in Euro
Date	Initial Margin	Covered by securities	Covered by cash
02 Jan 2002	608.303.459,88	265.732.568,16	342.570.891,72
03 Jan 2002	635.743.113,73	273.837.950,20	361.905.163,53
04 Jan 2002	602.173.039,38	265.992.838,08	336.180.201,30
07 Jan 2002	610.092.070,01	269.294.386,67	340.797.683,34
08 Jan 2002	625.537.056,83	265.765.210,77	359.771.846,06
09 Jan 2002	623.683.955,86	266.245.801,82	357.438.154,04
10 Jan 2002	600.436.844,21	272.805.138,72	327.631.705,49
11 Jan 2002	605.090.920,53	278.045.157,42	327.045.763,11
14 Jan 2002	602.697.026,35	285.514.154,85	317.182.871,50
15 Jan 2002	611.070.655,22	282.000.610,56	329.070.044,66
16 Jan 2002	614.435.713,16	297.438.284,40	316.997.428,76
17 Jan 2002	625.321.896,77	304.288.406,89	321.033.489,88
18 Jan 2002	609.506.398,41	299.708.975,16	309.797.423,25
21 Jan 2002	598.340.210,86	302.875.471,58	295.464.739,28
22 Jan 2002	609.132.925,30	297.007.276,69	312.125.648,61
23 Jan 2002	613.337.280,66	293.366.642,51	319.970.638,15
24 Jan 2002	593.964.736,31	283.556.054,50	310.408.681,81
25 Jan 2002	615.774.527,71	294.167.657,12	321.606.870,59
28 Jan 2002	611.717.468,12	286.448.239,88	325.269.228,24
29 Jan 2002	589.843.061,63	278.409.184,79	311.433.876,84
30 Jan 2002	592.780.626,49	279.838.761,05	312.941.865,44
31 Jan 2002	584.927.160,43	278.936.221,54	305.990.938,89
01 Feb 2002	579.832.919,68	281.499.066,64	298.333.853,04
04 Feb 2002	585.682.991,20	291.527.754,58	294.155.236,62
05 Feb 2002	596.807.748,44	302.919.395,23	293.888.353,21
06 Feb 2002	608.182.313,83	317.298.261,09	290.884.052,74
07 Feb 2002	599.327.371,64	306.067.525,76	293.259.845,88
08 Feb 2002	606.694.299,55	300.584.787,45	306.109.512,10
11 Feb 2002	609.830.232,48	306.518.875,70	303.311.356,78
12 Feb 2002	617.671.996,47	316.065.594,32	301.606.402,15
13 Feb 2002	619.227.084,21	311.519.307,47	307.707.776,74
14 Feb 2002	605.699.317,91	295.009.940,66	310.689.377,25
15 Feb 2002	614.160.917,19	304.403.804,53	309.757.112,66
18 Feb 2002	616.907.050,99	303.287.811,71	313.619.239,28
19 Feb 2002	621.559.479,23	316.062.933,49	305.496.545,74
20 Feb 2002	614.264.727,79	316.645.678,43	297.619.049,36
21 Feb 2002	618.251.308,18	309.113.180,65	309.138.127,53
22 Feb 2002	620.760.034,44	306.001.428,30	314.758.606,14
25 Feb 2002	634.882.275,84	311.591.838,54	323.290.437,30
26 Feb 2002	635.587.980,41	310.165.629,91	325.422.350,50
27 Feb 2002	700.533.355,85	337.744.556,00	362.788.799,85
28 Feb 2002	703.337.376,98	341.500.811,39	361.836.565,59
01 Mar 2002	711.570.379,50	344.721.917,49	366.848.462,01
04 Mar 2002	750.543.083,53	351.827.516,17	398.715.567,36
05 Mar 2002	750.559.461,10	342.904.587,41	407.654.873,69
06 Mar 2002	786.602.510,55	349.929.934,23	436.672.576,32
07 Mar 2002	793.410.286,66	362.104.735,86	431.305.550,80
08 Mar 2002	842.984.582,98	369.820.972,08	473.163.610,90
11 Mar 2002	832.547.601,18	367.760.545,61	464.787.055,57
12 Mar 2002	828.284.000,78	365.430.165,51	462.853.835,27
