVAL| EXIT|

| 17| 28| | STOP| 23-Jan-1996| BUY| 100.000| LONG| 100.000| 24.333| 3.000| 1.000| BAR| LONG_SHORT|

| 18| 29| | MARKET| 03-Jun-1996| SELL| 100.000| FLAT| 0.000| 25.112| 3.000| 1.000| POST_EVAL| EXIT|

| 19| 30| | STOP| 06-Aug-1996| BUY| 100.000| LONG| 100.000| 26.135| 3.000| 1.000| BAR| LONG_SHORT|

| 20| 31| | MARKET| 24-Feb-1997| SELL| 100.000| FLAT| 0.000| 34.566| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 21| 34| | STOP| 28-Apr-1997| BUY| 100.000| LONG| 100.000| 36.318| 3.000| 1.000| BAR| LONG_SHORT|

| 22| 35| | MARKET| 28-Oct-1997| SELL| 100.000| FLAT| 0.000| 47.838| 3.000| 1.000| POST_EVAL| EXIT|

| 23| 36| | STOP| 03-Nov-1997| BUY| 100.000| LONG| 100.000| 47.718| 3.000| 1.000| BAR| LONG_SHORT|

| 24| 37| | MARKET| 13-Nov-1997| SELL| 100.000| FLAT| 0.000| 47.813| 3.000| 1.000| POST_EVAL| EXIT|

| 25| 38| | STOP| 18-Nov-1997| BUY| 100.000| LONG| 100.000| 50.023| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 26| 39| | MARKET| 15-Dec-1997| SELL| 100.000| FLAT| 0.000| 48.657| 3.000| 1.000| POST_EVAL| EXIT|

| 27| 40| | STOP| 19-Dec-1997| BUY| 100.000| LONG| 100.000| 48.335| 3.000| 1.000| BAR| LONG_SHORT|

| 28| 41| | MARKET| 19-Dec-1997| SELL| 100.000| FLAT| 0.000| 49.260| 3.000| 1.000| POST_EVAL| EXIT|

| 29| 42| | STOP| 02-Jan-1998| BUY| 100.000| LONG| 100.000| 50.565| 3.000| 1.000| BAR| LONG_SHORT|

| 30| 43| | MARKET| 12-Jan-1998| SELL| 100.000| FLAT| 0.000| 48.295| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 31| 44| | STOP| 20-Jan-1998| BUY| 100.000| LONG| 100.000| 50.746| 3.000| 1.000| BAR| LONG_SHORT|

| 32| 45| | MARKET| 22-Jan-1998| SELL| 100.000| FLAT| 0.000| 47.933| 3.000| 1.000| POST_EVAL| EXIT|

| 33| 46| | STOP| 17-Feb-1998| BUY| 100.000| LONG| 100.000| 49.813| 3.000| 1.000| BAR| LONG_SHORT|

| 34| 47| | MARKET| 04-Mar-1998| SELL| 100.000| FLAT| 0.000| 47.850| 3.000| 1.000| POST_EVAL| EXIT|

| 35| 48| | STOP| 24-Mar-1998| BUY| 100.000| LONG| 100.000| 49.421| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 36| 49| | MARKET| 07-Oct-1998| SELL| 100.000| FLAT| 0.000| 58.571| 3.000| 1.000| POST_EVAL| EXIT|

| 37| 50| | STOP| 12-Oct-1998| BUY| 100.000| LONG| 100.000| 63.118| 3.000| 1.000| BAR| LONG_SHORT|

| 38| 51| | MARKET| 20-Apr-1999| SELL| 100.000| FLAT| 0.000| 82.568| 3.000| 1.000| POST_EVAL| EXIT|

| 39| 52| | STOP| 23-Apr-1999| BUY| 100.000| LONG| 100.000| 94.707| 3.000| 1.000| BAR| LONG_SHORT|

| 40| 53| | MARKET| 04-Oct-1999| SELL| 100.000| FLAT| 0.000| 116.864| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 41| 56| | STOP| 06-Jan-2000| BUY| 100.000| LONG| 100.000| 115.183| 3.000| 1.000| BAR| LONG_SHORT|

| 42| 57| | MARKET| 31-Jan-2000| SELL| 100.000| FLAT| 0.000| 109.570| 3.000| 1.000| POST_EVAL| EXIT|

| 43| 58| | STOP| 04-Feb-2000| BUY| 100.000| LONG| 100.000| 115.366| 3.000| 1.000| BAR| LONG_SHORT|

| 44| 59| | MARKET| 23-Feb-2000| SELL| 100.000| FLAT| 0.000| 106.261| 3.000| 1.000| POST_EVAL| EXIT|

| 45| 60| | STOP| 21-Mar-2000| BUY| 100.000| LONG| 100.000| 110.270| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 46| 61| | MARKET| 17-Apr-2000| SELL| 100.000| FLAT| 0.000| 109.315| 3.000| 1.000| POST_EVAL| EXIT|

| 47| 62| | STOP| 01-May-2000| BUY| 100.000| LONG| 100.000| 109.925| 3.000| 1.000| BAR| LONG_SHORT|

| 48| 63| | MARKET| 03-May-2000| SELL| 100.000| FLAT| 0.000| 105.650| 3.000| 1.000| POST_EVAL| EXIT|

| 49| 64| | STOP| 08-Jun-2000| BUY| 100.000| LONG| 100.000| 118.471| 3.000| 1.000| BAR| LONG_SHORT|

| 50| 65| | MARKET| 27-Jun-2000| SELL| 100.000| FLAT| 0.000| 107.365| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 51| 66| | STOP| 24-Jul-2000| BUY| 100.000| LONG| 100.000| 112.357| 3.000| 1.000| BAR| LONG_SHORT|

| 52| 67| | MARKET| 27-Jul-2000| SELL| 100.000| FLAT| 0.000| 107.915| 3.000| 1.000| POST_EVAL| EXIT|

| 53| 68| | STOP| 02-Aug-2000| BUY| 100.000| LONG| 100.000| 108.588| 3.000| 1.000| BAR| LONG_SHORT|

| 54| 69| | MARKET| 04-Oct-2000| SELL| 100.000| FLAT| 0.000| 112.012| 3.000| 1.000| POST_EVAL| EXIT|

| 55| 72| | STOP| 23-Jan-2001| BUY| 100.000| LONG| 100.000| 107.438| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 56| 73| | MARKET| 27-Feb-2001| SELL| 100.000| FLAT| 0.000| 100.713| 3.000| 1.000| POST_EVAL| EXIT|

