% TFE % SET % Cash % Short
Date TFE SET Index Performance Performance    
21-Oct-97 100.0000       13.18        
31-Oct-97 100.6107       11.15 0.61% -15.36%    
28-Nov-97 103.2894        9.74 2.66% -12.66% 21.3% 0.0%
31-Dec-97 94.9043        8.00 -8.12% -17.89% 19.7% 0.0%
30-Jan-98 112.9372        9.21 19.00% 15.20% 13.3% 0.0%
28-Feb-98 164.9573       12.29 46.06% 33.38% 3.7% 0.9%
31-Mar-98 156.8914       11.83 -4.89% -3.71% 17.4% 0.3%
30-Apr-98 151.1464       10.65 -3.66% -10.03% 10.5% 9.3%
30-May-98 144.9566        8.05 -4.10% -24.37% 12.7% 13.8%
30-Jun-98 137.8441        6.32 -4.91% -21.50% 13.1% 21.6%
31-Jul-98 132.8954        6.55 -3.59% 3.57% 8.4% 22.6%
31-Aug-98 131.9802        5.12 -0.69% -21.77% 17.2% 25.1%
30-Sep-98 138.5773        6.41 5.00% 25.25% 9.0% 11.5%
31-Oct-98 139.4326        8.98 0.62% 40.08% 2.3% 7.8%
30-Nov-98 124.9503       10.04 -10.39% 11.73% 15.6% 11.9%
31-Dec-98 126.9282        9.71 1.58% -3.27% 18.6% 9.5%
31-Jan-99 117.5739        9.85 -7.37% 1.45% 11.2% 0.0%
28-Feb-99 105.9219        9.13 -9.91% -7.32% 4.1% 5.6%
31-Mar-99 98.0395        9.36 -7.44% 2.52% 5.3% 0.0%
30-Apr-99 110.0197       12.34 12.22% 31.83% 0.2% 0.0%
28-May-99 115.0177       12.21 4.54% -0.99% 1.5% 0.0%
30-Jun-99 181.1391       14.13 57.49% 15.65% 5.5% 0.0%
30-Jul-99 165.5512       12.30 -8.61% -12.90% 43.6% 0.0%
31-Aug-99 163.7054       11.48 -1.11% -6.74% 42.8% 0.0%
30-Sep-99 155.6824        9.52 -4.90% -17.08% 38.3% 0.0%
31-Oct-99 160.0140       10.21 2.78% 7.34% 36.7% 0.0%
30-Nov-99 154.1281       10.83 -3.68% 5.99% 28.1% 0.0%
30-Dec-99 169.4127       12.84 9.92% 18.64% 11.1% 0.0%
31-Jan-00 162.4552       12.74 -4.11% -0.78% 1.1% 0.0%
29-Feb-00 148.2577        9.84 -8.74% -22.79% 33.5% 0.0%
31-Mar-00 177.7305       10.57 19.88% 7.47% 17.7% 0.0%
30-Apr-00 178.5398       10.26 0.46% -2.93% 21.5% 0.0%
31-May-00 160.8006        8.26 -9.94% -19.52% 11.2% 0.0%
30-Jun-00 164.5905        8.32 2.36% 0.70% 11.9% 0.0%
31-Jul-00 149.0201        6.87 -9.46% -17.40% 6.4% 0.0%
31-Aug-00 155.5821        7.52 4.40% 9.42% 21.2% 0.0%
29-Sep-00 145.6203        6.57 -6.40% -12.65% 30.0% 0.0%
31-Oct-00 135.4800        6.17 -6.96% -5.98% 19.2% 0.0%
30-Nov-00 137.9482        6.33 1.82% 2.54% 27.5% 0.0%
29-Dec-00 132.4588        6.23 -3.98% -1.58% 30.4% 0.0%
31-Jan-01 144.9145        7.82 9.40% 25.45% 2.3% 0.0%
28-Feb-01 139.3672        7.56 -3.83% -3.22% 23.4% 0.0%
30-Mar-01 126.6772        6.50 -9.11% -14.08% 41.1% 0.0%
30-Apr-01 125.2260        6.60 -1.15% 1.53% 39.9% 0.0%
31-May-01 137.9338        6.84 10.15% 3.72% 24.7% 0.0%
29-Jun-01 145.8166        7.13 5.71% 4.10% 22.0% 0.0%
