in Euro
Date	Initial Margin	Covered by securities	Covered by cash
02 Jan 2003	450.262.823,92	194.225.316,20	256.037.507,72
03 Jan 2003	445.106.368,81	195.307.546,29	249.798.822,52
06 Jan 2003	457.974.962,18	204.216.622,04	253.758.340,14
07 Jan 2003	453.659.440,20	198.555.993,36	255.103.446,84
08 Jan 2003	451.681.234,66	200.985.995,03	250.695.239,63
09 Jan 2003	472.092.716,47	212.946.861,99	259.145.854,48
10 Jan 2003	474.050.039,66	215.368.607,69	258.681.431,97
13 Jan 2003	474.899.840,58	217.439.579,88	257.460.260,70
14 Jan 2003	476.921.421,09	219.506.448,25	257.414.972,84
15 Jan 2003	471.428.031,56	209.683.203,64	261.744.827,92
16 Jan 2003	472.140.402,20	218.317.925,08	253.822.477,12
17 Jan 2003	480.687.254,73	212.983.454,56	267.703.800,17
20 Jan 2003	464.362.025,88	203.073.664,99	261.288.360,89
21 Jan 2003	473.983.795,09	208.535.090,09	265.448.705,00
22 Jan 2003	448.105.292,57	201.801.017,79	246.304.274,78
23 Jan 2003	455.625.971,46	203.038.648,74	252.587.322,72
24 Jan 2003	466.715.601,24	204.747.124,08	261.968.477,16
27 Jan 2003	468.435.770,76	207.297.816,45	261.137.954,31
28 Jan 2003	472.953.574,12	223.965.744,80	248.987.829,32
29 Jan 2003	457.783.264,96	220.778.216,02	237.005.048,94
30 Jan 2003	454.789.946,61	224.340.775,96	230.449.170,65
31 Jan 2003	448.976.305,65	226.614.629,25	222.361.676,40
03 Feb 2003	475.254.549,33	244.265.990,58	230.988.558,75
04 Feb 2003	513.642.514,88	259.445.561,15	254.196.953,73
05 Feb 2003	508.365.017,42	268.116.430,76	240.248.586,66
06 Feb 2003	525.739.452,45	274.028.003,55	251.711.448,90
07 Feb 2003	521.939.135,08	274.374.333,65	247.564.801,43
10 Feb 2003	526.113.408,18	275.338.344,54	250.775.063,64
11 Feb 2003	519.671.780,54	276.644.088,95	243.027.691,59
12 Feb 2003	515.980.758,63	271.184.641,12	244.796.117,51
13 Feb 2003	506.619.848,33	267.330.075,60	239.289.772,73
14 Feb 2003	516.672.043,96	267.518.957,22	249.153.086,74
17 Feb 2003	511.425.062,76	267.255.732,16	244.169.330,60
18 Feb 2003	495.796.529,43	252.259.488,44	243.537.040,99
19 Feb 2003	482.091.044,08	240.060.566,41	242.030.477,67
20 Feb 2003	494.722.437,79	246.136.835,41	248.585.602,38
21 Feb 2003	490.248.381,02	238.100.424,30	252.147.956,72
24 Feb 2003	522.534.518,71	256.824.488,69	265.710.030,02
25 Feb 2003	523.869.607,06	258.108.655,20	265.760.951,86
26 Feb 2003	520.415.665,56	256.877.076,52	263.538.589,04
27 Feb 2003	529.178.048,01	255.796.950,79	273.381.097,22
28 Feb 2003	517.859.604,53	249.892.276,44	267.967.328,09
03 Mar 2003	519.603.863,29	248.324.717,06	271.279.146,23
04 Mar 2003	529.395.317,25	253.846.863,86	275.548.453,39
05 Mar 2003	565.542.496,08	289.519.254,79	276.023.241,29
06 Mar 2003	588.367.608,57	302.134.724,14	286.232.884,43
07 Mar 2003	594.098.524,62	306.531.918,25	287.566.606,37
10 Mar 2003	597.931.101,76	312.815.713,05	285.115.388,71
11 Mar 2003	591.610.568,60	314.444.569,43	277.165.999,17
12 Mar 2003	616.749.328,82	318.670.571,19	298.078.757,63
