in Euro
Date	Initial Margin	Covered by securities	Covered by cash
02 Jan 2001	1.007.352.623,21	497.740.951,38	509.611.671,83
03 Jan 2001	1.007.327.505,30	518.065.653,70	489.261.851,60
04 Jan 2001	946.383.879,86	497.311.880,25	449.071.999,61
05 Jan 2001	937.557.897,80	490.125.978,00	447.431.919,80
08 Jan 2001	954.456.954,15	494.596.786,20	459.860.167,95
09 Jan 2001	960.844.262,54	491.167.053,03	469.677.209,51
10 Jan 2001	979.405.563,48	492.580.763,39	486.824.800,09
11 Jan 2001	1.002.100.790,50	479.231.938,95	522.868.851,55
12 Jan 2001	1.021.864.306,50	471.417.445,44	550.446.861,06
15 Jan 2001	1.010.074.484,66	470.386.577,47	539.687.907,19
16 Jan 2001	1.037.945.603,62	497.365.558,87	540.580.044,75
17 Jan 2001	1.094.233.454,37	492.422.361,00	601.811.093,37
18 Jan 2001	1.097.151.627,11	500.671.830,25	596.479.796,86
19 Jan 2001	1.098.964.377,85	506.188.319,45	592.776.058,40
22 Jan 2001	1.139.680.762,01	515.155.789,47	624.524.972,54
23 Jan 2001	1.125.783.707,96	518.515.016,01	607.268.691,95
24 Jan 2001	1.103.988.093,72	497.264.158,77	606.723.934,95
25 Jan 2001	1.121.443.979,80	497.358.731,09	624.085.248,71
26 Jan 2001	1.139.549.069,29	496.188.782,11	643.360.287,18
29 Jan 2001	1.140.187.720,41	506.608.589,54	633.579.130,87
30 Jan 2001	1.142.191.470,97	505.992.870,69	636.198.600,28
31 Jan 2001	1.120.442.510,40	503.405.494,23	617.037.016,17
01 Feb 2001	1.089.529.366,29	518.993.948,62	570.535.417,67
02 Feb 2001	1.090.045.324,59	525.378.720,46	564.666.604,13
05 Feb 2001	1.092.462.838,87	525.726.491,53	566.736.347,34
06 Feb 2001	1.103.109.716,79	539.664.917,93	563.444.798,86
07 Feb 2001	1.089.127.088,26	550.189.327,93	538.937.760,33
08 Feb 2001	1.090.256.752,76	533.810.436,75	556.446.316,01
09 Feb 2001	1.079.279.990,36	545.246.937,44	534.033.052,92
12 Feb 2001	1.103.805.362,01	539.358.711,24	564.446.650,77
13 Feb 2001	1.113.337.069,11	557.560.334,69	555.776.734,42
14 Feb 2001	1.129.785.115,45	566.496.995,32	563.288.120,13
15 Feb 2001	1.154.301.583,12	563.619.578,18	590.682.004,94
16 Feb 2001	1.092.130.758,82	544.090.009,96	548.040.748,86
19 Feb 2001	1.070.612.959,77	545.232.416,70	525.380.543,07
20 Feb 2001	1.066.844.832,57	551.124.220,36	515.720.612,21
21 Feb 2001	1.030.500.090,85	518.334.258,55	512.165.832,30
22 Feb 2001	1.037.478.973,07	518.762.480,12	518.716.492,95
23 Feb 2001	1.015.451.734,04	520.095.159,64	495.356.574,40
26 Feb 2001	1.037.750.323,20	522.242.527,21	515.507.795,99
27 Feb 2001	1.034.135.547,92	520.671.990,03	513.463.557,89
28 Feb 2001	1.065.496.926,83	525.637.781,62	539.859.145,21
01 Mar 2001	1.117.854.269,66	553.457.448,49	564.396.821,17
02 Mar 2001	1.123.488.643,80	561.086.008,61	562.402.635,19
05 Mar 2001	1.126.523.781,85	537.823.532,96	588.700.248,89
06 Mar 2001	1.120.381.965,67	522.720.792,62	597.661.173,05
07 Mar 2001	1.133.067.995,67	532.579.370,81	600.488.624,86
08 Mar 2001	1.119.270.290,19	522.261.689,66	597.008.600,53
09 Mar 2001	1.114.002.138,57	516.637.216,71	597.364.921,86