31-Jul-01 135.4892        6.51 -7.08% -8.68% 15.7% 0.0%
31-Aug-01 157.0543        7.61 15.92% 17.01% 8.5% 0.0%
28-Sep-01 137.6453        6.23 -12.36% -18.13% 37.5% 0.0%
31-Oct-01 135.0189        6.16 -1.91% -1.24% 27.5% 0.0%
30-Nov-01 148.5084        6.89 9.99% 11.85% 13.7% 0.0%
28-Dec-01 148.2992        6.87 -0.14% -0.18% 12.7% 0.0%
31-Jan-02 164.4149        7.75 10.87% 12.83% 6.2% 0.0%
28-Feb-02 178.1352        8.50 8.34% 9.64% 37.3% 0.0%
29-Mar-02 184.4844        8.60 3.56% 1.17% 51.5% 0.0%
30-Apr-02 183.6193        8.59 -0.47% -0.11% 32.8% 0.0%
31-May-02 201.8514        9.62 9.93% 12.01% 17.2% 0.0%
28-Jun-02 197.4510        9.36 -2.18% -2.72% 1.5% 0.0%
31-Jul-02 192.0107        8.98 -2.76% -4.05% 10.7% 0.0%
30-Aug-02 189.2818        8.56 -1.42% -4.73% 20.1% 0.0%
30-Sep-02 179.2783        7.65 -5.28% -10.63% 30.0% 1.6%
31-Oct-02 185.6822        8.25 3.57% 7.91% 24.9% 1.5%
29-Nov-02 186.0971        8.39 0.22% 1.61% 21.5% 2.3%
27-Dec-02 188.9881        8.24 1.55% -1.72% 19.4% 1.6%
31-Jan-03 189.5867        8.66 0.32% 5.01% 0.3% 1.0%
28-Feb-03 186.9933        8.47 -1.37% -2.18% 9.4% 0.8%
31-Mar-03 189.1013        8.51 1.13% 0.48% 9.1% 0.0%
30-Apr-03 197.2842        8.75 4.33% 2.80% 5.7% 0.0%
30-May-03 219.8258        9.67 11.43% 10.62% 1.8% 0.0%
30-Jun-03 241.0728       10.99 9.67% 13.57% 2.9% 0.0%
31-Jul-03 256.6764       11.53 6.47% 4.96% 21.0% 3.0%
29-Aug-03 299.2466       13.05 16.59% 13.12% -9.0% 0.0%
30-Sep-03 349.6864       14.48 16.86% 10.96% -8.0% 0.0%
31-Oct-03 408.1618       16.02 16.72% 10.67% -3.6% 0.0%
28-Nov-03 421.3377       16.19 3.23% 1.05% 1.9% 0.0%
31-Dec-03 476.0749       19.48 12.99% 20.32% 8.9% 0.0%
30-Jan-04 480.2728       17.80 0.88% -8.62% 22.8% 0.0%
27-Feb-04 495.3586       18.21 3.14% 2.33% 11.3% 0.8%
31-Mar-04 451.5348       16.39 -8.85% -10.00% 31.4% 1.8%
30-Apr-04 426.5096       16.21 -5.54% -1.12% 29.9% 0.3%
31-May-04 422.7512       15.82 -0.88% -2.39% 38.3% 5.3%
30-Jun-04 427.8347       15.79 1.20% -0.19% 31.3% 4.4%
30-Jul-04 420.6587       15.41 -1.68% -2.43% 28.0% 0.0%
31-Aug-04 424.3150       15.00 0.87% -2.66% 31.1% 0.3%
30-Sep-04 457.0152       15.56 7.71% 3.71% 12.1% 0.0%
29-Oct-04 430.4564       15.30 -5.81% -1.64% 21.8% 0.0%
30-Nov-04 477.8887       16.62 11.02% 8.61% 19.10% 0.00%
30-Dec-04 475.1253       17.11 -0.58% 2.95% 13.20% 0.00%
31-Jan-05 500.1459       18.21 5.27% 6.43% 6.40% 0.00%
28-Feb-05 526.087       19.37 5.19% 6.37% 4.40% 0.00%
31-Mar-05 493.9997       17.40 -6.10% -10.17% 18.30% 1.70%
29-Apr-05 484.8751       16.66 -1.85% -4.25% 25.90% 3.90%
31-May-05 463.2672       16.46 -4.46% -1.20% 24.40% 3.90%
30-Jun-05 455.1567       16.38 -1.75% -0.49% 31.20% 1.10%
