NEOS Server Home ------------------------------------------------------------------------ ************************************************************* NEOS Server Version 5.0 Job# : 1426234 Password : gXyQshev Solver : milp:XpressMP:GAMS Start : 2007-11-24 11:55:43 End : 2007-11-24 11:55:46 Host : shepherd.mcs.anl.gov Disclaimer: This information is provided without any express or implied warranty. In particular, there is no warranty of any kind concerning the fitness of this information for any particular purpose. ************************************************************* GAMS Rev 148 x86/Linux 11/24/07 11:55:45 Page 1 G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m C o m p i l a t i o n 1 *Glen Bradford 2 *IE 335 3 4 set Date /"6/1/2007","3/1/2007","12/1/2006","9/1/2006","6/1/2006","3/1/20 06","12/1/2005","9/1/2005","6/1/2005","3/1/2005","12/1/2004","9/1/2004"," 6/1/2004","3/1/2004","12/1/2003","9/2/2003","6/2/2003","3/3/2003","12/2/2 002","9/3/2002","6/3/2002","3/1/2002","12/3/2001","9/4/2001","6/1/2001"," 3/1/2001","12/1/2000","9/1/2000","6/1/2000","3/1/2000"/; 5 set Stock /"MMM","AA","MO","AXP","AIG","T","BA","CAT","C","DD","XOM","GE" ,"GM","HPQ","HON","INTC","IBM","JNJ","JPM","MCD","MRK","MSFT","PFE","KO", "HD","PG","UTX","VZ","WMT","DIS"/; 6 7 Parameter qtyOwnedMax /10/; 8 parameter qtyTotal /30/; 9 10 Parameters SlopeOverPrice(Date,Stock) /"6/1/2007"."AA" 0.011143, "6/1/200 7"."MO" 0.005789, "6/1/2007"."AXP" 0.006154, "6/1/2007"."AIG" 0.005114, " 6/1/2007"."T" 0.020043, "6/1/2007"."BA" 0.014259, "6/1/2007"."CAT" 0.0078 52, "6/1/2007"."C" 0.007752, "6/1/2007"."DD" 0.009947, "6/1/2007"."XOM" 0 .013291, "6/1/2007"."GE" 0.003773, "6/1/2007"."GM" 0.007314, "6/1/2007"." HPQ" 0.01821, "6/1/2007"."HON" 0.012756, "6/1/2007"."INTC" -0.00779, "6/1 /2007"."IBM" 0.009527, "6/1/2007"."JNJ" 0.002107, "6/1/2007"."JPM" 0.0156 39, "6/1/2007"."MCD" 0.016084, "6/1/2007"."MRK" 0.020796, "6/1/2007"."MSF T" 0.006217, "6/1/2007"."PFE" 0.004403, "6/1/2007"."KO" 0.008097, "6/1/20 07"."HD" -0.00377, "6/1/2007"."PG" 0.006128, "6/1/2007"."UTX" 0.011715, " 6/1/2007"."VZ" 0.009679, "6/1/2007"."WMT" 0.001218, "6/1/2007"."DIS" 0.01 5974, 11 "3/1/2007"."AA" 0.007549, "3/1/2007"."MO" 0.010388, "3/1/2007"."AXP" 0.00 3754, "3/1/2007"."AIG" 0.007302, "3/1/2007"."T" 0.017343, "3/1/2007"."BA" 0.013946, "3/1/2007"."CAT" -0.00714, "3/1/2007"."C" 0.00645, "3/1/2007". "DD" 0.004875, "3/1/2007"."XOM" 0.011599, "3/1/2007"."GE" 0.000652, "3/1/ 2007"."GM" 0.003186, "3/1/2007"."HPQ" 0.021054, "3/1/2007"."HON" 0.009135 , "3/1/2007"."INTC" -0.0167, "3/1/2007"."IBM" 0.00776, "3/1/2007"."JNJ" - 0.00023, "3/1/2007"."JPM" 0.015333, "3/1/2007"."MCD" 0.01469, "3/1/2007". "MRK" 0.01728, "3/1/2007"."MSFT" 0.004831, "3/1/2007"."PFE" 0.000709, "3/ 1/2007"."KO" 0.004645, "3/1/2007"."HD" -0.00272, "3/1/2007"."PG" 0.006761 , "3/1/2007"."UTX" -0.00329, "3/1/2007"."VZ" 0.004866, "3/1/2007"."WMT" 0 .000293, "3/1/2007"."DIS" 0.013423, 12 "12/1/2006"."AA" 0.003116, "12/1/2006"."MO" 0.009605, "12/1/2006"."AXP" 0 .002714, "12/1/2006"."AIG" 0.005257, "12/1/2006"."T" 0.013698, "12/1/2006 "."BA" 0.015369, "12/1/2006"."CAT" -0.01683, "12/1/2006"."C" 0.004136, "1 2/1/2006"."DD" -0.00343, "12/1/2006"."XOM" 0.009244, "12/1/2006"."GE" -0. 00093, "12/1/2006"."GM" -0.00487, "12/1/2006"."HPQ" 0.020921, "12/1/2006" ."HON" 0.006657, "12/1/2006"."INTC" -0.01374, "12/1/2006"."IBM" 0.00098, "12/1/2006"."JNJ" -0.0015, "12/1/2006"."JPM" 0.013019, "12/1/2006"."MCD" 0.010452, "12/1/2006"."MRK" 0.014605, "12/1/2006"."MSFT" 0.00303, "12/1/2 006"."PFE" 0.000889, "12/1/2006"."KO" 0.003365, "12/1/2006"."HD" -0.00309 , "12/1/2006"."PG" 0.006304, "12/1/2006"."UTX" -0.02152, "12/1/2006"."VZ" 0.000644, "12/1/2006"."WMT" -0.00289, "12/1/2006"."DIS" 0.007714, 13 "9/1/2006"."AA" -0.00113, "9/1/2006"."MO" 0.012062, "9/1/2006"."AXP" -0.0 007, "9/1/2006"."AIG" 0.002235, "9/1/2006"."T" 0.007981, "9/1/2006"."BA" 0.017654, "9/1/2006"."CAT" -0.01783, "9/1/2006"."C" 0.00293, "9/1/2006"." DD" -0.00785, "9/1/2006"."XOM" 0.008591, "9/1/2006"."GE" -0.00261, "9/1/2 006"."GM" -0.01516, "9/1/2006"."HPQ" 0.021261, "9/1/2006"."HON" 0.006416, "9/1/2006"."INTC" -0.01131, "9/1/2006"."IBM" -0.00675, "9/1/2006"."JNJ" -0.0021, "9/1/2006"."JPM" 0.009098, "9/1/2006"."MCD" 0.006942, "9/1/2006" ."MRK" 0.009595, "9/1/2006"."MSFT" -0.0019, "9/1/2006"."PFE" -0.00282, "9 /1/2006"."KO" 0.002385, "9/1/2006"."HD" -0.00497, "9/1/2006"."PG" 0.00499 1, "9/1/2006"."UTX" -0.03239, "9/1/2006"."VZ" -0.00605, "9/1/2006"."WMT" -0.00557, "9/1/2006"."DIS" 0.004079, 14 "6/1/2006"."AA" -0.00283, "6/1/2006"."MO" 0.015591, "6/1/2006"."AXP" 0.00 0735, "6/1/2006"."AIG" -0.00181, "6/1/2006"."T" 0.002473, "6/1/2006"."BA" 0.017948, "6/1/2006"."CAT" -0.01242, "6/1/2006"."C" 0.002734, "6/1/2006" ."DD" -0.00516, "6/1/2006"."XOM" 0.010134, "6/1/2006"."GE" -0.00099, "6/1 /2006"."GM" -0.03001, "6/1/2006"."HPQ" 0.023051, "6/1/2006"."HON" 0.00617 9, "6/1/2006"."INTC" -0.00547, "6/1/2006"."IBM" -0.00644, "6/1/2006"."JNJ " -0.00046, "6/1/2006"."JPM" 0.004498, "6/1/2006"."MCD" 0.00824, "6/1/200 6"."MRK" -0.00331, "6/1/2006"."MSFT" -0.00443, "6/1/2006"."PFE" -0.01294, "6/1/2006"."KO" 0.00053, "6/1/2006"."HD" 0.00171, "6/1/2006"."PG" 0.0040 72, "6/1/2006"."UTX" -0.03685, "6/1/2006"."VZ" -0.01126, "6/1/2006"."WMT" -0.00711, "6/1/2006"."DIS" 0.00484, 15 "3/1/2006"."AA" -0.00744, "3/1/2006"."MO" 0.01786, "3/1/2006"."AXP" 0.001 85, "3/1/2006"."AIG" -0.0044, "3/1/2006"."T" 0.001174, "3/1/2006"."BA" 0. 016551, "3/1/2006"."CAT" -0.01272, "3/1/2006"."C" 0.000591, "3/1/2006"."D D" -0.00388, "3/1/2006"."XOM" 0.013214, "3/1/2006"."GE" 0.00244, "3/1/200 6"."GM" -0.05367, "3/1/2006"."HPQ" 0.01869, "3/1/2006"."HON" 0.00455, "3/ 1/2006"."INTC" -0.00417, "3/1/2006"."IBM" -0.00528, "3/1/2006"."JNJ" 0.00 3718, "3/1/2006"."JPM" 0.000603, "3/1/2006"."MCD" 0.010046, "3/1/2006"."M RK" -0.01651, "3/1/2006"."MSFT" -0.00096, "3/1/2006"."PFE" -0.0189, "3/1/ 2006"."KO" -0.00552, "3/1/2006"."HD" 0.005722, "3/1/2006"."PG" -0.01331, "3/1/2006"."UTX" -0.03817, "3/1/2006"."VZ" -0.00947, "3/1/2006"."WMT" -0. 00961, "3/1/2006"."DIS" 0.003363, 16 "12/1/2005"."AA" -0.01349, "12/1/2005"."MO" 0.015203, "12/1/2005"."AXP" 0 .001934, "12/1/2005"."AIG" -0.00785, "12/1/2005"."T" -0.00164, "12/1/2005 "."BA" 0.018198, "12/1/2005"."CAT" -0.01324, "12/1/2005"."C" -0.00208, "1 2/1/2005"."DD" -0.00101, "12/1/2005"."XOM" 0.016405, "12/1/2005"."GE" 0.0 04564, "12/1/2005"."GM" -0.05735, "12/1/2005"."HPQ" 0.011683, "12/1/2005" ."HON" 0.002727, "12/1/2005"."INTC" -0.00376, "12/1/2005"."IBM" -0.00713, "12/1/2005"."JNJ" 0.009111, "12/1/2005"."JPM" -0.00445, "12/1/2005"."MCD " 0.008849, "12/1/2005"."MRK" -0.02938, "12/1/2005"."MSFT" -0.00196, "12/ 1/2005"."PFE" -0.02706, "12/1/2005"."KO" -0.00872, "12/1/2005"."HD" 0.006 , "12/1/2005"."PG" -0.03325, "12/1/2005"."UTX" -0.0331, "12/1/2005"."VZ" -0.00961, "12/1/2005"."WMT" -0.01133, "12/1/2005"."DIS" 0.002118, 17 "9/1/2005"."AA" -0.01543, "9/1/2005"."MO" 0.012694, "9/1/2005"."AXP" 0.00 5543, "9/1/2005"."AIG" -0.00791, "9/1/2005"."T" -0.0014, "9/1/2005"."BA" 0.018891, "9/1/2005"."CAT" -0.00046, "9/1/2005"."C" -0.00345, "9/1/2005". "DD" 0.002053, "9/1/2005"."XOM" 0.017855, "9/1/2005"."GE" 0.007527, "9/1/ 2005"."GM" -0.02752, "9/1/2005"."HPQ" 0.004439, "9/1/2005"."HON" 0.006364 , "9/1/2005"."INTC" -0.01253, "9/1/2005"."IBM" -0.00726, "9/1/2005"."JNJ" 0.012373, "9/1/2005"."JPM" -0.00481, "9/1/2005"."MCD" 0.009416, "9/1/200 5"."MRK" -0.03434, "9/1/2005"."MSFT" -0.00201, "9/1/2005"."PFE" -0.02048, "9/1/2005"."KO" -0.00826, "9/1/2005"."HD" 0.005759, "9/1/2005"."PG" -0.0 4284, "9/1/2005"."UTX" -0.01882, "9/1/2005"."VZ" -0.00178, "9/1/2005"."WM T" -0.01193, "9/1/2005"."DIS" 0.006103, 18 "6/1/2005"."AA" -0.00359, "6/1/2005"."MO" 0.014383, "6/1/2005"."AXP" 0.00 7313, "6/1/2005"."AIG" -0.00412, "6/1/2005"."T" 0.0012, "6/1/2005"."BA" 0 .018558, "6/1/2005"."CAT" 0.011456, "6/1/2005"."C" -0.00021, "6/1/2005"." DD" 0.005989, "6/1/2005"."XOM" 0.018956, "6/1/2005"."GE" 0.010044, "6/1/2 005"."GM" -0.0178, "6/1/2005"."HPQ" -0.00066, "6/1/2005"."HON" 0.009498, "6/1/2005"."INTC" -0.01245, "6/1/2005"."IBM" -0.00304, "6/1/2005"."JNJ" 0 .013207, "6/1/2005"."JPM" 0.000348, "6/1/2005"."MCD" 0.012767, "6/1/2005" ."MRK" -0.03314, "6/1/2005"."MSFT" -0.00228, "6/1/2005"."PFE" -0.01336, " 6/1/2005"."KO" -0.0065, "6/1/2005"."HD" 0.007983, "6/1/2005"."PG" -0.0492 9, "6/1/2005"."UTX" 0.010964, "6/1/2005"."VZ" 0.003138, "6/1/2005"."WMT" -0.00866, "6/1/2005"."DIS" 0.010757, 19 "3/1/2005"."AA" 0.00829, "3/1/2005"."MO" 0.014599, "3/1/2005"."AXP" 0.011 452, "3/1/2005"."AIG" 0.00547, "3/1/2005"."T" 0.001785, "3/1/2005"."BA" 0 .019959, "3/1/2005"."CAT" 0.016044, "3/1/2005"."C" 0.003412, "3/1/2005"." DD" 0.005855, "3/1/2005"."XOM" 0.017041, "3/1/2005"."GE" 0.009673, "3/1/2 005"."GM" -0.00393, "3/1/2005"."HPQ" -2.9E-05, "3/1/2005"."HON" 0.013883, "3/1/2005"."INTC" -0.00565, "3/1/2005"."IBM" 0.003485, "3/1/2005"."JNJ" 0.009039, "3/1/2005"."JPM" 0.006268, "3/1/2005"."MCD" 0.017186, "3/1/2005 "."MRK" -0.03737, "3/1/2005"."MSFT" 0.000845, "3/1/2005"."PFE" -0.01011, "3/1/2005"."KO" -0.00413, "3/1/2005"."HD" 0.011482, "3/1/2005"."PG" -0.04 388, "3/1/2005"."UTX" 0.01371, "3/1/2005"."VZ" 0.003, "3/1/2005"."WMT" -0 .00419, "3/1/2005"."DIS" 0.012464, 20 "12/1/2004"."AA" 0.018315, "12/1/2004"."MO" 0.014309, "12/1/2004"."AXP" 0 .015396, "12/1/2004"."AIG" 0.011587, "12/1/2004"."T" 0.005253, "12/1/2004 "."BA" 0.02345, "12/1/2004"."CAT" 0.017944, "12/1/2004"."C" 0.009257, "12 /1/2004"."DD" 0.005029, "12/1/2004"."XOM" 0.014943, "12/1/2004"."GE" 0.01 1671, "12/1/2004"."GM" 0.008601, "12/1/2004"."HPQ" 0.005193, "12/1/2004". "HON" 0.018043, "12/1/2004"."INTC" 0.008447, "12/1/2004"."IBM" 0.005379, "12/1/2004"."JNJ" 0.004456, "12/1/2004"."JPM" 0.015744, "12/1/2004"."MCD" 0.021032, "12/1/2004"."MRK" -0.03246, "12/1/2004"."MSFT" -0.0036, "12/1/ 2004"."PFE" -0.00076, "12/1/2004"."KO" 0.001798, "12/1/2004"."HD" 0.01589 6, "12/1/2004"."PG" -0.02907, "12/1/2004"."UTX" 0.016511, "12/1/2004"."VZ " 0.004098, "12/1/2004"."WMT" 0.001074, "12/1/2004"."DIS" 0.013438, 21 "9/1/2004"."AA" 0.019348, "9/1/2004"."MO" 0.016426, "9/1/2004"."AXP" 0.01 6457, "9/1/2004"."AIG" 0.011752, "9/1/2004"."T" 0.000614, "9/1/2004"."BA" 0.020438, "9/1/2004"."CAT" 0.022006, "9/1/2004"."C" 0.013544, "9/1/2004" ."DD" 0.003015, "9/1/2004"."XOM" 0.012425, "9/1/2004"."GE" 0.011537, "9/1 /2004"."GM" 0.013451, "9/1/2004"."HPQ" 0.009754, "9/1/2004"."HON" 0.01906 9, "9/1/2004"."INTC" 0.022348, "9/1/2004"."IBM" 0.005579, "9/1/2004"."JNJ " -0.00018, "9/1/2004"."JPM" 0.020861, "9/1/2004"."MCD" 0.022338, "9/1/20 04"."MRK" -0.0226, "9/1/2004"."MSFT" -0.02997, "9/1/2004"."PFE" 0.005258, "9/1/2004"."KO" 0.005547, "9/1/2004"."HD" 0.015515, "9/1/2004"."PG" -0.0 1218, "9/1/2004"."UTX" 0.018637, "9/1/2004"."VZ" -0.00061, "9/1/2004"."WM T" 0.002879, "9/1/2004"."DIS" 0.015565, 22 "6/1/2004"."AA" 0.019141, "6/1/2004"."MO" 0.013621, "6/1/2004"."AXP" 0.01 7804, "6/1/2004"."AIG" 0.008839, "6/1/2004"."T" -0.00117, "6/1/2004"."BA" 0.011692, "6/1/2004"."CAT" 0.025751, "6/1/2004"."C" 0.018263, "6/1/2004" ."DD" 0.004226, "6/1/2004"."XOM" 0.009599, "6/1/2004"."GE" 0.007695, "6/1 /2004"."GM" 0.009493, "6/1/2004"."HPQ" 0.018671, "6/1/2004"."HON" 0.01344 2, "6/1/2004"."INTC" 0.026482, "6/1/2004"."IBM" 0.011079, "6/1/2004"."JNJ " -0.00186, "6/1/2004"."JPM" 0.023092, "6/1/2004"."MCD" 0.017711, "6/1/20 04"."MRK" -0.00817, "6/1/2004"."MSFT" -0.04107, "6/1/2004"."PFE" 0.006555 , "6/1/2004"."KO" 0.004183, "6/1/2004"."HD" 0.014346, "6/1/2004"."PG" 0.0 08122, "6/1/2004"."UTX" 0.018033, "6/1/2004"."VZ" 0.001752, "6/1/2004"."W MT" 0.005778, "6/1/2004"."DIS" 0.017117, 23 "3/1/2004"."AA" 0.008775, "3/1/2004"."MO" 0.004898, "3/1/2004"."AXP" 0.01 3551, "3/1/2004"."AIG" 0.001521, "3/1/2004"."T" -0.00983, "3/1/2004"."BA" 0.000696, "3/1/2004"."CAT" 0.021725, "3/1/2004"."C" 0.012761, "3/1/2004" ."DD" 0.001002, "3/1/2004"."XOM" 0.003142, "3/1/2004"."GE" 0.003597, "3/1 /2004"."GM" -0.00515, "3/1/2004"."HPQ" 0.016822, "3/1/2004"."HON" 0.00132 1, "3/1/2004"."INTC" 0.019907, "3/1/2004"."IBM" 0.010392, "3/1/2004"."JNJ " -0.00655, "3/1/2004"."JPM" 0.013597, "3/1/2004"."MCD" 0.003705, "3/1/20 04"."MRK" -0.00787, "3/1/2004"."MSFT" -0.0598, "3/1/2004"."PFE" 0.00183, "3/1/2004"."KO" -0.00384, "3/1/2004"."HD" 0.001874, "3/1/2004"."PG" 0.005 73, "3/1/2004"."UTX" 0.015462, "3/1/2004"."VZ" -0.00269, "3/1/2004"."WMT" 0.004101, "3/1/2004"."DIS" 0.010833, 24 "12/1/2003"."AA" -0.00567, "12/1/2003"."MO" -0.00556, "12/1/2003"."AXP" 0 .008467, "12/1/2003"."AIG" -0.00869, "12/1/2003"."T" -0.02153, "12/1/2003 "."BA" -0.00984, "12/1/2003"."CAT" 0.013661, "12/1/2003"."C" 0.003185, "1 2/1/2003"."DD" -0.0027, "12/1/2003"."XOM" -0.00358, "12/1/2003"."GE" -0.0 0837, "12/1/2003"."GM" -0.01371, "12/1/2003"."HPQ" 0.007912, "12/1/2003". 