Program Trading Values in the sequence of sell active, sell threshold, fair value, buy threshold, buy active for June-03-2005 SP500 JUN 2005,-1.51,-0.60,0.65,1.90,2.82 SP500 SEP 2005,0.51,2.73,5.69,8.65,10.87 SP500 DEC 2005,1.20,5.41,11.03,16.64,20.86 SP500 MAR 2006,2.00,8.29,16.63,24.96,31.25 SP500 JUN 2006,3.57,11.99,23.12,34.25,42.67 SP500 SEP 2006,5.01,15.62,29.60,43.59,54.20 SP500 DEC 2006,6.21,19.08,36.00,52.91,65.78 NASDAQ100 JUN 2005,-1.32,-0.00,1.79,3.34,4.47 NASDAQ100 SEP 2005,6.93,10.01,13.96,17.37,20.03 NASDAQ100 DEC 2005,13.71,19.56,27.03,33.48,38.52 DJIA JUN 2005,-11.77,-5.27,3.73,11.91,17.81 DJIA SEP 2005,13.23,25.70,37.16,47.59,58.92 DJIA DEC 2005,25.20,48.70,69.75,88.88,110.24