| 57| 74| | STOP| 07-Mar-2001| BUY| 100.000| LONG| 100.000| 105.484| 3.000| 1.000| BAR| LONG_SHORT|

| 58| 75| | MARKET| 12-Mar-2001| SELL| 100.000| FLAT| 0.000| 93.743| 3.000| 1.000| POST_EVAL| EXIT|

| 59| 76| | STOP| 19-Apr-2001| BUY| 100.000| LONG| 100.000| 109.951| 3.000| 1.000| BAR| LONG_SHORT|

| 60| 77| | MARKET| 10-Jul-2001| SELL| 100.000| FLAT| 0.000| 100.214| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 61| 80| | STOP| 26-Oct-2001| BUY| 100.000| LONG| 100.000| 109.011| 3.000| 1.000| BAR| LONG_SHORT|

| 62| 81| | MARKET| 25-Jan-2002| SELL| 100.000| FLAT| 0.000| 107.685| 3.000| 1.000| POST_EVAL| EXIT|

| 63| 82| | STOP| 22-Oct-2002| BUY| 100.000| LONG| 100.000| 74.942| 3.000| 1.000| BAR| LONG_SHORT|

| 64| 83| | MARKET| 11-Mar-2003| SELL| 100.000| FLAT| 0.000| 74.926| 3.000| 1.000| POST_EVAL| EXIT|

| 65| 84| | STOP| 18-Mar-2003| BUY| 100.000| LONG| 100.000| 82.096| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 66| 85| | MARKET| 10-Apr-2003| SELL| 100.000| FLAT| 0.000| 78.566| 3.000| 1.000| POST_EVAL| EXIT|

| 67| 86| | STOP| 17-Apr-2003| BUY| 100.000| LONG| 100.000| 82.514| 3.000| 1.000| BAR| LONG_SHORT|

| 68| 87| | MARKET| 10-Jun-2003| SELL| 100.000| FLAT| 0.000| 81.401| 3.000| 1.000| POST_EVAL| EXIT|

| 69| 88| | STOP| 12-Jun-2003| BUY| 100.000| LONG| 100.000| 84.479| 3.000| 1.000| BAR| LONG_SHORT|

| 70| 89| | MARKET| 24-Jul-2003| SELL| 100.000| FLAT| 0.000| 81.201| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 71| 90| | STOP| 29-Jul-2003| BUY| 100.000| LONG| 100.000| 82.327| 3.000| 1.000| BAR| LONG_SHORT|

| 72| 91| | MARKET| 30-Jul-2003| SELL| 100.000| FLAT| 0.000| 80.653| 3.000| 1.000| POST_EVAL| EXIT|

| 73| 92| | STOP| 22-Aug-2003| BUY| 100.000| LONG| 100.000| 84.099| 3.000| 1.000| BAR| LONG_SHORT|

| 74| 93| | MARKET| 26-Aug-2003| SELL| 100.000| FLAT| 0.000| 82.353| 3.000| 1.000| POST_EVAL| EXIT|

| 75| 94| | STOP| 04-Sep-2003| BUY| 100.000| LONG| 100.000| 86.276| 3.000| 1.000| BAR| LONG_SHORT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

| 76| 0| '_AUTO_CLOSE_'| MARKET| 31-Dec-2003| SELL| 100.000| FLAT| 0.000| 92.680| 3.000| 1.000| POST_EVAL| EXIT|

|____|______________|_______________|___________|______________|__________|________|__________________|___________________|________|_________|___________|______________|___________|

Drawdown Report [back to top]

This report lists all drawdowns that occured during strategy simulation. A drawdown is a drop in strategy equity (cummulative net profit). A drawdown starts as soon as strategy equity drops from its maximum value, the 'watermark', and lasts until strategy equity again exceeds this 'watermark'. The size of the drawdown is the difference between the watermark and the lowest level of strategy equity encountered during the drawdown. Any open drawdown at the end of the simulation in included in the Drawdown Report.

___________________________________

| |

| Drawdown Report |

|___________________________________|

Strategy Name: 'demo'

Table Name: 'DEMO_DRAWDOWN_LOG'

Number of Bars: 91

_____________________________________________________________

|______________|_______________|_______________|_____________|

| 34.130| 1| 13-Nov-1990| 14-Nov-1990|

| 40.259| 2| 14-Nov-1990| 16-Nov-1990|

| 10.065| 1| 16-Nov-1990| 19-Nov-1990|

| 2.516| 0| 19-Nov-1990| 19-Nov-1990|

| 2.516| 1| 19-Nov-1990| 20-Nov-1990|

|______________|_______________|_______________|_____________|

| 78.003| 11| 20-Nov-1990| 06-Dec-1990|

| 211.362| 36| 06-Dec-1990| 29-Jan-1991|

| 17.613| 1| 29-Jan-1991| 30-Jan-1991|

| 15.097| 0| 31-Jan-1991| 31-Jan-1991|

| 30.195| 1| 31-Jan-1991| 01-Feb-1991|

|______________|_______________|_______________|_____________|

| 16.237| 1| 01-Feb-1991| 04-Feb-1991|

| 12.701| 1| 04-Feb-1991| 05-Feb-1991|

| 10.160| 0| 06-Feb-1991| 06-Feb-1991|

| 2.540| 1| 06-Feb-1991| 07-Feb-1991|

| 55.883| 2| 07-Feb-1991| 11-Feb-1991|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 20.321| 1| 11-Feb-1991| 12-Feb-1991|

| 33.021| 1| 12-Feb-1991| 13-Feb-1991|

| 22.861| 1| 13-Feb-1991| 14-Feb-1991|

| 25.401| 1| 14-Feb-1991| 15-Feb-1991|

| 17.781| 1| 15-Feb-1991| 19-Feb-1991|

|______________|_______________|_______________|_____________|

| 845.750| 1453| 19-Feb-1991| 14-Nov-1996|

| 17.976| 1| 14-Nov-1996| 15-Nov-1996|

| 5.992| 0| 15-Nov-1996| 15-Nov-1996|

| 59.919| 1| 15-Nov-1996| 18-Nov-1996|

| 83.886| 1| 18-Nov-1996| 19-Nov-1996|

|______________|_______________|_______________|_____________|

| 35.951| 1| 19-Nov-1996| 20-Nov-1996|

| 158.784| 4| 20-Nov-1996| 26-Nov-1996|

| 71.902| 3| 26-Nov-1996| 02-Dec-1996|

| 11.984| 1| 02-Dec-1996| 03-Dec-1996|

| 449.390| 27| 03-Dec-1996| 13-Jan-1997|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 56.923| 1| 13-Jan-1997| 14-Jan-1997|