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VZ" -0.0048, "12/3/2001"."WMT" -0.00113, "12/3/2001"."DIS" -0.04551, 33 "9/4/2001"."AA" -0.05348, "9/4/2001"."MO" 0.030979, "9/4/2001"."AXP" -0.2 0825, "9/4/2001"."AIG" -0.01744, "9/4/2001"."T" -0.00256, "9/4/2001"."BA" 0.02316, "9/4/2001"."CAT" 0.007547, "9/4/2001"."C" -0.01324, "9/4/2001". "DD" -0.02202, "9/4/2001"."XOM" -0.02022, "9/4/2001"."GE" -0.13744, "9/4/ 2001"."GM" -0.02912, "9/4/2001"."HPQ" -0.32793, "9/4/2001"."HON" -0.03085 , "9/4/2001"."INTC" -0.21394, "9/4/2001"."IBM" -0.00301, "9/4/2001"."JNJ" -0.02121, "9/4/2001"."JPM" -0.06138, "9/4/2001"."MCD" -0.02217, "9/4/200 1"."MRK" -0.00074, "9/4/2001"."MSFT" -0.03691, "9/4/2001"."PFE" 0.005558, "9/4/2001"."KO" -0.01075, "9/4/2001"."HD" -0.0306, "9/4/2001"."PG" -0.01 674, "9/4/2001"."UTX" 0.01525, "9/4/2001"."VZ" -0.00697, "9/4/2001"."WMT" -0.0075, "9/4/2001"."DIS" -0.0233, 34 "6/1/2001"."AA" -0.04448, "6/1/2001"."MO" 0.021194, "6/1/2001"."AXP" -0.1 5621, "6/1/2001"."AIG" -0.0118, "6/1/2001"."T" -0.00609, "6/1/2001"."BA" 0.020239, "6/1/2001"."CAT" -0.00536, "6/1/2001"."C" 0.00039, "6/1/2001"." DD" -0.02174, "6/1/2001"."XOM" 0.005536, "6/1/2001"."GE" -0.09919, "6/1/2 001"."GM" -0.01353, "6/1/2001"."HPQ" -0.14939, "6/1/2001"."HON" -0.02394, "6/1/2001"."INTC" -0.11537, "6/1/2001"."IBM" -0.00432, "6/1/2001"."JNJ" -0.00601, "6/1/2001"."JPM" -0.04611, "6/1/2001"."MCD" -0.02644, "6/1/2001 "."MRK" 0.007138, "6/1/2001"."MSFT" -0.02533, "6/1/2001"."PFE" 0.010554, "6/1/2001"."KO" -0.00783, "6/1/2001"."HD" -0.02645, "6/1/2001"."PG" -0.02 728, "6/1/2001"."UTX" 0.012382, "6/1/2001"."VZ" -0.011, "6/1/2001"."WMT" -0.00106, "6/1/2001"."DIS" 0.001333, 35 "3/1/2001"."AA" -0.05083, "3/1/2001"."MO" 0.007747, "3/1/2001"."AXP" -0.1 2841, "3/1/2001"."AIG" -0.01319, "3/1/2001"."T" -0.00613, "3/1/2001"."BA" 0.019087, "3/1/2001"."CAT" -0.0218, "3/1/2001"."C" -0.0038, "3/1/2001"." DD" -0.03367, "3/1/2001"."XOM" 0.003939, "3/1/2001"."GE" -0.09933, "3/1/2 001"."GM" -0.01825, "3/1/2001"."HPQ" -0.08495, "3/1/2001"."HON" -0.02296, "3/1/2001"."INTC" -0.06257, "3/1/2001"."IBM" -0.01931, "3/1/2001"."JNJ" -0.00049, "3/1/2001"."JPM" -0.04526, "3/1/2001"."MCD" -0.02531, "3/1/2001 "."MRK" 0.00938, "3/1/2001"."MSFT" -0.03365, "3/1/2001"."PFE" -0.03743, " 3/1/2001"."KO" -0.00828, "3/1/2001"."HD" -0.02703, "3/1/2001"."PG" -0.026 75, "3/1/2001"."UTX" -0.00407, "3/1/2001"."VZ" -0.01277, "3/1/2001"."WMT" 0.003963, "3/1/2001"."DIS" 0.007017, 36 "12/1/2000"."AA" -0.04341, "12/1/2000"."MO" -0.00825, "12/1/2000"."AXP" - 0.06333, "12/1/2000"."AIG" -0.00739, "12/1/2000"."T" -0.00619, "12/1/2000 "."BA" 0.016741, "12/1/2000"."CAT" -0.01916, "12/1/2000"."C" -0.00195, "1 2/1/2000"."DD" -0.02011, "12/1/2000"."XOM" 0.007049, "12/1/2000"."GE" -0. 05879, "12/1/2000"."GM" -0.01941, "12/1/2000"."HPQ" -0.00448, "12/1/2000" ."HON" -0.01029, "12/1/2000"."INTC" -0.05411, "12/1/2000"."IBM" -0.03721, "12/1/2000"."JNJ" 0.001111, "12/1/2000"."JPM" -0.03904, "12/1/2000"."MCD " -0.03995, "12/1/2000"."MRK" -0.00302, "12/1/2000"."MSFT" -0.06604, "12/ 1/2000"."PFE" -0.07869, "12/1/2000"."KO" -0.00591, "12/1/2000"."HD" -0.01 93, "12/1/2000"."PG" -0.0202, "12/1/2000"."UTX" -0.02703, "12/1/2000"."VZ " -0.00905, "12/1/2000"."WMT" -0.01516, "12/1/2000"."DIS" 0.010509, 37 "9/1/2000"."AA" -0.05003, "9/1/2000"."MO" -0.04239, "9/1/2000"."AXP" -0.0 2029, "9/1/2000"."AIG" -0.00157, "9/1/2000"."T" -0.00882, "9/1/2000"."BA" 0.009052, "9/1/2000"."CAT" -0.02569, "9/1/2000"."C" 0.005255, "9/1/2000" ."DD" -0.01662, "9/1/2000"."XOM" 0.005412, "9/1/2000"."GE" -0.0152, "9/1/ 2000"."GM" -0.00455, "9/1/2000"."HPQ" 0.028314, "9/1/2000"."HON" -0.00592 , "9/1/2000"."INTC" -0.01128, "9/1/2000"."IBM" -0.02837, "9/1/2000"."JNJ" 0.001613, "9/1/2000"."JPM" -0.01368, "9/1/2000"."MCD" -0.06191, "9/1/200 0"."MRK" -0.03576, "9/1/2000"."MSFT" -0.04384, "9/1/2000"."PFE" -0.10088, "9/1/2000"."KO" -0.01306, "9/1/2000"."HD" -0.00265, "9/1/2000"."PG" -0.0 2173, "9/1/2000"."UTX" -0.04133, "9/1/2000"."VZ" -0.00598, "9/1/2000"."WM T" -0.02303, "9/1/2000"."DIS" 0.012815, 38 "6/1/2000"."AA" -0.01492, "6/1/2000"."MO" -0.05094, "6/1/2000"."AXP" 0.02 7395, "6/1/2000"."AIG" 0.002305, "6/1/2000"."T" -0.00238, "6/1/2000"."BA" 0.006965, "6/1/2000"."CAT" -0.01022, "6/1/2000"."C" 0.004474, "6/1/2000" ."DD" -0.00674, "6/1/2000"."XOM" 0.006402, "6/1/2000"."GE" 0.027503, "6/1 /2000"."GM" 0.005151, "6/1/2000"."HPQ" 0.028805, "6/1/2000"."HON" 0.01784 8, "6/1/2000"."INTC" 0.007884, "6/1/2000"."IBM" -0.02281, "6/1/2000"."JNJ " 0.004709, "6/1/2000"."JPM" 0.011696, "6/1/2000"."MCD" -0.05287, "6/1/20 00"."MRK" -0.04294, "6/1/2000"."MSFT" -0.02306, "6/1/2000"."PFE" -0.09503 , "6/1/2000"."KO" -0.01484, "6/1/2000"."HD" 0.013659, "6/1/2000"."PG" -0. 00704, "6/1/2000"."UTX" -0.04165, "6/1/2000"."VZ" 0.007693, "6/1/2000"."W MT" -0.01348, "6/1/2000"."DIS" 0.010464, 39 "3/1/2000"."AA" -0.00218, "3/1/2000"."MO" -0.05098, "3/1/2000"."AXP" 0.02 0408, "3/1/2000"."AIG" -0.0073, "3/1/2000"."T" 0.006277, "3/1/2000"."BA" 0.001064, "3/1/2000"."CAT" -0.00491, "3/1/2000"."C" -0.00193, "3/1/2000". "DD" -0.00637, "3/1/2000"."XOM" 0.005991, "3/1/2000"."GE" 0.018678, "3/1/ 2000"."GM" 0.004633, "3/1/2000"."HPQ" 0.022606, "3/1/2000"."HON" 0.016529 , "3/1/2000"."INTC" 0.003482, "3/1/2000"."IBM" -0.01004, "3/1/2000"."JNJ" 0.011409, "3/1/2000"."JPM" -0.00414, "3/1/2000"."MCD" -0.04445, "3/1/200 0"."MRK" -0.05781, "3/1/2000"."MSFT" -0.00557, "3/1/2000"."PFE" -0.11878, "3/1/2000"."KO" -0.02312, "3/1/2000"."HD" 0.005984, "3/1/2000"."PG" 0.00 967, "3/1/2000"."UTX" -0.0338, "3/1/2000"."VZ" -0.00175, "3/1/2000"."WMT" -0.00895, "3/1/2000"."DIS" -0.05322/; 40 41 Parameters STD(Date,Stock) /"6/1/2007"."AA" 4.152745, "6/1/2007"."MO" 6.3 33902, "6/1/2007"."AXP" 3.737109, "6/1/2007"."AIG" 3.873814, "6/1/2007"." T" 6.080183, "6/1/2007"."BA" 10.3466, "6/1/2007"."CAT" 7.73738, "6/1/2007 "."C" 3.267597, "6/1/2007"."DD" 4.266817, "6/1/2007"."XOM" 8.584113, "6/1 /2007"."GE" 1.522207, "6/1/2007"."GM" 5.161966, "6/1/2007"."HPQ" 5.965204 , "6/1/2007"."HON" 6.083034, "6/1/2007"."INTC" 2.638006, "6/1/2007"."IBM" 9.116516, "6/1/2007"."JNJ" 2.815722, "6/1/2007"."JPM" 5.593295, "6/1/200 7"."MCD" 6.211211, "6/1/2007"."MRK" 7.606558, "6/1/2007"."MSFT" 2.287099, "6/1/2007"."PFE" 1.754781, "6/1/2007"."KO" 3.542783, "6/1/2007"."HD" 2.4 22991, "6/1/2007"."PG" 3.417635, "6/1/2007"."UTX" 6.176595, "6/1/2007"."V Z" 3.31597, "6/1/2007"."WMT" 1.633901, "6/1/2007"."DIS" 4.016359, 42 "3/1/2007"."AA" 2.716643, "3/1/2007"."MO" 7.042435, "3/1/2007"."AXP" 2.70 5901, "3/1/2007"."AIG" 4.941039, "3/1/2007"."T" 5.150714, "3/1/2007"."BA" 9.384192, "3/1/2007"."CAT" 11.53758, "3/1/2007"."C" 2.942641, "3/1/2007" ."DD" 3.57126, "3/1/2007"."XOM" 6.95565, "3/1/2007"."GE" 1.211822, "3/1/2 007"."GM" 4.962078, "3/1/2007"."HPQ" 6.200141, "3/1/2007"."HON" 3.485381, "3/1/2007"."INTC" 2.969704, "3/1/2007"."IBM" 7.085376, "3/1/2007"."JNJ" 3.220243, "3/1/2007"."JPM" 5.451977, "3/1/2007"."MCD" 5.070048, "3/1/2007 "."MRK" 6.051447, "3/1/2007"."MSFT" 2.06462, "3/1/2007"."PFE" 1.851243, " 3/1/2007"."KO" 2.251756, "3/1/2007"."HD" 2.528798, "3/1/2007"."PG" 3.6697 14, "3/1/2007"."UTX" 13.79125, "3/1/2007"."VZ" 2.323307, "3/1/2007"."WMT" 1.620716, "3/1/2007"."DIS" 3.64208, 43 "12/1/2006"."AA" 2.402004, "12/1/2006"."MO" 6.433097, "12/1/2006"."AXP" 2 .568917, "12/1/2006"."AIG" 5.086035, "12/1/2006"."T" 3.879988, "12/1/2006 "."BA" 10.29384, "12/1/2006"."CAT" 13.97131, "12/1/2006"."C" 2.525878, "1 2/1/2006"."DD" 3.84759, "12/1/2006"."XOM" 6.32275, "12/1/2006"."GE" 1.244 892, "12/1/2006"."GM" 5.299164, "12/1/2006"."HPQ" 6.259238, "12/1/2006"." HON" 2.777242, "12/1/2006"."INTC" 2.875954, "12/1/2006"."IBM" 6.434708, " 12/1/2006"."JNJ" 3.244701, "12/1/2006"."JPM" 4.842672, "12/1/2006"."MCD" 3.972493, "12/1/2006"."MRK" 5.444669, "12/1/2006"."MSFT" 1.849113, "12/1/ 2006"."PFE" 1.87551, "12/1/2006"."KO" 1.915607, "12/1/2006"."HD" 2.512309 , "12/1/2006"."PG" 3.515738, "12/1/2006"."UTX" 18.7967, "12/1/2006"."VZ" 1.964608, "12/1/2006"."WMT" 2.228677, "12/1/2006"."DIS" 2.854086, 44 "9/1/2006"."AA" 2.672129, "9/1/2006"."MO" 7.44226, "9/1/2006"."AXP" 1.805 689, "9/1/2006"."AIG" 4.445695, "9/1/2006"."T" 2.483461, "9/1/2006"."BA" 10.42303, "9/1/2006"."CAT" 14.83402, "9/1/2006"."C" 1.916008, "9/1/2006". "DD" 3.801939, "9/1/2006"."XOM" 5.115458, "9/1/2006"."GE" 1.193731, "9/1/ 2006"."GM" 6.208721, "9/1/2006"."HPQ" 5.691298, "9/1/2006"."HON" 2.493746 , "9/1/2006"."INTC" 2.821885, "9/1/2006"."IBM" 6.589661, "9/1/2006"."JNJ" 3.162719, "9/1/2006"."JPM" 3.990761, "9/1/2006"."MCD" 2.473567, "9/1/200 6"."MRK" 4.017337, "9/1/2006"."MSFT" 1.476482, "9/1/2006"."PFE" 2.015027, "9/1/2006"."KO" 1.474465, "9/1/2006"."HD" 2.636889, "9/1/2006"."PG" 2.90 6497, "9/1/2006"."UTX" 21.36057, "9/1/2006"."VZ" 2.805044, "9/1/2006"."WM T" 2.860858, "9/1/2006"."DIS" 2.121583, 45 "6/1/2006"."AA" 2.848097, "6/1/2006"."MO" 9.151405, "6/1/2006"."AXP" 1.97 421, "6/1/2006"."AIG" 5.091366, "6/1/2006"."T" 1.292197, "6/1/2006"."BA" 10.80262, "6/1/2006"."CAT" 14.60001, "6/1/2006"."C" 1.894074, "6/1/2006". "DD" 3.64037, "6/1/2006"."XOM" 5.474646, "6/1/2006"."GE" 1.223762, "6/1/2 006"."GM" 7.457824, "6/1/2006"."HPQ" 5.373437, "6/1/2006"."HON" 2.457624, "6/1/2006"."INTC" 2.613079, "6/1/2006"."IBM" 6.446314, "6/1/2006"."JNJ" 3.668261, "6/1/2006"."JPM" 2.97582, "6/1/2006"."MCD" 2.469408, "6/1/2006" ."MRK" 4.559341, "6/1/2006"."MSFT" 1.548163, "6/1/2006"."PFE" 2.847911, " 6/1/2006"."KO" 1.45208, "6/1/2006"."HD" 2.473986, "6/1/2006"."PG" 2.41589 , "6/1/2006"."UTX" 22.19709, "6/1/2006"."VZ" 3.153815, "6/1/2006"."WMT" 3 .055976, "6/1/2006"."DIS" 2.258741, 46 "3/1/2006"."AA" 2.757179, "3/1/2006"."MO" 9.819493, "3/1/2006"."AXP" 2.19 1871, "3/1/2006"."AIG" 5.772626, "3/1/2006"."T" 1.119923, "3/1/2006"."BA" 9.465795, "3/1/2006"."CAT" 14.60274, "3/1/2006"."C" 1.632063, "3/1/2006" ."DD" 3.60751, "3/1/2006"."XOM" 6.608148, "3/1/2006"."GE" 1.698262, "3/1/ 2006"."GM" 8.640965, "3/1/2006"."HPQ" 4.827435, "3/1/2006"."HON" 2.142608 , "3/1/2006"."INTC" 2.493742, "3/1/2006"."IBM" 6.239428, "3/1/2006"."JNJ" 4.248302, "3/1/2006"."JPM" 2.177207, "3/1/2006"."MCD" 2.855567, "3/1/200 6"."MRK" 6.679688, "3/1/2006"."MSFT" 1.182644, "3/1/2006"."PFE" 3.966253, "3/1/2006"."KO" 3.202117, "3/1/2006"."HD" 2.75948, "3/1/2006"."PG" 14.73 595, "3/1/2006"."UTX" 21.94357, "3/1/2006"."VZ" 3.031965, "3/1/2006"."WMT " 3.59555, "3/1/2006"."DIS" 1.977345, 47 "12/1/2005"."AA" 3.370706, "12/1/2005"."MO" 9.381691, "12/1/2005"."AXP" 2 .196979, "12/1/2005"."AIG" 6.286352, "12/1/2005"."T" 0.779208, "12/1/2005 "."BA" 9.346984, "12/1/2005"."CAT" 14.44378, "12/1/2005"."C" 2.189114, "1 2/1/2005"."DD" 3.363723, "12/1/2005"."XOM" 7.265427, "12/1/2005"."GE" 1.8 43788, "12/1/2005"."GM" 8.452383, "12/1/2005"."HPQ" 3.551291, "12/1/2005" ."HON" 1.487626, "12/1/2005"."INTC" 2.606889, "12/1/2005"."IBM" 6.977036, "12/1/2005"."JNJ" 5.074672, "12/1/2005"."JPM" 2.163844, "12/1/2005"."MCD " 2.618488, "12/1/2005"."MRK" 7.880659, "12/1/2005"."MSFT" 1.191993, "12/ 1/2005"."PFE" 4.770057, "12/1/2005"."KO" 3.788199, "12/1/2005"."HD" 2.761 699, "12/1/2005"."PG" 20.73256, "12/1/2005"."UTX" 20.79741, "12/1/2005"." VZ" 2.919443, "12/1/2005"."WMT" 4.203772, "12/1/2005"."DIS" 1.876901, 48 "9/1/2005"."AA" 3.338254, "9/1/2005"."MO" 8.321929, "9/1/2005"."AXP" 2.91 0403, "9/1/2005"."AIG" 6.459214, "9/1/2005"."T" 0.874644, "9/1/2005"."BA" 9.375067, "9/1/2005"."CAT" 12.02551, "9/1/2005"."C" 2.152595, "9/1/2005" ."DD" 3.448388, "9/1/2005"."XOM" 8.350978, "9/1/2005"."GE" 2.350624, "9/1 /2005"."GM" 6.9609, "9/1/2005"."HPQ" 2.66199, "9/1/2005"."HON" 2.245103, "9/1/2005"."INTC" 3.680511, "9/1/2005"."IBM" 6.892716, "9/1/2005"."JNJ" 6 .035504, "9/1/2005"."JPM" 2.157782, "9/1/2005"."MCD" 2.712273, "9/1/2005" ."MRK" 7.901575, "9/1/2005"."MSFT" 1.179524, "9/1/2005"."PFE" 4.164374, " 9/1/2005"."KO" 3.870963, "9/1/2005"."HD" 2.686517, "9/1/2005"."PG" 23.167 46, "9/1/2005"."UTX" 17.57393, "9/1/2005"."VZ" 2.457799, "9/1/2005"."WMT" 4.234572, "9/1/2005"."DIS" 2.017887, 49 "6/1/2005"."AA" 3.117156, "6/1/2005"."MO" 8.259162, "6/1/2005"."AXP" 3.41 8415, "6/1/2005"."AIG" 6.518126, "6/1/2005"."T" 1.083621, "6/1/2005"."BA" 8.970137, "6/1/2005"."CAT" 9.066256, "6/1/2005"."C" 2.110676, "6/1/2005" ."DD" 3.214863, "6/1/2005"."XOM" 8.06795, "6/1/2005"."GE" 2.710544, "6/1/ 2005"."GM" 6.504847, "6/1/2005"."HPQ" 1.609285, "6/1/2005"."HON" 3.148004 , "6/1/2005"."INTC" 3.717628, "6/1/2005"."IBM" 6.710822, "6/1/2005"."JNJ" 6.387839, "6/1/2005"."JPM" 2.115245, "6/1/2005"."MCD" 2.974841, "6/1/200 5"."MRK" 8.428192, "6/1/2005"."MSFT" 1.172661, "6/1/2005"."PFE" 3.774303, "6/1/2005"."KO" 3.873345, "6/1/2005"."HD" 3.128426, "6/1/2005"."PG" 23.3 3192, "6/1/2005"."UTX" 11.74734, "6/1/2005"."VZ" 2.337002, "6/1/2005"."WM T" 3.593503, "6/1/2005"."DIS" 2.494327, 50 "3/1/2005"."AA" 3.746674, "3/1/2005"."MO" 8.620429, "3/1/2005"."AXP" 4.74 9994, "3/1/2005"."AIG" 6.044899, "3/1/2005"."T" 1.116517, "3/1/2005"."BA" 8.526273, "3/1/2005"."CAT" 11.94928, "3/1/2005"."C" 2.91953, "3/1/2005". "DD" 3.239541, "3/1/2005"."XOM" 7.654917, "3/1/2005"."GE" 2.698708, "3/1/ 2005"."GM" 5.537912, "3/1/2005"."HPQ" 1.763626, "3/1/2005"."HON" 4.18907, "3/1/2005"."INTC" 4.257431, "3/1/2005"."IBM" 4.841007, "3/1/2005"."JNJ" 5.258942, "3/1/2005"."JPM" 2.800061, "3/1/2005"."MCD" 4.063434, "3/1/2005 "."MRK" 9.597711, "3/1/2005"."MSFT" 1.181804, "3/1/2005"."PFE" 3.563194, "3/1/2005"."KO" 3.925885, "3/1/2005"."HD" 3.678365, "3/1/2005"."PG" 22.42 768, "3/1/2005"."UTX" 11.04821, "3/1/2005"."VZ" 2.364027, "3/1/2005"."WMT " 2.711284, "3/1/2005"."DIS" 2.936493, 51 "12/1/2004"."AA" 5.33848, "12/1/2004"."MO" 8.208786, "12/1/2004"."AXP" 6. 