Put Options

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1 Claim=20
2 The Commission=20 account=20
3 General = economic=20 context=20
4 Individual=20 companies=20
- = 4.1 American=20 Airlines=20
- 4.2 United=20 Airlines=20
- 4.3 Boeing=20
- 4.4 British=20 Airways=20
- 4.5 KLM=20
- 4.6 Munich = Re=20
- 4.7 Swiss = Re=20
5 Buzzy = Krongard=20
6 Poteshman=20
7 Objections=20
- 7.1 Too = specific=20
- 7.2 Volume=20
8 Related = Issues=20
- = 8.1 Mayo = Shuttock=20 III
9 Conclusion=20
10 References=20

Claim

One of the most commonly repeated claims of 9/11 foreknowledge is = based on=20 the financial trading that took place just before the attacks. Put = options,=20 essentially bets that a share price will fall, were placed in unusually = high=20 levels just before 9/11 on both airlines involved in the attack, as well = as=20 major companies based in the WTC, insurers that had underwritten the = cover to=20 the World Trade Centre complex, and others. When the stock exchange = reopened,=20 all these share prices had plummeted, and the buyers made huge profits. =

Mike Ruppert was one of the first people to link the story to the US=20 government, with an article entitled "Suppressed Details of Criminal = Insider=20 Trading Lead Directly into the CIA=E2=80=99s Highest Ranks: CIA = Executive Director=20 =E2=80=9CBuzzy=E2=80=9D Krongard managed firm that handled = =E2=80=9CPUT=E2=80=9D options on United Airline=20 Stock":

FTW - October 9, 2001 =E2=80=93 Although uniformly = ignored by the=20 mainstream U.S. media, there is abundant and clear evidence that a = number of=20 transactions in financial markets indicated specific (criminal) = foreknowledge of=20 the September 11 attacks on the World Trade Center and the Pentagon. In = the case=20 of at least one of these trades -- which has left a $2.5 million prize = unclaimed=20 -- the firm used to place the =E2=80=9Cput options=E2=80=9D on United = Airlines stock was, until=20 1998, managed by the man who is now in the number three Executive = Director=20 position at the Central Intelligence Agency.=20

Until 1997 A.B. =E2=80=9CBuzzy=E2=80=9D Krongard had been Chairman of = the investment bank=20 A.B. Brown. A.B. Brown was acquired by Banker=E2=80=99s Trust in 1997. = Krongard then=20 became, as part of the merger, Vice Chairman of Banker=E2=80=99s = Trust-AB Brown, one of=20 20 major U.S. banks named by Senator Carl Levin this year as being = connected to=20 money laundering. Krongard=E2=80=99s last position at Banker=E2=80=99s = Trust (BT) was to oversee=20 =E2=80=9Cprivate client relations.=E2=80=9D In this capacity he had = direct hands-on relations=20 with some of the wealthiest people in the world in a kind of specialized = banking=20 operation that has been identified by the U.S. Senate and other = investigators as=20 being closely connected to the laundering of drug money.

Krongard = joined the=20 CIA in 1998 as counsel to CIA Director George Tenet. He was promoted to = CIA=20 Executive Director by President Bush in March of this year. BT was = acquired by=20 Deutsche Bank in 1999. The combined firm is the single largest bank in = Europe.=20 And, as we shall see, Deutsche Bank played several key roles in events = connected=20 to the September 11 attacks...
http://www.hereinreality.com/insidertrading.html

(Go follow the link to read the whole thing).

The story also appeared in the mainstream media a week or so after = the=20 attacks:

The Chicago Board Options Exchange, the world's largest = options=20 market, said Tuesday it is investigating reports of unusual trading = activity=20 before last week's terrorist attacks in New York and Washington.=20

The statement comes amid widespread international efforts by = investigators=20 and regulators to determine whether terrorists tried to profit from = stock and=20 option trading ahead of the attacks on the World Trade Center and the = Pentagon.=20

In the days before the attacks, unusually high numbers of put options = were=20 purchased for the stocks of AMR Corp. and UAL Corp., the parent = companies of=20 American Airlines and United Airlines, which each had two planes = hijacked. There=20 was no such trend involving other carriers.

A put option is a contract that gives a holder the right to sell an = asset at=20 a specified price before a certain date.

On Sept. 6-7, when there was no significant news or stock price = movement=20 involving United, the Chicago exchange handled 4,744 put options for UAL = stock,=20 compared with just 396 call options -- essentially bets that the price = will=20 rise. On Sept. 10, an uneventful day for American, the volume was 748 = calls and=20 4,516 puts, based on a check of option trading records.

On Monday, the first day of trading following the attacks, shares of = AMR fell=20 39 percent, and UAL stock plunged 42 percent. Other airline shares also = were=20 sharply lower and most rebounded modestly Tuesday.

"I saw put-call numbers higher than I've ever seen in 10 years of = following=20 the markets, particularly the options markets," John Kinnucan, a = principal of=20 Broadband Research, an independent telecommunications research firm, = told the=20 San Francisco Chronicle. "When one sees this type of activity, the first = thing=20 one does is ask oneself, 'What is the explanation? What are people = worried=20 about?' "

According to a report in The Wall Street Journal, the SEC said it had = received information from various U.S. agencies Friday about possible = trading by=20 terrorists in industries affected by the bombing, including insurance = and the=20 airlines, and also about possible put-option or futures-index trading. =

On Monday, Germany's stock market regulator said it was looking into = claims=20 of suspicious short-selling just before the Sept. 11 attacks. Washington = and=20 several other governments have identified Osama bin Laden as a prime = suspect...=20

The SEC has received information from other U.S. regulators about = possible=20 suspicious trading earlier this month in put options, according to a = government=20 source.

The Chicago exchange trades options on the stocks of about 1,400 = companies=20 along with 38 stock-based indexes, including the Dow Jones industrial = average,=20 the S&P 500 and the Nasdaq 100.

All nose-dived in the aftermath = of the=20 attacks, which would have meant substantial profits for anyone who had = bet on=20 their decline by buying put options or through short-selling. = Short-sellers=20 borrow stock and sell it in anticipation of buying it back later at a = lower=20 price.
http://911research.wtc7.net/cache/sept11/cjonline_oddjump.= html

The suggestion is that these purchases were unusually targeted at = companies=20 that would directly suffer from the attacks, then. Volumes were far = higher than=20 normal, and there was no other news that might explain why people might = think=20 these particular share prices would fall. Therefore, it's claimed, the = put=20 option buyers must have had some level of foreknowledge of the 9/11 = attacks.=20

The Commission account

The 9/11 Commission Report made only brief reference to the put = options, and=20 even that was hidden away in a footnote:

Highly publicized allegations of insider trading in = advance of=20 9/11 generally rest on reports of unusual pre-9/11 trading activity in = companies=20 whose stock plummeted after the attacks. Some unusual trading did in = fact occur,=20 but each such trade proved to have an innocuous explanation. For = example, the=20 volume of put options=E2=80=94investments that pay off only when a stock = drops in=20 price=E2=80=94surged in the parent companies of United Airlines on=20

September 6 and American Airlines on September 10=E2=80=94highly = suspicious trading=20 on its face.Yet, further investigation has revealed that the trading had = no=20 connection with 9/11.A single U.S.-based institutional investor with no=20 conceivable ties to al Qaeda purchased 95 percent of the UAL puts on = September 6=20 as part of a trading strategy that also included buying 115,000 shares = of=20 American on September 10. Similarly,much of the seemingly suspicious = trading in=20 American on September 10 was traced to a specific U.S.-based options = trading=20 newsletter, faxed to its subscribers on Sunday, September 9, which = recommended=20 these trades.These examples typify the evidence examined by the=20 investigation.The SEC and the FBI, aided by other agencies and the = securities=20 industry, devoted enormous resources to investigating this issue, = including=20 securing the cooperation of many foreign governments.These investigators = have=20 found that the apparently suspicious consistently proved innocuous. = Joseph Cella=20 interview (Sept. 16, 2003; May 7, 2004; May 10=E2=80=9311, 2004); FBI = briefing (Aug. 15,=20 2003); SEC memo, Division of Enforcement to SEC Chair and=20 Commissioners,=E2=80=9CPre-September 11, 2001 Trading Review,=E2=80=9D = May 15, 2002; Ken Breen=20 interview

(Apr. 23, 2004); Ed G. interview (Feb. 3, = 2004).
Footnote=20 130, Chapter 5, 9/11 Commission Report

We've frequently seen the Commission criticised for this, however = it's not=20 the only reference they made to the issue. There's much more extensive = coverage=20 in Appendix B of the Commision's Terrorist Financing Staff Monograph, = which we=20 include here in full.

Terrorist Financing Staff Monograph=20

Appendix B: Securities Trading

This appendix describes the staff and U.S. government investigations = into the=20 issue of whether anyone with foreknowledge of the 9/11 attacks profited = through=20 securities trading, and explains the conclusion in the = Commission=E2=80=99s final report=20 that extensive government investigation has revealed no evidence of such = illicit=20 trading.

Almost since 9/11 itself, there have been consistent reports that = massive=20 =E2=80=9Cinsider trading=E2=80=9D preceded the attacks, enabling persons = apparently affiliated=20 with al Qaeda to reap huge profits. The Commission has found no evidence = to=20 support these reports. To the contrary, exhaustive investigation by = federal law=20 enforcement, in conjunction with the securities industry, has found no = evidence=20 that anyone with advance knowledge of the terrorist attacks profited = through=20 securities transactions.

Commission Staff Investigation

Commission staff had unrestricted access to the U.S. government = officials who=20 led and conducted the investigation into securities trading in advance = of 9/11.=20 In addition to interviewing the key personnel, Commission staff reviewed = the=20 nonpublic government reports summarizing the investigative results as = well as=20 backup data, including spreadsheets, memoranda and other analyses, and = reports=20 of interviews with traders, securities industry participants, and other=20 witnesses. We obtained and reviewed the reports of investigations done = by=20 certain major nongovernmental securities industries bodies who share=20 responsibility with the government for monitoring securities trading in = U.S.=20 markets, including the New York Stock Exchange and the National = Association of=20 Securities Dealers Regulation, and interviewed witnesses from a key=20 private-sector entity. Commission staff also reviewed information = provided by=20 foreign securities regulators, interviewed German law enforcement = officials, and=20 interviewed U.S. law enforcement personnel regarding their contacts with = their=20 foreign counterparts on securities trading.

In addition, Commission staff drew on its review of extensive = classified=20 intelligence concerning al Qaeda and how it manages its operations and = its=20 finances, as well as debriefings of al Qaeda detainees, including 9/11 = plot=20 leader Khalid Sheikh Mohammed and other plot participants. This = information=20 proved useful in evaluating how closely held al Qaeda kept the 9/11 = operation=20 and the likelihood it would seek to profit from the attacks through = securities=20 trading.

The U.S. Government Investigation of Trading in the United = States

The Securities and Exchange Commission (SEC) and the FBI, with the=20 involvement of the Department of Justice, conducted the investigation of = the=20 allegation that there was illicit trading in advance of 9/11; numerous = other=20 agencies played a supporting role. 166

The SEC=E2=80=99s chief of the Office of Market Surveillance = initiated an=20 investigation into pre9/11 trading on September 12, 2001. At a = multi-agency=20 meeting on September 17, at FBI headquarters, the SEC agreed to lead the = insider=20 trading investigation, keeping the FBI involved as necessary. The = Department of=20 Justice assigned a white-collar crime prosecutor from the U.S. = Attorney=E2=80=99s Office=20 in Brooklyn to work full-time on the investigation; he relocated to = Washington,=20 D.C., on September 18.

The SEC undertook a massive investigation, which at various times = involved=20 more than 40 staff members from the SEC=E2=80=99s Division of = Enforcement and Office of=20 International Affairs. The SEC also took the lead on coordinating = intensive=20 investigations by the self-regulatory organizations (SROs) that share=20 responsibility for monitoring the U.S. securities markets, including, = among=20 others, the New York Stock Exchange, the American Stock Exchange, the = National=20 Association of Securities Dealers Regulation, and the Chicago Board = Options=20 Exchange. The investigation focused on securities of companies or = industries=20 that could have been expected to suffer economically from the terrorist = attacks.=20 Thus, the investigators analyzed trading in the following sectors: = airlines,=20 insurance, financial services, defense and aerospace, security services, = and=20 travel and leisure services, as well as companies with substantial = operations in=20 the area of the World Trade Center. The investigation also included = broad-based=20 funds that could have been affected by a major shock to the U.S. = economy.=20 Ultimately, the investigators analyzed trading in 103 individual = companies and=20 32 index or exchange-traded funds and examined more than 9.5 million = securities=20 transactions.

The investigators reviewed any trading activity that resulted in = substantial=20 profit from the terrorist attacks. Investments that profited from = dropping stock=20 prices drew great scrutiny, including short selling167 and the purchase = of put=20 options.168 The SEC has long experience in investigating insider trading = violations, which can involve the use of these techniques by those who = know of=20 an impending event that will make stock prices fall.

The investigators also sought to determine who profited from = well-timed=20 investments in industries that benefited from the terrorist attacks, = such as the=20 stock of defense and security companies, and who timely liquidated = substantial=20 holdings in companies likely to suffer from the attacks.

The SEC investigators reviewed voluminous trading records to identify = accounts that made trades that led to profits as a result of the = attacks. The=20 SEC followed up on any such trades by obtaining documents and, where=20 appropriate, interviewing the traders to understand the rationale for = the=20 trades. The SEC also referred to the FBI any trade that resulted in = substantial=20 profit from the attacks=E2=80=94a much lower threshold for a criminal = referral than it=20 would normally employ. Consequently, the FBI conducted its own = independent=20 interviews of many of the potentially suspicious traders. The SROs, = which have=20 extensive market surveillance departments, played a key role in the SEC=20 investigation by providing information and, in some cases, detailed = reports to=20 the commission. In addition, the SEC directly contacted 20 of the = largest=20 broker-dealers and asked them to survey their trading desks for any = evidence of=20 illicit trading activity. It also asked the Securities Industry = Association=E2=80=94the=20 broker-dealer trade group=E2=80=94to canvass its members for the same = purpose.

The SEC investigation had built-in redundancies to ensure that any = suspicious=20 trading would be caught. For example, the SEC reviewed massive = transaction=20 records to detect any suspicious option trading and also obtained = reports, known=20 as the Large Option Position Reports and Open Interest Distribution = Reports,=20 that identified the holders of substantial amounts of options without = regard to=20 when those options were purchased. Similarly, to ensure full coverage, = the SEC=20 obtained information from a number of entities that play a role in = facilitating=20 short sales. Between these efforts, the work of the SROs, and the = outreach to=20 industry, the chief SEC investigator expressed great confidence that the = SEC=20 investigation had detected any potentially suspicious trade.

No Evidence of Illicit Trading in the United States

The U.S. government investigation unequivocally concluded that there = was no=20 evidence of illicit trading in the U.S. markets with knowledge of the = terrorist=20 attacks. The Commission staff, after an independent review of the = government=20 investigation, has discovered no reason to doubt this conclusion.

To understand our finding, it is critical to understand the = transparency of=20 the U.S. markets. No one can make a securities trade in the U.S. markets = without=20 leaving a paper trail that the SEC can easily access through its = regulatory=20 powers. Moreover, broker-dealers must maintain certain basic information = on=20 their customers. It is, of course, entirely possible to trade through an = offshore company, or a series of nominee accounts and shell companies, a = strategy that can make the beneficial owner hard to determine. Still, = the=20 investigators could always detect the initial trade, even if they could = not=20 determine the beneficial owner. Any suspicious profitable trading = through such=20 accounts would be starkly visible. The investigators of the 9/11 trades = never=20 found any blind alleys caused by shell companies, offshore accounts, or = anything=20 else; they were able to investigate the suspicious trades they = identified. Every=20 suspicious trade was determined to be part of a legitimate trading = strategy=20 totally unrelated to the terrorist attacks.

Many of the public reports concerning insider trading before 9/11 = focused on=20 the two airline companies most directly involved: UAL Corp., the parent = company=20 of United Airlines, and AMR Corp., the parent company of American = Airlines.=20 Specifically, many people have correctly pointed out that unusually high = volumes=20 of put options traded in UAL on September 6=E2=80=937 and in AMR on = September 10.169=20

When the markets opened on September 17, AMR fell 40 percent and UAL = fell 43=20 percent. The suspicious options trading before the attacks fueled = speculation=20 that al Qaeda had taken advantage of the U.S. markets to make massive = profits=20 from its murderous attacks. The allegations had appeal on their = face=E2=80=94just as al=20 Qaeda used our sophisticated transportation system to attack us, it = appeared to=20 have used our sophisticated markets to finance itself and provide money = for more=20 attacks. But we conclude that this scenario simply did not happen.

Although this report will not discuss each of the trades that = profited from=20 the 9/11 attacks, some of the larger trades, particularly those cited in = the=20 media as troubling, are illustrative and typical both of the nature of = the=20 government investigation into the trades and of the innocent nature of = the=20 trading. The put trading in AMR and UAL is a case in point: it appeared = that=20 somebody made big money by betting UAL and AMR stock prices were going = to=20 collapse, yet closer inspection revealed that the transactions were part = of an=20 innocuous trading strategy.

The UAL trading on September 6 is a good example. On that day alone, = the UAL=20 put option volume was much higher than any surrounding day and exceeded = the call=20 option volume by more than 20 times=E2=80=94highly suspicious numbers on = their face.170=20 The SEC quickly discovered, however, that a single U.S. investment = adviser had=20 purchased 95 percent of the UAL put option volume for the day. The = investment=20 adviser certainly did not fit the profile of an al Qaeda operative: it = was based=20 in the United States, registered with the SEC, and managed several hedge = funds=20 with $5.3 billion under management. In interviews by the SEC, both the = CEO of=20 the adviser and the trader who executed the trade explained that = they=E2=80=94and not=20 any client=E2=80=94made the decision to buy the put as part of a trading = strategy based=20 on a bearish view of the airline industry. They held bearish views for a = number=20 of reasons, including recently released on-time departure figures, which = suggested the airlines were carrying fewer passengers, and recently = disclosed=20 news by AMR reflecting poor business fundamentals. In pursuit of this = strategy,=20 the adviser sold short a number of airline shares between September 6 = and=20 September 10; its transactions included the fortunate purchase of UAL = puts. The=20 adviser, however, also bought 115,000 shares of AMR on September 10, = believing=20 that their price already reflected the recently released financial = information=20 and would not fall any further. Those shares dropped significantly when = the=20 markets reopened after the attacks. Looking at the totality of the = adviser=E2=80=99s=20 circumstances, as opposed to just the purchase of the puts, convinced = the SEC=20 that it had absolutely nothing to do with the attacks or al Qaeda. = Still, the=20 SEC referred the trade to the FBI, which also conducted its own = investigation=20 and reached the same conclusion.

The AMR put trading on September 10 further reveals how trading that = looks=20 highly suspicious at first blush can prove innocuous. The put volume of = AMR on=20 September 10 was unusually high and actually exceeded the call volume by = a ratio=20 of 6:1=E2=80=94again, highly suspicious on its face. The SEC traced much = of the surge in=20 volume to a California investment advice newsletter, distributed by = email and=20 fax on Sunday, September 9, which advised its subscribers to purchase a=20 particular type of AMR put options. The SEC interviewed 28 individuals = who=20 purchased these types of AMR puts on September 10, and found that 26 of = them=20 cited the newsletter as the reason for their transaction. Another 27 = purchasers=20 were listed as subscribers of the newsletter. The SEC interviewed the = author of=20 the newsletter, a U.S. citizen, who explained his investment strategy = analysis,=20 which had nothing to do with foreknowledge of 9/11. Other put option = volume on=20 September 10 was traced to similarly innocuous trades.

Another good example concerns a suspicious UAL put trade on September = 7,=20 2001. A single trader bought more than one-third of the total puts = purchased=20 that day, establishing a position that proved very profitable after = 9/11.=20 Moreover, it turns out that the same trader had a short position in UAL=20 calls=E2=80=94another strategy that would pay off if the price of UAL = dropped.=20 Investigation, however, identified the purchaser as a well-established = New York=20 hedge fund with $2 billion under management. Setting aside the = unlikelihood of=20 al Qaeda having a relationship with a major New York hedge fund, these = trades=20 looked facially suspicious. But further examination showed the fund also = owned=20 29,000 shares of UAL stock at the time=E2=80=94all part of a complex, = computer-driven=20 trading strategy. As a result of these transactions, the fund actually = lost=20 $85,000 in value when the market reopened. Had the hedge fund wanted to = profit=20 from the attacks, it would not have retained the UAL shares.

These examples were typical. The SEC and the FBI investigated all of = the put=20 option purchases in UAL and AMR, drawing on multiple and redundant = sources of=20 information to ensure complete coverage. All profitable option trading = was=20 investigated and resolved. There was no evidence of illicit trading and = no=20 unexplained or mysterious trading. Moreover, there was no evidence that = profits=20 from any profitable options trading went uncollected.171

The options trading in UAL and AMR was typical of the entire = investigation.=20 In all sectors and companies whose trades looked suspicious because of = their=20 timing and profitability, including short selling of UAL, AMR, and other = airline=20 stocks, close scrutiny revealed absolutely no evidence of foreknowledge. = The=20 pattern is repeated over and over. For example, the FBI investigated a = trader=20 who bought a substantial position in put options in AIG Insurance Co. = shortly=20 before 9/11. Viewed in isolation, the trade looked highly suspicious, = especially=20 when AIG stock plummeted after 9/11. The FBI found that the trade had = been made=20 by a fund manager to hedge a long position of 4.2 million shares in the = AIG=20 common stock. The fund manager owned a significant amount of AIG stock, = but the=20 fund had a very low tax basis in the stock (that is, it had been bought = long ago=20 and had appreciated significantly over time). Selling even some of it = would have=20 created a massive tax liability. Thus, the fund manager chose to hedge = his=20 position through a put option purchase. After 9/11, the fund profited=20 substantially from its investment in puts. At the same time, however, it = suffered a substantial loss on the common stock, and overall lost money = as a=20 result of the attacks.