12 Mar 2001	1.105.548.051,06	526.082.227,63	579.465.823,43
13 Mar 2001	1.124.167.607,92	524.714.700,05	599.452.907,87
14 Mar 2001	1.136.466.814,39	533.224.990,92	603.241.823,47
15 Mar 2001	1.151.979.244,96	532.533.192,31	619.446.052,65
16 Mar 2001	1.080.415.633,37	545.315.994,13	535.099.639,24
19 Mar 2001	1.088.661.981,54	554.545.896,52	534.116.085,02
20 Mar 2001	1.097.240.137,54	554.802.640,31	542.437.497,23
21 Mar 2001	961.478.609,54	511.976.861,77	449.501.747,77
22 Mar 2001	979.765.472,47	548.182.061,31	431.583.411,16
23 Mar 2001	941.383.926,10	509.744.220,75	431.639.705,35
26 Mar 2001	941.575.796,02	503.562.773,67	438.013.022,35
27 Mar 2001	981.250.873,64	514.130.020,15	467.120.853,49
28 Mar 2001	970.188.466,83	519.099.024,49	451.089.442,34
29 Mar 2001	981.626.193,73	506.058.813,31	475.567.380,42
30 Mar 2001	974.438.439,87	503.764.436,15	470.674.003,72
02 Apr 2001	984.295.522,75	516.422.279,02	467.873.243,73
03 Apr 2001	977.248.979,01	517.600.686,20	459.648.292,81
04 Apr 2001	1.075.929.656,56	511.150.904,22	564.778.752,34
05 Apr 2001	1.133.384.788,06	510.963.629,22	622.421.158,84
06 Apr 2001	1.132.840.800,39	515.681.001,34	617.159.799,05
09 Apr 2001	1.150.806.769,82	507.189.641,12	643.617.128,70
10 Apr 2001	1.193.777.443,03	529.377.399,13	664.400.043,90
11 Apr 2001	1.229.317.554,05	549.394.557,19	679.922.996,86
12 Apr 2001	1.260.797.317,06	572.406.544,91	688.390.772,15
17 Apr 2001	1.267.001.002,70	554.357.498,39	712.686.131,81
18 Apr 2001	1.310.410.866,86	569.469.994,06	740.940.872,80
19 Apr 2001	1.329.693.753,00	572.050.482,27	757.643.270,73
20 Apr 2001	1.366.745.075,58	592.559.222,45	774.185.853,13
23 Apr 2001	1.363.868.287,58	595.691.814,61	768.176.472,97
24 Apr 2001	1.327.784.311,71	595.411.726,56	732.372.585,15
25 Apr 2001	1.302.154.023,74	582.687.605,12	719.466.418,62
26 Apr 2001	1.313.708.397,59	590.739.570,04	722.968.827,55
27 Apr 2001	1.328.077.804,82	498.355.141,91	829.722.662,91
30 Apr 2001	1.367.057.961,87	508.752.204,00	858.305.757,87

02 May 2001	1.367.055.983,34	506.903.147,58	860.152.835,76
03 May 2001	1.351.870.086,05	513.049.529,35	838.820.556,70
04 May 2001	1.358.464.352,82	494.512.707,64	863.951.645,18
07 May 2001	1.371.525.815,21	499.428.578,49	872.097.236,72
08 May 2001	1.394.902.278,05	498.503.354,96	896.398.923,09
09 May 2001	1.386.140.317,00	509.914.307,37	876.226.009,63
10 May 2001	1.453.514.871,46	470.999.092,20	982.515.779,26
11 May 2001	1.525.628.467,86	524.035.210,15	1.001.593.257,71
14 May 2001	1.588.643.412,93	512.839.793,63	1.075.803.619,30
15 May 2001	1.614.549.426,13	539.942.761,06	1.074.606.665,07
16 May 2001	1.689.090.070,75	533.420.840,26	1.155.669.230,49
17 May 2001	1.694.287.445,79	541.948.813,69	1.152.338.632,10
18 May 2001	1.796.017.076,11	523.029.371,12	1.272.987.704,99
21 May 2001	1.786.780.478,39	515.360.208,58	1.271.420.269,81
22 May 2001	1.621.481.726,74	490.471.515,50	1.131.010.211,24
23 May 2001	1.430.830.222,78	473.610.012,77	957.220.210,01