669917, "12/1/2004"."AIG" 7.482622, "12/1/2004"."T" 1.598854, "12/1/2004" ."BA" 8.88327, "12/1/2004"."CAT" 13.975, "12/1/2004"."C" 4.904666, "12/1/ 2004"."DD" 2.668836, "12/1/2004"."XOM" 5.600775, "12/1/2004"."GE" 3.31662 3, "12/1/2004"."GM" 5.319839, "12/1/2004"."HPQ" 2.280895, "12/1/2004"."HO N" 5.010284, "12/1/2004"."INTC" 5.242945, "12/1/2004"."IBM" 5.984971, "12 /1/2004"."JNJ" 3.612282, "12/1/2004"."JPM" 5.378481, "12/1/2004"."MCD" 5. 180736, "12/1/2004"."MRK" 8.662309, "12/1/2004"."MSFT" 4.474131, "12/1/20 04"."PFE" 2.757548, "12/1/2004"."KO" 4.125207, "12/1/2004"."HD" 5.492883, "12/1/2004"."PG" 20.16951, "12/1/2004"."UTX" 13.30204, "12/1/2004"."VZ" 2.411558, "12/1/2004"."WMT" 3.159532, "12/1/2004"."DIS" 3.059738, 52 "9/1/2004"."AA" 5.607119, "9/1/2004"."MO" 7.609945, "9/1/2004"."AXP" 6.57 3675, "9/1/2004"."AIG" 7.544173, "9/1/2004"."T" 1.889269, "9/1/2004"."BA" 8.127236, "9/1/2004"."CAT" 14.01432, "9/1/2004"."C" 5.44786, "9/1/2004". "DD" 2.263718, "9/1/2004"."XOM" 4.497667, "9/1/2004"."GE" 3.098235, "9/1/ 2004"."GM" 5.608432, "9/1/2004"."HPQ" 2.471208, "9/1/2004"."HON" 5.20606, "9/1/2004"."INTC" 5.754523, "9/1/2004"."IBM" 5.833063, "9/1/2004"."JNJ" 2.840788, "9/1/2004"."JPM" 6.5347, "9/1/2004"."MCD" 4.94061, "9/1/2004"." MRK" 6.543909, "9/1/2004"."MSFT" 10.17381, "9/1/2004"."PFE" 2.230367, "9/ 1/2004"."KO" 3.749446, "9/1/2004"."HD" 5.139154, "9/1/2004"."PG" 16.62267 , "9/1/2004"."UTX" 13.45185, "9/1/2004"."VZ" 2.338837, "9/1/2004"."WMT" 3 .212993, "9/1/2004"."DIS" 2.963677, 53 "6/1/2004"."AA" 5.695643, "6/1/2004"."MO" 7.720125, "6/1/2004"."AXP" 6.97 9713, "6/1/2004"."AIG" 7.238989, "6/1/2004"."T" 2.141826, "6/1/2004"."BA" 6.404014, "6/1/2004"."CAT" 15.38332, "6/1/2004"."C" 6.605355, "6/1/2004" ."DD" 2.599988, "6/1/2004"."XOM" 3.477047, "6/1/2004"."GE" 2.934348, "6/1 /2004"."GM" 5.874243, "6/1/2004"."HPQ" 3.361551, "6/1/2004"."HON" 4.82288 , "6/1/2004"."INTC" 6.296816, "6/1/2004"."IBM" 8.846282, "6/1/2004"."JNJ" 2.614093, "6/1/2004"."JPM" 6.9735, "6/1/2004"."MCD" 4.695912, "6/1/2004" ."MRK" 5.304595, "6/1/2004"."MSFT" 11.46093, "6/1/2004"."PFE" 2.314442, " 6/1/2004"."KO" 3.752863, "6/1/2004"."HD" 4.925821, "6/1/2004"."PG" 10.747 82, "6/1/2004"."UTX" 13.20872, "6/1/2004"."VZ" 3.076834, "6/1/2004"."WMT" 3.507538, "6/1/2004"."DIS" 3.361449, 54 "3/1/2004"."AA" 5.965451, "3/1/2004"."MO" 7.99412, "3/1/2004"."AXP" 6.368 895, "3/1/2004"."AIG" 6.616948, "3/1/2004"."T" 3.422956, "3/1/2004"."BA" 5.819007, "3/1/2004"."CAT" 14.23929, "3/1/2004"."C" 6.327755, "3/1/2004". "DD" 2.764487, "3/1/2004"."XOM" 2.87667, "3/1/2004"."GE" 2.882911, "3/1/2 004"."GM" 8.669492, "3/1/2004"."HPQ" 3.383886, "3/1/2004"."HON" 5.219508, "3/1/2004"."INTC" 6.361495, "3/1/2004"."IBM" 8.998442, "3/1/2004"."JNJ" 3.689872, "3/1/2004"."JPM" 6.703977, "3/1/2004"."MCD" 5.061784, "3/1/2004 "."MRK" 5.273188, "3/1/2004"."MSFT" 12.86414, "3/1/2004"."PFE" 2.346563, "3/1/2004"."KO" 4.724055, "3/1/2004"."HD" 6.100654, "3/1/2004"."PG" 5.983 097, "3/1/2004"."UTX" 12.23535, "3/1/2004"."VZ" 3.581459, "3/1/2004"."WMT " 3.446713, "3/1/2004"."DIS" 3.177434, 55 "12/1/2003"."AA" 6.236709, "12/1/2003"."MO" 7.363434, "12/1/2003"."AXP" 4 .793781, "12/1/2003"."AIG" 6.971448, "12/1/2003"."T" 5.377265, "12/1/2003 "."BA" 6.368818, "12/1/2003"."CAT" 12.08619, "12/1/2003"."C" 5.815837, "1 2/1/2003"."DD" 3.055558, "12/1/2003"."XOM" 2.930244, "12/1/2003"."GE" 4.0 7439, "12/1/2003"."GM" 9.522511, "12/1/2003"."HPQ" 3.042349, "12/1/2003". "HON" 5.535634, "12/1/2003"."INTC" 6.74368, "12/1/2003"."IBM" 10.6705, "1 2/1/2003"."JNJ" 4.464008, "12/1/2003"."JPM" 5.766779, "12/1/2003"."MCD" 4 .976905, "12/1/2003"."MRK" 5.397623, "12/1/2003"."MSFT" 14.55287, "12/1/2 003"."PFE" 3.495498, "12/1/2003"."KO" 4.78448, "12/1/2003"."HD" 8.474027, "12/1/2003"."PG" 4.425955, "12/1/2003"."UTX" 9.715707, "12/1/2003"."VZ" 4.953918, "12/1/2003"."WMT" 3.945097, "12/1/2003"."DIS" 2.699225, 56 "9/2/2003"."AA" 6.41132, "9/2/2003"."MO" 6.896591, "9/2/2003"."AXP" 4.328 799, "9/2/2003"."AIG" 9.270127, "9/2/2003"."T" 6.477744, "9/2/2003"."BA" 6.292555, "9/2/2003"."CAT" 8.488731, "9/2/2003"."C" 5.905995, "9/2/2003". "DD" 3.000614, "9/2/2003"."XOM" 2.889901, "9/2/2003"."GE" 5.099666, "9/2/ 2003"."GM" 9.451788, "9/2/2003"."HPQ" 2.797959, "9/2/2003"."HON" 5.599414 , "9/2/2003"."INTC" 6.336618, "9/2/2003"."IBM" 15.10328, "9/2/2003"."JNJ" 4.196971, "9/2/2003"."JPM" 5.838261, "9/2/2003"."MCD" 5.098015, "9/2/200 3"."MRK" 4.985718, "9/2/2003"."MSFT" 15.15766, "9/2/2003"."PFE" 4.511842, "9/2/2003"."KO" 4.717924, "9/2/2003"."HD" 9.519274, "9/2/2003"."PG" 4.72 3917, "9/2/2003"."UTX" 6.972364, "9/2/2003"."VZ" 5.854217, "9/2/2003"."WM T" 3.919481, "9/2/2003"."DIS" 2.423481, 57 "6/2/2003"."AA" 7.04373, "6/2/2003"."MO" 6.899862, "6/2/2003"."AXP" 3.754 809, "6/2/2003"."AIG" 10.50684, "6/2/2003"."T" 7.959264, "6/2/2003"."BA" 8.28534, "6/2/2003"."CAT" 5.088734, "6/2/2003"."C" 6.155106, "6/2/2003"." DD" 3.061732, "6/2/2003"."XOM" 3.099862, "6/2/2003"."GE" 6.151483, "6/2/2 003"."GM" 10.24962, "6/2/2003"."HPQ" 3.230474, "6/2/2003"."HON" 5.994998, "6/2/2003"."INTC" 6.4102, "6/2/2003"."IBM" 15.6781, "6/2/2003"."JNJ" 3.6 94044, "6/2/2003"."JPM" 6.571914, "6/2/2003"."MCD" 5.568159, "6/2/2003"." MRK" 5.83922, "6/2/2003"."MSFT" 14.03972, "6/2/2003"."PFE" 4.678955, "6/2 /2003"."KO" 4.610715, "6/2/2003"."HD" 10.14384, "6/2/2003"."PG" 6.433792, "6/2/2003"."UTX" 6.822688, "6/2/2003"."VZ" 7.031652, "6/2/2003"."WMT" 4. 04966, "6/2/2003"."DIS" 3.019603, 58 "3/3/2003"."AA" 7.826296, "3/3/2003"."MO" 6.419732, "3/3/2003"."AXP" 3.84 4598, "3/3/2003"."AIG" 11.05201, "3/3/2003"."T" 8.189588, "3/3/2003"."BA" 10.7031, "3/3/2003"."CAT" 4.915437, "3/3/2003"."C" 7.067719, "3/3/2003". "DD" 3.46799, "3/3/2003"."XOM" 17.31394, "3/3/2003"."GE" 8.239551, "3/3/2 003"."GM" 10.35519, "3/3/2003"."HPQ" 4.826922, "3/3/2003"."HON" 7.648002, "3/3/2003"."INTC" 6.631409, "3/3/2003"."IBM" 17.6591, "3/3/2003"."JNJ" 1 1.97155, "3/3/2003"."JPM" 8.645213, "3/3/2003"."MCD" 5.584776, "3/3/2003" ."MRK" 7.574675, "3/3/2003"."MSFT" 12.16933, "3/3/2003"."PFE" 4.958704, " 3/3/2003"."KO" 4.396956, "3/3/2003"."HD" 10.54553, "3/3/2003"."PG" 9.3117 24, "3/3/2003"."UTX" 8.322982, "3/3/2003"."VZ" 8.083671, "3/3/2003"."WMT" 4.139406, "3/3/2003"."DIS" 4.664735, 59 "12/2/2002"."AA" 6.517766, "12/2/2002"."MO" 4.835934, "12/2/2002"."AXP" 4 .534119, "12/2/2002"."AIG" 9.021066, "12/2/2002"."T" 7.952834, "12/2/2002 "."BA" 10.78368, "12/2/2002"."CAT" 5.174268, "12/2/2002"."C" 6.945207, "1 2/2/2002"."DD" 2.976984, "12/2/2002"."XOM" 20.94843, "12/2/2002"."GE" 7.8 92553, "12/2/2002"."GM" 8.836088, "12/2/2002"."HPQ" 6.450902, "12/2/2002" ."HON" 7.767553, "12/2/2002"."INTC" 6.462521, "12/2/2002"."IBM" 17.2473, "12/2/2002"."JNJ" 16.06416, "12/2/2002"."JPM" 9.473225, "12/2/2002"."MCD" 4.158863, "12/2/2002"."MRK" 9.884605, "12/2/2002"."MSFT" 7.411604, "12/2 /2002"."PFE" 4.872583, "12/2/2002"."KO" 4.150452, "12/2/2002"."HD" 8.7663 33, "12/2/2002"."PG" 10.06951, "12/2/2002"."UTX" 8.553371, "12/2/2002"."V Z" 7.897598, "12/2/2002"."WMT" 3.978546, "12/2/2002"."DIS" 5.254075, 60 "9/3/2002"."AA" 5.534631, "9/3/2002"."MO" 4.956851, "9/3/2002"."AXP" 7.81 5802, "9/3/2002"."AIG" 10.84788, "9/3/2002"."T" 8.958187, "9/3/2002"."BA" 11.83176, "9/3/2002"."CAT" 5.89511, "9/3/2002"."C" 6.695892, "9/3/2002". "DD" 3.143334, "9/3/2002"."XOM" 23.42618, "9/3/2002"."GE" 7.819622, "9/3/ 2002"."GM" 7.12178, "9/3/2002"."HPQ" 8.403856, "9/3/2002"."HON" 8.072076, "9/3/2002"."INTC" 7.097764, "9/3/2002"."IBM" 16.50999, "9/3/2002"."JNJ" 19.4449, "9/3/2002"."JPM" 8.435503, "9/3/2002"."MCD" 3.152068, "9/3/2002" ."MRK" 13.70821, "9/3/2002"."MSFT" 8.166015, "9/3/2002"."PFE" 4.440302, " 9/3/2002"."KO" 5.629657, "9/3/2002"."HD" 6.668931, "9/3/2002"."PG" 9.7385 06, "9/3/2002"."UTX" 8.548321, "9/3/2002"."VZ" 8.118435, "9/3/2002"."WMT" 4.280229, "9/3/2002"."DIS" 5.638264, 61 "6/3/2002"."AA" 4.314997, "6/3/2002"."MO" 8.062865, "6/3/2002"."AXP" 9.55 8972, "6/3/2002"."AIG" 9.090581, "6/3/2002"."T" 6.733851, "6/3/2002"."BA" 11.18825, "6/3/2002"."CAT" 7.296738, "6/3/2002"."C" 6.463454, "6/3/2002" ."DD" 2.6801, "6/3/2002"."XOM" 23.28606, "6/3/2002"."GE" 8.153456, "6/3/2 002"."GM" 7.179301, "6/3/2002"."HPQ" 29.46164, "6/3/2002"."HON" 6.972374, "6/3/2002"."INTC" 12.90333, "6/3/2002"."IBM" 13.9306, "6/3/2002"."JNJ" 1 9.69623, "6/3/2002"."JPM" 7.190629, "6/3/2002"."MCD" 2.075396, "6/3/2002" ."MRK" 11.79796, "6/3/2002"."MSFT" 7.394713, "6/3/2002"."PFE" 3.094349, " 6/3/2002"."KO" 6.021783, "6/3/2002"."HD" 4.602768, "6/3/2002"."PG" 9.9500 48, "6/3/2002"."UTX" 8.306274, "6/3/2002"."VZ" 4.951646, "6/3/2002"."WMT" 4.425435, "6/3/2002"."DIS" 6.400864, 62 "3/1/2002"."AA" 8.835305, "3/1/2002"."MO" 9.895994, "3/1/2002"."AXP" 23.5 4717, "3/1/2002"."AIG" 12.4119, "3/1/2002"."T" 5.377771, "3/1/2002"."BA" 11.61101, "3/1/2002"."CAT" 7.612621, "3/1/2002"."C" 6.606459, "3/1/2002". "DD" 2.922407, "3/1/2002"."XOM" 22.11382, "3/1/2002"."GE" 23.71536, "3/1/ 2002"."GM" 10.76582, "3/1/2002"."HPQ" 41.40517, "3/1/2002"."HON" 8.327462 , "3/1/2002"."INTC" 33.88407, "3/1/2002"."IBM" 10.25345, "3/1/2002"."JNJ" 19.48305, "3/1/2002"."JPM" 11.00001, "3/1/2002"."MCD" 3.169103, "3/1/200 2"."MRK" 10.14736, "3/1/2002"."MSFT" 7.762331, "3/1/2002"."PFE" 2.311724, "3/1/2002"."KO" 6.036149, "3/1/2002"."HD" 4.582705, "3/1/2002"."PG" 8.83 7351, "3/1/2002"."UTX" 8.817225, "3/1/2002"."VZ" 4.228832, "3/1/2002"."WM T" 4.576665, "3/1/2002"."DIS" 7.580017, 63 "12/3/2001"."AA" 14.05802, "12/3/2001"."MO" 11.31271, "12/3/2001"."AXP" 4 0.84523, "12/3/2001"."AIG" 12.20856, "12/3/2001"."T" 5.041586, "12/3/2001 "."BA" 12.12381, "12/3/2001"."CAT" 6.885755, "12/3/2001"."C" 6.587625, "1 2/3/2001"."DD" 4.615077, "12/3/2001"."XOM" 19.79222, "12/3/2001"."GE" 37. 96235, "12/3/2001"."GM" 13.01689, "12/3/2001"."HPQ" 46.80198, "12/3/2001" ."HON" 8.652057, "12/3/2001"."INTC" 40.35461, "12/3/2001"."IBM" 10.41049, "12/3/2001"."JNJ" 18.47367, "12/3/2001"."JPM" 15.58541, "12/3/2001"."MCD " 3.635797, "12/3/2001"."MRK" 9.553837, "12/3/2001"."MSFT" 14.17945, "12/ 3/2001"."PFE" 3.53807, "12/3/2001"."KO" 5.987788, "12/3/2001"."HD" 6.3310 02, "12/3/2001"."PG" 10.43117, "12/3/2001"."UTX" 9.729473, "12/3/2001"."V Z" 4.78141, "12/3/2001"."WMT" 3.699796, "12/3/2001"."DIS" 7.442179, 64 "9/4/2001"."AA" 17.0873, "9/4/2001"."MO" 11.50248, "9/4/2001"."AXP" 49.59 456, "9/4/2001"."AIG" 12.22825, "9/4/2001"."T" 4.991873, "9/4/2001"."BA" 11.14755, "9/4/2001"."CAT" 7.106336, "9/4/2001"."C" 6.275131, "9/4/2001". "DD" 7.474207, "9/4/2001"."XOM" 14.93141, "9/4/2001"."GE" 44.39635, "9/4/ 2001"."GM" 12.24032, "9/4/2001"."HPQ" 45.03628, "9/4/2001"."HON" 9.115383 , "9/4/2001"."INTC" 39.36693, "9/4/2001"."IBM" 10.03369, "9/4/2001"."JNJ" 17.39166, "9/4/2001"."JPM" 17.21495, "9/4/2001"."MCD" 5.022951, "9/4/200 1"."MRK" 8.9211, "9/4/2001"."MSFT" 18.15852, "9/4/2001"."PFE" 4.138869, " 9/4/2001"."KO" 6.69366, "9/4/2001"."HD" 10.61053, "9/4/2001"."PG" 16.4400 7, "9/4/2001"."UTX" 9.590785, "9/4/2001"."VZ" 5.693453, "9/4/2001"."WMT" 5.0383, "9/4/2001"."DIS" 6.212706, 65 "6/1/2001"."AA" 17.45916, "6/1/2001"."MO" 10.61104, "6/1/2001"."AXP" 49.6 6444, "6/1/2001"."AIG" 11.83193, "6/1/2001"."T" 5.445258, "6/1/2001"."BA" 10.70636, "6/1/2001"."CAT" 8.102431, "6/1/2001"."C" 6.324989, "6/1/2001" ."DD" 8.996256, "6/1/2001"."XOM" 4.70574, "6/1/2001"."GE" 43.58788, "6/1/ 2001"."GM" 11.24891, "6/1/2001"."HPQ" 41.29027, "6/1/2001"."HON" 9.131281 , "6/1/2001"."INTC" 36.73952, "6/1/2001"."IBM" 10.95962, "6/1/2001"."JNJ" 12.49847, "6/1/2001"."JPM" 17.021, "6/1/2001"."MCD" 5.623214, "6/1/2001" ."MRK" 8.924521, "6/1/2001"."MSFT" 17.967, "6/1/2001"."PFE" 4.537254, "6/ 1/2001"."KO" 6.487966, "6/1/2001"."HD" 10.85821, "6/1/2001"."PG" 17.87235 , "6/1/2001"."UTX" 8.642266, "6/1/2001"."VZ" 6.551792, "6/1/2001"."WMT" 5 .72682, "6/1/2001"."DIS" 5.481829, 66 "3/1/2001"."AA" 17.59993, "3/1/2001"."MO" 8.810823, "3/1/2001"."AXP" 46.8 7954, "3/1/2001"."AIG" 12.14998, "3/1/2001"."T" 5.687171, "3/1/2001"."BA" 10.40666, "3/1/2001"."CAT" 9.547156, "3/1/2001"."C" 8.050922, "3/1/2001" ."DD" 10.47588, "3/1/2001"."XOM" 4.167486, "3/1/2001"."GE" 41.65346, "3/1 /2001"."GM" 11.88113, "3/1/2001"."HPQ" 36.05531, "3/1/2001"."HON" 9.28842 8, "3/1/2001"."INTC" 33.77063, "3/1/2001"."IBM" 23.37865, "3/1/2001"."JNJ " 8.954283, "3/1/2001"."JPM" 17.09304, "3/1/2001"."MCD" 5.423884, "3/1/20 01"."MRK" 8.799112, "3/1/2001"."MSFT" 18.00904, "3/1/2001"."PFE" 24.0308, "3/1/2001"."KO" 6.673676, "3/1/2001"."HD" 10.72358, "3/1/2001"."PG" 17.6 3182, "3/1/2001"."UTX" 17.91078, "3/1/2001"."VZ" 6.816721, "3/1/2001"."WM T" 6.207671, "3/1/2001"."DIS" 5.462244, 67 "12/1/2000"."AA" 18.17534, "12/1/2000"."MO" 7.868391, "12/1/2000"."AXP" 4 1.32844, "12/1/2000"."AIG" 10.71285, "12/1/2000"."T" 5.790013, "12/1/2000 "."BA" 10.55506, "12/1/2000"."CAT" 9.525508, "12/1/2000"."C" 7.831556, "1 2/1/2000"."DD" 9.655804, "12/1/2000"."XOM" 5.761829, "12/1/2000"."GE" 37. 