13 Mar 2002	866.053.918,52	378.546.824,57	487.507.093,95
14 Mar 2002	908.533.393,69	373.670.694,15	534.862.699,54
15 Mar 2002	852.821.516,60	294.594.745,06	558.226.771,54
18 Mar 2002	889.555.670,39	319.473.689,12	570.081.981,27
19 Mar 2002	902.141.545,33	316.998.809,05	585.142.736,28
20 Mar 2002	800.181.205,19	287.598.510,44	512.582.694,75
21 Mar 2002	822.284.548,12	283.149.268,92	539.135.279,20
22 Mar 2002	805.513.559,43	286.562.686,18	518.950.873,25
25 Mar 2002	789.813.539,56	280.004.791,74	509.808.747,82
26 Mar 2002	804.615.720,17	275.498.467,42	529.117.252,75
27 Mar 2002	780.348.458,98	280.553.066,89	499.795.392,09
28 Mar 2002	802.591.899,43	296.571.708,61	506.020.190,82
02 Apr 2002	799.188.061,37	300.243.053,24	498.945.008,13
03 Apr 2002	823.472.418,20	294.177.772,28	529.294.645,92
04 Apr 2002	869.698.527,57	301.314.618,59	568.383.908,98
05 Apr 2002	862.884.418,26	305.744.753,38	557.139.664,88
08 Apr 2002	861.362.592,41	333.744.200,79	527.618.391,62
09 Apr 2002	887.727.704,31	333.481.103,34	554.246.600,97
10 Apr 2002	915.489.076,67	317.907.445,59	597.581.631,08
11 Apr 2002	919.048.666,18	321.131.837,37	597.916.828,81
12 Apr 2002	927.981.516,02	319.018.242,54	608.963.273,48
15 Apr 2002	958.524.163,11	318.721.164,84	639.802.998,27
16 Apr 2002	1.017.921.295,89	347.525.352,83	670.395.943,06
17 Apr 2002	1.017.634.303,41	352.743.928,80	664.890.374,61
18 Apr 2002	1.083.589.941,44	369.024.281,84	714.565.659,60
19 Apr 2002	1.148.112.814,73	435.107.455,66	713.005.359,07
22 Apr 2002	1.149.118.180,51	442.460.233,22	706.657.947,29
23 Apr 2002	1.142.237.843,89	444.026.320,18	698.211.523,71
24 Apr 2002	1.150.629.358,85	435.246.343,15	715.383.015,70
25 Apr 2002	1.147.230.183,70	438.186.217,86	709.043.965,84
26 Apr 2002	1.130.086.798,84	424.904.225,88	705.182.572,96
29 Apr 2002	1.136.587.875,84	421.987.614,72	714.600.261,12
30 Apr 2002	1.143.073.350,69	428.670.940,50	714.402.410,19

02 May 2002	1.141.915.803,94	438.972.239,62	702.943.564,32
03 May 2002	1.163.719.951,20	451.206.126,74	712.513.824,46
06 May 2002	1.202.387.859,88	455.181.126,89	747.206.732,99
07 May 2002	1.252.117.858,80	466.553.931,90	785.563.926,90
08 May 2002	1.257.009.013,29	489.289.311,29	767.719.702,00
09 May 2002	1.281.050.178,36	494.854.445,14	786.195.733,22
10 May 2002	1.313.168.555,51	511.240.890,93	801.927.664,58
13 May 2002	1.357.599.743,19	509.081.280,54	848.518.462,65
14 May 2002	1.354.672.493,01	505.695.553,17	848.976.939,84
15 May 2002	1.376.553.090,42	520.232.080,67	856.321.009,75
16 May 2002	1.387.874.958,73	521.476.309,57	866.398.649,16
17 May 2002	1.445.904.807,36	520.780.508,61	925.124.298,75
20 May 2002	1.426.621.090,53	518.209.579,43	908.411.511,10
21 May 2002	1.423.293.700,71	516.653.955,76	906.639.744,95
22 May 2002	1.375.757.036,11	517.338.908,78	858.418.127,33
23 May 2002	1.376.804.241,45	520.072.545,00	856.731.696,45
24 May 2002	1.348.858.099,18	505.613.887,17	843.244.212,01