29-Jul-05 446.6662       16.20 -1.87% -1.10% 28.70% 0.70%
31-Aug-05 453.551       16.88 1.54% 4.20% 30.00% 0.70%
30-Sep-05 465.1058       17.64 2.55% 4.48% 30.00% 0.70%
31-Oct-05 448.7460       16.75 -3.52% -5.05% 30.00% 0.70%
30-Nov-05 422.2403       16.19 -5.91% -3.31% 30.00% 0.70%
31-Dec-05 431.5241       17.39 2.20% 7.40% 35.40% 0.70%
31-Jan-06 450.0612       19.56 4.30% 12.46% 11.50% 0.00%
28-Feb-06 444.9998       19.03 -1.12% -2.70% 14.60% 0.00%
31-Mar-06 453.6653       18.89 1.95% -0.75% 8.50% 0.00%
28-Apr-06 477.6257       20.48 5.28% 8.42% 7.80% 0.00%
31-May-06 434.6090       18.60 -9.01% -9.19% 9.30% 0.00%
30-Jun-06 399.3633       17.78 -8.11% -4.41% 13.50% 7.10%
31-Jul-06 409.8772       18.26 2.63% 2.72% 15.20% 11.10%
31-Aug-06 420.8452       18.38 2.68% 0.63% 18.80% 10.73%
29-Sep-06 427.6407       18.27 1.61% -0.59% 18.90% 10.53%
31-Oct-06 453.2561       19.71 5.99% 7.88% 15.60% 9.84%
30-Nov-06 483.1627       20.59 6.60% 4.49% 9.00% 9.17%
29-Dec-06 456.9538       19.18 -5.42% -6.87% 10.80% 9.59%
31-Jan-07 428.3313       18.26 -6.26% -4.79% 12.40% 6.36%
28-Feb-07 459.1724       19.09 7.20% 4.55% 7.90% 0.00%
30-Mar-07 470.4078       19.24 2.45% 0.80% 7.40% 0.00%
30-Apr-07 498.2543       20.11 5.92% 4.50% 8.00% 0.00%
30-May-07 522.7011       21.28 4.91% 5.84% 11.10% 0.00%
29-Jun-07 583.5424       22.50 11.64% 5.70% 10.10% 0.00%
31-Jul-07 651.1923       25.46 11.59% 13.16% 3.60% 0.00%
31-Aug-07 620.2129       23.69 -4.76% -6.92% 3.70% 0.00%
28-Sep-07 649.0777       24.68 4.65% 4.15% 3.40% 0.00%
31-Oct-07 691.7596       26.70 6.58% 8.18% -0.10% 0.56%
30-Nov-07 655.6564       25.02 -5.22% -6.29% 8.90% 17.30%
28-Dec-07 645.9175       25.45 -1.49% 1.72% 14.60% 0.30%
31-Jan-08 591.2079       23.74 -8.47% -6.70% 16.00% 16.61%
29-Feb-08 646.1706       26.49 9.30% 11.56% 23.30% 27.03%
31-Mar-08 623.7297       26.00 -3.47% -1.83% 16.40% 27.92%
30-Apr-08 638.9732       26.27 2.44% 1.02% 18.40% 35.06%
30-May-08 650.7532       25.66 1.84% -2.32% 16.40% 33.70%
30-Jun-08 603.7598       22.98 -7.22% -10.42% 19.90% 30.83%
31-Jul-08 574.4949       20.18 -4.85% -12.22% 18.40% 43.16%
29-Aug-08 537.5779       20.00 -6.43% -0.87% 15.70% 44.50%
30-Sep-08 472.7009       17.62 -12.07% -11.92% 22.50% 49.47%
31-Oct-08 396.1091       11.88 -16.20% -32.57% 46.70% 52.94%
28-Nov-08 386.8622       11.33 -2.33% -4.64% 45.50% 56.12%
30-Dec-08 377.2328       12.95 -2.49% 14.33% 42.90% 45.31%
30-Jan-09 387.5927       12.51 2.75% -3.39% 36.40% 62.50%
27-Feb-09 384.6653       11.92 -0.76% -4.71% 36.52% 63.48%
31-Mar-09 375.3837       12.16 -2.41% 1.97% 32.40% 62.60%
30-Apr-09 388.1038