4348, "12/1/2000"."GM" 12.16858, "12/1/2000"."HPQ" 29.95979, "12/1/2000". "HON" 9.527814, "12/1/2000"."INTC" 33.75323, "12/1/2000"."IBM" 30.82229, "12/1/2000"."JNJ" 9.104262, "12/1/2000"."JPM" 16.09141, "12/1/2000"."MCD" 13.50114, "12/1/2000"."MRK" 17.15682, "12/1/2000"."MSFT" 28.45525, "12/1 /2000"."PFE" 36.89591, "12/1/2000"."KO" 6.400331, "12/1/2000"."HD" 9.7759 89, "12/1/2000"."PG" 17.39947, "12/1/2000"."UTX" 26.76982, "12/1/2000"."V Z" 6.580757, "12/1/2000"."WMT" 13.75859, "12/1/2000"."DIS" 5.359634, 68 "9/1/2000"."AA" 17.11081, "9/1/2000"."MO" 10.59076, "9/1/2000"."AXP" 36.5 8517, "9/1/2000"."AIG" 11.47364, "9/1/2000"."T" 5.454408, "9/1/2000"."BA" 6.808244, "9/1/2000"."CAT" 9.205166, "9/1/2000"."C" 8.055, "9/1/2000"."D D" 8.904944, "9/1/2000"."XOM" 5.008146, "9/1/2000"."GE" 32.63401, "9/1/20 00"."GM" 10.30253, "9/1/2000"."HPQ" 23.83792, "9/1/2000"."HON" 9.945105, "9/1/2000"."INTC" 28.96947, "9/1/2000"."IBM" 31.57608, "9/1/2000"."JNJ" 9 .080862, "9/1/2000"."JPM" 12.71378, "9/1/2000"."MCD" 16.37677, "9/1/2000" ."MRK" 28.94825, "9/1/2000"."MSFT" 27.79138, "9/1/2000"."PFE" 40.48657, " 9/1/2000"."KO" 7.167648, "9/1/2000"."HD" 8.640644, "9/1/2000"."PG" 17.149 25, "9/1/2000"."UTX" 28.54118, "9/1/2000"."VZ" 6.503894, "9/1/2000"."WMT" 14.93733, "9/1/2000"."DIS" 5.393125, 69 "6/1/2000"."AA" 12.9014, "6/1/2000"."MO" 10.90375, "6/1/2000"."AXP" 32.15 625, "6/1/2000"."AIG" 16.16408, "6/1/2000"."T" 5.829244, "6/1/2000"."BA" 4.250389, "6/1/2000"."CAT" 8.010624, "6/1/2000"."C" 8.917536, "6/1/2000". "DD" 7.443882, "6/1/2000"."XOM" 5.053225, "6/1/2000"."GE" 28.32777, "6/1/ 2000"."GM" 10.74759, "6/1/2000"."HPQ" 27.49287, "6/1/2000"."HON" 9.758605 , "6/1/2000"."INTC" 26.40845, "6/1/2000"."IBM" 31.29365, "6/1/2000"."JNJ" 10.46077, "6/1/2000"."JPM" 12.31711, "6/1/2000"."MCD" 15.93235, "6/1/200 0"."MRK" 31.23701, "6/1/2000"."MSFT" 25.45775, "6/1/2000"."PFE" 40.64389, "6/1/2000"."KO" 8.188591, "6/1/2000"."HD" 10.60777, "6/1/2000"."PG" 15.2 3648, "6/1/2000"."UTX" 28.14289, "6/1/2000"."VZ" 6.552975, "6/1/2000"."WM T" 14.53299, "6/1/2000"."DIS" 5.292778, 70 "3/1/2000"."AA" 10.77148, "3/1/2000"."MO" 10.10919, "3/1/2000"."AXP" 25.2 1018, "3/1/2000"."AIG" 19.05413, "3/1/2000"."T" 6.314491, "3/1/2000"."BA" 5.094125, "3/1/2000"."CAT" 7.252966, "3/1/2000"."C" 8.954096, "3/1/2000" ."DD" 7.793039, "3/1/2000"."XOM" 4.873461, "3/1/2000"."GE" 22.22929, "3/1 /2000"."GM" 9.440499, "3/1/2000"."HPQ" 24.61578, "3/1/2000"."HON" 9.29092 4, "3/1/2000"."INTC" 23.85289, "3/1/2000"."IBM" 30.7087, "3/1/2000"."JNJ" 11.3713, "3/1/2000"."JPM" 20.73223, "3/1/2000"."MCD" 15.67674, "3/1/2000 "."MRK" 32.33638, "3/1/2000"."MSFT" 23.06204, "3/1/2000"."PFE" 39.89761, "3/1/2000"."KO" 9.659946, "3/1/2000"."HD" 12.17097, "3/1/2000"."PG" 11.63 513, "3/1/2000"."UTX" 27.32686, "3/1/2000"."VZ" 12.17456, "3/1/2000"."WMT " 14.6583, "3/1/2000"."DIS" 28.64481/; 71 72 Parameters QTRCHNG(Date,Stock) /"6/1/2007"."MMM" 0.078235, "6/1/2007"."AA " -0.03479, "6/1/2007"."MO" -0.0087, "6/1/2007"."AXP" -0.02958, "6/1/2007 "."AIG" -0.03399, "6/1/2007"."T" 0.019518, "6/1/2007"."BA" 0.091826, "6/1 /2007"."CAT" 0.00166, "6/1/2007"."C" -0.09008, "6/1/2007"."DD" -0.02518, "6/1/2007"."XOM" 0.103481, "6/1/2007"."GE" 0.081505, "6/1/2007"."GM" -0.0 291, "6/1/2007"."HPQ" 0.115867, "6/1/2007"."HON" 0.056681, "6/1/2007"."IN TC" 0.089301, "6/1/2007"."IBM" 0.11924, "6/1/2007"."JNJ" 0.066212, "6/1/2 007"."JPM" -0.05428, "6/1/2007"."MCD" 0.073089, "6/1/2007"."MRK" 0.037952 , "6/1/2007"."MSFT" -0.00034, "6/1/2007"."PFE" -0.04458, "6/1/2007"."KO" 0.098643, "6/1/2007"."HD" -0.1756, "6/1/2007"."PG" 0.149534, "6/1/2007"." UTX" 0.13464, "6/1/2007"."VZ" 0.07554, "6/1/2007"."WMT" -0.0927, "6/1/200 7"."DIS" 0.007323, 73 "3/1/2007"."MMM" 0.135549, "3/1/2007"."AA" 0.195575, "3/1/2007"."MO" -0.2 0123, "3/1/2007"."AXP" 0.084752, "3/1/2007"."AIG" 0.041803, "3/1/2007"."T " 0.052498, "3/1/2007"."BA" 0.081543, "3/1/2007"."CAT" 0.168134, "3/1/200 7"."C" -0.00097, "3/1/2007"."DD" 0.028525, "3/1/2007"."XOM" 0.11173, "3/1 /2007"."GE" 0.082579, "3/1/2007"."GM" 0.233681, "3/1/2007"."HPQ" 0.111609 , "3/1/2007"."HON" 0.221884, "3/1/2007"."INTC" 0.240983, "3/1/2007"."IBM" 0.116592, "3/1/2007"."JNJ" 0.022569, "3/1/2007"."JPM" 0.001447, "3/1/200 7"."MCD" 0.126748, "3/1/2007"."MRK" 0.127462, "3/1/2007"."MSFT" 0.057409, "3/1/2007"."PFE" 0.012272, "3/1/2007"."KO" 0.089792, "3/1/2007"."HD" 0.0 7104, "3/1/2007"."PG" -0.03119, "3/1/2007"."UTX" 0.091231, "3/1/2007"."VZ " 0.085707, "3/1/2007"."WMT" 0.024707, "3/1/2007"."DIS" -0.00842, 74 "12/1/2006"."MMM" -0.01925, "12/1/2006"."AA" 0.129623, "12/1/2006"."MO" 0 .023188, "12/1/2006"."AXP" -0.07038, "12/1/2006"."AIG" -0.06196, "12/1/20 06"."T" 0.102937, "12/1/2006"."BA" 0.000788, "12/1/2006"."CAT" 0.09294, " 12/1/2006"."C" -0.07828, "12/1/2006"."DD" 0.014781, "12/1/2006"."XOM" -0. 0154, "12/1/2006"."GE" -0.04972, "12/1/2006"."GM" -0.0026, "12/1/2006"."H PQ" -0.02549, "12/1/2006"."HON" 0.018126, "12/1/2006"."INTC" -0.05531, "1 2/1/2006"."IBM" -0.02975, "12/1/2006"."JNJ" -0.08725, "12/1/2006"."JPM" 0 .001656, "12/1/2006"."MCD" 0.016242, "12/1/2006"."MRK" 0.013073, "12/1/20 06"."MSFT" -0.06664, "12/1/2006"."PFE" -0.02471, "12/1/2006"."KO" -0.0051 8, "12/1/2006"."HD" -0.08516, "12/1/2006"."PG" -0.01727, "12/1/2006"."UTX " 0.039667, "12/1/2006"."VZ" 0.01826, "12/1/2006"."WMT" 0.016674, "12/1/2 006"."DIS" 0.004669, 75 "9/1/2006"."MMM" 0.047165, "9/1/2006"."AA" 0.070257, "9/1/2006"."MO" 0.12 1097, "9/1/2006"."AXP" 0.081847, "9/1/2006"."AIG" 0.081497, "9/1/2006"."T " 0.097973, "9/1/2006"."BA" 0.126696, "9/1/2006"."CAT" -0.06793, "9/1/200 6"."C" 0.121401, "9/1/2006"."DD" 0.137021, "9/1/2006"."XOM" 0.142027, "9/ 1/2006"."GE" 0.054108, "9/1/2006"."GM" -0.07637, "9/1/2006"."HPQ" 0.12264 9, "9/1/2006"."HON" 0.106112, "9/1/2006"."INTC" -0.01556, "9/1/2006"."IBM " 0.185624, "9/1/2006"."JNJ" 0.016631, "9/1/2006"."JPM" 0.028535, "9/1/20 06"."MCD" 0.13318, "9/1/2006"."MRK" 0.040573, "9/1/2006"."MSFT" 0.091773, "9/1/2006"."PFE" -0.08674, "9/1/2006"."KO" 0.079902, "9/1/2006"."HD" 0.1 07251, "9/1/2006"."PG" 0.036947, "9/1/2006"."UTX" -0.0131, "9/1/2006"."VZ " 0.002963, "9/1/2006"."WMT" -0.06367, "9/1/2006"."DIS" 0.108703, 76 "6/1/2006"."MMM" -0.07862, "6/1/2006"."AA" -0.1335, "6/1/2006"."MO" 0.042 489, "6/1/2006"."AXP" 0.053739, "6/1/2006"."AIG" 0.1221, "6/1/2006"."T" 0 .167444, "6/1/2006"."BA" -0.03736, "6/1/2006"."CAT" -0.11654, "6/1/2006". "C" 0.02943, "6/1/2006"."DD" 0.029808, "6/1/2006"."XOM" 0.093725, "6/1/20 06"."GE" 0.070995, "6/1/2006"."GM" 0.116482, "6/1/2006"."HPQ" 0.158144, " 6/1/2006"."HON" 0.014888, "6/1/2006"."INTC" 0.082632, "6/1/2006"."IBM" 0. 066649, "6/1/2006"."JNJ" 0.083778, "6/1/2006"."JPM" 0.118095, "6/1/2006". "MCD" 0.164286, "6/1/2006"."MRK" 0.150151, "6/1/2006"."MSFT" 0.17382, "6/ 1/2006"."PFE" 0.208351, "6/1/2006"."KO" 0.038587, "6/1/2006"."HD" 0.01341 2, "6/1/2006"."PG" 0.114748, "6/1/2006"."UTX" -0.0011, "6/1/2006"."VZ" 0. 108689, "6/1/2006"."WMT" 0.023874, "6/1/2006"."DIS" 0.030333, 77 "3/1/2006"."MMM" 0.067116, "3/1/2006"."AA" 0.058901, "3/1/2006"."MO" 0.03 6269, "3/1/2006"."AXP" 0.01275, "3/1/2006"."AIG" -0.10652, "3/1/2006"."T" 0.031435, "3/1/2006"."BA" 0.051071, "3/1/2006"."CAT" 0.037181, "3/1/2006 "."C" 0.021596, "3/1/2006"."DD" -0.01445, "3/1/2006"."XOM" 0.008051, "3/1 /2006"."GE" -0.05233, "3/1/2006"."GM" 0.400564, "3/1/2006"."HPQ" -0.03708 , "3/1/2006"."HON" -0.05775, "3/1/2006"."INTC" -0.02364, "3/1/2006"."IBM" -0.06851, "3/1/2006"."JNJ" 0.01182, "3/1/2006"."JPM" 0.008646, "3/1/2006 "."MCD" -0.02212, "3/1/2006"."MRK" 0.034062, "3/1/2006"."MSFT" -0.1437, " 3/1/2006"."PFE" -0.05819, "3/1/2006"."KO" 0.027466, "3/1/2006"."HD" -0.15 39, "3/1/2006"."PG" -0.03522, "3/1/2006"."UTX" 0.094014, "3/1/2006"."VZ" -0.01674, "3/1/2006"."WMT" 0.019687, "3/1/2006"."DIS" 0.075654, 78 "12/1/2005"."MMM" -0.02335, "12/1/2005"."AA" 0.03348, "12/1/2005"."MO" -0 .05166, "12/1/2005"."AXP" 0.021182, "12/1/2005"."AIG" -0.03136, "12/1/200 5"."T" 0.104124, "12/1/2005"."BA" 0.109482, "12/1/2005"."CAT" 0.243033, " 12/1/2005"."C" -0.02679, "12/1/2005"."DD" -0.00682, "12/1/2005"."XOM" 0.0 83497, "12/1/2005"."GE" -0.0077, "12/1/2005"."GM" 0.095263, "12/1/2005"." HPQ" 0.149144, "12/1/2005"."HON" 0.148188, "12/1/2005"."INTC" -0.22035, " 12/1/2005"."IBM" 0.003285, "12/1/2005"."JNJ" -0.01464, "12/1/2005"."JPM" 0.049131, "12/1/2005"."MCD" 0.01898, "12/1/2005"."MRK" 0.107513, "12/1/20 05"."MSFT" 0.040535, "12/1/2005"."PFE" 0.068611, "12/1/2005"."KO" 0.0387, "12/1/2005"."HD" 0.04496, "12/1/2005"."PG" -0.00432, "12/1/2005"."UTX" 0 .036845, "12/1/2005"."VZ" 0.13081, "12/1/2005"."WMT" 0.009402, "12/1/2005 "."DIS" 0.163538, 79 "9/1/2005"."MMM" 0.056434, "9/1/2005"."AA" 0.210893, "9/1/2005"."MO" 0.01 3702, "9/1/2005"."AXP" -0.10411, "9/1/2005"."AIG" 0.101194, "9/1/2005"."T " 0.021694, "9/1/2005"."BA" 0.033701, "9/1/2005"."CAT" -0.01668, "9/1/200 5"."C" 0.066125, "9/1/2005"."DD" 0.085014, "9/1/2005"."XOM" -0.11599, "9/ 1/2005"."GE" 0.040986, "9/1/2005"."GM" -0.36557, "9/1/2005"."HPQ" -0.0195 2, "9/1/2005"."HON" -0.00667, "9/1/2005"."INTC" 0.012576, "9/1/2005"."IBM " 0.024682, "9/1/2005"."JNJ" -0.05025, "9/1/2005"."JPM" 0.169761, "9/1/20 05"."MCD" 0.006868, "9/1/2005"."MRK" 0.169055, "9/1/2005"."MSFT" 0.016323 , "9/1/2005"."PFE" -0.06608, "9/1/2005"."KO" -0.06668, "9/1/2005"."HD" 0. 061353, "9/1/2005"."PG" -0.02657, "9/1/2005"."UTX" 0.078511, "9/1/2005"." VZ" -0.07862, "9/1/2005"."WMT" 0.068005, "9/1/2005"."DIS" -0.00663, 80 "6/1/2005"."MMM" 0.014661, "6/1/2005"."AA" -0.06544, "6/1/2005"."MO" 0.13 9963, "6/1/2005"."AXP" 0.079091, "6/1/2005"."AIG" 0.066437, "6/1/2005"."T " 0.009263, "6/1/2005"."BA" 0.029545, "6/1/2005"."CAT" -0.38359, "6/1/200 5"."C" -0.01536, "6/1/2005"."DD" -0.08928, "6/1/2005"."XOM" 0.10562, "6/1 /2005"."GE" -0.02828, "6/1/2005"."GM" -0.09971, "6/1/2005"."HPQ" 0.242025 , "6/1/2005"."HON" 0.023751, "6/1/2005"."INTC" -0.05265, "6/1/2005"."IBM" 0.081132, "6/1/2005"."JNJ" -0.02646, "6/1/2005"."JPM" -0.03935, "6/1/200 5"."MCD" 0.206847, "6/1/2005"."MRK" -0.11656, "6/1/2005"."MSFT" 0.035829, "6/1/2005"."PFE" -0.09463, "6/1/2005"."KO" 0.034491, "6/1/2005"."HD" -0. 01954, "6/1/2005"."PG" 0.127204, "6/1/2005"."UTX" 0.009542, "6/1/2005"."V Z" -0.05384, "6/1/2005"."WMT" -0.09087, "6/1/2005"."DIS" -0.0417, 81 "3/1/2005"."MMM" -0.15626, "3/1/2005"."AA" -0.14018, "3/1/2005"."MO" -0.0 1116, "3/1/2005"."AXP" 0.036208, "3/1/2005"."AIG" 0.048547, "3/1/2005"."T " 0.002533, "3/1/2005"."BA" 0.128977, "3/1/2005"."CAT" 0.042323, "3/1/200 5"."C" 0.028705, "3/1/2005"."DD" -0.16062, "3/1/2005"."XOM" -0.03574, "3/ 1/2005"."GE" -0.0391, "3/1/2005"."GM" 0.156856, "3/1/2005"."HPQ" 0.071559 , "3/1/2005"."HON" -0.01559, "3/1/2005"."INTC" 0.120103, "3/1/2005"."IBM" -0.18801, "3/1/2005"."JNJ" -0.03216, "3/1/2005"."JPM" 0.020809, "3/1/200 5"."MCD" -0.10886, "3/1/2005"."MRK" -0.0485, "3/1/2005"."MSFT" 0.02772, " 3/1/2005"."PFE" 0.049867, "3/1/2005"."KO" 0.00192, "3/1/2005"."HD" 0.0172 59, "3/1/2005"."PG" -0.00472, "3/1/2005"."UTX" -0.49488, "3/1/2005"."VZ" -0.02676, "3/1/2005"."WMT" -0.03812, "3/1/2005"."DIS" -0.12356, 82 "12/1/2004"."MMM" 0.044109, "12/1/2004"."AA" -0.03247, "12/1/2004"."MO" 0 .070213, "12/1/2004"."AXP" -0.0887, "12/1/2004"."AIG" -0.15624, "12/1/200 4"."T" -0.08071, "12/1/2004"."BA" 0.129225, "12/1/2004"."CAT" -0.06225, " 12/1/2004"."C" -0.06725, "12/1/2004"."DD" 0.044648, "12/1/2004"."XOM" 0.1 627, "12/1/2004"."GE" -0.01205, "12/1/2004"."GM" -0.26635, "12/1/2004"."H PQ" 0.046257, "12/1/2004"."HON" 0.050833, "12/1/2004"."INTC" -0.00684, "1 2/1/2004"."IBM" -0.07304, "12/1/2004"."JNJ" 0.058972, "12/1/2004"."JPM" - 0.11305, "12/1/2004"."MCD" -0.0287, "12/1/2004"."MRK" 0.007156, "12/1/200 4"."MSFT" -0.09543, "12/1/2004"."PFE" -0.02306, "12/1/2004"."KO" 0.00072, "12/1/2004"."HD" -0.10529, "12/1/2004"."PG" -0.03776, "12/1/2004"."UTX" -0.01635, "12/1/2004"."VZ" -0.12367, "12/1/2004"."WMT" -0.05131, "12/1/20 04"."DIS" 0.033453, 83 "9/1/2004"."MMM" 0.02626, "9/1/2004"."AA" -0.0649, "9/1/2004"."MO" 0.2988 95, "9/1/2004"."AXP" 0.095414, "9/1/2004"."AIG" -0.03412, "9/1/2004"."T" -0.00694, "9/1/2004"."BA" 0.002906, "9/1/2004"."CAT" 0.212057, "9/1/2004" ."C" 0.092022, "9/1/2004"."DD" 0.146028, "9/1/2004"."XOM" 0.060625, "9/1/ 2004"."GE" 0.086957, "9/1/2004"."GM" -0.05697, "9/1/2004"."HPQ" 0.1184, " 9/1/2004"."HON" -0.01255, "9/1/2004"."INTC" 0.166002, "9/1/2004"."IBM" 0. 