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Here's a nice simple example which I won't bother posting the code
for right now. I'll add that it trades long and short and that in
it's current form there are no variables therefore no optimization ...
Below are the stats for the system ...
Feel free to have at it with MCS or any other tools you like ...
Tell me what you think about this sytem and the liklihood of it
performing well with real money from this point forward i.e. would
you start trading this system from this point forward ? and what
would it take for you to question at some point down the road whether
or not the system was really viable ...
Statistics
All trades Long trades Short trades
Initial capital 10000.00 10000.00 10000.00
Ending capital 2253339.71 1347866.88 915472.83
Net Profit 2243339.71 1337866.88 905472.83
Net Profit % 22433.40 % 13378.67 % 9054.73 %
Exposure % 100.00 % 57.95 % 42.05 %
Net Risk Adjusted Return % 22433.40 % 23085.27 % 21534.92 %
Annual Return % 66.08 % 58.28 % 52.65 %
Risk Adjusted Return % 66.08 % 100.56 % 125.21 %
----------------------------------------------------------------------
----------
All trades 1028 514 (50.00 %) 514 (50.00 %)
Avg. Profit/Loss 2182.24 2602.85 1761.62
Avg. Profit/Loss % 0.54 % 0.66 % 0.43 %
Avg. Bars Held 3.62 4.04 3.21
----------------------------------------------------------------------
----------
Winners 488 (47.47 %) 278 (27.04 %) 210 (20.43 %)
Total Profit 3697288.81 2007170.00 1690118.81
Avg. Profit 7576.41 7220.04 8048.18
Avg. Profit % 1.68 % 1.67 % 1.70 %
Avg. Bars Held 5.04 5.46 4.50
Max. Consecutive 7 11 5
Largest win 195923.16 117095.62 195923.16
# bars in largest win 6 10 6
----------------------------------------------------------------------
----------
Losers 540 (52.53 %) 236 (22.96 %) 304 (29.57 %)
Total Loss -1453949.10 -669303.12 -784645.98
Avg. Loss -2692.50 -2836.03 -2581.07
Avg. Loss % -0.49 % -0.54 % -0.45 %
Avg. Bars Held 2.34 2.37 2.32
Max. Consecutive 8 5 12
Largest loss -76725.75 -76725.75 -41591.59
# bars in largest loss 2 2 2
----------------------------------------------------------------------
----------
Max. trade drawdown -85035.39 -80262.85 -85035.39
Max. trade % drawdown -4.48 % -4.48 % -4.14 %
Max. system drawdown -145891.29 -115702.97 -137885.12
Max. system % drawdown -7.48 % -9.27 % -24.63 %
Recovery Factor 15.38 11.56 6.57
CAR/MaxDD 8.84 6.29 2.14
RAR/MaxDD 8.84 10.85 5.08
Profit Factor 2.54 3.00 2.15
Payoff Ratio 2.81 2.55 3.12
Standard Error 272050.41 170608.04 106627.55
Risk-Reward Ratio 0.45 0.46 0.42
Ulcer Index 1.36 1.97 5.51
Ulcer Performance Index 44.47 26.88 8.57
Sharpe Ratio of trades 2.46 2.50 1.92
K-Ratio 0.0267 0.0270 0.0250
----------------------------------------------------------------------
----------
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value
Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
RUT-I Long 9/28/1989
177.37 10/10/1989
180.27 1.63% 163.50
1.64% 56.3793 10000.00 163.50 9 18.17 0.00%
1.92% 0/0
RUT-I Short 10/10/1989
180.27 10/18/1989
170.97 -5.16% 524.33
5.16% 56.3793 10163.50 687.83 7 74.90 0.00%
5.70% 0/0
RUT-I Long 10/18/1989
170.97 10/20/1989
173.25 1.33% 142.53
1.33% 62.5129 10687.83 830.36 3 47.51 0.00%
1.40% 0/0
RUT-I Short 10/20/1989
173.25 10/25/1989
170.23 -1.74% 188.79
1.74% 62.5129 10830.36 1019.15 4 47.20 0.00%
2.01% 0/0
RUT-I Long 10/25/1989
170.23 10/26/1989
168.81 -0.83% -91.92
-0.83% 64.7309 11019.15 927.23 2 -45.96 -0.83%
0.00% 0/0
RUT-I Short 10/26/1989
168.81 10/31/1989
167.47 -0.79% 86.74
0.79% 64.7309 10927.23 1013.97 4 21.68 0.00%
1.47% 0/0
RUT-I Long 10/31/1989
167.47 11/2/1989
167.25 -0.13% -14.47
-0.13% 65.7668 11013.97 999.50 3 -4.82 -0.13%
0.21% 0/0
RUT-I Short 11/2/1989
167.25 11/3/1989
167.39 0.08% -9.21
-0.08% 65.7668 10999.50 990.29 2 -4.60 -0.08%
0.00% 0/0
RUT-I Long 11/3/1989
167.39 11/6/1989
165.76 -0.97% -107.02
-0.97% 65.6568 10990.29 883.27 2 -53.51 -0.97%
0.00% 0/0
RUT-I Short 11/6/1989
165.76 11/7/1989
165.79 0.02% -1.97
-0.02% 65.6568 10883.27 881.30 2 -0.98 -0.02%
0.00% 0/0
RUT-I Long 11/7/1989
165.79 11/9/1989
167.07 0.77% 84.01
0.77% 65.633 10881.30 965.31 3 28.00 0.00%
0.85% 0/0
RUT-I Short 11/9/1989
167.07 11/10/1989
167.63 0.34% -36.75
-0.34% 65.633 10965.31 928.56 2 -18.38 -0.34%
0.00% 0/0
RUT-I Long 11/10/1989
167.63 11/13/1989
167.52 -0.07% -7.17
-0.07% 65.1945 10928.56 921.39 2 -3.59 -0.07%
0.00% 0/0
RUT-I Short 11/13/1989
167.52 11/15/1989
167.66 0.08% -9.13
-0.08% 65.1945 10921.39 912.26 3 -3.04 -0.08%
0.15% 0/0
RUT-I Long 11/15/1989
167.66 11/16/1989
167.59 -0.04% -4.56
-0.04% 65.0856 10912.26 907.70 2 -2.28 -0.04%
0.00% 0/0
RUT-I Short 11/16/1989
167.59 11/17/1989
168.26 0.40% -43.61
-0.40% 65.0856 10907.70 864.09 2 -21.80 -0.40%
0.00% 0/0
RUT-I Long 11/17/1989
168.26 11/20/1989
167.29 -0.58% -62.63
-0.58% 64.5673 10864.09 801.46 2 -31.32 -0.58%
0.00% 0/0
RUT-I Short 11/20/1989
167.29 11/22/1989
167.18 -0.07% 7.10
0.07% 64.5673 10801.46 808.57 3 2.37 0.00%
0.40% 0/0
RUT-I Long 11/22/1989
167.18 11/29/1989
168.06 0.53% 56.89
0.53% 64.6523 10808.57 865.46 5 11.38 0.00%
0.78% 0/0
RUT-I Short 11/29/1989
168.06 11/30/1989
168.18 0.07% -7.76
-0.07% 64.6523 10865.46 857.70 2 -3.88 -0.07%
0.00% 0/0
RUT-I Long 11/30/1989
168.18 12/5/1989
168.43 0.15% 16.14
0.15% 64.56 10857.70 873.84 4 4.04 0.00%
0.24% 0/0
RUT-I Short 12/5/1989
168.43 12/6/1989
168.87 0.26% -28.41
-0.26% 64.56 10873.84 845.44 2 -14.20 -0.26%
0.00% 0/0
RUT-I Long 12/6/1989
168.87 12/7/1989
168.59 -0.17% -17.98
-0.17% 64.2236 10845.44 827.45 2 -8.99 -0.17%
0.00% 0/0
RUT-I Short 12/7/1989
168.59 12/8/1989
168.77 0.11% -11.56
-0.11% 64.2236 10827.45 815.89 2 -5.78 -0.11%
0.00% 0/0
RUT-I Long 12/8/1989
168.77 12/11/1989
168.03 -0.44% -47.42
-0.44% 64.0866 10815.89 768.47 2 -23.71 -0.44%
0.00% 0/0
RUT-I Short 12/11/1989
168.03 12/12/1989
168.05 0.01% -1.28
-0.01% 64.0866 10768.47 767.19 2 -0.64 -0.01%
0.00% 0/0
RUT-I Long 12/12/1989
168.05 12/14/1989
167.26 -0.47% -50.62
-0.47% 64.0713 10767.19 716.57 3 -16.87 -0.47%
0.18% 0/0
RUT-I Short 12/14/1989
167.26 12/20/1989
163.02 -2.53% 271.66
2.53% 64.0713 10716.57 988.23 5 54.33 0.00%
2.65% 0/0
RUT-I Long 12/20/1989
163.02 1/4/1990
170.09 4.34% 476.55
4.34% 67.4042 10988.23 1464.78 10 47.65 0.00%
4.77% 0/0
RUT-I Short 1/4/1990
170.09 1/11/1990
168.01 -1.22% 140.20
1.22% 67.4042 11464.78 1604.98 6 23.37 0.00%
1.26% 0/0
RUT-I Long 1/11/1990
168.01 1/12/1990
164.37 -2.17% -251.43
-2.17% 69.0732 11604.98 1353.56 2 -125.71 -2.17%
0.00% 0/0
RUT-I Short 1/12/1990
164.37 1/16/1990
163.3 -0.65% 73.91
0.65% 69.0732 11353.56 1427.46 3 24.64 0.00%
0.88% 0/0
RUT-I Long 1/16/1990
163.3 1/18/1990
162.76 -0.33% -37.79
-0.33% 69.9783 11427.46 1389.68 3 -12.60 -0.33%
0.13% 0/0
RUT-I Short 1/18/1990
162.76 1/19/1990
163.57 0.50% -56.68
-0.50% 69.9783 11389.68 1332.99 2 -28.34 -0.50%
0.00% 0/0
RUT-I Long 1/19/1990
163.57 1/22/1990
161.13 -1.49% -169.06
-1.49% 69.2853 11332.99 1163.94 2 -84.53 -1.49%
0.00% 0/0
RUT-I Short 1/22/1990
161.13 1/31/1990
153.26 -4.88% 545.28
4.88% 69.2853 11163.94 1709.21 8 68.16 0.00%
5.28% 0/0
RUT-I Long 1/31/1990
153.26 2/12/1990
158.5 3.42% 400.34
3.42% 76.401 11709.21 2109.55 9 44.48 0.00%
3.83% 0/0
RUT-I Short 2/12/1990
158.5 2/14/1990
158.21 -0.18% 22.16
0.18% 76.401 12109.55 2131.71 3 7.39 0.00%
0.20% 0/0
RUT-I Long 2/14/1990
158.21 2/20/1990
157.85 -0.23% -27.61
-0.23% 76.6811 12131.71 2104.10 4 -6.90 -0.23%
0.69% 0/0
RUT-I Short 2/20/1990
157.85 2/22/1990
157.8 -0.03% 3.83
0.03% 76.6811 12104.10 2107.94 3 1.28 0.00%
0.51% 0/0
RUT-I Long 2/22/1990
157.8 2/23/1990
156.64 -0.74% -89.01
-0.74% 76.7297 12107.94 2018.93 2 -44.50 -0.74%
0.00% 0/0
RUT-I Short 2/23/1990
156.64 2/27/1990
156.84 0.13% -15.35
-0.13% 76.7297 12018.93 2003.59 3 -5.12 -0.13%
0.19% 0/0
RUT-I Long 2/27/1990
156.84 3/13/1990
162.06 3.33% 399.51
3.33% 76.534 12003.59 2403.09 11 36.32 0.00%
3.44% 0/0
RUT-I Short 3/13/1990
162.06 3/14/1990
162.79 0.45% -55.87
-0.45% 76.534 12403.09 2347.22 2 -27.93 -0.45%
0.00% 0/0
RUT-I Long 3/14/1990
162.79 3/20/1990
164.24 0.89% 109.98
0.89% 75.8476 12347.22 2457.20 5 22.00 0.00%
0.98% 0/0
RUT-I Short 3/20/1990
164.24 3/23/1990
163.62 -0.38% 47.03
0.38% 75.8476 12457.20 2504.23 4 11.76 0.00%
0.91% 0/0
RUT-I Long 3/23/1990
163.62 3/28/1990
163.81 0.12% 14.52
0.12% 76.4224 12504.23 2518.75 4 3.63 0.00%
0.28% 0/0
RUT-I Short 3/28/1990
163.81 3/30/1990
163.64 -0.10% 12.99
0.10% 76.4224 12518.75 2531.74 3 4.33 0.00%
0.24% 0/0
RUT-I Long 3/30/1990
163.64 4/2/1990
162.34 -0.79% -99.56
-0.79% 76.5812 12531.74 2432.19 2 -49.78 -0.79%
0.00% 0/0
RUT-I Short 4/2/1990
162.34 4/3/1990
163.4 0.65% -81.18
-0.65% 76.5812 12432.19 2351.01 2 -40.59 -0.65%
0.00% 0/0
RUT-I Long 4/3/1990
163.4 4/4/1990
162.84 -0.34% -42.33
-0.34% 75.5876 12351.01 2308.68 2 -21.16 -0.34%
0.00% 0/0
RUT-I Short 4/4/1990
162.84 4/10/1990
161.91 -0.57% 70.30
0.57% 75.5876 12308.68 2378.98 5 14.06 0.00%
0.85% 0/0
RUT-I Long 4/10/1990
161.91 4/16/1990
162.52 0.38% 46.64
0.38% 76.4559 12378.98 2425.61 4 11.66 0.00%
0.41% 0/0
RUT-I Short 4/16/1990
162.52 4/25/1990
158.6 -2.41% 299.71
2.41% 76.4559 12425.61 2725.32 8 37.46 0.00%
2.57% 0/0
RUT-I Long 4/25/1990
158.6 4/27/1990
157.82 -0.49% -62.58
-0.49% 80.2353 12725.32 2662.74 3 -20.86 -0.49%
0.08% 0/0
RUT-I Short 4/27/1990
157.82 4/30/1990
158.09 0.17% -21.66
-0.17% 80.2353 12662.74 2641.07 2 -10.83 -0.17%
0.00% 0/0
RUT-I Long 4/30/1990
158.09 5/15/1990
163.66 3.52% 445.38
3.52% 79.9613 12641.07 3086.46 12 37.12 0.00%
3.64% 0/0
RUT-I Short 5/15/1990
163.66 5/16/1990
163.85 0.12% -15.19
-0.12% 79.9613 13086.46 3071.27 2 -7.60 -0.12%
0.00% 0/0
RUT-I Long 5/16/1990
163.85 5/25/1990
167.3 2.11% 275.23
2.11% 79.7758 13071.27 3346.49 8 34.40 0.00%
2.56% 0/0
RUT-I Short 5/25/1990
167.3 5/29/1990
168.2 0.54% -71.80
-0.54% 79.7758 13346.49 3274.69 2 -35.90 -0.54%
0.00% 0/0
RUT-I Long 5/29/1990
168.2 6/5/1990
170.23 1.21% 160.21
1.21% 78.9221 13274.70 3434.91 6 26.70 0.00%
1.44% 0/0
RUT-I Short 6/5/1990
170.23 6/11/1990
169.09 -0.67% 89.97
0.67% 78.9221 13434.91 3524.88 5 17.99 0.00%
0.76% 0/0
RUT-I Long 6/11/1990
169.09 6/14/1990
170.63 0.91% 123.18
0.91% 79.9863 13524.88 3648.06 4 30.79 0.00%
1.05% 0/0
RUT-I Short 6/14/1990
170.63 6/15/1990
170.9 0.16% -21.60
-0.16% 79.9863 13648.06 3626.46 2 -10.80 -0.16%
0.00% 0/0
RUT-I Long 6/15/1990
170.9 6/18/1990
168.73 -1.27% -173.02
-1.27% 79.7335 13626.46 3453.44 2 -86.51 -1.27%
0.00% 0/0
RUT-I Short 6/18/1990
168.73 6/21/1990
168.44 -0.17% 23.12
0.17% 79.7335 13453.44 3476.56 4 5.78 0.00%
0.30% 0/0
RUT-I Long 6/21/1990
168.44 6/22/1990
168 -0.26% -35.20
-0.26% 80.0081 13476.56 3441.36 2 -17.60 -0.26%
0.00% 0/0
RUT-I Short 6/22/1990
168 6/27/1990
167.24 -0.45% 60.81
0.45% 80.0081 13441.36 3502.16 4 15.20 0.00%
0.65% 0/0
RUT-I Long 6/27/1990
167.24 7/2/1990
169 1.05% 142.09
1.05% 80.7353 13502.16 3644.26 4 35.52 0.00%
1.12% 0/0
RUT-I Short 7/2/1990
169 7/6/1990
168.2 -0.47% 64.59
0.47% 80.7353 13644.26 3708.85 4 16.15 0.00%
0.58% 0/0
RUT-I Long 7/6/1990
168.2 7/9/1990
168.11 -0.05% -7.34
-0.05% 81.5033 13708.85 3701.51 2 -3.67 -0.05%
0.00% 0/0
RUT-I Short 7/9/1990
168.11 7/11/1990
168.67 0.33% -45.64
-0.33% 81.5032 13701.51 3655.87 3 -15.21 -0.33%
0.26% 0/0
RUT-I Long 7/11/1990
168.67 7/16/1990
170.03 0.81% 110.11
0.81% 80.9621 13655.87 3765.98 4 27.53 0.00%
0.81% 0/0
RUT-I Short 7/16/1990
170.03 7/24/1990
163.24 -3.99% 549.73
3.99% 80.9621 13765.98 4315.71 7 78.53 0.00%
4.21% 0/0
RUT-I Long 7/24/1990
163.24 7/27/1990
163.18 -0.04% -5.26
-0.04% 87.6973 14315.71 4310.45 4 -1.32 -0.04%
0.51% 0/0
RUT-I Short 7/27/1990
163.18 8/7/1990
149.21 -8.56% 1225.13
8.56% 87.6973 14310.45 5535.58 8 153.14 0.00%
8.68% 0/0
RUT-I Long 8/7/1990
149.21 8/10/1990
150.84 1.09% 169.71
1.09% 104.119 15535.58 5705.29 4 42.43 0.00%
2.23% 0/0
RUT-I Short 8/10/1990
150.84 8/14/1990
151.14 0.20% -31.24
-0.20% 104.119 15705.29 5674.06 3 -10.41 -0.20%
0.28% 0/0
RUT-I Long 8/14/1990
151.14 8/16/1990
148.47 -1.77% -276.89
-1.77% 103.706 15674.06 5397.16 3 -92.30 -1.77%
0.11% 0/0
RUT-I Short 8/16/1990
148.47 8/24/1990
134.23 -9.59% 1476.77
9.59% 103.706 15397.16 6873.93 7 210.97 0.00%
10.47% 0/0
RUT-I Long 8/24/1990
134.23 8/30/1990
139.31 3.78% 638.60
3.78% 125.709 16873.93 7512.53 5 127.72 0.00%
4.34% 0/0
RUT-I Short 8/30/1990
139.31 8/31/1990
139.51 0.14% -25.14
-0.14% 125.709 17512.53 7487.39 2 -12.57 -0.14%
0.00% 0/0
RUT-I Long 8/31/1990
139.51 9/4/1990
139.11 -0.29% -50.14
-0.29% 125.349 17487.39 7437.25 2 -25.07 -0.29%
0.00% 0/0
RUT-I Short 9/4/1990
139.11 9/5/1990
140.02 0.65% -114.07
-0.65% 125.349 17437.25 7323.18 2 -57.03 -0.65%
0.00% 0/0
RUT-I Long 9/5/1990
140.02 9/6/1990
139.34 -0.49% -84.13
-0.49% 123.719 17323.18 7239.06 2 -42.06 -0.49%
0.00% 0/0
RUT-I Short 9/6/1990
139.34 9/7/1990
140.11 0.55% -95.26
-0.55% 123.719 17239.06 7143.79 2 -47.63 -0.55%
0.00% 0/0
RUT-I Long 9/7/1990
140.11 9/11/1990
139.78 -0.24% -40.38
-0.24% 122.36 17143.79 7103.41 3 -13.46 -0.24%
0.16% 0/0
RUT-I Short 9/11/1990
139.78 9/12/1990
139.89 0.08% -13.46
-0.08% 122.36 17103.41 7089.95 2 -6.73 -0.08%
0.00% 0/0
RUT-I Long 9/12/1990
139.89 9/13/1990
138.71 -0.84% -144.16
-0.84% 122.167 17089.95 6945.80 2 -72.08 -0.84%
0.00% 0/0
RUT-I Short 9/13/1990
138.71 9/25/1990
130.52 -5.90% 1000.55
5.90% 122.167 16945.80 7946.34 9 111.17 0.00%
6.01% 0/0
RUT-I Long 9/25/1990
130.52 9/26/1990
128.65 -1.43% -257.12
-1.43% 137.499 17946.35 7689.22 2 -128.56 -1.43%
0.00% 0/0
RUT-I Short 9/26/1990
128.65 9/28/1990
126.74 -1.48% 262.62
1.48% 137.499 17689.22 7951.84 3 87.54 0.00%
1.92% 0/0
RUT-I Long 9/28/1990
126.74 10/3/1990
128.06 1.04% 186.97
1.04% 141.643 17951.84 8138.81 4 46.74 0.00%
1.83% 0/0
RUT-I Short 10/3/1990
128.06 10/8/1990
126.9 -0.91% 164.31
0.91% 141.643 18138.81 8303.12 4 41.08 0.00%
0.95% 0/0
RUT-I Long 10/8/1990
126.9 10/9/1990
124.35 -2.01% -367.79
-2.01% 144.233 18303.12 7935.33 2 -183.90 -2.01%
0.00% 0/0
RUT-I Short 10/9/1990
124.35 10/12/1990
120.44 -3.14% 563.95
3.14% 144.233 17935.33 8499.28 4 140.99 0.00%
3.48% 0/0
RUT-I Long 10/12/1990
120.44 10/16/1990
119.32 -0.93% -172.03
-0.93% 153.597 18499.28 8327.25 3 -57.34 -0.93%
0.00% 0/0
RUT-I Short 10/16/1990
119.32 10/17/1990
119.48 0.13% -24.58
-0.13% 153.597 18327.25 8302.67 2 -12.29 -0.13%
0.00% 0/0
RUT-I Long 10/17/1990
119.48 10/22/1990
121.6 1.77% 324.75
1.77% 153.186 18302.67 8627.43 4 81.19 0.00%
2.21% 0/0
RUT-I Short 10/22/1990
121.6 10/23/1990
122.28 0.56% -104.17
-0.56% 153.186 18627.43 8523.26 2 -52.08 -0.56%
0.00% 0/0
RUT-I Long 10/23/1990
122.28 10/24/1990
122.25 -0.02% -4.54
-0.02% 151.482 18523.26 8518.71 2 -2.27 -0.02%
0.00% 0/0
RUT-I Short 10/24/1990
122.25 10/25/1990
122.39 0.11% -21.21
-0.11% 151.482 18518.71 8497.51 2 -10.60 -0.11%
0.00% 0/0
RUT-I Long 10/25/1990
122.39 10/26/1990
120.87 -1.24% -229.73
-1.24% 151.136 18497.51 8267.78 2 -114.86 -1.24%
0.00% 0/0
RUT-I Short 10/26/1990
120.87 11/1/1990
118.91 -1.62% 296.23
1.62% 151.136 18267.78 8564.01 5 59.25 0.00%
1.70% 0/0
RUT-I Long 11/1/1990
118.91 11/7/1990
120.35 1.21% 224.81
1.21% 156.118 18564.01 8788.82 5 44.96 0.00%
2.01% 0/0
RUT-I Short 11/7/1990
120.35 11/9/1990
121.3 0.79% -148.31
-0.79% 156.118 18788.82 8640.50 3 -49.44 -0.79%
0.17% 0/0
RUT-I Long 11/9/1990
121.3 11/15/1990
124.31 2.48% 462.56
2.48% 153.673 18640.51 9103.06 5 92.51 0.00%
2.84% 0/0
RUT-I Short 11/15/1990
124.31 11/19/1990
124.73 0.34% -64.54
-0.34% 153.673 19103.06 9038.52 3 -21.51 -0.34%
0.04% 0/0
RUT-I Long 11/19/1990
124.73 11/20/1990
124.14 -0.47% -90.06
-0.47% 152.638 19038.52 8948.46 2 -45.03 -0.47%
0.00% 0/0
RUT-I Short 11/20/1990
124.14 11/23/1990
124.26 0.10% -18.32
-0.10% 152.638 18948.46 8930.14 3 -6.11 -0.10%
0.08% 0/0
RUT-I Long 11/23/1990
124.26 11/26/1990
123.99 -0.22% -41.13
-0.22% 152.343 18930.14 8889.01 2 -20.57 -0.22%
0.00% 0/0
RUT-I Short 11/26/1990
123.99 11/27/1990
125.24 1.01% -190.43
-1.01% 152.343 18889.01 8698.58 2 -95.21 -1.01%
0.00% 0/0
RUT-I Long 11/27/1990
125.24 12/7/1990
130.95 4.56% 852.51
4.56% 149.302 18698.58 9551.10 9 94.72 0.00%
4.70% 0/0
RUT-I Short 12/7/1990
130.95 12/12/1990
130.57 -0.29% 56.73
