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Monthly periodicity error?



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I'm using the AA 'explore' feature to get a listing of prices with 
a monthly periodicity over Jan92 to May02. So I have set the 
periodicity to 'monthly', and requested O,H,L,C output.

When I examine the output, I notice two entries are given for Feb00 
(28th and 29th):

ZZZ,19991230,3044.00,3156.30,2976.70,3152.50
ZZZ,20000131,3152.50,3174.00,3016.00,3096.00
ZZZ,20000228,3096.00,3195.20,3077.70,3118.00 <---
ZZZ,20000229,3118.00,3151.00,3117.90,3135.70 <---
ZZZ,20000331,3135.70,3277.00,3127.40,3133.30
ZZZ,20000428,3133.30,3192.00,2882.60,3085.10


Can anyone shed some light on why I am getting two values for Feb00?

Many thanks