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CBOE 2010 MARKET STATISTICS

Table of Contents

CBOE HOLDINGS TRADING ACTIVITY - 2010 (Includes CBOE and C2) Total Options Trading Summary ...........................................................................1 Total Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................2 Total Options Contract Volume - All Options...........................................................2

CBOE TRADING ACTIVITY - 2010 Total CBOE Options Trading Summary ..................................................................3 Total CBOE Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................4 Total CBOE Options Contract Volume - All Options .................................................4

CBOE EQUITY OPTIONS - 2010 Equity Options Contract Volume ............................................................................5 Equity Options Open Interest and Dollar Volume.....................................................5 Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................6 Equity FLEX® Options Contract Volume, Open Interest

and Dollar Volume .........................................................................................7 Equity FLEX® Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................7 CBOE Equity Options Volume ...............................................................................8-50 CBOE Top 100 Equity Options Ranked By Volume ................................................51-52

CBOE CASH INDEX OPTIONS - 2010 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Cash Index Options Launch Dates ......................................................................53

Most Active Cash Indexes-2010.........................................................................54-55

Total Cash Index Options ...................................................................................56-57 Total Cash Index FLEX (NDX, RUT, SPX, VIX) ........................................................58-59 Total CBOE Volume for FLEX, QUARTERLY, WEEKLY and BINARY Cash Index Options ............................................................................59 SPX® (S&P 500®) ..............................................................................................60-61 XSP® (Mini-S&P 500® Index) ..............................................................................62-63 OEX® (S&P 100®) ..............................................................................................64-65 XEO® (S&P 100® European Style) .......................................................................66-67 DJX (Dow Jones Industrial AverageSM) ................................................................68-69 NDX (Nasdaq-100 Index®) .................................................................................70-71 MNX (Mini Nasdaq-100 Index®) .........................................................................72-73 RUT (Russell 2000® Index) ................................................................................74-75 VIX® (CBOE Volatility Index®)...............................................................................76-77 Other Cash Index Option Products ......................................................................78-79 Other Cash Index Options Contract Volume Detail ................................................80

CBOE BINARY OPTIONS – 2010 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

BSZ CBOE Binary Options (SPX) ..........................................................................81 BVZ CBOE Binary Options (VIX) ...........................................................................82

CBOE EXCHANGE TRADED FUNDS OPTIONS – 2010

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Exchange Traded Funds-2010............................................................................83-85 Most Active Exchange Traded Funds...................................................................86 Total CBOE Exchange Traded Funds Options ......................................................87-88 Total CBOE Exchange Traded Funds FLEX ………… ................................ ……89-90 QQQ (PowerShares QQQ) ...................................................................................91-92 DIA (DIAMONDS®)..............................................................................................93-94 SPY (S&P Depository Receipts) ...........................................................................95-96 IWM (iShares Russell 2000® Index Fund) ............................................................97-98 Other CBOE Exchange Traded Funds Option Products .........................................99-100 Other CBOE Exchange Traded Funds Options Contract Volume Detail .................101-108

CBOE INTEREST RATE OPTIONS - 2010

(Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Total Interest Rate Options ..............................................................................109-110 IRX Options ....................................................................................................111-112 FVX Options ...................................................................................................113-114 TNX Options ...................................................................................................115-116 TYX Options ...................................................................................................117-118

C2 TRADING ACTIVITY - 2010 Total C2 Options Trading Summary ..................................................................119 Total C2 Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions ...........................................120 Total C2 Options Contract Volume - All Options .................................................120

C2 EQUITY OPTIONS - 2010 Equity Options Contract Volume........................................................................121 Equity Options Open Interest and Dollar Volume.................................................121 Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions ...........................................122 C2 Equity Options Volume ...............................................................................123-127 C2 Top 100 Equity Options Ranked By Volume ..................................................128-129

C2 EXCHANGE TRADED FUNDS OPTIONS – 2010 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

C2 Exchange Traded Funds-2010 ....................................................................130-131 Total C2 Volume for QUARTERLY, WEEKLY Options............................................131 QQQ (PowerShares QQQ) .................................................................................132-133 DIA (DIAMONDS®)............................................................................................134-135 SPY (S&P Depository Receipts) .........................................................................136-137 IWM (iShares Russell 2000® Index Fund) ..........................................................138-139 Other C2 Exchange Traded Funds Option Products ...........................................140-141 Other C2 Exchange Traded Funds Options Contract Volume Detail......................142-144