In sum, the investigation found absolutely no evidence that any = trading=20 occurred with foreknowledge of 9/11. The transparency of the U.S. = securities=20 markets almost ensures that any such trading would be detectable by=20 investigators. Even if the use of some combination of offshore accounts, = shell=20 companies, and false identification obscured the identity of the traders = themselves, the unexplained trade would stand out like a giant red flag. = The=20 absence of any such flags corroborates the conclusion that there is no = evidence=20 any such trading occurred. Indeed, the leaders of both the SEC and FBI=20 investigations into pre-9/11 trading expressed great confidence in this=20 conclusion.

International Investigation

There is also no evidence that any illicit trading occurred overseas. = Through=20 its Office of International Affairs, the SEC sought the assistance of = numerous=20 foreign countries with active securities markets. The FBI also engaged = with=20 foreign law enforcement officials about overseas trading. There are two = issues=20 to consider with respect to the international investigation: overseas = trading in=20 U.S. securities and trading of foreign securities in overseas markets. =

Trading of U.S. securities overseas

The SEC sought the assistance of countries where there was = significant=20 trading of U.S. securities. Each of these countries had previously = entered into=20 information sharing agreements with the SEC to cooperate in securities=20 investigations, and each willingly cooperated in the 9/11 investigation. = According to the SEC, there is generally little trading of U.S. = securities=20 overseas, since U.S. securities trade primarily in U.S. markets. Thus, = unusual=20 trading in U.S. securities would not have been very hard for foreign = regulators=20 to detect. Each country the SEC contacted conducted an investigation and = reported back to the SEC that there was no trading in U.S. securities in = their=20 jurisdiction that appeared to have been influenced by foreknowledge of = the 9/11=20 attacks.

The foreign investigators also helped investigate suspicious trading = in the=20 U.S. from offshore accounts. For example, the SEC investigation revealed = that=20 shortly before 9/11 an offshore account had taken a short position in a = fund=20 that tracked one of the major U.S. market indices=E2=80=94an investment = that profited=20 when the U.S. market declined. After 9/11, the offshore investor closed = out the=20 position, reaping $5 million in profit. The SEC=E2=80=99s Office of = International=20 Affairs solicited help from a European country to investigate further. = Although=20 this trade was highly suspicious on its face, the European = country=E2=80=99s=20 investigation revealed that this investor was an extremely wealthy = European=20 national who often speculated by taking short positions in the U.S. = market. In=20 fact, the same investor had employed this strategy to lose $8 million in = the six=20 months preceding 9/11.

Trading of foreign securities

There is also no evidence that insider trading took place in the = stock of any=20 foreign company. The SEC asked its foreign counterparts to investigate = trading=20 in securities that trade primarily on foreign markets subject to foreign = regulation. Indeed, a number of companies that suffered serious economic = losses=20 from the 9/11 attacks were foreign companies, which traded mainly on = foreign=20 markets. In particular, the insurance companies with the largest = potential=20 losses included Munich Reinsurance Co., Swiss Reinsurance Co., and = Allianz AG,=20 all foreign-based companies that primarily traded overseas.172 In = addition to=20 the SEC, the FBI team investigating the financial aspects of the 9/11 = plot=20 frequently dealt with foreign law enforcement officials after 9/11 and = raised=20 the trading issue.173 Neither the SEC nor the FBI was informed of any = evidence=20 of any illicit trading in advance of 9/11 in any foreign securities. =

Shortly after 9/11, Ernst Welteke, president of the German Central = Bank, made=20 a number of public statements that insider trading occurred in airline = and=20 insurance company stock, and also in gold and oil futures. These = preliminary=20 claims were never confirmed. In fact, German officials publicly = backtracked=20 fairly soon after Mr. Welteke=E2=80=99s statement was issued. On = September 27, a=20 spokesman for the German securities regulator, BAWe (Bundesaufsichtsamt = f=C3=BCr den=20 Wertpapierhandel), declared that while the investigation was continuing, = =E2=80=9Cthere=20 is no evidence that anyone who had knowledge of the attacks before they = were=20 committed used it to make financial transactions.=E2=80=9D174 On = December 3, 2001, a=20 spokesman for the BAWe said its investigation had revealed no evidence = of=20 illicit trading in advance of 9/11 and that the case remained open = pending new=20 information. The spokesman said separate investigations by state = authorities had=20 also yielded no information and had been closed. 175

Commission staff interviewed German law enforcement officials who = said that=20 exhaustive investigation in Germany revealed no evidence of illicit = trading.=20 Moreover, both SEC and FBI officials involved in the trading = investigation told=20 the Commission staff that German investigators had privately = communicated to=20 them that there was no evidence of illicit trading in Germany before = 9/11. The=20 FBI legal attach=C3=A9 in Berlin forwarded a lead to the German BKA=20 (Bundeskriminalamt), which reported back that the trading allegations = lacked=20 merit. It appears, then, that Welteke=E2=80=99s initial comments were = simply=20 ill-considered and unsupported by the evidence.176

Other investigation corroborates the conclusion of no illicit = trading=20

Since 9/11, the U.S. government has developed extensive evidence = about al=20 Qaeda and the 9/11 attacks. The collected information includes = voluminous=20 documents and computers seized in raids in Afghanistan and throughout = the world.=20 Moreover, the United States and its allies have captured and = interrogated=20 hundreds of al Qaeda operatives and supporters, including the mastermind = of the=20 9/11 plot and the three key plot facilitators. No information has been = uncovered=20 indicating that al Qaeda profited by trading securities in advance of = 9/11. To=20 the contrary, the evidence=E2=80=94including extensive materials = reviewed by Commission=20 staff=E2=80=94all leads to the conclusion that knowledge of the plot was = closely held by=20 the top al Qaeda leadership and the key planners. It strains credulity = to=20 believe that al Qaeda would have jeopardized its most important and = secretive=20 operation or any of its key personnel by trying to profit from = securities=20 speculation.

Footnotes

166. The SEC is an independent federal agency entrusted with = enforcing the=20 federal securities laws. Its Division of Enforcement has extensive = experience in=20 investigating insider trading. Because the SEC lacks authority to bring = criminal=20 cases, it regularly works jointly with the FBI and DOJ, as it did in = this case,=20 on potentially criminal securities law violations.

167. Short selling is a strategy that profits from a decline in stock = price.=20 A short seller borrows stock from a broker dealer and sells it on the = open=20 market. At some point in the future, he closes the transaction by buying = back=20 the stock and returning it to the lending broker dealer.

168. A put option is an investment that profits when the underlying = stock=20 price falls. A put option contract gives its owner the right to sell the = underlying stock at a specified strike price for a certain period of = time. If=20 the actual price drops below the strike price, the owner of the put = profits=20 because he can buy stock cheaper than the price for which he can sell = it. By=20 contrast, a call option contract is an investment that profits when the=20 underlying stock price rises. A call option contract gives its owner the = right=20 to buy the underlying stock at a specified strike price for a certain = time=20 period. People illicitly trading on inside information often have used = options=20 because they allow the trader to leverage an initial investment, so that = a=20 relatively small investment can generate huge profits.

169. See, e.g., September 18, 2001 Associated Press Report.

170. A high ratio of puts to calls means that on that day far more = money was=20 being bet that the stock price would fall than that the stock price = would rise.=20 Such a ratio is a potential indicator of insider trading=E2=80=94 = although it can also=20 prove to have entirely innocuous explanations, as in this case.

171. The press has reported this claim, and the allegation even found = its way=20 into the congressional testimony concerning terrorist financing of a = former=20 government official. The government investigation would have detected = such=20 traders because the investigators focused on people who purchased = profitable=20 positions=E2=80=94 regardless of when or whether or when they closed out = the position.=20 Moreover, officials at the SEC and the Options Clearing Corporation, a = private=20 entity that processes options trading, pointed out that any profitable = options=20 positions are automatically exercised upon the expiration date unless = the=20 customer explicitly directed otherwise. Any direction not to exercise = profitable=20 options is a highly unusual event, which the OCC double-checks by = contacting the=20 broker who gave them such instruction. The OCC personnel had no = recollection of=20 any such contacts after 9/11.

172. According to the SEC=E2=80=99s Chief, Market Surveillance, the = countries with=20 the most significant relevant trading of foreign corporations stock were = the UK=20 and Germany. The UK quickly and publicly reported it had found no = illicit=20 trading. See e.g., J. Moore, The Times, Bin Ladin did not Deal (October = 17,=20 2001) (Chairman of Financial Services Authority reported that = investigation=20 failed to reveal evidence of irregular share dealings in London in = advance of=20 9/11). Other countries publicly reported similar findings. See e.g., = Associated=20 Press Worldstream, Suspicion dispelled of insider trading in KLM shares = before=20 September 11 attacks (reporting conclusion of Dutch government = investigation=20 that sharp drop in share prices of the national airline days before 9/11 = were=20 not caused by people who knew of terrorist attacks).

173. The chief of the FBI team also raised the issue with CIA and = asked it to=20 be alert for any intelligence on illicit trading; he received no such = reports=20 from the CIA.

174. Agence France Presse (Sept. 27, 2001).

175. See Australian Financial Review (Dec 3, 2001).

176. The SEC=20 investigated trading of American Depository Receipts (ADRs) in foreign=20 companies. ADRs are receipts issued by a U.S. bank for the shares of a = foreign=20 corporation held by the bank. ADRs publicly trade on U.S. markets. This=20 investigation revealed no illicit trading.
http://www.9-11commission.gov/staff_statements/911_TerrFin= _App.pdf

The Commission reported no reason for suspicion, then. And as an = example=20 explain that the purchaser of the United Airlines put options also = bought=20 115,000 American Airlines shares on September 10, not a good sign of=20 foreknowledge. They provide few other details, though, and so many 9/11=20 researchers continue to claim that only foreknowledge of the attacks = could=20 explain the put options. But in reality there were several other reasons = why=20 investors might have been gloomy about the future.

General economic context

The purchase of high numbers of put options indicates a belief that = share=20 prices are about to fall. It's sometimes argued that this indicates=20 foreknowledge of 9/11 because there was no other reason to expect = falling prices=20 at the time:

On September 10, 4,516 put options on American Airlines = were=20 bought on the Chicago exchange, compared to only 748 calls. Again, there = was no=20 news at that point to justify this imbalance.
http://www.hereinreality.com/insidertrading.html

However, the "no news" line isn't exactly telling you the whole = truth.

Here's the Washington Post discussing share prices on September 1 = 2001, for=20 instance:

The Washington Post=20

September 1, 2001 Saturday Final Edition

Stocks Rise but End Week Sharply Lower

BYLINE: Associated Press

SECTION: FINANCIAL; Pg. E02

DATELINE: NEW YORK Aug. 31

Wall Street ended a terrible week with a gain today, but the modest = advance=20 only underscored how fragile and unruly the stock market has become. =

The gain wasn't enough to bring the Dow Jones industrials back above = 10,000,=20 one day after the blue-chip average fell below that mark for the first = time=20 since April 9.

An unexpectedly strong report on factory orders sent stocks surging = early in=20 the session, but the good news was quickly overshadowed by investors' = concerns=20 about the lackluster economy and disappointing company profits.

"There is no news here today that would say we're about to reverse = this thing=20 on a permanent basis," said Bill Barker, investment strategy consultant = at Dain=20 Rauscher in Dallas.

The Dow, up more than 100 points in the early going, closed 30.17 = higher at=20 9949.75. For the week, it was down 473.42, or 4.5 percent.

Broader stock indexes also were higher. The Nasdaq composite index = rose=20 13.75, to 1805.43, while the Standard & Poor's 500-stock index edged = up 4.55=20 to 1133.58.

For the week, the Nasdaq was down 111.37, or 5.8 percent, while the = S&P=20 500 sank 51.35, or 4.3 percent.

Today's listless performance followed four straight days of declines = that=20 sent the Dow more than 500 points lower or nearly 5 percent. On = Thursday, the=20 Dow dropped 1.7 percent after several bad economic and corporate = reports.

The fluctuations during today's trading were "just vacillation," said = Jon=20 Brorson, director of equities at Northern Trust in Chicago. "Investors = are in an=20 'I don't want to shoot until I see the whites of their eyes' mode."

Concerned about the market's previous sell-offs, investors have been=20 reluctant to buy because they sense no immediate possibility of a = recovery in=20 share prices. They're also waiting for a solid string of news from the=20 government or companies that the economy may be ready for a turnaround. =

"We need tangible evidence of a bottom to restore confidence," = Brorson said.=20

The Commerce Department report today that factory orders rose 0.1 = percent=20 gave investors a reason to snap up bargains, but experts said the uptick = was=20 little more than temporary burst of buying.

Among Dow component stocks, Alcoa rose 63 cents, to $ 38.12, and J.P. = Morgan=20 was up 16 cents, to $ 39.40. IBM dropped 41 cents, to $ 99.95, and=20 Hewlett-Packard fell 19 cents, to $ 23.21.

Overall, August was a bad month for investors, with the Dow 560.26 = lower. The=20 index hit its high point of the month on Aug. 2, closing at 10,551.18, = but ended=20 the month down 5.3 percent.

The New York Stock Exchange composite index fell 1.74, to 587.84; = the=20 American Stock Exchange index rose 2.42, to 873.40; and the Russell = index of=20 2,000 small stocks rose 0.50, to 468.56.

Advancing issues outnumbered declining ones by about 4 to 3 on the = NYSE,=20 where trading volume fell to 949.5 million shares, from 1.17 billion = on=20 Thursday. On the Nasdaq, advancers outnumbered decliners by 5 to 4 and = volume=20 totaled 1.16 billion shares, down from 1.7 billion.

The price of the Treasury's benchmark 10-year note fell $ 2.19 per = $ 1,000=20 invested, and its yield rose to 4.83 percent, from 4.80 percent late = Thursday.=20

The dollar fell against the Japanese yen and rose against the = euro. In=20 late New York trading, a dollar bought 118.79 yen, down from 119.40 = yen late=20 Thursday, and a euro bought 91.23 cents, down from 91.61 cents. =

Light, sweet crude oil for October delivery settled at $ 27.20 a = barrel,=20 up 65 cents, on the New York Mercantile Exchange.

Gold for current delivery fell on the Commodity Exchange division = of the=20 New York Mercantile Exchange to $ 274.40 a troy ounce from $ 275.40 on = Thursday.

An improvement at the end of the week, but people generally think = it's a=20 blip, with the Dow Jones down 4.5% overall, and that's following a 5.3% = fall in=20 August.

General pessimism continued into the following week:

Cox News Service=20

September 6, 2001 Thursday

Markets head lower - again

BYLINE: Tom Walker

SECTION: Financial Pages

DATELINE: ATLANTA

Unless the stock market goes into reverse, the major indexes appear = headed=20 for new bear-market lows. Investors have already lost more than $2 = trillion in=20 market value since the peak of the market's spring rally.

Standard & Poor's 500-stock index _ regarded by analysts as the = best=20 barometer of market trends _ closed on Thursday within 3.15 points, or = 0.3=20 percent, of its 52-week low reached on April 4.

The technology-heavy Nasdaq composite index, which has suffered the = biggest=20 bear market losses, and the blue chip Dow Jones industrial average of = mostly=20 "old economy" stocks, are both within about 4 percent of their 52-week = lows of=20 five months ago.

"I think the problem you have to wonder about is how far tech stocks = can pull=20 things down," said Robert S. Robbins, chief investment strategist for = SunTrust=20 Robinson Humphrey Capital Markets.

It would not be unusual for the market to "test" its previous lows = and even=20 rebound for awhile.

But if stocks drop below previous lows, analysts believe the indexes = could=20 wind up falling much further. Many stocks are still trading at = excessively high=20 price-to-earnings valuations, analysts warn.

At some point, the market will hit bottom and begin a sustained = rally. But=20 that point appears more elusive than ever, even though some strategists = think=20 the worst is over.

"What it comes down to is some fundamental catalyst is needed that = gets=20 people to put their money (back in the market)," said Robbins.

That catalyst could be a major improvement in the economy. =

Investors will=20 get some idea of how well the economy was doing in August when the = government=20 releases the latest unemployment and job growth reports today. Most = analysts=20 believe the reports will unemployment than the 4.5 percent of = July...

Everyone's waiting for the unemployment figures, then. And = unfortunately,=20 they turn out to be worse than expected:

The Washington Post=20

September 8, 2001 Saturday Final Edition

On Wall Street, Numbers Crush Recovery Hopes; Stocks Give = Up Last=20 Gains From Tech Boom

BYLINE: Jerry Knight and Krissah Williams, Washington Post Staff=20 Writers

SECTION: A SECTION; Pg. A01

The U.S. stock market plummeted yesterday, continuing a long and = painful=20 three-month decline that has reduced prices to levels not seen since = before the=20 Internet-inspired market surge almost three years ago.

The Standard & Poor's 500-stock index, a broad-based measure of = U.S.=20 stocks regarded by professional investors as the single best measure of = the=20 overall market, ended the day at its lowest close since October 1998 as=20 professional traders and mom-and-pop mutual fund investors alike stepped = up=20 their selling.

Over the past two weeks, the S&P 500 has declined 8.4 percent in = the face=20 of a relentless stream of discouraging news about corporate losses, = declining=20 sales, unemployment and the economy, both here and abroad. Stock markets = around=20 the globe also continued their steep declines yesterday.

There was widespread agreement among analysts that yesterday's report = that=20 the unemployment rate had jumped to 4.9 percent was a reality check for=20 optimists who had been counting on the economy to turn upward.

"The unemployment really was shocking because it was so much greater = than=20 expected," said Mary Farrell, senior investment strategist at UBS = PaineWebber.=20 "We really are not experiencing the recovery we'd hoped for."

The S&P 500 fell for the ninth time in 10 days. It dropped almost = 2=20 percent yesterday to close at 1085.78, down 20.62 points. The S&P is = off 18=20 percent since the beginning of the year and down 28 percent from a year = ago.=20

Two other broad-based indexes, the New York Stock Exchange composite = index=20 and the Wilshire 5000 stock index, plunged past their previous lows for = the=20 year. Those indexes hit levels not seen since November 1998.

The Dow Jones industrial average of 30 blue-chip stocks of companies = that are=20 considered leaders in their industries yesterday suffered its biggest = single-day=20 loss in five months, falling 2.4 percent to 9605.85, its lowest point = since=20 April. The Nasdaq composite index recorded its worst close since April = 4, down=20 17.94 points, or 1.1 percent, at 1687.70.

For the last two weeks, investors have taken money out of mutual = funds that=20 invest in U.S. stocks. About $ 10.7 billion flowed out of equity funds = in the=20 week ending Sept. 5 and $ 6 billion left the prior week, according to = TrimTabs,=20 a research group. This is the first time funds have seen back-to-back = outflows=20 since the spring, when the market hit its low, according to Thomas = McManus,=20 equity strategist for Banc of America Securities.

Market watchers said selling by mutual funds is playing a major role = in=20 driving down the markets. When individual investors pull their money out = of=20 stock funds, the fund managers are forced to go to Wall Street to unload = stocks,=20 which tends to drive prices lower.

The mutual fund withdrawals could signify a sea change in the = attitude of=20 small investors, who have largely resisted the urge to bail out even = though=20 their stock portfolios and retirement savings accounts have crashed. =

"The psychology has changed from 'you have got to be an investor' to = 'you=20 better stay away from stock,' " said Christopher Bonavico, portfolio = manager at=20 Transamerica Premier Aggressive Growth Fund in San Francisco.

"The psychology is becoming so negative that it is a good time to be = a=20 buyer," he added.

But this week there were no signs that Americans are buying stocks -- = or much=20 of anything else.

Several announcements led investors to worry about consumer behavior. = The Big=20 Three automakers this week all reported that their sales fell in August = -- down=20 about 8 percent at Ford and General Motors and 24 percent at = DaimlerChrysler's=20 Chrysler division.

In addition, most big retail chains also reported soft August sales = -- except=20 for discount chains and warehouse stores, which traditionally benefit = when=20 customers concerned about their finances "trade down" by doing their=20 back-to-school shopping at, for instance, Target instead of Hecht's. =

The hotel industry -- led by Bethesda-based Marriott -- reported this = week=20 that occupancy rates are also falling rapidly, triggering price wars = that cut=20 further into lodging industry profits.

Those reports of slowing consumer spending drove down stock prices = earlier in=20 the week because of fears that if consumers cut back, the United States = could=20 fall into a recession. That fear was magnified yesterday by the stunning = increase in the jobless numbers to the highest level in almost four = years.

"Unemployment figures have a significant psychological impact on = people's=20 propensity to consume," explained Eric Leo, chief investment officer for = Allied=20 Investment Advisors in Baltimore.

"The unemployment numbers came in certainly above what Wall Street = was=20 expecting," Leo said. "It's obviously showing signs that the economy is = very=20 sluggish. Whether it means we are going into a recession or not, it is = still too=20 soon to tell."