| 29.959| 1| 14-Jan-1997| 15-Jan-1997|

| 122.833| 4| 15-Jan-1997| 21-Jan-1997|

| 783.047| 84| 21-Jan-1997| 21-May-1997|

| 117.121| 3| 21-May-1997| 27-May-1997|

|______________|_______________|_______________|_____________|

| 486.505| 17| 28-May-1997| 20-Jun-1997|

| 207.215| 2| 20-Jun-1997| 24-Jun-1997|

| 21.022| 1| 24-Jun-1997| 25-Jun-1997|

| 174.181| 6| 25-Jun-1997| 03-Jul-1997|

| 39.040| 1| 03-Jul-1997| 07-Jul-1997|

|______________|_______________|_______________|_____________|

| 72.075| 1| 07-Jul-1997| 08-Jul-1997|

| 33.034| 0| 09-Jul-1997| 09-Jul-1997|

| 126.131| 2| 09-Jul-1997| 11-Jul-1997|

| 192.199| 3| 11-Jul-1997| 16-Jul-1997|

| 42.044| 1| 16-Jul-1997| 17-Jul-1997|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 102.106| 1| 17-Jul-1997| 18-Jul-1997|

| 36.037| 1| 18-Jul-1997| 21-Jul-1997|

| 333.346| 2| 21-Jul-1997| 23-Jul-1997|

| 120.125| 1| 23-Jul-1997| 24-Jul-1997|

| 30.031| 1| 24-Jul-1997| 25-Jul-1997|

|______________|_______________|_______________|_____________|

| 273.283| 8| 25-Jul-1997| 06-Aug-1997|

| 75.078| 1| 06-Aug-1997| 07-Aug-1997|

| 1,276.820| 193| 07-Aug-1997| 14-May-1998|

| 1,128.878| 46| 14-May-1998| 21-Jul-1998|

| 423.708| 7| 21-Jul-1998| 30-Jul-1998|

|______________|_______________|_______________|_____________|

| 24.212| 1| 30-Jul-1998| 31-Jul-1998|

| 1,316.506| 63| 31-Jul-1998| 29-Oct-1998|

| 48.506| 0| 29-Oct-1998| 29-Oct-1998|

| 36.379| 1| 29-Oct-1998| 30-Oct-1998|

| 121.265| 2| 30-Oct-1998| 03-Nov-1998|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 203.118| 3| 03-Nov-1998| 06-Nov-1998|

| 48.577| 1| 06-Nov-1998| 09-Nov-1998|

| 72.866| 1| 09-Nov-1998| 10-Nov-1998|

| 36.433| 1| 10-Nov-1998| 11-Nov-1998|

| 24.288| 0| 11-Nov-1998| 11-Nov-1998|

|______________|_______________|_______________|_____________|

| 109.298| 1| 11-Nov-1998| 12-Nov-1998|

| 200.380| 3| 12-Nov-1998| 17-Nov-1998|

| 182.164| 4| 17-Nov-1998| 23-Nov-1998|

| 72.866| 1| 23-Nov-1998| 24-Nov-1998|

| 136.623| 2| 24-Nov-1998| 27-Nov-1998|

|______________|_______________|_______________|_____________|

| 21.252| 1| 27-Nov-1998| 30-Nov-1998|

| 403.796| 14| 30-Nov-1998| 18-Dec-1998|

| 30.361| 1| 18-Dec-1998| 21-Dec-1998|

| 179.128| 1| 21-Dec-1998| 22-Dec-1998|

| 91.082| 1| 22-Dec-1998| 23-Dec-1998|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 63.757| 1| 23-Dec-1998| 24-Dec-1998|

| 94.118| 0| 28-Dec-1998| 28-Dec-1998|

| 409.868| 6| 28-Dec-1998| 06-Jan-1999|

| 674.006| 9| 06-Jan-1999| 20-Jan-1999|

| 1,811.287| 78| 20-Jan-1999| 12-May-1999|

|______________|_______________|_______________|_____________|

| 143.047| 1| 12-May-1999| 13-May-1999|

| 1,320.900| 25| 14-May-1999| 21-Jun-1999|

| 182.613| 1| 21-Jun-1999| 22-Jun-1999|

| 602.623| 6| 22-Jun-1999| 30-Jun-1999|

| 389.574| 2| 30-Jun-1999| 02-Jul-1999|

|______________|_______________|_______________|_____________|

| 316.529| 2| 06-Jul-1999| 08-Jul-1999|

| 158.265| 1| 08-Jul-1999| 09-Jul-1999|

| 6.087| 1| 09-Jul-1999| 12-Jul-1999|

| 200.874| 0| 12-Jul-1999| 12-Jul-1999|

| 286.094| 1| 12-Jul-1999| 13-Jul-1999|

|______________|_______________|_______________|_____________|

|______________|_______________|_______________|_____________|

| 9,424.205| 1126| 13-Jul-1999| 31-Dec-2003|

|______________|_______________|_______________|_____________|

Bar Report [back to top]

This report is usually the longest of all reports as it consists of a record of every single interval (bar) processed by the simulation. It shows the actual 'open', 'high', 'low' and 'close' prices for the given bar, but also the cummulative strategy income, the current drawdown, the current position size and direction, as well as the number of transactions that took place.

______________________________

| |

| Bar Report |

|______________________________|

Strategy Name: 'demo'

Table Name: 'DEMO_BAR_LOG'

Number of Bars: 3531

____________________________________________________________________________________________________________________________________