0.29% 149.302 19551.10 9607.83 4 14.18 0.00%
0.82% 0/0
RUT-I Long 12/12/1990
130.57 12/14/1990
130.17 -0.31% -60.07
-0.31% 150.171 19607.83 9547.76 3 -20.02 -0.31%
0.30% 0/0
RUT-I Short 12/14/1990
130.17 12/18/1990
129.96 -0.16% 31.54
0.16% 150.171 19547.76 9579.30 3 10.51 0.00%
0.81% 0/0
RUT-I Long 12/18/1990
129.96 12/24/1990
130.46 0.38% 75.33
0.38% 150.656 19579.30 9654.63 5 15.07 0.00%
0.68% 0/0
RUT-I Short 12/24/1990
130.46 12/26/1990
130.83 0.28% -55.74
-0.28% 150.656 19654.63 9598.88 2 -27.87 -0.28%
0.00% 0/0
RUT-I Long 12/26/1990
130.83 12/27/1990
130.62 -0.16% -31.46
-0.16% 149.804 19598.88 9567.43 2 -15.73 -0.16%
0.00% 0/0
RUT-I Short 12/27/1990
130.62 12/31/1990
132.19 1.20% -235.19
-1.20% 149.804 19567.43 9332.23 3 -78.40 -1.20%
0.12% 0/0
RUT-I Long 12/31/1990
132.19 1/2/1991
131.65 -0.41% -78.97
-0.41% 146.246 19332.23 9253.26 2 -39.49 -0.41%
0.00% 0/0
RUT-I Short 1/2/1991
131.65 1/10/1991
127.56 -3.11% 598.15
3.11% 146.246 19253.26 9851.41 7 85.45 0.00%
3.74% 0/0
RUT-I Long 1/10/1991
127.56 1/14/1991
125.39 -1.70% -337.70
-1.70% 155.624 19851.41 9513.70 3 -112.57 -1.70%
0.05% 0/0
RUT-I Short 1/14/1991
125.39 1/16/1991
126.8 1.12% -219.43
-1.12% 155.624 19513.70 9294.27 3 -73.14 -1.12%
0.11% 0/0
RUT-I Long 1/16/1991
126.8 1/18/1991
129.85 2.41% 464.10
2.41% 152.163 19294.27 9758.37 3 154.70 0.00%
2.72% 0/0
RUT-I Short 1/18/1991
129.85 1/21/1991
130.34 0.38% -74.56
-0.38% 152.163 19758.37 9683.81 2 -37.28 -0.38%
0.00% 0/0
RUT-I Long 1/21/1991
130.34 2/7/1991
151.08 15.91% 3132.13
15.91% 151.019 19683.81 12815.94 14 223.72 0.00%
16.84% 0/0
RUT-I Short 2/7/1991
151.08 2/8/1991
151.72 0.42% -96.65
-0.42% 151.019 22815.94 12719.29 2 -48.33 -0.42%
0.00% 0/0
RUT-I Long 2/8/1991
151.72 2/14/1991
155.32 2.37% 539.08
2.37% 149.745 22719.29 13258.37 5 107.82 0.00%
2.74% 0/0
RUT-I Short 2/14/1991
155.32 2/15/1991
156.82 0.97% -224.62
-0.97% 149.745 23258.37 13033.75 2 -112.31 -0.97%
0.00% 0/0
RUT-I Long 2/15/1991
156.82 2/19/1991
156.76 -0.04% -8.81
-0.04% 146.88 23033.75 13024.94 2 -4.41 -0.04%
0.00% 0/0
RUT-I Short 2/19/1991
156.76 2/21/1991
156.36 -0.26% 58.75
0.26% 146.88 23024.94 13083.69 3 19.58 0.00%
0.84% 0/0
RUT-I Long 2/21/1991
156.36 2/26/1991
157.13 0.49% 113.68
0.49% 147.632 23083.69 13197.37 4 28.42 0.00%
1.33% 0/0
RUT-I Short 2/26/1991
157.13 2/27/1991
158.44 0.83% -193.40
-0.83% 147.632 23197.37 13003.97 2 -96.70 -0.83%
0.00% 0/0
RUT-I Long 2/27/1991
158.44 3/11/1991
166.45 5.06% 1162.98
5.06% 145.19 23003.97 14166.95 9 129.22 0.00%
6.01% 0/0
RUT-I Short 3/11/1991
166.45 3/13/1991
166.09 -0.22% 52.27
0.22% 145.19 24166.95 14219.22 3 17.42 0.00%
0.95% 0/0
RUT-I Long 3/13/1991
166.09 3/15/1991
165.36 -0.44% -106.45
-0.44% 145.82 24219.22 14112.77 3 -35.48 -0.44%
0.08% 0/0
RUT-I Short 3/15/1991
165.36 3/18/1991
165.37 0.01% -1.46
-0.01% 145.82 24112.77 14111.31 2 -0.73 -0.01%
0.00% 0/0
RUT-I Long 3/18/1991
165.37 3/19/1991
164.09 -0.77% -186.63
-0.77% 145.802 24111.31 13924.68 2 -93.31 -0.77%
0.00% 0/0
RUT-I Short 3/19/1991
164.09 3/20/1991
165.51 0.87% -207.04
-0.87% 145.802 23924.68 13717.64 2 -103.52 -0.87%
0.00% 0/0
RUT-I Long 3/20/1991
165.51 4/1/1991
170.31 2.90% 687.84
2.90% 143.3 23717.64 14405.49 8 85.98 0.00%
3.32% 0/0
RUT-I Short 4/1/1991
170.31 4/2/1991
172.61 1.35% -329.59
-1.35% 143.3 24405.49 14075.89 2 -164.80 -1.35%
0.00% 0/0
RUT-I Long 4/2/1991
172.61 4/5/1991
173.89 0.74% 178.54
0.74% 139.481 24075.89 14254.43 4 44.63 0.00%
1.11% 0/0
RUT-I Short 4/5/1991
173.89 4/8/1991
174.03 0.08% -19.53
-0.08% 139.481 24254.43 14234.90 2 -9.76 -0.08%
0.00% 0/0
RUT-I Long 4/8/1991
174.03 4/9/1991
173.12 -0.52% -126.72
-0.52% 139.257 24234.90 14108.18 2 -63.36 -0.52%
0.00% 0/0
RUT-I Short 4/9/1991
173.12 4/10/1991
173.13 0.01% -1.39
-0.01% 139.257 24108.18 14106.79 2 -0.70 -0.01%
0.00% 0/0
RUT-I Long 4/10/1991
173.13 4/15/1991
175.75 1.51% 364.81
1.51% 139.241 24106.79 14471.60 4 91.20 0.00%
1.53% 0/0
RUT-I Short 4/15/1991
175.75 4/16/1991
177.31 0.89% -217.22
-0.89% 139.241 24471.60 14254.38 2 -108.61 -0.89%
0.00% 0/0
RUT-I Long 4/16/1991
177.31 4/18/1991
177.58 0.15% 36.93
0.15% 136.791 24254.38 14291.32 3 12.31 0.00%
0.78% 0/0
RUT-I Short 4/18/1991
177.58 4/23/1991
174.05 -1.99% 482.87
1.99% 136.791 24291.32 14774.19 4 120.72 0.00%
2.20% 0/0
RUT-I Long 4/23/1991
174.05 4/25/1991
174.59 0.31% 76.86
0.31% 142.339 24774.19 14851.05 3 25.62 0.00%
0.55% 0/0
RUT-I Short 4/25/1991
174.59 5/1/1991
172.2 -1.37% 340.19
1.37% 142.339 24851.05 15191.24 5 68.04 0.00%
2.26% 0/0
RUT-I Long 5/1/1991
172.2 5/6/1991
173.78 0.92% 231.14
0.92% 146.291 25191.24 15422.38 4 57.78 0.00%
1.02% 0/0
RUT-I Short 5/6/1991
173.78 5/7/1991
173.96 0.10% -26.33
-0.10% 146.291 25422.38 15396.05 2 -13.17 -0.10%
0.00% 0/0
RUT-I Long 5/7/1991
173.96 5/10/1991
174.28 0.18% 46.72
0.18% 145.988 25396.05 15442.77 4 11.68 0.00%
1.05% 0/0
RUT-I Short 5/10/1991
174.28 5/13/1991
174.37 0.05% -13.14
-0.05% 145.988 25442.77 15429.63 2 -6.57 -0.05%
0.00% 0/0
RUT-I Long 5/13/1991
174.37 5/14/1991
172.59 -1.02% -259.59
-1.02% 145.837 25429.63 15170.04 2 -129.80 -1.02%
0.00% 0/0
RUT-I Short 5/14/1991
172.59 5/16/1991
170.72 -1.08% 272.72
1.08% 145.837 25170.04 15442.75 3 90.91 0.00%
1.80% 0/0
RUT-I Long 5/16/1991
170.72 5/17/1991
170.62 -0.06% -14.90
-0.06% 149.032 25442.75 15427.85 2 -7.45 -0.06%
0.00% 0/0
RUT-I Short 5/17/1991
170.62 5/21/1991
171.43 0.47% -120.72
-0.47% 149.032 25427.85 15307.13 3 -40.24 -0.47%
0.15% 0/0
RUT-I Long 5/21/1991
171.43 6/5/1991
178.51 4.13% 1045.18
4.13% 147.624 25307.13 16352.31 11 95.02 0.00%
4.15% 0/0
RUT-I Short 6/5/1991
178.51 6/11/1991
176.63 -1.05% 277.53
1.05% 147.624 26352.31 16629.84 5 55.51 0.00%
1.09% 0/0
RUT-I Long 6/11/1991
176.63 6/12/1991
174.66 -1.12% -297.01
-1.12% 150.766 26629.84 16332.83 2 -148.50 -1.12%
0.00% 0/0
RUT-I Short 6/12/1991
174.66 6/13/1991
174.71 0.03% -7.54
-0.03% 150.766 26332.83 16325.29 2 -3.77 -0.03%
0.00% 0/0
RUT-I Long 6/13/1991
174.71 6/17/1991
175.26 0.31% 82.87
0.31% 150.68 26325.29 16408.17 3 27.62 0.00%
0.51% 0/0
RUT-I Short 6/17/1991
175.26 6/27/1991
168.23 -4.01% 1059.28
4.01% 150.68 26408.17 17467.45 9 117.70 0.00%
4.35% 0/0
RUT-I Long 6/27/1991
168.23 6/28/1991
167.41 -0.49% -133.88
-0.49% 163.273 27467.45 17333.56 2 -66.94 -0.49%
0.00% 0/0
RUT-I Short 6/28/1991
167.41 7/1/1991
168.47 0.63% -173.07
-0.63% 163.273 27333.56 17160.49 2 -86.53 -0.63%
0.00% 0/0
RUT-I Long 7/1/1991
168.47 7/2/1991
168.22 -0.15% -40.30
-0.15% 161.219 27160.49 17120.19 2 -20.15 -0.15%
0.00% 0/0
RUT-I Short 7/2/1991
168.22 7/8/1991
167.46 -0.45% 122.53
0.45% 161.219 27120.19 17242.71 4 30.63 0.00%
0.73% 0/0
RUT-I Long 7/8/1991
167.46 7/22/1991
172.42 2.96% 806.90
2.96% 162.682 27242.71 18049.62 11 73.35 0.00%
3.23% 0/0
RUT-I Short 7/22/1991
172.42 7/25/1991
170.56 -1.08% 302.59
1.08% 162.682 28049.62 18352.21 4 75.65 0.00%
1.30% 0/0
RUT-I Long 7/25/1991
170.56 8/1/1991
172.75 1.28% 364.04
1.28% 166.23 28352.21 18716.25 6 60.67 0.00%
1.30% 0/0
RUT-I Short 8/1/1991
172.75 8/2/1991
173.05 0.17% -49.87
-0.17% 166.23 28716.25 18666.38 2 -24.93 -0.17%
0.00% 0/0
RUT-I Long 8/2/1991
173.05 8/5/1991
172.49 -0.32% -92.77
-0.32% 165.654 28666.38 18573.61 2 -46.38 -0.32%
0.00% 0/0
RUT-I Short 8/5/1991
172.49 8/6/1991
172.91 0.24% -69.57
-0.24% 165.654 28573.61 18504.04 2 -34.79 -0.24%
0.00% 0/0
RUT-I Long 8/6/1991
172.91 8/15/1991
174.72 1.05% 298.38
1.05% 164.849 28504.04 18802.42 8 37.30 0.00%
1.13% 0/0
RUT-I Short 8/15/1991
174.72 8/20/1991
170.73 -2.28% 657.75
2.28% 164.849 28802.42 19460.16 4 164.44 0.00%
3.18% 0/0
RUT-I Long 8/20/1991
170.73 9/3/1991
177.98 4.25% 1251.02
4.25% 172.554 29460.16 20711.18 10 125.10 0.00%
4.90% 0/0
RUT-I Short 9/3/1991
177.98 9/5/1991
177.35 -0.35% 108.71
0.35% 172.554 30711.18 20819.89 3 36.24 0.00%
0.36% 0/0
RUT-I Long 9/5/1991
177.35 9/10/1991
175.71 -0.92% -285.00
-0.92% 173.78 30819.89 20534.89 4 -71.25 -0.92%
0.07% 0/0
RUT-I Short 9/10/1991
175.71 9/11/1991
176.09 0.22% -66.04
-0.22% 173.78 30534.89 20468.85 2 -33.02 -0.22%
0.00% 0/0
RUT-I Long 9/11/1991
176.09 9/13/1991
176.74 0.37% 112.47
0.37% 173.03 30468.85 20581.32 3 37.49 0.00%
0.54% 0/0
RUT-I Short 9/13/1991
176.74 9/18/1991
176.91 0.10% -29.42
-0.10% 173.03 30581.33 20551.91 4 -7.35 -0.10%
0.27% 0/0
RUT-I Long 9/18/1991
176.91 9/23/1991
178.81 1.07% 328.13
1.07% 172.697 30551.91 20880.03 4 82.03 0.00%
1.37% 0/0
RUT-I Short 9/23/1991
178.81 9/24/1991
179.04 0.13% -39.72
-0.13% 172.697 30880.03 20840.31 2 -19.86 -0.13%
0.00% 0/0
RUT-I Long 9/24/1991
179.04 9/25/1991
178.97 -0.04% -12.06
-0.04% 172.254 30840.31 20828.26 2 -6.03 -0.04%
0.00% 0/0
RUT-I Short 9/25/1991
178.97 9/26/1991
179.13 0.09% -27.56
-0.09% 172.254 30828.26 20800.70 2 -13.78 -0.09%
0.00% 0/0
RUT-I Long 9/26/1991
179.13 9/27/1991
178.68 -0.25% -77.38
-0.25% 171.946 30800.70 20723.32 2 -38.69 -0.25%
0.00% 0/0
RUT-I Short 9/27/1991
178.68 9/30/1991
180.15 0.82% -252.76
-0.82% 171.946 30723.32 20470.56 2 -126.38 -0.82%
0.00% 0/0
RUT-I Long 9/30/1991
180.15 10/1/1991
180.09 -0.03% -10.15
-0.03% 169.14 30470.56 20460.41 2 -5.07 -0.03%
0.00% 0/0
RUT-I Short 10/1/1991
180.09 10/8/1991
177.08 -1.67% 509.11
1.67% 169.14 30460.41 20969.52 6 84.85 0.00%
1.90% 0/0
RUT-I Long 10/8/1991
177.08 10/9/1991
176.27 -0.46% -141.66
-0.46% 174.89 30969.52 20827.86 2 -70.83 -0.46%
0.00% 0/0
RUT-I Short 10/9/1991
176.27 10/10/1991
176.43 0.09% -27.98
-0.09% 174.89 30827.86 20799.88 2 -13.99 -0.09%
0.00% 0/0
RUT-I Long 10/10/1991
176.43 10/17/1991
182.83 3.63% 1117.27
3.63% 174.573 30799.88 21917.14 6 186.21 0.00%
3.64% 0/0
RUT-I Short 10/17/1991
182.83 10/18/1991
183.42 0.32% -103.00
-0.32% 174.573 31917.15 21814.15 2 -51.50 -0.32%
0.00% 0/0
RUT-I Long 10/18/1991
183.42 10/21/1991
182.97 -0.25% -78.05
-0.25% 173.45 31814.15 21736.09 2 -39.03 -0.25%
0.00% 0/0
RUT-I Short 10/21/1991
182.97 10/22/1991
183 0.02% -5.20
-0.02% 173.45 31736.09 21730.89 2 -2.60 -0.02%
0.00% 0/0
RUT-I Long 10/22/1991
183 10/23/1991
182.96 -0.02% -6.94
-0.02% 173.393 31730.89 21723.96 2 -3.47 -0.02%
0.00% 0/0
RUT-I Short 10/23/1991
182.96 10/28/1991
180.74 -1.21% 384.93
1.21% 173.393 31723.95 22108.89 4 96.23 0.00%
1.65% 0/0
RUT-I Long 10/28/1991
180.74 11/1/1991
184.62 2.15% 689.29
2.15% 177.652 32108.89 22798.18 5 137.86 0.00%
2.34% 0/0
RUT-I Short 11/1/1991
184.62 11/5/1991
183.95 -0.36% 119.03
0.36% 177.652 32798.18 22917.21 3 39.68 0.00%
0.41% 0/0
RUT-I Long 11/5/1991
183.95 11/14/1991
187.81 2.10% 690.73
2.10% 178.946 32917.21 23607.94 8 86.34 0.00%
2.22% 0/0
RUT-I Short 11/14/1991
187.81 11/20/1991
178.14 -5.15% 1730.41
5.15% 178.946 33607.94 25338.35 5 346.08 0.00%
5.46% 0/0
RUT-I Long 11/20/1991
178.14 11/22/1991
177.37 -0.43% -152.75
-0.43% 198.374 35338.35 25185.60 3 -50.92 -0.43%
0.34% 0/0
RUT-I Short 11/22/1991
177.37 11/29/1991
176.37 -0.56% 198.37
0.56% 198.374 35185.60 25383.98 5 39.67 0.00%
1.04% 0/0
RUT-I Long 11/29/1991
176.37 12/5/1991
177.23 0.49% 172.54
0.49% 200.624 35383.98 25556.51 5 34.51 0.00%
0.82% 0/0
RUT-I Short 12/5/1991
177.23 12/6/1991
177.55 0.18% -64.20
-0.18% 200.624 35556.51 25492.31 2 -32.10 -0.18%
0.00% 0/0
RUT-I Long 12/6/1991
177.55 12/9/1991
176.69 -0.48% -171.91
-0.48% 199.9 35492.31 25320.40 2 -85.96 -0.48%
0.00% 0/0
RUT-I Short 12/9/1991
176.69 12/12/1991
175.79 -0.51% 179.91
0.51% 199.9 35320.40 25500.31 4 44.98 0.00%
1.12% 0/0
RUT-I Long 12/12/1991
175.79 12/17/1991
177.66 1.06% 377.64
1.06% 201.947 35500.31 25877.95 4 94.41 0.00%
1.57% 0/0
RUT-I Short 12/17/1991
177.66 12/23/1991
177.9 0.14% -48.47
-0.14% 201.947 35877.95 25829.48 5 -9.69 -0.14%
0.89% 0/0
RUT-I Long 12/23/1991
177.9 1/10/1992
199.31 12.03% 4312.03
12.03% 201.402 35829.48 30141.51 13 331.69 0.00%
12.75% 0/0
RUT-I Short 1/10/1992
199.31 1/13/1992
199.86 0.28% -110.77
-0.28% 201.402 40141.51 30030.74 2 -55.39 -0.28%
0.00% 0/0
RUT-I Long 1/13/1992
199.86 1/20/1992
204.3 2.22% 889.30
2.22% 200.294 40030.74 30920.04 6 148.22 0.00%
2.60% 0/0
RUT-I Short 1/20/1992
204.3 1/22/1992
203.72 -0.28% 116.17
0.28% 200.294 40920.04 31036.21 3 38.72 0.00%
1.64% 0/0
RUT-I Long 1/22/1992
203.72 1/27/1992
205.06 0.66% 269.92
0.66% 201.434 41036.21 31306.14 4 67.48 0.00%
0.83% 0/0
RUT-I Short 1/27/1992
205.06 1/30/1992
204.87 -0.09% 38.27
0.09% 201.434 41306.13 31344.41 4 9.57 0.00%
0.58% 0/0
RUT-I Long 1/30/1992
204.87 2/7/1992
210.08 2.54% 1051.42
2.54% 201.808 41344.41 32395.83 7 150.20 0.00%
2.61% 0/0
RUT-I Short 2/7/1992
210.08 2/10/1992
210.53 0.21% -90.81
-0.21% 201.808 42395.83 32305.01 2 -45.41 -0.21%
0.00% 0/0
RUT-I Long 2/10/1992
210.53 2/13/1992
211.54 0.48% 202.95
0.48% 200.945 42305.01 32507.97 4 50.74 0.00%
0.99% 0/0
RUT-I Short 2/13/1992
211.54 2/14/1992
211.56 0.01% -4.02
-0.01% 200.945 42507.97 32503.95 2 -2.01 -0.01%
0.00% 0/0
RUT-I Long 2/14/1992
211.56 2/18/1992
210.08 -0.70% -297.34
-0.70% 200.907 42503.95 32206.61 2 -148.67 -0.70%
0.00% 0/0
RUT-I Short 2/18/1992
210.08 2/20/1992
210.89 0.39% -162.73
-0.39% 200.907 42206.61 32043.87 3 -54.24 -0.39%
0.82% 0/0
RUT-I Long 2/20/1992
210.89 2/21/1992
210.4 -0.23% -97.69
-0.23% 199.364 42043.87 31946.18 2 -48.84 -0.23%
0.00% 0/0
RUT-I Short 2/21/1992
210.4 2/26/1992
210.2 -0.10% 39.87
0.10% 199.364 41946.18 31986.06 4 9.97 0.00%
1.34% 0/0
RUT-I Long 2/26/1992
210.2 3/4/1992
211.27 0.51% 213.73
0.51% 199.743 41986.06 32199.78 6 35.62 0.00%
0.90% 0/0
RUT-I Short 3/4/1992
211.27 3/10/1992
208.19 -1.46% 615.21
1.46% 199.743 42199.78 32814.99 5 123.04 0.00%
2.09% 0/0
RUT-I Long 3/10/1992
208.19 3/11/1992
206.87 -0.63% -271.46
-0.63% 205.653 42814.99 32543.53 2 -135.73 -0.63%
0.00% 0/0
RUT-I Short 3/11/1992
206.87 3/13/1992
206.76 -0.05% 22.62
0.05% 205.653 42543.53 32566.15 3 7.54 0.00%
0.43% 0/0
RUT-I Long 3/13/1992
206.76 3/16/1992
206.1 -0.32% -135.88
-0.32% 205.872 42566.15 32430.28 2 -67.94 -0.32%
0.00% 0/0
RUT-I Short 3/16/1992
206.1 3/17/1992
207.22 0.54% -230.58
-0.54% 205.872 42430.28 32199.70 2 -115.29 -0.54%
0.00% 0/0
RUT-I Long 3/17/1992
207.22 3/20/1992
208.35 0.55% 230.12
0.55% 203.647 42199.70 32429.82 4 57.53 0.00%
0.60% 0/0
RUT-I Short 3/20/1992
208.35 3/31/1992
203.7 -2.23% 946.96
2.23% 203.647 42429.82 33376.78 8 118.37 0.00%
2.59% 0/0
RUT-I Long 3/31/1992
203.7 4/1/1992
202.38 -0.65% -281.09
-0.65% 212.944 43376.78 33095.69 2 -140.54 -0.65%
0.00% 0/0
RUT-I Short 4/1/1992
202.38 4/6/1992
199.58 -1.38% 596.24
1.38% 212.944 43095.69 33691.94 4 149.06 0.00%
1.65% 0/0
RUT-I Long 4/6/1992
199.58 4/7/1992
195.99 -1.80% -785.92
-1.80% 218.919 43691.93 32906.01 2 -392.96 -1.80%
0.00% 0/0
RUT-I Short 4/7/1992
195.99 4/9/1992
196.23 0.12% -52.54
-0.12% 218.919 42906.01 32853.47 3 -17.51 -0.12%
1.50% 0/0
RUT-I Long 4/9/1992
196.23 4/13/1992
197.06 0.42% 181.26
0.42% 218.384 42853.47 33034.73 3 60.42 0.00%
0.45% 0/0
RUT-I Short 4/13/1992
197.06 4/14/1992
198.91 0.94% -404.01
-0.94% 218.384 43034.73 32630.72 2 -202.01 -0.94%
0.00% 0/0
RUT-I Long 4/14/1992
198.91 4/16/1992
198.42 -0.25% -105.02
-0.25% 214.322 42630.72 32525.70 3 -35.01 -0.25%
0.39% 0/0
RUT-I Short 4/16/1992
198.42 4/22/1992
195 -1.72% 732.98
1.72% 214.322 42525.71 33258.68 4 183.25 0.00%
1.87% 0/0
RUT-I Long 4/22/1992
195 4/23/1992
194.71 -0.15% -64.33
-0.15% 221.839 43258.68 33194.35 2 -32.17 -0.15%
0.00% 0/0
RUT-I Short 4/23/1992
194.71 4/29/1992
193.57 -0.59% 252.90
0.59% 221.839 43194.35 33447.25 5 50.58 0.00%
1.59% 0/0
RUT-I Long 4/29/1992
193.57 5/7/1992
198.95 2.78% 1207.55
2.78% 224.452 43447.25 34654.80 7 172.51 0.00%
2.88% 0/0
RUT-I Short 5/7/1992
198.95 5/11/1992
199.67 0.36% -161.61
-0.36% 224.452 44654.80 34493.20 3 -53.87 -0.36%
0.02% 0/0
RUT-I Long 5/11/1992
199.67 5/12/1992
199.22 -0.23% -100.28
-0.23% 222.834 44493.20 34392.92 2 -50.14 -0.23%
0.00% 0/0
RUT-I Short 5/12/1992
199.22 5/18/1992
197.19 -1.02% 452.35
1.02% 222.834 44392.92 34845.27 5 90.47 0.00%
1.15% 0/0
RUT-I Long 5/18/1992
197.19 5/21/1992
197.29 0.05% 22.74
0.05% 227.422 44845.27 34868.02 4 5.69 0.00%
0.12% 0/0
RUT-I Short 5/21/1992
197.29 5/22/1992
198.08 0.40% -179.66
-0.40% 227.422 44868.02 34688.35 2 -89.83 -0.40%
0.00% 0/0
RUT-I Long 5/22/1992
198.08 5/26/1992
196.68 -0.71% -315.85
-0.71% 225.608 44688.35 34372.50 2 -157.93 -0.71%