With business spending stagnant, consumers are the only bulwark = between the=20 United States and a recession, said William Meehan, chief market analyst = of=20 Cantor Fitzgerald. Investors are concerned that "if the consumer gets = riled by=20 job layoffs and they pull back or start to pay off some debt, we'll go = to a=20 full-blown recession."

The market was further jolted by more signs that corporations remain=20 reluctant to make big investments.

The stocks of a pair of prominent Washington-area high-tech companies = were=20 whacked recently because their customers are holding back.

The shares of Manugistics Group Inc. of Bethesda fell 35 percent this = week=20 after the company said that its quarterly sales would be only about $ 70 = million=20 instead of the expected $ 90 million and, instead of a profit, it will = post a=20 loss. Manugistics makes software that companies use to do business with = each=20 other over the Internet.

Ciena Corp., of Linthicum, which manufactures fiber-optic = communications=20 hardware, warned of a similar slowdown in sales and saw its stock plunge = 19=20 percent this week.

More disappointing sales and earnings are expected to be announced by = companies issuing interim reports on the third quarter of the year, = which for=20 many corporations ends Sept. 30.

Yesterday's jobs report and the week's other pessimistic signals = produced=20 speculation that the Federal Reserve may be prompted to cut interest = rates again=20 soon. Meehan of Cantor Fitzgerald said that although that might help the = economy, it's unlikely to boost the stock market. "There's no reason for = me to=20 expect that a move to the upside will be sustained even if the Fed cuts = rates,"=20 he said.

Expectation of Fed rate cuts caused the bond market to rally. Prices = of=20 two-year U.S. Treasury notes rose as their yields, which go down when = prices go=20 up, declined to their lowest level in history, 3.51 percent, from 3.63 = percent=20 at Thursday's close. Similarly, yields on five-year Treasury notes fell = to 4.30=20 percent, their lowest level in more than 40 years.

Eventually tax cuts and lower interest rates will help, said Farrell = of UBS=20 PaineWebber.

"We will start seeing positive earnings comparisons and = that,=20 combined with interest rates and inflation, should get us back into bull = market=20 status," she said. "It is just a waiting game until consumer confidence = builds,=20 and it's going to take some better employment figures to have that=20 happen."

This all contributed to a significant decline in share prices just = before=20 9/11.

There were plenty of people who seemed pessimistic about the future, = then.=20 And they had specific reasons to be buy put options for some = 9/11-related=20 companies, too.

Individual companies

A number of different companies have been mentioned as possible = targets of=20 "insider dealing" prior to 9/11. But do these claims stand up to = examination? Or=20 might there have been other reasons to buy put options for them?

American Airlines

The American Airlines (AMR) share price had peaked at over $40 at the = beginning of 2001. By August 2001 it was closer to $35, though, and on = September=20 10 it had dipped below $30.

The share price had fallen 13% in the month before 9/11, then. Might=20 investors have thought it could fall further, and so be tempted to buy = puts?=20

What=E2=80=99s more, immediately before 9/11 American Airlines = released a string of=20 bad news:

12:48pm 09/07/01 [AMR] AMR NOTES 'POOR' ECONOMIC = CONDITIONS,=20 'FALLING' DEMAND=20

12:49pm 09/07/01 [AMR] AMR SAYS DEFERRING JET PURCHASES BEYOND FIRM = ORDERS=20

12:47pm 09/07/01 [AMR] AMR'S AMERICAN RETIRING 5 MORE 727 AIRCRAFT = EARLY

12:48pm 09/07/01 [AMR] AMR: AMERICAN TO RETIRE ENTIRE 727 FLEET BY = END OF=20 2002

12:46pm 09/07/01 [AMR] AMR SEES Q3 LOSS 'CONSIDERABLY LARGER' THAN = Q2'S

12:47pm 09/07/01 [AMR] AMR ANTICIPATES 'SIGNIFICANT' LOSS IN Q4

12:49pm 09/07/01 [AMR] AMR SAYS CUTTING 2001-02 CAPEX BY NEARLY $1.2 = BLN

12:50pm 09/07/01 [AMR] AMERICAN AIR FEELS SQUEEZE OF FUEL PRICES, = LABOR COSTS=20

1:07pm 09/07/01 AMR warns of wider losses - William Spain

2:44pm 09/07/01 Analyst: Airline Stocks Face At Least Another Bad = Quarter=20

2:51pm 09/07/01 [AMR] AMR DOWN 3.4% AT $30.08 FOLLOWING Q3 WARNING =

4:04pm=20 09/07/01 Boeing stock rating cut over commercial growth - August=20 Cole
Marketwatch.com

Here's how the updates were interpreted in the Dallas Morning News of = September 8, 2001:

The Dallas Morning News=20

September 8, 2001, Saturday

American Airlines Warns Investors of Expected Deficit

BYLINE: By Terry Maxon

AMR Corp. warned investors Friday that it would lose a lot more = money=20 this quarter than last quarter and would have a "significant" = fourth-quarter=20 deficit.

If the losses materialize as expected, it will mark the first time = since 1993=20 that AMR has posted a full-year loss. It will also be the first time = since 1992=20 that AMR has lost money in every quarter.

AMR, parent of American Airlines Inc. and TWA Airlines LLC, said it = was=20 grounding another five Boeing 727s early in response to poor demand. = That means=20 that its entire Boeing 727 fleet will be retired by the end of 2002 -- a = year=20 ahead of the original schedule.

Since early 2001, AMR said, it has cut its capital spending budget by = nearly=20 $ 1.2 million for this year and next.

"We'll continue to take prudent steps consistent with this very tough = operating climate," said Tom Horton, AMR's chief financial officer, in a = statement. "American's financial strength and flexibility are important = assets=20 at a time like this."

AMR made a less drastic warning Aug. 13 when it said it expected to = lose=20 money for the third quarter and full year 2001 "if current economic = conditions=20 persist."

Airline analyst Ray Neidl with ABN Amro Securities LLC said he was = struck by=20 the firmness of AMR's warning Friday, without the ambivalence of earlier = warnings.

"They're more or less throwing in the towel and saying they're seeing = no=20 changes through the end of the year," Mr. Neidl said.

AMR shares closed down $ 1 to $ 30.15, off 3.2 percent in trading = Friday on=20 the New York Stock Exchange, and most other airline shares also finished = down.=20

Mr. Neidl said he expects other airlines to issue similar warnings in = the=20 next few weeks as the third quarter shudders to a close.

Most airlines have warned that they have seen a sharp drop in the = number of=20 high-dollar business travelers, the ones that buy the most expensive = first-class=20 and coach tickets. Continental Airlines Inc. said last week that the = revenue it=20 received last month declined 12 to 14 percent per seat mile.

At the same time, high jet fuel prices and rising labor costs have = increased=20 the airlines' expenses.

Traffic has remained at or near last year's levels, with leisure = travelers=20 lured by continual fare sales this summer. However, Mr. Neidl said he's = worried=20 that consumers will quit responding to the fare sales.

"That's when airline profits could really start taking a whack," Mr. = Neidl=20 said. "I'm not sure we're going to reach that point, but that's the = thing that=20 worries me going forward."

In the second quarter ended June 30, AMR lost $ 105 million before = special=20 items, or $ 507 million including write-offs from decreased value of = assets,=20 primarily airplanes. It lost $ 43 million in the first quarter.

This year's losses will break a long winning streak for the Fort = Worth-based=20 carrier, which earned $ 813 million last year and more than $ 5 billion = between=20 1996 and 2000.

After Friday's warning, airline analyst Michael J. Linenberg of = Merrill Lynch=20 Global Securities lowered his estimates for AMR.

Mr. Linenberg, who had predicted a third-quarter loss for AMR of 70 = cents a=20 share, now is predicting a loss of $ 1.10 a share. For the fourth = quarter, he's=20 predicting the airline will lose $ 1.38 a share, down from 30 cents a = share. For=20 the full year excluding the special items, he is predicting a loss of $ = 3.45 per=20 share, compared with his previous estimate of $ 1.95 a share. "And I'm = not the=20 lowest guy on the Street," Mr. Linenberg said.

Each penny per share represents about $ 46 million to $ 47 million, = making=20 his prediction for a full-year loss of around $ 530 million excluding = the=20 special items.

Mr. Linenberg said he believes AMR has begun accruing expenses for = its new=20 pilots contract, now under negotiation, and for Transport Workers Union=20 contracts that are up for approval by mechanics, ground workers and = others.

In addition, the integration of TWA Airlines into American may be = more costly=20 than executives planned, further increasing AMR's expenses, he said. =

AMR said since last spring, it has decided to retire 41 airplanes = early. Its=20 revised estimate is that American and TWA will have the same capacity = combined=20 in 2001 as last year, and capacity will decline nearly 1.5 percent next = year.=20

When the year began, American had expected to expand its capacity by = 3=20 percent in 2001.

So this could be "the first time since 1993 that AMR has posted a = full-year=20 loss", earnings estimates were being downgraded, and one analyst is = worried=20 "that consumers will quit responding to the fare sales", which, if it = happens,=20 could make the situation even worse.

And this is the context in which investors may have been considering = American=20 Airlines on Saturday September 8th, 2001. The 9/11 Commission tell us = that a=20 newsletter recommended buying put options one day later, on the 9th, and = the=20 largest number were bought on the 10th. It seems to us that, when you = consider=20 the economic situation at the time, and the specific problems faced by = AMR, this=20 is an entirely plausible situation. No foreknowledge of 9/11 is = required.

United Airlines

United Airlines didn't see the same specific bad news as AMR, however = it was=20 already known as a very poor performer within the industry. In fact, as = CNNfn=20 pointed out on August 24th 2001, it was losing more money than anyone = else:

CNNFN=20

August 24, 2001 Friday

SHOW: BUSINESS UNUSUAL 08:00 PM Eastern Standard Time

Decline in Business Travel, CNNfn

GUESTS: Marilyn Adams

BYLINE: Kitty Pilgrim

KITTY PILGRIM, CNNfn ANCHOR, BUSINESS UNUSUAL: The economic downturn = has put=20 the airline industry in a tail spin. Now the decline in business travel, = which=20 according to 'USA Today" accounts for 2/3 of airline revenue, has hurt = companies=20 across the board. Have we hit rock bottom? Well our next guest says no. = Joining=20 me now from Miami is Marilyn Adams, business travel writer for the money = section=20 of "USA Today." And thanks very much for joining us.

MARILYN ADAMS, USA TODAY: Sure, thanks Kitty.

PILGRIM: Really it is quite dire out there in terms of business = travel and=20 anyone who works for a company has had the memo, no travel. How far more = can=20 (20:08:10) this industry take?

ADAMS: Well, it's pretty bad. There was a survey recently by Delta = Air Lines=20 (Company: Delta Air Lines Inc.; Ticker: DAL; URL: http://www.delta-/ air.com/) that showed that = business travel=20 at the top 30 markets is off 19 percent on average. But in some parts of = (20:08:20) the country like San Francisco it's off 35 percent and other = airlines=20 have said that some companies are cutting their travel budgets by as = much as 60=20 percent. As Gordon Bethune said "they're not (20:08:30) sending poor = people to=20 the business meeting any more." Maybe they're not even sending one.

PILGRIM: Yes.

ADAMS: They're doing that business by phone or on the Web. They're = find other=20 ways of doing it.

PILGRIM: How much (20:08:40) do you think the industry can absorb? = You=20 crunched the numbers of how important business travel is to airlines. = How much=20 money are airlines losing on this?

ADAMS: Well, United Airlines = (Company:=20 UAL Corporation; Ticker: UAL; URL: http://www.ual.com/) is losing the most (20:08:50) so = far this=20 year. There has been one Wall Street estimate that they could lose in = excess of=20 $900 million this year which would set a record for any one airline's = (20:09:00)=20 loss in a single year. It could be even worse than we saw in the early = '90s when=20 we had the Pershing Gulf war coupled with a recession. This is a very = tough=20 (20:09:10) time and the airlines have been kind of surprised by how = precipitous=20 the cuts have been at companies.

Air Transport World said the losses surprised Wall Street, especially = in=20 comparison with their trading the previous year:

Air Transport World=20

September 2001

UAL Corp., parent of United Airlines, surprised Wall Street with a=20 much-worsethan-anticipated loss of $292 million compared with income of = $336=20 million in the year-ago period. Current-period results exclude potential = charges=20 associated with the failed acquisition of US Airways Group that could = increase=20 the loss by $116 million on a pre-tax basis.

President Rono Dutta said, "Clearly the quarter was very challenging = for us."=20 He cited the weaker economy for causing a reduction in business travel. = United=20 has been especially hard hit owing to its exposure to high-tech West=20 Coast-originating traffic that has dried up in the wake of the dot.com = meltdown.=20

Dutta also acknowledged that United has to readjust to its "high = cost=20 structure." To address the issue, it has embarked on a virtual hiring = freeze and=20 is spreading out deliveries of 18 A319/A.320 aircraft previously set to = arrive=20 in the first quarter of 2003. It previously announced plans to speed the = retirement of 75 727s, taking out 33 this year, 32 in 2002 and 10 in = 2003. It=20 also is reducing nonhub flying and substituting RJ service operated by = its=20 Regional partners on some feeder flights. Capacity for the fourth = quarter will=20 decline 1%, down from previous plans to boost it by 4%. For 2002 UA will = shrink=20 capacity 1%. Dutta said the airline is not forecasting a return to = profit in the=20 third or fourth quarters and is "not forecasting anything for next = year."

And Business Week says that, while there are "some signs of = improvement", the=20 airline business is facing major problems:

Business Week=20

September 3, 2001

SUDDENLY, CARRIERS CAN'T GET OFF THE GROUND

BYLINE: By Michael Arndt in Chicago, with William Symonds in = Boston, and=20 bureau reports

SECTION: NEWS; Analysis & Commentary: Airlines; Number 3747; = Pg.=20 36

LENGTH: 966 words

HIGHLIGHT: Slumping business and vacationer demand proves = weighty

Travel to and from high-tech hot spots has been particularly hard = hit.=20 American Airlines Inc. says business traffic at Austin, Tex., Boston, = and San=20 Jose, Calif., is down 15% from a year earlier. At UAL Corp., parent of = United=20 Airlines, summer business bookings at San Francisco and Dallas have been = down as=20 much as 34% in some months. People are cutting discretionary = spending, and=20 unfortunately flying fits into this category, says UAL President = Rono J.=20 Dutta. UAL is forecast to lose $ 985 million this year.

More bad news is on the horizon. Vacationers, previously lured by = fare sales=20 and cheap tickets, aren't filling as many seats as they did only a month = ago.=20 And once the summer ends, tourist traffic tends to dry up. Meanwhile,=20 international traffic -- another high-margin business -- is also = weakening, as=20 the economies of Europe, Asia, and Latin America head south. When the = general=20 economy catches a cold, the airline industry catches pneumonia, says = analyst=20 Kevin C. Murphy of Morgan Stanley Dean Witter & Co.

Demand isn't the only problem. Fuel prices are inching higher, while = wages=20 are still climbing. Air Transport's Swierenga figures labor expenses = will reach=20 nearly $ 52 billion in 2002, up 15% from the $ 45.3 billion in 2000. He = also=20 says airlines are now paying 60% more for fuel than in 1999. REDUCTION. = To gain=20 some altitude, the biggest airlines are casting off whatever they can. = Almost=20 all are reducing the number of flights they offer. Northwest is in its = second=20 round of layoffs this year, with plans to cut 1,625 of its 53,000 = workers by=20 year-end. American has lopped $ 200 million from its capital budget this = year=20 and plans an additional $ 700 million cut in 2002.

Most radical are restructuring plans at money-losing US Airways Group = Inc.=20 Blocked by the Justice Dept. from selling itself to UAL, US Airways = wants to=20 remake itself into a lower-cost regional company. It plans to replace 60 = big=20 jets with smaller regional ones that should be easier to fill and = cheaper to=20 fly.

Still, there are some signs of improvement. Rosenbluth = International, a=20 large corporate travel agency, says that in the five-week period ended = Aug. 17,=20 corporate bookings were up as much as 20% for 18 of its 25 biggest = accounts. And=20 a survey of 200 companies released on Aug. 20 by the National Business = Travel=20 Assn. finds that 74% plan to spend the same or more on travel next year = compared=20 with 2001. That, of course, wouldn't restore traffic to pre-slowdown = levels.=20 Says Rosenbluth CEO Hal F. Rosenbluth, I don't think the climb out = will be=20 anywhere near as vertical as the decline was. Looks like business = travelers=20 may be forced to brown-bag it for a while, as the industry struggles to = stay=20 aloft.

Even the good news came with qualifications.

PR Newswire=20

September 6, 2001, Thursday

United Airlines' August Traffic Rises 9.1 Percent

United Airlines' (NYSE: UAL) total scheduled revenue passenger miles = (RPMs)=20 rose 9.1 percent in August vs. the comparable month in 2000.

The airline's passenger load factor increased to 78.4 percent from = 75.0=20 percent a year ago. Seat capacity was up 4.4 percent.

"While our = traffic and=20 load factor were up in August vs. last year, any comparisons should take = into=20 account the operational disruptions a year ago which sharply reduced our = traffic," said Rono Dutta, United's president.

That is, at least some of the increase is coming from a very low = base.

The end result of all this is that the share price was declining, = immediately=20 prior to 9/11.

Put it all together, and some analysts have said there's no other = explanation=20 required.

Historically, Hamilton continues, "airlines are a poor investment and = have=20 never made money for investors. There are lots of reasons to sell these = stocks=20 short that have nothing to do with Sept. 11. I haven't seen anything = that raises=20 any red flags on at least these two stocks when you consider the = numbers. With=20 United there were 2,075 put options, with each put option representing = 100=20 shares of stock. So someone had control of 207,500 shares of United. The = stock=20 dropped from $31 to $18, so that's a $13 profit, or $2.7 million on the = put=20 options. If you were going to plan something as complex as taking down = those=20 towers, why wouldn't you have made a billion or $10 billion betting on = oil or=20 shorting the NASDAQ?"

Anyway, says Hamilton, "recall that the market = was in=20 bad shape in the summer and early fall, and you know there were a lot of = people=20 who believed that there would be a sell-off in the market long before = Sept. 11.=20 For instance, American Airlines was at $40 in May and fell to $29 on = Sept. 10;=20 United was at $37 in May and fell to $31 on Sept. 10. These stocks were = falling=20 anyway and it would have been a good time to short them. I like to think = of this=20 as an urban legend now. I think it is the World Trade Center urban = legend."(Source

But concerns about the airline industry had been = growing for=20 some time, and had grown worse in the days before the attack. On = Wednesday,=20 Sept. 5, a report by Reuters -- which is widely read by market = professionals --=20 said that industry experts were predicting "a further deterioration" in = the=20 airline industry's financial performance. Market pessimism increased two = days=20 later when the AMR Corporation, the parent of American and Trans World = Airlines,=20 announced that its losses for the second half of the year would be = greater than=20 forecast.=20

In response, brokerage firms cut their ratings for AMR and other = airlines.=20 Hotel analysts, realizing that fewer travelers meant fewer overnight = stays,=20 followed suit. The short positions and volume of put options rose = sharply across=20 the travel industry -- which has been cited repeatedly in news reports = as=20 possible evidence of illegal trading.

American and United were hit particularly hard.

"The two airline=20 companies that are the most closely related are American and United," = said Paul=20 Foster, a market strategist with BeyondTheBull.com, a market information = firm.=20 "I don't believe this has anything to do with the terrorists." (Source)<= /DIV>

Russell Wasendorf, chairman of Peregrine Financial = Group Inc.,=20 said that the trades were probably associated with bad news about = earnings and=20 the industries involved. In fact, even before the Sept. 11 attacks the = nation's=20 airlines were expected to lose billions of dollars this year, an = estimate that=20 has now become much larger. "It had nothing to do with bin Laden," = Wasendorf=20 said. (So= urce)

Boeing

Boeing are occasionally referenced as a target for 9/11-related = insider=20 trading.

In the days preceding the attacks there was a genuine = run on=20 shares of Boeing, United Airlines and American Airlines. On September 6, = there=20 was 3.150 put-options placed on United Airlines, four times the average. = On=20 September 7: 27.294 put-options on Boeing shares, 5 times the average. = And on=20 September 10 1516 put-options on American Airlines, or 11 times the=20 average.
http://physics911.net/hemelrijk

However, what you'll rarely see are any contemporary comments from = the Media.=20 For example, the Chicago Tribune published the following on Saturday = September=20 8th:

September 8, 2001 Saturday=20

BYLINE: By Janet Kidd Stewart, Tribune staff reporter

SECTION: BUSINESS; ZONE: N; Pg. 1

The double whammy of rising unemployment and plummeting stock prices=20 converged Friday to inflict more pain on legions of American investors. =

The surprise jump in August unemployment sparked a broad sell-off = that pushed=20 the Dow Jones industrial average down almost 235 points, to 9605.85, its = lowest=20 level since early April. The benchmark Standard & Poor's 500 index = fell=20 20.62, to 1085.78, its lowest close since October 1998.

Also = weighing on=20 stocks was renewed concern about corporate profits. Shares of American = Airlines=20 parent AMR fell more than 3 percent, to $30.15, after it warned of a=20 deeper-than-expected third-quarter loss. Aircraft giant and Dow = component=20 Boeing, closing its first week as a Chicago-based company, broke through = its=20 52-week low Friday, dropping 7.5 percent, to $45.18, after a Morgan = Stanley=20 analyst downgraded the stock and warned that a business upturn is = several=20 quarters away...