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 03-Jan-1990| 18.990| 19.134| 18.918| 19.014| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 04-Jan-1990| 19.038| 19.303| 19.014| 19.230| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Jan-1990| 19.206| 19.543| 19.134| 19.182| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Jan-1990| 19.086| 19.399| 19.086| 19.303| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Jan-1990| 19.327| 19.471| 19.110| 19.110| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 10-Jan-1990| 19.134| 19.230| 18.966| 19.038| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 11-Jan-1990| 19.134| 19.303| 19.110| 19.206| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Jan-1990| 18.966| 19.086| 18.774| 18.822| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-Jan-1990| 18.774| 18.918| 18.702| 18.870| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Jan-1990| 18.750| 19.303| 18.750| 19.255| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 17-Jan-1990| 19.303| 19.399| 18.918| 19.014| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 18-Jan-1990| 18.846| 19.158| 18.774| 19.134| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Jan-1990| 19.182| 19.206| 18.942| 18.966| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 22-Jan-1990| 18.990| 19.062| 18.557| 18.581| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Jan-1990| 18.654| 18.894| 18.581| 18.606| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 24-Jan-1990| 18.413| 18.822| 18.365| 18.750| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 25-Jan-1990| 18.822| 18.822| 18.269| 18.437| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Jan-1990| 18.485| 18.702| 18.293| 18.630| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 29-Jan-1990| 18.726| 18.798| 18.365| 18.702| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Jan-1990| 18.726| 18.774| 18.413| 18.702| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 31-Jan-1990| 18.846| 18.966| 18.774| 18.966| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-Feb-1990| 18.966| 19.182| 18.798| 18.798| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Feb-1990| 18.822| 18.990| 18.822| 18.918| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Feb-1990| 19.002| 19.440| 18.977| 19.391| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Feb-1990| 19.391| 19.732| 19.196| 19.659| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 07-Feb-1990| 19.610| 20.194| 19.586| 20.072| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Feb-1990| 20.170| 20.218| 19.829| 19.999| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Feb-1990| 20.024| 20.097| 19.853| 19.951| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Feb-1990| 19.926| 19.926| 19.586| 19.683| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Feb-1990| 19.829| 20.097| 19.707| 20.097| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 14-Feb-1990| 20.121| 20.291| 20.097| 20.194| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-Feb-1990| 20.267| 20.364| 20.194| 20.194| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Feb-1990| 20.340| 20.340| 20.121| 20.145| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Feb-1990| 19.975| 20.072| 19.902| 20.024| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 21-Feb-1990| 19.902| 20.462| 19.853| 20.413| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 22-Feb-1990| 20.437| 20.535| 20.097| 20.097| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Feb-1990| 19.999| 20.218| 19.853| 19.975| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Feb-1990| 20.048| 20.267| 19.951| 20.243| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Feb-1990| 20.267| 20.535| 20.170| 20.194| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 28-Feb-1990| 20.170| 20.364| 20.072| 20.218| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 01-Mar-1990| 20.194| 20.316| 20.121| 20.243| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Mar-1990| 20.243| 20.510| 20.243| 20.413| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Mar-1990| 20.413| 20.608| 20.364| 20.437| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Mar-1990| 20.486| 20.583| 20.291| 20.583| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 07-Mar-1990| 20.632| 20.681| 20.486| 20.535| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 08-Mar-1990| 20.632| 20.900| 20.632| 20.827| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Mar-1990| 20.827| 20.900| 20.681| 20.729| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Mar-1990| 20.729| 20.973| 20.681| 20.973| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Mar-1990| 20.924| 21.070| 20.681| 20.681| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 14-Mar-1990| 20.802| 20.827| 20.559| 20.681| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 15-Mar-1990| 20.754| 20.900| 20.729| 20.827| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Mar-1990| 20.973| 21.167| 20.900| 21.143| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Mar-1990| 21.046| 21.240| 20.900| 21.216| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Mar-1990| 21.191| 21.289| 20.997| 21.021| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 21-Mar-1990| 21.119| 21.119| 20.851| 20.875| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 22-Mar-1990| 20.827| 20.924| 20.535| 20.729| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Mar-1990| 20.632| 20.656| 20.413| 20.437| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Mar-1990| 20.535| 20.583| 20.267| 20.267| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Mar-1990| 20.170| 20.389| 20.121| 20.340| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 28-Mar-1990| 20.291| 20.608| 20.194| 20.608| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 29-Mar-1990| 20.632| 20.802| 20.583| 20.632| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Mar-1990| 20.705| 20.778| 20.559| 20.656| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Apr-1990| 20.462| 20.608| 20.437| 20.608| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 03-Apr-1990| 20.632| 20.778| 20.632| 20.754| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 04-Apr-1990| 20.754| 20.973| 20.608| 20.729| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 05-Apr-1990| 20.778| 20.802| 20.608| 20.656| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Apr-1990| 20.681| 20.705| 20.486| 20.608| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Apr-1990| 20.559| 20.608| 20.486| 20.535| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 10-Apr-1990| 20.486| 20.705| 20.462| 20.608| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 11-Apr-1990| 20.656| 20.729| 20.608| 20.705| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 12-Apr-1990| 20.851| 21.021| 20.827| 20.851| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Apr-1990| 21.410| 21.654| 21.410| 21.581| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 17-Apr-1990| 21.508| 21.654| 21.386| 21.629| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 18-Apr-1990| 21.581| 21.581| 21.313| 21.386| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Apr-1990| 21.313| 21.459| 21.240| 21.240| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 20-Apr-1990| 21.289| 21.313| 21.070| 21.289| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Apr-1990| 21.216| 21.313| 21.143| 21.289| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 24-Apr-1990| 21.337| 21.483| 21.191| 21.191| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 25-Apr-1990| 21.264| 21.435| 21.240| 21.289| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Apr-1990| 21.386| 21.410| 21.119| 21.167| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 27-Apr-1990| 21.216| 21.216| 20.900| 20.900| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Apr-1990| 20.827| 21.264| 20.827| 21.216| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-May-1990| 21.313| 21.337| 20.997| 21.021| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-May-1990| 21.021| 21.240| 21.021| 21.240| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 03-May-1990| 21.313| 21.435| 21.240| 21.264| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 04-May-1990| 21.374| 21.768| 21.301| 21.743| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 07-May-1990| 21.743| 21.915| 21.694| 21.743| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-May-1990| 21.743| 21.842| 21.719| 21.792| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-May-1990| 21.792| 21.891| 21.719| 21.891| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 10-May-1990| 21.915| 22.211| 21.891| 22.112| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 11-May-1990| 22.358| 22.530| 22.235| 22.432| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 14-May-1990| 22.457| 22.727| 22.432| 22.481| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-May-1990| 22.407| 22.752| 22.383| 22.752| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-May-1990| 22.678| 22.776| 22.555| 22.703| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 17-May-1990| 22.801| 22.875| 22.653| 22.850| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 18-May-1990| 22.801| 22.875| 22.678| 22.703| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 21-May-1990| 22.653| 23.096| 22.653| 23.022| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 22-May-1990| 23.121| 23.170| 22.949| 23.170| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-May-1990| 23.121| 23.367| 23.072| 23.367| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 24-May-1990| 23.367| 23.391| 23.194| 23.367| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 25-May-1990| 23.145| 23.219| 22.850| 22.875| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 29-May-1990| 23.022| 23.588| 22.973| 23.563| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-May-1990| 23.613| 24.031| 23.539| 23.785| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 31-May-1990| 23.563| 23.785| 23.514| 23.613| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-Jun-1990| 23.711| 23.760| 23.416| 23.514| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 04-Jun-1990| 23.514| 23.785| 23.465| 23.686| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Jun-1990| 23.711| 23.982| 23.637| 23.760| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Jun-1990| 23.686| 24.055| 23.686| 23.736| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 07-Jun-1990| 23.859| 23.908| 23.563| 23.736| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Jun-1990| 23.785| 23.785| 23.342| 