0.00% 0/0
RUT-I Short 5/26/1992
196.68 5/27/1992
196.96 0.14% -63.17
-0.14% 225.608 44372.50 34309.33 2 -31.59 -0.14%
0.00% 0/0
RUT-I Long 5/27/1992
196.96 6/4/1992
199.82 1.45% 643.40
1.45% 224.966 44309.33 34952.74 7 91.91 0.00%
1.53% 0/0
RUT-I Short 6/4/1992
199.82 6/12/1992
194.44 -2.69% 1210.32
2.69% 224.966 44952.74 36163.05 7 172.90 0.00%
2.89% 0/0
RUT-I Long 6/12/1992
194.44 6/15/1992
193.9 -0.28% -128.20
-0.28% 237.415 46163.05 36034.85 2 -64.10 -0.28%
0.00% 0/0
RUT-I Short 6/15/1992
193.9 6/19/1992
188.27 -2.90% 1336.65
2.90% 237.415 46034.85 37371.50 5 267.33 0.00%
3.24% 0/0
RUT-I Long 6/19/1992
188.27 6/22/1992
186.46 -0.96% -455.42
-0.96% 251.615 47371.50 36916.07 2 -227.71 -0.96%
0.00% 0/0
RUT-I Short 6/22/1992
186.46 6/23/1992
186.94 0.26% -120.78
-0.26% 251.615 46916.07 36795.30 2 -60.39 -0.26%
0.00% 0/0
RUT-I Long 6/23/1992
186.94 6/24/1992
186.38 -0.30% -140.18
-0.30% 250.323 46795.30 36655.12 2 -70.09 -0.30%
0.00% 0/0
RUT-I Short 6/24/1992
186.38 6/26/1992
186.01 -0.20% 92.62
0.20% 250.323 46655.12 36747.74 3 30.87 0.00%
0.24% 0/0
RUT-I Long 6/26/1992
186.01 7/2/1992
188.33 1.25% 583.06
1.25% 251.318 46747.74 37330.80 5 116.61 0.00%
1.92% 0/0
RUT-I Short 7/2/1992
188.33 7/9/1992
187.67 -0.35% 165.87
0.35% 251.318 47330.80 37496.67 5 33.17 0.00%
1.34% 0/0
RUT-I Long 7/9/1992
187.67 7/17/1992
190.42 1.47% 695.99
1.47% 253.086 47496.67 38192.65 7 99.43 0.00%
1.90% 0/0
RUT-I Short 7/17/1992
190.42 7/21/1992
189.76 -0.35% 167.04
0.35% 253.086 48192.65 38359.69 3 55.68 0.00%
0.73% 0/0
RUT-I Long 7/21/1992
189.76 7/22/1992
188.92 -0.44% -214.07
-0.44% 254.847 48359.69 38145.62 2 -107.04 -0.44%
0.00% 0/0
RUT-I Short 7/22/1992
188.92 7/23/1992
189.25 0.17% -84.10
-0.17% 254.847 48145.62 38061.52 2 -42.05 -0.17%
0.00% 0/0
RUT-I Long 7/23/1992
189.25 8/5/1992
194.47 2.76% 1325.66
2.76% 253.958 48061.52 39387.18 10 132.57 0.00%
3.25% 0/0
RUT-I Short 8/5/1992
194.47 8/7/1992
193.43 -0.53% 264.12
0.53% 253.958 49387.18 39651.30 3 88.04 0.00%
0.54% 0/0
RUT-I Long 8/7/1992
193.43 8/10/1992
192.73 -0.36% -179.68
-0.36% 256.689 49651.30 39471.61 2 -89.84 -0.36%
0.00% 0/0
RUT-I Short 8/10/1992
192.73 8/14/1992
192.62 -0.06% 28.24
0.06% 256.689 49471.62 39499.85 5 5.65 0.00%
0.32% 0/0
RUT-I Long 8/14/1992
192.62 8/18/1992
192.56 -0.03% -15.42
-0.03% 256.982 49499.85 39484.43 3 -5.14 -0.03%
0.10% 0/0
RUT-I Short 8/18/1992
192.56 8/26/1992
187.29 -2.74% 1354.29
2.74% 256.982 49484.43 40838.73 7 193.47 0.00%
3.08% 0/0
RUT-I Long 8/26/1992
187.29 8/31/1992
188.79 0.80% 407.17
0.80% 271.444 50838.73 41245.89 4 101.79 0.00%
0.82% 0/0
RUT-I Short 8/31/1992
188.79 9/1/1992
189.23 0.23% -119.44
-0.23% 271.444 51245.89 41126.46 2 -59.72 -0.23%
0.00% 0/0
RUT-I Long 9/1/1992
189.23 9/4/1992
191.32 1.10% 564.68
1.10% 270.182 51126.45 41691.14 4 141.17 0.00%
1.18% 0/0
RUT-I Short 9/4/1992
191.32 9/9/1992
190.6 -0.38% 194.53
0.38% 270.182 51691.14 41885.67 3 64.84 0.00%
0.59% 0/0
RUT-I Long 9/9/1992
190.6 9/15/1992
193.2 1.36% 707.78
1.36% 272.223 51885.66 42593.45 5 141.56 0.00%
2.16% 0/0
RUT-I Short 9/15/1992
193.2 9/17/1992
193.06 -0.07% 38.11
0.07% 272.223 52593.45 42631.56 3 12.70 0.00%
0.23% 0/0
RUT-I Long 9/17/1992
193.06 9/21/1992
193.41 0.18% 95.42
0.18% 272.618 52631.56 42726.97 3 31.81 0.00%
0.26% 0/0
RUT-I Short 9/21/1992
193.41 9/24/1992
192.93 -0.25% 130.86
0.25% 272.618 52726.98 42857.83 4 32.71 0.00%
0.61% 0/0
RUT-I Long 9/24/1992
192.93 9/25/1992
190.9 -1.05% -556.17
-1.05% 273.974 52857.83 42301.66 2 -278.08 -1.05%
0.00% 0/0
RUT-I Short 9/25/1992
190.9 9/29/1992
190.72 -0.09% 49.32
0.09% 273.974 52301.66 42350.98 3 16.44 0.00%
0.21% 0/0
RUT-I Long 9/29/1992
190.72 10/1/1992
191.35 0.33% 172.93
0.33% 274.491 52350.98 42523.91 3 57.64 0.00%
1.15% 0/0
RUT-I Short 10/1/1992
191.35 10/6/1992
187.82 -1.84% 968.95
1.84% 274.491 52523.91 43492.86 4 242.24 0.00%
2.53% 0/0
RUT-I Long 10/6/1992
187.82 10/9/1992
188.21 0.21% 111.08
0.21% 284.809 53492.86 43603.94 4 27.77 0.00%
0.76% 0/0
RUT-I Short 10/9/1992
188.21 10/12/1992
189.13 0.49% -262.02
-0.49% 284.809 53603.94 43341.91 2 -131.01 -0.49%
0.00% 0/0
RUT-I Long 10/12/1992
189.13 10/15/1992
189.13 0.00% 0.00
0.00% 282.038 53341.91 43341.91 4 0.00 0.00%
0.65% 0/0
RUT-I Short 10/15/1992
189.13 10/16/1992
191.6 1.31% -696.63
-1.31% 282.038 53341.91 42645.28 2 -348.32 -1.31%
0.00% 0/0
RUT-I Long 10/16/1992
191.6 10/22/1992
195.24 1.90% 1000.15
1.90% 274.767 52645.28 43645.43 5 200.03 0.00%
2.05% 0/0
RUT-I Short 10/22/1992
195.24 10/23/1992
195.88 0.33% -175.85
-0.33% 274.767 53645.43 43469.58 2 -87.93 -0.33%
0.00% 0/0
RUT-I Long 10/23/1992
195.88 10/27/1992
196.54 0.34% 180.16
0.34% 272.971 53469.58 43649.74 3 60.05 0.00%
0.39% 0/0
RUT-I Short 10/27/1992
196.54 10/28/1992
197.8 0.64% -343.94
-0.64% 272.971 53649.74 43305.79 2 -171.97 -0.64%
0.00% 0/0
RUT-I Long 10/28/1992
197.8 11/3/1992
199.63 0.93% 493.17
0.93% 269.493 53305.80 43798.97 5 98.63 0.00%
1.06% 0/0
RUT-I Short 11/3/1992
199.63 11/5/1992
200.77 0.57% -307.22
-0.57% 269.493 53798.97 43491.75 3 -102.41 -0.57%
0.04% 0/0
RUT-I Long 11/5/1992
200.77 11/12/1992
206.76 2.98% 1595.93
2.98% 266.433 53491.75 45087.68 6 265.99 0.00%
3.06% 0/0
RUT-I Short 11/12/1992
206.76 11/13/1992
207.43 0.32% -178.51
-0.32% 266.433 55087.68 44909.17 2 -89.26 -0.32%
0.00% 0/0
RUT-I Long 11/13/1992
207.43 11/16/1992
207.29 -0.07% -37.06
-0.07% 264.712 54909.17 44872.11 2 -18.53 -0.07%
0.00% 0/0
RUT-I Short 11/16/1992
207.29 11/18/1992
207.83 0.26% -142.94
-0.26% 264.712 54872.11 44729.16 3 -47.65 -0.26%
0.56% 0/0
RUT-I Long 11/18/1992
207.83 11/23/1992
209.73 0.91% 500.34
0.91% 263.336 54729.17 45229.50 4 125.08 0.00%
0.93% 0/0
RUT-I Short 11/23/1992
209.73 11/24/1992
210.81 0.51% -284.40
-0.51% 263.336 55229.50 44945.10 2 -142.20 -0.51%
0.00% 0/0
RUT-I Long 11/24/1992
210.81 12/1/1992
213.8 1.42% 779.31
1.42% 260.638 54945.10 45724.41 5 155.86 0.00%
1.42% 0/0
RUT-I Short 12/1/1992
213.8 12/2/1992
214.21 0.19% -106.86
-0.19% 260.638 55724.41 45617.55 2 -53.43 -0.19%
0.00% 0/0
RUT-I Long 12/2/1992
214.21 12/9/1992
216.89 1.25% 695.84
1.25% 259.64 55617.54 46313.38 6 115.97 0.00%
1.66% 0/0
RUT-I Short 12/9/1992
216.89 12/17/1992
214.21 -1.24% 695.84
1.24% 259.64 56313.38 47009.22 7 99.41 0.00%
1.92% 0/0
RUT-I Long 12/17/1992
214.21 12/21/1992
214.99 0.36% 207.59
0.36% 266.137 57009.22 47216.81 3 69.20 0.00%
0.63% 0/0
RUT-I Short 12/21/1992
214.99 12/23/1992
215.26 0.13% -71.86
-0.13% 266.137 57216.80 47144.95 3 -23.95 -0.13%
0.09% 0/0
RUT-I Long 12/23/1992
215.26 12/28/1992
215.89 0.29% 167.25
0.29% 265.469 57144.95 47312.19 3 55.75 0.00%
0.46% 0/0
RUT-I Short 12/28/1992
215.89 12/29/1992
216.85 0.44% -254.85
-0.44% 265.469 57312.19 47057.34 2 -127.43 -0.44%
0.00% 0/0
RUT-I Long 12/29/1992
216.85 1/4/1993
219.76 1.34% 765.68
1.34% 263.119 57057.34 47823.02 4 191.42 0.00%
1.92% 0/0
RUT-I Short 1/4/1993
219.76 1/5/1993
220.08 0.15% -84.20
-0.15% 263.119 57823.02 47738.82 2 -42.10 -0.15%
0.00% 0/0
RUT-I Long 1/5/1993
220.08 1/7/1993
221.12 0.47% 272.85
0.47% 262.354 57738.82 48011.67 3 90.95 0.00%
0.70% 0/0
RUT-I Short 1/7/1993
221.12 1/11/1993
221.16 0.02% -10.49
-0.02% 262.354 58011.67 48001.18 3 -3.50 -0.02%
0.45% 0/0
RUT-I Long 1/11/1993
221.16 1/12/1993
220.42 -0.33% -194.07
-0.33% 262.259 58001.18 47807.10 2 -97.04 -0.33%
0.00% 0/0
RUT-I Short 1/12/1993
220.42 1/13/1993
221.49 0.49% -280.62
-0.49% 262.259 57807.10 47526.49 2 -140.31 -0.49%
0.00% 0/0
RUT-I Long 1/13/1993
221.49 1/27/1993
227.98 2.93% 1685.62
2.93% 259.725 57526.49 49212.10 11 153.24 0.00%
4.09% 0/0
RUT-I Short 1/27/1993
227.98 1/29/1993
228.1 0.05% -31.17
-0.05% 259.725 59212.10 49180.93 3 -10.39 -0.05%
0.35% 0/0
RUT-I Long 1/29/1993
228.1 2/5/1993
230.49 1.05% 620.09
1.05% 259.452 59180.94 49801.02 6 103.35 0.00%
1.87% 0/0
RUT-I Short 2/5/1993
230.49 2/10/1993
228.68 -0.79% 469.61
0.79% 259.452 59801.02 50270.63 4 117.40 0.00%
0.81% 0/0
RUT-I Long 2/10/1993
228.68 2/12/1993
228.71 0.01% 7.91
0.01% 263.559 60270.63 50278.54 3 2.64 0.00%
0.46% 0/0
RUT-I Short 2/12/1993
228.71 2/18/1993
219.84 -3.88% 2337.77
3.88% 263.559 60278.54 52616.31 4 584.44 0.00%
4.44% 0/0
RUT-I Long 2/18/1993
219.84 2/22/1993
218.1 -0.79% -495.60
-0.79% 284.827 62616.31 52120.71 3 -165.20 -0.79%
0.49% 0/0
RUT-I Short 2/22/1993
218.1 2/24/1993
219.61 0.69% -430.09
-0.69% 284.827 62120.71 51690.62 3 -143.36 -0.69%
0.25% 0/0
RUT-I Long 2/24/1993
219.61 3/4/1993
225.61 2.73% 1685.46
2.73% 280.91 61690.62 53376.08 7 240.78 0.00%
2.78% 0/0
RUT-I Short 3/4/1993
225.61 3/5/1993
226.22 0.27% -171.36
-0.27% 280.91 63376.08 53204.72 2 -85.68 -0.27%
0.00% 0/0
RUT-I Long 3/5/1993
226.22 3/12/1993
229.53 1.46% 924.80
1.46% 279.395 63204.72 54129.52 6 154.13 0.00%
1.85% 0/0
RUT-I Short 3/12/1993
229.53 3/15/1993
230.57 0.45% -290.57
-0.45% 279.395 64129.52 53838.95 2 -145.29 -0.45%
0.00% 0/0
RUT-I Long 3/15/1993
230.57 3/16/1993
230.19 -0.16% -105.21
-0.16% 276.874 63838.95 53733.74 2 -52.61 -0.16%
0.00% 0/0
RUT-I Short 3/16/1993
230.19 3/18/1993
228.93 -0.55% 348.86
0.55% 276.874 63733.74 54082.60 3 116.29 0.00%
0.63% 0/0
RUT-I Long 3/18/1993
228.93 3/19/1993
227.84 -0.48% -305.12
-0.48% 279.922 64082.60 53777.48 2 -152.56 -0.48%
0.00% 0/0
RUT-I Short 3/19/1993
227.84 3/25/1993
226.45 -0.61% 389.09
0.61% 279.922 63777.48 54166.58 5 77.82 0.00%
1.28% 0/0
RUT-I Long 3/25/1993
226.45 4/1/1993
228.66 0.98% 626.22
0.98% 283.359 64166.58 54792.80 6 104.37 0.00%
1.22% 0/0
RUT-I Short 4/1/1993
228.66 4/7/1993
222.96 -2.49% 1615.14
2.49% 283.359 64792.80 56407.94 5 323.03 0.00%
2.67% 0/0
RUT-I Long 4/7/1993
222.96 4/8/1993
222.83 -0.06% -38.72
-0.06% 297.847 66407.94 56369.22 2 -19.36 -0.06%
0.00% 0/0
RUT-I Short 4/8/1993
222.83 4/12/1993
223.88 0.47% -312.74
-0.47% 297.847 66369.22 56056.48 2 -156.37 -0.47%
0.00% 0/0
RUT-I Long 4/12/1993
223.88 4/14/1993
225.26 0.62% 407.17
0.62% 295.053 66056.49 56463.66 3 135.72 0.00%
0.64% 0/0
RUT-I Short 4/14/1993
225.26 4/21/1993
223.37 -0.84% 557.65
0.84% 295.053 66463.66 57021.31 6 92.94 0.00%
1.17% 0/0
RUT-I Long 4/21/1993
223.37 4/23/1993
222.69 -0.30% -204.03
-0.30% 300.046 67021.31 56817.28 3 -68.01 -0.30%
0.11% 0/0
RUT-I Short 4/23/1993
222.69 4/27/1993
219.53 -1.42% 948.15
1.42% 300.046 66817.28 57765.42 3 316.05 0.00%
1.44% 0/0
RUT-I Long 4/27/1993
219.53 5/13/1993
227.54 3.65% 2472.56
3.65% 308.684 67765.42 60237.98 13 190.20 0.00%
4.27% 0/0
RUT-I Short 5/13/1993
227.54 5/18/1993
227.92 0.17% -117.30
-0.17% 308.684 70237.98 60120.68 4 -29.32 -0.17%
0.05% 0/0
RUT-I Long 5/18/1993
227.92 5/21/1993
229.93 0.88% 618.39
0.88% 307.655 70120.69 60739.07 4 154.60 0.00%
1.04% 0/0
RUT-I Short 5/21/1993
229.93 5/25/1993
230.49 0.24% -172.29
-0.24% 307.655 70739.07 60566.78 3 -57.43 -0.24%
0.02% 0/0
RUT-I Long 5/25/1993
230.49 5/28/1993
232.19 0.74% 520.47
0.74% 306.16 70566.78 61087.25 4 130.12 0.00%
0.94% 0/0
RUT-I Short 5/28/1993
232.19 6/1/1993
233.09 0.39% -275.54
-0.39% 306.16 71087.25 60811.71 2 -137.77 -0.39%
0.00% 0/0
RUT-I Long 6/1/1993
233.09 6/4/1993
233.39 0.13% 91.14
0.13% 303.796 70811.71 60902.85 4 22.78 0.00%
0.53% 0/0
RUT-I Short 6/4/1993
233.39 6/9/1993
229.79 -1.54% 1093.66
1.54% 303.796 70902.85 61996.51 4 273.42 0.00%
1.72% 0/0
RUT-I Long 6/9/1993
229.79 6/10/1993
229.1 -0.30% -216.19
-0.30% 313.314 71996.51 61780.32 2 -108.09 -0.30%
0.00% 0/0
RUT-I Short 6/10/1993
229.1 6/11/1993
229.56 0.20% -144.12
-0.20% 313.314 71780.32 61636.20 2 -72.06 -0.20%
0.00% 0/0
RUT-I Long 6/11/1993
229.56 6/16/1993
230.12 0.24% 174.75
0.24% 312.059 71636.20 61810.95 4 43.69 0.00%
0.39% 0/0
RUT-I Short 6/16/1993
230.12 6/24/1993
228.33 -0.78% 558.59
0.78% 312.059 71810.95 62369.54 7 79.80 0.00%
1.04% 0/0
RUT-I Long 6/24/1993
228.33 7/6/1993
233.92 2.45% 1771.76
2.45% 316.952 72369.54 64141.30 8 221.47 0.00%
2.58% 0/0
RUT-I Short 7/6/1993
233.92 7/8/1993
234.13 0.09% -66.56
-0.09% 316.952 74141.30 64074.74 3 -22.19 -0.09%
0.31% 0/0
RUT-I Long 7/8/1993
234.13 7/15/1993
237.54 1.46% 1078.87
1.46% 316.383 74074.74 65153.60 6 179.81 0.00%
1.58% 0/0
RUT-I Short 7/15/1993
237.54 7/20/1993
234.98 -1.08% 809.94
1.08% 316.383 75153.60 65963.54 4 202.49 0.00%
1.13% 0/0
RUT-I Long 7/20/1993
234.98 7/21/1993
234.91 -0.03% -22.63
-0.03% 323.277 75963.54 65940.91 2 -11.31 -0.03%
0.00% 0/0
RUT-I Short 7/21/1993
234.91 7/23/1993
234.31 -0.26% 193.97
0.26% 323.277 75940.91 66134.88 3 64.66 0.00%
0.49% 0/0
RUT-I Long 7/23/1993
234.31 7/27/1993
235.15 0.36% 272.94
0.36% 324.932 76134.88 66407.82 3 90.98 0.00%
0.56% 0/0
RUT-I Short 7/27/1993
235.15 7/28/1993
235.99 0.36% -272.94
-0.36% 324.932 76407.82 66134.88 2 -136.47 -0.36%
0.00% 0/0
RUT-I Long 7/28/1993
235.99 7/30/1993
236.46 0.20% 151.63
0.20% 322.619 76134.88 66286.51 3 50.54 0.00%
0.22% 0/0
RUT-I Short 7/30/1993
236.46 8/2/1993
237.16 0.30% -225.83
-0.30% 322.619 76286.51 66060.68 2 -112.92 -0.30%
0.00% 0/0
RUT-I Long 8/2/1993
237.16 8/5/1993
238.22 0.45% 339.96
0.45% 320.715 76060.68 66400.64 4 84.99 0.00%
0.57% 0/0
RUT-I Short 8/5/1993
238.22 8/6/1993
238.72 0.21% -160.36
-0.21% 320.715 76400.63 66240.28 2 -80.18 -0.21%
0.00% 0/0
RUT-I Long 8/6/1993
238.72 8/12/1993
239.49 0.32% 245.92
0.32% 319.371 76240.28 66486.19 5 49.18 0.00%
0.52% 0/0
RUT-I Short 8/12/1993
239.49 8/13/1993
239.7 0.09% -67.07
-0.09% 319.371 76486.19 66419.13 2 -33.53 -0.09%
0.00% 0/0
RUT-I Long 8/13/1993
239.7 8/19/1993
242.59 1.21% 921.37
1.21% 318.812 76419.13 67340.49 5 184.27 0.00%
1.30% 0/0
RUT-I Short 8/19/1993
242.59 8/20/1993
242.95 0.15% -114.77
-0.15% 318.812 77340.49 67225.72 2 -57.39 -0.15%
0.00% 0/0
RUT-I Long 8/20/1993
242.95 8/26/1993
243.8 0.35% 270.19
0.35% 317.867 77225.72 67495.91 5 54.04 0.00%
0.58% 0/0
RUT-I Short 8/26/1993
243.8 8/27/1993
244.07 0.11% -85.82
-0.11% 317.867 77495.90 67410.08 2 -42.91 -0.11%
0.00% 0/0
RUT-I Long 8/27/1993
244.07 9/7/1993
246.12 0.84% 650.19
0.84% 317.163 77410.08 68060.27 7 92.88 0.00%
1.88% 0/0
RUT-I Short 9/7/1993
246.12 9/9/1993
244.62 -0.61% 475.75
0.61% 317.163 78060.27 68536.01 3 158.58 0.00%
1.27% 0/0
RUT-I Long 9/9/1993
244.62 9/13/1993
246.44 0.74% 584.32
0.74% 321.053 78536.02 69120.33 3 194.77 0.00%
0.79% 0/0
RUT-I Short 9/13/1993
246.44 9/15/1993
245.32 -0.45% 359.58
0.45% 321.053 79120.33 69479.91 3 119.86 0.00%
0.81% 0/0
RUT-I Long 9/15/1993
245.32 9/20/1993
245.83 0.21% 165.23
0.21% 323.985 79479.91 69645.14 4 41.31 0.00%
0.26% 0/0
RUT-I Short 9/20/1993
245.83 9/22/1993
246.48 0.26% -210.59
-0.26% 323.985 79645.14 69434.55 3 -70.20 -0.26%
0.88% 0/0
RUT-I Long 9/22/1993
246.48 10/5/1993
253.07 2.67% 2123.80
2.67% 322.276 79434.55 71558.35 10 212.38 0.00%
2.87% 0/0
RUT-I Short 10/5/1993
253.07 10/6/1993
254.34 0.50% -409.29
-0.50% 322.276 81558.35 71149.06 2 -204.65 -0.50%
0.00% 0/0
RUT-I Long 10/6/1993
254.34 10/7/1993
254.06 -0.11% -89.34
-0.11% 319.057 81149.06 71059.72 2 -44.67 -0.11%
0.00% 0/0
RUT-I Short 10/7/1993
254.06 10/11/1993
255.03 0.38% -309.49
-0.38% 319.057 81059.72 70750.24 3 -103.16 -0.38%
0.04% 0/0
RUT-I Long 10/11/1993
255.03 10/18/1993
259.57 1.78% 1437.50
1.78% 316.63 80750.24 72187.74 6 239.58 0.00%
1.94% 0/0
RUT-I Short 10/18/1993
259.57 10/21/1993
255.21 -1.68% 1380.51
1.68% 316.63 82187.74 73568.25 4 345.13 0.00%
1.75% 0/0
RUT-I Long 10/21/1993
255.21 10/25/1993
255.52 0.12% 101.51
0.12% 327.449 83568.25 73669.76 3 33.84 0.00%
0.23% 0/0
RUT-I Short 10/25/1993
255.52 10/27/1993
255.96 0.17% -144.08
-0.17% 327.449 83669.76 73525.68 3 -48.03 -0.17%
0.27% 0/0
RUT-I Long 10/27/1993
255.96 11/3/1993
257.11 0.45% 375.27
0.45% 326.323 83525.68 73900.95 6 62.55 0.00%
1.64% 0/0
RUT-I Short 11/3/1993
257.11 11/8/1993
254.57 -0.99% 828.86
0.99% 326.323 83900.95 74729.81 4 207.22 0.00%
1.56% 0/0
RUT-I Long 11/8/1993
254.57 11/15/1993
256.47 0.75% 632.39
0.75% 332.835 84729.81 75362.20 6 105.40 0.00%
1.32% 0/0
RUT-I Short 11/15/1993
256.47 11/23/1993
248.12 -3.26% 2779.17
3.26% 332.835 85362.20 78141.37 7 397.02 0.00%
3.75% 0/0
RUT-I Long 11/23/1993
248.12 11/29/1993
250.14 0.81% 717.58
0.81% 355.237 88141.37 78858.95 4 179.39 0.00%
0.82% 0/0
RUT-I Short 11/29/1993
250.14 11/30/1993
250.41 0.11% -95.91