No surprise about falling share prices here. With airlines already = reporting=20 bad news, it would hardly seem surprising if some investors might = believe they=20 would fall further still.

British Airways

Two weeks ago, market regulators in London began = investigating=20 a series of suspicious share trades in airlines just before the US = attacks.=20

There was speculation that in the days before 11 September, terrorist = groups=20 engaged in sophisticated share trading. This involved 'short-selling' = airline=20 shares - selling the stock, waiting for the price to drop, then buying = it back=20 and pocketing the difference.

The Financial Services Authority investigated a large trade in BA = involving=20 put options - share options giving the right to sell at a fixed price. = In=20 effect, this was a bet that BA shares would fall. The FSA found no = evidence of=20 terrorist involvement and said the deals were not linked to the attacks. = It=20 said: 'A sizeable put option in the shares of a British airline turned = out to=20 have been on behalf of another airline, as part of an overall hedging = strategy.'=20

Lufthansa this weekend denied the company was involved. But share = traders=20 have confirmed the German operator's connection. A stockbroker said:=20 'Speculating like this is an odd way for a company to use shareholder = funds.' It=20 is also surprising that Lufthansa and its advisers speculated at a time = when the=20 industry was already facing recession.

The head of one of Europe's = most=20 successful airlines said: 'I don't know why one airline would be punting = on a=20 rival's shares. It's hard enough just to run an airline-without doing = this fancy=20 stuff.'
= (Source)

On the Thursday and Friday before the attack, world = markets=20 went into freefall on the back of higher than expected US unemployment = figures.=20 International bourses saw more than 5 per cent wiped off during the = week.=20 Markets were trading at three-year lows similar to the depths of the = Asian and=20 Russian financial crises. One of the company's in question, Swiss Re, = saw a=20 steep decline in its price after the company's interims were worse than = brokers=20 expected. The figures sent the whole insurance sector - already = depressed since=20 so many insurance products are linked to equities - hurtling downwards. = British=20 Airways fell sharply to a year low after Deutsche Bank analysts = downgraded the=20 stock from 'market perform' to 'underperform'.
http://www.guardian.co.uk/business/2001/sep/30/terrorism.t= heobserver1

KLM

The Dutch government dispelled suspicions Tuesday that=20 unusually heavy trading in KLM airlines shares earlier this month could = be=20 linked to the terrorist attacks in the United States.=20

Finance Minister Gerrit Zalm told parliament the sharp drop in share = prices=20 of the national airline days before the assaults was not caused by = people who=20 knew of the terrorist's plans.

The Securities Board of the Netherlands, the market regulator, = investigated=20 the heavy volume of put options in KLM shares, said to be 10 times = higher than=20 normal, during a two-day period before the attacks. A put option is a = contract=20 that gives a holder the right to sell an asset at a specified price = before a=20 certain date.

"We know who bought the contracts and we know why. And fortunately it = had=20 nothing to do with terrorism, or insider knowledge about that," Zalm = told Dutch=20 television.

Zalm declined to give more details, but he said "everything was OK." =

In=20 the three trading days prior to the attacks, KLM shares plunged from 16 = euros=20 (dlrs 14.72) to 14.20 euros (dlrs 13.06), a 12 percent fall.
(Source)

Munich Re

Since then, more doubts have grown about possible = trading in=20 the reinsurance stocks. The most suspicious trading involved Munich=20 Re-insurance, whose stock dropped precipitously the week before the = terrorist=20 attack. In addition, there was a big surge in put options on Munich Re = shares.=20 But Rainer Kuppers, a spokesman for Munich Re, noted that shares of the = company=20 had been in a decline from the beginning of September. And in the week = before=20 the attack, he said, two investment houses downgraded the stock because = of=20 concerns about the deterioration in the capital markets.
(Source)<= /DIV>

Swiss Re

Buzzy Krongard

There's still the question of a "CIA link" to these trades, of = course, as=20 discussed by Mike Ruppert:

Ruppert himself pointed out that Krongard left in 1998, though. You = might=20 have thought the link expired at that point, but apparently we're = supposed to=20 believe it was still significant. Why, though? If, let's say, Government = conspirators wanted to engage in a perfectly legal transaction to = purchase put=20 options in United and American Airlines, then why would it matter which = bank=20 they used? Especially if you're assuming they had enough power to block = any=20 investigation? It's not as though the transactions could remain hidden. =

Presumably the explanation would be that people at this bank would be = willing=20 to help the CIA profit from the deaths of thousands of American = citizens.=20 There's not a jot of evidence for that, though, and Ruppert himself = points out=20 that Bankers Trust had changed ownership since Krongard's day, being = acquired by=20 Deutsche Bank in 1999. Are the Germans in on it, too?

Finally, although some sites quote the trades as all or mostly being = linked=20 to AB Brown, you might notice they never post references to prove that. = Why?=20 Because if they did you'd read something like this.

The source familiar with the United trades identified = Deutsche=20 Banc Alex. Brown, the American investment banking arm of German giant = Deutsche=20 Bank, as the investment bank used to purchase at least some of the=20 options.
http://www.sfgate.com/cgi-bin/article.cgi?file=3D/chronicl= e/archive/2001/09/29/MN186128.DTL

The best we have is an unidentified source saying that "at least = some" (not=20 "most") of the trades for one of the shares in question (not "all") was = made=20 through Alex Brown. If it was so vital to use a "CIA-linked bank" to = make these=20 trades, then why not use all of them?

It's clear that, for the conspiracy to stand up, we must make an = increasing=20 number of assumptions. That the conspirators needed to use a particular = bank,=20 for instance, even though they have the power to cover up just about any = investigation. That the conspirators had influence at AB Brown, even = though=20 Krongard had left years before. That the report about Deutsche Bank = being=20 involved in the first place is accurate, and that the conspirators would = be=20 stupid enough to let this information get out, but clever enough to = spread the=20 trades across other banks (which presumably must be "CIA-linked", too). = Maybe=20 this is all true, but it would help if there was some evidence to = support any of=20 these claims.

Poteshman

Perhaps the strongest support for the "insider trading" claims comes = from=20 Professor Allen M Poteshman from the University of Illinois at = Urbana-Champaign.=20 He decided to investigate this further, analysing market data = statistically to=20 try and assess the trades=E2=80=99 significance. Professor Poteshman = points out several=20 reasons to question the foreknowledge argument:

Despite the views expressed by the popular media, = leading=20 academics, and option market professionals, there is reason to question = the=20 decisiveness of the evidence that terrorists traded in the option market = ahead=20 of the September 11 attacks. One event that casts doubt on the evidence = is the=20 crash of an American Airlines plane in New York City on November 12. = According=20 to the OCC Web site, three trading days before, on November 7, the = put-call=20 ratio for options on AMR stock was 7.74. On the basis of the statements = made=20 about the links between option market activity and terrorism shortly = after=20 September 11, it would have been tempting to infer from this put-call = ratio that=20 terrorism probably was the cause of the November 12 crash. Subsequently, = however, terrorism was all but ruled out. While it might be the case = that an=20 abnormally large AMR put-call ratio was observed by chance on November = 7, this=20 event certainly raises the question of whether put-call ratios as large = as 7.74=20 are, in fact, unusual. Beyond the November 12 plane crash, an article = published=20 in Barron=E2=80=99s on October 8 (Arvedlund 2001) offers several = additional grounds for=20 being skeptical about the claims that it is likely that terrorists or = their=20 associates traded AMR and UAL options ahead of the September 11 attacks. = For=20 starters, the article notes that the heaviest trading in the AMR options = did not=20 occur in the cheapest, shortest-dated puts, which would have provided = the=20 largest profits to someone who knew of the coming attacks. Furthermore, = an=20 analyst had issued a =E2=80=9Csell=E2=80=9D recommendation on AMR during = the previous week,=20 which may have led investors to buy AMR puts. Similarly, the stock price = of UAL=20 had recently declined enough to concern technical traders who may have = increased=20 their put buying, and UAL options are heavily traded by institutions = hedging=20 their stock positions. Finally, traders making markets in the options = did not=20 raise the ask price at the time the orders arrived as they would have if = they=20 believed that the orders were based on adverse nonpublic information: = the market=20 makers did not appear to find the trading to be out of the ordinary at = the time=20 that it occurred.
http://www.business.uiuc.edu/poteshma/research/poteshman20= 06.pdf

However, he then devises a statistical model, which he suggests is = consistent=20 with foreknowledge after all:

VI. Conclusion=20

Options traders, corporate managers, security analysts, exchange = officials,=20 regulators, prosecutors, policy makers, and=E2=80=94at times=E2=80=94the = public at large have an=20 interest in knowing whether unusual option trading has occurred around = certain=20 events. A prime example of such an event is the September 11 terrorist = attacks,=20 and there was indeed a great deal of speculation about whether option = market=20 activity indicated that the terrorists or their associates had traded in = the=20 days leading up to September 11 on advance knowledge of the impending = attacks.=20 This speculation, however, took place in the absence of an understanding = of the=20 relevant characteristics of option market trading.

This paper begins by developing systematic information about the = distribution=20 of option market activity. It constructs benchmark distributions for = option=20 market volume statistics that measure in different ways the extent to = which=20 non=E2=80=93market maker volume establishes option market positions that = will be=20 profitable if the underlying stock price rises or falls in value. The=20 distributions of these statistics are calculated both unconditionally = and when=20 conditioning on the overall level of option activity on the underlying = stock,=20 the return and trading volume on the underlying stock, and the return on = the=20 overall market. These distributions are then used to judge whether the = option=20 market trading in AMR, UAL, the Standard and Poor=E2=80=99s airline = index, and the=20 S&P 500 market index in the days leading up to September 11 was, in = fact,=20 unusual.

The option market volume ratios considered do not provide = evidence=20 of unusual option market trading in the days leading up to September 11. = The=20 volume ratios, however, are constructed out of long and short put volume = and=20 long and short call volume; simply buying puts would have been the most=20 straightforward way for someone to have traded in the option market on=20 foreknowledge of the attacks. A measure of abnormal long put volume was = also=20 examined and seen to be at abnormally high levels in the days leading up = to the=20 attacks. Consequently, the paper concludes that there is evidence of = unusual=20 option market activity in the days leading up to September 11 that is = consistent=20 with investors trading on advance knowledge of the attacks.
http://www.business.uiuc.edu/poteshma/research/poteshman20= 06.pdf

One issue that troubles us about this is the lack of analysis of the = string=20 of bad news delivered by American Airlines on September 7th, the trading = day=20 before September 10th, when the most significant trading occurred. = Especially in=20 the context of falling share prices at the time. Professor Poteshman = told us via=20 email:

My study does include quantile regressions that account = for the=20 market conditions on particular stocks. Hence, there is at least a first = order=20 correction for the negative news that was coming out on Sept. 7 on = AMR.

But can you really treat the news so simply? Professor Paul Zarembka = supports=20 the claims, saying:

Poteshman finds ... these purchases [of options on = American=20 Airline stock] ... had only 1 percent probability of occurring simply=20 randomly...
http://patriotsquestion911.com/professors.html

But we=E2=80=99re not saying they were random, rather that they may = have been a=20 rational response to significant bad news delivered the day before. = Poteshman is=20 essentially saying (with regard to AMR) is that people bought too many = puts for=20 that to be explained by the 9/7 news, therefore another explanation is = required,=20 but how can you say that without analysing the news itself? After all, = if that=20 news had been =E2=80=9Cwe=E2=80=99ll probably be bankrupt in six = months=E2=80=9D then the put ratios=20 would probably have been even more significant, and Poteshman=E2=80=99s = model given even=20 more confirmation of =E2=80=9Cunusual option market activity=E2=80=9D, = but would that have made=20 the idea of foreknowledge more likely? Of course not. Obviously the AMR = news was=20 less dramatic, but we would still say that you cannot accurately judge = the=20 significance of these trades until you take it into consideration.

Another complication here comes in the fact that put volumes in these = shares=20 were normally low, from what we=E2=80=99ve read, and this obviously = makes it easier for=20 spikes to appear. The 9/11 Commission said:

A single U.S.-based institutional investor with no = conceivable=20 ties to al Qaeda purchased 95 percent of the UAL puts on September 6 as = part of=20 a trading strategy that also included buying 115,000 shares of American = on=20 September 10. Similarly,much of the seemingly suspicious trading in = American on=20 September 10 was traced to a specific U.S.-based options trading = newsletter,=20 faxed to its subscribers on Sunday, September 9, which recommended these = trades...

The September 6th UAL puts would automatically appear significant, = then, even=20 though only one investor was reportedly behind them. But he was an = institutional=20 investor (at least according to the Commission), someone with a lot of = money to=20 spend, his purchases are always going to stand out. But does that really = mean=20 you can mathematically indicate it=E2=80=99s likely that investor had = foreknowledge of=20 9/11, without considering the other market conditions and information = available=20 at the time?

And it=E2=80=99s a similar story with the AMR trades. Newsletters and = share tipsters=20 do deliver spikes in trading every day, at least here in the UK. There = was bad=20 news on Friday that may well have justified the newsletter suggesting = puts be=20 purchased (and if that news had leaked or been suspected prior to = release then=20 you might have an explanation for earlier purchases, too). Professor = Poteshman=20 appears to be saying that the traders were more pessimistic about the = future of=20 AMR than they should have been, that they over-reacted to the news and = bought=20 more puts than he=E2=80=99d expect, but then perhaps his statistics were = based primarily=20 on trades being individual decisions (an institution or private = individual=20 decides to buy some puts). Newsletters aren=E2=80=99t always like that. = Many are=20 purchased by people who do little research themselves, and simply follow = the=20 recommendations provided. Therefore if the author of the newsletter says = =E2=80=9Cbuy=20 puts=E2=80=9D, then that=E2=80=99s what many of them will do, and the = higher the circulation of=20 the newsletter, the greater the resulting spike of =E2=80=9Cabnormal = trades=E2=80=9D will be.=20

Anyway, Screw Loose Change raised a similar issue or two that = you might=20 want to consider. And please don=E2=80=99t end this here: go read Poteshman=E2=80=99s paper, just to assess this for = yourself. If you=E2=80=99re=20 not great at statistics then some of it will make your eyes glaze over,=20 guaranteed, but there are also interesting comments that are accessible = to=20 everyone, so overall it=E2=80=99s well worth a read.

Objections

There are those who say market conditions before 9/11 couldn't = possibly=20 explain the put options. A number of objections are raised to support = this point=20 of view.

Too specific

The trades were "too specific", we're told. Why were only American = and United=20 Airlines affected, for instance, the two carriers that would be involved = in=20 9/11?

One partial answer here is that there were concerns over other = airlines:

British Airways saw huge volumes of 'put' contracts on = Liffe,=20 the London futures and options market. In Amsterdam, traders were = 'astonished'=20 to see huge rises in put options in KLM, the Dutch airline. Buyers of = put=20 options try to make money from an anticipated fall in a company's share = price.=20 (Source)

And Alexander Rose has written that short interest in other airlines = was up,=20 if not by as much as with United and American:

the short interest on UAL was up, as I've said, 40 = percent=20 over the previous month (and AMR's by 20 percent), but the average for = the other=20 major airlines was 11 percent during the same period. While UAL's and = AMR's=20 short interest was greater than the airline average =E2=80=94 reflecting = widespread=20 pessimism as to their chances =E2=80=94 keep in mind that the average = short ratio of all=20 stocks on the exchange reportedly rose by one percent: pretty much every = airline=20 was getting clipped that summer compared to the rest of the market. In = other=20 words, American and United were in deep trouble even before September = 11, and=20 the market reacted normally (well, perhaps a little overheatedly) to bad = news=20 and darkened forecasts.(Source)=

There was a general expectation that stock prices would fall, then. = But why=20 did these airlines suffer in particular? We've already seen that = American=20 Airlines released surprisingly bad news on the 6th of September. United = was the=20 largest carrier, so if an investor believed the downturn was a general = one then=20 it would be natural to expect them to suffer even more, and a New York = Times=20 article confirms that the companies could be expected to perform in a = similar=20 way:

"The two airline companies that are the most closely = related=20 are American and United," said Paul Foster, a market strategist with=20 BeyondTheBull.com, a market information firm. (Source)<= /DIV>

If you were an investor who read about the American Airlines profit = warning=20 over the weekend, then, it wouldn't be unreasonable for you to assume = that=20 United Airlines next figures would be even worse, and that you could = profit by=20 purchasing some put options.

There were more companies than just the airlines involved, of course, = but=20 were these put options really as targeted as is sometimes claimed? The = book=20 "Black Ice: The Invisible Threat of Cyber-Terrorism" tells us that "the = Bank of=20 New York and Cantor Fitzgerald financial services were the stock = brokerage=20 companies that suffered the most damage on September 11", with Cantor = losing=20 nearly 700 people and the Bank of New York losing major telecoms = facilities. But=20 we've seen no suggestion of suspicious trading in either company = directly=20 (though there's a less quoted issue re: a Cantor network: see = here).=20

The reality is that when you get away from the airlines, most of the = other=20 targeting is considered in retrospect. That is, people were looking at = companies=20 with high put options prior to 9/11, considering those that might be = said to be=20 affected by the attacks, and presenting those as the most suspicious. = But there=20 were many different companies within the WTC, multiple insurers = responsible for=20 its insurance cover, and a host of other companies that would see their=20 businesses seriously affected by 9/11. With the stock market falling, = surely you=20 would expect at least some of these to have put options "spikes" over = any=20 particular few weeks?

Volume

Another common objection tells us the put options were too high to be = normal=20 trading. But is that really true?

The first complication here comes in determining what the volumes = actually=20 were. Go to Prison Planet, for instance, and you might come across this = archived=20 story that seems to tell you:

Between 6 and 7 September, the Chicago Board Options = Exchange=20 saw purchases of 4,744 "put" option contracts in UAL versus 396 call = options =E2=80=93=20 where a speculator bets on a price rising. Holders of the put options = would have=20 netted a profit of $5m (=C2=A33.3m) once the carrier's share price dived = after 11=20 September. On 10 September, more trading in Chicago saw the purchase of = 4,516=20 put options in American Airlines, the other airline involved in the = hijackings.=20 This compares with a mere 748 call options in American purchased that = day.=20 Investigators cannot help but notice that no other airlines saw such = trading in=20 their put options.
http://www.prisonplanet.com/mystery_of_terror_insider_deal= ers.htm

4,744 on UAL over two days, then 4,515 on SMR in one day. That's all = clear,=20 right? Except it isn't. Another archived article at the same site tells = us this:=20

On Sept. 6, 2001 2,075 put options were made on United=20 Airlines, and on the day before the attacks, 2,282 put options were made = on=20 American Airlines.
http://www.prisonplanet.com/still_silence_from_911_stock_s= peculation_probe.htm

And an=20 article on financial site The Street says there were 2,000 UAL put = options=20 purchased on the 6th of September, with 1,535 AMR puts bought on = September 10.=20 So which is correct?

Figuring out the significance of these volumes is equally = problematic. 9/11=20 Research uses the following quotes:

A jump in UAL (United Airlines) put options 90 times = (not 90=20 percent) above normal between September 6 and September 10, and 285 = times higher=20 than average on the Thursday before the attack.

A jump in = American=20 Airlines put options 60 times (not 60 percent) above normal on the day = before=20 the attacks.
http://911research.wtc7.net/sept11/stockputs.html

That's 285 and 60 times more than average, then? Not according to the = Chicago=20 Tribune:

On Sept. 6, put volume on United Airlines was 3,150, = more than=20 four times its average daily put volume this year, according to data = from the=20 Options Clearing Corp. Put volume for Boeing on Sept. 7 totaled 27,294, = more=20 than five times its average daily put volume this year. The day before = the=20 attacks, put volume on American Airlines stock was 4,516, nearly 11 = times its=20 average daily volume for the year.
http://www.chicagotribune.com/business/columnists/chi-0109= 190296sep19,0,3496437.story

The "285 times higher than average" becomes only "four times" higher = than=20 normal for United Airlines, while American's "60 times average" is now = "nearly=20 11 times its average daily volume for the year".

There could be many explanations for this. The calculations may be = defining=20 "normal" and "average" in different ways, for instance. Perhaps they're = looking=20 at different sets of put figures (it's a complicated business). Whatever = the=20 cause, it's plain that there are significant contradictions here, even = between=20 figures produced in mainstream media stories. Don't take any "x times = bigger=20 than usual" claims as necessarily true.

It's also worth noting that put option spikes aren't uncommon, as = Insight=20 revealed:

On Sept. 6, 2001, the Thursday before the tragedy, = 2,075 put=20 options were made on United Airlines and on Sept. 10, the day before the = attacks, 2,282 put options were recorded for American Airlines. Given = the prices=20 at the time, this would have yielded speculators between $2 million and = $4=20 million in profit - hardly what any analyst would call a killing in the = options=20 markets. Based on historical data for both airlines, the put options = just prior=20 to Sept. 11 neither were dramatic nor unprecedented. For example, there = were=20 repeated spikes in put options on American Airlines during the year = before Sept.=20 11, including June 19 with 2,951 puts, June 15 at 1,144 puts, April 16 = at 1,019=20 and Jan. 8 at 1,315 puts. United Airlines puts were a little more during = the=20 prior year, including Aug. 8 at 1,678 puts, July 20 with 2,995, April 6 = at 8,212=20 and March 13 at 8,072. Since such relatively small spikes in options = occur=20 frequently and in a random pattern, why would respected financial = analysts and=20 government investigators cry foul?
(Source)

They're using the lower figure for American Airlines put options = here.=20 However, the United Airlines spikes of 8,212 and 8,072 (if accurate) = show that=20 the 9/11 figures, while high, were in no sense unique.