23.367| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 11-Jun-1990| 23.342| 23.662| 23.342| 23.588| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Jun-1990| 23.637| 23.785| 23.465| 23.662| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Jun-1990| 23.711| 24.031| 23.662| 23.883| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 14-Jun-1990| 23.859| 23.982| 23.637| 23.785| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-Jun-1990| 23.686| 23.859| 23.637| 23.686| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 18-Jun-1990| 23.662| 23.760| 23.342| 23.342| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Jun-1990| 23.391| 23.440| 23.194| 23.367| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Jun-1990| 23.367| 23.440| 23.072| 23.219| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 21-Jun-1990| 23.219| 23.440| 23.121| 23.440| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 22-Jun-1990| 23.416| 23.514| 22.875| 22.875| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 25-Jun-1990| 22.949| 23.072| 22.924| 22.949| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Jun-1990| 23.145| 23.219| 22.924| 22.973| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Jun-1990| 22.998| 23.244| 22.973| 23.219| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 28-Jun-1990| 23.268| 23.293| 23.121| 23.145| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 29-Jun-1990| 23.145| 23.244| 23.096| 23.121| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 02-Jul-1990| 23.121| 23.367| 23.096| 23.317| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 03-Jul-1990| 23.342| 23.367| 23.145| 23.145| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Jul-1990| 23.121| 23.145| 22.998| 23.096| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Jul-1990| 23.047| 23.317| 23.022| 23.219| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Jul-1990| 23.244| 23.465| 23.194| 23.416| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 10-Jul-1990| 23.465| 23.563| 23.170| 23.170| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 11-Jul-1990| 23.244| 23.465| 23.194| 23.440| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Jul-1990| 23.416| 23.686| 23.367| 23.613| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Jul-1990| 23.736| 24.031| 23.662| 23.809| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Jul-1990| 24.006| 24.228| 23.859| 24.080| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 17-Jul-1990| 24.105| 24.105| 23.588| 23.760| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 18-Jul-1990| 23.785| 23.932| 23.588| 23.588| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Jul-1990| 23.539| 23.637| 23.367| 23.613| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Jul-1990| 23.637| 23.662| 23.121| 23.145| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Jul-1990| 23.170| 23.170| 22.457| 22.801| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 24-Jul-1990| 22.801| 22.826| 22.358| 22.580| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 25-Jul-1990| 22.530| 22.727| 22.481| 22.580| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Jul-1990| 22.555| 22.555| 22.088| 22.260| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Jul-1990| 22.186| 22.186| 21.768| 21.915| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Jul-1990| 21.792| 22.112| 21.743| 22.063| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 31-Jul-1990| 22.112| 22.211| 21.768| 21.940| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-Aug-1990| 22.014| 22.112| 21.768| 21.965| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Aug-1990| 21.448| 21.792| 21.448| 21.596| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 03-Aug-1990| 21.497| 21.547| 20.415| 21.276| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Aug-1990| 20.678| 20.777| 20.404| 20.678| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 07-Aug-1990| 20.827| 20.902| 20.404| 20.504| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Aug-1990| 20.504| 20.678| 20.479| 20.528| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Aug-1990| 20.603| 20.678| 20.504| 20.553| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 10-Aug-1990| 20.553| 20.628| 20.205| 20.305| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Aug-1990| 20.205| 20.703| 20.105| 20.653| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 14-Aug-1990| 20.628| 20.927| 20.528| 20.777| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-Aug-1990| 20.927| 20.951| 20.802| 20.902| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Aug-1990| 20.752| 21.051| 20.653| 20.653| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 17-Aug-1990| 20.504| 20.578| 20.056| 20.180| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Aug-1990| 20.305| 20.454| 20.280| 20.354| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 21-Aug-1990| 20.031| 20.255| 19.857| 20.006| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 22-Aug-1990| 20.056| 20.105| 19.682| 19.707| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Aug-1990| 19.259| 19.583| 19.210| 19.284| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 24-Aug-1990| 19.608| 20.105| 19.483| 19.981| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Aug-1990| 20.504| 20.777| 20.454| 20.777| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 28-Aug-1990| 20.678| 20.728| 20.578| 20.628| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 29-Aug-1990| 20.603| 20.777| 20.454| 20.678| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Aug-1990| 20.678| 20.728| 20.180| 20.255| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 31-Aug-1990| 20.230| 20.280| 19.981| 20.280| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 04-Sep-1990| 20.105| 20.429| 20.056| 20.404| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 05-Sep-1990| 20.479| 20.678| 20.354| 20.404| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Sep-1990| 20.479| 20.603| 20.205| 20.379| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 07-Sep-1990| 20.280| 21.001| 20.280| 21.001| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 10-Sep-1990| 21.200| 21.424| 21.001| 21.076| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 11-Sep-1990| 21.175| 21.449| 21.076| 21.399| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 12-Sep-1990| 21.574| 21.574| 21.325| 21.474| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Sep-1990| 21.449| 21.449| 20.852| 20.902| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 14-Sep-1990| 20.877| 20.902| 20.628| 20.777| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 17-Sep-1990| 20.752| 21.051| 20.728| 20.927| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 18-Sep-1990| 20.951| 21.424| 20.927| 21.350| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 19-Sep-1990| 21.474| 21.748| 21.399| 21.574| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 20-Sep-1990| 21.524| 21.698| 21.225| 21.474| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 21-Sep-1990| 21.424| 21.474| 21.001| 21.250| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 24-Sep-1990| 21.151| 21.151| 20.802| 20.902| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 25-Sep-1990| 20.951| 21.200| 20.877| 21.175| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 26-Sep-1990| 21.200| 21.250| 20.752| 20.976| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 27-Sep-1990| 21.051| 21.225| 20.479| 20.777| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 28-Sep-1990| 20.528| 21.325| 20.479| 21.175| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-Oct-1990| 21.325| 21.798| 21.325| 21.698| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Oct-1990| 21.798| 21.972| 21.549| 21.549| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 03-Oct-1990| 21.549| 21.698| 21.325| 21.375| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 04-Oct-1990| 21.375| 21.549| 21.175| 21.474| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Oct-1990| 21.200| 21.698| 21.101| 21.549| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Oct-1990| 21.648| 21.798| 21.623| 21.798| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Oct-1990| 21.574| 21.623| 20.976| 20.976| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 10-Oct-1990| 21.026| 21.225| 20.479| 20.603| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 11-Oct-1990| 20.653| 20.678| 19.857| 20.105| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Oct-1990| 20.255| 20.305| 19.807| 19.956| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 15-Oct-1990| 20.031| 20.081| 19.160| 19.757| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 16-Oct-1990| 19.782| 19.981| 19.558| 19.782| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 17-Oct-1990| 19.807| 20.230| 19.782| 20.056| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 18-Oct-1990| 20.305| 20.976| 20.255| 20.976| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 19-Oct-1990| 20.951| 21.698| 20.827| 21.424| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 22-Oct-1990| 21.424| 21.648| 21.200| 21.449| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 23-Oct-1990| 21.375| 21.549| 21.225| 21.250| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 24-Oct-1990| 21.250| 21.698| 21.250| 21.623| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 25-Oct-1990| 21.698| 21.748| 21.225| 21.524| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 26-Oct-1990| 21.375| 21.399| 21.200| 21.275| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 29-Oct-1990| 21.200| 21.474| 20.927| 21.101| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 30-Oct-1990| 21.126| 21.275| 20.877| 21.175| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 31-Oct-1990| 21.200| 21.225| 20.852| 21.001| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 01-Nov-1990| 20.976| 21.375| 20.877| 21.350| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 02-Nov-1990| 21.350| 21.623| 21.350| 21.574| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 05-Nov-1990| 21.614| 21.765| 21.438| 21.715| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 06-Nov-1990| 21.715| 21.941| 21.665| 21.715| 0| 0| FLAT| 0.000| 0.000| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 07-Nov-1990| 21.740| 21.790| 21.388| 21.438| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 08-Nov-1990| 21.438| 21.665| 21.388| 21.639| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 09-Nov-1990| 21.841| 22.193| 21.715| 22.193| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 12-Nov-1990| 22.319| 22.797| 22.294| 22.747| 0| 0| FLAT| 0.000| 0.000| 0.000|