-0.11% 355.237 88858.94 78763.03 2 -47.96 -0.11%
0.00% 0/0
RUT-I Long 11/30/1993
250.41 12/9/1993
253.4 1.19% 1059.87
1.19% 354.471 88763.04 79822.90 8 132.48 0.00%
1.58% 0/0
RUT-I Short 12/9/1993
253.4 12/16/1993
250.58 -1.11% 999.61
1.11% 354.471 89822.90 80822.51 6 166.60 0.00%
1.40% 0/0
RUT-I Long 12/16/1993
250.58 12/20/1993
251.92 0.53% 485.68
0.53% 362.449 90822.51 81308.19 3 161.89 0.00%
0.67% 0/0
RUT-I Short 12/20/1993
251.92 12/23/1993
251.32 -0.24% 217.47
0.24% 362.449 91308.19 81525.66 4 54.37 0.00%
0.61% 0/0
RUT-I Long 12/23/1993
251.32 1/3/1994
256.53 2.07% 1897.38
2.07% 364.18 91525.66 83423.04 7 271.05 0.00%
2.89% 0/0
RUT-I Short 1/3/1994
256.53 1/4/1994
256.97 0.17% -160.24
-0.17% 364.18 93423.04 83262.80 2 -80.12 -0.17%
0.00% 0/0
RUT-I Long 1/4/1994
256.97 1/11/1994
259.63 1.04% 965.40
1.04% 362.933 93262.80 84228.20 6 160.90 0.00%
1.08% 0/0
RUT-I Short 1/11/1994
259.63 1/12/1994
260.23 0.23% -217.76
-0.23% 362.933 94228.20 84010.44 2 -108.88 -0.23%
0.00% 0/0
RUT-I Long 1/12/1994
260.23 1/24/1994
262.89 1.02% 960.95
1.02% 361.259 94010.44 84971.39 9 106.77 0.00%
1.37% 0/0
RUT-I Short 1/24/1994
262.89 1/26/1994
262.84 -0.02% 18.06
0.02% 361.259 94971.39 84989.45 3 6.02 0.00%
0.32% 0/0
RUT-I Long 1/26/1994
262.84 2/1/1994
266.5 1.39% 1322.71
1.39% 361.396 94989.45 86312.16 5 264.54 0.00%
1.40% 0/0
RUT-I Short 2/1/1994
266.5 2/2/1994
267.62 0.42% -404.76
-0.42% 361.396 96312.16 85907.40 2 -202.38 -0.42%
0.00% 0/0
RUT-I Long 2/2/1994
267.62 2/3/1994
267.57 -0.02% -17.92
-0.02% 358.372 95907.40 85889.48 2 -8.96 -0.02%
0.00% 0/0
RUT-I Short 2/3/1994
267.57 2/7/1994
261.68 -2.20% 2110.81
2.20% 358.372 95889.48 88000.29 3 703.60 0.00%
2.21% 0/0
RUT-I Long 2/7/1994
261.68 2/10/1994
264.14 0.94% 921.28
0.94% 374.504 98000.29 88921.57 4 230.32 0.00%
1.35% 0/0
RUT-I Short 2/10/1994
264.14 2/14/1994
263.19 -0.36% 355.78
0.36% 374.504 98921.57 89277.35 3 118.59 0.00%
0.47% 0/0
RUT-I Long 2/14/1994
263.19 2/17/1994
264.88 0.64% 637.48
0.64% 377.208 99277.34 89914.83 4 159.37 0.00%
1.05% 0/0
RUT-I Short 2/17/1994
264.88 2/22/1994
265.05 0.06% -64.13
-0.06% 377.208 99914.83 89850.70 3 -21.38 -0.06%
0.31% 0/0
RUT-I Long 2/22/1994
265.05 2/23/1994
264.92 -0.05% -48.97
-0.05% 376.724 99850.71 89801.73 2 -24.49 -0.05%
0.00% 0/0
RUT-I Short 2/23/1994
264.92 2/25/1994
263 -0.72% 723.31
0.72% 376.724 99801.73 90525.04 3 241.10 0.00%
1.02% 0/0
RUT-I Long 2/25/1994
263 3/1/1994
264.34 0.51% 512.18
0.51% 382.224 100525.04 91037.22 3 170.73 0.00%
0.96% 0/0
RUT-I Short 3/1/1994
264.34 3/3/1994
263.15 -0.45% 454.85
0.45% 382.224 101037.22 91492.07 3 151.62 0.00%
0.58% 0/0
RUT-I Long 3/3/1994
263.15 3/8/1994
266.56 1.30% 1315.17
1.30% 385.681 101492.07 92807.24 4 328.79 0.00%
1.35% 0/0
RUT-I Short 3/8/1994
266.56 3/11/1994
265.49 -0.40% 412.68
0.40% 385.681 102807.24 93219.92 4 103.17 0.00%
0.43% 0/0
RUT-I Long 3/11/1994
265.49 3/21/1994
268.99 1.32% 1360.77
1.32% 388.79 103219.92 94580.69 7 194.40 0.00%
2.11% 0/0
RUT-I Short 3/21/1994
268.99 3/22/1994
269.56 0.21% -221.61
-0.21% 388.79 104580.69 94359.08 2 -110.81 -0.21%
0.00% 0/0
RUT-I Long 3/22/1994
269.56 3/24/1994
267.07 -0.92% -963.99
-0.92% 387.146 104359.07 93395.08 3 -321.33 -0.92%
0.24% 0/0
RUT-I Short 3/24/1994
267.07 4/5/1994
253.96 -4.91% 5075.48
4.91% 387.146 103395.08 98470.57 8 634.44 0.00%
7.50% 0/0
RUT-I Long 4/5/1994
253.96 4/8/1994
254.73 0.30% 328.88
0.30% 427.117 108470.57 98799.45 4 82.22 0.00%
0.78% 0/0
RUT-I Short 4/8/1994
254.73 4/12/1994
252.73 -0.79% 854.23
0.79% 427.117 108799.45 99653.68 3 284.74 0.00%
1.57% 0/0
RUT-I Long 4/12/1994
252.73 4/13/1994
249.62 -1.23% -1349.36
-1.23% 433.877 109653.68 98304.32 2 -674.68 -1.23%
0.00% 0/0
RUT-I Short 4/13/1994
249.62 4/14/1994
250.08 0.18% -199.58
-0.18% 433.877 108304.32 98104.74 2 -99.79 -0.18%
0.00% 0/0
RUT-I Long 4/14/1994
250.08 4/18/1994
248.4 -0.67% -726.23
-0.67% 432.281 108104.74 97378.51 3 -242.08 -0.67%
0.03% 0/0
RUT-I Short 4/18/1994
248.4 4/21/1994
245.32 -1.24% 1331.42
1.24% 432.281 107378.51 98709.93 4 332.86 0.00%
2.52% 0/0
RUT-I Long 4/21/1994
245.32 5/4/1994
254.46 3.73% 4050.26
3.73% 443.135 108709.93 102760.19 9 450.03 0.00%
3.74% 0/0
RUT-I Short 5/4/1994
254.46 5/10/1994
248.54 -2.33% 2623.36
2.33% 443.135 112760.19 105383.55 5 524.67 0.00%
2.42% 0/0
RUT-I Long 5/10/1994
248.54 5/11/1994
245.61 -1.18% -1360.24
-1.18% 464.245 115383.55 104023.31 2 -680.12 -1.18%
0.00% 0/0
RUT-I Short 5/11/1994
245.61 5/12/1994
246.29 0.28% -315.69
-0.28% 464.245 114023.31 103707.62 2 -157.84 -0.28%
0.00% 0/0
RUT-I Long 5/12/1994
246.29 5/13/1994
245.6 -0.28% -318.56
-0.28% 461.682 113707.62 103389.06 2 -159.28 -0.28%
0.00% 0/0
RUT-I Short 5/13/1994
245.6 5/18/1994
246.79 0.48% -549.40
-0.48% 461.682 113389.07 102839.66 4 -137.35 -0.48%
0.67% 0/0
RUT-I Long 5/18/1994
246.79 5/20/1994
248.28 0.60% 681.27
0.60% 457.229 112839.66 103520.93 3 227.09 0.00%
0.75% 0/0
RUT-I Short 5/20/1994
248.28 5/24/1994
248.36 0.03% -36.58
-0.03% 457.229 113520.93 103484.36 3 -12.19 -0.03%
0.20% 0/0
RUT-I Long 5/24/1994
248.36 5/25/1994
248.24 -0.05% -54.83
-0.05% 456.935 113484.35 103429.52 2 -27.42 -0.05%
0.00% 0/0
RUT-I Short 5/25/1994
248.24 5/26/1994
248.94 0.28% -319.85
-0.28% 456.935 113429.52 103109.67 2 -159.93 -0.28%
0.00% 0/0
RUT-I Long 5/26/1994
248.94 5/31/1994
249.28 0.14% 154.48
0.14% 454.365 113109.67 103264.15 3 51.49 0.00%
0.21% 0/0
RUT-I Short 5/31/1994
249.28 6/1/1994
250.08 0.32% -363.49
-0.32% 454.365 113264.15 102900.66 2 -181.75 -0.32%
0.00% 0/0
RUT-I Long 6/1/1994
250.08 6/7/1994
251.67 0.64% 717.82
0.64% 451.458 112900.66 103618.48 5 143.56 0.00%
1.06% 0/0
RUT-I Short 6/7/1994
251.67 6/10/1994
250.58 -0.43% 492.09
0.43% 451.458 113618.48 104110.57 4 123.02 0.00%
0.97% 0/0
RUT-I Long 6/10/1994
250.58 6/13/1994
250.35 -0.09% -104.74
-0.09% 455.386 114110.57 104005.83 2 -52.37 -0.09%
0.00% 0/0
RUT-I Short 6/13/1994
250.35 6/14/1994
251.13 0.31% -355.20
-0.31% 455.386 114005.83 103650.63 2 -177.60 -0.31%
0.00% 0/0
RUT-I Long 6/14/1994
251.13 6/17/1994
250.39 -0.29% -334.89
-0.29% 452.557 113650.63 103315.74 4 -83.72 -0.29%
0.24% 0/0
RUT-I Short 6/17/1994
250.39 6/22/1994
245.28 -2.04% 2312.57
2.04% 452.557 113315.73 105628.30 4 578.14 0.00%
2.51% 0/0
RUT-I Long 6/22/1994
245.28 6/23/1994
242.5 -1.13% -1310.53
-1.13% 471.414 115628.31 104317.77 2 -655.26 -1.13%
0.00% 0/0
RUT-I Short 6/23/1994
242.5 6/27/1994
240.29 -0.91% 1041.82
0.91% 471.414 114317.78 105359.60 3 347.27 0.00%
1.28% 0/0
RUT-I Long 6/27/1994
240.29 6/28/1994
238.96 -0.55% -638.51
-0.55% 480.085 115359.60 104721.08 2 -319.26 -0.55%
0.00% 0/0
RUT-I Short 6/28/1994
238.96 6/29/1994
240.18 0.51% -585.70
-0.51% 480.085 114721.08 104135.38 2 -292.85 -0.51%
0.00% 0/0
RUT-I Long 6/29/1994
240.18 7/5/1994
240.73 0.23% 261.36
0.23% 475.208 114135.38 104396.75 4 65.34 0.00%
0.39% 0/0
RUT-I Short 7/5/1994
240.73 7/7/1994
241.72 0.41% -470.46
-0.41% 475.208 114396.75 103926.29 3 -156.82 -0.41%
0.02% 0/0
RUT-I Long 7/7/1994
241.72 7/11/1994
241.66 -0.02% -28.28
-0.02% 471.315 113926.29 103898.01 3 -9.43 -0.02%
0.08% 0/0
RUT-I Short 7/11/1994
241.66 7/12/1994
242.13 0.19% -221.52
-0.19% 471.315 113898.01 103676.49 2 -110.76 -0.19%
0.00% 0/0
RUT-I Long 7/12/1994
242.13 7/15/1994
245.62 1.44% 1638.50
1.44% 469.485 113676.49 105315.00 4 409.63 0.00%
1.50% 0/0
RUT-I Short 7/15/1994
245.62 7/21/1994
243.91 -0.70% 802.82
0.70% 469.485 115315.00 106117.82 5 160.56 0.00%
0.80% 0/0
RUT-I Long 7/21/1994
243.91 7/22/1994
243.33 -0.24% -276.12
-0.24% 476.068 116117.81 105841.70 2 -138.06 -0.24%
0.00% 0/0
RUT-I Short 7/22/1994
243.33 7/25/1994
243.35 0.01% -9.52
-0.01% 476.068 115841.70 105832.18 2 -4.76 -0.01%
0.00% 0/0
RUT-I Long 7/25/1994
243.35 7/26/1994
242.97 -0.16% -180.88
-0.16% 475.99 115832.17 105651.30 2 -90.44 -0.16%
0.00% 0/0
RUT-I Short 7/26/1994
242.97 7/29/1994
244.06 0.45% -518.83
-0.45% 475.99 115651.30 105132.47 4 -129.71 -0.45%
0.50% 0/0
RUT-I Long 7/29/1994
244.06 8/4/1994
244.81 0.31% 353.80
0.31% 471.738 115132.47 105486.27 5 70.76 0.00%
0.70% 0/0
RUT-I Short 8/4/1994
244.81 8/8/1994
244.61 -0.08% 94.35
0.08% 471.738 115486.28 105580.62 3 31.45 0.00%
0.25% 0/0
RUT-I Long 8/8/1994
244.61 8/11/1994
246.29 0.69% 793.82
0.69% 472.51 115580.62 106374.44 4 198.45 0.00%
0.75% 0/0
RUT-I Short 8/11/1994
246.29 8/12/1994
247.11 0.33% -387.46
-0.33% 472.51 116374.43 105986.98 2 -193.73 -0.33%
0.00% 0/0
RUT-I Long 8/12/1994
247.11 8/18/1994
249.21 0.85% 985.69
0.85% 469.374 115986.98 106972.67 5 197.14 0.00%
0.89% 0/0
RUT-I Short 8/18/1994
249.21 8/19/1994
249.69 0.19% -225.30
-0.19% 469.374 116972.67 106747.37 2 -112.65 -0.19%
0.00% 0/0
RUT-I Long 8/19/1994
249.69 9/1/1994
256.06 2.55% 2978.42
2.55% 467.569 116747.37 109725.78 10 297.84 0.00%
3.06% 0/0
RUT-I Short 9/1/1994
256.06 9/2/1994
256.19 0.05% -60.78
-0.05% 467.569 119725.78 109665.00 2 -30.39 -0.05%
0.00% 0/0
RUT-I Long 9/2/1994
256.19 9/6/1994
255.8 -0.15% -182.17
-0.15% 467.095 119665.00 109482.83 2 -91.08 -0.15%
0.00% 0/0
RUT-I Short 9/6/1994
255.8 9/7/1994
256.81 0.39% -471.77
-0.39% 467.095 119482.83 109011.07 2 -235.88 -0.39%
0.00% 0/0
RUT-I Long 9/7/1994
256.81 9/9/1994
256.76 -0.02% -23.17
-0.02% 463.421 119011.06 108987.89 3 -7.72 -0.02%
0.53% 0/0
RUT-I Short 9/9/1994
256.76 9/13/1994
256.96 0.08% -92.68
-0.08% 463.421 118987.89 108895.21 3 -30.89 -0.08%
0.35% 0/0
RUT-I Long 9/13/1994
256.96 9/19/1994
259.03 0.81% 957.79
0.81% 462.699 118895.21 109853.00 5 191.56 0.00%
1.10% 0/0
RUT-I Short 9/19/1994
259.03 9/28/1994
254.4 -1.79% 2142.30
1.79% 462.699 119852.99 111995.30 8 267.79 0.00%
2.30% 0/0
RUT-I Long 9/28/1994
254.4 9/29/1994
254.18 -0.09% -105.50
-0.09% 479.541 121995.29 111889.80 2 -52.75 -0.09%
0.00% 0/0
RUT-I Short 9/29/1994
254.18 9/30/1994
256.12 0.76% -930.31
-0.76% 479.541 121889.79 110959.49 2 -465.16 -0.76%
0.00% 0/0
RUT-I Long 9/30/1994
256.12 10/3/1994
254.78 -0.52% -632.85
-0.52% 472.277 120959.48 110326.64 2 -316.43 -0.52%
0.00% 0/0
RUT-I Short 10/3/1994
254.78 10/6/1994
249.53 -2.06% 2479.45
2.06% 472.277 120326.63 112806.09 4 619.86 0.00%
2.12% 0/0
RUT-I Long 10/6/1994
249.53 10/14/1994
254.87 2.14% 2628.08
2.14% 492.15 122806.09 115434.17 7 375.44 0.00%
2.24% 0/0
RUT-I Short 10/14/1994
254.87 10/17/1994
254.97 0.04% -49.21
-0.04% 492.15 125434.17 115384.95 2 -24.61 -0.04%
0.00% 0/0
RUT-I Long 10/17/1994
254.97 10/18/1994
254.02 -0.37% -467.18
-0.37% 491.764 125384.95 114917.78 2 -233.59 -0.37%
0.00% 0/0
RUT-I Short 10/18/1994
254.02 10/19/1994
254.8 0.31% -383.58
-0.31% 491.764 124917.78 114534.20 2 -191.79 -0.31%
0.00% 0/0
RUT-I Long 10/19/1994
254.8 10/20/1994
253.61 -0.47% -581.62
-0.47% 488.753 124534.20 113952.58 2 -290.81 -0.47%
0.00% 0/0
RUT-I Short 10/20/1994
253.61 10/26/1994
250.82 -1.10% 1363.62
1.10% 488.753 123952.58 115316.21 5 272.72 0.00%
1.20% 0/0
RUT-I Long 10/26/1994
250.82 11/1/1994
253.48 1.06% 1329.01
1.06% 499.626 125316.21 116645.21 5 265.80 0.00%
1.67% 0/0
RUT-I Short 11/1/1994
253.48 11/2/1994
253.75 0.11% -134.90
-0.11% 499.626 126645.21 116510.31 2 -67.45 -0.11%
0.00% 0/0
RUT-I Long 11/2/1994
253.75 11/4/1994
252.75 -0.39% -498.56
-0.39% 498.563 126510.31 116011.75 3 -166.19 -0.39%
0.16% 0/0
RUT-I Short 11/4/1994
252.75 11/8/1994
252.12 -0.25% 314.09
0.25% 498.563 126011.75 116325.84 3 104.70 0.00%
0.36% 0/0
RUT-I Long 11/8/1994
252.12 11/9/1994
251.69 -0.17% -215.45
-0.17% 501.054 126325.84 116110.39 2 -107.73 -0.17%
0.00% 0/0
RUT-I Short 11/9/1994
251.69 11/14/1994
250.17 -0.60% 761.60
0.60% 501.054 126110.39 116871.99 4 190.40 0.00%
0.92% 0/0
RUT-I Long 11/14/1994
250.17 11/16/1994
250.52 0.14% 177.50
0.14% 507.143 126872.00 117049.49 3 59.17 0.00%
0.28% 0/0
RUT-I Short 11/16/1994
250.52 11/25/1994
242.03 -3.39% 4305.65
3.39% 507.143 127049.49 121355.14 7 615.09 0.00%
3.96% 0/0
RUT-I Long 11/25/1994
242.03 12/1/1994
242.03 0.00% 0.00
0.00% 542.723 131355.13 121355.14 5 0.00 0.00%
0.92% 0/0
RUT-I Short 12/1/1994
242.03 12/2/1994
242.81 0.32% -423.32
-0.32% 542.723 131355.13 120931.81 2 -211.66 -0.32%
0.00% 0/0
RUT-I Long 12/2/1994
242.81 12/6/1994
242 -0.33% -436.78
-0.33% 539.236 130931.81 120495.03 3 -145.59 -0.33%
0.05% 0/0
RUT-I Short 12/6/1994
242 12/12/1994
235.49 -2.69% 3510.42
2.69% 539.236 130495.03 124005.46 5 702.08 0.00%
2.83% 0/0
RUT-I Long 12/12/1994
235.49 12/16/1994
241 2.34% 3135.46
2.34% 569.049 134005.46 127140.92 5 627.09 0.00%
2.42% 0/0
RUT-I Short 12/16/1994
241 12/20/1994
240.61 -0.16% 221.93
0.16% 569.049 137140.91 127362.85 3 73.98 0.00%
0.23% 0/0
RUT-I Long 12/20/1994
240.61 12/28/1994
245.27 1.94% 2660.37
1.94% 570.894 137362.85 130023.22 6 443.39 0.00%
2.21% 0/0
RUT-I Short 12/28/1994
245.27 12/29/1994
246.89 0.66% -924.85
-0.66% 570.894 140023.22 129098.37 2 -462.42 -0.66%
0.00% 0/0
RUT-I Long 12/29/1994
246.89 1/3/1995
247.24 0.14% 197.19
0.14% 563.402 139098.37 129295.56 3 65.73 0.00%
1.41% 0/0
RUT-I Short 1/3/1995
247.24 1/4/1995
247.65 0.17% -230.99
-0.17% 563.402 139295.56 129064.56 2 -115.50 -0.17%
0.00% 0/0
RUT-I Long 1/4/1995
247.65 1/5/1995
247.46 -0.08% -106.69
-0.08% 561.537 139064.57 128957.87 2 -53.35 -0.08%
0.00% 0/0
RUT-I Short 1/5/1995
247.46 1/6/1995
248.08 0.25% -348.15
-0.25% 561.537 138957.88 128609.72 2 -174.08 -0.25%
0.00% 0/0
RUT-I Long 1/6/1995
248.08 1/11/1995
248.16 0.03% 44.70
0.03% 558.73 138609.72 128654.42 4 11.17 0.00%
0.36% 0/0
RUT-I Short 1/11/1995
248.16 1/12/1995
248.27 0.04% -61.46
-0.04% 558.73 138654.41 128592.96 2 -30.73 -0.04%
0.00% 0/0
RUT-I Long 1/12/1995
248.27 1/18/1995
252.31 1.63% 2255.27
1.63% 558.235 138592.96 130848.23 5 451.05 0.00%
1.87% 0/0
RUT-I Short 1/18/1995
252.31 1/24/1995
248.94 -1.34% 1881.25
1.34% 558.235 140848.22 132729.48 5 376.25 0.00%
1.68% 0/0
RUT-I Long 1/24/1995
248.94 1/25/1995
248.8 -0.06% -80.27
-0.06% 573.349 142729.48 132649.21 2 -40.13 -0.06%
0.00% 0/0
RUT-I Short 1/25/1995
248.8 1/27/1995
248.47 -0.13% 189.21
0.13% 573.349 142649.21 132838.41 3 63.07 0.00%
0.29% 0/0
RUT-I Long 1/27/1995
248.47 1/30/1995
246.56 -0.77% -1098.01
-0.77% 574.872 142838.42 131740.41 2 -549.00 -0.77%
0.00% 0/0
RUT-I Short 1/30/1995
246.56 1/31/1995
246.85 0.12% -166.71
-0.12% 574.872 141740.41 131573.70 2 -83.36 -0.12%
0.00% 0/0
RUT-I Long 1/31/1995
246.85 2/14/1995
255.24 3.40% 4811.84
3.40% 573.521 141573.70 136385.54 11 437.44 0.00%
3.52% 0/0
RUT-I Short 2/14/1995
255.24 2/15/1995
257.47 0.87% -1278.95
-0.87% 573.521 146385.54 135106.59 2 -639.48 -0.87%
0.00% 0/0
RUT-I Long 2/15/1995
257.47 2/16/1995
255.93 -0.60% -867.92
-0.60% 563.586 145106.58 134238.66 2 -433.96 -0.60%
0.00% 0/0
RUT-I Short 2/16/1995
255.93 2/22/1995
253.94 -0.78% 1121.54
0.78% 563.586 144238.67 135360.20 4 280.38 0.00%
0.81% 0/0
RUT-I Long 2/22/1995
253.94 2/27/1995
253.86 -0.03% -45.79
-0.03% 572.419 145360.20 135314.41 4 -11.45 -0.03%
0.60% 0/0
RUT-I Short 2/27/1995
253.86 2/28/1995
256.57 1.07% -1551.26
-1.07% 572.419 145314.41 133763.15 2 -775.63 -1.07%
0.00% 0/0
RUT-I Long 2/28/1995
256.57 3/1/1995
256.05 -0.20% -291.37
-0.20% 560.327 143763.16 133471.78 2 -145.69 -0.20%
0.00% 0/0
RUT-I Short 3/1/1995
256.05 3/2/1995
256.16 0.04% -61.64
-0.04% 560.327 143471.78 133410.14 2 -30.82 -0.04%
0.00% 0/0
RUT-I Long 3/2/1995
256.16 3/6/1995
255.8 -0.14% -201.54
-0.14% 559.846 143410.14 133208.60 3 -67.18 -0.14%
0.29% 0/0
RUT-I Short 3/6/1995
255.8 3/8/1995
254.87 -0.36% 520.66
0.36% 559.846 143208.60 133729.26 3 173.55 0.00%
0.65% 0/0
RUT-I Long 3/8/1995
254.87 3/9/1995
254.79 -0.03% -45.11
-0.03% 563.932 143729.25 133684.14 2 -22.56 -0.03%
0.00% 0/0
RUT-I Short 3/9/1995
254.79 3/10/1995
256.01 0.48% -688.00
-0.48% 563.932 143684.14 132996.14 2 -344.00 -0.48%
0.00% 0/0
RUT-I Long 3/10/1995
256.01 3/17/1995
257.32 0.51% 731.71
0.51% 558.557 142996.14 133727.85 6 121.95 0.00%
0.85% 0/0
RUT-I Short 3/17/1995
257.32 3/20/1995
257.83 0.20% -284.86
-0.20% 558.557 143727.85 133442.99 2 -142.43 -0.20%
0.00% 0/0
RUT-I Long 3/20/1995
257.83 3/21/1995
257.15 -0.26% -378.32
-0.26% 556.347 143442.98 133064.67 2 -189.16 -0.26%
0.00% 0/0
RUT-I Short 3/21/1995
257.15 3/23/1995
257.53 0.15% -211.41
-0.15% 556.347 143064.67 132853.26 3 -70.47 -0.15%