And as the same article points out, these figures weren't high in = terms of=20 option trading. The volume could have been even higher, and there were = safer=20 ways to do it:

Adam Hamilton of Zeal LLC, a North Dakota-based private = consulting company that publishes research on markets worldwide, has = looked at=20 the numbers and doesn't see a conspiracy. "I read a lot of stories about = the=20 illicit profits, but it didn't make sense to me because the amounts of = money=20 that reportedly were made didn't seem large enough for someone with=20 foreknowledge about some drastic and catastrophic drop in stock prices. = I heard=20 that $22 million in profits was made on these put options - that's a = trivial=20 amount of money for big-time options traders. After all, it makes sense = that if=20 you had advance knowledge of the Sept. 11 events you could have made = hundreds of=20 millions or even billions of dollars betting against these and other = stocks that=20 would have been affected. Sure, it makes a much more attractive story to = write=20 there's a huge conspiracy, but the numbers don't necessarily show this." = Historically, Hamilton continues, "airlines are a poor investment and = have never=20 made money for investors. There are lots of reasons to sell these stocks = short=20 that have nothing to do with Sept. 11. I haven't seen anything that = raises any=20 red flags on at least these two stocks when you consider the numbers. = With=20 United there were 2,075 put options, with each put option representing = 100=20 shares of stock. So someone had control of 207,500 shares of United. The = stock=20 dropped from $31 to $18, so that's a $13 profit, or $2.7 million on the = put=20 options. If you were going to plan something as complex as taking down = those=20 towers, why wouldn't you have made a billion or $10 billion betting on = oil or=20 shorting the NASDAQ?"
(Source)

If these volumes really weren't so exceptional then it raises a = problem for=20 another aspect of this story, a claim originated by Mike Ruppert and = retold here=20 by David Ray Griffin:

These purchases were for two and only two airlines: = American,=20 and United, the two airlines whose planes were used in the attacks. And = also,=20 for Morgan Stanley Dean Witter, which occupied 22 storeys of the World = Trade=20 Centre. The price of these shares did of course plummet after 9/11. As = the San=20 Francisco Chronicle said, "these unusual purchases, which resulted in = profits of=20 at least tens of millions of dollars, raise suspicions than the = investors had=20 advance knowledge of the strikes". For our purposes, the most important=20 implication of this story follows from the fact that US intelligence = agencies=20 monitor the market looking for signs of imminent, untoward events. These = extraordinary purchases therefore would have suggested to intelligence = agencies=20 that in the next few days, United and American airliners were going to = be used=20 in attacks on the World Trade Centre. That is fairly specific = knowledge.
http://www.911blogger.com/2005/04/proper-release-of-griffi= n-in-madison.html

This is applying hindsight in a fairly dramatic manner, and = it=E2=80=99s also leaving=20 out crucial information: the American puts followed the trading day = after the=20 company had released a major profit warning, when you=E2=80=99d expect = investors to=20 believe the shares had further to fall, and the United Airlines trade = volumes=20 were lower than the spikes that occurred in March and April. If a United = Airlines spike of 8,072 in March didn=E2=80=99t suggest an imminent = attack, then why=20 should 4,744 puts over two days in September have any more effect? =

Related Issues

Mayo Shuttock III

On 9/11 Mayo = Shattuck=20 III] was chairman of Deutsche Banc Alex Brown, the US private client = and=20 asset management division of Deutsche Banc. This has been tied in some = quarters=20 to the put options purchased before = the attacks,=20 as Cooperative Research comments:

September 14, 2001: Deutsche Bank Exec Resigns, = Prompting=20 Speculations of 9/11 Connection Mayo Shattuck III resigns, effective=20 immediately, as head of the Alex Brown unit of Deutsche Bank. No reason = is=20 given. Some speculate later that this could have to do with the role of = Deutsche=20 Bank in the pre-9/11 purchases of put options on the stock of companies = most=20 affected by 9/11. Deutsche Bank is also one of the four banks most used = by the=20 bin Laden family.
[http://www.cooperativeresearch.org/context.jsp?item=3Da091= 401shattuck#a091401shattuck=20 (Source)

We've seen not the slightest evidence to support such a claim, = though, and at=20 first glance it makes no real sense. Why would Brown resign because of = the put=20 options, which weren't yet even being reported in the press? If anyone = has an=20 explanation that's based on more than conjecture then we've yet to see = it.

Further, while Cooperative Research do their best to put a = conspiratorial=20 spin on this by saying "no reason is given" for the resignation, that = simply=20 isn't true.

The Washington Post=20

September 17, 2001 Monday Final Edition

MONDAY MORNING

SECTION: FINANCIAL; Pg. E01

...After 16 years with venerable Baltimore investment firm Deutsche = Banc=20 Alex. Brown, Chairman Mayo A. Shattuck III has resigned. The 46-year-old = executive led Alex. Brown through two mergers, the first with Bankers = Trust and=20 the second two years ago when the firm was acquired by German investment = house=20 Deutsche Bank.

Shattuck is leaving the firm to get away from the strain of helming = an=20 investment bank that essentially has headquarters on two continents -- = Baltimore=20 and Frankfurt, Germany, company executive said. "The combination of a = lot of=20 travel to Frankfurt and 3 a.m. conference calls just got a bit = wearying," said=20 Ben Griswold, the Baltimore-based senior chairman at Deutsche Banc Alex. = Brown.=20

According to officials at the bank, Shattuck is to stay on = indefinitely as a=20 senior adviser and join the boards of two Deutsche Banc Alex. Brown=20 subsidiaries, Bankers Trust Corp. and Bankers Trust Co.

A reason for the resignation was given, and it turns out that = Shattuck was=20 maintaining a connection with the company. Anyone might claim that the = reason is=20 false, and doubtless they will, but without some - or indeed any - = evidence to=20 support that, it's hard to see where this story will go.

Conclusion

We cannot prove that the pre-9/11 put options weren't made with = foreknowledge=20 of the attacks. And we suspect not even those who instigated the trades = could do=20 that. Suppose the author of the 9/9 newsletter recommending the purchase = of=20 American Airline put options were to be identified, for example. They = might=20 explain in detail their reasons for that decision, but that can never be = definitive, and we have no doubt that people would continue to claim = they had=20 received a tip-off from elsewhere.

What we can show, however, is that the usual discussion of these = issues=20 leaves out a considerable amount of relevant detail.

Books like "The Hidden History of 9/11" claim the 9/11 Commission = footnote=20 was their only word on the topic, for instance, ignoring the details = provided in=20 the Terrorist Finance monograph we've quoted.

We've not seen anyone even begin to fully address the economic = circumstances=20 of the time, including the general fall in share prices in the weeks = before=20 9/11, and the bad news that specifically related to United and American=20 Airlines.

The significance of the put options volumes appears to be = exaggerated.=20 Previous spikes are rarely even mentioned. And while high level = conspirators=20 might be able to cover up investigations in the US, we've yet to see any = explanation of why inquiries in other countries revealed nothing, = despite=20 dramatic headlines when the stories first appeared.

In short, we believe there are explanations for the put options, = other than=20 9/11 foreknowledge: it's just that you're not being told what they are. =

We're not stopping just yet, though. The SEC sent a memo to the 9/11=20 Commission where they detailed their investigations, and the picture = would be=20 clearer if that were available. We've applied for it under the FOIA, and = been=20 turned down: the matter is currently under appeal. If that fails then = we'll try=20 to get more 9/11 Commission documents on the issue when they're opened = in 2009.=20 This isn't the end of the story.

References

These articles are neutral, or tend to support the idea that the put = options=20 may indicated 9/11 foreknowledge.

These 9/11 articles tend to support the foreknowledge claims:

These articles raise at least some questions about whether the put = option=20 purchases support any claim of foreknowledge about 9/11. Some = concentrate only=20 on terrorist or bin Laden connections, and so are of limited use in = addressing=20 whether insiders in the US were involved, however all have some useful = points to=20 make.

Academic papers

Pre event trends in implied and intraday volatilities, = Journal of=20 the Academy of Business and Economics

9/11 Commission documents

The=20 SEC's Joseph Cella on the "insider trading" allegations (put = options,=20 short selling etc)