13 Mar 2003	592.062.247,48	313.148.645,11	278.913.602,37
14 Mar 2003	592.217.558,48	319.486.629,34	272.730.929,14
17 Mar 2003	595.052.286,52	313.788.995,50	281.263.291,02
18 Mar 2003	602.956.414,00	311.903.975,22	291.052.438,78
19 Mar 2003	600.197.194,55	301.798.046,56	298.399.147,99
20 Mar 2003	597.287.217,93	303.957.921,51	293.329.296,42
21 Mar 2003	506.599.373,77	240.487.074,38	266.112.299,39
24 Mar 2003	511.492.673,32	238.848.393,58	272.644.279,74
25 Mar 2003	536.174.041,43	239.339.568,31	296.834.473,12
26 Mar 2003	452.116.889,37	195.322.764,85	256.794.124,52
27 Mar 2003	449.704.631,37	205.854.404,06	243.850.227,31
28 Mar 2003	461.405.261,58	212.068.181,65	249.337.079,93
31 Mar 2003	468.940.852,74	225.551.110,99	243.389.741,75
1 Apr 2003	471.738.394,57	229.587.907,43	242.150.487,14
2 Apr 2003	473.214.133,35	226.614.805,80	246.599.327,55
3 Apr 2003	462.821.715,83	214.181.404,19	248.640.311,64
4 Apr 2003	464.006.429,51	215.508.671,81	248.497.757,70
7 Apr 2003	472.132.879,27	227.003.112,77	245.129.766,50
8 Apr 2003	631.901.423,51	272.265.304,31	359.636.119,20
9 Apr 2003	622.072.413,49	269.428.757,92	352.643.655,57
10 Apr 2003	634.892.892,87	275.872.126,71	359.020.766,16
11 Apr 2003	653.996.707,89	280.364.992,25	373.631.715,64
14 Apr 2003	729.626.868,20	218.485.544,55	511.141.323,65
15 Apr 2003	887.077.217,75	219.078.270,25	667.998.947,50
16 Apr 2003	878.954.914,97	217.632.458,02	661.322.456,95
17 Apr 2003	901.844.995,05	226.802.551,84	675.042.443,21
22 Apr 2003	953.819.037,50	230.111.262,27	723.707.775,23
23 Apr 2003	983.118.812,44	237.356.275,41	745.762.537,03
24 Apr 2003	980.243.615,35	241.002.827,58	739.240.787,77
25 Apr 2003	981.474.097,90	241.009.917,44	740.464.180,46
28 Apr 2003	1.000.790.965,87	251.981.235,50	748.809.730,37
29 Apr 2003	1.014.655.233,90	259.580.309,34	755.074.924,56
30 Apr 2003	1.094.211.743,81	261.500.866,34	832.710.877,47

02 May 2003	1.091.937.582,42	266.214.781,28	825.722.801,14
05 May 2003	1.107.930.614,04	272.081.637,61	835.848.976,43
06 May 2003	1.184.301.594,69	288.930.733,32	895.370.861,37
07 May 2003	1.181.131.772,12	283.578.414,41	897.553.357,71
08 May 2003	1.190.330.354,26	272.310.214,27	918.020.139,99
09 May 2003	1.258.505.111,21	272.584.503,59	985.920.607,62
12 May 2003	1.331.636.986,24	282.995.925,71	1.048.641.060,53
13 May 2003	1.376.809.711,41	285.824.882,20	1.090.984.829,21
14 May 2003	1.386.636.895,04	293.219.155,69	1.093.417.739,35
15 May 2003	1.406.102.220,68	303.855.385,96	1.102.246.834,72
16 May 2003	1.414.136.301,58	300.057.845,82	1.114.078.455,76
19 May 2003	1.400.072.171,40	307.060.269,21	1.093.011.902,19
20 May 2003	1.408.817.555,59	308.134.688,13	1.100.682.867,46
21 May 2003	1.424.915.284,22	303.626.607,22	1.121.288.677,00
22 May 2003	1.457.715.425,68	322.921.475,53	1.134.793.950,15
23 May 2003	1.560.973.666,39	348.292.063,33	1.212.681.603,06
26 May 2003	1.639.315.313,02	349.622.547,72	1.289.692.765,30
27 May 2003	1.751.136.773,48	388.926.898,38	1.362.209.875,10
