NNCSY Non-Commercial Short - NASDAQ 100 Stock Index 08/29/2000, 3980.00 09/05/2000, 4136.00 09/12/2000, 5929.00 09/19/2000, 5566.00 09/26/2000, 6521.00 10/03/2000, 5151.00 10/10/2000, 5946.00 10/17/2000, 6337.00 10/24/2000, 5643.00 10/31/2000, 6628.00 11/07/2000, 5796.00 11/14/2000, 7019.00 11/21/2000, 7448.00 11/28/2000, 6592.00 12/05/2000, 6573.00 12/12/2000, 7940.00 12/19/2000, 4825.00 12/26/2000, 5087.00 01/02/2001, 4987.00 01/09/2001, 4285.00 01/16/2001, 4135.00 01/23/2001, 5394.00 01/30/2001, 4133.00 02/06/2001, 6231.00 02/13/2001, 6166.00 02/20/2001, 4385.00 02/27/2001, 5434.00 03/06/2001, 6988.00 03/13/2001, 4660.00 03/20/2001, 4849.00 03/27/2001, 6154.00 04/03/2001, 5803.00 04/10/2001, 6461.00 04/17/2001, 6407.00 04/24/2001, 5053.00 05/01/2001, 6360.00 05/08/2001, 5663.00 05/15/2001, 5512.00 05/22/2001, 4530.00 05/29/2001, 3849.00 06/05/2001, 4472.00 06/12/2001, 5228.00 06/19/2001, 4595.00 06/26/2001, 5497.00 07/03/2001, 5195.00 07/10/2001, 5410.00 07/17/2001, 4989.00 07/24/2001, 6168.00 07/31/2001, 5179.00 08/07/2001, 5956.00 08/14/2001, 8303.00 08/21/2001, 9159.00 08/28/2001, 8447.00 09/04/2001, 8370.00 09/10/2001, 6602.00 09/18/2001, 7568.00 09/25/2001, 5084.00 10/02/2001, 5043.00 10/09/2001, 4730.00 10/16/2001, 4961.00 10/23/2001, 5440.00 10/30/2001, 4631.00 11/06/2001, 5502.00 11/13/2001, 5849.00 11/20/2001, 7114.00 11/27/2001, 5468.00 12/04/2001, 5149.00 12/11/2001, 4770.00 12/18/2001, 5294.00 12/21/2001, 6525.00 12/28/2001, 4141.00 01/08/2002, 4547.00 01/15/2002, 5207.00 01/22/2002, 7797.00 01/29/2002, 7597.00 02/05/2002, 7985.00 02/12/2002, 8639.00 02/19/2002, 9425.00 02/26/2002, 8974.00 03/05/2002, 7247.00 03/12/2002, 5817.00 03/19/2002, 3560.00 03/26/2002, 4926.00 04/02/2002, 5181.00 04/09/2002, 5139.00 04/16/2002, 6205.00 04/23/2002, 6913.00 04/30/2002, 7136.00 05/07/2002, 7412.00 05/14/2002, 7497.00 05/21/2002, 7082.00 05/28/2002, 8237.00 06/04/2002, 8407.00 06/11/2002, 7326.00 06/18/2002, 7351.00 06/25/2002, 8844.00 07/02/2002, 8409.00 07/09/2002, 7410.00 07/16/2002, 7806.00 07/23/2002, 7979.00 07/30/2002, 7435.00 08/06/2002, 7968.00 08/13/2002, 8703.00 08/20/2002, 7955.00 08/27/2002, 10466.00 09/03/2002, 9873.00 09/10/2002, 12253.00 09/17/2002, 11613.00 09/24/2002, 5875.00 10/01/2002, 7532.00 10/08/2002, 8001.00 10/15/2002, 6374.00 10/22/2002, 9137.00 10/29/2002, 8507.00 11/05/2002, 10522.00 11/12/2002, 10952.00 11/19/2002, 13030.00 11/26/2002, 11786.00 12/03/2002, 12799.00 12/10/2002, 15330.00 12/17/2002, 17113.00 