| 13-Nov-1990| 22.747| 22.847| 22.545| 22.545| 1| 100| LONG| -34.130| -34.130| -34.130|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 14-Nov-1990| 22.646| 22.948| 22.646| 22.847| 0| 100| LONG| -10.065| -3.935| 30.195|

| 15-Nov-1990| 22.797| 22.872| 22.646| 22.671| 0| 100| LONG| -27.678| -21.549| -17.613|

| 16-Nov-1990| 22.747| 22.973| 22.545| 22.872| 0| 100| LONG| -10.065| -1.419| 20.130|

| 19-Nov-1990| 22.973| 23.124| 22.948| 23.099| 0| 100| LONG| -2.516| 21.227| 22.646|

| 20-Nov-1990| 23.099| 23.174| 22.797| 22.822| 0| 100| LONG| -35.227| -6.451| -27.678|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 21-Nov-1990| 22.797| 22.973| 22.621| 22.973| 0| 100| LONG| -20.130| 8.646| 15.097|

| 23-Nov-1990| 22.923| 22.998| 22.671| 22.671| 0| 100| LONG| -50.324| -21.549| -30.195|

| 26-Nov-1990| 22.545| 22.998| 22.470| 22.923| 0| 100| LONG| -25.162| 3.613| 25.162|

| 27-Nov-1990| 22.923| 22.973| 22.671| 22.847| 0| 100| LONG| -32.711| -3.935| -7.549|

| 28-Nov-1990| 22.747| 22.923| 22.621| 22.621| 0| 100| LONG| -55.357| -26.581| -22.646|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 29-Nov-1990| 22.646| 22.721| 22.470| 22.545| 0| 100| LONG| -62.905| -34.130| -7.549|

| 30-Nov-1990| 22.470| 23.049| 22.394| 22.872| 0| 100| LONG| -30.195| -1.419| 32.711|

| 03-Dec-1990| 23.049| 23.049| 22.747| 22.822| 0| 100| LONG| -35.227| -6.451| -5.032|

| 04-Dec-1990| 22.822| 23.149| 22.747| 23.099| 0| 100| LONG| -7.549| 21.227| 27.678|

| 05-Dec-1990| 22.973| 23.124| 22.898| 23.074| 0| 100| LONG| -10.065| 18.711| -2.516|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 06-Dec-1990| 23.325| 23.350| 22.394| 22.445| 0| 100| LONG| -90.584| -44.195| -62.905|

| 07-Dec-1990| 22.445| 22.721| 22.294| 22.646| 0| 100| LONG| -70.454| -24.065| 20.130|

| 10-Dec-1990| 22.596| 22.898| 22.570| 22.822| 0| 100| LONG| -52.840| -6.451| 17.613|

| 11-Dec-1990| 22.747| 22.772| 22.621| 22.721| 0| 100| LONG| -62.905| -16.516| -10.065|

| 12-Dec-1990| 22.721| 23.049| 22.671| 23.023| 0| 100| LONG| -32.711| 13.678| 30.195|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 13-Dec-1990| 23.023| 23.074| 22.721| 22.721| 0| 100| LONG| -62.905| -16.516| -30.195|

| 14-Dec-1990| 22.545| 22.646| 22.344| 22.394| 0| 100| LONG| -95.616| -49.227| -32.711|

| 17-Dec-1990| 22.319| 22.495| 22.268| 22.445| 0| 100| LONG| -90.584| -44.195| 5.032|

| 18-Dec-1990| 22.445| 22.847| 22.445| 22.847| 0| 100| LONG| -50.324| -3.935| 40.259|

| 19-Dec-1990| 22.747| 22.948| 22.570| 22.696| 0| 100| LONG| -65.422| -19.032| -15.097|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 20-Dec-1990| 22.596| 23.074| 22.596| 22.898| 0| 100| LONG| -45.292| 1.097| 20.130|

| 21-Dec-1990| 22.948| 23.023| 22.822| 22.923| 0| 100| LONG| -42.776| 3.613| 2.516|

| 24-Dec-1990| 22.923| 22.998| 22.898| 22.923| 0| 100| LONG| -42.776| 3.613| 0.000|

| 26-Dec-1990| 22.948| 22.998| 22.847| 22.847| 0| 100| LONG| -50.324| -3.935| -7.549|

| 27-Dec-1990| 22.797| 22.923| 22.747| 22.872| 0| 100| LONG| -47.808| -1.419| 2.516|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 28-Dec-1990| 22.872| 22.923| 22.797| 22.822| 0| 100| LONG| -52.840| -6.451| -5.032|

| 31-Dec-1990| 22.822| 22.847| 22.721| 22.747| 0| 100| LONG| -60.389| -14.000| -7.549|

| 02-Jan-1991| 22.721| 22.898| 22.570| 22.570| 0| 100| LONG| -78.003| -31.613| -17.613|

| 03-Jan-1991| 22.621| 22.923| 22.596| 22.646| 0| 100| LONG| -70.454| -24.065| 7.549|

| 04-Jan-1991| 22.696| 22.747| 22.520| 22.570| 0| 100| LONG| -78.003| -31.613| -7.549|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 07-Jan-1991| 22.419| 22.520| 22.143| 22.193| 0| 100| LONG| -115.746| -69.357| -37.743|

| 08-Jan-1991| 22.218| 22.218| 21.891| 21.941| 0| 100| LONG| -140.908| -94.519| -25.162|

| 09-Jan-1991| 22.092| 22.294| 21.488| 21.514| 0| 100| LONG| -183.683| -137.294| -42.776|

| 10-Jan-1991| 21.665| 21.816| 21.589| 21.816| 0| 100| LONG| -153.489| -107.100| 30.195|