24 May 2001	1.460.504.649,94	461.160.887,25	999.343.762,69
25 May 2001	1.440.048.856,88	469.489.226,40	970.559.630,48
28 May 2001	1.436.123.130,45	461.772.809,94	974.350.320,51
29 May 2001	1.422.937.962,60	462.681.024,45	960.256.938,15
30 May 2001	1.423.009.712,04	474.485.373,84	948.524.338,20
31 May 2001	1.436.889.031,16	485.268.330,19	951.620.700,97
01 Jun 2001	1.442.993.786,77	512.053.472,14	930.940.314,63
04 Jun 2001	1.433.439.536,28	500.334.990,25	933.104.546,03
05 Jun 2001	1.437.636.279,77	495.555.265,96	942.081.013,81
06 Jun 2001	1.461.994.850,51	502.247.280,13	959.747.570,38
07 Jun 2001	1.454.258.486,15	495.412.878,46	958.845.607,69
08 Jun 2001	1.440.890.528,59	492.380.026,75	948.510.501,84
11 Jun 2001	1.457.183.720,76	483.670.030,07	973.513.690,69
12 Jun 2001	1.474.682.663,04	499.609.646,83	975.073.016,21
13 Jun 2001	1.550.431.424,85	500.673.114,59	1.049.758.310,26
14 Jun 2001	1.582.407.126,38	517.847.196,65	1.064.559.929,73
15 Jun 2001	1.457.406.766,68	457.503.803,12	999.902.963,56
18 Jun 2001	1.481.121.829,30	457.572.957,72	1.023.548.871,58
19 Jun 2001	1.483.588.055,64	458.070.274,19	1.025.517.781,45
20 Jun 2001	1.337.739.112,18	440.709.124,82	897.029.987,36
21 Jun 2001	1.252.764.096,35	431.789.855,76	820.974.240,59
22 Jun 2001	1.227.270.884,23	426.723.689,95	800.547.194,28
25 Jun 2001	1.233.132.451,50	427.995.107,97	805.137.343,53
26 Jun 2001	1.193.045.357,44	440.099.980,20	752.945.377,24
27 Jun 2001	1.178.183.194,96	434.997.552,05	743.185.642,91
28 Jun 2001	1.166.314.938,33	426.560.214,71	739.754.723,62
29 Jun 2001	1.162.764.780,61	478.044.603,98	684.720.176,63
02 Jul 2001	1.171.807.622,36	492.413.866,81	679.393.755,55
03 Jul 2001	1.185.474.488,84	504.129.414,51	681.345.074,33
04 Jul 2001	1.190.286.682,78	511.152.050,00	679.134.632,78
05 Jul 2001	1.206.887.348,27	516.397.838,00	690.489.510,27
06 Jul 2001	1.222.415.956,04	511.776.996,40	710.638.959,64
09 Jul 2001	1.216.244.060,81	508.186.896,42	708.057.164,39
10 Jul 2001	1.193.016.487,44	547.650.311,52	645.366.175,92
11 Jul 2001	1.185.145.593,70	526.702.754,13	658.442.839,57
12 Jul 2001	1.100.561.162,31	515.271.650,95	585.289.511,36
13 Jul 2001	1.084.522.261,21	493.204.590,77	591.317.670,44
16 Jul 2001	1.075.514.495,65	492.011.675,42	583.502.820,23
17 Jul 2001	1.080.019.829,55	489.932.637,17	590.087.192,38
18 Jul 2001	1.088.591.308,94	490.255.842,17	598.335.466,77
19 Jul 2001	1.053.988.935,56	473.395.891,03	580.593.044,53
20 Jul 2001	981.602.882,95	451.975.956,11	529.626.926,84
23 Jul 2001	975.486.414,21	444.687.385,24	530.799.028,97
24 Jul 2001	984.823.626,87	451.318.282,62	533.505.344,25
25 Jul 2001	808.424.643,82	397.640.504,36	410.784.139,46
26 Jul 2001	804.903.567,29	392.420.333,73	412.483.233,56
27 Jul 2001	821.894.040,59	389.486.340,95	432.407.699,64
30 Jul 2001	831.807.929,07	384.903.378,16	446.904.550,91
31 Jul 2001	858.819.356,87	402.411.769,39	456.407.587,48
01 Aug 2001	867.572.217,15	400.116.959,18	467.455.257,97