CBOE HOLDINGS, INC. TRADING ACTIVITY AND MARKET SHARE – 2010 Total Options Contract Volume by Exchange ......................................................145 Total Equity Options Contract Volume by Exchange ............................................145 Total Exchange Traded Funds Contract Volume by Exchange ..............................146 Total Cash Index Options Contract Volume by Exchange .....................................146

HISTORICAL TRADING ACTIVITY Total CBOE Options..........................................................................................147-151 Total Equity Options .........................................................................................152-156 Total Cash Index Options ..................................................................................157-164 Total Exchange Traded Funds Options...............................................................165-167 Total Interest Rate Options................................................................................168-169

CBOE HOLDINGS, INC. TRADING ACTIVITY - 2010(Includes CBOE and C2 combined)

Total CBOE HOLDINGS Options Trading Summary

Call Put TotalNo. of Contracts 594,339,965 524,762,427 1,119,102,392Average Daily Volume 2,358,492 2,082,391 4,440,883Dollar Volume $299,078,275,343 $300,752,018,147 $599,830,293,490Open Interest 155,064,130 139,371,632 294,435,762Transactions 33,406,597 21,540,601 54,947,198

Trading Average Daily Total Dollar Month Days Call Put Total Total Call Put Total Volume

Jan 19 50,809,631 41,350,879 92,160,510 4,850,553 114,072,556 103,053,080 217,125,636 $46,414,215,516Feb 19 42,064,150 38,606,667 80,670,817 4,245,832 117,954,838 110,232,316 228,187,154 $41,434,355,561Mar 23 56,740,313 47,691,431 104,431,744 4,540,511 124,974,166 118,927,700 243,901,866 $47,504,575,379Apr 21 62,632,242 48,752,612 111,384,854 5,304,041 140,215,681 133,395,709 273,611,390 $48,370,789,351May 20 62,885,289 68,464,044 131,349,333 6,567,467 148,447,334 140,454,372 288,901,706 $91,727,009,904Jun 22 45,466,387 45,201,089 90,667,476 4,121,249 139,007,482 130,385,552 269,393,034 $54,529,627,449Jul 21 42,380,335 38,543,046 80,923,381 3,853,494 143,081,844 129,640,999 272,722,843 $44,610,950,499Aug 22 39,738,871 37,295,004 77,033,875 3,501,540 146,535,456 134,714,023 281,249,479 $47,312,734,117Sep 21 41,646,780 37,835,942 79,482,722 3,784,892 147,996,671 135,317,181 283,313,852 $46,612,391,576Oct 21 48,910,810 42,032,962 90,943,772 4,330,656 159,604,709 144,856,691 304,461,400 $44,745,697,162Nov 21 51,429,742 42,214,677 93,644,419 4,459,258 163,262,720 145,720,841 308,983,561 $42,256,994,852Dec 22 49,635,415 36,774,074 86,409,489 3,927,704 155,064,130 139,371,632 294,435,762 $44,310,952,124Total 252 594,339,965 524,762,427 1,119,102,392 4,440,883 -- -- -- $599,830,293,490

Contract Volume Open Interest

CBOE HOLDINGS, INC. Page 1 2010 MARKET STATISTICS

Total CBOE HOLDINGS Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

TradingMonth Days Call Put Total Call Put Total Call Put Total

Jan 19 $439 $583 $504 17 23 19 2,967,120 1,797,206 4,764,326Feb 19 $464 $568 $514 18 24 21 2,290,142 1,587,124 3,877,266Mar 23 $441 $471 $455 19 27 22 3,000,756 1,743,442 4,744,198Apr 21 $430 $440 $434 19 25 21 3,322,615 1,918,903 5,241,518May 20 $621 $769 $698 19 27 22 3,337,743 2,512,233 5,849,976Jun 22 $509 $694 $601 18 25 21 2,553,974 1,843,865 4,397,839Jul 21 $494 $615 $551 17 23 19 2,514,459 1,689,812 4,204,271Aug 22 $592 $638 $614 17 23 19 2,363,805 1,629,941 3,993,746Sep 21 $588 $585 $586 17 25 20 2,424,312 1,528,341 3,952,653Oct 21 $482 $504 $492 18 24 20 2,793,742 1,748,047 4,541,789Nov 21 $444 $461 $451 18 23 20 2,873,112 1,828,780 4,701,892Dec 22 $559 $450 $513 17 21 18 2,964,817 1,712,907 4,677,724Total 252 $503 $573 $536 18 24 20 33,406,597 21,540,601 54,947,198