| 11-Jan-1991| 21.715| 21.790| 21.690| 21.765| 0| 100| LONG| -158.521| -112.132| -5.032|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 14-Jan-1991| 21.514| 21.564| 21.237| 21.488| 0| 100| LONG| -186.200| -139.811| -27.678|

| 15-Jan-1991| 21.514| 21.690| 21.488| 21.639| 1| 0| FLAT| -175.102| -128.713| 11.097|

| 16-Jan-1991| 21.589| 21.992| 21.463| 21.967| 0| 0| FLAT| -175.102| -128.713| 0.000|

| 17-Jan-1991| 23.149| 23.376| 22.998| 23.300| 0| 0| FLAT| -175.102| -128.713| 0.000|

| 18-Jan-1991| 23.199| 23.803| 23.124| 23.678| 1| 100| LONG| -151.359| -104.970| 23.743|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 21-Jan-1991| 23.501| 24.181| 23.476| 24.080| 0| 100| LONG| -111.100| -64.711| 40.259|

| 22-Jan-1991| 24.030| 24.080| 23.703| 23.753| 0| 100| LONG| -143.811| -97.422| -32.711|

| 23-Jan-1991| 23.728| 24.181| 23.728| 24.005| 0| 100| LONG| -118.648| -72.259| 25.162|

| 24-Jan-1991| 24.156| 24.483| 24.130| 24.357| 0| 100| LONG| -83.422| -37.032| 35.227|

| 25-Jan-1991| 24.382| 24.684| 24.256| 24.684| 0| 100| LONG| -50.711| -4.322| 32.711|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 28-Jan-1991| 24.659| 25.162| 24.634| 25.011| 0| 100| LONG| -18.000| 28.389| 32.711|

| 29-Jan-1991| 24.986| 25.238| 24.760| 25.061| 0| 100| LONG| -17.613| 33.422| 5.032|

| 30-Jan-1991| 25.112| 25.565| 25.087| 25.565| 0| 100| LONG| 0.000| 83.746| 50.324|

| 31-Jan-1991| 25.489| 25.590| 25.414| 25.514| 0| 100| LONG| -7.549| 78.713| -5.032|

| 01-Feb-1991| 25.464| 25.691| 25.288| 25.540| 0| 100| LONG| -15.097| 81.230| 2.516|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 04-Feb-1991| 25.655| 25.935| 25.528| 25.884| 0| 100| LONG| -5.080| 115.651| 34.422|

| 05-Feb-1991| 25.858| 26.112| 25.808| 26.112| 0| 100| LONG| 0.000| 138.512| 22.861|

| 06-Feb-1991| 26.036| 26.417| 26.011| 26.392| 0| 100| LONG| -2.540| 166.454| 27.941|

| 07-Feb-1991| 26.417| 26.620| 26.087| 26.112| 0| 100| LONG| -50.802| 138.512| -27.941|

| 08-Feb-1991| 26.189| 26.392| 26.062| 26.316| 0| 100| LONG| -30.481| 158.833| 20.321|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 11-Feb-1991| 26.392| 26.925| 26.341| 26.900| 0| 100| LONG| -2.540| 217.256| 58.423|

| 12-Feb-1991| 26.722| 27.205| 26.722| 26.976| 0| 100| LONG| -22.861| 224.876| 7.620|

| 13-Feb-1991| 26.900| 27.433| 26.874| 27.357| 0| 100| LONG| -7.620| 262.978| 38.102|

| 14-Feb-1991| 27.408| 27.687| 27.205| 27.433| 0| 100| LONG| -25.401| 270.598| 7.620|

| 15-Feb-1991| 27.535| 28.017| 27.509| 27.916| 0| 100| LONG| -10.160| 318.860| 48.262|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 19-Feb-1991| 27.890| 28.398| 27.840| 28.348| 0| 100| LONG| -5.080| 362.042| 43.182|

| 20-Feb-1991| 28.094| 28.195| 28.017| 28.017| 0| 100| LONG| -38.102| 329.021| -33.021|

| 21-Feb-1991| 28.043| 28.094| 27.535| 27.535| 0| 100| LONG| -86.364| 280.759| -48.262|

| 22-Feb-1991| 27.560| 27.840| 26.951| 27.078| 0| 100| LONG| -132.086| 235.037| -45.722|

| 25-Feb-1991| 27.281| 27.459| 26.849| 27.154| 0| 100| LONG| -124.466| 242.657| 7.620|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 26-Feb-1991| 26.976| 27.027| 26.366| 26.366| 0| 100| LONG| -203.209| 163.913| -78.744|

| 27-Feb-1991| 26.417| 26.595| 26.036| 26.595| 0| 100| LONG| -180.348| 186.775| 22.861|

| 28-Feb-1991| 26.671| 26.722| 25.909| 26.163| 0| 100| LONG| -223.530| 143.593| -43.182|

| 01-Mar-1991| 26.062| 26.722| 26.036| 26.620| 0| 100| LONG| -177.808| 189.315| 45.722|

| 04-Mar-1991| 26.671| 26.925| 26.392| 26.544| 0| 100| LONG| -185.428| 181.694| -7.620|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 05-Mar-1991| 26.544| 27.433| 26.392| 27.128| 0| 100| LONG| -127.006| 240.117| 58.423|

| 06-Mar-1991| 27.306| 27.408| 26.951| 27.001| 0| 100| LONG| -139.706| 227.416| -12.701|

| 07-Mar-1991| 26.976| 27.179| 26.747| 26.925| 0| 100| LONG| -147.327| 219.796| -7.620|

| 08-Mar-1991| 27.052| 27.154| 26.620| 26.671| 0| 100| LONG| -172.728| 194.395| -25.401|

| 11-Mar-1991| 26.417| 26.519| 26.163| 26.239| 0| 100| LONG| -215.910| 151.213| -43.182|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 12-Mar-1991| 26.189| 26.265| 25.706| 25.808| 0| 100| LONG| -259.092| 108.031| -43.182|

| 13-Mar-1991| 25.808| 26.341| 25.757| 26.239| 0| 100| LONG| -215.910| 151.213| 43.182|

| 14-Mar-1991| 26.265| 26.570| 25.706| 26.036| 0| 100| LONG| -236.231| 130.892| -20.321|

| 15-Mar-1991| 25.960| 25.960| 25.655| 25.731| 0| 100| LONG| -266.712| 100.411| -30.481|

| 18-Mar-1991| 25.681| 26.036| 25.655| 25.985| 0| 100| LONG| -241.311| 125.812| 25.401|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 19-Mar-1991| 24.131| 24.182| 23.369| 23.394| 0| 100| LONG| -500.403| -133.280| -259.092|