     13.94

3.39% 14.62% 32.40% 69.30%
29-May-09 413.7736       16.33  6.61% 17.17% 24.40% 66.50%
30-Jun-09 395.7271       17.54 -4.36% 7.43% 33.50% 34.10%
31-Jul-09 416.836       18.36 5.33% 4.68% 42.30% 6.10%
31-Aug-09 435.6807       19.21 4.52% 4.60% 39.70% 6.60%
30-Sep-09 470.4361       21.44 7.98% 11.64% 28.30% 1.50%
31-Oct-09 470.2209       20.49 -0.05% -4.47% 18.90% 0.80%
30-Nov-09 467.0815       20.74 -0.67% 1.26% 17.90% 0.40%
30-Dec-09 503.1718       22.01 7.73% 6.12% 17.10% 0.50%
29-Jan-10 476.0158       21.01 -5.40% -4.57% 18.80% 0.70%
26-Feb-10 503.5885       21.83 5.79% 3.91% 20.10% 0.70%
31-Mar-10 584.9557       24.37 16.16% 11.63% 14.70% 0.40%
30-Apr-10 564.624       23.64 -3.48% -2.99% 18.60% 1.20%
31-May-10 546.6731       23.08 -3.18% -2.38% 26.60% 1.40%
30-June-10 626.2987       24.59 14.57% 6.57% 4.40% 0.00%
31-July-10 664.735       26.55 6.14% 7.94% 6.20% 0.00%
31-Aug-10 733.6232       29.20 10.36% 10.01% 10.20% 0.00%
30-Sep-10 798.2599       32.21 8.81% 10.29% 8.20% 0.00%
31-Oct-10 844.2664       32.94 5.76% 2.26% 4.60% 0.00%
30-Nov-10 966.0664       33.27 14.43% 1.02% 12.30% 0.00%
31-Dec-10 983.0001       34.39 1.75% 3.37% 25.60% 0.00%
31-Jan-11 847.1493       31.19 -13.82% -9.31% 40.20% -1.00%
28-Feb-11 829.4699       32.24 -2.09% 3.37% 28.50% -0.10%
31-Mar-11 923.1803       34.59 11.30% 7.29% 1.60% 8.00%
30-Apr-11 952.067       36.60 3.13% 5.80% 5.60% 0.10%
31-May-11 892.5136       35.43 -6.26% -3.20% 17.60% 5.90%
30-June-11 868.7848       33.90 -2.66% -4.31% 33.20% 0.00%
31-Jul-11 940.2384       38.10 8.22% 12.39% 25.30% -0.40%
31-Aug-11 851.3922       35.73 -9.45% -6.23% 23.30% -0.40%
30-Sep-11 736.0548       29.38 -13.55% -17.78% 37.10% 0.40%
31-Oct-11 736.0121       31.74 -0.01% 8.05% 37.90% 0.30%
30-Nov-11 727.6805       32.22 -1.13% 1.52% 36.10% 0.00%
30-Dec-11 715.0531       32.50 -1.74% 0.86% 38.80% 0.00%
31-Jan-12 799.3918       34.97 11.79% 7.60% 36.60% 0.20%
29-Feb-12 868.8696       38.12 8.69% 9.03% 22.60% -1.70%
31-Mar-12 876.9805       38.86 0.93% 1.92% 19.50% -1.90%
30-Apr-12 880.5649       39.96 0.41% 2.85% 24.10% -0.80%
31-May-12 774.9477       35.85 -11.99% -10.29% 24.00% 0.40%
29-June-12 788.1923       37.12 1.71% 3.53% 20.60% 0.50%
31-July-12 815.4227       38.05 3.45% 2.51% 21.30% 0.50%
31-Aug-12 822.1474       39.28 0.82% 3.23% 25.20% 0.60%
30-Sep-12 915.9679       42.13 11.41% 7.25% 26.70% 0.80%
31-Oct-12 978.5483       42.31 6.83% 0.43% 32.10% 0.40%
30-Nov-12 1,054.1383       43.11 6.27% 1.90% 16.50% 0.30%
28-Dec-12 1,087.9984       45.53 2.60% 5.61% 2.70% 0.10%
31-Jan-13 1,210.0001       49.37 10.72% 8.43% 5.90% 0.00%
28-Feb-13 1,432.3294       51.77 15.06% 4.85% 6.20% 0.00%
29-Mar-13 1,638.6071       53.35 12.14% 3.06% 1.80% 0.00%
30-Apr-13 1,648.3146