149755, "9/1/2004"."JNJ" 0.125865, "9/1/2004"."JPM" -0.01812, "9/1/2004". "MCD" 0.143775, "9/1/2004"."MRK" -0.02606, "9/1/2004"."MSFT" -0.03363, "9 /1/2004"."PFE" -0.12124, "9/1/2004"."KO" 0.0397, "9/1/2004"."HD" 0.090306 , "9/1/2004"."PG" 0.017738, "9/1/2004"."UTX" 0.106768, "9/1/2004"."VZ" 0. 028695, "9/1/2004"."WMT" -0.00714, "9/1/2004"."DIS" 0.232816, 84 "6/1/2004"."MMM" -0.11154, "6/1/2004"."AA" 0.016954, "6/1/2004"."MO" -0.0 6014, "6/1/2004"."AXP" 0.001557, "6/1/2004"."AIG" -0.04616, "6/1/2004"."T " 0.070103, "6/1/2004"."BA" 0.010374, "6/1/2004"."CAT" 0.012714, "6/1/200 4"."C" -0.05118, "6/1/2004"."DD" -0.03647, "6/1/2004"."XOM" 0.088268, "6/ 1/2004"."GE" 0.03642, "6/1/2004"."GM" -0.08822, "6/1/2004"."HPQ" -0.11137 , "6/1/2004"."HON" -0.02102, "6/1/2004"."INTC" -0.27319, "6/1/2004"."IBM" -0.02734, "6/1/2004"."JNJ" 0.011311, "6/1/2004"."JPM" 0.024761, "6/1/200 4"."MCD" 0.078077, "6/1/2004"."MRK" -0.30526, "6/1/2004"."MSFT" -0.03186, "6/1/2004"."PFE" -0.10735, "6/1/2004"."KO" -0.20662, "6/1/2004"."HD" 0.1 13636, "6/1/2004"."PG" -0.00588, "6/1/2004"."UTX" 0.02077, "6/1/2004"."VZ " 0.088146, "6/1/2004"."WMT" 0.013333, "6/1/2004"."DIS" -0.11534, 85 "3/1/2004"."MMM" 0.099426, "3/1/2004"."AA" -0.04785, "3/1/2004"."MO" -0.0 8081, "3/1/2004"."AXP" -0.00906, "3/1/2004"."AIG" -0.00098, "3/1/2004"."T " -0.01182, "3/1/2004"."BA" 0.243974, "3/1/2004"."CAT" 0.004679, "3/1/200 4"."C" -0.10058, "3/1/2004"."DD" 0.052108, "3/1/2004"."XOM" 0.067805, "3/ 1/2004"."GE" 0.061599, "3/1/2004"."GM" -0.01397, "3/1/2004"."HPQ" -0.0761 8, "3/1/2004"."HON" 0.082127, "3/1/2004"."INTC" 0.014706, "3/1/2004"."IBM " -0.04018, "3/1/2004"."JNJ" 0.098186, "3/1/2004"."JPM" -0.0758, "3/1/200 4"."MCD" -0.08995, "3/1/2004"."MRK" 0.074904, "3/1/2004"."MSFT" 0.145608, "3/1/2004"."PFE" -0.02197, "3/1/2004"."KO" 0.003579, "3/1/2004"."HD" -0. 05782, "3/1/2004"."PG" -0.48093, "3/1/2004"."UTX" 0.060023, "3/1/2004"."V Z" -0.00958, "3/1/2004"."WMT" -0.12046, "3/1/2004"."DIS" 0.020008, 86 "12/1/2003"."MMM" -0.03716, "12/1/2003"."AA" -0.08711, "12/1/2003"."MO" 0 .000551, "12/1/2003"."AXP" 0.075057, "12/1/2003"."AIG" 0.076494, "12/1/20 03"."T" -0.05869, "12/1/2003"."BA" -0.02539, "12/1/2003"."CAT" -0.04758, "12/1/2003"."C" 0.065101, "12/1/2003"."DD" -0.07997, "12/1/2003"."XOM" 0. 01439, "12/1/2003"."GE" -0.01485, "12/1/2003"."GM" -0.11517, "12/1/2003". "HPQ" -0.00566, "12/1/2003"."HON" 0.012564, "12/1/2003"."INTC" -0.15133, "12/1/2003"."IBM" -0.00906, "12/1/2003"."JNJ" -0.0182, "12/1/2003"."JPM" 0.142118, "12/1/2003"."MCD" 0.150624, "12/1/2003"."MRK" -0.04351, "12/1/2 003"."MSFT" -0.08915, "12/1/2003"."PFE" -0.00793, "12/1/2003"."KO" -0.008 87, "12/1/2003"."HD" 0.052691, "12/1/2003"."PG" 0.05006, "12/1/2003"."UTX " -0.08937, "12/1/2003"."VZ" 0.041619, "12/1/2003"."WMT" 0.125165, "12/1/ 2003"."DIS" 0.071153, 87 "9/2/2003"."MMM" 0.23107, "9/2/2003"."AA" 0.452599, "9/2/2003"."MO" 0.242 466, "9/2/2003"."AXP" 0.070351, "9/2/2003"."AIG" 0.1487, "9/2/2003"."T" 0 .171685, "9/2/2003"."BA" 0.227498, "9/2/2003"."CAT" 0.205985, "9/2/2003". "C" 0.066579, "9/2/2003"."DD" 0.146963, "9/2/2003"."XOM" 0.120219, "9/2/2 003"."GE" 0.039249, "9/2/2003"."GM" 0.304667, "9/2/2003"."HPQ" 0.186467, "9/2/2003"."HON" 0.268691, "9/2/2003"."INTC" 0.164608, "9/2/2003"."IBM" 0 .049247, "9/2/2003"."JNJ" 0.043215, "9/2/2003"."JPM" 0.06991, "9/2/2003". "MCD" 0.0548, "9/2/2003"."MRK" -0.08732, "9/2/2003"."MSFT" -0.01547, "9/2 /2003"."PFE" 0.162936, "9/2/2003"."KO" 0.181331, "9/2/2003"."HD" 0.114286 , "9/2/2003"."PG" 0.076061, "9/2/2003"."UTX" 0.22632, "9/2/2003"."VZ" 0.0 81381, "9/2/2003"."WMT" -0.05013, "9/2/2003"."DIS" 0.156668, 88 "6/2/2003"."MMM" -0.46449, "6/2/2003"."AA" 0.025882, "6/2/2003"."MO" -0.0 3609, "6/2/2003"."AXP" 0.077733, "6/2/2003"."AIG" 0.045669, "6/2/2003"."T " -0.12916, "6/2/2003"."BA" 0.000291, "6/2/2003"."CAT" 0.236795, "6/2/200 3"."C" 0.063318, "6/2/2003"."DD" -0.03915, "6/2/2003"."XOM" 0.019215, "6/ 2/2003"."GE" 0.0394, "6/2/2003"."GM" 0.136944, "6/2/2003"."HPQ" -0.09108, "6/2/2003"."HON" -0.01862, "6/2/2003"."INTC" 0.322441, "6/2/2003"."IBM" 0.070667, "6/2/2003"."JNJ" -0.04217, "6/2/2003"."JPM" 0.004389, "6/2/2003 "."MCD" 0.06709, "6/2/2003"."MRK" -0.164, "6/2/2003"."MSFT" 0.084243, "6/ 2/2003"."PFE" -0.1104, "6/2/2003"."KO" -0.07434, "6/2/2003"."HD" -0.03835 , "6/2/2003"."PG" 0.040816, "6/2/2003"."UTX" 0.091063, "6/2/2003"."VZ" -0 .17769, "6/2/2003"."WMT" 0.040619, "6/2/2003"."DIS" 0.021266, 89 "3/3/2003"."MMM" -0.00808, "3/3/2003"."AA" 0.315789, "3/3/2003"."MO" 0.51 6689, "3/3/2003"."AXP" 0.2582, "3/3/2003"."AIG" 0.115875, "3/3/2003"."T" 0.273679, "3/3/2003"."BA" 0.369513, "3/3/2003"."CAT" 0.131301, "3/3/2003" ."C" 0.24238, "3/3/2003"."DD" 0.071539, "3/3/2003"."XOM" 0.027468, "3/3/2 003"."GE" 0.124706, "3/3/2003"."GM" 0.070791, "3/3/2003"."HPQ" 0.369775, "3/3/2003"."HON" 0.257022, "3/3/2003"."INTC" 0.278256, "3/3/2003"."IBM" 0 .051893, "3/3/2003"."JNJ" -0.10662, "3/3/2003"."JPM" 0.441586, "3/3/2003" ."MCD" 0.525588, "3/3/2003"."MRK" 0.10533, "3/3/2003"."MSFT" 0.059067, "3 /3/2003"."PFE" 0.095956, "3/3/2003"."KO" 0.146492, "3/3/2003"."HD" 0.3596 06, "3/3/2003"."PG" 0.00146, "3/3/2003"."UTX" 0.225857, "3/3/2003"."VZ" 0 .115983, "3/3/2003"."WMT" 0.03152, "3/3/2003"."DIS" 0.1604, 90 "12/2/2002"."MMM" 0.054582, "12/2/2002"."AA" -0.14925, "12/2/2002"."MO" - 0.26079, "12/2/2002"."AXP" -0.05997, "12/2/2002"."AIG" -0.1452, "12/2/200 2"."T" -0.26005, "12/2/2002"."BA" -0.24038, "12/2/2002"."CAT" 0.076115, " 12/2/2002"."C" -0.02103, "12/2/2002"."DD" -0.08349, "12/2/2002"."XOM" 0.0 00286, "12/2/2002"."GE" 0.047228, "12/2/2002"."GM" -0.0879, "12/2/2002"." HPQ" -0.10426, "12/2/2002"."HON" -0.11, "12/2/2002"."INTC" 0.045601, "12/ 2/2002"."IBM" 0.012, "12/2/2002"."JNJ" 0.077453, "12/2/2002"."JPM" -0.012 08, "12/2/2002"."MCD" -0.10075, "12/2/2002"."MRK" -0.03233, "12/2/2002"." MSFT" -0.53172, "12/2/2002"."PFE" 0.0193, "12/2/2002"."KO" -0.07664, "12/ 2/2002"."HD" 0.014155, "12/2/2002"."PG" 0.036188, "12/2/2002"."UTX" -0.06 716, "12/2/2002"."VZ" -0.08774, "12/2/2002"."WMT" 0.030093, "12/2/2002"." 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0.19189, "6/1/2001"."JNJ" 0.108887, "6/1/2001"."JPM" -0.23207, "6/1/2001" ."MCD" 0.002956, "6/1/2001"."MRK" 0.04209, "6/1/2001"."MSFT" -0.29904, "6 /1/2001"."PFE" 0.001248, "6/1/2001"."KO" 0.041111, "6/1/2001"."HD" -0.187 76, "6/1/2001"."PG" 0.140909, "6/1/2001"."UTX" -0.36527, "6/1/2001"."VZ" 0.011402, "6/1/2001"."WMT" 0.014344, "6/1/2001"."DIS" -0.35549, 97 "3/1/2001"."MMM" 0.098171, "3/1/2001"."AA" 0.112656, "3/1/2001"."MO" 0.04 3203, "3/1/2001"."AXP" -0.06053, "3/1/2001"."AIG" 0.056025, "3/1/2001"."T " -0.1024, "3/1/2001"."BA" -0.00197, "3/1/2001"."CAT" 0.12776, "3/1/2001" ."C" 0.174744, "3/1/2001"."DD" 0.185258, "3/1/2001"."XOM" 0.078395, "3/1/ 2001"."GE" 0.170569, "3/1/2001"."GM" 0.24108, "3/1/2001"."HPQ" -0.08539, "3/1/2001"."HON" -0.14461, "3/1/2001"."INTC" 0.111745, "3/1/2001"."IBM" 0 .180079, "3/1/2001"."JNJ" -0.42883, "3/1/2001"."JPM" -0.00958, "3/1/2001" ."MCD" 0.019209, "3/1/2001"."MRK" -0.15797, "3/1/2001"."MSFT" 0.334796, " 3/1/2001"."PFE" -0.02198, "3/1/2001"."KO" -0.00354, "3/1/2001"."HD" 0.096 056, "3/1/2001"."PG" 0.019169, "3/1/2001"."UTX" -0.00055, "3/1/2001"."VZ" 0.085193, "3/1/2001"."WMT" -0.03366, "3/1/2001"."DIS" 0.01014, 98 "12/1/2000"."MMM" -0.13776, "12/1/2000"."AA" 0.073134, "12/1/2000"."MO" 0 .078409, "12/1/2000"."AXP" -0.24827, "12/1/2000"."AIG" -0.18324, "12/1/20 00"."T" -0.06534, "12/1/2000"."BA" -0.15591, "12/1/2000"."CAT" -0.06193, "12/1/2000"."C" -0.11908, "12/1/2000"."DD" -0.15752, "12/1/2000"."XOM" -0 .06832, "12/1/2000"."GE" -0.12683, "12/1/2000"."GM" 0.017864, "12/1/2000" ."HPQ" -0.00919, "12/1/2000"."HON" -0.1376, "12/1/2000"."INTC" -0.12475, "12/1/2000"."IBM" 0.131529, "12/1/2000"."JNJ" -0.16743, "12/1/2000"."JPM" -0.01188, "12/1/2000"."MCD" -0.21912, "12/1/2000"."MRK" -0.18928, "12/1/ 2000"."MSFT" 0.260719, "12/1/2000"."PFE" -0.10978, "12/1/2000"."KO" -0.25 894, "12/1/2000"."HD" -0.05669, "12/1/2000"."PG" -0.20194, "12/1/2000"."U TX" -0.06767, "12/1/2000"."VZ" -0.01656, "12/1/2000"."WMT" -0.0495, "12/1 /2000"."DIS" -0.01175, 99 "9/1/2000"."MMM" 0.322432, "9/1/2000"."AA" 0.323588, "9/1/2000"."MO" 0.49 4565, "9/1/2000"."AXP" -0.09564, "9/1/2000"."AIG" 0.029993, "9/1/2000"."T " -0.0427, "9/1/2000"."BA" 0.023256, "9/1/2000"."CAT" 0.526129, "9/1/2000 "."C" -0.05549, "9/1/2000"."DD" 0.181751, "9/1/2000"."XOM" -0.02435, "9/1 /2000"."GE" -0.17073, "9/1/2000"."GM" -0.21631, "9/1/2000"."HPQ" -0.67464 , "9/1/2000"."HON" 0.327814, "9/1/2000"."INTC" -0.27671, "9/1/2000"."IBM" -0.24525, "9/1/2000"."JNJ" 0.118373, "9/1/2000"."JPM" -0.01624, "9/1/200 0"."MCD" 0.126201, "9/1/2000"."MRK" 0.257657, "9/1/2000"."MSFT" -0.28072, "9/1/2000"."PFE" 0.024043, "9/1/2000"."KO" 0.105387, "9/1/2000"."HD" -0. 13695, "9/1/2000"."PG" 0.170746, "9/1/2000"."UTX" 0.133343, "9/1/2000"."V Z" 0.034889, "9/1/2000"."WMT" 0.103885, "9/1/2000"."DIS" -0.2434, 100 "6/1/2000"."MMM" 0.097831, "6/1/2000"."AA" -0.12724, "6/1/2000"."MO" 0.10 8434, "6/1/2000"."AXP" 0.165356, "6/1/2000"."AIG" -0.18562, "6/1/2000"."T " 0.133636, "6/1/2000"."BA" 0.542693, "6/1/2000"."CAT" -0.08501, "6/1/200 0"."C" -0.10274, "6/1/2000"."DD" -0.0656, "6/1/2000"."XOM" 0.135159, "6/1 /2000"."GE" 0.090755, "6/1/2000"."GM" 0.119532, "6/1/2000"."HPQ" -0.22319 , "6/1/2000"."HON" 0.057584, "6/1/2000"."INTC" -0.68913, "6/1/2000"."IBM" 0.02793, "6/1/2000"."JNJ" -0.07784, "6/1/2000"."JPM" 0.002822, "6/1/2000 "."MCD" -0.08349, "6/1/2000"."MRK" -0.02845, "6/1/2000"."MSFT" -0.24613, "6/1/2000"."PFE" -0.06417, "6/1/2000"."KO" -0.04022, "6/1/2000"."HD" 0.06 0072, "6/1/2000"."PG" 0.180617, "6/1/2000"."UTX" 0.178159, "6/1/2000"."VZ " -0.04664, "6/1/2000"."WMT" -0.16484, "6/1/2000"."DIS" -0.01443, 101 "3/1/2000"."MMM" -0.06278, "3/1/2000"."AA" -0.58719, "3/1/2000"."MO" 0.28 , "3/1/2000"."AXP" -0.64999, "3/1/2000"."AIG" 0.073059, "3/1/2000"."T" 0. 044386, "3/1/2000"."BA" 0.105792, "3/1/2000"."CAT" -0.14097, "3/1/2000"." C" 0.006179, "3/1/2000"."DD" -0.17359, "3/1/2000"."XOM" 0.00641, "3/1/200 0"."GE" -0.65945, "3/1/2000"."GM" -0.29888, "3/1/2000"."HPQ" -0.05801, "3 /1/2000"."HON" -0.3606, "3/1/2000"."INTC" 0.013264, "3/1/2000"."IBM" -0.0 7443, "3/1/2000"."JNJ" 0.450107, "3/1/2000"."JPM" -0.47173, "3/1/2000"."M CD" -0.11878, "3/1/2000"."MRK" 0.233221, "3/1/2000"."MSFT" -0.24706, "3/1 /2000"."PFE" 0.31291, "3/1/2000"."KO" 0.22369, "3/1/2000"."HD" -0.22574, "3/1/2000"."PG" 0, "3/1/2000"."UTX" -0.06821, "3/1/2000"."VZ" -0.16882, " 3/1/2000"."WMT" 0.02, "3/1/2000"."DIS" -0.05915/; 102 103 *This is the quantity of stocks owned for each quarter 104 105 *This is the indicator variable for which stocks are owned during which p eriod 106 binary variable own(Date,Stock); 107 108 *This is the average Standard Deviation for a Quarter 109 positive variable averageSTD(Date); 110 111 *This is the variable that we want to maximize, it's the sum of the slope s 112 free variable slope; 113 114 *This variable gives the profit using the algorithm that we designed to m aximize profits 115 free variable rotationprofit; 116 117 *This variable is the average profit of the entire system, ideally rotati on profit is greater than the average profit 118 free variable averageprofit; 119 120 121 equations 122 calcAvgSTD(Date), 123 MaxSTD(Date), 124 calcRotationProfit, 125 calcAverageProfit, 126 calcqtyMax(Date), 127 calcSlope; 128 129 *This equation calculates the slope that we are trying to maximize 130 calcSlope.. 131 slope =e= sum((Date,Stock),own(Date,Stock) * SlopeOverPrice(Date,Stock) / qtyOwnedMax); 132 133 *This equation calculates the rotation profit 134 calcRotationProfit.. 135 rotationprofit =e= sum((Date,Stock),own(Date,Stock) * QTRCHNG(Date,Stock) / qtyOwnedMax); 136 137 *This equation keeps the maximum quantity owned within its bounds 138 calcqtyMax(Date).. 139 qtyOwnedMax =g= sum(Stock,own(Date,Stock)); 140 141 *This equation calculates the average profit 142 calcAverageProfit.. 143 averageprofit =e= sum((Date,Stock), QTRCHNG(Date,Stock) / qtyTotal); 144 145 *This calculates the average standard deviation (or risk) 146 calcAvgSTD(Date).. 147 averagestd(Date) =e= sum(Stock, STD(Date,Stock) / qtyTotal); 148 149 *This keeps the STD of the basket of stocks chosen below the average 150 MaxSTD(Date).. 