2006 Summary by Month

Rockefeller Treasury Services, Inc.            
Year 2006 Track Record              
Gain & Loss Summary by Month            
                 
Month # of Trades # of Winning Trades Gain from Winning Trades Average Gain # of Losing Trades Loss from Losing Trades Average Loss Average Gain/Loss Ratio
January 92 31 14,545.00 469.19 61 (23,381.25) (383.30) 1.224
February 77 28 11,448.75 408.88 49 (18,866.25) (385.03) 1.062
March 107 47 19,212.50 408.78 60 (20,618.75) (343.65) 1.190
April 79 56 25,376.25 453.15 23 (8,423.75) (366.25) 1.237
May 77 46 29,450.00 640.22 31 (16,060.00) (518.06) 1.236
June 84 42 20,321.25 483.84 42 (17,126.25) (407.77) 1.187
July 79 36 13,831.25 384.20 43 (16,468.75) (382.99) 1.003
August 104 48 19,347.50 403.07 56 (23,078.75) (412.12) 0.978
September 59 22 7,782.50 353.75 37 (14,095.00) (380.95) 0.929
October 65 33 14,575.00 441.67 32 (12,628.75) (394.65) 1.119
November 63 32 14,785.00 462.03 31 (12,398.75) (399.96) 1.155
December 75 41 16,960.00 413.66 34 (13,443.75) (395.40) 1.046
Grand Total 961 462 $ 207,635.00 $ 449.43 499 ($ 196,590.00) ($ 393.97) 1.141