28 May 2003	1.792.756.161,48	402.108.580,43	1.390.647.581,05
29 May 2003	1.801.016.298,95	406.218.976,80	1.394.797.322,15
30 May 2003	1.834.159.204,63	421.844.626,01	1.412.314.578,62
02 Jun 2003	1.820.665.094,47	423.477.999,74	1.397.187.094,73
03 Jun 2003	1.825.596.867,78	428.734.928,49	1.396.861.939,29
04 Jun 2003	1.816.804.320,61	436.661.936,95	1.380.142.383,66
05 Jun 2003	1.895.549.792,61	451.301.204,22	1.444.248.588,39
06 Jun 2003	1.981.885.217,96	463.554.592,23	1.518.330.625,73
09 Jun 2003	2.025.303.091,74	477.638.219,65	1.547.664.872,09
10 Jun 2003	2.073.873.153,48	485.056.965,77	1.588.816.187,71
11 Jun 2003	2.146.503.752,29	479.101.593,41	1.667.402.158,88
12 Jun 2003	2.151.010.351,32	486.051.611,12	1.664.958.740,20
13 Jun 2003	2.086.595.234,09	491.116.515,76	1.595.478.718,33
16 Jun 2003	2.070.775.635,47	498.987.225,49	1.571.788.409,98
17 Jun 2003	2.074.929.815,00	490.974.066,09	1.583.955.748,91
18 Jun 2003	2.176.224.365,70	517.631.529,39	1.658.592.836,31
19 Jun 2003	2.180.604.085,64	522.683.268,38	1.657.920.817,26
20 Jun 2003	2.227.962.363,01	520.084.086,43	1.707.878.276,58
23 Jun 2003	2.133.768.682,98	541.010.065,60	1.592.758.617,38
24 Jun 2003	2.019.346.101,30	718.538.036,43	1.300.808.064,87
25 Jun 2003	1.857.668.463,31	641.963.871,59	1.215.704.591,72
26 Jun 2003	1.817.453.312,05	641.120.236,73	1.176.333.075,32
27 Jun 2003	1.656.796.336,36	577.597.747,37	1.079.198.588,99
30 Jun 2003	1.118.394.818,10	517.958.293,33	600.436.524,77
01 Jul 2003	1.160.673.944,47	518.541.155,68	642.132.788,79
02 Jul 2003	1.210.558.586,58	514.915.402,48	695.643.184,10
03 Jul 2003	1.221.231.657,04	507.062.638,91	714.169.018,13
04 Jul 2003	1.171.522.968,32	514.036.474,23	657.486.494,09
07 Jul 2003	1.213.812.959,94	548.006.916,14	665.806.043,80
08 Jul 2003	1.236.683.237,92	547.338.535,44	689.344.702,48
09 Jul 2003	1.248.277.781,84	536.497.298,93	711.780.482,91
10 Jul 2003	1.189.386.950,60	514.601.633,35	674.785.317,25
11 Jul 2003	1.192.155.495,53	517.824.003,74	674.331.491,79
14 Jul 2003	1.196.272.642,98	528.939.993,64	667.332.649,34
15 Jul 2003	1.153.876.901,19	483.012.597,18	670.864.304,01
16 Jul 2003	1.165.859.026,15	479.257.921,78	686.601.104,37
17 Jul 2003	1.140.740.176,47	474.753.687,77	665.986.488,70
18 Jul 2003	1.252.976.378,06	559.110.866,45	693.865.511,61
21 Jul 2003	1.255.413.888,79	552.587.590,17	702.826.298,62
22 Jul 2003	1.236.847.999,53	635.268.629,15	601.579.370,38
23 Jul 2003	1.020.348.767,23	542.416.613,79	477.932.153,44
24 Jul 2003	1.035.853.180,85	547.132.925,20	488.720.255,65
25 Jul 2003	1.032.501.245,99	530.271.039,42	502.230.206,57
28 Jul 2003	998.516.514,61	509.851.046,20	488.665.468,41
29 Jul 2003	971.447.794,63	448.575.008,88	522.872.785,75
30 Jul 2003	977.379.533,96	457.854.082,22	519.525.451,74
31 Jul 2003	1.014.877.721,19	459.973.592,31	554.904.128,88
01 Aug 2003	1.006.018.937,44	449.169.883,04	556.849.054,40
04 Aug 2003	1.024.873.190,01	459.513.229,96	565.359.960,05