| 20-Mar-1991| 23.369| 23.445| 23.064| 23.191| 0| 100| LONG| -520.723| -153.601| -20.321|

| 21-Mar-1991| 23.318| 23.369| 22.556| 22.734| 1| 0| FLAT| -570.446| -203.323| -49.722|

| 22-Mar-1991| 22.759| 22.886| 22.607| 22.683| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 25-Mar-1991| 22.734| 23.090| 22.709| 23.064| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 26-Mar-1991| 23.064| 23.293| 23.039| 23.140| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 27-Mar-1991| 23.242| 23.293| 22.861| 22.937| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 28-Mar-1991| 23.166| 23.242| 22.937| 23.140| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 01-Apr-1991| 23.140| 23.217| 22.734| 22.810| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 02-Apr-1991| 22.861| 23.064| 22.582| 23.013| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 03-Apr-1991| 23.039| 23.217| 22.963| 22.988| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 04-Apr-1991| 23.090| 23.318| 22.785| 23.064| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 05-Apr-1991| 23.191| 23.267| 22.861| 22.886| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 08-Apr-1991| 22.836| 23.064| 22.759| 22.963| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 09-Apr-1991| 22.912| 23.039| 22.556| 22.607| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 10-Apr-1991| 22.632| 22.683| 22.353| 22.607| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 11-Apr-1991| 22.582| 22.734| 22.378| 22.480| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 12-Apr-1991| 22.556| 22.556| 21.972| 22.048| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 15-Apr-1991| 21.997| 22.023| 21.464| 21.718| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 16-Apr-1991| 21.743| 22.201| 21.693| 22.201| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 17-Apr-1991| 22.277| 22.505| 22.201| 22.328| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 18-Apr-1991| 22.353| 22.505| 22.226| 22.302| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 19-Apr-1991| 22.201| 22.404| 22.150| 22.251| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 22-Apr-1991| 22.099| 22.226| 21.972| 22.048| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 23-Apr-1991| 22.150| 22.175| 21.921| 22.023| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 24-Apr-1991| 22.023| 22.124| 21.947| 21.997| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 25-Apr-1991| 22.023| 22.175| 21.870| 21.947| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 26-Apr-1991| 21.947| 21.997| 21.794| 21.820| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 29-Apr-1991| 21.896| 21.921| 21.261| 21.312| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 30-Apr-1991| 21.439| 21.439| 20.753| 20.931| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 01-May-1991| 20.829| 21.235| 20.753| 21.134| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 02-May-1991| 21.083| 21.540| 21.083| 21.515| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 03-May-1991| 21.439| 21.642| 20.727| 21.058| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 06-May-1991| 21.047| 21.304| 21.047| 21.253| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 07-May-1991| 21.253| 21.278| 20.944| 20.944| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 08-May-1991| 20.996| 21.381| 20.919| 21.330| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 09-May-1991| 21.433| 21.767| 21.407| 21.767| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 10-May-1991| 21.767| 21.792| 21.176| 21.253| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 13-May-1991| 21.304| 21.792| 21.227| 21.767| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 14-May-1991| 21.690| 21.844| 21.510| 21.792| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 15-May-1991| 21.587| 21.612| 20.816| 21.124| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 16-May-1991| 21.330| 21.433| 21.176| 21.407| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 17-May-1991| 21.304| 21.510| 21.278| 21.330| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 20-May-1991| 21.407| 21.433| 21.201| 21.227| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 21-May-1991| 21.304| 21.433| 20.662| 20.867| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 22-May-1991| 21.021| 21.510| 20.970| 21.510| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 23-May-1991| 21.484| 21.510| 21.330| 21.510| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 24-May-1991| 21.510| 21.612| 21.484| 21.587| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 28-May-1991| 21.638| 21.664| 21.304| 21.612| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 29-May-1991| 21.510| 21.510| 21.330| 21.407| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 30-May-1991| 21.304| 21.612| 21.304| 21.458| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 31-May-1991| 21.458| 21.895| 21.330| 21.818| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 03-Jun-1991| 21.792| 22.075| 21.741| 21.869| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 04-Jun-1991| 21.715| 21.792| 21.510| 21.587| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 05-Jun-1991| 21.664| 21.690| 21.201| 21.227| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 06-Jun-1991| 21.201| 21.304| 20.970| 21.176| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 07-Jun-1991| 21.150| 21.176| 20.841| 20.970| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 10-Jun-1991| 21.047| 21.124| 20.996| 21.047| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 11-Jun-1991| 21.124| 21.278| 20.996| 21.021| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 12-Jun-1991| 20.944| 20.970| 20.687| 20.867| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 13-Jun-1991| 20.841| 20.841| 20.584| 20.687| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 14-Jun-1991| 20.841| 20.893| 20.533| 20.636| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 17-Jun-1991| 20.482| 20.559| 20.456| 20.456| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 18-Jun-1991| 20.507| 20.764| 20.507| 20.739| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 19-Jun-1991| 20.610| 20.816| 20.559| 20.764| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 20-Jun-1991| 20.302| 20.405| 19.968| 20.379| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 21-Jun-1991| 20.405| 20.559| 20.379| 20.482| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 24-Jun-1991| 20.379| 20.482| 20.199| 20.225| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 25-Jun-1991| 20.276| 20.482| 20.199| 20.430| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 26-Jun-1991| 20.379| 20.430| 20.173| 20.276| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 27-Jun-1991| 20.302| 20.302| 20.019| 20.071| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 28-Jun-1991| 19.993| 20.096| 19.865| 19.968| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 01-Jul-1991| 20.071| 20.276| 20.019| 20.225| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 02-Jul-1991| 20.199| 20.430| 20.173| 20.379| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 03-Jul-1991| 20.302| 20.327| 20.173| 20.173| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 05-Jul-1991| 20.173| 20.405| 20.122| 20.276| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 08-Jul-1991| 20.148| 20.662| 20.096| 20.662| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 09-Jul-1991| 20.636| 20.739| 20.405| 20.456| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 10-Jul-1991| 20.533| 20.636| 20.250| 20.302| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 11-Jul-1991| 20.327| 20.353| 20.148| 20.199| 0| 0| FLAT| -570.446| -203.323| 0.000|

|____________|________|________|________|________|_____________|______________|_____________|___________|________________|__________|

| 12-Jul-1991| 20.353| 20.507| 20.199| 20.430| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 15-Jul-1991| 20.456| 20.533| 20.405| 20.405| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 16-Jul-1991| 20.456| 20.456| 19.736| 19.865| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 17-Jul-1991| 19.788| 19.916| 19.762| 19.788| 0| 0| FLAT| -570.446| -203.323| 0.000|

| 18-Jul-1991| 19.865| 20.225| 19.659| 20.199| 0| 0| FLAT| -570.446| -203.323| 0.000|

(. . .)