151 sum(Stock,own(Date,Stock) * STD(Date,Stock)) / qtyOwnedMax =l= averageSTD (Date); 152 153 model finalproject /all/; 154 solve finalproject using mip maximizing slope; COMPILATION TIME = 0.010 SECONDS 3 Mb LNX225-148 May 29, 2007 GAMS Rev 148 x86/Linux 11/24/07 11:55:45 Page 2 G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m Model Statistics SOLVE finalproject Using MIP From line 154 MODEL STATISTICS BLOCKS OF EQUATIONS 6 SINGLE EQUATIONS 93 BLOCKS OF VARIABLES 5 SINGLE VARIABLES 933 NON ZERO ELEMENTS 3,602 DISCRETE VARIABLES 900 GENERATION TIME = 0.007 SECONDS 4 Mb LNX225-148 May 29, 2007 EXECUTION TIME = 0.008 SECONDS 4 Mb LNX225-148 May 29, 2007 GAMS Rev 148 x86/Linux 11/24/07 11:55:45 Page 3 G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m Solution Report SOLVE finalproject Using MIP From line 154 S O L V E S U M M A R Y MODEL finalproject OBJECTIVE slope TYPE MIP DIRECTION MAXIMIZE SOLVER XPRESS FROM LINE 154 **** SOLVER STATUS 1 NORMAL COMPLETION **** MODEL STATUS 8 INTEGER SOLUTION **** OBJECTIVE VALUE 0.2695 RESOURCE USAGE, LIMIT 0.080 1000.000 ITERATION COUNT, LIMIT 1018 10000 Xpress-MP Jun 1, 2007 LNX.XP.XP 22.5 035.037.041.LX3 Xpress lib 17.10 Xpress-MP licensed by Dash to GAMS Development Corp. for GAMS Type of presolve applied: MIP presolve. LP relaxation solved: objective = 0.271367 calling chgbnds (900,idx,type,bnds) fixing discrete vars and re-solving as an LP. fixed LP solved successfully, objective = 0.269521. Integer solution satisfies relative optimality tolerance of 0.1. MIP solution : 0.269521 Best possible : 0.269622 Absolute gap : 0.000101 optca : 0.000000 Relative gap : 0.000376 optcr : 0.100000 ---- EQU calcAvgSTD LOWER LEVEL UPPER MARGINAL 6/1/2007 4.655 4.655 4.655 EPS 3/1/2007 4.547 4.547 4.547 EPS 12/1/2006 4.575 4.575 4.575 EPS 9/1/2006 4.441 4.441 4.441 EPS 6/1/2006 4.581 4.581 4.581 EPS 3/1/2006 5.199 5.199 5.199 EPS 12/1/2005 5.477 5.477 5.477 EPS 9/1/2005 5.407 5.407 5.407 EPS 6/1/2005 5.120 5.120 5.120 EPS 3/1/2005 5.247 5.247 5.247 EPS 12/1/2004 5.809 5.809 5.809 EPS 9/1/2004 5.743 5.743 5.743 EPS 6/1/2004 5.744 5.744 5.744 EPS 3/1/2004 5.770 5.770 5.770 EPS 12/1/2003 5.941 5.941 5.941 EPS 9/2/2003 6.076 6.076 6.076 EPS 6/2/2003 6.402 6.402 6.402 EPS 3/3/2003 7.884 7.884 7.884 EPS 12/2/2002 7.829 7.829 7.829 EPS 9/3/2002 8.337 8.337 8.337 EPS 6/3/2002 8.773 8.773 8.773 EPS 3/1/2002 11.261 11.261 11.261 EPS 12/3/2001 13.468 13.468 13.468 EPS 9/4/2001 14.455 14.455 14.455 EPS 6/1/2001 13.833 13.833 13.833 EPS 3/1/2001 14.785 14.785 14.785 EPS 12/1/2000 16.271 16.271 16.271 EPS 9/1/2000 16.006 16.006 16.006 EPS 6/1/2000 15.675 15.675 15.675 EPS 3/1/2000 16.164 16.164 16.164 EPS ---- EQU MaxSTD LOWER LEVEL UPPER MARGINAL 6/1/2007 -INF -0.034 . . 3/1/2007 -INF -0.109 . . 12/1/2006 -INF -0.006 . . 9/1/2006 -INF -0.037 . . 6/1/2006 -INF -0.053 . . 3/1/2006 -INF -0.559 . . 12/1/2005 -INF -0.957 . . 9/1/2005 -INF -0.706 . . 6/1/2005 -INF -0.164 . . 3/1/2005 -INF -0.009 . . 12/1/2004 -INF -0.416 . . 9/1/2004 -INF -0.114 . . 6/1/2004 -INF -0.083 . . 3/1/2004 -INF -0.172 . . 12/1/2003 -INF -0.432 . . 9/2/2003 -INF -3.624 . . 6/2/2003 -INF -5.384 . . 3/3/2003 -INF -6.953 . . 12/2/2002 -INF -6.425 . . 9/3/2002 -INF -5.850 . . 6/3/2002 -INF -5.100 . . 3/1/2002 -INF -7.287 . . 12/3/2001 -INF -8.066 . . 9/4/2001 -INF -10.107 . . 6/1/2001 -INF -7.840 . . 3/1/2001 -INF -10.399 . . 12/1/2000 -INF -13.193 . . 9/1/2000 -INF -10.188 . . 6/1/2000 -INF -1.494 . . 3/1/2000 -INF -2.449 . . LOWER LEVEL UPPER MARGINAL ---- EQU calcRotat~ . . . EPS ---- EQU calcAvera~ 0.188 0.188 0.188 EPS ---- EQU calcqtyMax LOWER LEVEL UPPER MARGINAL 6/1/2007 -10.000 -9.000 +INF . 3/1/2007 -10.000 -10.000 +INF . 12/1/2006 -10.000 -10.000 +INF . 9/1/2006 -10.000 -10.000 +INF . 6/1/2006 -10.000 -10.000 +INF . 3/1/2006 -10.000 -10.000 +INF . 12/1/2005 -10.000 -10.000 +INF -1.934E-4 9/1/2005 -10.000 -10.000 +INF . 6/1/2005 -10.000 -10.000 +INF . 3/1/2005 -10.000 -10.000 +INF . 12/1/2004 -10.000 -10.000 +INF . 9/1/2004 -10.000 -10.000 +INF . 6/1/2004 -10.000 -10.000 +INF . 3/1/2004 -10.000 -9.000 +INF . 12/1/2003 -10.000 -9.000 +INF . 9/2/2003 -10.000 -4.000 +INF . 6/2/2003 -10.000 -2.000 +INF . 3/3/2003 -10.000 -1.000 +INF . 12/2/2002 -10.000 -2.000 +INF . 9/3/2002 -10.000 -4.000 +INF . 6/3/2002 -10.000 -6.000 +INF . 3/1/2002 -10.000 -5.000 +INF . 12/3/2001 -10.000 -6.000 +INF . 9/4/2001 -10.000 -5.000 +INF . 6/1/2001 -10.000 -8.000 +INF . 3/1/2001 -10.000 -6.000 +INF . 12/1/2000 -10.000 -4.000 +INF . 9/1/2000 -10.000 -6.000 +INF . 6/1/2000 -10.000 -10.000 +INF . 3/1/2000 -10.000 -10.000 +INF . LOWER LEVEL UPPER MARGINAL ---- EQU calcSlope . . . 1.000 ---- VAR own LOWER LEVEL UPPER MARGINAL 6/1/2007 .MMM . . 1.000 EPS 6/1/2007 .AA . 1.000 1.000 0.001 6/1/2007 .MO . . 1.000 5.7890E-4 6/1/2007 .AXP . . 1.000 6.1540E-4 6/1/2007 .AIG . . 1.000 5.1140E-4 6/1/2007 .T . 1.000 1.000 0.002 6/1/2007 .BA . . 1.000 0.001 6/1/2007 .CAT . . 1.000 7.8520E-4 6/1/2007 .C . 1.000 1.000 7.7520E-4 6/1/2007 .DD . . 1.000 9.9470E-4 6/1/2007 .XOM . . 1.000 0.001 6/1/2007 .GE . . 1.000 3.7730E-4 6/1/2007 .GM . . 1.000 7.3140E-4 6/1/2007 .HPQ . 1.000 1.000 0.002 6/1/2007 .HON . . 1.000 0.001 6/1/2007 .INTC . . 1.000 -7.790E-4 6/1/2007 .IBM . . 1.000 9.5270E-4 6/1/2007 .JNJ . . 1.000 2.1070E-4 6/1/2007 .JPM . 1.000 1.000 0.002 6/1/2007 .MCD . 1.000 1.000 0.002 6/1/2007 .MRK . 1.000 1.000 0.002 6/1/2007 .MSFT . . 1.000 6.2170E-4 6/1/2007 .PFE . . 1.000 4.4030E-4 6/1/2007 .KO . . 1.000 8.0970E-4 6/1/2007 .HD . . 1.000 -3.770E-4 6/1/2007 .PG . . 1.000 6.1280E-4 6/1/2007 .UTX . . 1.000 0.001 6/1/2007 .VZ . 1.000 1.000 9.6790E-4 6/1/2007 .WMT . . 1.000 1.2180E-4 6/1/2007 .DIS . 1.000 1.000 0.002 3/1/2007 .MMM . . 1.000 EPS 3/1/2007 .AA . 1.000 1.000 7.5490E-4 3/1/2007 .MO . . 1.000 0.001 3/1/2007 .AXP . . 1.000 3.7540E-4 3/1/2007 .AIG . . 1.000 7.3020E-4 3/1/2007 .T . 1.000 1.000 0.002 3/1/2007 .BA . . 1.000 0.001 3/1/2007 .CAT . . 1.000 -7.140E-4 3/1/2007 .C . 1.000 1.000 6.4500E-4 3/1/2007 .DD . . 1.000 4.8750E-4 3/1/2007 .XOM . . 1.000 0.001 3/1/2007 .GE . . 1.000 6.5200E-5 3/1/2007 .GM . . 1.000 3.1860E-4 3/1/2007 .HPQ . 1.000 1.000 0.002 3/1/2007 .HON . 1.000 1.000 9.1350E-4 3/1/2007 .INTC . . 1.000 -0.002 3/1/2007 .IBM . . 1.000 7.7600E-4 3/1/2007 .JNJ . . 1.000 -2.300E-5 3/1/2007 .JPM . 1.000 1.000 0.002 3/1/2007 .MCD . 1.000 1.000 0.001 3/1/2007 .MRK . 1.000 1.000 0.002 3/1/2007 .MSFT . . 1.000 4.8310E-4 3/1/2007 .PFE . . 1.000 7.0900E-5 3/1/2007 .KO . . 1.000 4.6450E-4 3/1/2007 .HD . . 1.000 -2.720E-4 3/1/2007 .PG . 1.000 1.000 6.7610E-4 3/1/2007 .UTX . . 1.000 -3.290E-4 3/1/2007 .VZ . . 1.000 4.8660E-4 3/1/2007 .WMT . . 1.000 2.9300E-5 3/1/2007 .DIS . 1.000 1.000 0.001 12/1/2006.MMM . . 1.000 EPS 12/1/2006.AA . . 1.000 3.1160E-4 12/1/2006.MO . . 1.000 9.6050E-4 12/1/2006.AXP . . 1.000 2.7140E-4 12/1/2006.AIG . . 1.000 5.2570E-4 12/1/2006.T . 1.000 1.000 0.001 12/1/2006.BA . 1.000 1.000 0.002 12/1/2006.CAT . . 1.000 -0.002 12/1/2006.C . . 1.000 4.1360E-4 12/1/2006.DD . . 1.000 -3.430E-4 12/1/2006.XOM . . 1.000 9.2440E-4 12/1/2006.GE . . 1.000 -9.300E-5 12/1/2006.GM . . 1.000 -4.870E-4 12/1/2006.HPQ . 1.000 1.000 0.002 12/1/2006.HON . 1.000 1.000 6.6570E-4 12/1/2006.INTC . . 1.000 -0.001 12/1/2006.IBM . . 1.000 9.8000E-5 12/1/2006.JNJ . . 1.000 -1.500E-4 12/1/2006.JPM . 1.000 1.000 0.001 12/1/2006.MCD . 1.000 1.000 0.001 12/1/2006.MRK . 1.000 1.000 0.001 12/1/2006.MSFT . 1.000 1.000 3.0300E-4 12/1/2006.PFE . . 1.000 8.8900E-5 12/1/2006.KO . . 1.000 3.3650E-4 12/1/2006.HD . . 1.000 -3.090E-4 12/1/2006.PG . 1.000 1.000 6.3040E-4 12/1/2006.UTX . . 1.000 -0.002 12/1/2006.VZ . . 1.000 6.4400E-5 12/1/2006.WMT . . 1.000 -2.890E-4 12/1/2006.DIS . 1.000 1.000 7.7140E-4 9/1/2006 .MMM . . 1.000 EPS 9/1/2006 .AA . . 1.000 -1.130E-4 9/1/2006 .MO . 1.000 1.000 0.001 9/1/2006 .AXP . . 1.000 -7.000E-5 9/1/2006 .AIG . . 1.000 2.2350E-4 9/1/2006 .T . 1.000 1.000 7.9810E-4 9/1/2006 .BA . 1.000 1.000 0.002 9/1/2006 .CAT . . 1.000 -0.002 9/1/2006 .C . . 1.000 2.9300E-4 9/1/2006 .DD . . 1.000 -7.850E-4 9/1/2006 .XOM . . 1.000 8.5910E-4 9/1/2006 .GE . . 1.000 -2.610E-4 9/1/2006 .GM . . 1.000 -0.002 9/1/2006 .HPQ . 1.000 1.000 0.002 9/1/2006 .HON . 1.000 1.000 6.4160E-4 9/1/2006 .INTC . . 1.000 -0.001 9/1/2006 .IBM . . 1.000 -6.750E-4 9/1/2006 .JNJ . . 1.000 -2.100E-4 9/1/2006 .JPM . 1.000 1.000 9.0980E-4 9/1/2006 .MCD . 1.000 1.000 6.9420E-4 9/1/2006 .MRK . 1.000 1.000 9.5950E-4 9/1/2006 .MSFT . . 1.000 -1.900E-4 9/1/2006 .PFE . . 1.000 -2.820E-4 9/1/2006 .KO . . 1.000 2.3850E-4 9/1/2006 .HD . . 1.000 -4.970E-4 9/1/2006 .PG . 1.000 1.000 4.9910E-4 9/1/2006 .UTX . . 1.000 -0.003 9/1/2006 .VZ . . 1.000 -6.050E-4 9/1/2006 .WMT . . 1.000 -5.570E-4 9/1/2006 .DIS . 1.000 1.000 4.0790E-4 6/1/2006 .MMM . . 1.000 EPS 6/1/2006 .AA . . 1.000 -2.830E-4 6/1/2006 .MO . 1.000 1.000 0.002 6/1/2006 .AXP . . 1.000 7.3500E-5 6/1/2006 .AIG . . 1.000 -1.810E-4 6/1/2006 .T . . 1.000 2.4730E-4 6/1/2006 .BA . 1.000 1.000 0.002 6/1/2006 .CAT . . 1.000 -0.001 6/1/2006 .C . 1.000 1.000 2.7340E-4 6/1/2006 .DD . . 1.000 -5.160E-4 6/1/2006 .XOM . 1.000 1.000 0.001 6/1/2006 .GE . . 1.000 -9.900E-5 6/1/2006 .GM . . 1.000 -0.003 6/1/2006 .HPQ . 1.000 1.000 0.002 6/1/2006 .HON . 1.000 1.000 6.1790E-4 6/1/2006 .INTC . . 1.000 -5.470E-4 6/1/2006 .IBM . . 1.000 -6.440E-4 6/1/2006 .JNJ . . 1.000 -4.600E-5 6/1/2006 .JPM . 1.000 1.000 4.4980E-4 6/1/2006 .MCD . 1.000 1.000 8.2400E-4 6/1/2006 .MRK . . 1.000 -3.310E-4 6/1/2006 .MSFT . . 1.000 -4.430E-4 6/1/2006 .PFE . . 1.000 -0.001 6/1/2006 .KO . . 1.000 5.3000E-5 6/1/2006 .HD . . 1.000 1.7100E-4 6/1/2006 .PG . 1.000 1.000 4.0720E-4 6/1/2006 .UTX . . 1.000 -0.004 6/1/2006 .VZ . . 1.000 -0.001 6/1/2006 .WMT . . 1.000 -7.110E-4 6/1/2006 .DIS . 1.000 1.000 4.8400E-4 3/1/2006 .MMM . . 1.000 EPS 3/1/2006 .AA . . 1.000 -7.440E-4 3/1/2006 .MO . 1.000 1.000 0.002 3/1/2006 .AXP . . 1.000 1.8500E-4 3/1/2006 .AIG . . 1.000 -4.400E-4 3/1/2006 .T . . 1.000 1.1740E-4 3/1/2006 .BA . 1.000 1.000 0.002 3/1/2006 .CAT . . 1.000 -0.001 3/1/2006 .C . . 1.000 5.9100E-5 3/1/2006 .DD . . 1.000 -3.880E-4 3/1/2006 .XOM . 1.000 1.000 0.001 3/1/2006 .GE . 1.000 1.000 2.4400E-4 3/1/2006 .GM . . 1.000 -0.005 3/1/2006 .HPQ . 1.000 1.000 0.002 3/1/2006 .HON . 1.000 1.000 4.5500E-4 3/1/2006 .INTC . . 1.000 -4.170E-4 3/1/2006 .IBM . . 1.000 -5.280E-4 3/1/2006 .JNJ . 1.000 1.000 3.7180E-4 3/1/2006 .JPM . . 1.000 6.0300E-5 3/1/2006 .MCD . 1.000 1.000 0.001 3/1/2006 .MRK . . 1.000 -0.002 3/1/2006 .MSFT . . 1.000 -9.600E-5 3/1/2006 .PFE . . 1.000 -0.002 3/1/2006 .KO . . 1.000 -5.520E-4 3/1/2006 .HD . 1.000 1.000 5.7220E-4 3/1/2006 .PG . . 1.000 -0.001 3/1/2006 .UTX . . 1.000 -0.004 3/1/2006 .VZ . . 1.000 -9.470E-4 3/1/2006 .WMT . . 1.000 -9.610E-4 3/1/2006 .DIS . 1.000 1.000 3.3630E-4 12/1/2005.MMM . . 1.000 -1.934E-4 12/1/2005.AA . . 1.000 -0.002 12/1/2005.MO . 1.000 1.000 0.001 12/1/2005.AXP . . 1.000 EPS 12/1/2005.AIG . . 1.000 -9.784E-4 12/1/2005.T . . 1.000 -3.574E-4 12/1/2005.BA . 1.000 1.000 0.002 12/1/2005.CAT . . 1.000 -0.002 12/1/2005.C . . 1.000 -4.014E-4 12/1/2005.DD . . 1.000 -2.944E-4 12/1/2005.XOM . 1.000 1.000 0.001 12/1/2005.GE . 1.000 1.000 2.6300E-4 12/1/2005.GM . . 1.000 -0.006 12/1/2005.HPQ . 1.000 1.000 9.7490E-4 12/1/2005.HON . 1.000 1.000 7.9300E-5 12/1/2005.INTC . . 1.000 -5.694E-4 12/1/2005.IBM . . 1.000 -9.064E-4 12/1/2005.JNJ . 1.000 1.000 7.1770E-4 12/1/2005.JPM . . 1.000 -6.384E-4 12/1/2005.MCD . 1.000 1.000 6.9150E-4 12/1/2005.MRK . . 1.000 -0.003 12/1/2005.MSFT . . 1.000 -3.894E-4 12/1/2005.PFE . . 1.000 -0.003 12/1/2005.KO . . 1.000 -0.001 12/1/2005.HD . 1.000 1.000 4.0660E-4 12/1/2005.PG . . 1.000 -0.004 12/1/2005.UTX . . 1.000 -0.004 12/1/2005.VZ . . 1.000 -0.001 12/1/2005.WMT . . 1.000 -0.001 12/1/2005.DIS . 1.000 1.000 1.8400E-5 9/1/2005 .MMM . . 1.000 EPS 9/1/2005 .AA . . 1.000 -0.002 9/1/2005 .MO . 1.000 1.000 0.001 9/1/2005 .AXP . 1.000 1.000 5.5430E-4 9/1/2005 .AIG . . 1.000 -7.910E-4 9/1/2005 .T . . 1.000 -1.400E-4 9/1/2005 .BA . 1.000 1.000 0.002 9/1/2005 .CAT . . 1.000 -4.600E-5 9/1/2005 .C . . 1.000 -3.450E-4 9/1/2005 .DD . . 1.000 2.0530E-4 9/1/2005 .XOM . 1.000 1.000 0.002 9/1/2005 .GE . 1.000 1.000 7.5270E-4 9/1/2005 .GM . . 1.000 -0.003 9/1/2005 .HPQ . . 1.000 4.4390E-4 9/1/2005 .HON . 1.000 1.000 6.3640E-4 9/1/2005 .INTC . . 1.000 -0.001 9/1/2005 .IBM . . 1.000 -7.260E-4 9/1/2005 .JNJ . 1.000 1.000 0.001 9/1/2005 .JPM . . 1.000 -4.810E-4 9/1/2005 .MCD . 1.000 1.000 9.4160E-4 9/1/2005 .MRK . . 1.000 -0.003 9/1/2005 .MSFT . . 1.000 -2.010E-4 9/1/2005 .PFE . . 1.000 -0.002 9/1/2005 .KO . . 1.000 -8.260E-4 9/1/2005 .HD . 1.000 1.000 5.7590E-4 9/1/2005 .PG . . 1.000 -0.004 9/1/2005 .UTX . . 1.000 -0.002 9/1/2005 .VZ . . 1.000 -1.780E-4 9/1/2005 .WMT . . 1.000 -0.001 9/1/2005 .DIS . 1.000 1.000 6.1030E-4 6/1/2005 .MMM . . 1.000 EPS 6/1/2005 .AA . . 1.000 -3.590E-4 6/1/2005 .MO . 1.000 1.000 0.001 6/1/2005 .AXP . 1.000 1.000 7.3130E-4 6/1/2005 .AIG . . 1.000 -4.120E-4 6/1/2005 .T . . 1.000 1.2000E-4 6/1/2005 .BA . 1.000 1.000 0.002 6/1/2005 .CAT . . 