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PADDING-RIGHT: 0.5em; PADDING-LEFT: 0.5em; FONT-SIZE: 95%; = PADDING-BOTTOM: 0.5em; PADDING-TOP: 0.5em } FORM { MARGIN: 0px; BORDER-TOP-STYLE: none; BORDER-RIGHT-STYLE: none; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } TEXTAREA { PADDING-RIGHT: 0.1em; PADDING-LEFT: 0.1em; PADDING-BOTTOM: 0.1em; = WIDTH: 100%; PADDING-TOP: 0.1em } INPUT.historysubmit { PADDING-RIGHT: 0.3em! important; PADDING-LEFT: 0.3em! important; = FONT-SIZE: 94%; PADDING-BOTTOM: 0.3em! important; MARGIN-LEFT: 1.6em; = CURSOR: pointer; PADDING-TOP: 0px! important; HEIGHT: 1.7em! important } SELECT { VERTICAL-ALIGN: top } ABBR { BACKGROUND: none transparent scroll repeat 0% 0%; CURSOR: help; COLOR: = black; BORDER-BOTTOM: black 1px dotted } ACRONYM { BACKGROUND: none transparent scroll repeat 0% 0%; CURSOR: help; COLOR: = black; BORDER-BOTTOM: black 1px dotted } .explain { BACKGROUND: none transparent scroll repeat 0% 0%; CURSOR: help; COLOR: = black; BORDER-BOTTOM: black 1px dotted } Q { FONT-STYLE: italic; FONT-FAMILY: Times, "Times New Roman", serif } CODE { BACKGROUND-COLOR: #f9f9f9 } PRE { BORDER-RIGHT: #2f6fab 1px dashed; PADDING-RIGHT: 1em; BORDER-TOP: = #2f6fab 1px dashed; PADDING-LEFT: 1em; PADDING-BOTTOM: 1em; BORDER-LEFT: = #2f6fab 1px dashed; COLOR: black; LINE-HEIGHT: 1.1em; PADDING-TOP: 1em; = BORDER-BOTTOM: #2f6fab 1px dashed; BACKGROUND-COLOR: #f9f9f9 } #siteSub { DISPLAY: none } #jump-to-nav { DISPLAY: none } #contentSub { FONT-SIZE: 84%; MARGIN: 0px 0px 1.4em 1em; WIDTH: auto; COLOR: #7d7d7d; = LINE-HEIGHT: 1.2em } #contentSub2 { FONT-SIZE: 84%; MARGIN: 0px 0px 1.4em 1em; WIDTH: auto; COLOR: #7d7d7d; = LINE-HEIGHT: 1.2em } SPAN.subpages { DISPLAY: block } #bodyContent H1 { MARGIN-BOTTOM: 0.6em } #bodyContent H2 { MARGIN-BOTTOM: 0.6em } #bodyContent H3 { MARGIN-BOTTOM: 0.3em } #bodyContent H4 { MARGIN-BOTTOM: 0.3em } #bodyContent H5 { MARGIN-BOTTOM: 0.3em } .firstHeading { MARGIN-BOTTOM: 0.1em; PADDING-BOTTOM: 0px; LINE-HEIGHT: 1.2em } .usermessage { BORDER-RIGHT: #ffa500 1px solid; PADDING-RIGHT: 1em; BORDER-TOP: = #ffa500 1px solid; PADDING-LEFT: 1em; FONT-WEIGHT: bold; PADDING-BOTTOM: = 0.5em; MARGIN: 2em 0px 1em; VERTICAL-ALIGN: middle; BORDER-LEFT: #ffa500 = 1px solid; COLOR: black; PADDING-TOP: 0.5em; BORDER-BOTTOM: #ffa500 1px = solid; BACKGROUND-COLOR: #ffce7b } #siteNotice { PADDING-RIGHT: 0.9em; PADDING-LEFT: 0.9em; FONT-SIZE: 95%; = PADDING-BOTTOM: 0px; PADDING-TOP: 0px; TEXT-ALIGN: center } #siteNotice P { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .success { FONT-SIZE: larger; COLOR: green } .error { FONT-SIZE: larger; COLOR: red } .errorbox { BORDER-RIGHT: 2px solid; PADDING-RIGHT: 1em; BORDER-TOP: 2px solid; = PADDING-LEFT: 1em; FONT-SIZE: larger; FLOAT: left; MARGIN-BOTTOM: 2em; = PADDING-BOTTOM: 0.5em; BORDER-LEFT: 2px solid; COLOR: #000; PADDING-TOP: = 0.5em; BORDER-BOTTOM: 2px solid } .successbox { BORDER-RIGHT: 2px solid; PADDING-RIGHT: 1em; BORDER-TOP: 2px solid; = PADDING-LEFT: 1em; FONT-SIZE: larger; FLOAT: left; MARGIN-BOTTOM: 2em; = PADDING-BOTTOM: 0.5em; BORDER-LEFT: 2px solid; COLOR: #000; PADDING-TOP: = 0.5em; BORDER-BOTTOM: 2px solid } .errorbox { BORDER-LEFT-COLOR: red; BORDER-BOTTOM-COLOR: red; BORDER-TOP-COLOR: = red; BACKGROUND-COLOR: #fff2f2; BORDER-RIGHT-COLOR: red } .successbox { BORDER-LEFT-COLOR: green; BORDER-BOTTOM-COLOR: green; BORDER-TOP-COLOR: = green; BACKGROUND-COLOR: #dfd; BORDER-RIGHT-COLOR: green } .errorbox H2 { DISPLAY: inline; FONT-WEIGHT: bold; FONT-SIZE: 1em; MARGIN: 0px 0.5em = 0px 0px; BORDER-TOP-STYLE: none; BORDER-RIGHT-STYLE: none; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } .successbox H2 { DISPLAY: inline; FONT-WEIGHT: bold; FONT-SIZE: 1em; MARGIN: 0px 0.5em = 0px 0px; BORDER-TOP-STYLE: none; BORDER-RIGHT-STYLE: none; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } .catlinks { CLEAR: both; BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 5px; = BORDER-TOP: #aaa 1px solid; MARGIN-TOP: 1em; PADDING-LEFT: 5px; = PADDING-BOTTOM: 5px; BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 5px; = BORDER-BOTTOM: #aaa 1px solid; BACKGROUND-COLOR: #f9f9f9 } .documentDescription { DISPLAY: block; FONT-WEIGHT: bold; MARGIN: 1em 0px; LINE-HEIGHT: 1.5em } .documentByLine { CLEAR: both; FONT-WEIGHT: normal; FONT-SIZE: 90%; COLOR: #76797c; = TEXT-ALIGN: right } .center { WIDTH: 100%; TEXT-ALIGN: center } *.center * { MARGIN-LEFT: auto; MARGIN-RIGHT: auto } .small { FONT-SIZE: 94% } .small * { FONT-SIZE: 94% } TABLE.small { FONT-SIZE: 100% } #toc { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 5px; BORDER-TOP: #aaa 1px = solid; PADDING-LEFT: 5px; FONT-SIZE: 95%; PADDING-BOTTOM: 5px; = BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 5px; BORDER-BOTTOM: #aaa 1px = solid; BACKGROUND-COLOR: #f9f9f9 } .toc { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 5px; BORDER-TOP: #aaa 1px = solid; PADDING-LEFT: 5px; FONT-SIZE: 95%; PADDING-BOTTOM: 5px; = BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 5px; BORDER-BOTTOM: #aaa 1px = solid; BACKGROUND-COLOR: #f9f9f9 } .mw-warning { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 5px; BORDER-TOP: #aaa 1px = solid; PADDING-LEFT: 5px; FONT-SIZE: 95%; PADDING-BOTTOM: 5px; = BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 5px; BORDER-BOTTOM: #aaa 1px = solid; BACKGROUND-COLOR: #f9f9f9 } #toc H2 { PADDING-RIGHT: 0px; DISPLAY: inline; PADDING-LEFT: 0px; FONT-WEIGHT: = bold; FONT-SIZE: 100%; PADDING-BOTTOM: 0px; BORDER-TOP-STYLE: none; = PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: none; = BORDER-BOTTOM-STYLE: none } .toc H2 { PADDING-RIGHT: 0px; DISPLAY: inline; PADDING-LEFT: 0px; FONT-WEIGHT: = bold; FONT-SIZE: 100%; PADDING-BOTTOM: 0px; BORDER-TOP-STYLE: none; = PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: none; = BORDER-BOTTOM-STYLE: none } #toc #toctitle { TEXT-ALIGN: center } .toc #toctitle { TEXT-ALIGN: center } #toc .toctitle { TEXT-ALIGN: center } .toc .toctitle { TEXT-ALIGN: center } #toc UL { PADDING-LEFT: 0px; LIST-STYLE-IMAGE: none; MARGIN-LEFT: 0px; = LIST-STYLE-TYPE: none; TEXT-ALIGN: left } .toc UL { PADDING-LEFT: 0px; LIST-STYLE-IMAGE: none; MARGIN-LEFT: 0px; = LIST-STYLE-TYPE: none; TEXT-ALIGN: left } #toc UL UL { MARGIN: 0px 0px 0px 2em } .toc UL UL { MARGIN: 0px 0px 0px 2em } #toc .toctoggle { FONT-SIZE: 94% } .toc .toctoggle { FONT-SIZE: 94% } .mw-warning { MARGIN-LEFT: 50px; MARGIN-RIGHT: 50px; TEXT-ALIGN: center } DIV.floatright { BORDER-TOP-WIDTH: 0px; CLEAR: right; BORDER-LEFT-WIDTH: 0px; FLOAT: = right; BORDER-BOTTOM-WIDTH: 0px; MARGIN: 0px 0px 0.5em 0.5em; POSITION: = relative; BORDER-RIGHT-WIDTH: 0px } TABLE.floatright { BORDER-TOP-WIDTH: 0px; CLEAR: right; BORDER-LEFT-WIDTH: 0px; FLOAT: = right; BORDER-BOTTOM-WIDTH: 0px; MARGIN: 0px 0px 0.5em 0.5em; POSITION: = relative; BORDER-RIGHT-WIDTH: 0px } DIV.floatright P { FONT-STYLE: italic } DIV.floatleft { BORDER-TOP-WIDTH: 0px; CLEAR: left; BORDER-LEFT-WIDTH: 0px; FLOAT: = left; BORDER-BOTTOM-WIDTH: 0px; MARGIN: 0px 0.5em 0.5em 0px; POSITION: = relative; BORDER-RIGHT-WIDTH: 0px } TABLE.floatleft { BORDER-TOP-WIDTH: 0px; CLEAR: left; BORDER-LEFT-WIDTH: 0px; FLOAT: = left; BORDER-BOTTOM-WIDTH: 0px; MARGIN: 0px 0.5em 0.5em 0px; POSITION: = relative; BORDER-RIGHT-WIDTH: 0px } DIV.floatleft P { FONT-STYLE: italic } DIV.thumb { BORDER-LEFT-COLOR: white; MARGIN-BOTTOM: 0.5em; BORDER-BOTTOM-COLOR: = white; WIDTH: auto; BORDER-TOP-STYLE: solid; BORDER-TOP-COLOR: white; = BORDER-RIGHT-STYLE: solid; BORDER-LEFT-STYLE: solid; BORDER-RIGHT-COLOR: = white; BORDER-BOTTOM-STYLE: solid } DIV.thumbinner { BORDER-RIGHT: #ccc 1px solid; PADDING-RIGHT: 3px! important; = BORDER-TOP: #ccc 1px solid; PADDING-LEFT: 3px! important; FONT-SIZE: = 94%; PADDING-BOTTOM: 3px! important; OVERFLOW: hidden; BORDER-LEFT: #ccc = 1px solid; PADDING-TOP: 3px! important; BORDER-BOTTOM: #ccc 1px solid; = BACKGROUND-COLOR: #f9f9f9; TEXT-ALIGN: center } HTML .thumbimage { BORDER-RIGHT: #ccc 1px solid; BORDER-TOP: #ccc 1px solid; BORDER-LEFT: = #ccc 1px solid; BORDER-BOTTOM: #ccc 1px solid } HTML .thumbcaption { PADDING-RIGHT: 3px! important; PADDING-LEFT: 3px! important; FONT-SIZE: = 94%; PADDING-BOTTOM: 3px! important; BORDER-TOP-STYLE: none; = LINE-HEIGHT: 1.4em; PADDING-TOP: 3px! important; BORDER-RIGHT-STYLE: = none; BORDER-LEFT-STYLE: none; TEXT-ALIGN: left; BORDER-BOTTOM-STYLE: = none } DIV.magnify { BACKGROUND: none transparent scroll repeat 0% 0%; FLOAT: right; = BORDER-TOP-STYLE: none! important; BORDER-RIGHT-STYLE: none! important; = BORDER-LEFT-STYLE: none! important; BORDER-BOTTOM-STYLE: none! important } DIV.magnify A { DISPLAY: block; BACKGROUND: none transparent scroll repeat 0% 0%; = BORDER-TOP-STYLE: none! important; BORDER-RIGHT-STYLE: none! important; = BORDER-LEFT-STYLE: none! important; BORDER-BOTTOM-STYLE: none! important } DIV.magnify IMG { DISPLAY: block; BACKGROUND: none transparent scroll repeat 0% 0%; = BORDER-TOP-STYLE: none! important; BORDER-RIGHT-STYLE: none! important; = BORDER-LEFT-STYLE: none! important; BORDER-BOTTOM-STYLE: none! important } DIV.tright { BORDER-TOP-WIDTH: 0.5em; CLEAR: right; BORDER-LEFT-WIDTH: 1.4em; FLOAT: = right; BORDER-BOTTOM-WIDTH: 0.8em; BORDER-RIGHT-WIDTH: 0px } DIV.tleft { BORDER-TOP-WIDTH: 0.5em; CLEAR: left; BORDER-LEFT-WIDTH: 0px; FLOAT: = left; BORDER-BOTTOM-WIDTH: 0.8em; MARGIN-RIGHT: 0.5em; = BORDER-RIGHT-WIDTH: 1.4em } IMG.thumbborder { BORDER-RIGHT: #dddddd 1px solid; BORDER-TOP: #dddddd 1px solid; = BORDER-LEFT: #dddddd 1px solid; BORDER-BOTTOM: #dddddd 1px solid } .hiddenStructure { DISPLAY: none } TABLE.rimage { FLOAT: right; MARGIN-BOTTOM: 1em; MARGIN-LEFT: 1em; POSITION: relative; = TEXT-ALIGN: center } .toccolours { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 5px; BORDER-TOP: #aaa 1px = solid; PADDING-LEFT: 5px; FONT-SIZE: 95%; PADDING-BOTTOM: 5px; = BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 5px; BORDER-BOTTOM: #aaa 1px = solid; BACKGROUND-COLOR: #f9f9f9 } .special LI { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; LINE-HEIGHT: 1.4em; PADDING-TOP: 0px } #bodyContent A.external { PADDING-RIGHT: 13px; BACKGROUND: url(external.png) no-repeat right = center } #bodyContent A[href^=3D'gopher://'] { PADDING-RIGHT: 13px; BACKGROUND: url(external.png) no-repeat right = center } #bodyContent A[href^=3D'https://'] { PADDING-RIGHT: 16px; BACKGROUND: url(lock_icon.gif) no-repeat right = center } .link-https { PADDING-RIGHT: 16px; BACKGROUND: url(lock_icon.gif) no-repeat right = center } #bodyContent A[href^=3D'mailto:'] { PADDING-RIGHT: 18px; BACKGROUND: url(mail_icon.gif) no-repeat right = center } .link-mailto { PADDING-RIGHT: 18px; BACKGROUND: url(mail_icon.gif) no-repeat right = center } #bodyContent A[href^=3D'news://'] { PADDING-RIGHT: 18px; BACKGROUND: url(news_icon.png) no-repeat right = center } #bodyContent A[href^=3D'ftp://'] { PADDING-RIGHT: 18px; BACKGROUND: url(file_icon.gif) no-repeat right = center } .link-ftp { PADDING-RIGHT: 18px; BACKGROUND: url(file_icon.gif) no-repeat right = center } #bodyContent A[href^=3D'irc://'] { PADDING-RIGHT: 18px; BACKGROUND: url(discussionitem_icon.gif) no-repeat = right center } #bodyContent A[href^=3D'irc://'].extiw { PADDING-RIGHT: 18px; BACKGROUND: url(discussionitem_icon.gif) no-repeat = right center } .link-irc { PADDING-RIGHT: 18px; BACKGROUND: url(discussionitem_icon.gif) no-repeat = right center } #bodyContent A[href$=3D'.ogg'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.OGG'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.mid'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.MID'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.midi'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.MIDI'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.mp3'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.MP3'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.wav'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.WAV'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.wma'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.WMA'].external { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } .link-audio { PADDING-RIGHT: 13px; BACKGROUND: url(audio.png) no-repeat right center } #bodyContent A[href$=3D'.ogm'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.OGM'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.avi'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.AVI'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.mpeg'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.MPEG'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.mpg'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.MPG'].external { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } .link-video { PADDING-RIGHT: 13px; BACKGROUND: url(video.png) no-repeat right center } #bodyContent A[href$=3D'.pdf'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A[href$=3D'.PDF'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A[href*=3D'.pdf#'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A[href*=3D'.PDF#'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A[href*=3D'.pdf?'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A[href*=3D'.PDF?'].external { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } .link-document { PADDING-RIGHT: 12px; BACKGROUND: url(document.png) no-repeat right = center } #bodyContent A.extiw { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; COLOR: #36b; PADDING-TOP: 0px } #bodyContent A.extiw:active { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; COLOR: #36b; PADDING-TOP: 0px } #bodyContent A.external { COLOR: #36b } #bodyContent .plainlinks A { PADDING-RIGHT: 0px! important; PADDING-LEFT: 0px! important; = BACKGROUND: none transparent scroll repeat 0% 0%; PADDING-BOTTOM: 0px! = important; PADDING-TOP: 0px! important } .portlet { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; FLOAT: none; PADDING-BOTTOM: = 0px; MARGIN: 0px 0px 0.5em; OVERFLOW: hidden; WIDTH: 11.6em; = BORDER-TOP-STYLE: none; PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } .portlet H4 { FONT-WEIGHT: normal; FONT-SIZE: 95%; WHITE-SPACE: nowrap } .portlet H5 { PADDING-RIGHT: 1em; DISPLAY: inline; PADDING-LEFT: 0.5em; FONT-WEIGHT: = normal; FONT-SIZE: 91%; BACKGROUND: none transparent scroll repeat 0% = 0%; PADDING-BOTTOM: 0px; TEXT-TRANSFORM: lowercase; PADDING-TOP: 0px; = WHITE-SPACE: nowrap; HEIGHT: 1em } .portlet H6 { BORDER-RIGHT: #2f6fab 1px solid; PADDING-RIGHT: 1em; BORDER-TOP: = #2f6fab 1px solid; DISPLAY: block; PADDING-LEFT: 1em; FONT-WEIGHT: = normal; FONT-SIZE: 1em; BACKGROUND: #ffae2e; PADDING-BOTTOM: 0px; = TEXT-TRANSFORM: lowercase; BORDER-LEFT: #2f6fab 1px solid; PADDING-TOP: = 0px; BORDER-BOTTOM: #2f6fab 1px; WHITE-SPACE: nowrap; HEIGHT: 1.2em } .pBody { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 0.8em; BORDER-TOP: #aaa = 1px solid; PADDING-LEFT: 0.5em; FONT-SIZE: 95%; PADDING-BOTTOM: 0.3em; = BORDER-LEFT: #aaa 1px solid; COLOR: black; PADDING-TOP: 0px; = BORDER-BOTTOM: #aaa 1px solid; BORDER-COLLAPSE: collapse; = BACKGROUND-COLOR: white } .portlet H1 { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .portlet H2 { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .portlet H3 { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .portlet H4 { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .portlet UL { FONT-SIZE: 95%; LIST-STYLE-IMAGE: url(bullet.gif); LINE-HEIGHT: 1.5em; = LIST-STYLE-TYPE: square } .portlet LI { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } #p-logo { Z-INDEX: 3; LEFT: 0px; OVERFLOW: visible; WIDTH: 12em; POSITION: = absolute; TOP: 0px; HEIGHT: 155px } #p-logo H5 { DISPLAY: none } #p-logo A { BACKGROUND-POSITION: 35% 50%; DISPLAY: block; WIDTH: 12.2em; = BACKGROUND-REPEAT: no-repeat; HEIGHT: 155px; TEXT-DECORATION: none } #p-logo A:hover { BACKGROUND-POSITION: 35% 50%; DISPLAY: block; WIDTH: 12.2em; = BACKGROUND-REPEAT: no-repeat; HEIGHT: 155px; TEXT-DECORATION: none } #p-search { Z-INDEX: 3; POSITION: relative } INPUT.searchButton { MARGIN-TOP: 1px; FONT-SIZE: 95% } #searchGoButton { PADDING-RIGHT: 0.5em; PADDING-LEFT: 0.5em; FONT-WEIGHT: bold } #searchInput { FONT-SIZE: 95%; MARGIN: 0px; WIDTH: 10.9em } #p-search .pBody { PADDING-RIGHT: 0.4em; PADDING-LEFT: 0.4em; PADDING-BOTTOM: 0.4em; = PADDING-TOP: 0.5em; TEXT-ALIGN: center } #p-personal { LEFT: 0px; POSITION: absolute; TOP: 0px } #p-personal { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; MARGIN: 0px; OVERFLOW: = visible; WIDTH: 100%; BORDER-TOP-STYLE: none; LINE-HEIGHT: 1.2em; = PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; WHITE-SPACE: nowrap; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } #p-personal H5 { DISPLAY: none } #p-personal .portlet { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; MARGIN: 0px; OVERFLOW: = visible; BORDER-TOP-STYLE: none; PADDING-TOP: 0px; BORDER-RIGHT-STYLE: = none; BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } #p-personal .pBody { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; MARGIN: 0px; OVERFLOW: = visible; BORDER-TOP-STYLE: none; PADDING-TOP: 0px; BORDER-RIGHT-STYLE: = none; BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } #p-personal UL { PADDING-RIGHT: 2em; PADDING-LEFT: 3em; BACKGROUND: none transparent = scroll repeat 0% 0%; PADDING-BOTTOM: 0px; MARGIN: 0px; CURSOR: default; = COLOR: #2f6fab; BORDER-TOP-STYLE: none; LINE-HEIGHT: 1.4em; PADDING-TOP: = 0px; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: none; LIST-STYLE-TYPE: = none; TEXT-ALIGN: right; BORDER-BOTTOM-STYLE: none } #p-personal LI { PADDING-RIGHT: 0px; DISPLAY: inline; PADDING-LEFT: 0px; BACKGROUND: = none transparent scroll repeat 0% 0%; PADDING-BOTTOM: 0px; MARGIN-LEFT: = 1em; COLOR: #2f6fab; BORDER-TOP-STYLE: none; LINE-HEIGHT: 1.2em; = PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: none; = BORDER-BOTTOM-STYLE: none } #p-personal LI A { BACKGROUND: none transparent scroll repeat 0% 0%; PADDING-BOTTOM: = 0.2em; COLOR: #005896; TEXT-DECORATION: none } #p-personal LI A:hover { PADDING-BOTTOM: 0.2em; BACKGROUND-COLOR: white; TEXT-DECORATION: none } #p-personal LI.active A:hover { BACKGROUND-COLOR: transparent } LI#pt-userpage { PADDING-LEFT: 20px; BACKGROUND: url(user.gif) no-repeat left top; = TEXT-TRANSFORM: none } LI#pt-anonuserpage { PADDING-LEFT: 20px; BACKGROUND: url(user.gif) no-repeat left top; = TEXT-TRANSFORM: none } LI#pt-login { PADDING-LEFT: 20px; BACKGROUND: url(user.gif) no-repeat left top; = TEXT-TRANSFORM: none } #p-personal UL { TEXT-TRANSFORM: lowercase } #p-personal LI.active { FONT-WEIGHT: bold } #p-cactions { PADDING-LEFT: 1em; FONT-SIZE: 95%; BACKGROUND: none transparent scroll = repeat 0% 0%; LEFT: 11.5em; MARGIN: 0px; OVERFLOW: visible; WIDTH: 76%; = LINE-HEIGHT: 1.1em; WHITE-SPACE: nowrap; LIST-STYLE-TYPE: none; = POSITION: absolute; TOP: 1.3em; BORDER-COLLAPSE: collapse } #p-cactions UL { LIST-STYLE-TYPE: none } #p-cactions LI { BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 0px; BORDER-TOP: #aaa 1px = solid; DISPLAY: inline; PADDING-LEFT: 0px; BACKGROUND: white; = PADDING-BOTTOM: 0.1em; MARGIN: 0px 0.3em 0px 0px; OVERFLOW: visible; = BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 0px; BORDER-BOTTOM: #aaa 1px } #p-cactions LI.selected { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; FONT-WEIGHT: bold; = BORDER-LEFT-COLOR: #fabd23; BORDER-BOTTOM-COLOR: #fabd23; = PADDING-BOTTOM: 0.2em; BORDER-TOP-COLOR: #fabd23; PADDING-TOP: 0px; = BORDER-RIGHT-COLOR: #fabd23 } #p-cactions LI A { PADDING-RIGHT: 0.8em; PADDING-LEFT: 0.8em; PADDING-BOTTOM: 0.3em; = MARGIN: 0px; COLOR: #002bb8; BORDER-TOP-STYLE: none; PADDING-TOP: 0px; = BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: none; POSITION: relative; = BACKGROUND-COLOR: #fbfbfb; TEXT-DECORATION: none; BORDER-BOTTOM-STYLE: = none } #p-cactions LI.selected A { PADDING-RIGHT: 1em! important; PADDING-LEFT: 1em! important; Z-INDEX: = 3; PADDING-BOTTOM: 0.2em! important; PADDING-TOP: 0px! important; = BACKGROUND-COLOR: white } #p-cactions .new A { COLOR: #ba0000 } #p-cactions LI A:hover { Z-INDEX: 3; BACKGROUND-COLOR: white; TEXT-DECORATION: none } #p-cactions H5 { DISPLAY: none } #p-cactions LI.istalk { MARGIN-RIGHT: 0px } #p-cactions LI.istalk A { PADDING-RIGHT: 0.5em } #p-cactions #ca-addsection A { PADDING-RIGHT: 0.4em; PADDING-LEFT: 0.4em } LI#ca-talk { MARGIN-RIGHT: 1.6em } LI#ca-watch { MARGIN-LEFT: 1.6em } LI#ca-unwatch { MARGIN-LEFT: 1.6em } LI#ca-varlang-0 { MARGIN-LEFT: 1.6em } LI#ca-print { MARGIN-LEFT: 1.6em } #p-cactions .pBody { BORDER-TOP-WIDTH: 0px; PADDING-RIGHT: 0px; PADDING-LEFT: 0px; = BORDER-LEFT-WIDTH: 0px; FONT-SIZE: 1em; BORDER-BOTTOM-WIDTH: 0px; = PADDING-BOTTOM: 0px; PADDING-TOP: 0px; BACKGROUND-COLOR: transparent; = BORDER-RIGHT-WIDTH: 0px } #p-cactions .hiddenStructure { DISPLAY: none } #p-cactions LI A { TEXT-TRANSFORM: lowercase } #p-tbx { Z-INDEX: 3; POSITION: relative } #p-lang { Z-INDEX: 3; POSITION: relative } #t-ispermalink { COLOR: #999 } #t-iscite { COLOR: #999 } #footer { PADDING-RIGHT: 0px; BORDER-TOP: #fabd23 1px solid; PADDING-LEFT: 0px; = FONT-SIZE: 90%; PADDING-BOTTOM: 1.2em; MARGIN: 0.6em 0px 1em; = PADDING-TOP: 0.4em; BORDER-BOTTOM: #fabd23 1px solid; BACKGROUND-COLOR: = white; TEXT-ALIGN: center } #footer LI { DISPLAY: inline; MARGIN: 0px 1.3em } #f-poweredbyico { MARGIN: 0px 8px; POSITION: relative; TOP: -2px } #f-copyrightico { MARGIN: 0px 8px; POSITION: relative; TOP: -2px } #f-poweredbyico { FLOAT: right; HEIGHT: 1% } #f-copyrightico { FLOAT: left; HEIGHT: 1% } #preftoc { CLEAR: both; PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: = 0px; MARGIN: 0px; WIDTH: 100%; PADDING-TOP: 0px } #preftoc LI { COLOR: #000; BACKGROUND-COLOR: #f0f0f0 } #preftoc LI { BORDER-RIGHT: #716f64 1px solid; PADDING-RIGHT: 0px; BORDER-TOP: #fff = 1px solid; PADDING-LEFT: 0px; Z-INDEX: 3; FLOAT: left; LIST-STYLE-IMAGE: = none; PADDING-BOTTOM: 3px; MARGIN: 1px -2px 1px 2px; BORDER-LEFT: #fff = 1px solid; PADDING-TOP: 2px; BORDER-BOTTOM: #fff 0px solid; WHITE-SPACE: = nowrap; LIST-STYLE-TYPE: none; POSITION: relative } #preftoc LI.selected { BORDER-RIGHT: #aaa 1px solid; BORDER-TOP: #aaa 1px solid; FONT-WEIGHT: = bold; BORDER-LEFT: #aaa 1px solid; CURSOR: default; MARGIN-RIGHT: -3px; = PADDING-TOP: 2px; BORDER-BOTTOM: #aaa 1px; TOP: 1px; BACKGROUND-COLOR: = #f9f9f9 } #preftoc > LI.selected { TOP: 2px } #preftoc A { PADDING-RIGHT: 0.7em; DISPLAY: block; PADDING-LEFT: 0.7em; = PADDING-BOTTOM: 0px; COLOR: #000; PADDING-TOP: 0px; POSITION: relative; = TEXT-DECORATION: none } #preftoc A:active { PADDING-RIGHT: 0.7em; DISPLAY: block; PADDING-LEFT: 0.7em; = PADDING-BOTTOM: 0px; COLOR: #000; PADDING-TOP: 0px; POSITION: relative; = TEXT-DECORATION: none } #preftoc LI.selected A { CURSOR: default; TEXT-DECORATION: none } #prefcontrol { CLEAR: both; PADDING-TOP: 2em } #preferences { CLEAR: both; BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 1.5em; = BORDER-TOP: #aaa 1px solid; PADDING-LEFT: 1.5em; PADDING-BOTTOM: 1.5em; = MARGIN: 0px; BORDER-LEFT: #aaa 1px solid; PADDING-TOP: 1.5em; = BORDER-BOTTOM: #aaa 1px solid; BACKGROUND-COLOR: #f9f9f9 } .prefsection { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; BORDER-TOP-STYLE: none; PADDING-TOP: 0px; BORDER-RIGHT-STYLE: none; = BORDER-LEFT-STYLE: none; BORDER-BOTTOM-STYLE: none } .prefsection FIELDSET { BORDER-RIGHT: #aaa 1px solid; BORDER-TOP: #aaa 1px solid; FLOAT: left; = BORDER-LEFT: #aaa 1px solid; MARGIN-RIGHT: 2em; BORDER-BOTTOM: #aaa 1px = solid } .prefsection LEGEND { FONT-WEIGHT: bold } .prefsection TABLE { BACKGROUND-COLOR: #f9f9f9 } .prefsection LEGEND { BACKGROUND-COLOR: #f9f9f9 } .mainLegend { DISPLAY: none } DIV.prefsectiontip { PADDING-RIGHT: 2em; PADDING-LEFT: 2em; FONT-SIZE: x-small; = PADDING-BOTTOM: 0.2em; COLOR: #666; PADDING-TOP: 0.2em } .btnSavePrefs { PADDING-RIGHT: 0.3em; PADDING-LEFT: 0.3em; FONT-WEIGHT: bold } .preferences-login { CLEAR: both; MARGIN-BOTTOM: 1.5em } .prefcache { MARGIN-TOP: 2em; FONT-SIZE: 90% } DIV#userloginForm FORM { CLEAR: both; BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 2em; = BORDER-TOP: #aaa 1px solid; PADDING-LEFT: 2em; FLOAT: left; = PADDING-BOTTOM: 1.5em; MARGIN: 0px 3em 1em 0px; BORDER-LEFT: #aaa 1px = solid; PADDING-TOP: 1.5em; BORDER-BOTTOM: #aaa 1px solid; = BACKGROUND-COLOR: #f9f9f9 } DIV#userlogin FORM#userlogin2 { CLEAR: both; BORDER-RIGHT: #aaa 1px solid; PADDING-RIGHT: 2em; = BORDER-TOP: #aaa 1px solid; PADDING-LEFT: 2em; FLOAT: left; = PADDING-BOTTOM: 1.5em; MARGIN: 0px 3em 1em 0px; BORDER-LEFT: #aaa 1px = solid; PADDING-TOP: 1.5em; BORDER-BOTTOM: #aaa 1px solid; = BACKGROUND-COLOR: #f9f9f9 } .rtl DIV#userloginForm FORM { FLOAT: right } .rtl DIV#userlogin FORM#userlogin2 { FLOAT: right } DIV#userloginForm TABLE { BACKGROUND-COLOR: #f9f9f9 } DIV#userlogin FORM#userlogin2 TABLE { BACKGROUND-COLOR: #f9f9f9 } DIV#userloginForm H2 { PADDING-TOP: 0px } DIV#userlogin FORM#userlogin2 H2 { PADDING-TOP: 0px } DIV#userlogin .captcha { BORDER-RIGHT: #bbb 1px solid; PADDING-RIGHT: 2em; BORDER-TOP: #bbb 1px = solid; PADDING-LEFT: 2em; PADDING-BOTTOM: 1.5em; BORDER-LEFT: #bbb 1px = solid; PADDING-TOP: 1.5em; BORDER-BOTTOM: #bbb 1px solid; = BACKGROUND-COLOR: white } DIV#userloginForm .captcha { BORDER-RIGHT: #bbb 1px solid; PADDING-RIGHT: 2em; BORDER-TOP: #bbb 1px = solid; PADDING-LEFT: 2em; PADDING-BOTTOM: 1.5em; BORDER-LEFT: #bbb 1px = solid; PADDING-TOP: 1.5em; BORDER-BOTTOM: #bbb 1px solid; = BACKGROUND-COLOR: white } #loginend { CLEAR: both } #signupend { CLEAR: both } #userloginprompt { FONT-SIZE: 85% } #languagelinks { FONT-SIZE: 85% } #login-sectiontip { FONT-SIZE: 85%; LINE-HEIGHT: 1.2; PADDING-TOP: 2em } #userlogin .loginText { WIDTH: 12em } #userlogin .loginPassword { WIDTH: 12em } #userloginlink A { FONT-WEIGHT: bold } #wpLoginattempt { FONT-WEIGHT: bold } #wpCreateaccount { FONT-WEIGHT: bold } * > HTML #p-cactions LI { BORDER-TOP-STYLE: none; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: = none; BORDER-BOTTOM-STYLE: none } * > HTML #p-cactions LI A { BORDER-RIGHT: #aaa 1px solid; BORDER-TOP: #aaa 1px solid; BORDER-LEFT: = #aaa 1px solid; BORDER-BOTTOM: #aaa 1px } * > HTML #p-cactions LI.selected A { BORDER-LEFT-COLOR: #fabd23; BORDER-BOTTOM-COLOR: #fabd23; = BORDER-TOP-COLOR: #fabd23; BORDER-RIGHT-COLOR: #fabd23 } * > HTML #f-poweredbyico { WIDTH: 88px } * > HTML #f-copyrightico { WIDTH: 88px } * > HTML #bodyContent { OVERFLOW-X: auto; PADDING-BOTTOM: 25px; WIDTH: 100% } * > HTML #bodyContent PRE { OVERFLOW-X: auto; PADDING-BOTTOM: 25px; WIDTH: 100% } * HTML #footer { MARGIN-TOP: 0px } * HTML #column-content { DISPLAY: inline; MARGIN-BOTTOM: 0px } * HTML DIV.editsection { FONT-SIZE: smaller } #pagehistory LI.selected { POSITION: relative } * > HTML #column-content { FLOAT: none } * > HTML #column-one { LEFT: 0px; POSITION: absolute; TOP: 0px } * > HTML #footer { MARGIN-LEFT: 13.2em } .redirectText { FONT-SIZE: 150%; MARGIN: 5px } .printfooter { DISPLAY: none } .not-patrolled { BACKGROUND-COLOR: #ffa } DIV.patrollink { CLEAR: both; FONT-SIZE: 75%; TEXT-ALIGN: right } SPAN.newpage { FONT-WEIGHT: bold } SPAN.minor { FONT-WEIGHT: bold } SPAN.bot { FONT-WEIGHT: bold } SPAN.unpatrolled { FONT-WEIGHT: bold; COLOR: red } .sharedUploadNotice { FONT-STYLE: italic } SPAN.updatedmarker { COLOR: black; BACKGROUND-COLOR: #0f0 } TABLE.gallery { BORDER-RIGHT: #ccc 1px solid; PADDING-RIGHT: 2px; BORDER-TOP: #ccc 1px = solid; PADDING-LEFT: 2px; PADDING-BOTTOM: 2px; MARGIN: 2px; BORDER-LEFT: = #ccc 1px solid; PADDING-TOP: 2px; BORDER-BOTTOM: #ccc 1px solid; = BACKGROUND-COLOR: white } TABLE.gallery TR { VERTICAL-ALIGN: top } TABLE.gallery TD { BORDER-RIGHT: white 2px solid; BORDER-TOP: white 2px solid; = VERTICAL-ALIGN: top; BORDER-LEFT: white 2px solid; BORDER-BOTTOM: white = 2px solid; BACKGROUND-COLOR: #f9f9f9 } TABLE.gallery TD.galleryheader { FONT-WEIGHT: bold; TEXT-ALIGN: center } TABLE.gallery CAPTION { FONT-WEIGHT: bold } DIV.gallerybox { MARGIN: 2px } DIV.gallerybox DIV.thumb { BORDER-RIGHT: #ccc 1px solid; BORDER-TOP: #ccc 1px solid; MARGIN: 2px; = BORDER-LEFT: #ccc 1px solid; BORDER-BOTTOM: #ccc 1px solid; TEXT-ALIGN: = center } DIV.gallerytext { PADDING-RIGHT: 4px; PADDING-LEFT: 4px; FONT-SIZE: 94%; PADDING-BOTTOM: = 2px; OVERFLOW: hidden; PADDING-TOP: 2px } SPAN.comment { FONT-STYLE: italic } SPAN.changedby { FONT-SIZE: 95% } .previewnote { MARGIN-BOTTOM: 1em; PADDING-BOTTOM: 1em; COLOR: #c00; TEXT-INDENT: 3em; = BORDER-BOTTOM: #aaa 1px solid } .previewnote P { PADDING-RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: = 0px; PADDING-TOP: 0px } .editExternally { BORDER-RIGHT: gray 1px solid; PADDING-RIGHT: 3px; BORDER-TOP: gray 1px = solid; MARGIN-TOP: 0.5em; PADDING-LEFT: 3px; FONT-SIZE: small; FLOAT: = left; PADDING-BOTTOM: 3px; BORDER-LEFT: gray 1px solid; PADDING-TOP: = 3px; BORDER-BOTTOM: gray 1px solid; BACKGROUND-COLOR: #ffffff; = TEXT-ALIGN: center } .editExternallyHelp { COLOR: gray; FONT-STYLE: italic } .toggle { MARGIN-LEFT: 2em; TEXT-INDENT: -2em } TABLE.mw_metadata { FONT-SIZE: 0.8em; MARGIN-BOTTOM: 0.5em; MARGIN-LEFT: 0.5em; WIDTH: = 300px } TABLE.mw_metadata CAPTION { FONT-WEIGHT: bold } TABLE.mw_metadata TH { FONT-WEIGHT: normal } TABLE.mw_metadata TD { PADDING-RIGHT: 0.1em; PADDING-LEFT: 0.1em; PADDING-BOTTOM: 0.1em; = PADDING-TOP: 0.1em } TABLE.mw_metadata { BORDER-TOP-STYLE: none; BORDER-RIGHT-STYLE: none; BORDER-LEFT-STYLE: = none; BORDER-COLLAPSE: collapse; BORDER-BOTTOM-STYLE: none } TABLE.mw_metadata TD { BORDER-RIGHT: #aaaaaa 1px solid; PADDING-RIGHT: 0.1em; BORDER-TOP: = #aaaaaa 1px solid; PADDING-LEFT: 0.1em; BORDER-LEFT: #aaaaaa 1px solid; = BORDER-BOTTOM: #aaaaaa 1px solid; TEXT-ALIGN: center } TABLE.mw_metadata TH { BORDER-RIGHT: #aaaaaa 1px solid; PADDING-RIGHT: 0.1em; BORDER-TOP: = #aaaaaa 1px solid; PADDING-LEFT: 0.1em; BORDER-LEFT: #aaaaaa 1px solid; = BORDER-BOTTOM: #aaaaaa 1px solid; TEXT-ALIGN: center } TABLE.mw_metadata TH { BACKGROUND-COLOR: #f9f9f9 } TABLE.mw_metadata TD { BACKGROUND-COLOR: #fcfcfc } TABLE.collapsed TR.collapsable { DISPLAY: none } UL#filetoc { BORDER-RIGHT: #aaaaaa 1px solid; PADDING-RIGHT: 5px; BORDER-TOP: = #aaaaaa 1px solid; PADDING-LEFT: 5px; FONT-SIZE: 95%; MARGIN-BOTTOM: = 0.5em; PADDING-BOTTOM: 5px; MARGIN-LEFT: 0px; BORDER-LEFT: #aaaaaa 1px = solid; MARGIN-RIGHT: 0px; PADDING-TOP: 5px; BORDER-BOTTOM: #aaaaaa 1px = solid; BACKGROUND-COLOR: #f9f9f9; TEXT-ALIGN: center } #filetoc LI { PADDING-RIGHT: 2em; DISPLAY: inline; LIST-STYLE-TYPE: none } INPUT#wpSummary { WIDTH: 80% } INPUT#wpSave { MARGIN-RIGHT: 0.33em } INPUT#wpDiff { MARGIN-RIGHT: 0.33em } #wpSave { FONT-WEIGHT: bold } TABLE.revisionform_default { BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; = BORDER-LEFT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid } TABLE.revisionform_focus { BORDER-RIGHT: #000000 1px solid; BORDER-TOP: #000000 1px solid; = BORDER-LEFT: #000000 1px solid; BORDER-BOTTOM: #000000 1px solid; = BACKGROUND-COLOR: #00bbff } TR.revision_tr_default { BACKGROUND-COLOR: #eeeeee } TR.revision_tr_first { BACKGROUND-COLOR: #dddddd } P.revision_saved { FONT-WEIGHT: bold; COLOR: green } #mw_trackbacks { BORDER-RIGHT: #bbbbff 1px solid; PADDING-RIGHT: 0.2em; BORDER-TOP: = #bbbbff 1px solid; PADDING-LEFT: 0.2em; PADDING-BOTTOM: 0.2em; = BORDER-LEFT: #bbbbff 1px solid; PADDING-TOP: 0.2em; BORDER-BOTTOM: = #bbbbff 1px solid; BACKGROUND-COLOR: #eeeeff } #allmessagestable TH { BACKGROUND-COLOR: #b2b2ff } #allmessagestable TR.orig { BACKGROUND-COLOR: #ffe2e2 } #allmessagestable TR.new { BACKGROUND-COLOR: #e2ffe2 } #allmessagestable TR.def { BACKGROUND-COLOR: #f0f0ff } DIV.noarticletext { BORDER-RIGHT: #ccc 1px solid; PADDING-RIGHT: 1em; BORDER-TOP: #ccc 1px = solid; PADDING-LEFT: 1em; BACKGROUND: #fff; PADDING-BOTTOM: 0.2em; = BORDER-LEFT: #ccc 1px solid; COLOR: #000; PADDING-TOP: 0.2em; = BORDER-BOTTOM: #ccc 1px solid } DIV#searchTargetContainer { BACKGROUND: white; LEFT: 10px; WIDTH: 90%; TOP: 10px } DIV#searchTarget { BORDER-RIGHT: blue 1px solid; PADDING-RIGHT: 3px; BORDER-TOP: blue 1px = solid; PADDING-LEFT: 3px; BACKGROUND: #f0f0f0; PADDING-BOTTOM: 3px; = MARGIN: 5px; BORDER-LEFT: blue 1px solid; PADDING-TOP: 3px; = BORDER-BOTTOM: blue 1px solid } 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var thisLevel =3D document.getElementById(_levelId);=0A= var otherLevel =3D document.getElementById(_otherId);=0A= var linkLevel =3D document.getElementById(_linkId);=0A= if (thisLevel.style.display =3D=3D 'none') {=0A= thisLevel.style.display =3D 'block';=0A= otherLevel.style.display =3D 'none';=0A= linkLevel.style.display =3D 'inline';=0A= } else {=0A= thisLevel.style.display =3D 'none';=0A= otherLevel.style.display =3D 'inline';=0A= linkLevel.style.display =3D 'none';=0A= }=0A= }=0A= =0A= function showTocToggle() {=0A= if (document.createTextNode) {=0A= // Uses DOM calls to avoid document.write + XHTML issues=0A= =0A= var linkHolder =3D document.getElementById('toctitle');=0A= if (!linkHolder) {=0A= return;=0A= }=0A= =0A= var outerSpan =3D document.createElement('span');=0A= outerSpan.className =3D 'toctoggle';=0A= =0A= var toggleLink =3D document.createElement('a');=0A= toggleLink.id =3D 'togglelink';=0A= toggleLink.className =3D 'internal';=0A= toggleLink.href =3D 'javascript:toggleToc()';=0A= toggleLink.appendChild(document.createTextNode(tocHideText));=0A= =0A= outerSpan.appendChild(document.createTextNode('['));=0A= outerSpan.appendChild(toggleLink);=0A= outerSpan.appendChild(document.createTextNode(']'));=0A= =0A= linkHolder.appendChild(document.createTextNode(' '));=0A= linkHolder.appendChild(outerSpan);=0A= =0A= var cookiePos =3D document.cookie.indexOf("hidetoc=3D");=0A= if (cookiePos > -1 && document.cookie.charAt(cookiePos + 8) =3D=3D 1) {=0A= toggleToc();=0A= }=0A= }=0A= }=0A= =0A= function changeText(el, newText) {=0A= // Safari work around=0A= if (el.innerText) {=0A= el.innerText =3D newText;=0A= } else if (el.firstChild && el.firstChild.nodeValue) {=0A= el.firstChild.nodeValue =3D newText;=0A= }=0A= }=0A= =0A= function toggleToc() {=0A= var toc =3D = document.getElementById('toc').getElementsByTagName('ul')[0];=0A= var toggleLink =3D document.getElementById('togglelink');=0A= =0A= if (toc && toggleLink && toc.style.display =3D=3D 'none') {=0A= changeText(toggleLink, tocHideText);=0A= toc.style.display =3D 'block';=0A= document.cookie =3D "hidetoc=3D0";=0A= } else {=0A= changeText(toggleLink, tocShowText);=0A= toc.style.display =3D 'none';=0A= document.cookie =3D "hidetoc=3D1";=0A= }=0A= }=0A= =0A= var mwEditButtons =3D [];=0A= var mwCustomEditButtons =3D []; // eg to add in MediaWiki:Common.js=0A= =0A= function escapeQuotes(text) {=0A= var re =3D new RegExp("'","g");=0A= text =3D text.replace(re,"\\'");=0A= re =3D new RegExp("\\n","g");=0A= text =3D text.replace(re,"\\n");=0A= return escapeQuotesHTML(text);=0A= }=0A= =0A= function escapeQuotesHTML(text) {=0A= var re =3D new RegExp('&',"g");=0A= text =3D text.replace(re,"&");=0A= re =3D new RegExp('"',"g");=0A= text =3D text.replace(re,""");=0A= re =3D new RegExp('<',"g");=0A= text =3D text.replace(re,"<");=0A= re =3D new RegExp('>',"g");=0A= text =3D text.replace(re,">");=0A= return text;=0A= }=0A= =0A= =0A= /**=0A= * Set the accesskey prefix based on browser detection.=0A= */=0A= var tooltipAccessKeyPrefix =3D 'alt-';=0A= if (is_opera) {=0A= tooltipAccessKeyPrefix =3D 'shift-esc-';=0A= } else if (!is_safari_win && is_safari && webkit_version > 526) {=0A= tooltipAccessKeyPrefix =3D 'ctrl-alt-';=0A= } else if (!is_safari_win && (is_safari=0A= || clientPC.indexOf('mac') !=3D -1=0A= || clientPC.indexOf('konqueror') !=3D -1 )) {=0A= tooltipAccessKeyPrefix =3D 'ctrl-';=0A= } else if (is_ff2) {=0A= tooltipAccessKeyPrefix =3D 'alt-shift-';=0A= }=0A= var tooltipAccessKeyRegexp =3D /\[(ctrl-)?(alt-)?(shift-)?(esc-)?(.)\]$/;=0A= =0A= /**=0A= * Add the appropriate prefix to the accesskey shown in the tooltip.=0A= * If the nodeList parameter is given, only those nodes are updated;=0A= * otherwise, all the nodes that will probably have accesskeys by=0A= * default are updated.=0A= *=0A= * @param Array nodeList -- list of elements to update=0A= */=0A= function updateTooltipAccessKeys( nodeList ) {=0A= if ( !nodeList ) {=0A= // skins without a "column-one" element don't seem to have links with = accesskeys either=0A= var columnOne =3D document.getElementById("column-one");=0A= if ( columnOne )=0A= updateTooltipAccessKeys( columnOne.getElementsByTagName("a") );=0A= // these are rare enough that no such optimization is needed=0A= updateTooltipAccessKeys( document.getElementsByTagName("input") );=0A= updateTooltipAccessKeys( document.getElementsByTagName("label") );=0A= return;=0A= }=0A= =0A= for ( var i =3D 0; i < nodeList.length; i++ ) {=0A= var element =3D nodeList[i];=0A= var tip =3D element.getAttribute("title");=0A= if ( tip && tooltipAccessKeyRegexp.exec(tip) ) {=0A= tip =3D tip.replace(tooltipAccessKeyRegexp,=0A= "["+tooltipAccessKeyPrefix+"$5]");=0A= element.setAttribute("title", tip );=0A= }=0A= }=0A= }=0A= =0A= /**=0A= * Add a link to one of the portlet menus on the page, including:=0A= *=0A= * p-cactions: Content actions (shown as tabs above the main content in = Monobook)=0A= * p-personal: Personal tools (shown at the top right of the page in = Monobook)=0A= * p-navigation: Navigation=0A= * p-tb: Toolbox=0A= *=0A= * This function exists for the convenience of custom JS authors. All=0A= * but the first three parameters are optional, though providing at=0A= * least an id and a tooltip is recommended.=0A= *=0A= * By default the new link will be added to the end of the list. To=0A= * add the link before a given existing item, pass the DOM node of=0A= * that item (easily obtained with document.getElementById()) as the=0A= * nextnode parameter; to add the link _after_ an existing item, pass=0A= * the node's nextSibling instead.=0A= *=0A= * @param String portlet -- id of the target portlet ("p-cactions", = "p-personal", "p-navigation" or "p-tb")=0A= * @param String href -- link URL=0A= * @param String text -- link text (will be automatically lowercased by = CSS for p-cactions in Monobook)=0A= * @param String id -- id of the new item, should be unique and = preferably have the appropriate prefix ("ca-", "pt-", "n-" or "t-")=0A= * @param String tooltip -- text to show when hovering over the link, = without accesskey suffix=0A= * @param String accesskey -- accesskey to activate this link (one = character, try to avoid conflicts)=0A= * @param Node nextnode -- the DOM node before which the new item should = be added, should be another item in the same list=0A= *=0A= * @return Node -- the DOM node of the new item (an LI element) or null=0A= */=0A= function addPortletLink(portlet, href, text, id, tooltip, accesskey, = nextnode) {=0A= var node =3D document.getElementById(portlet);=0A= if ( !node ) return null;=0A= node =3D node.getElementsByTagName( "ul" )[0];=0A= if ( !node ) return null;=0A= =0A= var link =3D document.createElement( "a" );=0A= link.appendChild( document.createTextNode( text ) );=0A= link.href =3D href;=0A= =0A= var item =3D document.createElement( "li" );=0A= item.appendChild( link );=0A= if ( id ) item.id =3D id;=0A= =0A= if ( accesskey ) {=0A= link.setAttribute( "accesskey", accesskey );=0A= tooltip +=3D " ["+accesskey+"]";=0A= }=0A= if ( tooltip ) {=0A= link.setAttribute( "title", tooltip );=0A= }=0A= if ( accesskey && tooltip ) {=0A= updateTooltipAccessKeys( new Array( link ) );=0A= }=0A= =0A= if ( nextnode && nextnode.parentNode =3D=3D node )=0A= node.insertBefore( item, nextnode );=0A= else=0A= node.appendChild( item ); // IE compatibility (?)=0A= =0A= return item;=0A= }=0A= =0A= =0A= /**=0A= * Set up accesskeys/tooltips from the deprecated ta array. If doId=0A= * is specified, only set up for that id. Note that this function is=0A= * deprecated and will not be supported indefinitely -- use=0A= * updateTooltipAccessKey() instead.=0A= *=0A= * @param mixed doId string or null=0A= */=0A= function akeytt( doId ) {=0A= // A lot of user scripts (and some of the code below) break if=0A= // ta isn't defined, so we make sure it is. Explictly using=0A= // window.ta avoids a "ta is not defined" error.=0A= if (!window.ta) window.ta =3D new Array;=0A= =0A= // Make a local, possibly restricted, copy to avoid clobbering=0A= // the original.=0A= var ta;=0A= if ( doId ) {=0A= ta =3D [doId];=0A= } else {=0A= ta =3D window.ta;=0A= }=0A= =0A= // Now deal with evil deprecated ta=0A= var watchCheckboxExists =3D document.getElementById( 'wpWatchthis' ) ? = true : false;=0A= for (var id in ta) {=0A= var n =3D document.getElementById(id);=0A= if (n) {=0A= var a =3D null;=0A= var ak =3D '';=0A= // Are we putting accesskey in it=0A= if (ta[id][0].length > 0) {=0A= // Is this object a object? If not assume it's the next child.=0A= =0A= if (n.nodeName.toLowerCase() =3D=3D "a") {=0A= a =3D n;=0A= } else {=0A= a =3D n.childNodes[0];=0A= }=0A= // Don't add an accesskey for the watch tab if the watch=0A= // checkbox is also available.=0A= if (a && ((id !=3D 'ca-watch' && id !=3D 'ca-unwatch') || = !watchCheckboxExists)) {=0A= a.accessKey =3D ta[id][0];=0A= ak =3D ' ['+tooltipAccessKeyPrefix+ta[id][0]+']';=0A= }=0A= } else {=0A= // We don't care what type the object is when assigning tooltip=0A= a =3D n;=0A= ak =3D '';=0A= }=0A= =0A= if (a) {=0A= a.title =3D ta[id][1]+ak;=0A= }=0A= }=0A= }=0A= }=0A= =0A= var checkboxes;=0A= var lastCheckbox;=0A= =0A= function setupCheckboxShiftClick() {=0A= checkboxes =3D [];=0A= lastCheckbox =3D null;=0A= var inputs =3D document.getElementsByTagName('input');=0A= addCheckboxClickHandlers(inputs);=0A= }=0A= =0A= function addCheckboxClickHandlers(inputs, start) {=0A= if ( !start) start =3D 0;=0A= =0A= var finish =3D start + 250;=0A= if ( finish > inputs.length )=0A= finish =3D inputs.length;=0A= =0A= for ( var i =3D start; i < finish; i++ ) {=0A= var cb =3D inputs[i];=0A= if ( !cb.type || cb.type.toLowerCase() !=3D 'checkbox' )=0A= continue;=0A= var end =3D checkboxes.length;=0A= checkboxes[end] =3D cb;=0A= cb.index =3D end;=0A= cb.onclick =3D checkboxClickHandler;=0A= }=0A= =0A= if ( finish < inputs.length ) {=0A= setTimeout( function () {=0A= addCheckboxClickHandlers(inputs, finish);=0A= }, 200 );=0A= }=0A= }=0A= =0A= function checkboxClickHandler(e) {=0A= if (typeof e =3D=3D 'undefined') {=0A= e =3D window.event;=0A= }=0A= if ( !e.shiftKey || lastCheckbox =3D=3D=3D null ) {=0A= lastCheckbox =3D this.index;=0A= return true;=0A= }=0A= var endState =3D this.checked;=0A= var start, finish;=0A= if ( this.index < lastCheckbox ) {=0A= start =3D this.index + 1;=0A= finish =3D lastCheckbox;=0A= } else {=0A= start =3D lastCheckbox;=0A= finish =3D this.index - 1;=0A= }=0A= for (var i =3D start; i <=3D finish; ++i ) {=0A= checkboxes[i].checked =3D endState;=0A= }=0A= lastCheckbox =3D this.index;=0A= return true;=0A= }=0A= =0A= function toggle_element_activation(ida,idb) {=0A= if (!document.getElementById) {=0A= return;=0A= }=0A= document.getElementById(ida).disabled=3Dtrue;=0A= document.getElementById(idb).disabled=3Dfalse;=0A= }=0A= =0A= function toggle_element_check(ida,idb) {=0A= if (!document.getElementById) {=0A= return;=0A= }=0A= document.getElementById(ida).checked=3Dtrue;=0A= document.getElementById(idb).checked=3Dfalse;=0A= }=0A= =0A= /*=0A= Written by Jonathan Snook, http://www.snook.ca/jonathan=0A= Add-ons by Robert Nyman, http://www.robertnyman.com=0A= Author says "The credit comment is all it takes, no license. Go crazy = with it!:-)"=0A= From = http://www.robertnyman.com/2005/11/07/the-ultimate-getelementsbyclassname= /=0A= */=0A= function getElementsByClassName(oElm, strTagName, oClassNames){=0A= var arrElements =3D (strTagName =3D=3D "*" && oElm.all)? oElm.all : = oElm.getElementsByTagName(strTagName);=0A= var arrReturnElements =3D new Array();=0A= var arrRegExpClassNames =3D new Array();=0A= if(typeof oClassNames =3D=3D "object"){=0A= for(var i=3D0; i 0) {=0A= if (table.tHead && table.tHead.rows.length > 0) {=0A= firstRow =3D table.tHead.rows[table.tHead.rows.length-1];=0A= } else {=0A= firstRow =3D table.rows[0];=0A= }=0A= }=0A= if (!firstRow) return;=0A= =0A= // We have a first row: assume it's the header, and make its contents = clickable links=0A= for (var i =3D 0; i < firstRow.cells.length; i++) {=0A= var cell =3D firstRow.cells[i];=0A= if ((" "+cell.className+" ").indexOf(" unsortable ") =3D=3D -1) {=0A= cell.innerHTML +=3D '

