EUR/USD         11/1/2006         Long     0          
USD/CHF         11/1/2006         Short    -21       
GBP/USD         11/1/2006         Long     -26       
GBP/USD         11/1/2006         Short    -26       
EUR/USD         11/2/2006         Long     5          
USD/CHF         11/2/2006         Short    -5         
GBP/USD         11/2/2006         Long     -8         
EUR/USD         11/3/2006         Long     -19       
EUR/USD         11/3/2006         Short    40        
USD/CHF         11/3/2006         Long     70        
GBP/USD         11/3/2006         Short    70        
EUR/USD         11/6/2006         Long     12        
EUR/USD         11/7/2006         Long     40        
USD/CHF         11/7/2006         Short    0          
GBP/USD         11/7/2006         Long     0          
EUR/USD         11/8/2006         Short    25        
USD/CHF         11/8/2006         Long     23        
GBP/USD         11/8/2006         Short    0          
EUR/USD         11/9/2006         Long     -22       
EUR/USD         11/9/2006         Short    -22       
USD/CHF         11/9/2006         Long     -23       
USD/CHF         11/9/2006         Short    40        
GBP/USD         11/9/2006         Short    70        
GBP/USD         11/9/2006         Long     -29       
EUR/USD         11/10/2006        Short    28        
USD/CHF         11/10/2006        Long     34        
GBP/USD         11/10/2006        Short    22        
EUR/USD         11/13/2006        Short    31        
USD/CHF         11/13/2006        Long     31        
GBP/USD         11/13/2006        Short    52        
EUR/USD         11/14/2006        Short    -28       
EUR/USD         11/14/2006        Long     0          
USD/CHF         11/14/2006        Long     -31       
USD/CHF         11/14/2006        Short    -31       
GBP/USD         11/14/2006        Short    24        
EUR/USD         11/15/2006        Short    0          
USD/CHF         11/15/2006        Long     0          
USD/CHF         11/15/2006        Short    -1         
GBP/USD         11/15/2006        Short    0          
EUR/USD         11/16/2006        Short    -23       
EUR/USD         11/16/2006        Long     0          
USD/CHF         11/16/2006        Short    -11       
GBP/USD         11/16/2006        Long     -28       
EUR/USD         11/17/2006        Long     70        
USD/CHF         11/17/2006        Long     -47       
USD/CHF         11/17/2006        Short    44        
GBP/USD         11/17/2006        Long     70        
EUR/USD         11/20/2006        Short    9          
USD/CHF         11/20/2006        Long     -2         
EUR/USD         11/21/2006        Short    -24       
EUR/USD         11/21/2006        Longl    12        
USD/CHF         11/21/2006        Long     -20       
USD/CHF         11/21/2006        Short    8          
GBP/USD         11/21/2006        Long     -9         
EUR/USD         11/22/2006        Long     40        
USD/CHF         11/22/2006        Long     -21       
USD/CHF         11/22/2006        Short    70        
GBP/USD         11/22/2006        Long     70        
USD/CHF         11/23/2006        Short    -21       
GBP/USD         11/23/2006        Short    -13       
EUR/USD         11/24/2006        Long     0          
USD/CHF         11/24/2006        Short    0          
GBP/USD         11/24/2006        Long     -10       
EUR/USD         11/27/2006        Long     -4         
USD/CHF         11/27/2006        Short    1          
EUR/USD         11/28/2006        Long     0          
USD/CHF         11/28/2006        Short    -22       
USD/CHF         11/28/2006        Long     -22       
GBP/USD         11/28/2006        Long     0          
EUR/USD         11/29/2006        Short    0          
USD/CHF         11/29/2006        Long     18        
GBP/USD         11/29/2006        Long     -53       
GBP/USD         11/29/2006        Short    0          
EUR/USD         11/30/2006        Long     40        
USD/CHF         11/30/2006        Short    70        
GBP/USD         11/30/2006        Long     70