1.000 0.001 6/1/2005 .C . . 1.000 -2.100E-5 6/1/2005 .DD . . 1.000 5.9890E-4 6/1/2005 .XOM . 1.000 1.000 0.002 6/1/2005 .GE . 1.000 1.000 0.001 6/1/2005 .GM . . 1.000 -0.002 6/1/2005 .HPQ . . 1.000 -6.600E-5 6/1/2005 .HON . 1.000 1.000 9.4980E-4 6/1/2005 .INTC . . 1.000 -0.001 6/1/2005 .IBM . . 1.000 -3.040E-4 6/1/2005 .JNJ . 1.000 1.000 0.001 6/1/2005 .JPM . . 1.000 3.4800E-5 6/1/2005 .MCD . 1.000 1.000 0.001 6/1/2005 .MRK . . 1.000 -0.003 6/1/2005 .MSFT . . 1.000 -2.280E-4 6/1/2005 .PFE . . 1.000 -0.001 6/1/2005 .KO . . 1.000 -6.500E-4 6/1/2005 .HD . 1.000 1.000 7.9830E-4 6/1/2005 .PG . . 1.000 -0.005 6/1/2005 .UTX . . 1.000 0.001 6/1/2005 .VZ . . 1.000 3.1380E-4 6/1/2005 .WMT . . 1.000 -8.660E-4 6/1/2005 .DIS . 1.000 1.000 0.001 3/1/2005 .MMM . . 1.000 EPS 3/1/2005 .AA . . 1.000 8.2900E-4 3/1/2005 .MO . 1.000 1.000 0.001 3/1/2005 .AXP . 1.000 1.000 0.001 3/1/2005 .AIG . . 1.000 5.4700E-4 3/1/2005 .T . . 1.000 1.7850E-4 3/1/2005 .BA . 1.000 1.000 0.002 3/1/2005 .CAT . . 1.000 0.002 3/1/2005 .C . . 1.000 3.4120E-4 3/1/2005 .DD . . 1.000 5.8550E-4 3/1/2005 .XOM . 1.000 1.000 0.002 3/1/2005 .GE . 1.000 1.000 9.6730E-4 3/1/2005 .GM . . 1.000 -3.930E-4 3/1/2005 .HPQ . . 1.000 -2.900E-6 3/1/2005 .HON . 1.000 1.000 0.001 3/1/2005 .INTC . . 1.000 -5.650E-4 3/1/2005 .IBM . . 1.000 3.4850E-4 3/1/2005 .JNJ . 1.000 1.000 9.0390E-4 3/1/2005 .JPM . . 1.000 6.2680E-4 3/1/2005 .MCD . 1.000 1.000 0.002 3/1/2005 .MRK . . 1.000 -0.004 3/1/2005 .MSFT . . 1.000 8.4500E-5 3/1/2005 .PFE . . 1.000 -0.001 3/1/2005 .KO . . 1.000 -4.130E-4 3/1/2005 .HD . 1.000 1.000 0.001 3/1/2005 .PG . . 1.000 -0.004 3/1/2005 .UTX . . 1.000 0.001 3/1/2005 .VZ . . 1.000 3.0000E-4 3/1/2005 .WMT . . 1.000 -4.190E-4 3/1/2005 .DIS . 1.000 1.000 0.001 12/1/2004.MMM . . 1.000 EPS 12/1/2004.AA . 1.000 1.000 0.002 12/1/2004.MO . . 1.000 0.001 12/1/2004.AXP . 1.000 1.000 0.002 12/1/2004.AIG . . 1.000 0.001 12/1/2004.T . . 1.000 5.2530E-4 12/1/2004.BA . 1.000 1.000 0.002 12/1/2004.CAT . . 1.000 0.002 12/1/2004.C . . 1.000 9.2570E-4 12/1/2004.DD . . 1.000 5.0290E-4 12/1/2004.XOM . 1.000 1.000 0.001 12/1/2004.GE . 1.000 1.000 0.001 12/1/2004.GM . . 1.000 8.6010E-4 12/1/2004.HPQ . . 1.000 5.1930E-4 12/1/2004.HON . 1.000 1.000 0.002 12/1/2004.INTC . . 1.000 8.4470E-4 12/1/2004.IBM . . 1.000 5.3790E-4 12/1/2004.JNJ . . 1.000 4.4560E-4 12/1/2004.JPM . 1.000 1.000 0.002 12/1/2004.MCD . 1.000 1.000 0.002 12/1/2004.MRK . . 1.000 -0.003 12/1/2004.MSFT . . 1.000 -3.600E-4 12/1/2004.PFE . . 1.000 -7.600E-5 12/1/2004.KO . . 1.000 1.7980E-4 12/1/2004.HD . 1.000 1.000 0.002 12/1/2004.PG . . 1.000 -0.003 12/1/2004.UTX . . 1.000 0.002 12/1/2004.VZ . . 1.000 4.0980E-4 12/1/2004.WMT . . 1.000 1.0740E-4 12/1/2004.DIS . 1.000 1.000 0.001 9/1/2004 .MMM . . 1.000 EPS 9/1/2004 .AA . 1.000 1.000 0.002 9/1/2004 .MO . . 1.000 0.002 9/1/2004 .AXP . 1.000 1.000 0.002 9/1/2004 .AIG . . 1.000 0.001 9/1/2004 .T . . 1.000 6.1400E-5 9/1/2004 .BA . 1.000 1.000 0.002 9/1/2004 .CAT . . 1.000 0.002 9/1/2004 .C . 1.000 1.000 0.001 9/1/2004 .DD . . 1.000 3.0150E-4 9/1/2004 .XOM . . 1.000 0.001 9/1/2004 .GE . . 1.000 0.001 9/1/2004 .GM . . 1.000 0.001 9/1/2004 .HPQ . . 1.000 9.7540E-4 9/1/2004 .HON . 1.000 1.000 0.002 9/1/2004 .INTC . 1.000 1.000 0.002 9/1/2004 .IBM . . 1.000 5.5790E-4 9/1/2004 .JNJ . . 1.000 -1.800E-5 9/1/2004 .JPM . 1.000 1.000 0.002 9/1/2004 .MCD . 1.000 1.000 0.002 9/1/2004 .MRK . . 1.000 -0.002 9/1/2004 .MSFT . . 1.000 -0.003 9/1/2004 .PFE . . 1.000 5.2580E-4 9/1/2004 .KO . . 1.000 5.5470E-4 9/1/2004 .HD . 1.000 1.000 0.002 9/1/2004 .PG . . 1.000 -0.001 9/1/2004 .UTX . . 1.000 0.002 9/1/2004 .VZ . . 1.000 -6.100E-5 9/1/2004 .WMT . . 1.000 2.8790E-4 9/1/2004 .DIS . 1.000 1.000 0.002 6/1/2004 .MMM . . 1.000 EPS 6/1/2004 .AA . 1.000 1.000 0.002 6/1/2004 .MO . 1.000 1.000 0.001 6/1/2004 .AXP . 1.000 1.000 0.002 6/1/2004 .AIG . . 1.000 8.8390E-4 6/1/2004 .T . . 1.000 -1.170E-4 6/1/2004 .BA . . 1.000 0.001 6/1/2004 .CAT . . 1.000 0.003 6/1/2004 .C . 1.000 1.000 0.002 6/1/2004 .DD . . 1.000 4.2260E-4 6/1/2004 .XOM . . 1.000 9.5990E-4 6/1/2004 .GE . . 1.000 7.6950E-4 6/1/2004 .GM . . 1.000 9.4930E-4 6/1/2004 .HPQ . 1.000 1.000 0.002 6/1/2004 .HON . . 1.000 0.001 6/1/2004 .INTC . 1.000 1.000 0.003 6/1/2004 .IBM . . 1.000 0.001 6/1/2004 .JNJ . . 1.000 -1.860E-4 6/1/2004 .JPM . 1.000 1.000 0.002 6/1/2004 .MCD . 1.000 1.000 0.002 6/1/2004 .MRK . . 1.000 -8.170E-4 6/1/2004 .MSFT . . 1.000 -0.004 6/1/2004 .PFE . . 1.000 6.5550E-4 6/1/2004 .KO . . 1.000 4.1830E-4 6/1/2004 .HD . 1.000 1.000 0.001 6/1/2004 .PG . . 1.000 8.1220E-4 6/1/2004 .UTX . . 1.000 0.002 6/1/2004 .VZ . . 1.000 1.7520E-4 6/1/2004 .WMT . . 1.000 5.7780E-4 6/1/2004 .DIS . 1.000 1.000 0.002 3/1/2004 .MMM . . 1.000 EPS 3/1/2004 .AA . 1.000 1.000 8.7750E-4 3/1/2004 .MO . . 1.000 4.8980E-4 3/1/2004 .AXP . 1.000 1.000 0.001 3/1/2004 .AIG . . 1.000 1.5210E-4 3/1/2004 .T . . 1.000 -9.830E-4 3/1/2004 .BA . . 1.000 6.9600E-5 3/1/2004 .CAT . 1.000 1.000 0.002 3/1/2004 .C . 1.000 1.000 0.001 3/1/2004 .DD . . 1.000 1.0020E-4 3/1/2004 .XOM . . 1.000 3.1420E-4 3/1/2004 .GE . . 1.000 3.5970E-4 3/1/2004 .GM . . 1.000 -5.150E-4 3/1/2004 .HPQ . 1.000 1.000 0.002 3/1/2004 .HON . . 1.000 1.3210E-4 3/1/2004 .INTC . 1.000 1.000 0.002 3/1/2004 .IBM . . 1.000 0.001 3/1/2004 .JNJ . . 1.000 -6.550E-4 3/1/2004 .JPM . 1.000 1.000 0.001 3/1/2004 .MCD . . 1.000 3.7050E-4 3/1/2004 .MRK . . 1.000 -7.870E-4 3/1/2004 .MSFT . . 1.000 -0.006 3/1/2004 .PFE . . 1.000 1.8300E-4 3/1/2004 .KO . . 1.000 -3.840E-4 3/1/2004 .HD . . 1.000 1.8740E-4 3/1/2004 .PG . . 1.000 5.7300E-4 3/1/2004 .UTX . . 1.000 0.002 3/1/2004 .VZ . . 1.000 -2.690E-4 3/1/2004 .WMT . 1.000 1.000 4.1010E-4 3/1/2004 .DIS . 1.000 1.000 0.001 12/1/2003.MMM . . 1.000 EPS 12/1/2003.AA . . 1.000 -5.670E-4 12/1/2003.MO . . 1.000 -5.560E-4 12/1/2003.AXP . 1.000 1.000 8.4670E-4 12/1/2003.AIG . . 1.000 -8.690E-4 12/1/2003.T . . 1.000 -0.002 12/1/2003.BA . . 1.000 -9.840E-4 12/1/2003.CAT . 1.000 1.000 0.001 12/1/2003.C . 1.000 1.000 3.1850E-4 12/1/2003.DD . . 1.000 -2.700E-4 12/1/2003.XOM . . 1.000 -3.580E-4 12/1/2003.GE . . 1.000 -8.370E-4 12/1/2003.GM . . 1.000 -0.001 12/1/2003.HPQ . 1.000 1.000 7.9120E-4 12/1/2003.HON . . 1.000 -0.001 12/1/2003.INTC . 1.000 1.000 3.2770E-4 12/1/2003.IBM . . 1.000 -7.500E-5 12/1/2003.JNJ . . 1.000 -9.210E-4 12/1/2003.JPM . 1.000 1.000 4.8530E-4 12/1/2003.MCD . . 1.000 -8.680E-4 12/1/2003.MRK . . 1.000 -8.060E-4 12/1/2003.MSFT . . 1.000 -0.007 12/1/2003.PFE . . 1.000 -7.920E-4 12/1/2003.KO . . 1.000 -5.970E-4 12/1/2003.HD . . 1.000 -0.002 12/1/2003.PG . 1.000 1.000 3.6320E-4 12/1/2003.UTX . 1.000 1.000 7.1340E-4 12/1/2003.VZ . . 1.000 -0.001 12/1/2003.WMT . . 1.000 -1.530E-4 12/1/2003.DIS . 1.000 1.000 1.3940E-4 9/2/2003 .MMM . . 1.000 EPS 9/2/2003 .AA . . 1.000 -0.002 9/2/2003 .MO . . 1.000 -0.001 9/2/2003 .AXP . 1.000 1.000 7.3090E-4 9/2/2003 .AIG . . 1.000 -0.002 9/2/2003 .T . . 1.000 -0.004 9/2/2003 .BA . . 1.000 -0.001 9/2/2003 .CAT . 1.000 1.000 7.7560E-4 9/2/2003 .C . . 1.000 -6.320E-4 9/2/2003 .DD . . 1.000 -3.350E-4 9/2/2003 .XOM . . 1.000 -6.370E-4 9/2/2003 .GE . . 1.000 -0.002 9/2/2003 .GM . . 1.000 -0.002 9/2/2003 .HPQ . . 1.000 -2.300E-5 9/2/2003 .HON . . 1.000 -0.002 9/2/2003 .INTC . . 1.000 -0.001 9/2/2003 .IBM . . 1.000 -0.001 9/2/2003 .JNJ . . 1.000 -8.260E-4 9/2/2003 .JPM . . 1.000 -5.990E-4 9/2/2003 .MCD . . 1.000 -0.002 9/2/2003 .MRK . . 1.000 -6.200E-4 9/2/2003 .MSFT . . 1.000 -0.007 9/2/2003 .PFE . . 1.000 -0.002 9/2/2003 .KO . . 1.000 -8.330E-4 9/2/2003 .HD . . 1.000 -0.003 9/2/2003 .PG . 1.000 1.000 4.2300E-4 9/2/2003 .UTX . 1.000 1.000 3.8370E-4 9/2/2003 .VZ . . 1.000 -0.002 9/2/2003 .WMT . . 1.000 -2.270E-4 9/2/2003 .DIS . . 1.000 -4.170E-4 6/2/2003 .MMM . . 1.000 EPS 6/2/2003 .AA . . 1.000 -0.003 6/2/2003 .MO . . 1.000 -0.001 6/2/2003 .AXP . 1.000 1.000 3.1090E-4 6/2/2003 .AIG . . 1.000 -0.003 6/2/2003 .T . . 1.000 -0.004 6/2/2003 .BA . . 1.000 -0.002 6/2/2003 .CAT . . 1.000 -1.260E-4 6/2/2003 .C . . 1.000 -0.001 6/2/2003 .DD . . 1.000 -2.550E-4 6/2/2003 .XOM . . 1.000 -8.730E-4 6/2/2003 .GE . . 1.000 -0.003 6/2/2003 .GM . . 1.000 -0.003 6/2/2003 .HPQ . . 1.000 -8.640E-4 6/2/2003 .HON . . 1.000 -0.002 6/2/2003 .INTC . . 1.000 -0.003 6/2/2003 .IBM . . 1.000 -0.002 6/2/2003 .JNJ . . 1.000 -2.950E-4 6/2/2003 .JPM . . 1.000 -0.002 6/2/2003 .MCD . . 1.000 -0.003 6/2/2003 .MRK . . 1.000 -7.800E-4 6/2/2003 .MSFT . . 1.000 -0.006 6/2/2003 .PFE . . 1.000 -0.002 6/2/2003 .KO . . 1.000 -5.360E-4 6/2/2003 .HD . . 1.000 -0.003 6/2/2003 .PG . 1.000 1.000 7.5460E-4 6/2/2003 .UTX . . 1.000 -5.800E-5 6/2/2003 .VZ . . 1.000 -0.002 6/2/2003 .WMT . . 1.000 -2.600E-4 6/2/2003 .DIS . . 1.000 -0.001 3/3/2003 .MMM . . 1.000 EPS 3/3/2003 .AA . . 1.000 -0.005 3/3/2003 .MO . . 1.000 -0.002 3/3/2003 .AXP . . 1.000 -4.450E-4 3/3/2003 .AIG . . 1.000 -0.003 3/3/2003 .T . . 1.000 -0.005 3/3/2003 .BA . . 1.000 -0.005 3/3/2003 .CAT . . 1.000 -6.090E-4 3/3/2003 .C . . 1.000 -0.002 3/3/2003 .DD . . 1.000 -6.020E-4 3/3/2003 .XOM . . 1.000 -0.005 3/3/2003 .GE . . 1.000 -0.004 3/3/2003 .GM . . 1.000 -0.003 3/3/2003 .HPQ . . 1.000 -0.003 3/3/2003 .HON . . 1.000 -0.004 3/3/2003 .INTC . . 1.000 -0.004 3/3/2003 .IBM . . 1.000 -0.003 3/3/2003 .JNJ . . 1.000 -0.001 3/3/2003 .JPM . . 1.000 -0.005 3/3/2003 .MCD . . 1.000 -0.005 3/3/2003 .MRK . . 1.000 -0.002 3/3/2003 .MSFT . . 1.000 -0.006 3/3/2003 .PFE . . 1.000 -0.002 3/3/2003 .KO . . 1.000 -3.070E-4 3/3/2003 .HD . . 1.000 -0.005 3/3/2003 .PG . 1.000 1.000 0.001 3/3/2003 .UTX . . 1.000 -9.190E-4 3/3/2003 .VZ . . 1.000 -0.003 3/3/2003 .WMT . . 1.000 -1.610E-4 3/3/2003 .DIS . . 1.000 -0.003 12/2/2002.MMM . . 1.000 EPS 12/2/2002.AA . . 1.000 -0.003 12/2/2002.MO . . 1.000 -5.610E-4 12/2/2002.AXP . . 1.000 -7.790E-4 12/2/2002.AIG . . 1.000 -0.002 12/2/2002.T . . 1.000 -0.004 12/2/2002.BA . . 1.000 -0.004 12/2/2002.CAT . . 1.000 -1.920E-4 12/2/2002.C . . 1.000 -0.002 12/2/2002.DD . . 1.000 -1.770E-4 12/2/2002.XOM . . 1.000 -0.007 12/2/2002.GE . . 1.000 -0.004 12/2/2002.GM . . 1.000 -0.002 12/2/2002.HPQ . . 1.000 -0.004 12/2/2002.HON . . 1.000 -0.004 12/2/2002.INTC . . 1.000 -0.004 12/2/2002.IBM . . 1.000 -0.002 12/2/2002.JNJ . . 1.000 -0.003 12/2/2002.JPM . . 1.000 -0.005 12/2/2002.MCD . . 1.000 -0.003 12/2/2002.MRK . . 1.000 -0.002 12/2/2002.MSFT . . 1.000 -0.001 12/2/2002.PFE . . 1.000 -0.002 12/2/2002.KO . . 1.000 -3.900E-5 12/2/2002.HD . . 1.000 -0.004 12/2/2002.PG . 1.000 1.000 0.001 12/2/2002.UTX . . 1.000 -9.590E-4 12/2/2002.VZ . . 1.000 -0.002 12/2/2002.WMT . 1.000 1.000 1.2340E-4 12/2/2002.DIS . . 1.000 -0.004 9/3/2002 .MMM . . 1.000 EPS 9/3/2002 .AA . . 1.000 -0.001 9/3/2002 .MO . 1.000 1.000 6.7400E-4 9/3/2002 .AXP . . 1.000 -0.002 9/3/2002 .AIG . . 1.000 -0.003 9/3/2002 .T . . 1.000 -0.006 9/3/2002 .BA . . 1.000 -0.004 9/3/2002 .CAT . 1.000 1.000 6.1850E-4 9/3/2002 .C . . 1.000 -0.002 9/3/2002 .DD . . 1.000 -3.300E-4 9/3/2002 .XOM . . 1.000 -0.009 9/3/2002 .GE . . 1.000 -0.004 9/3/2002 .GM . . 1.000 -5.830E-4 9/3/2002 .HPQ . . 1.000 -0.009 9/3/2002 .HON . . 1.000 -0.004 9/3/2002 .INTC . . 1.000 -0.005 9/3/2002 .IBM . . 1.000 -0.002 9/3/2002 .JNJ . . 1.000 -0.004 9/3/2002 .JPM . . 1.000 -0.005 9/3/2002 .MCD . . 1.000 -0.002 9/3/2002 .MRK . . 1.000 -0.004 9/3/2002 .MSFT . . 1.000 -0.001 9/3/2002 .PFE . . 1.000 -0.002 9/3/2002 .KO . . 1.000 -4.840E-4 9/3/2002 .HD . . 1.000 -0.002 9/3/2002 .PG . 1.000 1.000 0.001 9/3/2002 .UTX . . 1.000 -9.580E-4 9/3/2002 .VZ . . 1.000 -0.004 9/3/2002 .WMT . 1.000 1.000 3.9510E-4 9/3/2002 .DIS . . 1.000 -0.005 6/3/2002 .MMM . . 1.000 EPS 6/3/2002 .AA . 1.000 1.000 6.7190E-4 6/3/2002 .MO . 1.000 1.000 0.002 6/3/2002 .AXP . . 1.000 -0.003 6/3/2002 .AIG . . 1.000 -0.002 6/3/2002 .T . . 1.000 -0.002 6/3/2002 .BA . . 1.000 -0.002 6/3/2002 .CAT . 1.000 1.000 0.002 6/3/2002 .C . . 1.000 -0.002 6/3/2002 .DD . 1.000 1.000 4.2100E-5 6/3/2002 .XOM . . 1.000 -0.007 6/3/2002 .GE . . 1.000 -0.004 6/3/2002 .GM . . 1.000 -3.780E-4 6/3/2002 .HPQ . . 1.000 -0.020 6/3/2002 .HON . . 1.000 -0.001 6/3/2002 .INTC . . 1.000 -0.007 6/3/2002 .IBM . . 1.000 -0.001 6/3/2002 .JNJ . . 1.000 -0.004 6/3/2002 .JPM . . 1.000 -0.002 6/3/2002 .MCD . . 1.000 -6.060E-4 6/3/2002 .MRK . . 1.000 -0.003 6/3/2002 .MSFT . . 1.000 -6.060E-4 6/3/2002 .PFE . . 1.000 -9.880E-4 6/3/2002 .KO . . 1.000 -6.150E-4 6/3/2002 .HD . . 1.000 -3.620E-4 6/3/2002 .PG . 1.000 1.000 0.001 6/3/2002 .UTX . . 1.000 -1.690E-4 6/3/2002 .VZ . . 1.000 -8.990E-4 6/3/2002 .WMT . 1.000 1.000 6.5530E-4 6/3/2002 .DIS . . 1.000 -0.004 3/1/2002 .MMM . . 1.000 EPS 3/1/2002 .AA . . 1.000 -5.450E-4 3/1/2002 .MO . 1.000 1.000 0.002 3/1/2002 .AXP . . 1.000 -0.005 3/1/2002 .AIG . . 1.000 -0.002 3/1/2002 .T . . 1.000 -0.001 3/1/2002 .BA . . 1.000 -0.001 3/1/2002 .CAT . 1.000 1.000 0.002 3/1/2002 .C . . 1.000 -0.001 3/1/2002 .DD . . 1.000 -1.970E-4 3/1/2002 .XOM . . 1.000 -0.006 3/1/2002 .GE . . 