12/23/2002, 9081.00 12/31/2002, 11007.00 01/07/2003, 11366.00 01/14/2003, 15585.00 01/21/2003, 16120.00 01/28/2003, 16984.00 02/04/2003, 16451.00 02/11/2003, 18239.00 02/18/2003, 17956.00 02/25/2003, 18710.00 03/04/2003, 18612.00 03/11/2003, 20159.00 03/18/2003, 19607.00 03/25/2003, 12792.00 04/01/2003, 12024.00 04/08/2003, 14480.00 04/15/2003, 15339.00 04/22/2003, 16735.00 04/29/2003, 18703.00 05/06/2003, 20994.00 05/13/2003, 21337.00 05/20/2003, 21475.00 05/27/2003, 22392.00 06/03/2003, 25235.00 06/10/2003, 28289.00 06/17/2003, 27529.00 06/24/2003, 17666.00 07/01/2003, 17596.00 07/08/2003, 19308.00 07/15/2003, 20051.00 07/22/2003, 22307.00 07/29/2003, 23113.00 08/05/2003, 18336.00 08/12/2003, 20410.00 08/19/2003, 20477.00 08/26/2003, 21409.00 09/02/2003, 19704.00 09/09/2003, 22870.00 09/16/2003, 22601.00 09/23/2003, 16629.00 09/30/2003, 17031.00 10/07/2003, 19430.00 10/14/2003, 21218.00 10/21/2003, 21168.00 10/28/2003, 23553.00 11/04/2003, 22251.00 11/11/2003, 24068.00 11/18/2003, 26871.00 11/25/2003, 25993.00 12/02/2003, 19692.00 12/09/2003, 22581.00 12/16/2003, 22415.00 12/22/2003, 21203.00 12/30/2003, 20827.00 01/06/2004, 19038.00 01/13/2004, 20720.00 01/20/2004, 21220.00 01/27/2004, 22799.00 02/03/2004, 16658.00 02/10/2004, 19521.00 02/17/2004, 21663.00 02/24/2004, 27721.00 03/02/2004, 29997.00 03/09/2004, 34739.00 03/16/2004, 37218.00 03/23/2004, 29065.00 03/30/2004, 27510.00 04/06/2004, 23784.00 04/12/2004, 24963.00 04/20/2004, 25967.00 04/27/2004, 27936.00 05/04/2004, 20403.00 05/11/2004, 21826.00 05/18/2004, 23395.00 05/25/2004, 24143.00 06/01/2004, 16604.00 06/08/2004, 18039.00 06/15/2004, 19017.00 06/22/2004, 18269.00 06/29/2004, 17360.00 07/06/2004, 13429.00 07/13/2004, 15163.00 07/20/2004, 19279.00 07/27/2004, 21876.00 08/03/2004, 16218.00 08/10/2004, 19242.00 08/17/2004, 21355.00 08/24/2004, 21327.00 08/31/2004, 23464.00 09/07/2004, 22999.00 09/14/2004, 22752.00 09/21/2004, 15586.00 09/28/2004, 19011.00 10/05/2004, 13889.00 10/12/2004, 14015.00 10/19/2004, 16311.00 10/26/2004, 17091.00 11/02/2004, 10826.00 11/16/2004, 13688.00 11/30/2004, 10412.00 12/07/2004, 8963.00 12/14/2004, 9505.00 12/21/2004, 12250.00 12/28/2004, 13097.00 01/04/2005, 10587.00 01/11/2005, 14275.00 01/18/2005, 14642.00 01/25/2005, 15306.00 02/01/2005, 15740.00 02/08/2005, 16247.00 02/15/2005, 17384.00 02/22/2005, 19431.00 03/01/2005, 20074.00 03/08/2005, 13344.00 03/15/2005, 17342.00 03/22/2005, 17734.00 03/29/2005, 17416.00 04/05/2005, 15658.00 04/12/2005, 16845.00 