Interpretation of Engle-Granger Cointegration Test (Gretl)

How would you interpret following result from running the Engle-Granger cointegration test in Gretl:

Step 1: testing for a unit root in var_1

Augmented Dickey-Fuller test for var_1
including 5 lags of (1-L)var_1
sample size 83
unit-root null hypothesis: a = 1

with constant and trend
model: (1-L)y = b0 + b1*t + (a-1)*y(-1) + ... + e
1st-order autocorrelation coeff. for e: 0.011
lagged differences: F(5, 25) = 7.438 [0.0002]
estimated value of (a - 1): -1.00042
test statistic: tau_ct(1) = -3.15236
asymptotic p-value 0.0742

Step 2: testing for a unit root in var_2

Augmented Dickey-Fuller test for var_2
including 5 lags of (1-L)var_2
sample size 83
unit-root null hypothesis: a = 1

with constant and trend
model: (1-L)y = b0 + b1*t + (a-1)*y(-1) + ... + e
1st-order autocorrelation coeff. for e: -0.049
lagged differences: F(5, 25) = 4.579 [0.0026]
estimated value of (a - 1): -0.793841
test statistic: tau_ct(1) = -3.16269
asymptotic p-value 0.0841

Step 3: cointegrating regression

Cointegrating regression -
OLS, using observations 01-82 (T = 83)
Dependent variable: var_1

coefficient        std. error     t-ratio  p-value
---------------------------------------------------------------
const          2.48090e+07       4.15910e+06   5.965   7.74e-07 ***
var_2         −0.0121403         0.0153430    −0.7913  0.4340
time      491744            216280             2.274   0.0291   **

Mean dependent var   28734191   S.D. dependent var    7497823
Sum squared resid    1.55e+15   S.E. of regression    6555707
Log-likelihood      −665.9158   Akaike criterion     1337.832
Schwarz criterion    1342.822   Hannan-Quinn         1339.622
rho                  0.559330   Durbin-Watson        0.871994

Step 4: testing for a unit root in uhat

Augmented Dickey-Fuller test for uhat
including 5 lags of (1-L)uhat
sample size 83
unit-root null hypothesis: a = 1

model: (1-L)y = (a-1)*y(-1) + ... + e
1st-order autocorrelation coeff. for e: 0.007
lagged differences: F(5, 27) = 7.652 [0.0001]
estimated value of (a - 1): -1.02671

test statistic: tau_ct(2) = -3.4799 asymptotic p-value 0.0936

Gretel states that

There is evidence for a cointegrating relationship if:
**(a)** The unit-root hypothesis is not rejected for the individual variables, and
**(b)** the unit-root hypothesis is rejected for the residuals (uhat) from the cointegrating regression.

What I read from the data is

b) that H0 is rejected at the 10% level(0.0936). However, it seems that var_1 and var_2 (both level-data) seem to be both stationary (0.0742, 0.0841).

Now, how do we interpret the data? Can we still say they are co-integrated or do we have to reject the Engle-Granger Cointegration because criterium a) is not confirmed?