02 Aug 2001	872.163.671,16	396.687.601,73	475.476.069,43
03 Aug 2001	882.660.494,53	409.390.964,80	473.269.529,73
06 Aug 2001	883.049.802,65	401.689.536,48	481.360.266,17
07 Aug 2001	912.156.417,25	405.547.118,99	506.609.298,26
08 Aug 2001	917.030.255,92	422.120.662,98	494.909.592,94
09 Aug 2001	942.671.693,99	437.568.436,28	505.103.257,71
10 Aug 2001	918.758.608,66	439.713.137,18	479.045.471,48
13 Aug 2001	930.164.538,17	442.592.411,13	487.572.127,04
14 Aug 2001	910.991.022,41	425.054.162,19	485.936.860,22
16 Aug 2001	918.459.475,68	424.486.192,21	493.973.283,47
17 Aug 2001	891.634.523,18	439.008.859,85	452.625.663,33
20 Aug 2001	888.395.416,41	438.998.896,53	449.396.519,88
21 Aug 2001	894.036.373,34	443.472.654,58	450.563.718,76
22 Aug 2001	902.289.134,80	440.277.381,24	462.011.753,56
23 Aug 2001	898.427.973,50	436.130.905,91	462.297.067,59
24 Aug 2001	890.791.711,69	420.841.114,86	469.950.596,83
27 Aug 2001	885.934.924,41	420.375.523,42	465.559.400,99
28 Aug 2001	897.278.596,74	436.895.316,11	460.383.280,63
29 Aug 2001	900.346.917,94	427.920.538,48	472.426.379,46
30 Aug 2001	901.650.250,28	445.448.449,04	456.201.801,24
31 Aug 2001	894.290.893,56	444.096.268,90	450.194.624,66

03 Sep 2001	899.446.775,37	444.115.657,17	455.331.118,20
04 Sep 2001	881.135.571,16	436.503.958,63	444.631.612,53
05 Sep 2001	902.767.555,57	454.218.942,45	448.548.613,12
06 Sep 2001	908.008.012,25	465.532.766,49	442.475.245,76
07 Sep 2001	915.993.575,24	468.258.688,67	447.734.886,57
10 Sep 2001	909.454.934,98	469.059.902,81	440.395.032,17
11 Sep 2001	1.083.176.479,98	521.328.151,85	561.848.328,13
12 Sep 2001	1.023.484.456,10	520.374.283,09	503.110.173,01
13 Sep 2001	1.000.865.867,45	507.089.278,79	493.776.588,66
14 Sep 2001	1.047.514.425,85	527.205.414,45	520.309.011,40
17 Sep 2001	1.042.942.970,98	516.320.015,87	526.622.955,11
18 Sep 2001	1.015.724.477,06	500.693.312,78	515.031.164,28
19 Sep 2001	1.025.970.594,60	499.652.297,28	526.318.297,32
20 Sep 2001	1.053.771.281,40	523.967.155,07	529.804.126,33
21 Sep 2001	797.960.066,36	401.900.463,92	396.059.602,44
24 Sep 2001	786.763.906,00	393.335.052,39	393.428.853,61
25 Sep 2001	754.027.553,31	368.019.183,40	386.008.369,91
26 Sep 2001	646.865.127,07	315.916.112,69	330.949.014,38
27 Sep 2001	657.589.245,91	310.114.273,61	347.474.972,30
28 Sep 2001	651.533.736,64	304.598.632,40	346.935.104,24
01 Oct 2001	639.503.334,98	310.378.245,15	329.125.089,83
02 Oct 2001	651.844.437,01	317.416.634,75	334.427.802,26
03 Oct 2001	665.587.758,55	319.178.528,14	346.409.230,41
04 Oct 2001	656.676.944,31	311.065.291,86	345.611.652,45
05 Oct 2001	653.906.031,91	315.531.066,84	338.374.965,07
08 Oct 2001	655.309.912,06	307.457.606,83	347.852.305,23
09 Oct 2001	653.884.197,84	305.114.617,39	348.769.580,45
10 Oct 2001	686.576.100,60	305.823.836,52	380.752.264,08
11 Oct 2001	665.951.012,97	289.403.125,21	376.547.887,76
12 Oct 2001	648.216.234,70	286.155.902,53	362.060.332,17