27 May 2002	1.343.438.346,02	524.593.436,60	818.844.909,42
28 May 2002	1.323.429.535,52	514.854.875,42	808.574.660,10
29 May 2002	1.331.457.017,89	520.779.336,72	810.677.681,17
30 May 2002	1.354.519.730,81	538.621.620,05	815.898.110,76
31 May 2002	1.363.153.101,75	546.188.417,73	816.964.684,02
03 Jun 2002	1.335.138.247,82	525.990.653,69	809.147.594,13
04 Jun 2002	1.341.528.305,31	532.228.866,12	809.299.439,19
05 Jun 2002	1.298.261.386,78	512.315.232,19	785.946.154,59
06 Jun 2002	1.282.314.640,24	501.441.930,01	780.872.710,23
07 Jun 2002	1.281.764.080,82	539.738.915,25	742.025.165,57
10 Jun 2002	1.264.817.416,58	521.148.356,75	743.669.059,83
11 Jun 2002	1.267.786.298,77	506.779.686,49	761.006.612,28
12 Jun 2002	1.248.197.005,48	512.411.108,16	735.785.897,32
13 Jun 2002	1.240.103.313,14	510.667.107,13	729.436.206,01
14 Jun 2002	1.272.155.401,31	537.571.788,81	734.583.612,50
17 Jun 2002	1.279.275.354,20	534.622.183,74	744.653.170,46
18 Jun 2002	1.274.767.669,60	538.298.295,04	736.469.374,56
19 Jun 2002	1.255.129.055,33	543.046.983,63	712.082.071,70
20 Jun 2002	1.246.382.149,01	551.753.630,26	694.628.518,75
21 Jun 2002	1.107.392.126,42	500.316.630,74	607.075.495,68
24 Jun 2002	1.104.218.977,95	493.000.187,68	611.218.790,27
25 Jun 2002	1.070.775.795,73	475.795.575,12	594.980.220,61
26 Jun 2002	960.581.438,70	446.333.592,41	514.247.846,29
27 Jun 2002	948.102.693,70	461.847.542,62	486.255.151,08
28 Jun 2002	941.559.902,42	452.310.302,02	489.249.600,40
01 Jul 2002	949.773.323,83	472.493.901,91	477.279.421,92
02 Jul 2002	963.104.112,84	488.099.873,91	475.004.238,93
03 Jul 2002	947.846.461,77	485.830.870,93	462.015.590,84
04 Jul 2002	931.554.537,00	471.737.085,86	459.817.451,14
05 Jul 2002	963.649.074,64	462.050.821,65	501.598.252,99
08 Jul 2002	945.786.081,47	417.396.154,84	528.389.926,63
09 Jul 2002	942.895.909,96	413.559.095,00	529.336.814,96
10 Jul 2002	925.356.965,68	406.248.830,55	519.108.135,13
11 Jul 2002	919.472.540,61	421.997.555,87	497.474.984,74
12 Jul 2002	904.774.329,97	423.085.679,61	481.688.650,36
15 Jul 2002	916.829.589,89	421.025.797,83	495.803.792,06
16 Jul 2002	943.665.869,83	436.074.425,10	507.591.444,73
17 Jul 2002	920.370.382,81	420.472.656,35	499.897.726,46
18 Jul 2002	925.932.217,44	420.494.007,77	505.438.209,67
19 Jul 2002	879.860.306,85	412.962.100,36	466.898.206,49
22 Jul 2002	907.323.276,91	425.208.375,95	482.114.900,96
23 Jul 2002	922.979.703,01	441.956.421,47	481.023.281,54
24 Jul 2002	884.942.905,77	425.340.197,32	459.602.708,45
25 Jul 2002	881.540.581,83	408.498.079,58	473.042.502,25
26 Jul 2002	864.142.425,02	406.443.484,41	457.698.940,61
29 Jul 2002	859.493.916,71	391.809.482,72	467.684.433,99
30 Jul 2002	870.418.168,77	410.793.421,63	459.624.747,14
31 Jul 2002	870.171.787,31	408.290.501,42	461.881.285,89
01 Aug 2002	881.742.682,87	422.697.261,37	459.045.421,50
02 Aug 2002	907.461.487,78	412.712.897,58	494.748.590,20