04/19/2005, 18378.00 04/26/2005, 20407.00 05/03/2005, 19164.00 05/10/2005, 18228.00 05/17/2005, 20372.00 05/24/2005, 17683.00 05/31/2005, 12967.00 06/07/2005, 11473.00 06/14/2005, 11637.00 06/21/2005, 7413.00 06/28/2005, 8101.00 07/05/2005, 8066.00 07/12/2005, 8785.00 07/19/2005, 7104.00 07/26/2005, 8617.00 08/02/2005, 7552.00 08/09/2005, 8624.00 08/16/2005, 10882.00 08/23/2005, 13600.00 08/30/2005, 16117.00 09/06/2005, 16274.00 09/13/2005, 17581.00 09/20/2005, 11790.00 09/27/2005, 12776.00 10/04/2005, 9622.00 10/11/2005, 12239.00 10/18/2005, 16076.00 10/25/2005, 13154.00 11/01/2005, 13591.00 11/15/2005, 12487.00 11/29/2005, 13898.00 12/06/2005, 8525.00 12/13/2005, 9303.00 12/20/2005, 7800.00 12/27/2005, 8349.00 01/03/2006, 10155.00 01/10/2006, 8025.00 01/17/2006, 8195.00 01/24/2006, 8543.00 01/31/2006, 9516.00 02/07/2006, 9091.00 02/14/2006, 8775.00 02/21/2006, 8709.00 02/28/2006, 8325.00 03/07/2006, 9188.00 03/14/2006, 9239.00 03/21/2006, 10810.00 03/28/2006, 11193.00 04/04/2006, 12184.00 04/18/2006, 12077.00 04/25/2006, 11685.00 05/02/2006, 11875.00 05/09/2006, 9520.00 05/16/2006, 11768.00 05/23/2006, 15540.00 05/30/2006, 15230.00 06/06/2006, 16844.00 06/13/2006, 13957.00 06/20/2006, 14999.00 06/27/2006, 14229.00 07/03/2006, 12083.00 07/11/2006, 14736.00 07/18/2006, 14653.00 07/25/2006, 15629.00 08/01/2006, 15582.00 08/08/2006, 18108.00 08/15/2006, 13132.00 08/22/2006, 13804.00 09/05/2006, 13833.00 09/12/2006, 12882.00 09/19/2006, 12939.00 09/26/2006, 12500.00 10/03/2006, 13128.00 10/17/2006, 12567.00 10/24/2006, 8617.00 10/31/2006, 7653.00 11/14/2006, 7853.00 11/28/2006, 8018.00 12/05/2006, 6716.00 12/19/2006, 11180.00 12/26/2006, 11118.00 01/09/2007, 10939.00 01/16/2007, 9926.00 01/23/2007, 11258.00 01/30/2007, 10186.00 02/06/2007, 9457.00 02/13/2007, 10243.00 02/20/2007, 5404.00 02/27/2007, 6569.00 03/06/2007, 8563.00 03/13/2007, 8055.00 03/20/2007, 13381.00 03/27/2007, 13944.00 04/03/2007, 14277.00 04/10/2007, 14117.00 04/17/2007, 14103.00 04/24/2007, 13289.00 05/01/2007, 13512.00 05/08/2007, 13187.00 05/15/2007, 14897.00 05/22/2007, 14588.00 05/29/2007, 14542.00 06/05/2007, 13957.00 06/12/2007, 13886.00 06/26/2007, 16079.00 07/10/2007, 16825.00 07/17/2007, 17318.00 07/24/2007, 19747.00 07/31/2007, 21616.00 08/07/2007, 20594.00 08/14/2007, 21706.00 08/28/2007, 24660.00 09/04/2007, 24771.00 09/11/2007, 25489.00 09/25/2007, 10809.00 10/02/2007, 10023.00 10/16/2007, 10465.00 10/23/2007, 11528.00 10/30/2007, 11487.00 11/06/2007, 11511.00