0.14% 0/0
RUT-I Long 3/23/1995
257.53 3/29/1995
259.9 0.92% 1314.65
0.92% 554.705 142853.26 134167.91 5 262.93 0.00%
1.06% 0/0
RUT-I Short 3/29/1995
259.9 3/30/1995
260.28 0.15% -210.79
-0.15% 554.705 144167.91 133957.13 2 -105.39 -0.15%
0.00% 0/0
RUT-I Long 3/30/1995
260.28 4/4/1995
260.75 0.18% 259.95
0.18% 553.086 143957.13 134217.08 4 64.99 0.00%
0.20% 0/0
RUT-I Short 4/4/1995
260.75 4/5/1995
261.21 0.18% -254.42
-0.18% 553.086 144217.08 133962.66 2 -127.21 -0.18%
0.00% 0/0
RUT-I Long 4/5/1995
261.21 4/7/1995
260.02 -0.46% -655.85
-0.46% 551.138 143962.66 133306.80 3 -218.62 -0.46%
0.01% 0/0
RUT-I Short 4/7/1995
260.02 4/10/1995
261.61 0.61% -876.31
-0.61% 551.138 143306.80 132430.49 2 -438.15 -0.61%
0.00% 0/0
RUT-I Long 4/10/1995
261.61 4/17/1995
263.96 0.90% 1279.43
0.90% 544.438 142430.49 133709.92 5 255.89 0.00%
0.91% 0/0
RUT-I Short 4/17/1995
263.96 4/20/1995
261.25 -1.03% 1475.43
1.03% 544.438 143709.93 135185.35 4 368.86 0.00%
1.27% 0/0
RUT-I Long 4/20/1995
261.25 5/1/1995
265.94 1.80% 2606.39
1.80% 555.733 145185.35 137791.74 8 325.80 0.00%
1.88% 0/0
RUT-I Short 5/1/1995
265.94 5/3/1995
266.84 0.34% -500.16
-0.34% 555.733 147791.74 137291.58 3 -166.72 -0.34%
0.02% 0/0
RUT-I Long 5/3/1995
266.84 5/4/1995
265.66 -0.44% -651.34
-0.44% 551.985 147291.57 136640.24 2 -325.67 -0.44%
0.00% 0/0
RUT-I Short 5/4/1995
265.66 5/8/1995
267.01 0.51% -745.18
-0.51% 551.985 146640.24 135895.06 3 -248.39 -0.51%
0.02% 0/0
RUT-I Long 5/8/1995
267.01 5/9/1995
266.56 -0.17% -245.88
-0.17% 546.403 145895.06 135649.18 2 -122.94 -0.17%
0.00% 0/0
RUT-I Short 5/9/1995
266.56 5/10/1995
267.77 0.45% -661.15
-0.45% 546.403 145649.19 134988.03 2 -330.57 -0.45%
0.00% 0/0
RUT-I Long 5/10/1995
267.77 5/18/1995
270.95 1.19% 1721.86
1.19% 541.465 144988.04 136709.89 7 245.98 0.00%
1.87% 0/0
RUT-I Short 5/18/1995
270.95 5/22/1995
271.58 0.23% -341.12
-0.23% 541.465 146709.89 136368.77 3 -113.71 -0.23%
0.15% 0/0
RUT-I Long 5/22/1995
271.58 5/24/1995
272.44 0.32% 463.50
0.32% 538.953 146368.77 136832.27 3 154.50 0.00%
0.50% 0/0
RUT-I Short 5/24/1995
272.44 5/31/1995
270.25 -0.80% 1180.31
0.80% 538.953 146832.26 138012.57 5 236.06 0.00%
1.20% 0/0
RUT-I Long 5/31/1995
270.25 6/9/1995
275.21 1.84% 2716.53
1.84% 547.688 148012.58 140729.10 8 339.57 0.00%
2.03% 0/0
RUT-I Short 6/9/1995
275.21 6/12/1995
276.45 0.45% -679.13
-0.45% 547.688 150729.11 140049.97 2 -339.57 -0.45%
0.00% 0/0
RUT-I Long 6/12/1995
276.45 6/23/1995
284.02 2.74% 4108.80
2.74% 542.774 150049.98 144158.77 10 410.88 0.00%
2.86% 0/0
RUT-I Short 6/23/1995
284.02 6/29/1995
281.08 -1.04% 1595.76
1.04% 542.774 154158.77 145754.53 5 319.15 0.00%
1.44% 0/0
RUT-I Long 6/29/1995
281.08 7/18/1995
293.59 4.45% 6932.15
4.45% 554.129 155754.53 152686.68 13 533.24 0.00%
5.29% 0/0
RUT-I Short 7/18/1995
293.59 7/20/1995
289.42 -1.42% 2310.72
1.42% 554.129 162686.69 154997.40 3 770.24 0.00%
2.22% 0/0
RUT-I Long 7/20/1995
289.42 8/1/1995
298.33 3.08% 5079.56
3.08% 570.097 164997.39 160076.96 9 564.40 0.00%
3.56% 0/0
RUT-I Short 8/1/1995
298.33 8/4/1995
298.27 -0.02% 34.21
0.02% 570.097 170076.95 160111.17 4 8.55 0.00%
0.36% 0/0
RUT-I Long 8/4/1995
298.27 8/8/1995
298.81 0.18% 307.98
0.18% 570.326 170111.16 160419.14 3 102.66 0.00%
0.29% 0/0
RUT-I Short 8/8/1995
298.81 8/9/1995
299.58 0.26% -439.15
-0.26% 570.326 170419.14 159979.99 2 -219.58 -0.26%
0.00% 0/0
RUT-I Long 8/9/1995
299.58 8/10/1995
299.24 -0.11% -192.91
-0.11% 567.394 169979.99 159787.08 2 -96.46 -0.11%
0.00% 0/0
RUT-I Short 8/10/1995
299.24 8/14/1995
300.27 0.34% -584.42
-0.34% 567.394 169787.08 159202.66 3 -194.81 -0.34%
0.05% 0/0
RUT-I Long 8/14/1995
300.27 8/22/1995
304.32 1.35% 2282.18
1.35% 563.502 169202.65 161484.84 7 326.03 0.00%
1.74% 0/0
RUT-I Short 8/22/1995
304.32 8/23/1995
304.51 0.06% -107.07
-0.06% 563.502 171484.84 161377.78 2 -53.53 -0.06%
0.00% 0/0
RUT-I Long 8/23/1995
304.51 8/24/1995
303.72 -0.26% -444.61
-0.26% 562.799 171377.79 160933.17 2 -222.31 -0.26%
0.00% 0/0
RUT-I Short 8/24/1995
303.72 8/25/1995
304.36 0.21% -360.19
-0.21% 562.799 170933.17 160572.97 2 -180.10 -0.21%
0.00% 0/0
RUT-I Long 8/25/1995
304.36 8/28/1995
303.32 -0.34% -582.85
-0.34% 560.432 170572.97 159990.13 2 -291.42 -0.34%
0.00% 0/0
RUT-I Short 8/28/1995
303.32 8/30/1995
303.26 -0.02% 33.63
0.02% 560.432 169990.13 160023.75 3 11.21 0.00%
0.60% 0/0
RUT-I Long 8/30/1995
303.26 9/15/1995
314.29 3.64% 6184.01
3.64% 560.653 170023.75 166207.76 12 515.33 0.00%
4.24% 0/0
RUT-I Short 9/15/1995
314.29 9/19/1995
313.87 -0.13% 235.47
0.13% 560.653 176207.76 166443.23 3 78.49 0.00%
0.30% 0/0
RUT-I Long 9/19/1995
313.87 9/21/1995
313.6 -0.09% -151.78
-0.09% 562.154 176443.23 166291.45 3 -50.59 -0.09%
0.30% 0/0
RUT-I Short 9/21/1995
313.6 9/28/1995
308.46 -1.64% 2889.47
1.64% 562.154 176291.46 169180.92 6 481.58 0.00%
2.47% 0/0
RUT-I Long 9/28/1995
308.46 10/2/1995
306.99 -0.48% -853.91
-0.48% 580.889 179180.91 168327.02 3 -284.64 -0.48%
0.62% 0/0
RUT-I Short 10/2/1995
306.99 10/5/1995
301.21 -1.88% 3357.54
1.88% 580.889 178327.01 171684.55 4 839.38 0.00%
2.01% 0/0
RUT-I Long 10/5/1995
301.21 10/9/1995
296.64 -1.52% -2756.54
-1.52% 603.182 181684.56 168928.01 3 -918.85 -1.52%
0.20% 0/0
RUT-I Short 10/9/1995
296.64 10/11/1995
297.91 0.43% -766.04
-0.43% 603.182 178928.01 168161.97 3 -255.35 -0.43%
0.68% 0/0
RUT-I Long 10/11/1995
297.91 10/19/1995
303.42 1.85% 3295.20
1.85% 598.04 178161.96 171457.17 7 470.74 0.00%
2.06% 0/0
RUT-I Short 10/19/1995
303.42 10/30/1995
296.24 -2.37% 4293.92
2.37% 598.04 181457.17 175751.09 8 536.74 0.00%
2.92% 0/0
RUT-I Long 10/30/1995
296.24 11/7/1995
301.45 1.76% 3266.82
1.76% 627.029 185751.10 179017.91 7 466.69 0.00%
2.26% 0/0
RUT-I Short 11/7/1995
301.45 11/8/1995
302.3 0.28% -532.97
-0.28% 627.029 189017.91 178484.94 2 -266.49 -0.28%
0.00% 0/0
RUT-I Long 11/8/1995
302.3 11/13/1995
303.6 0.43% 810.55
0.43% 623.503 188484.95 179295.49 4 202.64 0.00%
0.67% 0/0
RUT-I Short 11/13/1995
303.6 11/16/1995
302.8 -0.26% 498.80
0.26% 623.503 189295.49 179794.29 4 124.70 0.00%
0.70% 0/0
RUT-I Long 11/16/1995
302.8 11/20/1995
302.22 -0.19% -363.54
-0.19% 626.798 189794.29 179430.75 3 -121.18 -0.19%
0.34% 0/0
RUT-I Short 11/20/1995
302.22 11/22/1995
301.23 -0.33% 620.53
0.33% 626.798 189430.76 180051.28 3 206.84 0.00%
0.36% 0/0
RUT-I Long 11/22/1995
301.23 12/6/1995
312.67 3.80% 7217.70
3.80% 630.918 190051.28 187268.98 10 721.77 0.00%
3.94% 0/0
RUT-I Short 12/6/1995
312.67 12/8/1995
311.55 -0.36% 706.63
0.36% 630.918 197268.98 187975.61 3 235.54 0.00%
0.55% 0/0
RUT-I Long 12/8/1995
311.55 12/12/1995
311.56 0.00% 6.35
0.00% 635.454 197975.60 187981.96 3 2.12 0.00%
0.17% 0/0
RUT-I Short 12/12/1995
311.56 12/13/1995
312.59 0.33% -654.52
-0.33% 635.454 197981.96 187327.44 2 -327.26 -0.33%
0.00% 0/0
RUT-I Long 12/13/1995
312.59 12/14/1995
312.53 -0.02% -37.88
-0.02% 631.266 197327.43 187289.57 2 -18.94 -0.02%
0.00% 0/0
RUT-I Short 12/14/1995
312.53 12/19/1995
306 -2.09% 4122.17
2.09% 631.266 197289.56 191411.73 4 1030.54 0.00%
2.82% 0/0
RUT-I Long 12/19/1995
306 12/28/1995
313.99 2.61% 5259.08
2.61% 658.208 201411.73 196670.82 7 751.30 0.00%
2.64% 0/0
RUT-I Short 12/28/1995
313.99 12/29/1995
315.97 0.63% -1303.25
-0.63% 658.208 206670.82 195367.56 2 -651.63 -0.63%
0.00% 0/0
RUT-I Long 12/29/1995
315.97 1/3/1996
315.21 -0.24% -493.97
-0.24% 649.959 205367.56 194873.60 3 -164.66 -0.24%
0.27% 0/0
RUT-I Short 1/3/1996
315.21 1/5/1996
312.19 -0.96% 1962.88
0.96% 649.959 204873.60 196836.47 3 654.29 0.00%
1.41% 0/0
RUT-I Long 1/5/1996
312.19 1/9/1996
307.4 -1.53% -3173.54
-1.53% 662.534 206836.47 193662.93 3 -1057.85 -1.53%
0.06% 0/0
RUT-I Short 1/9/1996
307.4 1/11/1996
305.72 -0.55% 1113.06
0.55% 662.534 203662.93 194775.99 3 371.02 0.00%
1.46% 0/0
RUT-I Long 1/11/1996
305.72 1/12/1996
305.14 -0.19% -388.49
-0.19% 669.815 204775.99 194387.50 2 -194.25 -0.19%
0.00% 0/0
RUT-I Short 1/12/1996
305.14 1/17/1996
302.62 -0.83% 1687.94
0.83% 669.816 204387.51 196075.43 4 421.98 0.00%
1.11% 0/0
RUT-I Long 1/17/1996
302.62 2/7/1996
319.41 5.55% 11433.50
5.55% 680.971 206075.44 207508.94 16 714.59 0.00%
5.79% 0/0
RUT-I Short 2/7/1996
319.41 2/8/1996
320.47 0.33% -721.83
-0.33% 680.971 217508.93 206787.11 2 -360.91 -0.33%
0.00% 0/0
RUT-I Long 2/8/1996
320.47 2/13/1996
319.82 -0.20% -439.70
-0.20% 676.466 216787.10 206347.41 4 -109.93 -0.20%
0.29% 0/0
RUT-I Short 2/13/1996
319.82 2/14/1996
321.07 0.39% -845.58
-0.39% 676.466 216347.40 205501.82 2 -422.79 -0.39%
0.00% 0/0
RUT-I Long 2/14/1996
321.07 2/15/1996
320.75 -0.10% -214.78
-0.10% 671.199 215501.82 205287.04 2 -107.39 -0.10%
0.00% 0/0
RUT-I Short 2/15/1996
320.75 2/16/1996
321.59 0.26% -563.81
-0.26% 671.199 215287.03 204723.23 2 -281.90 -0.26%
0.00% 0/0
RUT-I Long 2/16/1996
321.59 2/20/1996
318.91 -0.83% -1789.42
-0.83% 667.693 214723.23 202933.82 2 -894.71 -0.83%
0.00% 0/0
RUT-I Short 2/20/1996
318.91 2/21/1996
321.34 0.76% -1622.49
-0.76% 667.693 212933.82 201311.32 2 -811.25 -0.76%
0.00% 0/0
RUT-I Long 2/21/1996
321.34 2/26/1996
325.3 1.23% 2604.07
1.23% 657.594 211311.33 203915.40 4 651.02 0.00%
1.38% 0/0
RUT-I Short 2/26/1996
325.3 2/28/1996
325.26 -0.01% 26.30
0.01% 657.594 213915.40 203941.70 3 8.77 0.00%
0.14% 0/0
RUT-I Long 2/28/1996
325.26 2/29/1996
324.93 -0.10% -217.06
-0.10% 657.756 213941.70 203724.64 2 -108.53 -0.10%
0.00% 0/0
RUT-I Short 2/29/1996
324.93 3/4/1996
325.56 0.19% -414.39
-0.19% 657.756 213724.65 203310.25 3 -138.13 -0.19%
0.26% 0/0
RUT-I Long 3/4/1996
325.56 3/8/1996
319.21 -1.95% -4160.59
-1.95% 655.21 213310.25 199149.67 5 -832.12 -1.95%
0.57% 0/0
RUT-I Short 3/8/1996
319.21 3/11/1996
322.07 0.90% -1873.90
-0.90% 655.21 209149.66 197275.77 2 -936.95 -0.90%
0.00% 0/0
RUT-I Long 3/11/1996
322.07 3/12/1996
321.02 -0.33% -675.75
-0.33% 643.574 207275.78 196600.02 2 -337.88 -0.33%
0.00% 0/0
RUT-I Short 3/12/1996
321.02 3/13/1996
323.46 0.76% -1570.32
-0.76% 643.574 206600.01 195029.70 2 -785.16 -0.76%
0.00% 0/0
RUT-I Long 3/13/1996
323.46 3/20/1996
328.34 1.51% 3093.26
1.51% 633.864 205029.69 198122.95 6 515.54 0.00%
1.69% 0/0
RUT-I Short 3/20/1996
328.34 3/21/1996
328.87 0.16% -335.95
-0.16% 633.864 208122.95 197787.00 2 -167.97 -0.16%
0.00% 0/0
RUT-I Long 3/21/1996
328.87 3/25/1996
327.72 -0.35% -726.59
-0.35% 631.821 207787.00 197060.41 3 -242.20 -0.35%
0.19% 0/0
RUT-I Short 3/25/1996
327.72 3/27/1996
328.49 0.23% -486.50
-0.23% 631.821 207060.41 196573.91 3 -162.17 -0.23%
0.00% 0/0
RUT-I Long 3/27/1996
328.49 4/8/1996
330.71 0.68% 1396.07
0.68% 628.859 206573.91 197969.98 8 174.51 0.00%
1.91% 0/0
RUT-I Short 4/8/1996
330.71 4/9/1996
332.43 0.52% -1081.64
-0.52% 628.859 207969.98 196888.34 2 -540.82 -0.52%
0.00% 0/0
RUT-I Long 4/9/1996
332.43 4/10/1996
331.03 -0.42% -871.29
-0.42% 622.352 206888.35 196017.05 2 -435.65 -0.42%
0.00% 0/0
RUT-I Short 4/10/1996
331.03 4/12/1996
331.18 0.05% -93.35
-0.05% 622.352 206017.04 195923.69 3 -31.12 -0.05%
0.47% 0/0
RUT-I Long 4/12/1996
331.18 4/17/1996
334.85 1.11% 2281.96
1.11% 621.788 205923.69 198205.65 4 570.49 0.00%
1.33% 0/0
RUT-I Short 4/17/1996
334.85 4/18/1996
337.46 0.78% -1622.87
-0.78% 621.788 208205.66 196582.79 2 -811.43 -0.78%
0.00% 0/0
RUT-I Long 4/18/1996
337.46 5/2/1996
345.94 2.51% 5191.20
2.51% 612.17 206582.79 201773.99 11 471.93 0.00%
3.80% 0/0
RUT-I Short 5/2/1996
345.94 5/3/1996
346.85 0.26% -557.07
-0.26% 612.17 211773.98 201216.91 2 -278.54 -0.26%
0.00% 0/0
RUT-I Long 5/3/1996
346.85 5/7/1996
345.66 -0.34% -724.66
-0.34% 608.958 211216.92 200492.25 3 -241.55 -0.34%
0.01% 0/0
RUT-I Short 5/7/1996
345.66 5/9/1996
347.63 0.57% -1199.65
-0.57% 608.958 210492.26 199292.61 3 -399.88 -0.57%
0.14% 0/0
RUT-I Long 5/9/1996
347.63 5/21/1996
363.04 4.43% 9277.68
4.43% 602.056 209292.61 208570.28 9 1030.85 0.00%
4.44% 0/0
RUT-I Short 5/21/1996
363.04 5/22/1996
364.61 0.43% -945.23
-0.43% 602.056 218570.28 207625.06 2 -472.61 -0.43%
0.00% 0/0
RUT-I Long 5/22/1996
364.61 5/23/1996
364.39 -0.06% -131.31
-0.06% 596.871 217625.05 207493.75 2 -65.66 -0.06%
0.00% 0/0
RUT-I Short 5/23/1996
364.39 5/24/1996
364.59 0.05% -119.37
-0.05% 596.871 217493.74 207374.37 2 -59.69 -0.05%
0.00% 0/0
RUT-I Long 5/24/1996
364.59 5/28/1996
361.57 -0.83% -1800.57
-0.83% 596.216 217374.37 205573.80 2 -900.29 -0.83%
0.00% 0/0
RUT-I Short 5/28/1996
361.57 5/30/1996
360.34 -0.34% 733.35
0.34% 596.216 215573.81 206307.15 3 244.45 0.00%
0.68% 0/0
RUT-I Long 5/30/1996
360.34 6/3/1996
361.44 0.31% 660.31
0.31% 600.286 216307.15 206967.46 3 220.10 0.00%
0.42% 0/0
RUT-I Short 6/3/1996
361.44 6/4/1996
362.66 0.34% -732.35
-0.34% 600.286 216967.47 206235.11 2 -366.17 -0.34%
0.00% 0/0
RUT-I Long 6/4/1996
362.66 6/6/1996
361.19 -0.41% -876.48
-0.41% 596.247 216235.12 205358.63 3 -292.16 -0.41%
0.26% 0/0
RUT-I Short 6/6/1996
361.19 6/10/1996
359.74 -0.40% 864.56
0.40% 596.247 215358.64 206223.19 3 288.19 0.00%
0.65% 0/0
RUT-I Long 6/10/1996
359.74 6/11/1996
359.41 -0.09% -198.35
-0.09% 601.054 216223.19 206024.84 2 -99.17 -0.09%
0.00% 0/0
RUT-I Short 6/11/1996
359.41 6/12/1996
359.65 0.07% -144.25
-0.07% 601.054 216024.85 205880.58 2 -72.13 -0.07%
0.00% 0/0
RUT-I Long 6/12/1996
359.65 6/13/1996
357.4 -0.63% -1350.57
-0.63% 600.252 215880.59 204530.02 2 -675.28 -0.63%
0.00% 0/0
RUT-I Short 6/13/1996
357.4 6/21/1996
345.21 -3.41% 7317.07
3.41% 600.252 214530.02 211847.09 7 1045.30 0.00%
3.70% 0/0
RUT-I Long 6/21/1996
345.21 6/25/1996
344.44 -0.22% -494.84
-0.22% 642.644 221847.08 211352.25 3 -164.95 -0.22%
0.47% 0/0
RUT-I Short 6/25/1996
344.44 6/27/1996
341.95 -0.72% 1600.18
0.72% 642.644 221352.25 212952.44 3 533.39 0.00%
1.34% 0/0
RUT-I Long 6/27/1996
341.95 7/2/1996
346.94 1.46% 3253.50
1.46% 652.003 222952.43 216205.93 4 813.37 0.00%
1.69% 0/0
RUT-I Short 7/2/1996
346.94 7/17/1996
318.19 -8.29% 18745.09
8.29% 652.003 226205.94 234951.02 11 1704.10 0.00%
10.61% 0/0
RUT-I Long 7/17/1996
318.19 7/19/1996
321.54 1.05% 2578.92
1.05% 769.826 244951.01 237529.94 3 859.64 0.00%
1.49% 0/0
RUT-I Short 7/19/1996
321.54 7/25/1996
311.58 -3.10% 7667.47
3.10% 769.826 247529.93 245197.41 5 1533.49 0.00%
4.28% 0/0
RUT-I Long 7/25/1996
311.58 7/29/1996
313.12 0.49% 1261.33
0.49% 819.043 255197.42 246458.73 3 420.44 0.00%
0.96% 0/0
RUT-I Short 7/29/1996
313.12 7/30/1996
313.54 0.13% -344.00
-0.13% 819.043 256458.73 246114.74 2 -172.00 -0.13%
0.00% 0/0
RUT-I Long 7/30/1996
313.54 8/8/1996
327.54 4.47% 11435.88
4.47% 816.849 256114.74 257550.62 8 1429.49 0.00%
4.47% 0/0
RUT-I Short 8/8/1996
327.54 8/14/1996
326.72 -0.25% 669.82
0.25% 816.849 267550.62 258220.43 5 133.96 0.00%
0.58% 0/0
RUT-I Long 8/14/1996
326.72 8/20/1996
329.2 0.76% 2035.95
0.76% 820.949 268220.43 260256.39 5 407.19 0.00%
0.80% 0/0
RUT-I Short 8/20/1996
329.2 8/22/1996
331.41 0.67% -1814.30
-0.67% 820.949 270256.39 258442.09 3 -604.77 -0.67%
0.08% 0/0
RUT-I Long 8/22/1996
331.41 8/26/1996
331.52 0.03% 89.10
0.03% 810 268442.08 258531.19 3 29.70 0.00%
0.11% 0/0
RUT-I Short 8/26/1996
331.52 8/27/1996
333.75 0.67% -1806.30
-0.67% 810 268531.19 256724.89 2 -903.15 -0.67%
0.00% 0/0
RUT-I Long 8/27/1996
333.75 8/29/1996
334.51 0.23% 607.37
0.23% 799.176 266724.90 257332.26 3 202.46 0.00%
0.56% 0/0
RUT-I Short 8/29/1996
334.51 9/4/1996
334.56 0.01% -39.96
-0.01% 799.176 267332.25 257292.30 4 -9.99 -0.01%
0.34% 0/0
RUT-I Long 9/4/1996
334.56 9/5/1996
331.59 -0.89% -2372.84
-0.89% 798.937 267292.30 254919.46 2 -1186.42 -0.89%
0.00% 0/0
RUT-I Short 9/5/1996
331.59 9/6/1996
334.1 0.76% -2005.33
-0.76% 798.937 264919.46 252914.13 2 -1002.67 -0.76%
0.00% 0/0
RUT-I Long 9/6/1996
334.1 9/17/1996
342.25 2.44% 6413.50
2.44% 786.932 262914.13 259327.63 8 801.69 0.00%
2.45% 0/0
RUT-I Short 9/17/1996
342.25 9/20/1996
342.82 0.17% -448.55
-0.17% 786.932 269327.63 258879.08 4 -112.14 -0.17%
0.27% 0/0
RUT-I Long 9/20/1996
342.82 9/23/1996
341.59 -0.36% -964.71
-0.36% 784.316 268879.08 257914.37 2 -482.35 -0.36%
0.00% 0/0
RUT-I Short 9/23/1996
341.59 9/24/1996
342.66 0.31% -839.22
-0.31% 784.316 267914.37 257075.15 2 -419.61 -0.31%
0.00% 0/0
RUT-I Long 9/24/1996
342.66 10/1/1996
345.33 0.78% 2081.04
0.78% 779.417 267075.15 259156.20 6 346.84 0.00%
1.09% 0/0
