SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

Form SH Data Quality Check of Volume and Position
December 2008
dn descrip some_vol more_vol change allpos justneg bothways
Change In Reported Volume Compared to Change
Volume Reported Position in Position No Issue as long as… Issue
Filer may have reported net
Records % of Total . . . . 760903 13825 216
Some Volume Increase Volume Equals Position Increase No covers on the day volume instead of gross 35,506 4.6% 1 X 1 0 1 34966 429 111
No Volume Amount Increase NA
DRAFT
Increase Volume Greater than Postion Increase Some covers on the day 12,843 1.7% 2 X 1 1 1 12508 318 17
Increase Volume Less than Position Increase
Reported volume less than
position change 2,051 0.3% 5 X 1 -1 1 1899 148 4
Decrease Volume Reprted and Postion Decrease
Net change is negative
because covers > shorts
Net change is zero because
11,887 1.5% 3 X 1 1 -1 11209 604 74
No Change Volume Reported and No Postion Change covers = shorts 7,951 1.0% 4 X 1 1 0 7716 230 5
Reported volume less than
position change 114,817 14.8% 8 X 0 -1 1 113761 1053 3
Decrease NA Covers and no shorts 157,112 20.3% 9 X 0 1 -1 154236 2874 2
No Change NA No covers and no shorts 355,205 45.8% 10 X 0 0 0 347036 8169 0
No Data NA No holdings or volume 77,572 10.0% 11 X -9 -9 -9 77572 0 0
Total 774,944 100.0%