';=0A= }=0A= }=0A= if (ts_alternate_row_colors) {=0A= ts_alternate(table);=0A= }=0A= }=0A= =0A= function ts_getInnerText(el) {=0A= if (typeof el =3D=3D "string") return el;=0A= if (typeof el =3D=3D "undefined") { return el };=0A= if (el.textContent) return el.textContent; // not needed but it is = faster=0A= if (el.innerText) return el.innerText; // IE doesn't have = textContent=0A= var str =3D "";=0A= =0A= var cs =3D el.childNodes;=0A= var l =3D cs.length;=0A= for (var i =3D 0; i < l; i++) {=0A= switch (cs[i].nodeType) {=0A= case 1: //ELEMENT_NODE=0A= str +=3D ts_getInnerText(cs[i]);=0A= break;=0A= case 3: //TEXT_NODE=0A= str +=3D cs[i].nodeValue;=0A= break;=0A= }=0A= }=0A= return str;=0A= }=0A= =0A= function ts_resortTable(lnk) {=0A= // get the span=0A= var span =3D lnk.getElementsByTagName('span')[0];=0A= =0A= var td =3D lnk.parentNode;=0A= var tr =3D td.parentNode;=0A= var column =3D td.cellIndex;=0A= =0A= var table =3D tr.parentNode;=0A= while (table && !(table.tagName && table.tagName.toLowerCase() =3D=3D = 'table'))=0A= table =3D table.parentNode;=0A= if (!table) return;=0A= =0A= // Work out a type for the column=0A= if (table.rows.length <=3D 1) return;=0A= =0A= // Skip the first row if that's where the headings are=0A= var rowStart =3D (table.tHead && table.tHead.rows.length > 0 ? 0 : 1);=0A= =0A= var itm =3D "";=0A= for (var i =3D rowStart; i < table.rows.length; i++) {=0A= if (table.rows[i].cells.length > column) {=0A= itm =3D ts_getInnerText(table.rows[i].cells[column]);=0A= itm =3D itm.replace(/^[\s\xa0]+/, "").replace(/[\s\xa0]+$/, "");=0A= if (itm !=3D "") break;=0A= }=0A= }=0A= =0A= sortfn =3D ts_sort_caseinsensitive;=0A= if (itm.match(/^\d\d[\/. -][a-zA-Z]{3}[\/. -]\d\d\d\d$/))=0A= sortfn =3D ts_sort_date;=0A= if (itm.match(/^\d\d[\/.-]\d\d[\/.-]\d\d\d\d$/))=0A= sortfn =3D ts_sort_date;=0A= if (itm.match(/^\d\d[\/.-]\d\d[\/.-]\d\d$/))=0A= sortfn =3D ts_sort_date;=0A= if (itm.match(/^[\u00a3$\u20ac]/)) // pound dollar euro=0A= sortfn =3D ts_sort_currency;=0A= if (itm.match(/^[\d.,]+\%?$/))=0A= sortfn =3D ts_sort_numeric;=0A= =0A= var reverse =3D (span.getAttribute("sortdir") =3D=3D 'down');=0A= =0A= var newRows =3D new Array();=0A= for (var j =3D rowStart; j < table.rows.length; j++) {=0A= var row =3D table.rows[j];=0A= var keyText =3D ts_getInnerText(row.cells[column]);=0A= var oldIndex =3D (reverse ? -j : j);=0A= =0A= newRows[newRows.length] =3D new Array(row, keyText, oldIndex);=0A= }=0A= =0A= newRows.sort(sortfn);=0A= =0A= var arrowHTML;=0A= if (reverse) {=0A= arrowHTML =3D '