     54.59

0.51% 2.32% 3.70% 0.20%
31-May-13 1,587.4952

     51.37

-3.18% -5.90% 4.00% 0.20%
28-June-13 1,278.3082

     46.84

-16.67% -8.82% 11.60% -0.30%
31-July-13 1,183.2330

     45.54

-6.15% -2.77% 12.60% -0.50%
31-Aug-13 1,044.1921

     40.23

-9.98% -11.65% 11.40% -0.20%
30-Sep-13 1,142.0015

     44.28

9.37% 10.05% 9.80% -0.20%
31-Oct-13 1,179.1606

     46.28

3.25% 4.52% 5.90% 0.00%
29-Nov-13 1,090.4270

     42.74

-7.53% -7.64% 17.00% 0.00%
27-Dec-13 1,008.5840

     39.72

-7.51% -7.08% 26.10% 0.00%
31-Jan-14 1,007.2365

     38.59

-0.13% -2.83% 19.30% 0.00%
28-Feb-14 1,078.7913

     40.73

7.10% 5.54% 19.30% 0.00%
31-Mar-14 1,105.8002

     42.46

2.50% 4.24% 15.40% 0.00%
30-Apr-14 1,130.1843

     43.69

2.21% 2.92% 14.30% 0.00%
31-May-14 1,143.9534

     43.14

1.22% -1.26% 16.40% 0.00%
30-June-14 1,162.4941

     45.80

1.62% 6.16% 12.30% 0.10%
31-July-14 1,153.9402

     46.67

-0.74% 1.90% 22.70% 0.00%
29-Aug-14 1,201.7025

     48.88

4.14% 4.74% 28.50% 0.00%
30-Sep-14 1,216.9615

     48.90

1.27% 0.04% 23.70% 0.00%
31-Oct-14 1,210.5711

     48.59

-0.53% -0.63% 30.60% 0.00%
30-Nov-14 1,235.2305

     48.52

2.04% -0.14% 18.50% 0.00%
30-Dec-14 1,185.5046

     45.54

-4.03% -6.15% 24.90% 0.00%
30-Jan-15 1,236.1526

     48.37

4.27% 6.23% 14.00% 0.00%
28-Feb-15 1,256.1581

     49.04

1.62% 1.39% 12.50% 0.00%
31-Mar-15 1,206.4527

     46.23

-3.96% -5.73% 12.10% 0.00%
30-Apr-15 1,216.5021

     46.23

0.83% 0.00% 9.50% 0.00%
29-May-15 1,198.0982

     44.40

-1.51% -3.98% 15.30% 0.00%
30-June-15 1,213.4742

     44.52

1.28% 0.27% 14.00% 0.00%
31-July-15 1,155.2755

     41.14

-4.80% -7.58% 12.90% 0.00%
31-Aug-15 1,176.0580

     38.58

1.80% -6.24% 24.90% 0.00%
30-Sep-15 1,171.4316

     37.08

-0.39% -3.87% 22.90% 0.00%
31-Oct-15 1,183.3097

     39.16

1.01% 5.59% 22.40% 0.00%
30-Nov-15 1,214.7616

     37.93

2.66% -3.14% 21.50% 0.00%
30-Dec-15 1,197.3842

     35.75

-1.43% -5.84% 18.90% 0.00%
29-Jan-16 1,189.7705

     36.44

-0.64% 1.95% 20.80% 0.00%
29-Feb-16 1,168.6943

     37.38

-1.77% 2.58% 19.10% 0.00%
31-Mar-16 1,210.8799

     40.08

3.61% 7.22% 24.30% 0.00%
29-Apr-16 1,259.4104

     40.25

4.01% 0.41% 26.00% 0.00%
31-May-16 1,327.5816

     39.82

5.41% -1.07% 24.40% 0.00%
30-June-16 1,439.4609

     41.14

8.43% 3.33% 22.90% 0.00%
29-Jul-16 1,569.5382

     43.82

9.04% 6.51% 18.50% 0.00%
31-Aug-16 1,606.5811

     44.72

2.36% 2.04% 15.20% 0.00%
30-Sep-16 1,482.4443

     42.88

-7.73% -4.11% 22.60% 0.00%
31-Oct-16 1,621.9400

     42.70

9.41% -0.42% 20.80% 0.00%
30-Nov-16 1,783.3518

     42.29

9.95% -0.95% 17.20% 0.00%
30-Dec-16 1,809.8492

     43.06

1.49% 1.81% 20.40% 0.00%
31-Jan-17 1,845.1784

     44.94

1.95% 4.37% 6.80% 0.00%
28-Feb-17 1,782.6664

     44.64

-3.39% -0.66% 5.90% 0.00%
31-Mar-17 1,163.6962

     45.85

-34.72% 2.71% 17.70% 0.00%
28-Apr-17 1,194.9137

     45.28

2.68% -1.24% 15.60% 0.00%
31-May-17 1,180.0389

     45.88

-1.24% 1.32% 21.80% 0.00%
30-Jun-17 1,186.4431

     46.41

0.54% 1.16% 33.70% 0.00%
31-Jul-17 1,171.2692

     47.33

-1.28% 1.99% 31.70% 0.00%
31-Aug-17 1,155.5269

     48.70

-1.34% 2.90% 31.50% 0.00%
30-Sep-17 1,277.0177

     50.22

10.51% 3.12% 30.70% 0.00%