1.000 -0.005 3/1/2002 .GM . . 1.000 -0.001 3/1/2002 .HPQ . . 1.000 -0.027 3/1/2002 .HON . . 1.000 -0.002 3/1/2002 .INTC . . 1.000 -0.011 3/1/2002 .IBM . . 1.000 -1.540E-4 3/1/2002 .JNJ . . 1.000 -0.003 3/1/2002 .JPM . . 1.000 -0.003 3/1/2002 .MCD . . 1.000 -0.001 3/1/2002 .MRK . . 1.000 -0.002 3/1/2002 .MSFT . . 1.000 -5.210E-4 3/1/2002 .PFE . . 1.000 -5.440E-4 3/1/2002 .KO . . 1.000 -9.660E-4 3/1/2002 .HD . . 1.000 -2.870E-4 3/1/2002 .PG . 1.000 1.000 0.001 3/1/2002 .UTX . 1.000 1.000 1.7300E-4 3/1/2002 .VZ . . 1.000 -4.750E-4 3/1/2002 .WMT . 1.000 1.000 3.2690E-4 3/1/2002 .DIS . . 1.000 -0.004 12/3/2001.MMM . . 1.000 EPS 12/3/2001.AA . . 1.000 -0.003 12/3/2001.MO . 1.000 1.000 0.003 12/3/2001.AXP . . 1.000 -0.013 12/3/2001.AIG . . 1.000 -0.002 12/3/2001.T . . 1.000 -3.380E-4 12/3/2001.BA . 1.000 1.000 8.4600E-5 12/3/2001.CAT . 1.000 1.000 0.001 12/3/2001.C . . 1.000 -0.001 12/3/2001.DD . . 1.000 -0.001 12/3/2001.XOM . . 1.000 -0.005 12/3/2001.GE . . 1.000 -0.010 12/3/2001.GM . . 1.000 -0.003 12/3/2001.HPQ . . 1.000 -0.029 12/3/2001.HON . . 1.000 -0.002 12/3/2001.INTC . . 1.000 -0.015 12/3/2001.IBM . . 1.000 -1.240E-4 12/3/2001.JNJ . . 1.000 -0.002 12/3/2001.JPM . . 1.000 -0.005 12/3/2001.MCD . . 1.000 -0.002 12/3/2001.MRK . . 1.000 -5.650E-4 12/3/2001.MSFT . . 1.000 -0.002 12/3/2001.PFE . 1.000 1.000 1.5790E-4 12/3/2001.KO . . 1.000 -8.260E-4 12/3/2001.HD . . 1.000 -0.001 12/3/2001.PG . 1.000 1.000 5.8500E-5 12/3/2001.UTX . 1.000 1.000 5.2180E-4 12/3/2001.VZ . . 1.000 -4.800E-4 12/3/2001.WMT . . 1.000 -1.130E-4 12/3/2001.DIS . . 1.000 -0.005 9/4/2001 .MMM . . 1.000 EPS 9/4/2001 .AA . . 1.000 -0.005 9/4/2001 .MO . 1.000 1.000 0.003 9/4/2001 .AXP . . 1.000 -0.021 9/4/2001 .AIG . . 1.000 -0.002 9/4/2001 .T . . 1.000 -2.560E-4 9/4/2001 .BA . 1.000 1.000 0.002 9/4/2001 .CAT . 1.000 1.000 7.5470E-4 9/4/2001 .C . . 1.000 -0.001 9/4/2001 .DD . . 1.000 -0.002 9/4/2001 .XOM . . 1.000 -0.002 9/4/2001 .GE . . 1.000 -0.014 9/4/2001 .GM . . 1.000 -0.003 9/4/2001 .HPQ . . 1.000 -0.033 9/4/2001 .HON . . 1.000 -0.003 9/4/2001 .INTC . . 1.000 -0.021 9/4/2001 .IBM . . 1.000 -3.010E-4 9/4/2001 .JNJ . . 1.000 -0.002 9/4/2001 .JPM . . 1.000 -0.006 9/4/2001 .MCD . . 1.000 -0.002 9/4/2001 .MRK . . 1.000 -7.400E-5 9/4/2001 .MSFT . . 1.000 -0.004 9/4/2001 .PFE . 1.000 1.000 5.5580E-4 9/4/2001 .KO . . 1.000 -0.001 9/4/2001 .HD . . 1.000 -0.003 9/4/2001 .PG . . 1.000 -0.002 9/4/2001 .UTX . 1.000 1.000 0.002 9/4/2001 .VZ . . 1.000 -6.970E-4 9/4/2001 .WMT . . 1.000 -7.500E-4 9/4/2001 .DIS . . 1.000 -0.002 6/1/2001 .MMM . . 1.000 EPS 6/1/2001 .AA . . 1.000 -0.004 6/1/2001 .MO . 1.000 1.000 0.002 6/1/2001 .AXP . . 1.000 -0.016 6/1/2001 .AIG . . 1.000 -0.001 6/1/2001 .T . . 1.000 -6.090E-4 6/1/2001 .BA . 1.000 1.000 0.002 6/1/2001 .CAT . . 1.000 -5.360E-4 6/1/2001 .C . 1.000 1.000 3.9000E-5 6/1/2001 .DD . . 1.000 -0.002 6/1/2001 .XOM . 1.000 1.000 5.5360E-4 6/1/2001 .GE . . 1.000 -0.010 6/1/2001 .GM . . 1.000 -0.001 6/1/2001 .HPQ . . 1.000 -0.015 6/1/2001 .HON . . 1.000 -0.002 6/1/2001 .INTC . . 1.000 -0.012 6/1/2001 .IBM . . 1.000 -4.320E-4 6/1/2001 .JNJ . . 1.000 -6.010E-4 6/1/2001 .JPM . . 1.000 -0.005 6/1/2001 .MCD . . 1.000 -0.003 6/1/2001 .MRK . 1.000 1.000 7.1380E-4 6/1/2001 .MSFT . . 1.000 -0.003 6/1/2001 .PFE . 1.000 1.000 0.001 6/1/2001 .KO . . 1.000 -7.830E-4 6/1/2001 .HD . . 1.000 -0.003 6/1/2001 .PG . . 1.000 -0.003 6/1/2001 .UTX . 1.000 1.000 0.001 6/1/2001 .VZ . . 1.000 -0.001 6/1/2001 .WMT . . 1.000 -1.060E-4 6/1/2001 .DIS . 1.000 1.000 1.3330E-4 3/1/2001 .MMM . . 1.000 EPS 3/1/2001 .AA . . 1.000 -0.005 3/1/2001 .MO . 1.000 1.000 7.7470E-4 3/1/2001 .AXP . . 1.000 -0.013 3/1/2001 .AIG . . 1.000 -0.001 3/1/2001 .T . . 1.000 -6.130E-4 3/1/2001 .BA . 1.000 1.000 0.002 3/1/2001 .CAT . . 1.000 -0.002 3/1/2001 .C . . 1.000 -3.800E-4 3/1/2001 .DD . . 1.000 -0.003 3/1/2001 .XOM . 1.000 1.000 3.9390E-4 3/1/2001 .GE . . 1.000 -0.010 3/1/2001 .GM . . 1.000 -0.002 3/1/2001 .HPQ . . 1.000 -0.008 3/1/2001 .HON . . 1.000 -0.002 3/1/2001 .INTC . . 1.000 -0.006 3/1/2001 .IBM . . 1.000 -0.002 3/1/2001 .JNJ . . 1.000 -4.900E-5 3/1/2001 .JPM . . 1.000 -0.005 3/1/2001 .MCD . . 1.000 -0.003 3/1/2001 .MRK . 1.000 1.000 9.3800E-4 3/1/2001 .MSFT . . 1.000 -0.003 3/1/2001 .PFE . . 1.000 -0.004 3/1/2001 .KO . . 1.000 -8.280E-4 3/1/2001 .HD . . 1.000 -0.003 3/1/2001 .PG . . 1.000 -0.003 3/1/2001 .UTX . . 1.000 -4.070E-4 3/1/2001 .VZ . . 1.000 -0.001 3/1/2001 .WMT . 1.000 1.000 3.9630E-4 3/1/2001 .DIS . 1.000 1.000 7.0170E-4 12/1/2000.MMM . . 1.000 EPS 12/1/2000.AA . . 1.000 -0.004 12/1/2000.MO . . 1.000 -8.250E-4 12/1/2000.AXP . . 1.000 -0.006 12/1/2000.AIG . . 1.000 -7.390E-4 12/1/2000.T . . 1.000 -6.190E-4 12/1/2000.BA . 1.000 1.000 0.002 12/1/2000.CAT . . 1.000 -0.002 12/1/2000.C . . 1.000 -1.950E-4 12/1/2000.DD . . 1.000 -0.002 12/1/2000.XOM . 1.000 1.000 7.0490E-4 12/1/2000.GE . . 1.000 -0.006 12/1/2000.GM . . 1.000 -0.002 12/1/2000.HPQ . . 1.000 -4.480E-4 12/1/2000.HON . . 1.000 -0.001 12/1/2000.INTC . . 1.000 -0.005 12/1/2000.IBM . . 1.000 -0.004 12/1/2000.JNJ . 1.000 1.000 1.1110E-4 12/1/2000.JPM . . 1.000 -0.004 12/1/2000.MCD . . 1.000 -0.004 12/1/2000.MRK . . 1.000 -3.020E-4 12/1/2000.MSFT . . 1.000 -0.007 12/1/2000.PFE . . 1.000 -0.008 12/1/2000.KO . . 1.000 -5.910E-4 12/1/2000.HD . . 1.000 -0.002 12/1/2000.PG . . 1.000 -0.002 12/1/2000.UTX . . 1.000 -0.003 12/1/2000.VZ . . 1.000 -9.050E-4 12/1/2000.WMT . . 1.000 -0.002 12/1/2000.DIS . 1.000 1.000 0.001 9/1/2000 .MMM . . 1.000 EPS 9/1/2000 .AA . . 1.000 -0.005 9/1/2000 .MO . . 1.000 -0.004 9/1/2000 .AXP . . 1.000 -0.002 9/1/2000 .AIG . . 1.000 -1.570E-4 9/1/2000 .T . . 1.000 -8.820E-4 9/1/2000 .BA . 1.000 1.000 9.0520E-4 9/1/2000 .CAT . . 1.000 -0.003 9/1/2000 .C . 1.000 1.000 5.2550E-4 9/1/2000 .DD . . 1.000 -0.002 9/1/2000 .XOM . 1.000 1.000 5.4120E-4 9/1/2000 .GE . . 1.000 -0.002 9/1/2000 .GM . . 1.000 -4.550E-4 9/1/2000 .HPQ . 1.000 1.000 0.003 9/1/2000 .HON . . 1.000 -5.920E-4 9/1/2000 .INTC . . 1.000 -0.001 9/1/2000 .IBM . . 1.000 -0.003 9/1/2000 .JNJ . 1.000 1.000 1.6130E-4 9/1/2000 .JPM . . 1.000 -0.001 9/1/2000 .MCD . . 1.000 -0.006 9/1/2000 .MRK . . 1.000 -0.004 9/1/2000 .MSFT . . 1.000 -0.004 9/1/2000 .PFE . . 1.000 -0.010 9/1/2000 .KO . . 1.000 -0.001 9/1/2000 .HD . . 1.000 -2.650E-4 9/1/2000 .PG . . 1.000 -0.002 9/1/2000 .UTX . . 1.000 -0.004 9/1/2000 .VZ . . 1.000 -5.980E-4 9/1/2000 .WMT . . 1.000 -0.002 9/1/2000 .DIS . 1.000 1.000 0.001 6/1/2000 .MMM . . 1.000 EPS 6/1/2000 .AA . . 1.000 -0.001 6/1/2000 .MO . . 1.000 -0.005 6/1/2000 .AXP . 1.000 1.000 0.003 6/1/2000 .AIG . . 1.000 2.3050E-4 6/1/2000 .T . . 1.000 -2.380E-4 6/1/2000 .BA . 1.000 1.000 6.9650E-4 6/1/2000 .CAT . . 1.000 -0.001 6/1/2000 .C . . 1.000 4.4740E-4 6/1/2000 .DD . . 1.000 -6.740E-4 6/1/2000 .XOM . 1.000 1.000 6.4020E-4 6/1/2000 .GE . 1.000 1.000 0.003 6/1/2000 .GM . . 1.000 5.1510E-4 6/1/2000 .HPQ . 1.000 1.000 0.003 6/1/2000 .HON . 1.000 1.000 0.002 6/1/2000 .INTC . . 1.000 7.8840E-4 6/1/2000 .IBM . . 1.000 -0.002 6/1/2000 .JNJ . . 1.000 4.7090E-4 6/1/2000 .JPM . 1.000 1.000 0.001 6/1/2000 .MCD . . 1.000 -0.005 6/1/2000 .MRK . . 1.000 -0.004 6/1/2000 .MSFT . . 1.000 -0.002 6/1/2000 .PFE . . 1.000 -0.010 6/1/2000 .KO . . 1.000 -0.001 6/1/2000 .HD . 1.000 1.000 0.001 6/1/2000 .PG . . 1.000 -7.040E-4 6/1/2000 .UTX . . 1.000 -0.004 6/1/2000 .VZ . 1.000 1.000 7.6930E-4 6/1/2000 .WMT . . 1.000 -0.001 6/1/2000 .DIS . 1.000 1.000 0.001 3/1/2000 .MMM . . 1.000 EPS 3/1/2000 .AA . . 1.000 -2.180E-4 3/1/2000 .MO . . 1.000 -0.005 3/1/2000 .AXP . 1.000 1.000 0.002 3/1/2000 .AIG . . 1.000 -7.300E-4 3/1/2000 .T . 1.000 1.000 6.2770E-4 3/1/2000 .BA . . 1.000 1.0640E-4 3/1/2000 .CAT . . 1.000 -4.910E-4 3/1/2000 .C . . 1.000 -1.930E-4 3/1/2000 .DD . . 1.000 -6.370E-4 3/1/2000 .XOM . 1.000 1.000 5.9910E-4 3/1/2000 .GE . 1.000 1.000 0.002 3/1/2000 .GM . 1.000 1.000 4.6330E-4 3/1/2000 .HPQ . 1.000 1.000 0.002 3/1/2000 .HON . 1.000 1.000 0.002 3/1/2000 .INTC . . 1.000 3.4820E-4 3/1/2000 .IBM . . 1.000 -0.001 3/1/2000 .JNJ . 1.000 1.000 0.001 3/1/2000 .JPM . . 1.000 -4.140E-4 3/1/2000 .MCD . . 1.000 -0.004 3/1/2000 .MRK . . 1.000 -0.006 3/1/2000 .MSFT . . 1.000 -5.570E-4 3/1/2000 .PFE . . 1.000 -0.012 3/1/2000 .KO . . 1.000 -0.002 3/1/2000 .HD . 1.000 1.000 5.9840E-4 3/1/2000 .PG . 1.000 1.000 9.6700E-4 3/1/2000 .UTX . . 1.000 -0.003 3/1/2000 .VZ . . 1.000 -1.750E-4 3/1/2000 .WMT . . 1.000 -8.950E-4 3/1/2000 .DIS . . 1.000 -0.005 ---- VAR averageSTD LOWER LEVEL UPPER MARGINAL 6/1/2007 . 4.655 +INF . 3/1/2007 . 4.547 +INF . 12/1/2006 . 4.575 +INF . 9/1/2006 . 4.441 +INF . 6/1/2006 . 4.581 +INF . 3/1/2006 . 5.199 +INF . 12/1/2005 . 5.477 +INF . 9/1/2005 . 5.407 +INF . 6/1/2005 . 5.120 +INF . 3/1/2005 . 5.247 +INF . 12/1/2004 . 5.809 +INF . 9/1/2004 . 5.743 +INF . 6/1/2004 . 5.744 +INF . 3/1/2004 . 5.770 +INF . 12/1/2003 . 5.941 +INF . 9/2/2003 . 6.076 +INF . 6/2/2003 . 6.402 +INF . 3/3/2003 . 7.884 +INF . 12/2/2002 . 7.829 +INF . 9/3/2002 . 8.337 +INF . 6/3/2002 . 8.773 +INF . 3/1/2002 . 11.261 +INF . 12/3/2001 . 13.468 +INF . 9/4/2001 . 14.455 +INF . 6/1/2001 . 13.833 +INF . 3/1/2001 . 14.785 +INF . 12/1/2000 . 16.271 +INF . 9/1/2000 . 16.006 +INF . 6/1/2000 . 15.675 +INF . 3/1/2000 . 16.164 +INF . LOWER LEVEL UPPER MARGINAL ---- VAR slope -INF 0.270 +INF . ---- VAR rotationp~ -INF 0.007 +INF . ---- VAR averagepr~ -INF 0.188 +INF . **** REPORT SUMMARY : 0 NONOPT 0 INFEASIBLE 0 UNBOUNDED EXECUTION TIME = 0.008 SECONDS 2 Mb LNX225-148 May 29, 2007 USER: MCS Department G070326:2046CS-LNX Argonne National Labs DC2747 **** FILE SUMMARY Input /nfs/mcs-homes64/neosotc/.neos5/jobs/1426234/gams.mod Output /nfs/mcs-homes64/neosotc/.neos5/jobs/1426234/solve.out %% GAMS LOGFILE %%%%%%%%%%%%%%%%%%%%%%%% --- Job gams.mod Start 11/24/07 11:55:45 GAMS Rev 148 Copyright (C) 1987-2007 GAMS Development. All rights reserved Licensee: MCS Department G070326:2046CS-LNX Argonne National Labs DC2747 --- Starting compilation --- gams.mod(154) 3 Mb --- Starting execution --- Generating MIP model finalproject --- gams.mod(154) 4 Mb --- 93 rows 933 columns 3,602 non-zeroes --- 900 discrete-columns --- Executing XPRESS Xpress-MP Jun 1, 2007 LNX.XP.XP 22.5 035.037.041.LX3 Xpress lib 17.10 Xpress-MP licensed by Dash to GAMS Development Corp. for GAMS Reading data . . . done. ** Warning: global threads option set to 1 but only 0 threads are licensed Reading Problem /gmsxp_xx Problem Statistics 93 ( 593 spare) rows 933 ( 0 spare) structural columns 3602 ( 5880 spare) non-zero elements Global Statistics 900 entities 0 sets 0 set members Presolved problem has: 27 rows 285 cols 532 non-zeros LP relaxation tightened Its Obj Value S Ninf Nneg Sum Inf Time 0 .357148 D 27 0 198.260439 0 38 .271367 D 0 0 .000000 0 Optimal solution found LP relaxation solved: objective = 0.271367 Generating cuts Its Type BestSoln BestBound Sols Add Del Gap GInf Time 1 K .266854 .270897 2 11 0 1.49% 20 0 2 K .267080 .270672 3 11 0 1.33% 26 0 3 K .267080 .270574 3 9 0 1.29% 30 0 4 K .267080 .270520 3 9 1 1.27% 35 0 5 K .267080 .270450 3 9 3 1.25% 44 0 6 K .267080 .270373 3 8 1 1.22% 43 0 7 K .267080 .270315 3 6 2 1.20% 43 0 8 K .267080 .270282 3 5 5 1.18% 39 0 9 K .267080 .270267 3 4 4 1.18% 45 0 10 K .267080 .270238 3 5 3 1.17% 49 0 11 K .267080 .270199 3 3 1 1.15% 50 0 12 K .267080 .270183 3 3 4 1.15% 50 0 13 K .267080 .270134 3 1 3 1.13% 47 0 14 K .267080 .270096 3 1 2 1.12% 48 0 15 K .267080 .270096 3 1 1 1.12% 49 0 16 K .267080 .270095 3 1 0 1.12% 48 0 17 K .267080 .270094 3 1 1 1.12% 49 0 18 K .267080 .270094 3 0 0 1.12% 49 0 19 G .267535 .269901 4 49 0 0.88% 22 0 20 G .269032 .269655 5 24 41 0.23% 7 0 21 G .269307 .269622 6 11 25 0.12% 8 0 Cuts in the matrix : 75 Cut elements in the matrix : 1322 Cuts in the cutpool : 163 Cut elements in the cutpool: 2945 Heuristic search started Heuristic search stopped *** Heuristic solution found: .269521 Time: 0 *** Node BestSoln BestBound Sols Active Depth Gap GInf Time *** Unfinished *** Time: 0 Number of integer feasible solutions found is 7 Best integer solution found is .269521 Best bound is .269622 calling chgbnds (900,idx,type,bnds) fixing discrete vars and re-solving as an LP. Presolved problem has: 0 rows 0 cols 0 non-zeros Its Obj Value S Ninf Nneg Sum Inf Time 0 .269521 p 0 0 .000000 0 0 .269521 P 0 0 .000000 0 Optimal solution found fixed LP solved successfully, objective = 0.269521. Integer solution satisfies relative optimality tolerance of 0.1. MIP solution : 0.269521 Best possible : 0.269622 Absolute gap : 0.000101 optca : 0.000000 Relative gap : 0.000376 optcr : 0.100000 --- Restarting execution --- gams.mod(154) 0 Mb --- Reading solution for model finalproject *** Status: Normal completion --- Job gams.mod Stop 11/24/07 11:55:45 elapsed 0:00:00.363 ------------------------------------------------------------------------ NEOS Server