RUT-I Short 10/1/1996
345.33 10/2/1996
348.19 0.83% -2229.13
-0.83% 779.417 269156.21 256927.06 2 -1114.57 -0.83%
0.00% 0/0
RUT-I Long 10/2/1996
348.19 10/3/1996
347.24 -0.27% -728.28
-0.27% 766.613 266927.06 256198.78 2 -364.14 -0.27%
0.00% 0/0
RUT-I Short 10/3/1996
347.24 10/4/1996
349.3 0.59% -1579.22
-0.59% 766.613 266198.79 254619.56 2 -789.61 -0.59%
0.00% 0/0
RUT-I Long 10/4/1996
349.3 10/7/1996
348.83 -0.13% -356.06
-0.13% 757.571 264619.56 254263.50 2 -178.03 -0.13%
0.00% 0/0
RUT-I Short 10/7/1996
348.83 10/10/1996
346.64 -0.63% 1659.08
0.63% 757.571 264263.50 255922.58 4 414.77 0.00%
0.78% 0/0
RUT-I Long 10/10/1996
346.64 10/16/1996
348.36 0.50% 1319.49
0.50% 767.143 265922.59 257242.07 5 263.90 0.00%
0.68% 0/0
RUT-I Short 10/16/1996
348.36 10/23/1996
342.93 -1.56% 4165.59
1.56% 767.143 267242.07 261407.65 6 694.26 0.00%
1.59% 0/0
RUT-I Long 10/23/1996
342.93 10/25/1996
342.97 0.01% 31.66
0.01% 791.438 271407.66 261439.31 3 10.55 0.00%
0.04% 0/0
RUT-I Short 10/25/1996
342.97 10/30/1996
338.18 -1.40% 3790.99
1.40% 791.438 271439.32 265230.30 4 947.75 0.00%
1.43% 0/0
RUT-I Long 10/30/1996
338.18 11/1/1996
339.76 0.47% 1285.89
0.47% 813.857 275230.30 266516.19 3 428.63 0.00%
0.71% 0/0
RUT-I Short 11/1/1996
339.76 11/4/1996
339.91 0.04% -122.08
-0.04% 813.857 276516.20 266394.11 2 -61.04 -0.04%
0.00% 0/0
RUT-I Long 11/4/1996
339.91 11/5/1996
339.86 -0.01% -40.66
-0.01% 813.139 276394.11 266353.46 2 -20.33 -0.01%
0.00% 0/0
RUT-I Short 11/5/1996
339.86 11/6/1996
342.44 0.76% -2097.90
-0.76% 813.139 276353.46 264255.56 2 -1048.95 -0.76%
0.00% 0/0
RUT-I Long 11/6/1996
342.44 11/13/1996
346.11 1.07% 2939.25
1.07% 800.886 274255.57 267194.81 6 489.88 0.00%
1.08% 0/0
RUT-I Short 11/13/1996
346.11 11/14/1996
347.26 0.33% -921.02
-0.33% 800.886 277194.81 266273.79 2 -460.51 -0.33%
0.00% 0/0
RUT-I Long 11/14/1996
347.26 11/15/1996
346.52 -0.21% -588.73
-0.21% 795.582 276273.80 265685.06 2 -294.37 -0.21%
0.00% 0/0
RUT-I Short 11/15/1996
346.52 11/19/1996
346.95 0.12% -342.10
-0.12% 795.582 275685.06 265342.96 3 -114.03 -0.12%
0.17% 0/0
RUT-I Long 11/19/1996
346.95 11/21/1996
347.18 0.07% 182.53
0.07% 793.61 275342.97 265525.49 3 60.84 0.00%
0.17% 0/0
RUT-I Short 11/21/1996
347.18 11/22/1996
349.92 0.79% -2174.49
-0.79% 793.61 275525.49 263351.00 2 -1087.25 -0.79%
0.00% 0/0
RUT-I Long 11/22/1996
349.92 11/26/1996
351.38 0.42% 1140.52
0.42% 781.181 273351.00 264491.53 3 380.17 0.00%
0.68% 0/0
RUT-I Short 11/26/1996
351.38 11/27/1996
352.67 0.37% -1007.72
-0.37% 781.181 274491.52 263483.80 2 -503.86 -0.37%
0.00% 0/0
RUT-I Long 11/27/1996
352.67 12/6/1996
355.5 0.80% 2194.57
0.80% 775.467 273483.80 265678.37 7 313.51 0.00%
1.81% 0/0
RUT-I Short 12/6/1996
355.5 12/9/1996
360.49 1.40% -3869.58
-1.40% 775.467 275678.38 261808.79 2 -1934.79 -1.40%
0.00% 0/0
RUT-I Long 12/9/1996
360.49 12/11/1996
357.7 -0.77% -2103.65
-0.77% 753.998 271808.79 259705.14 3 -701.22 -0.77%
0.22% 0/0
RUT-I Short 12/11/1996
357.7 12/18/1996
353.08 -1.29% 3483.47
1.29% 753.998 269705.13 263188.61 6 580.58 0.00%
2.12% 0/0
RUT-I Long 12/18/1996
353.08 12/23/1996
355.42 0.66% 1810.53
0.66% 773.73 273188.61 264999.14 4 452.63 0.00%
1.03% 0/0
RUT-I Short 12/23/1996
355.42 12/24/1996
355.87 0.13% -348.18
-0.13% 773.73 274999.14 264650.96 2 -174.09 -0.13%
0.00% 0/0
RUT-I Long 12/24/1996
355.87 1/2/1997
358.96 0.87% 2384.78
0.87% 771.773 274650.97 267035.74 6 397.46 0.00%
1.89% 0/0
RUT-I Short 1/2/1997
358.96 1/3/1997
361.83 0.80% -2214.99
-0.80% 771.773 277035.74 264820.75 2 -1107.49 -0.80%
0.00% 0/0
RUT-I Long 1/3/1997
361.83 1/13/1997
365.85 1.11% 3053.31
1.11% 759.53 274820.74 267874.06 7 436.19 0.00%
1.18% 0/0
RUT-I Short 1/13/1997
365.85 1/14/1997
367.52 0.46% -1268.42
-0.46% 759.53 277874.07 266605.65 2 -634.21 -0.46%
0.00% 0/0
RUT-I Long 1/14/1997
367.52 1/15/1997
367.19 -0.09% -248.37
-0.09% 752.628 276605.65 266357.28 2 -124.18 -0.09%
0.00% 0/0
RUT-I Short 1/15/1997
367.19 1/17/1997
367.88 0.19% -519.31
-0.19% 752.627 276357.27 265837.97 3 -173.10 -0.19%
0.07% 0/0
RUT-I Long 1/17/1997
367.88 1/23/1997
370.46 0.70% 1934.49
0.70% 749.804 275837.97 267772.46 5 386.90 0.00%
0.75% 0/0
RUT-I Short 1/23/1997
370.46 1/28/1997
366.47 -1.08% 2991.72
1.08% 749.804 277772.46 270764.18 4 747.93 0.00%
1.33% 0/0
RUT-I Long 1/28/1997
366.47 1/29/1997
366.25 -0.06% -168.55
-0.06% 766.131 280764.18 270595.63 2 -84.27 -0.06%
0.00% 0/0
RUT-I Short 1/29/1997
366.25 1/30/1997
368.29 0.56% -1562.91
-0.56% 766.131 280595.63 269032.72 2 -781.45 -0.56%
0.00% 0/0
RUT-I Long 1/30/1997
368.29 2/4/1997
368.32 0.01% 22.73
0.01% 757.644 279032.73 269055.45 4 5.68 0.00%
0.39% 0/0
RUT-I Short 2/4/1997
368.32 2/7/1997
366.75 -0.43% 1189.50
0.43% 757.644 279055.46 270244.95 4 297.38 0.00%
0.77% 0/0
RUT-I Long 2/7/1997
366.75 2/10/1997
364.15 -0.71% -1986.74
-0.71% 764.131 280244.95 268258.21 2 -993.37 -0.71%
0.00% 0/0
RUT-I Short 2/10/1997
364.15 2/12/1997
365.4 0.34% -955.16
-0.34% 764.131 278258.20 267303.05 3 -318.39 -0.34%
0.38% 0/0
RUT-I Long 2/12/1997
365.4 2/20/1997
367.56 0.59% 1639.23
0.59% 758.903 277303.05 268942.28 6 273.20 0.00%
1.31% 0/0
RUT-I Short 2/20/1997
367.56 2/24/1997
366.45 -0.30% 842.38
0.30% 758.903 278942.28 269784.66 3 280.79 0.00%
0.32% 0/0
RUT-I Long 2/24/1997
366.45 2/26/1997
363.85 -0.71% -1985.10
-0.71% 763.5 279784.65 267799.56 3 -661.70 -0.71%
0.09% 0/0
RUT-I Short 2/26/1997
363.85 3/3/1997
360.49 -0.92% 2565.36
0.92% 763.5 277799.57 270364.92 4 641.34 0.00%
1.04% 0/0
RUT-I Long 3/3/1997
360.49 3/6/1997
363.8 0.92% 2574.30
0.92% 777.733 280364.93 272939.22 4 643.57 0.00%
0.95% 0/0
RUT-I Short 3/6/1997
363.8 3/7/1997
365.46 0.46% -1291.04
-0.46% 777.733 282939.22 271648.18 2 -645.52 -0.46%
0.00% 0/0
RUT-I Long 3/7/1997
365.46 3/12/1997
364.4 -0.29% -816.91
-0.29% 770.668 281648.18 270831.27 4 -204.23 -0.29%
0.66% 0/0
RUT-I Short 3/12/1997
364.4 3/14/1997
361.04 -0.92% 2589.44
0.92% 770.668 280831.27 273420.72 3 863.15 0.00%
1.19% 0/0
RUT-I Long 3/14/1997
361.04 3/17/1997
357.37 -1.02% -2880.99
-1.02% 785.012 283420.72 270539.72 2 -1440.50 -1.02%
0.00% 0/0
RUT-I Short 3/17/1997
357.37 3/20/1997
352.31 -1.42% 3972.16
1.42% 785.012 280539.72 274511.88 4 993.04 0.00%
1.56% 0/0
RUT-I Long 3/20/1997
352.31 3/21/1997
351.73 -0.16% -468.39
-0.16% 807.561 284511.89 274043.50 2 -234.19 -0.16%
0.00% 0/0
RUT-I Short 3/21/1997
351.73 3/25/1997
350.7 -0.29% 831.79
0.29% 807.561 284043.49 274875.29 3 277.26 0.00%
0.64% 0/0
RUT-I Long 3/25/1997
350.7 3/27/1997
348.95 -0.50% -1421.53
-0.50% 812.305 284875.28 273453.75 3 -473.84 -0.50%
0.46% 0/0
RUT-I Short 3/27/1997
348.95 4/4/1997
340.84 -2.32% 6587.79
2.32% 812.305 283453.75 280041.54 6 1097.97 0.00%
3.60% 0/0
RUT-I Long 4/4/1997
340.84 4/10/1997
345.16 1.27% 3676.15
1.27% 850.961 290041.54 283717.70 5 735.23 0.00%
1.73% 0/0
RUT-I Short 4/10/1997
345.16 4/15/1997
340.78 -1.27% 3727.21
1.27% 850.961 293717.70 287444.90 4 931.80 0.00%
1.90% 0/0
RUT-I Long 4/15/1997
340.78 4/16/1997
340.24 -0.16% -471.33
-0.16% 872.836 297444.90 286973.57 2 -235.67 -0.16%
0.00% 0/0
RUT-I Short 4/16/1997
340.24 4/17/1997
340.43 0.06% -165.84
-0.06% 872.836 296973.57 286807.73 2 -82.92 -0.06%
0.00% 0/0
RUT-I Long 4/17/1997
340.43 4/21/1997
338.27 -0.63% -1883.22
-0.63% 871.861 296807.72 284924.51 3 -627.74 -0.63%
0.38% 0/0
RUT-I Short 4/21/1997
338.27 4/23/1997
338.4 0.04% -113.34
-0.04% 871.861 294924.52 284811.17 3 -37.78 -0.04%
0.05% 0/0
RUT-I Long 4/23/1997
338.4 4/25/1997
335.85 -0.75% -2221.54
-0.75% 871.191 294811.17 282589.63 3 -740.51 -0.75%
0.04% 0/0
RUT-I Short 4/25/1997
335.85 4/28/1997
336.1 0.07% -217.80
-0.07% 871.191 292589.64 282371.84 2 -108.90 -0.07%
0.00% 0/0
RUT-I Long 4/28/1997
336.1 5/6/1997
361.73 7.63% 22295.42
7.63% 869.895 292371.84 304667.25 7 3185.06 0.00%
7.83% 0/0
RUT-I Short 5/6/1997
361.73 5/9/1997
361.42 -0.09% 269.67
0.09% 869.895 314667.26 304936.92 4 67.42 0.00%
0.45% 0/0
RUT-I Long 5/9/1997
361.42 5/13/1997
363.56 0.59% 1864.77
0.59% 871.388 314936.93 306801.69 3 621.59 0.00%
0.65% 0/0
RUT-I Short 5/13/1997
363.56 5/14/1997
364.48 0.25% -801.68
-0.25% 871.388 316801.69 306000.02 2 -400.84 -0.25%
0.00% 0/0
RUT-I Long 5/14/1997
364.48 5/16/1997
365.28 0.22% 693.59
0.22% 866.989 316000.01 306693.61 3 231.20 0.00%
0.39% 0/0
RUT-I Short 5/16/1997
365.28 5/19/1997
366.57 0.35% -1118.42
-0.35% 866.989 316693.61 305575.19 2 -559.21 -0.35%
0.00% 0/0
RUT-I Long 5/19/1997
366.57 6/3/1997
383.28 4.56% 14385.42
4.56% 860.887 315575.20 319960.61 11 1307.77 0.00%
4.62% 0/0
RUT-I Short 6/3/1997
383.28 6/5/1997
384.99 0.45% -1472.12
-0.45% 860.887 329960.61 318488.49 3 -490.71 -0.45%
0.16% 0/0
RUT-I Long 6/5/1997
384.99 6/10/1997
387.31 0.60% 1979.51
0.60% 853.239 328488.48 320468.01 4 494.88 0.00%
0.76% 0/0
RUT-I Short 6/10/1997
387.31 6/11/1997
387.62 0.08% -264.50
-0.08% 853.239 330468.00 320203.50 2 -132.25 -0.08%
0.00% 0/0
RUT-I Long 6/11/1997
387.62 6/18/1997
392.46 1.25% 4123.07
1.25% 851.874 330203.50 324326.57 6 687.18 0.00%
1.27% 0/0
RUT-I Short 6/18/1997
392.46 6/19/1997
396.49 1.03% -3433.05
-1.03% 851.874 334326.57 320893.52 2 -1716.53 -1.03%
0.00% 0/0
RUT-I Long 6/19/1997
396.49 6/20/1997
393.6 -0.73% -2411.87
-0.73% 834.557 330893.52 318481.65 2 -1205.93 -0.73%
0.00% 0/0
RUT-I Short 6/20/1997
393.6 6/24/1997
393.3 -0.08% 250.37
0.08% 834.557 328481.64 318732.02 3 83.46 0.00%
0.71% 0/0
RUT-I Long 6/24/1997
393.3 6/25/1997
391.22 -0.53% -1738.53
-0.53% 835.83 328732.01 316993.49 2 -869.26 -0.53%
0.00% 0/0
RUT-I Short 6/25/1997
391.22 6/27/1997
392.52 0.33% -1086.58
-0.33% 835.83 326993.49 315906.91 3 -362.19 -0.33%
0.24% 0/0
RUT-I Long 6/27/1997
392.52 7/1/1997
394.13 0.41% 1336.77
0.41% 830.294 325906.92 317243.68 3 445.59 0.00%
0.98% 0/0
RUT-I Short 7/1/1997
394.13 7/2/1997
394.72 0.15% -489.87
-0.15% 830.294 327243.68 316753.81 2 -244.94 -0.15%
0.00% 0/0
RUT-I Long 7/2/1997
394.72 7/9/1997
397.4 0.68% 2218.54
0.68% 827.812 326753.81 318972.35 5 443.71 0.00%
0.90% 0/0
RUT-I Short 7/9/1997
397.4 7/10/1997
399.15 0.44% -1448.67
-0.44% 827.812 328972.34 317523.68 2 -724.34 -0.44%
0.00% 0/0
RUT-I Long 7/10/1997
399.15 7/17/1997
408.11 2.24% 7352.15
2.24% 820.553 327523.67 324875.83 6 1225.36 0.00%
2.77% 0/0
RUT-I Short 7/17/1997
408.11 7/22/1997
406.16 -0.48% 1600.08
0.48% 820.553 334875.84 326475.91 4 400.02 0.00%
1.14% 0/0
RUT-I Long 7/22/1997
406.16 8/1/1997
414.21 1.98% 6668.88
1.98% 828.432 336475.90 333144.78 9 740.99 0.00%
2.05% 0/0
RUT-I Short 8/1/1997
414.21 8/4/1997
415.63 0.34% -1176.37
-0.34% 828.432 343144.79 331968.41 2 -588.19 -0.34%
0.00% 0/0
RUT-I Long 8/4/1997
415.63 8/7/1997
420.12 1.08% 3694.24
1.08% 822.771 341968.41 335662.65 4 923.56 0.00%
1.23% 0/0
RUT-I Short 8/7/1997
420.12 8/13/1997
411.64 -2.02% 6977.10
2.02% 822.771 345662.65 342639.75 5 1395.42 0.00%
2.07% 0/0
RUT-I Long 8/13/1997
411.64 8/15/1997
408.58 -0.74% -2621.41
-0.74% 856.67 352639.74 340018.34 3 -873.80 -0.74%
0.06% 0/0
RUT-I Short 8/15/1997
408.58 8/18/1997
408.73 0.04% -128.50
-0.04% 856.67 350018.33 339889.84 2 -64.25 -0.04%
0.00% 0/0
RUT-I Long 8/18/1997
408.73 8/21/1997
417.04 2.03% 7113.71
2.03% 856.042 349889.85 347003.55 4 1778.43 0.00%
2.53% 0/0
RUT-I Short 8/21/1997
417.04 8/25/1997
418.09 0.25% -898.84
-0.25% 856.042 357003.56 346104.70 3 -299.61 -0.25%
0.31% 0/0
RUT-I Long 8/25/1997
418.09 9/10/1997
436.9 4.50% 16021.26
4.50% 851.742 356104.71 362125.97 12 1335.11 0.00%
4.70% 0/0
RUT-I Short 9/10/1997
436.9 9/12/1997
440.09 0.73% -2717.06
-0.73% 851.742 372125.97 359408.91 3 -905.69 -0.73%
0.22% 0/0
RUT-I Long 9/12/1997
440.09 9/24/1997
448.58 1.93% 7126.46
1.93% 839.394 369408.92 366535.37 9 791.83 0.00%
2.12% 0/0
RUT-I Short 9/24/1997
448.58 9/26/1997
448.88 0.07% -251.82
-0.07% 839.394 376535.37 366283.55 3 -83.94 -0.07%
0.15% 0/0
RUT-I Long 9/26/1997
448.88 10/8/1997
463.66 3.29% 12389.66
3.29% 838.272 376283.55 378673.21 9 1376.63 0.00%
3.32% 0/0
RUT-I Short 10/8/1997
463.66 10/9/1997
464.55 0.19% -746.06
-0.19% 838.272 388673.21 377927.15 2 -373.03 -0.19%
0.00% 0/0
RUT-I Long 10/9/1997
464.55 10/14/1997
463.97 -0.12% -484.33
-0.12% 835.06 387927.14 377442.81 4 -121.08 -0.12%
0.14% 0/0
RUT-I Short 10/14/1997
463.97 10/20/1997
453.85 -2.18% 8450.81
2.18% 835.06 387442.82 385893.62 5 1690.16 0.00%
3.16% 0/0
RUT-I Long 10/20/1997
453.85 10/22/1997
458.25 0.97% 3838.12
0.97% 872.301 395893.61 389731.74 3 1279.37 0.00%
1.12% 0/0
RUT-I Short 10/22/1997
458.25 10/28/1997
429.89 -6.19% 24738.44
6.19% 872.301 399731.75 414470.19 5 4947.69 0.00%
8.32% 0/0
RUT-I Long 10/28/1997
429.89 10/30/1997
428.66 -0.29% -1214.49
-0.29% 987.393 424470.18 413255.69 3 -404.83 -0.29%
1.16% 0/0
RUT-I Short 10/30/1997
428.66 10/31/1997
433.26 1.07% -4542.01
-1.07% 987.393 423255.71 408713.69 2 -2271.00 -1.07%
0.00% 0/0
RUT-I Long 10/31/1997
433.26 11/6/1997
442.83 2.21% 9248.70
2.21% 966.426 418713.69 417962.38 5 1849.74 0.00%
2.65% 0/0
RUT-I Short 11/6/1997
442.83 11/10/1997
435.4 -1.68% 7180.54
1.68% 966.426 427962.40 425142.93 3 2393.51 0.00%
1.72% 0/0
RUT-I Long 11/10/1997
435.4 11/11/1997
433.43 -0.45% -1968.84
-0.45% 999.41 435142.94 423174.09 2 -984.42 -0.45%
0.00% 0/0
RUT-I Short 11/11/1997
433.43 11/14/1997
428.41 -1.16% 5017.04
1.16% 999.41 433174.10 428191.13 4 1254.26 0.00%
2.32% 0/0
RUT-I Long 11/14/1997
428.41 11/18/1997
432.13 0.87% 3804.93
0.87% 1022.83 438191.13 431996.06 3 1268.31 0.00%
1.69% 0/0
RUT-I Short 11/18/1997
432.13 11/20/1997
435.7 0.83% -3651.51
-0.83% 1022.83 441996.07 428344.55 3 -1217.17 -0.83%
0.33% 0/0
RUT-I Long 11/20/1997
435.7 11/21/1997
435.05 -0.15% -653.95
-0.15% 1006.07 438344.55 427690.61 2 -326.97 -0.15%
0.00% 0/0
RUT-I Short 11/21/1997
435.05 11/26/1997
428.16 -1.58% 6931.82
1.58% 1006.07 437690.61 434622.43 4 1732.96 0.00%
1.87% 0/0
RUT-I Long 11/26/1997
428.16 12/2/1997
432.48 1.01% 4486.10
1.01% 1038.45 444622.42 439108.53 4 1121.53 0.00%
1.40% 0/0
RUT-I Short 12/2/1997
432.48 12/3/1997
433.81 0.31% -1381.14
-0.31% 1038.45 449108.55 437727.39 2 -690.57 -0.31%
0.00% 0/0
RUT-I Long 12/3/1997
433.81 12/9/1997
438.16 1.00% 4489.56
1.00% 1032.08 447727.40 442216.95 5 897.91 0.00%
1.89% 0/0
RUT-I Short 12/9/1997
438.16 12/16/1997
425.34 -2.93% 13231.29
2.93% 1032.08 452216.96 455448.24 6 2205.21 0.00%
3.97% 0/0
RUT-I Long 12/16/1997
425.34 12/18/1997
420.35 -1.17% -5460.54
-1.17% 1094.3 465448.23 449987.69 3 -1820.18 -1.17%
0.26% 0/0
RUT-I Short 12/18/1997
420.35 12/22/1997
422.88 0.60% -2768.57
-0.60% 1094.3 459987.72 447219.12 3 -922.86 -0.60%
0.08% 0/0
RUT-I Long 12/22/1997
422.88 12/23/1997
422.03 -0.20% -919.02
-0.20% 1081.2 457219.13 446300.10 2 -459.51 -0.20%
0.00% 0/0
RUT-I Short 12/23/1997
422.03 12/26/1997
421.49 -0.13% 583.85
0.13% 1081.2 456300.10 446883.95 3 194.62 0.00%
0.23% 0/0
RUT-I Long 12/26/1997
421.49 1/2/1998
436.52 3.57% 16292.12
3.57% 1083.97 456883.93 463176.07 5 3258.42 0.00%
3.68% 0/0
RUT-I Short 1/2/1998
436.52 1/5/1998
437.06 0.12% -585.35
-0.12% 1083.97 473176.05 462590.72 2 -292.67 -0.12%
0.00% 0/0
RUT-I Long 1/5/1998
437.06 1/6/1998
433.1 -0.91% -4281.93
-0.91% 1081.29 472590.70 458308.80 2 -2140.96 -0.91%
0.00% 0/0
RUT-I Short 1/6/1998
433.1 1/13/1998
418.44 -3.38% 15851.78
3.38% 1081.29 468308.80 474160.58 6 2641.96 0.00%
5.13% 0/0
RUT-I Long 1/13/1998
418.44 1/15/1998
421.75 0.79% 3829.87
0.79% 1157.06 484160.57 477990.45 3 1276.62 0.00%
0.83% 0/0
RUT-I Short 1/15/1998
421.75 1/16/1998
426.25 1.07% -5206.77
-1.07% 1157.06 487990.44 472783.68 2 -2603.39 -1.07%
0.00% 0/0
RUT-I Long 1/16/1998
426.25 1/21/1998
429.89 0.85% 4122.77
0.85% 1132.63 482783.70 476906.45 3 1374.26 0.00%
1.19% 0/0
RUT-I Short 1/21/1998
429.89 1/27/1998
422.53 -1.71% 8336.16
1.71% 1132.63 486906.45 485242.61 5 1667.23 0.00%
2.07% 0/0
RUT-I Long 1/27/1998
422.53 1/30/1998
430.05 1.78% 8814.11
1.78% 1172.09 495242.60 494056.72 4 2203.53 0.00%
2.24% 0/0
RUT-I Short 1/30/1998
430.05 2/2/1998
434.42 1.02% -5122.03
-1.02% 1172.09 504056.70 488934.69 2 -2561.01 -1.02%
0.00% 0/0
RUT-I Long 2/2/1998
434.42 2/17/1998
453.19 4.32% 21557.49
4.32% 1148.51 498934.69 510492.18 11 1959.77 0.00%
4.57% 0/0
RUT-I Short 2/17/1998
453.19 2/18/1998