05 Aug 2003	989.286.351,73	455.183.754,29	534.102.597,44
06 Aug 2003	992.466.950,53	454.904.271,85	537.562.678,68
07 Aug 2003	994.941.896,97	454.024.746,22	540.917.150,75
08 Aug 2003	1.065.393.347,36	471.284.870,19	594.108.477,17
11 Aug 2003	1.036.850.109,17	458.679.419,30	578.170.689,87
12 Aug 2003	1.013.162.271,22	452.443.013,52	560.719.257,70
13 Aug 2003	981.015.836,27	446.950.466,13	534.065.370,14
14 Aug 2003	1.011.394.110,81	451.312.411,16	560.081.699,65
18 Aug 2003	1.035.043.703,78	463.065.157,33	571.978.546,45
19 Aug 2003	1.049.299.794,31	470.262.512,26	579.037.282,05
20 Aug 2003	986.949.268,96	367.239.520,57	619.709.748,39
21 Aug 2003	1.020.697.406,86	377.471.809,13	643.225.597,73
22 Aug 2003	1.039.941.930,83	384.014.608,28	655.927.322,55
25 Aug 2003	988.354.377,86	365.617.026,98	622.737.350,88
26 Aug 2003	926.952.128,69	360.447.269,47	566.504.859,22
27 Aug 2003	916.494.111,75	360.477.091,85	556.017.019,90
28 Aug 2003	946.878.406,76	368.725.342,13	578.153.064,63
29 Aug 2003	944.000.569,43	362.729.038,07	581.271.531,36

01 Sep 2003	964.380.759,56	368.207.820,50	596.172.939,06
02 Sep 2003	974.199.438,70	370.562.321,23	603.637.117,47
03 Sep 2003	1.052.689.548,15	390.117.800,11	662.571.748,04
04 Sep 2003	1.088.592.388,30	390.757.734,58	697.834.653,72
05 Sep 2003	1.128.745.620,50	413.698.913,24	715.046.707,26
08 Sep 2003	1.133.044.886,08	419.468.975,19	713.575.910,89
09 Sep 2003	1.076.895.194,32	404.132.621,07	672.762.573,25
10 Sep 2003	1.038.862.860,63	381.877.216,99	656.985.643,64
11 Sep 2003	1.028.001.387,11	377.133.974,30	650.867.412,81
12 Sep 2003	1.074.527.189,20	387.718.118,45	686.809.070,75
15 Sep 2003	1.079.045.670,35	383.119.711,87	695.925.958,48
16 Sep 2003	1.100.342.192,80	391.250.043,26	709.092.149,54
17 Sep 2003	1.138.894.667,48	395.278.796,51	743.615.870,97
18 Sep 2003	1.275.625.312,91	414.735.192,71	860.890.120,20
19 Sep 2003	1.113.209.362,88	385.557.570,63	727.651.792,25
22 Sep 2003	1.049.745.462,15	374.401.853,95	675.343.608,20
23 Sep 2003	991.335.778,62	364.327.100,31	627.008.678,31
24 Sep 2003	851.281.113,61	326.238.648,33	525.042.465,28
25 Sep 2003	843.229.491,08	333.347.980,21	509.881.510,87
26 Sep 2003	829.336.461,15	333.268.041,60	496.068.419,55
29 Sep 2003	801.395.575,63	331.612.430,00	469.783.145,63
30 Sep 2003	808.454.163,11	333.089.732,32	475.364.430,79
01 Oct 2003	827.298.774,00	338.260.984,61	489.037.789,39
02 Oct 2003	892.922.515,43	323.870.036,66	569.052.478,77
03 Oct 2003	878.566.450,63	321.036.252,99	557.530.197,64
06 Oct 2003	835.065.280,40	318.760.507,64	516.304.772,76
07 Oct 2003	794.197.437,85	314.519.707,36	479.677.730,49
08 Oct 2003	786.641.935,13	311.638.954,61	475.002.980,52
09 Oct 2003	846.011.818,05	331.081.012,72	514.930.805,33
10 Oct 2003	848.595.129,82	334.022.557,69	514.572.572,13
13 Oct 2003	869.969.150,90	342.002.331,93	527.966.818,97
14 Oct 2003	824.540.216,17	326.108.245,83	498.431.970,34
15 Oct 2003	936.602.949,17	341.810.962,73	594.791.986,44