';=0A= newRows.reverse();=0A= span.setAttribute('sortdir','up');=0A= } else {=0A= arrowHTML =3D '

';=0A= span.setAttribute('sortdir','down');=0A= }=0A= =0A= // We appendChild rows that already exist to the tbody, so it moves = them rather than creating new ones=0A= // don't do sortbottom rows=0A= for (var i =3D 0; i < newRows.length; i++) {=0A= if ((" "+newRows[i][0].className+" ").indexOf(" sortbottom ") =3D=3D = -1)=0A= table.tBodies[0].appendChild(newRows[i][0]);=0A= }=0A= // do sortbottom rows only=0A= for (var i =3D 0; i < newRows.length; i++) {=0A= if ((" "+newRows[i][0].className+" ").indexOf(" sortbottom ") !=3D -1)=0A= table.tBodies[0].appendChild(newRows[i][0]);=0A= }=0A= =0A= // Delete any other arrows there may be showing=0A= var spans =3D getElementsByClassName(tr, "span", "sortarrow");=0A= for (var i =3D 0; i < spans.length; i++) {=0A= spans[i].innerHTML =3D '

bb ? 1 : a[2] - b[2]);=0A= }=0A= =0A= function ts_sort_currency(a,b) {=0A= var aa =3D ts_parseFloat(a[1].replace(/[^0-9.]/g,''));=0A= var bb =3D ts_parseFloat(b[1].replace(/[^0-9.]/g,''));=0A= return (aa !=3D bb ? aa - bb : a[2] - b[2]);=0A= }=0A= =0A= function ts_sort_numeric(a,b) {=0A= var aa =3D ts_parseFloat(a[1]);=0A= var bb =3D ts_parseFloat(b[1]);=0A= return (aa !=3D bb ? aa - bb : a[2] - b[2]);=0A= }=0A= =0A= function ts_sort_caseinsensitive(a,b) {=0A= var aa =3D a[1].toLowerCase();=0A= var bb =3D b[1].toLowerCase();=0A= return (aa < bb ? -1 : aa > bb ? 1 : a[2] - b[2]);=0A= }=0A= =0A= function ts_sort_default(a,b) {=0A= return (a[1] < b[1] ? -1 : a[1] > b[1] ? 1 : a[2] - b[2]);=0A= }=0A= =0A= function ts_alternate(table) {=0A= // Take object table and get all it's tbodies.=0A= var tableBodies =3D table.getElementsByTagName("tbody");=0A= // Loop through these tbodies=0A= for (var i =3D 0; i < tableBodies.length; i++) {=0A= // Take the tbody, and get all it's rows=0A= var tableRows =3D tableBodies[i].getElementsByTagName("tr");=0A= // Loop through these rows=0A= // Start at 1 because we want to leave the heading row untouched=0A= for (var j =3D 0; j < tableRows.length; j++) {=0A= // Check if j is even, and apply classes for both possible results=0A= var oldClasses =3D tableRows[j].className.split(" ");=0A= var newClassName =3D "";=0A= for (var k =3D 0; k < oldClasses.length; k++) {=0A= if (oldClasses[k] !=3D "" && oldClasses[k] !=3D "even" && = oldClasses[k] !=3D "odd")=0A= newClassName +=3D oldClasses[k] + " ";=0A= }=0A= tableRows[j].className =3D newClassName + (j % 2 =3D=3D 0 ? "even" : = "odd");=0A= }=0A= }=0A= }=0A= =0A= /*=0A= * End of table sorting code=0A= */=0A= =0A= =0A= /**=0A= * Add a cute little box at the top of the screen to inform the user of=0A= * something, replacing any preexisting message.=0A= *=0A= * @param String -or- Dom Object message HTML to be put inside the right = div=0A= * @param String className Used in adding a class; should be different = for each=0A= * call to allow CSS/JS to hide different boxes. null =3D no class = used.=0A= * @return Boolean True on success, false on failure=0A= */=0A= function jsMsg( message, className ) {=0A= if ( !document.getElementById ) {=0A= return false;=0A= }=0A= // We special-case skin structures provided by the software. Skins that=0A= // choose to abandon or significantly modify our formatting can just = define=0A= // an mw-js-message div to start with.=0A= var messageDiv =3D document.getElementById( 'mw-js-message' );=0A= if ( !messageDiv ) {=0A= messageDiv =3D document.createElement( 'div' );=0A= if ( document.getElementById( 'column-content' )=0A= && document.getElementById( 'content' ) ) {=0A= // MonoBook, presumably=0A= document.getElementById( 'content' ).insertBefore(=0A= messageDiv,=0A= document.getElementById( 'content' ).firstChild=0A= );=0A= } else if ( document.getElementById('content')=0A= && document.getElementById( 'article' ) ) {=0A= // Non-Monobook but still recognizable (old-style)=0A= document.getElementById( 'article').insertBefore(=0A= messageDiv,=0A= document.getElementById( 'article' ).firstChild=0A= );=0A= } else {=0A= return false;=0A= }=0A= }=0A= =0A= messageDiv.setAttribute( 'id', 'mw-js-message' );=0A= if( className ) {=0A= messageDiv.setAttribute( 'class', 'mw-js-message-'+className );=0A= }=0A= =0A= if (typeof message =3D=3D=3D 'object') {=0A= while (messageDiv.hasChildNodes()) // Remove old content=0A= messageDiv.removeChild(messageDiv.firstChild);=0A= messageDiv.appendChild (message); // Append new content=0A= }=0A= else {=0A= messageDiv.innerHTML =3D message;=0A= }=0A= return true;=0A= }=0A= =0A= /**=0A= * Inject a cute little progress spinner after the specified element=0A= *=0A= * @param element Element to inject after=0A= * @param id Identifier string (for use with removeSpinner(), below)=0A= */=0A= function injectSpinner( element, id ) {=0A= var spinner =3D document.createElement( "img" );=0A= spinner.id =3D "mw-spinner-" + id;=0A= spinner.src =3D stylepath + "/common/images/spinner.gif";=0A= spinner.alt =3D spinner.title =3D "...";=0A= if( element.nextSibling ) {=0A= element.parentNode.insertBefore( spinner, element.nextSibling );=0A= } else {=0A= element.parentNode.appendChild( spinner );=0A= }=0A= }=0A= =0A= /**=0A= * Remove a progress spinner added with injectSpinner()=0A= *=0A= * @param id Identifier string=0A= */=0A= function removeSpinner( id ) {=0A= var spinner =3D document.getElementById( "mw-spinner-" + id );=0A= if( spinner ) {=0A= spinner.parentNode.removeChild( spinner );=0A= }=0A= }=0A= =0A= function runOnloadHook() {=0A= // don't run anything below this for non-dom browsers=0A= if (doneOnloadHook || !(document.getElementById && = document.getElementsByTagName)) {=0A= return;=0A= }=0A= =0A= // set this before running any hooks, since any errors below=0A= // might cause the function to terminate prematurely=0A= doneOnloadHook =3D true;=0A= =0A= updateTooltipAccessKeys( null );=0A= akeytt( null );=0A= setupCheckboxShiftClick();=0A= sortables_init();=0A= =0A= // Run any added-on functions=0A= for (var i =3D 0; i < onloadFuncts.length; i++) {=0A= onloadFuncts[i]();=0A= }=0A= }=0A= =0A= /**=0A= * Add an event handler to an element=0A= *=0A= * @param Element element Element to add handler to=0A= * @param String attach Event to attach to=0A= * @param callable handler Event handler callback=0A= */=0A= function addHandler( element, attach, handler ) {=0A= if( window.addEventListener ) {=0A= element.addEventListener( attach, handler, false );=0A= } else if( window.attachEvent ) {=0A= element.attachEvent( 'on' + attach, handler );=0A= }=0A= }=0A= =0A= /**=0A= * Add a click event handler to an element=0A= *=0A= * @param Element element Element to add handler to=0A= * @param callable handler Event handler callback=0A= */=0A= function addClickHandler( element, handler ) {=0A= addHandler( element, 'click', handler );=0A= }=0A= //note: all skins should call runOnloadHook() at the end of html output,=0A= // so the below should be redundant. It's there just in case.=0A= hookEvent("load", runOnloadHook);=0A= ------=_NextPart_000_04DD_01CA89FF.F3EE31A0 Content-Type: application/octet-stream Content-Transfer-Encoding: quoted-printable Content-Location: http://www.911myths.com/skins/common/ajax.js?164 // remote scripting library=0A= // (c) copyright 2005 modernmethod, inc=0A= var sajax_debug_mode =3D false;=0A= var sajax_request_type =3D "GET";=0A= =0A= /**=0A= * if sajax_debug_mode is true, this function outputs given the message = into =0A= * the element with id =3D sajax_debug; if no such element exists in the = document, =0A= * it is injected.=0A= */=0A= function sajax_debug(text) {=0A= if (!sajax_debug_mode) return false;=0A= =0A= var e=3D document.getElementById('sajax_debug');=0A= =0A= if (!e) {=0A= e=3D document.createElement("p");=0A= e.className=3D 'sajax_debug';=0A= e.id=3D 'sajax_debug';=0A= =0A= var b=3D document.getElementsByTagName("body")[0];=0A= =0A= if (b.firstChild) b.insertBefore(e, b.firstChild);=0A= else b.appendChild(e);=0A= }=0A= =0A= var m=3D document.createElement("div");=0A= m.appendChild( document.createTextNode( text ) );=0A= =0A= e.appendChild( m );=0A= =0A= return true;=0A= }=0A= =0A= /**=0A= * compatibility wrapper for creating a new XMLHttpRequest object.=0A= */=0A= function sajax_init_object() {=0A= sajax_debug("sajax_init_object() called..")=0A= var A;=0A= try {=0A= // Try the new style before ActiveX so we don't=0A= // unnecessarily trigger warnings in IE 7 when=0A= // set to prompt about ActiveX usage=0A= A =3D new XMLHttpRequest();=0A= } catch (e) {=0A= try {=0A= A=3Dnew ActiveXObject("Msxml2.XMLHTTP");=0A= } catch (e) {=0A= try {=0A= A=3Dnew ActiveXObject("Microsoft.XMLHTTP");=0A= } catch (oc) {=0A= A=3Dnull;=0A= }=0A= }=0A= }=0A= if (!A)=0A= sajax_debug("Could not create connection object.");=0A= =0A= return A;=0A= }=0A= =0A= /**=0A= * Perform an ajax call to mediawiki. Calls are handeled by = AjaxDispatcher.php=0A= * func_name - the name of the function to call. Must be registered in = $wgAjaxExportList=0A= * args - an array of arguments to that function=0A= * target - the target that will handle the result of the call. If this = is a function,=0A= * if will be called with the XMLHttpRequest as a parameter; = if it's an input=0A= * element, its value will be set to the resultText; if it's = another type of=0A= * element, its innerHTML will be set to the resultText.=0A= *=0A= * Example:=0A= * sajax_do_call('doFoo', [1, 2, 3], = document.getElementById("showFoo"));=0A= *=0A= * This will call the doFoo function via MediaWiki's AjaxDispatcher, with=0A= * (1, 2, 3) as the parameter list, and will show the result in the = element=0A= * with id =3D showFoo=0A= */=0A= function sajax_do_call(func_name, args, target) {=0A= var i, x, n;=0A= var uri;=0A= var post_data;=0A= uri =3D wgServer +=0A= ((wgScript =3D=3D null) ? (wgScriptPath + "/index.php") : wgScript) +=0A= "?action=3Dajax";=0A= if (sajax_request_type =3D=3D "GET") {=0A= if (uri.indexOf("?") =3D=3D -1)=0A= uri =3D uri + "?rs=3D" + encodeURIComponent(func_name);=0A= else=0A= uri =3D uri + "&rs=3D" + encodeURIComponent(func_name);=0A= for (i =3D 0; i < args.length; i++)=0A= uri =3D uri + "&rsargs[]=3D" + encodeURIComponent(args[i]);=0A= //uri =3D uri + "&rsrnd=3D" + new Date().getTime();=0A= post_data =3D null;=0A= } else {=0A= post_data =3D "rs=3D" + encodeURIComponent(func_name);=0A= for (i =3D 0; i < args.length; i++)=0A= post_data =3D post_data + "&rsargs[]=3D" + = encodeURIComponent(args[i]);=0A= }=0A= x =3D sajax_init_object();=0A= if (!x) {=0A= alert("AJAX not supported");=0A= return false;=0A= }=0A= =0A= try {=0A= x.open(sajax_request_type, uri, true);=0A= } catch (e) {=0A= if (window.location.hostname =3D=3D "localhost") {=0A= alert("Your browser blocks XMLHttpRequest to 'localhost', try using a = real hostname for development/testing.");=0A= }=0A= throw e;=0A= }=0A= if (sajax_request_type =3D=3D "POST") {=0A= x.setRequestHeader("Method", "POST " + uri + " HTTP/1.1");=0A= x.setRequestHeader("Content-Type", = "application/x-www-form-urlencoded");=0A= }=0A= x.setRequestHeader("Pragma", "cache=3Dyes");=0A= x.setRequestHeader("Cache-Control", "no-transform");=0A= x.onreadystatechange =3D function() {=0A= if (x.readyState !=3D 4)=0A= return;=0A= =0A= sajax_debug("received (" + x.status + " " + x.statusText + ") " + = x.responseText);=0A= =0A= //if (x.status !=3D 200)=0A= // alert("Error: " + x.status + " " + x.statusText + ": " + = x.responseText);=0A= //else=0A= =0A= if ( typeof( target ) =3D=3D 'function' ) {=0A= target( x );=0A= }=0A= else if ( typeof( target ) =3D=3D 'object' ) {=0A= if ( target.tagName =3D=3D 'INPUT' ) {=0A= if (x.status =3D=3D 200) target.value=3D x.responseText;=0A= //else alert("Error: " + x.status + " " + x.statusText + " (" + = x.responseText + ")");=0A= }=0A= else {=0A= if (x.status =3D=3D 200) target.innerHTML =3D x.responseText;=0A= else target.innerHTML=3D "

Error: " + x.status + = " " + x.statusText + " (" + x.responseText + ")

";=0A= }=0A= }=0A= else {=0A= alert("bad target for sajax_do_call: not a function or object: " + = target);=0A= }=0A= =0A= return;=0A= }=0A= =0A= sajax_debug(func_name + " uri =3D " + uri + " / post =3D " + post_data);=0A= x.send(post_data);=0A= sajax_debug(func_name + " waiting..");=0A= delete x;=0A= =0A= return true;=0A= }=0A= ------=_NextPart_000_04DD_01CA89FF.F3EE31A0 Content-Type: application/octet-stream Content-Transfer-Encoding: quoted-printable Content-Location: http://www.911myths.com/index.php?title=-&action=raw&gen=js&useskin=monobook /* generated javascript */=0A= var skin =3D 'monobook';=0A= var stylepath =3D '/skins';=0A= =0A= /* MediaWiki:Common.js */=0A= /* Any JavaScript here will be loaded for all users on every page load. = */=0A= =0A= /* MediaWiki:Monobook.js */=0A= /* Any JavaScript here will be loaded for users using the MonoBook skin = */ ------=_NextPart_000_04DD_01CA89FF.F3EE31A0--