15 Oct 2001	655.550.769,61	295.800.886,76	359.749.882,85
16 Oct 2001	671.352.800,30	298.462.285,89	372.890.514,41
17 Oct 2001	691.400.877,86	306.189.805,05	385.211.072,81
18 Oct 2001	715.882.610,58	308.855.254,24	407.027.356,34
19 Oct 2001	637.824.238,23	286.417.568,81	351.406.669,42
22 Oct 2001	685.390.341,34	303.329.712,62	382.060.628,72
23 Oct 2001	682.182.056,41	304.301.216,70	377.880.839,71
24 Oct 2001	669.066.511,09	301.918.127,79	367.148.383,30
25 Oct 2001	641.011.431,64	302.469.974,49	338.541.457,15
26 Oct 2001	682.025.401,30	309.420.320,48	372.605.080,82
29 Oct 2001	662.448.077,29	307.482.396,70	354.965.680,59
30 Oct 2001	628.691.717,67	304.589.968,81	324.101.748,86
31 Oct 2001	655.356.500,58	307.590.368,89	347.766.131,69
01 Nov 2001	642.811.639,58	311.015.082,45	331.796.557,13
02 Nov 2001	629.034.724,53	307.368.179,20	321.666.545,33
05 Nov 2001	661.708.202,58	313.248.673,60	348.459.528,98
06 Nov 2001	655.468.211,78	315.911.897,79	339.556.313,99
07 Nov 2001	673.891.595,64	324.909.082,35	348.982.513,29
08 Nov 2001	716.205.715,38	318.140.289,23	398.065.426,15
09 Nov 2001	722.591.776,26	320.293.355,89	402.298.420,37
12 Nov 2001	691.595.178,56	308.775.616,18	382.819.562,38
13 Nov 2001	724.888.493,32	329.367.169,20	395.521.324,12
14 Nov 2001	735.820.462,24	336.897.059,12	398.923.403,12
15 Nov 2001	761.656.225,76	340.242.983,66	421.413.242,10
16 Nov 2001	783.988.136,94	334.222.056,97	449.766.079,97
19 Nov 2001	834.280.686,43	350.809.079,23	483.471.607,20
20 Nov 2001	804.624.442,11	333.797.037,25	470.827.404,86
21 Nov 2001	767.527.954,76	321.339.628,47	446.188.326,29
22 Nov 2001	786.276.572,00	336.099.140,75	450.177.431,25
23 Nov 2001	786.796.202,83	335.099.229,11	451.696.973,72
26 Nov 2001	761.738.319,22	327.249.806,04	434.488.513,18
27 Nov 2001	746.537.323,35	322.307.528,82	424.229.794,53
28 Nov 2001	771.992.109,34	341.962.121,53	430.029.987,81
29 Nov 2001	789.174.464,46	340.623.642,03	448.550.822,43
30 Nov 2001	772.324.218,38	333.695.433,92	438.628.784,46
03 Dec 2001	761.105.629,97	326.885.717,90	434.219.912,07
04 Dec 2001	772.850.900,40	323.917.995,34	448.932.905,06
05 Dec 2001	836.699.785,21	336.107.349,97	500.592.435,24
06 Dec 2001	834.784.907,17	330.087.538,83	504.697.368,34
07 Dec 2001	849.468.256,58	332.743.957,56	516.724.299,02
10 Dec 2001	829.633.770,87	342.148.300,67	487.485.470,20
11 Dec 2001	840.355.427,71	347.588.379,51	492.767.048,20
12 Dec 2001	817.437.390,61	344.671.416,20	472.765.974,41
13 Dec 2001	807.349.519,77	352.510.447,73	454.839.072,04
14 Dec 2001	808.577.178,93	360.089.775,41	448.487.403,52
17 Dec 2001	851.632.918,02	362.652.505,15	488.980.412,87
18 Dec 2001	837.075.607,11	344.117.994,15	492.957.612,96
19 Dec 2001	833.031.424,69	344.582.517,28	488.448.907,41
20 Dec 2001	825.337.019,48	340.663.678,75	484.673.340,73
21 Dec 2001	732.253.461,96	304.917.919,00	427.335.542,96
27 Dec 2001	724.877.260,72	309.856.855,46	415.020.405,26
28 Dec 2001	718.270.843,67	305.586.436,50	412.684.407,17