16 Oct 2003	946.528.428,03	342.127.603,05	604.400.824,98
17 Oct 2003	920.447.620,46	328.772.821,20	591.674.799,26
20 Oct 2003	850.927.568,23	319.082.110,09	531.845.458,14
21 Oct 2003	803.078.261,99	320.499.898,56	482.578.363,43
22 Oct 2003	761.147.884,29	314.005.177,29	447.142.707,00
23 Oct 2003	817.508.866,68	319.563.217,83	497.945.648,85
24 Oct 2003	838.456.683,54	326.675.352,68	511.781.330,86
27 Oct 2003	822.384.462,12	320.687.959,83	501.696.502,29
28 Oct 2003	797.744.990,72	319.667.935,93	478.077.054,79
29 Oct 2003	822.756.344,29	332.862.181,17	489.894.163,12
30 Oct 2003	894.324.629,38	341.723.400,85	552.601.228,53
31 Oct 2003	906.110.497,95	345.152.308,51	560.958.189,44
03 Nov 2003	959.890.436,15	355.372.070,22	604.518.365,93
04 Nov 2003	925.906.470,25	359.739.737,06	566.166.733,19
05 Nov 2003	909.208.588,80	364.346.543,06	544.862.045,74
06 Nov 2003	933.111.904,71	368.764.375,18	564.347.529,53
07 Nov 2003	980.809.860,72	387.788.776,46	593.021.084,26
10 Nov 2003	964.282.565,75	384.671.212,69	579.611.353,06
11 Nov 2003	937.126.663,65	377.858.472,98	559.268.190,67
12 Nov 2003	936.602.813,98	364.963.955,71	571.638.858,27
13 Nov 2003	975.074.345,01	372.489.001,13	602.585.343,88
14 Nov 2003	1.002.949.380,37	371.207.254,43	631.742.125,94
17 Nov 2003	930.912.791,33	358.737.604,61	572.175.186,72
18 Nov 2003	938.703.723,45	354.190.648,51	584.513.074,94
19 Nov 2003	955.945.257,84	355.929.347,44	600.015.910,40
20 Nov 2003	950.594.163,42	354.485.167,07	596.108.996,35
21 Nov 2003	894.756.664,01	336.618.610,73	558.138.053,28
24 Nov 2003	923.775.801,56	340.220.449,72	583.555.351,84
25 Nov 2003	940.938.534,01	357.704.215,22	583.234.318,79
26 Nov 2003	975.540.845,88	362.159.227,69	613.381.618,19
27 Nov 2003	971.201.372,72	362.186.631,81	609.014.740,91
28 Nov 2003	975.783.626,57	359.200.013,59	616.583.612,98
01 Dec 2003	1.021.254.598,94	378.299.128,83	642.955.470,11
02 Dec 2003	1.039.081.404,22	382.619.754,91	656.461.649,31
03 Dec 2003	1.096.355.637,79	392.316.270,88	704.039.366,91
04 Dec 2003	1.148.487.031,87	403.260.686,88	745.226.344,99
05 Dec 2003	1.133.889.718,33	398.750.775,29	735.138.943,04
08 Dec 2003	1.058.488.518,58	377.688.230,39	680.800.288,19
09 Dec 2003	1.075.180.536,87	388.787.203,57	686.393.333,30
10 Dec 2003	1.086.617.747,83	384.224.596,45	702.393.151,38
11 Dec 2003	1.159.972.897,52	390.231.230,58	769.741.666,94
12 Dec 2003	1.098.028.061,47	368.012.568,84	730.015.492,63
15 Dec 2003	1.068.461.411,89	374.324.460,50	694.136.951,39
16 Dec 2003	1.064.608.295,52	367.681.025,09	696.927.270,43
17 Dec 2003	1.074.040.286,84	365.063.681,55	708.976.605,29
18 Dec 2003	1.130.352.842,30	391.294.787,95	739.058.054,35
19 Dec 2003	1.072.605.182,37	339.277.923,94	733.327.258,43
22 Dec 2003	1.048.217.838,99	335.083.295,89	713.134.543,10
23 Dec 2003	1.012.802.630,78	330.225.076,02	682.577.554,76
29 Dec 2003	765.897.312,03	275.302.891,11	490.594.420,92
30 Dec 2003	736.278.241,99	267.631.226,71	468.647.015,28