05 Aug 2002	893.490.566,54	408.867.091,92	484.623.474,62
06 Aug 2002	895.315.998,44	410.402.460,19	484.913.538,25
07 Aug 2002	893.170.141,30	407.765.819,56	485.404.321,74
08 Aug 2002	897.829.035,30	404.793.192,78	493.035.842,52
09 Aug 2002	909.591.622,75	409.453.438,93	500.138.183,82
12 Aug 2002	899.614.333,88	407.681.855,73	491.932.478,15
13 Aug 2002	898.206.156,58	405.502.281,04	492.703.875,54
14 Aug 2002	892.868.065,97	406.623.461,79	486.244.604,18
16 Aug 2002	895.356.355,62	388.999.704,65	506.356.650,97
19 Aug 2002	923.908.477,03	392.243.326,42	531.665.150,61
20 Aug 2002	928.362.986,72	398.159.146,62	530.203.840,10
21 Aug 2002	911.577.528,45	385.594.588,86	525.982.939,59
22 Aug 2002	932.999.254,45	386.783.998,07	546.215.256,38
23 Aug 2002	934.060.343,38	393.178.785,89	540.881.557,49
26 Aug 2002	926.869.672,42	389.067.340,25	537.802.332,17
27 Aug 2002	952.271.663,99	392.728.042,36	559.543.621,63
28 Aug 2002	923.669.072,15	391.790.344,40	531.878.727,75
29 Aug 2002	907.311.386,00	395.899.461,33	511.411.924,67
30 Aug 2002	910.484.836,78	396.228.372,45	514.256.464,33

02 Sep 2002	912.192.840,80	400.385.131,46	511.807.709,34
03 Sep 2002	923.183.351,35	404.348.719,44	518.834.631,91
04 Sep 2002	893.853.797,31	396.453.249,25	497.400.548,06
05 Sep 2002	912.104.462,37	393.046.986,05	519.057.476,32
06 Sep 2002	920.314.571,08	395.408.562,41	524.906.008,67
09 Sep 2002	932.338.362,77	399.361.977,09	532.976.385,68
10 Sep 2002	931.180.564,29	400.812.859,82	530.367.704,47
11 Sep 2002	934.715.730,07	400.299.085,24	534.416.644,83
12 Sep 2002	922.067.009,96	406.609.533,23	515.457.476,73
13 Sep 2002	894.501.321,54	395.636.448,76	498.864.872,78
16 Sep 2002	898.022.003,14	399.765.046,58	498.256.956,56
17 Sep 2002	901.937.346,32	404.843.067,77	497.094.278,55
18 Sep 2002	883.742.759,36	391.102.766,06	492.639.993,30
19 Sep 2002	896.924.164,77	393.213.733,85	503.710.430,92
20 Sep 2002	569.177.544,16	236.820.740,59	332.356.803,57
23 Sep 2002	588.751.611,47	252.602.011,42	336.149.600,05
24 Sep 2002	596.618.500,35	253.394.990,32	343.223.510,03
25 Sep 2002	492.323.779,49	218.155.713,23	274.168.066,26
26 Sep 2002	492.805.134,42	219.144.933,25	273.660.201,17
27 Sep 2002	511.384.037,17	219.565.730,29	291.818.306,88
30 Sep 2002	515.801.148,74	213.392.094,52	302.409.054,22
01 Oct 2002	507.670.550,41	218.739.781,53	288.930.768,88
02 Oct 2002	518.702.923,89	227.436.479,66	291.266.444,23
03 Oct 2002	521.626.997,74	233.761.707,55	287.865.290,19
04 Oct 2002	534.682.827,69	230.098.959,49	304.583.868,20
07 Oct 2002	525.340.596,04	230.276.466,70	295.064.129,34
08 Oct 2002	547.890.722,28	239.672.588,28	308.218.134,00
09 Oct 2002	545.425.453,69	233.650.945,83	311.774.507,86
10 Oct 2002	535.459.893,39	228.915.145,18	306.544.748,21
11 Oct 2002	530.930.423,35	242.373.668,52	288.556.754,83
14 Oct 2002	528.118.734,45	235.899.834,70	292.218.899,75
15 Oct 2002	571.951.065,72	260.782.717,49	311.168.348,23