454.69 0.33% -1722.76
-0.33% 1148.51 520492.20 508769.42 2 -861.38 -0.33%
0.00% 0/0
RUT-I Long 2/18/1998
454.69 2/19/1998
454.21 -0.11% -547.65
-0.11% 1140.93 518769.43 508221.77 2 -273.82 -0.11%
0.00% 0/0
RUT-I Short 2/19/1998
454.21 2/23/1998
456.29 0.46% -2373.13
-0.46% 1140.93 518221.77 505848.64 3 -791.04 -0.46%
0.05% 0/0
RUT-I Long 2/23/1998
456.29 2/24/1998
454.3 -0.44% -2249.75
-0.44% 1130.53 515848.63 503598.89 2 -1124.88 -0.44%
0.00% 0/0
RUT-I Short 2/24/1998
454.3 2/25/1998
458.49 0.92% -4736.91
-0.92% 1130.53 513598.89 498861.97 2 -2368.46 -0.92%
0.00% 0/0
RUT-I Long 2/25/1998
458.49 3/2/1998
461.54 0.67% 3385.09
0.67% 1109.86 508861.99 502247.06 4 846.27 0.00%
0.73% 0/0
RUT-I Short 3/2/1998
461.54 3/3/1998
462.42 0.19% -976.68
-0.19% 1109.86 512247.06 501270.38 2 -488.34 -0.19%
0.00% 0/0
RUT-I Long 3/3/1998
462.42 3/4/1998
462.13 -0.06% -320.64
-0.06% 1105.64 511270.38 500949.75 2 -160.32 -0.06%
0.00% 0/0
RUT-I Short 3/4/1998
462.13 3/6/1998
463.72 0.34% -1757.97
-0.34% 1105.64 510949.76 499191.78 3 -585.99 -0.34%
1.15% 0/0
RUT-I Long 3/6/1998
463.72 3/9/1998
461.12 -0.56% -2854.95
-0.56% 1098.06 509191.79 496336.82 2 -1427.48 -0.56%
0.00% 0/0
RUT-I Short 3/9/1998
461.12 3/10/1998
464.62 0.76% -3843.21
-0.76% 1098.06 506336.83 492493.62 2 -1921.60 -0.76%
0.00% 0/0
RUT-I Long 3/10/1998
464.62 3/17/1998
471.1 1.39% 7008.22
1.39% 1081.52 502493.61 499501.84 6 1168.04 0.00%
1.54% 0/0
RUT-I Short 3/17/1998
471.1 3/18/1998
472.18 0.23% -1168.04
-0.23% 1081.52 509501.81 498333.80 2 -584.02 -0.23%
0.00% 0/0
RUT-I Long 3/18/1998
472.18 3/20/1998
474.25 0.44% 2228.50
0.44% 1076.57 508333.81 500562.30 3 742.83 0.00%
0.45% 0/0
RUT-I Short 3/20/1998
474.25 3/24/1998
476.26 0.42% -2163.90
-0.42% 1076.57 510562.31 498398.40 3 -721.30 -0.42%
0.06% 0/0
RUT-I Long 3/24/1998
476.26 3/27/1998
477.15 0.19% 950.06
0.19% 1067.48 508398.40 499348.45 4 237.51 0.00%
0.33% 0/0
RUT-I Short 3/27/1998
477.15 3/31/1998
480.68 0.74% -3768.21
-0.74% 1067.48 509348.47 495580.25 3 -1256.07 -0.74%
0.19% 0/0
RUT-I Long 3/31/1998
480.68 4/3/1998
485.79 1.06% 5374.71
1.06% 1051.8 505580.24 500954.95 4 1343.68 0.00%
1.20% 0/0
RUT-I Short 4/3/1998
485.79 4/8/1998
475.33 -2.15% 11001.85
2.15% 1051.8 510954.93 511956.80 4 2750.46 0.00%
2.18% 0/0
RUT-I Long 4/8/1998
475.33 4/13/1998
479.56 0.89% 4644.94
0.89% 1098.09 521956.83 516601.74 3 1548.31 0.00%
0.99% 0/0
RUT-I Short 4/13/1998
479.56 4/14/1998
484.81 1.09% -5764.99
-1.09% 1098.09 526601.72 510836.75 2 -2882.50 -1.09%
0.00% 0/0
RUT-I Long 4/14/1998
484.81 4/16/1998
484.41 -0.08% -429.72
-0.08% 1074.31 520836.73 510407.03 3 -143.24 -0.08%
0.48% 0/0
RUT-I Short 4/16/1998
484.41 4/17/1998
487.01 0.54% -2793.21
-0.54% 1074.31 520407.01 507613.82 2 -1396.60 -0.54%
0.00% 0/0
RUT-I Long 4/17/1998
487.01 4/22/1998
491.14 0.85% 4389.53
0.85% 1062.84 517613.79 512003.35 4 1097.38 0.00%
0.90% 0/0
RUT-I Short 4/22/1998
491.14 4/28/1998
472.54 -3.79% 19768.83
3.79% 1062.84 522003.32 531772.17 5 3953.77 0.00%
4.61% 0/0
RUT-I Long 4/28/1998
472.54 5/5/1998
481.74 1.95% 10547.90
1.95% 1146.51 541772.16 542320.07 6 1757.98 0.00%
2.73% 0/0
RUT-I Short 5/5/1998
481.74 5/8/1998
479.5 -0.46% 2568.18
0.46% 1146.51 552320.07 544888.26 4 642.05 0.00%
1.20% 0/0
RUT-I Long 5/8/1998
479.5 5/11/1998
476.9 -0.54% -3008.78
-0.54% 1157.22 554888.26 541879.48 2 -1504.39 -0.54%
0.00% 0/0
RUT-I Short 5/11/1998
476.9 5/13/1998
477.48 0.12% -671.19
-0.12% 1157.22 551879.48 541208.29 3 -223.73 -0.12%
0.16% 0/0
RUT-I Long 5/13/1998
477.48 5/14/1998
475.55 -0.40% -2228.01
-0.40% 1154.41 551208.26 538980.28 2 -1114.01 -0.40%
0.00% 0/0
RUT-I Short 5/14/1998
475.55 5/19/1998
470.86 -0.99% 5414.19
0.99% 1154.41 548980.26 544394.46 4 1353.55 0.00%
1.67% 0/0
RUT-I Long 5/19/1998
470.86 5/20/1998
468.54 -0.49% -2731.59
-0.49% 1177.41 554394.47 541662.88 2 -1365.79 -0.49%
0.00% 0/0
RUT-I Short 5/20/1998
468.54 5/28/1998
455.81 -2.72% 14988.41
2.72% 1177.41 551662.87 556651.29 6 2498.07 0.00%
3.90% 0/0
RUT-I Long 5/28/1998
455.81 6/1/1998
451.17 -1.02% -5768.33
-1.02% 1243.17 566651.28 550882.96 3 -1922.78 -1.02%
0.18% 0/0
RUT-I Short 6/1/1998
451.17 6/4/1998
451.74 0.13% -708.61
-0.13% 1243.17 560882.94 550174.35 4 -177.15 -0.13%
0.45% 0/0
RUT-I Long 6/4/1998
451.74 6/10/1998
451.08 -0.15% -818.42
-0.15% 1240.04 560174.35 549355.92 5 -163.68 -0.15%
1.11% 0/0
RUT-I Short 6/10/1998
451.08 6/16/1998
438.37 -2.82% 15760.87
2.82% 1240.04 559355.92 565116.79 5 3152.17 0.00%
3.82% 0/0
RUT-I Long 6/16/1998
438.37 6/18/1998
439.79 0.32% 1862.96
0.32% 1311.94 575116.82 566979.75 3 620.99 0.00%
1.30% 0/0
RUT-I Short 6/18/1998
439.79 6/22/1998
441.65 0.42% -2440.22
-0.42% 1311.94 576979.76 564539.54 3 -813.41 -0.42%
0.31% 0/0
RUT-I Long 6/22/1998
441.65 6/25/1998
450.16 1.93% 11070.60
1.93% 1300.89 574539.52 575610.14 4 2767.65 0.00%
2.21% 0/0
RUT-I Short 6/25/1998
450.16 6/26/1998
450.27 0.02% -143.10
-0.02% 1300.89 585610.14 575467.04 2 -71.55 -0.02%
0.00% 0/0
RUT-I Long 6/26/1998
450.27 7/2/1998
458.31 1.79% 10454.07
1.79% 1300.26 585467.02 585921.11 5 2090.81 0.00%
2.12% 0/0
RUT-I Short 7/2/1998
458.31 7/6/1998
459.97 0.36% -2158.43
-0.36% 1300.26 595921.10 583762.69 2 -1079.21 -0.36%
0.00% 0/0
RUT-I Long 7/6/1998
459.97 7/7/1998
459.04 -0.20% -1200.51
-0.20% 1290.87 593762.71 582562.18 2 -600.26 -0.20%
0.00% 0/0
RUT-I Short 7/7/1998
459.04 7/8/1998
459.97 0.20% -1200.51
-0.20% 1290.87 592562.17 581361.66 2 -600.26 -0.20%
0.00% 0/0
RUT-I Long 7/8/1998
459.97 7/10/1998
458.43 -0.33% -1979.91
-0.33% 1285.65 591361.68 579381.76 3 -659.97 -0.33%
0.01% 0/0
RUT-I Short 7/10/1998
458.43 7/13/1998
458.75 0.07% -411.41
-0.07% 1285.65 589381.76 578970.35 2 -205.70 -0.07%
0.00% 0/0
RUT-I Long 7/13/1998
458.75 7/17/1998
462.36 0.79% 4634.73
0.79% 1283.86 588970.38 583605.08 5 926.95 0.00%
1.07% 0/0
RUT-I Short 7/17/1998
462.36 7/30/1998
429.5 -7.11% 42187.61
7.11% 1283.86 593605.09 625792.69 10 4218.76 0.00%
7.82% 0/0
RUT-I Long 7/30/1998
429.5 7/31/1998
419.75 -2.27% -14433.01
-2.27% 1480.31 635792.70 611359.68 2 -7216.51 -2.27%
0.00% 0/0
RUT-I Short 7/31/1998
419.75 8/6/1998
406.62 -3.13% 19436.46
3.13% 1480.31 621359.69 630796.14 5 3887.29 0.00%
5.02% 0/0
RUT-I Long 8/6/1998
406.62 8/10/1998
411.64 1.23% 7911.06
1.23% 1575.91 640796.13 638707.20 3 2637.02 0.00%
2.26% 0/0
RUT-I Short 8/10/1998
411.64 8/12/1998
408.55 -0.75% 4869.56
0.75% 1575.91 648707.18 643576.76 3 1623.19 0.00%
2.68% 0/0
RUT-I Long 8/12/1998
408.55 8/13/1998
403.83 -1.16% -7550.81
-1.16% 1599.75 653576.75 636025.95 2 -3775.40 -1.16%
0.00% 0/0
RUT-I Short 8/13/1998
403.83 8/17/1998
403.96 0.03% -207.97
-0.03% 1599.75 646025.94 635817.98 3 -69.32 -0.03%
0.26% 0/0
RUT-I Long 8/17/1998
403.96 8/19/1998
405.84 0.47% 3005.59
0.47% 1598.72 645817.97 638823.57 3 1001.86 0.00%
1.81% 0/0
RUT-I Short 8/19/1998
405.84 9/1/1998
348.1 -14.23% 92309.96
14.23% 1598.72 648823.57 731133.53 10 9231.00 0.00%
16.73% 0/0
RUT-I Long 9/1/1998
348.1 9/3/1998
346.29 -0.52% -3853.64
-0.52% 2129.08 741133.55 727279.89 3 -1284.55 -0.52%
1.31% 0/0
RUT-I Short 9/3/1998
346.29 9/4/1998
347.07 0.23% -1660.68
-0.23% 2129.08 737279.85 725619.21 2 -830.34 -0.23%
0.00% 0/0
RUT-I Long 9/4/1998
347.07 9/9/1998
352.69 1.62% 11911.66
1.62% 2119.51 735619.20 737530.87 3 3970.55 0.00%
4.28% 0/0
RUT-I Short 9/9/1998
352.69 9/11/1998
353.62 0.26% -1971.15
-0.26% 2119.51 747530.85 735559.72 3 -657.05 -0.26%
2.19% 0/0
RUT-I Long 9/11/1998
353.62 9/17/1998
355.29 0.47% 3520.97
0.47% 2108.36 745559.76 739080.69 5 704.19 0.00%
1.76% 0/0
RUT-I Short 9/17/1998
355.29 9/18/1998
363.25 2.24% -16782.58
-2.24% 2108.36 749080.69 722298.11 2 -8391.29 -2.24%
0.00% 0/0
RUT-I Long 9/18/1998
363.25 9/21/1998
362.64 -0.17% -1229.74
-0.17% 2015.96 732298.12 721068.37 2 -614.87 -0.17%
0.00% 0/0
RUT-I Short 9/21/1998
362.64 9/22/1998
368.24 1.54% -11289.39
-1.54% 2015.96 731068.35 709778.99 2 -5644.69 -1.54%
0.00% 0/0
RUT-I Long 9/22/1998
368.24 9/24/1998
370.25 0.55% 3928.84
0.55% 1954.65 719779.00 713707.83 3 1309.61 0.00%
2.11% 0/0
RUT-I Short 9/24/1998
370.25 10/9/1998
318.4 -14.00% 101348.41
14.00% 1954.65 723707.82 815056.24 12 8445.70 0.00%
16.20% 0/0
RUT-I Long 10/9/1998
318.4 10/13/1998
320.33 0.61% 5001.13
0.61% 2591.26 825056.24 820057.37 3 1667.04 0.00%
2.27% 0/0
RUT-I Short 10/13/1998
320.33 10/14/1998
324.98 1.45% -12049.35
-1.45% 2591.26 830057.35 808008.02 2 -6024.67 -1.45%
0.00% 0/0
RUT-I Long 10/14/1998
324.98 10/27/1998
371.5 14.31% 117095.62
14.31% 2517.1 818008.01 925103.64 10 11709.56 0.00%
14.49% 0/0
RUT-I Short 10/27/1998
371.5 10/29/1998
374.48 0.80% -7500.97
-0.80% 2517.1 935103.68 917602.68 3 -2500.32 -0.80%
0.01% 0/0
RUT-I Long 10/29/1998
374.48 11/9/1998
398.43 6.40% 59325.16
6.40% 2477.04 927602.64 976927.83 8 7415.64 0.00%
6.90% 0/0
RUT-I Short 11/9/1998
398.43 11/16/1998
390.42 -2.01% 19841.11
2.01% 2477.04 986927.82 996768.94 6 3306.85 0.00%
2.28% 0/0
RUT-I Long 11/16/1998
390.42 11/17/1998
389.43 -0.25% -2552.90
-0.25% 2578.68 1006768.94 994216.04 2 -1276.45 -0.25%
0.00% 0/0
RUT-I Short 11/17/1998
389.43 11/18/1998
392.12 0.69% -6936.65
-0.69% 2578.68 1004216.07 987279.39 2 -3468.33 -0.69%
0.00% 0/0
RUT-I Long 11/18/1998
392.12 11/20/1998
394.29 0.55% 5518.96
0.55% 2543.3 997279.38 992798.35 3 1839.65 0.00%
0.57% 0/0
RUT-I Short 11/20/1998
394.29 11/23/1998
398.15 0.98% -9817.14
-0.98% 2543.3 1002798.39 982981.21 2 -4908.57 -0.98%
0.00% 0/0
RUT-I Long 11/23/1998
398.15 11/24/1998
396.6 -0.39% -3865.68
-0.39% 2493.99 992981.22 979115.53 2 -1932.84 -0.39%
0.00% 0/0
RUT-I Short 11/24/1998
396.6 11/25/1998
399.32 0.69% -6783.65
-0.69% 2493.99 989115.57 972331.88 2 -3391.82 -0.69%
0.00% 0/0
RUT-I Long 11/25/1998
399.32 11/30/1998
397.75 -0.39% -3862.22
-0.39% 2460.01 982331.92 968469.66 3 -1287.41 -0.39%
0.69% 0/0
RUT-I Short 11/30/1998
397.75 12/1/1998
398.74 0.25% -2435.41
-0.25% 2460.01 978469.66 966034.25 2 -1217.71 -0.25%
0.00% 0/0
RUT-I Long 12/1/1998
398.74 12/2/1998
397.49 -0.31% -3059.75
-0.31% 2447.8 976034.21 962974.51 2 -1529.87 -0.31%
0.00% 0/0
RUT-I Short 12/2/1998
397.49 12/4/1998
398.37 0.22% -2154.06
-0.22% 2447.8 972974.46 960820.44 3 -718.02 -0.22%
0.63% 0/0
RUT-I Long 12/4/1998
398.37 12/10/1998
396.5 -0.47% -4557.16
-0.47% 2436.98 970820.48 956263.29 5 -911.43 -0.47%
0.90% 0/0
RUT-I Short 12/10/1998
396.5 12/15/1998
389.57 -1.75% 16888.28
1.75% 2436.98 966263.34 973151.57 4 4222.07 0.00%
2.16% 0/0
RUT-I Long 12/15/1998
389.57 12/22/1998
400.24 2.74% 26927.71
2.74% 2523.68 983151.55 1000079.28 6 4487.95 0.00%
3.15% 0/0
RUT-I Short 12/22/1998
400.24 12/23/1998
404.79 1.14% -11482.76
-1.14% 2523.68 1010079.29 988596.52 2 -5741.38 -1.14%
0.00% 0/0
RUT-I Long 12/23/1998
404.79 1/4/1999
421.26 4.07% 40630.66
4.07% 2466.95 998596.52 1029227.18 7 5804.38 0.00%
4.24% 0/0
RUT-I Short 1/4/1999
421.26 1/5/1999
422.09 0.20% -2047.57
-0.20% 2466.95 1039227.18 1027179.61 2 -1023.78 -0.20%
0.00% 0/0
RUT-I Long 1/5/1999
422.09 1/12/1999
427.36 1.25% 12949.69
1.25% 2457.25 1037179.61 1040129.31 6 2158.28 0.00%
2.62% 0/0
RUT-I Short 1/12/1999
427.36 1/15/1999
427.05 -0.07% 761.75
0.07% 2457.25 1050129.28 1040891.05 4 190.44 0.00%
1.70% 0/0
RUT-I Long 1/15/1999
427.05 1/20/1999
430.62 0.84% 8785.11
0.84% 2460.82 1050891.09 1049676.16 3 2928.37 0.00%
0.90% 0/0
RUT-I Short 1/20/1999
430.62 1/26/1999
425.33 -1.23% 13017.71
1.23% 2460.81 1059676.12 1062693.88 5 2603.54 0.00%
1.98% 0/0
RUT-I Long 1/26/1999
425.33 1/27/1999
421.12 -0.99% -10617.74
-0.99% 2522.03 1072693.86 1052076.14 2 -5308.87 -0.99%
0.00% 0/0
RUT-I Short 1/27/1999
421.12 1/28/1999
423.97 0.68% -7187.78
-0.68% 2522.03 1062076.14 1044888.36 2 -3593.89 -0.68%
0.00% 0/0
RUT-I Long 1/28/1999
423.97 2/1/1999
426.08 0.50% 5249.93
0.50% 2488.12 1054888.39 1050138.30 3 1749.98 0.00%
0.77% 0/0
RUT-I Short 2/1/1999
426.08 2/3/1999
423.73 -0.55% 5847.08
0.55% 2488.12 1060138.29 1055985.38 3 1949.03 0.00%
1.02% 0/0
RUT-I Long 2/3/1999
423.73 2/4/1999
417.79 -1.40% -14943.37
-1.40% 2515.72 1065985.35 1041042.01 2 -7471.68 -1.40%
0.00% 0/0
RUT-I Short 2/4/1999
417.79 2/11/1999
406.16 -2.78% 29257.81
2.78% 2515.72 1051041.98 1070299.82 6 4876.30 0.00%
4.75% 0/0
RUT-I Long 2/11/1999
406.16 2/12/1999
398.44 -1.90% -20533.57
-1.90% 2659.79 1080299.84 1049766.25 2 -10266.78 -1.90%
0.00% 0/0
RUT-I Short 2/12/1999
398.44 2/18/1999
391.09 -1.84% 19549.45
1.84% 2659.79 1059766.26 1069315.70 4 4887.36 0.00%
2.23% 0/0
RUT-I Long 2/18/1999
391.09 2/24/1999
395.26 1.07% 11508.21
1.07% 2759.76 1079315.68 1080823.91 5 2301.64 0.00%
2.03% 0/0
RUT-I Short 2/24/1999
395.26 3/1/1999
394.39 -0.22% 2400.99
0.22% 2759.76 1090823.94 1083224.90 4 600.25 0.00%
0.76% 0/0
RUT-I Long 3/1/1999
394.39 3/3/1999
391.95 -0.62% -6763.53
-0.62% 2771.94 1093224.87 1076461.37 3 -2254.51 -0.62%
0.01% 0/0
RUT-I Short 3/3/1999
391.95 3/4/1999
394.02 0.53% -5737.91
-0.53% 2771.94 1086461.33 1070723.46 2 -2868.96 -0.53%
0.00% 0/0
RUT-I Long 3/4/1999
394.02 3/9/1999
399.2 1.31% 14207.78
1.31% 2742.81 1080723.43 1084931.23 4 3551.94 0.00%
1.53% 0/0
RUT-I Short 3/9/1999
399.2 3/10/1999
401.12 0.48% -5266.20
-0.48% 2742.81 1094931.19 1079665.03 2 -2633.10 -0.48%
0.00% 0/0
RUT-I Long 3/10/1999
401.12 3/11/1999
401.08 -0.01% -108.66
-0.01% 2716.56 1089664.99 1079556.37 2 -54.33 -0.01%
0.00% 0/0
RUT-I Short 3/11/1999
401.08 3/15/1999
400.84 -0.06% 651.97
0.06% 2716.56 1089556.40 1080208.34 3 217.32 0.00%
0.67% 0/0
RUT-I Long 3/15/1999
400.84 3/16/1999
399.17 -0.42% -4542.08
-0.42% 2719.81 1090208.36 1075666.26 2 -2271.04 -0.42%
0.00% 0/0
RUT-I Short 3/16/1999
399.17 3/18/1999
399.55 0.10% -1033.53
-0.10% 2719.81 1085666.24 1074632.73 3 -344.51 -0.10%
0.19% 0/0
RUT-I Long 3/18/1999
399.55 3/19/1999
396.58 -0.74% -8062.47
-0.74% 2714.64 1084632.78 1066570.26 2 -4031.23 -0.74%
0.00% 0/0
RUT-I Short 3/19/1999
396.58 3/24/1999
384.4 -3.07% 33064.27
3.07% 2714.64 1076570.30 1099634.53 4 8266.07 0.00%
3.33% 0/0
RUT-I Long 3/24/1999
384.4 3/30/1999
398.78 3.74% 41510.26
3.74% 2886.67 1109634.49 1141144.79 5 8302.05 0.00%
4.00% 0/0
RUT-I Short 3/30/1999
398.78 4/1/1999
398.74 -0.01% 115.47
0.01% 2886.67 1151144.77 1141260.26 3 38.49 0.00%
0.29% 0/0
RUT-I Long 4/1/1999
398.74 4/6/1999
401.08 0.59% 6756.15
0.59% 2887.25 1151260.28 1148016.41 3 2252.05 0.00%
0.89% 0/0
RUT-I Short 4/6/1999
401.08 4/8/1999
399.89 -0.30% 3435.82
0.30% 2887.25 1158016.43 1151452.23 3 1145.27 0.00%
0.83% 0/0
RUT-I Long 4/8/1999
399.89 4/19/1999
412.41 3.13% 36363.46
3.13% 2904.43 1161452.24 1187815.69 8 4545.43 0.00%
5.42% 0/0
RUT-I Short 4/19/1999
412.41 4/20/1999
415.34 0.71% -8509.98
-0.71% 2904.43 1197815.66 1179305.71 2 -4254.99 -0.71%
0.00% 0/0
RUT-I Long 4/20/1999
415.34 4/28/1999
433.53 4.38% 52086.17
4.38% 2863.45 1189305.70 1231391.89 7 7440.88 0.00%
4.77% 0/0
RUT-I Short 4/28/1999
433.53 5/3/1999
433.28 -0.06% 715.86
0.06% 2863.45 1241391.88 1232107.75 4 178.97 0.00%
0.17% 0/0
RUT-I Long 5/3/1999
433.28 5/4/1999
432.59 -0.16% -1978.06
-0.16% 2866.76 1242107.76 1230129.69 2 -989.03 -0.16%
0.00% 0/0
RUT-I Short 5/4/1999
432.59 5/5/1999
434.27 0.39% -4816.15
-0.39% 2866.76 1240129.70 1225313.54 2 -2408.07 -0.39%
0.00% 0/0
RUT-I Long 5/5/1999
434.27 5/6/1999
433.38 -0.20% -2531.67
-0.20% 2844.57 1235313.53 1222781.87 2 -1265.84 -0.20%
0.00% 0/0
RUT-I Short 5/6/1999
433.38 5/7/1999
436.11 0.63% -7765.69
-0.63% 2844.57 1232781.91 1215016.18 2 -3882.84 -0.63%
0.00% 0/0
RUT-I Long 5/7/1999
436.11 5/14/1999
443.13 1.61% 19718.91
1.61% 2808.96 1225016.13 1234735.09 6 3286.48 0.00%
3.38% 0/0
RUT-I Short 5/14/1999
443.13 5/18/1999
442.45 -0.15% 1910.09
0.15% 2808.96 1244735.09 1236645.18 3 636.70 0.00%
0.40% 0/0
RUT-I Long 5/18/1999
442.45 5/24/1999
440.39 -0.47% -5804.25
-0.47% 2817.6 1246645.17 1230840.93 5 -1160.85 -0.47%
1.51% 0/0
RUT-I Short 5/24/1999
440.39 5/26/1999
435.41 -1.13% 14031.63
1.13% 2817.6 1240840.93 1244872.56 3 4677.21 0.00%
1.35% 0/0
RUT-I Long 5/26/1999
435.41 5/27/1999
432.92 -0.57% -7176.30
-0.57% 2882.05 1254872.57 1237696.26 2 -3588.15 -0.57%
0.00% 0/0
RUT-I Short 5/27/1999
432.92 5/28/1999
438.68 1.33% -16600.60
-1.33% 2882.05 1247696.21 1221095.66 2 -8300.30 -1.33%