16 Oct 2002	544.847.817,67	256.730.835,54	288.116.982,13
17 Oct 2002	565.167.079,37	253.145.504,52	312.021.574,85
18 Oct 2002	548.360.095,92	237.916.521,04	310.443.574,88
21 Oct 2002	550.950.532,22	233.909.247,11	317.041.285,11
22 Oct 2002	559.160.085,59	234.962.885,27	324.197.200,32
23 Oct 2002	538.895.608,59	237.734.298,95	301.161.309,64
24 Oct 2002	566.511.412,01	240.559.259,71	325.952.152,30
25 Oct 2002	564.356.516,34	238.389.143,67	325.967.372,67
28 Oct 2002	565.076.924,20	241.033.080,28	324.043.843,92
29 Oct 2002	568.366.504,03	240.510.897,39	327.855.606,64
30 Oct 2002	571.407.702,55	243.569.407,58	327.838.294,97
31 Oct 2002	574.596.652,97	245.733.308,68	328.863.344,29
01 Nov 2002	573.894.644,55	243.131.774,88	330.762.869,67
04 Nov 2002	600.099.240,06	251.415.641,39	348.683.598,67
05 Nov 2002	633.809.285,56	263.336.239,68	370.473.045,88
06 Nov 2002	638.312.732,00	263.150.266,65	375.162.465,35
07 Nov 2002	644.174.989,28	256.408.203,76	387.766.785,52
08 Nov 2002	649.169.030,26	256.965.767,29	392.203.262,97
11 Nov 2002	669.229.119,55	269.486.999,12	399.742.120,43
12 Nov 2002	684.459.830,67	271.845.609,42	412.614.221,25
13 Nov 2002	718.595.115,57	278.507.688,07	440.087.427,50
14 Nov 2002	742.953.304,89	291.801.557,89	451.151.747,00
15 Nov 2002	756.628.331,98	284.382.384,88	472.245.947,10
18 Nov 2002	786.826.461,11	349.234.504,18	437.591.956,93
19 Nov 2002	794.949.451,11	361.571.546,55	433.377.904,56
20 Nov 2002	777.951.405,05	356.100.616,11	421.850.788,94
21 Nov 2002	861.414.605,10	375.118.769,31	486.295.835,79
22 Nov 2002	873.058.109,32	378.676.622,17	494.381.487,15
25 Nov 2002	863.888.011,42	387.044.761,10	476.843.250,32
26 Nov 2002	879.176.404,15	374.361.037,03	504.815.367,12
27 Nov 2002	933.464.485,13	406.549.641,41	526.914.843,72
28 Nov 2002	974.803.932,99	415.117.867,05	559.686.065,94
29 Nov 2002	970.886.121,60	498.116.224,87	472.769.896,73
02 Dec 2002	999.358.831,46	503.803.977,87	495.554.853,59
03 Dec 2002	971.193.117,43	503.442.199,88	467.750.917,55
04 Dec 2002	1.009.248.578,59	506.367.822,50	502.880.756,09
05 Dec 2002	1.024.565.005,11	504.436.611,55	520.128.393,56
06 Dec 2002	1.022.924.989,33	496.304.384,29	526.620.605,04
09 Dec 2002	1.018.321.103,28	553.434.623,84	464.886.479,44
10 Dec 2002	1.038.021.775,59	578.737.574,53	459.284.201,06
11 Dec 2002	1.027.972.851,66	569.849.202,13	458.123.649,53
12 Dec 2002	1.030.325.310,83	570.590.659,65	459.734.651,18
13 Dec 2002	1.056.008.784,08	604.732.118,65	451.276.665,43
16 Dec 2002	1.056.578.929,49	587.190.600,64	469.388.328,85
17 Dec 2002	1.037.276.420,97	582.148.907,47	455.127.513,50
18 Dec 2002	1.032.776.872,52	539.032.856,01	493.744.016,51
19 Dec 2002	1.021.306.426,53	527.740.730,21	493.565.696,32
20 Dec 2002	806.541.615,44	428.028.089,73	378.513.525,71
23 Dec 2002	799.459.883,51	406.491.805,90	392.968.077,61
27 Dec 2002	800.394.406,07	256.305.581,73	544.088.824,34
30 Dec 2002	432.174.548,04	192.073.531,83	240.101.016,21