0.00% 0/0
RUT-I Long 5/28/1999
438.68 6/1/1999
437.46 -0.28% -3423.76
-0.28% 2806.36 1231095.64 1217671.90 2 -1711.88 -0.28%
0.00% 0/0
RUT-I Short 6/1/1999
437.46 6/4/1999
442.33 1.11% -13666.99
-1.11% 2806.36 1227671.87 1204004.91 4 -3416.75 -1.11%
0.34% 0/0
RUT-I Long 6/4/1999
442.33 6/8/1999
443.76 0.32% 3924.73
0.32% 2744.57 1214004.89 1207929.64 3 1308.24 0.00%
1.03% 0/0
RUT-I Short 6/8/1999
443.76 6/9/1999
445.19 0.32% -3924.73
-0.32% 2744.57 1217929.60 1204004.91 2 -1962.37 -0.32%
0.00% 0/0
RUT-I Long 6/9/1999
445.19 6/10/1999
442.27 -0.66% -7962.65
-0.66% 2726.94 1214004.88 1196042.25 2 -3981.33 -0.66%
0.00% 0/0
RUT-I Short 6/10/1999
442.27 6/15/1999
434.01 -1.87% 22524.50
1.87% 2726.94 1206042.29 1218566.75 4 5631.12 0.00%
2.43% 0/0
RUT-I Long 6/15/1999
434.01 6/22/1999
447.33 3.07% 37705.38
3.07% 2830.73 1228566.76 1256272.13 6 6284.23 0.00%
3.56% 0/0
RUT-I Short 6/22/1999
447.33 6/28/1999
448.61 0.29% -3623.34
-0.29% 2830.73 1266272.15 1252648.79 5 -724.67 -0.29%
0.94% 0/0
RUT-I Long 6/28/1999
448.61 7/1/1999
454.42 1.30% 16352.71
1.30% 2814.58 1262648.84 1269001.50 4 4088.18 0.00%
2.02% 0/0
RUT-I Short 7/1/1999
454.42 7/2/1999
456.51 0.46% -5882.47
-0.46% 2814.58 1279001.54 1263119.03 2 -2941.24 -0.46%
0.00% 0/0
RUT-I Long 7/2/1999
456.51 7/7/1999
452.69 -0.84% -10653.25
-0.84% 2788.81 1273119.06 1252465.78 3 -3551.08 -0.84%
0.01% 0/0
RUT-I Short 7/7/1999
452.69 7/8/1999
454.75 0.46% -5744.95
-0.46% 2788.81 1262465.77 1246720.83 2 -2872.47 -0.46%
0.00% 0/0
RUT-I Long 7/8/1999
454.75 7/13/1999
458.11 0.74% 9285.50
0.74% 2763.54 1256720.83 1256006.33 4 2321.38 0.00%
1.00% 0/0
RUT-I Short 7/13/1999
458.11 7/14/1999
461.46 0.73% -9257.87
-0.73% 2763.54 1266006.29 1246748.47 2 -4628.93 -0.73%
0.00% 0/0
RUT-I Long 7/14/1999
461.46 7/16/1999
465.26 0.82% 10348.99
0.82% 2723.42 1256748.43 1257097.45 3 3449.66 0.00%
0.94% 0/0
RUT-I Short 7/16/1999
465.26 7/21/1999
454.63 -2.28% 28949.94
2.28% 2723.42 1267097.50 1286047.39 4 7237.48 0.00%
2.52% 0/0
RUT-I Long 7/21/1999
454.63 7/22/1999
451.49 -0.69% -8951.43
-0.69% 2850.77 1296047.36 1277095.96 2 -4475.72 -0.69%
0.00% 0/0
RUT-I Short 7/22/1999
451.49 7/27/1999
446.48 -1.11% 14282.38
1.11% 2850.77 1287096.00 1291378.34 4 3570.59 0.00%
1.91% 0/0
RUT-I Long 7/27/1999
446.48 7/29/1999
441.58 -1.10% -14282.28
-1.10% 2914.75 1301378.29 1277096.05 3 -4760.76 -1.10%
0.03% 0/0
RUT-I Short 7/29/1999
441.58 7/30/1999
444.77 0.72% -9298.06
-0.72% 2914.75 1287096.02 1267798.00 2 -4649.03 -0.72%
0.00% 0/0
RUT-I Long 7/30/1999
444.77 8/2/1999
442.63 -0.48% -6148.09
-0.48% 2872.94 1277798.01 1261649.90 2 -3074.05 -0.48%
0.00% 0/0
RUT-I Short 8/2/1999
442.63 8/5/1999
429.75 -2.91% 37003.48
2.91% 2872.94 1271649.85 1298653.38 4 9250.87 0.00%
2.92% 0/0
RUT-I Long 8/5/1999
429.75 8/6/1999
428.04 -0.40% -5207.21
-0.40% 3045.15 1308653.38 1293446.17 2 -2603.60 -0.40%
0.00% 0/0
RUT-I Short 8/6/1999
428.04 8/11/1999
428.19 0.04% -456.77
-0.04% 3045.15 1303446.21 1292989.40 4 -114.19 -0.04%
1.22% 0/0
RUT-I Long 8/11/1999
428.19 8/16/1999
433.82 1.31% 17132.18
1.31% 3043.02 1302989.39 1310121.59 4 4283.05 0.00%
1.37% 0/0
RUT-I Short 8/16/1999
433.82 8/17/1999
436 0.50% -6633.78
-0.50% 3043.02 1320121.60 1303487.81 2 -3316.89 -0.50%
0.00% 0/0
RUT-I Long 8/17/1999
436 8/18/1999
433.1 -0.67% -8736.50
-0.67% 3012.59 1313487.79 1294751.31 2 -4368.25 -0.67%
0.00% 0/0
RUT-I Short 8/18/1999
433.1 8/20/1999
434.38 0.30% -3856.11
-0.30% 3012.59 1304751.32 1290895.20 3 -1285.37 -0.30%
0.08% 0/0
RUT-I Long 8/20/1999
434.38 8/24/1999
437.12 0.63% 8205.84
0.63% 2994.83 1300895.15 1299101.04 3 2735.28 0.00%
0.66% 0/0
RUT-I Short 8/24/1999
437.12 8/25/1999
437.86 0.17% -2216.18
-0.17% 2994.83 1309101.07 1296884.86 2 -1108.09 -0.17%
0.00% 0/0
RUT-I Long 8/25/1999
437.86 8/26/1999
436.02 -0.42% -5491.87
-0.42% 2984.71 1306884.85 1291392.99 2 -2745.93 -0.42%
0.00% 0/0
RUT-I Short 8/26/1999
436.02 8/31/1999
427.83 -1.88% 24444.77
1.88% 2984.71 1301392.99 1315837.77 4 6111.19 0.00%
1.99% 0/0
RUT-I Long 8/31/1999
427.83 9/2/1999
427.42 -0.10% -1270.58
-0.10% 3098.98 1325837.82 1314567.18 3 -423.53 -0.10%
0.74% 0/0
RUT-I Short 9/2/1999
427.42 9/3/1999
435.97 2.00% -26496.30
-2.00% 3098.98 1324567.22 1288070.88 2 -13248.15 -2.00%
0.00% 0/0
RUT-I Long 9/3/1999
435.97 9/8/1999
435.9 -0.02% -208.42
-0.02% 2977.43 1298070.88 1287862.46 3 -69.47 -0.02%
0.52% 0/0
RUT-I Short 9/8/1999
435.9 9/9/1999
437.77 0.43% -5567.80
-0.43% 2977.43 1297862.43 1282294.66 2 -2783.90 -0.43%
0.00% 0/0
RUT-I Long 9/9/1999
437.77 9/13/1999
439.65 0.43% 5549.75
0.43% 2951.99 1292294.66 1287844.41 3 1849.92 0.00%
0.78% 0/0
RUT-I Short 9/13/1999
439.65 9/17/1999
434.45 -1.18% 15350.37
1.18% 2951.99 1297844.42 1303194.78 5 3070.07 0.00%
2.14% 0/0
RUT-I Long 9/17/1999
434.45 9/20/1999
433.2 -0.29% -3778.33
-0.29% 3022.66 1313194.76 1299416.46 2 -1889.16 -0.29%
0.00% 0/0
RUT-I Short 9/20/1999
433.2 9/22/1999
427.53 -1.31% 17138.48
1.31% 3022.66 1309416.43 1316554.94 3 5712.83 0.00%
1.55% 0/0
RUT-I Long 9/22/1999
427.53 9/23/1999
420.21 -1.71% -22712.75
-1.71% 3102.83 1326554.92 1293842.19 2 -11356.38 -1.71%
0.00% 0/0
RUT-I Short 9/23/1999
420.21 9/27/1999
421.86 0.39% -5119.68
-0.39% 3102.83 1303842.15 1288722.51 3 -1706.56 -0.39%
0.74% 0/0
RUT-I Long 9/27/1999
421.86 9/28/1999
418.49 -0.80% -10374.76
-0.80% 3078.56 1298722.54 1278347.76 2 -5187.38 -0.80%
0.00% 0/0
RUT-I Short 9/28/1999
418.49 9/29/1999
421.52 0.72% -9328.05
-0.72% 3078.56 1288347.79 1269019.71 2 -4664.02 -0.72%
0.00% 0/0
RUT-I Long 9/29/1999
421.52 10/1/1999
423.53 0.48% 6098.95
0.48% 3034.3 1279019.67 1275118.66 3 2032.98 0.00%
1.37% 0/0
RUT-I Short 10/1/1999
423.53 10/4/1999
426.61 0.73% -9345.66
-0.73% 3034.3 1285118.65 1265773.01 2 -4672.83 -0.73%
0.00% 0/0
RUT-I Long 10/4/1999
426.61 10/5/1999
426.01 -0.14% -1794.29
-0.14% 2990.49 1275773.00 1263978.71 2 -897.15 -0.14%
0.00% 0/0
RUT-I Short 10/5/1999
426.01 10/6/1999
429.76 0.88% -11214.34
-0.88% 2990.49 1273978.68 1252764.37 2 -5607.17 -0.88%
0.00% 0/0
RUT-I Long 10/6/1999
429.76 10/7/1999
428.11 -0.38% -4848.20
-0.38% 2938.3 1262764.40 1247916.18 2 -2424.10 -0.38%
0.00% 0/0
RUT-I Short 10/7/1999
428.11 10/11/1999
430.19 0.49% -6111.67
-0.49% 2938.3 1257916.22 1241804.51 3 -2037.22 -0.49%
0.09% 0/0
RUT-I Long 10/11/1999
430.19 10/12/1999
424.68 -1.28% -16033.48
-1.28% 2909.89 1251804.49 1225771.03 2 -8016.74 -1.28%
0.00% 0/0
RUT-I Short 10/12/1999
424.68 10/19/1999
410.93 -3.24% 40010.95
3.24% 2909.89 1235770.98 1265781.98 6 6668.49 0.00%
3.72% 0/0
RUT-I Long 10/19/1999
410.93 10/25/1999
417.76 1.66% 21204.56
1.66% 3104.62 1275782.02 1286986.55 5 4240.91 0.00%
1.89% 0/0
RUT-I Short 10/25/1999
417.76 10/27/1999
416.77 -0.24% 3073.58
0.24% 3104.62 1296986.55 1290060.12 3 1024.53 0.00%
0.47% 0/0
RUT-I Long 10/27/1999
416.77 11/11/1999
447.49 7.37% 95827.07
7.37% 3119.37 1300060.15 1385887.19 12 7985.59 0.00%
7.67% 0/0
RUT-I Short 11/11/1999
447.49 11/12/1999
449.69 0.49% -6862.62
-0.49% 3119.37 1395887.23 1379024.58 2 -3431.31 -0.49%
0.00% 0/0
RUT-I Long 11/12/1999
449.69 11/19/1999
461.27 2.58% 35768.87
2.58% 3088.85 1389024.57 1414793.45 6 5961.48 0.00%
2.75% 0/0
RUT-I Short 11/19/1999
461.27 11/24/1999
455.93 -1.16% 16494.45
1.16% 3088.85 1424793.40 1431287.90 4 4123.61 0.00%
1.48% 0/0
RUT-I Long 11/24/1999
455.93 11/29/1999
456.95 0.22% 3224.43
0.22% 3161.2 1441287.87 1434512.33 3 1074.81 0.00%
0.66% 0/0
RUT-I Short 11/29/1999
456.95 12/2/1999
460.44 0.76% -11032.60
-0.76% 3161.2 1444512.38 1423479.73 4 -2758.15 -0.76%
0.72% 0/0
RUT-I Long 12/2/1999
460.44 12/7/1999
465.7 1.14% 16375.86
1.14% 3113.28 1433479.68 1439855.59 4 4093.97 0.00%
1.15% 0/0
RUT-I Short 12/7/1999
465.7 12/8/1999
468.84 0.67% -9775.71
-0.67% 3113.28 1449855.59 1430079.89 2 -4887.85 -0.67%
0.00% 0/0
RUT-I Long 12/8/1999
468.84 12/9/1999
464.9 -0.84% -12102.03
-0.84% 3071.58 1440079.94 1417977.86 2 -6051.01 -0.84%
0.00% 0/0
RUT-I Short 12/9/1999
464.9 12/10/1999
466.71 0.39% -5559.56
-0.39% 3071.58 1427977.90 1412418.30 2 -2779.78 -0.39%
0.00% 0/0
RUT-I Long 12/10/1999
466.71 12/14/1999
462.75 -0.85% -12069.12
-0.85% 3047.76 1422418.34 1400349.18 3 -4023.04 -0.85%
0.79% 0/0
RUT-I Short 12/14/1999
462.75 12/16/1999
465.26 0.54% -7649.87
-0.54% 3047.76 1410349.14 1392699.31 3 -2549.96 -0.54%
0.31% 0/0
RUT-I Long 12/16/1999
465.26 12/30/1999
496.59 6.73% 94455.94
6.73% 3014.87 1402699.32 1487155.26 10 9445.59 0.00%
6.83% 0/0
RUT-I Short 12/30/1999
496.59 12/31/1999
504.75 1.64% -24601.36
-1.64% 3014.87 1497155.31 1462553.90 2 -12300.68 -1.64%
0.00% 0/0
RUT-I Long 12/31/1999
504.75 1/3/2000
497.05 -1.53% -22463.92
-1.53% 2917.39 1472553.90 1440089.98 2 -11231.96 -1.53%
0.00% 0/0
RUT-I Short 1/3/2000
497.05 1/5/2000
478.83 -3.67% 53154.89
3.67% 2917.39 1450089.95 1493244.87 3 17718.30 0.00%
3.76% 0/0
RUT-I Long 1/5/2000
478.83 1/6/2000
475.34 -0.73% -10956.55
-0.73% 3139.41 1503244.89 1482288.32 2 -5478.27 -0.73%
0.00% 0/0
RUT-I Short 1/6/2000
475.34 1/7/2000
488.31 2.73% -40718.18
-2.73% 3139.41 1492288.37 1441570.14 2 -20359.09 -2.73%
0.00% 0/0
RUT-I Long 1/7/2000
488.31 1/11/2000
492.61 0.88% 12782.35
0.88% 2972.64 1451570.14 1454352.49 3 4260.78 0.00%
2.78% 0/0
RUT-I Short 1/11/2000
492.61 1/13/2000
501.19 1.74% -25505.26
-1.74% 2972.64 1464352.45 1428847.24 3 -8501.75 -1.74%
0.52% 0/0
RUT-I Long 1/13/2000
501.19 1/24/2000
522.95 4.34% 62469.95
4.34% 2870.86 1438847.24 1491317.19 7 8924.28 0.00%
6.53% 0/0
RUT-I Short 1/24/2000
522.95 2/1/2000
503.75 -3.67% 55120.55
3.67% 2870.86 1501317.22 1546437.74 7 7874.36 0.00%
5.11% 0/0
RUT-I Long 2/1/2000
503.75 2/9/2000
536.01 6.40% 99673.81
6.40% 3089.7 1556437.70 1646111.54 7 14239.12 0.00%
6.70% 0/0
RUT-I Short 2/9/2000
536.01 2/10/2000
542.21 1.16% -19156.16
-1.16% 3089.7 1656111.54 1626955.39 2 -9578.08 -1.16%
0.00% 0/0
RUT-I Long 2/10/2000
542.21 2/11/2000
537.1 -0.94% -15427.31
-0.94% 3019.04 1636955.43 1611528.08 2 -7713.66 -0.94%
0.00% 0/0
RUT-I Short 2/11/2000
537.1 2/14/2000
539.94 0.53% -8574.08
-0.53% 3019.04 1621528.04 1602953.99 2 -4287.04 -0.53%
0.00% 0/0
RUT-I Long 2/14/2000
539.94 2/18/2000
545.68 1.06% 17147.01
1.06% 2987.28 1612953.96 1620101.00 5 3429.40 0.00%
3.42% 0/0
RUT-I Short 2/18/2000
545.68 2/23/2000
549.91 0.78% -12636.21
-0.78% 2987.28 1630100.94 1607464.79 3 -4212.07 -0.78%
0.87% 0/0
RUT-I Long 2/23/2000
549.91 3/2/2000
584.04 6.21% 100387.47
6.21% 2941.33 1617464.73 1707852.26 7 14341.07 0.00%
6.99% 0/0
RUT-I Short 3/2/2000
584.04 3/3/2000
597.88 2.37% -40707.96
-2.37% 2941.33 1717852.22 1667144.30 2 -20353.98 -2.37%
0.00% 0/0
RUT-I Long 3/3/2000
597.88 3/7/2000
595.47 -0.40% -6760.42
-0.40% 2805.15 1677144.35 1660383.89 3 -2253.47 -0.40%
0.63% 0/0
RUT-I Short 3/7/2000
595.47 3/9/2000
606.12 1.79% -29874.87
-1.79% 2805.15 1670383.84 1630509.02 3 -9958.29 -1.79%
0.12% 0/0
RUT-I Long 3/9/2000
606.12 3/10/2000
603.81 -0.38% -6252.19
-0.38% 2706.57 1640509.05 1624256.83 2 -3126.09 -0.38%
0.00% 0/0
RUT-I Short 3/10/2000
603.81 3/16/2000
574.24 -4.90% 80033.41
4.90% 2706.57 1634256.87 1704290.24 5 16006.68 0.00%
7.44% 0/0
RUT-I Long 3/16/2000
574.24 3/20/2000
549.2 -4.36% -74752.42
-4.36% 2985.32 1714290.31 1629537.82 3 -24917.47 -4.36%
0.09% 0/0
RUT-I Short 3/20/2000
549.2 3/21/2000
552.79 0.65% -10717.30
-0.65% 2985.32 1639537.82 1618820.52 2 -5358.65 -0.65%
0.00% 0/0
RUT-I Long 3/21/2000
552.79 3/27/2000
573.65 3.77% 61464.93
3.77% 2946.54 1628820.50 1680285.45 5 12292.99 0.00%
3.84% 0/0
RUT-I Short 3/27/2000
573.65 3/31/2000
539.09 -6.02% 101832.59
6.02% 2946.54 1690285.39 1782118.04 5 20366.52 0.00%
7.34% 0/0
RUT-I Long 3/31/2000
539.09 4/3/2000
516.01 -4.28% -76725.75
-4.28% 3324.34 1792117.99 1705392.29 2 -38362.88 -4.28%
0.00% 0/0
RUT-I Short 4/3/2000
516.01 4/5/2000
517.99 0.38% -6582.19
-0.38% 3324.34 1715392.26 1698810.10 3 -2194.06 -0.38%
1.92% 0/0
RUT-I Long 4/5/2000
517.99 4/10/2000
518.66 0.13% 2210.28
0.13% 3298.93 1708810.15 1701020.38 4 552.57 0.00%
4.83% 0/0
RUT-I Short 4/10/2000
518.66 4/17/2000
459.27 -11.45% 195923.16
11.45% 3298.93 1711020.38 1896943.54 6 32653.86 0.00%
12.52% 0/0
RUT-I Long 4/17/2000
459.27 4/20/2000
481.84 4.91% 93713.32
4.91% 4152.12 1906943.49 1990656.86 4 23428.33 0.00%
5.87% 0/0
RUT-I Short 4/20/2000
481.84 4/25/2000
489.02 1.49% -29812.21
-1.49% 4152.12 2000656.84 1960844.64 3 -9937.40 -1.49%
2.76% 0/0
RUT-I Long 4/25/2000
489.02 4/26/2000
484.24 -0.98% -19264.32
-0.98% 4030.19 1970844.63 1941580.33 2 -9632.16 -0.98%
0.00% 0/0
RUT-I Short 4/26/2000
484.24 4/27/2000
494.56 2.13% -41591.59
-2.13% 4030.19 1951580.32 1899988.74 2 -20795.79 -2.13%
0.00% 0/0
RUT-I Long 4/27/2000
494.56 5/2/2000
505.35 2.18% 41670.94
2.18% 3862 1909988.78 1941659.68 4 10417.73 0.00%
4.93% 0/0
RUT-I Short 5/2/2000
505.35 5/4/2000
501.91 -0.68% 13285.27
0.68% 3862 1951659.63 1954944.94 3 4428.42 0.00%
1.93% 0/0
RUT-I Long 5/4/2000
501.91 5/8/2000
500.08 -0.36% -7164.33
-0.36% 3914.93 1964944.95 1947780.61 3 -2388.11 -0.36%
2.18% 0/0
RUT-I Short 5/8/2000
500.08 5/11/2000
489.39 -2.14% 41850.66
2.14% 3914.94 1957780.67 1989631.27 4 10462.66 0.00%
5.16% 0/0
RUT-I Long 5/11/2000
489.39 5/17/2000
499.66 2.10% 41962.88
2.10% 4085.97 1999631.23 2031594.15 5 8392.58 0.00%
3.39% 0/0
RUT-I Short 5/17/2000
499.66 5/24/2000
461.74 -7.59% 154939.86
7.59% 4085.97 2041594.18 2186534.01 6 25823.31 0.00%
8.14% 0/0
RUT-I Long 5/24/2000
461.74 5/25/2000
456.17 -1.21% -26496.94
-1.21% 4757.08 2196534.11 2160037.07 2 -13248.47 -1.21%
0.00% 0/0
RUT-I Short 5/25/2000
456.17 5/26/2000
457.37 0.26% -5708.50
-0.26% 4757.08 2170037.14 2154328.58 2 -2854.25 -0.26%
0.00% 0/0
RUT-I Long 5/26/2000
457.37 5/31/2000
476.18 4.11% 89011.13
4.11% 4732.12 2164328.64 2243339.71 3 29670.38 0.00%
4.23% 0/0
RUT-I Open Short 5/31/2000
476.18 5/31/2000
476.18 0.00% 0.00
0.00% 4732.12 2253339.76 2243339.71 2 0.00 0.00%
0.00% 0/0
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Backtesting is a useful first step as if some particular system
can't
> be demonstrated to perform well IN sample then it's probably
totally
> useless ... An MCS evaluation may add something to this as the
> liklihood of DD's expected with the same list of trades might be
> signifcantly higher then one otherwise would otherwise expect ...
>
> But neither methodology will provide any clues as to how the system
> might be expected to perform at the right edge of the chart ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalconAB@>
> wrote:
> >
> > Fred,
> > I was thinking a 10 year span would give a reasonable base
> test.
> > Then if a system looks promising, Then the user can download the
> system
> > and perform test on various other ranges to their hearts content.
A
> > system may also be tested on a completely different data set
> (different
> > exchange) for a general robustness test. Of course a system can
be
> curve
> > fit, But this would quickly be noted and posted to the comments
> section
> > by other users. As it's an open souce project, Your more than
> welcome to
> > assist in resolving or creating workarounds for such issues as
you
> see
> > fit. And if you don't see backtesting as a useful tool at all,
Then
> > there is no need to participate.
> >
> > ATB
> > Michael.
> >
> >
> > Fred wrote:
> > >
> > > As stated previously, back test stats only really tell one
about
> how
> > > well one has managed to curve fit some particular system to the
> data
> > > that's in play. It tells one nothing about how any given system
is
> > > likely to perform out of sample which is of course where all
> investors
> > > and/or traders use real money.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%
> 40yahoogroups.com>,
> > > "Michael.S.G." <OzFalconAB@>
> > > wrote:
> > > >
> > > > Backtest Framework is now known as "AB Trading Framework"
> > > >
> > > > It's not much, But here it is anyway....
> > > > 1st Alpha release of "AB Trading Framework" is available at
> > > > http://www.amibroker.org/3rdparty/AB_Trading_Framework/
> > > <http://www.amibroker.org/3rdparty/AB_Trading_Framework/>
> > > >
> > >
> > >
> >
>
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