Total CBOE HOLDINGS Options Contract Volume - All Options

MonthTradingDays

TotalVolume

EquityVolume

Cash IndexVolume

ETFVolume

Interest RateVolume

Jan 19 92,160,510 50,415,542 21,310,415 20,434,495 58Feb 19 80,670,817 39,531,161 21,263,862 19,875,651 143Mar 23 104,431,744 56,232,224 25,096,042 23,103,456 22Apr 21 111,384,854 62,319,409 24,057,839 25,006,967 639May 20 131,349,333 57,839,373 33,119,053 40,389,756 1,151Jun 22 90,667,476 42,300,255 22,329,282 26,037,912 27Jul 21 80,923,381 41,928,277 18,782,493 20,212,563 48Aug 22 77,033,875 38,454,431 19,953,213 18,626,199 32Sep 21 79,482,722 39,129,835 21,077,717 19,274,961 209Oct 21 90,943,772 48,059,587 21,720,633 21,163,548 4Nov 21 93,644,419 49,091,092 21,755,929 22,797,335 63Dec 22 86,409,489 47,562,728 19,539,761 19,306,979 21Total 252 1,119,102,392 572,863,914 270,006,239 276,229,822 2,417

Average Premium Per Contract Average Contracts Per Trade Transactions


CBOE TRADING ACTIVITY - 2010

Total CBOE Options Trading Summary

Call Put TotalNo. of Contracts 592,491,518 523,000,404 1,115,491,922Average Daily Volume 2,351,157 2,075,398 4,426,555Dollar Volume $298,782,673,633 $300,549,665,469 $599,332,339,102Open Interest 155,064,130 139,371,632 294,435,762Transactions 33,259,715 21,425,610 54,685,325


Jan 19 50,809,631 41,350,879 92,160,510 4,850,553 114,072,556 103,053,080 217,125,636 $46,414,215,516Feb 19 42,064,150 38,606,667 80,670,817 4,245,832 117,954,838 110,232,316 228,187,154 $41,434,355,561Mar 23 56,740,313 47,691,431 104,431,744 4,540,511 124,974,866 118,927,710 243,902,576 $47,504,575,379Apr 21 62,632,242 48,752,612 111,384,854 5,304,041 140,215,681 133,395,709 273,611,390 $48,370,789,351May 20 62,885,289 68,464,044 131,349,333 6,567,467 148,447,334 140,454,372 288,901,706 $91,727,009,904Jun 22 45,466,387 45,201,089 90,667,476 4,121,249 139,009,117 130,386,393 269,395,510 $54,529,627,449Jul 21 42,380,335 38,543,046 80,923,381 3,853,494 143,081,844 129,640,999 272,722,843 $44,610,950,499Aug 22 39,738,871 37,295,004 77,033,875 3,501,540 146,535,456 134,714,023 281,249,479 $47,312,734,117Sep 21 41,646,780 37,835,942 79,482,722 3,784,892 147,996,671 135,317,181 283,313,852 $46,612,391,576Oct 21 48,910,232 42,032,883 90,943,115 4,330,625 159,604,709 144,856,691 304,461,400 $44,745,663,390Nov 21 50,875,266 41,602,165 92,477,431 4,403,687 163,262,720 145,720,841 308,983,561 $42,084,583,279Dec 22 48,342,022 35,624,642 83,966,664 3,816,667 155,064,130 139,371,632 294,435,762 $43,985,443,081Total 252 592,491,518 523,000,404 1,115,491,922 4,426,555 -- -- -- $599,332,339,102



Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


Jan 19 $439 $583 $504 17 23 19 2,967,120 1,797,206 4,764,326Feb 19 $464 $568 $514 18 24 21 2,290,142 1,587,124 3,877,266Mar 23 $441 $471 $455 19 27 22 3,000,756 1,743,442 4,744,198Apr 21 $430 $440 $434 19 25 21 3,322,615 1,918,903 5,241,518May 20 $621 $769 $698 19 27 22 3,337,743 2,512,233 5,849,976Jun 22 $509 $694 $601 18 25 21 2,553,974 1,843,865 4,397,839Jul 21 $494 $615 $551 17 23 19 2,514,459 1,689,812 4,204,271Aug 22 $592 $638 $614 17 23 19 2,363,805 1,629,941 3,993,746Sep 21 $588 $585 $586 17 25 20 2,424,312 1,528,341 3,952,653Oct 21 $482 $504 $492 18 24 20 2,793,690 1,748,031 4,541,721Nov 21 $446 $466 $455 18 23 20 2,839,817 1,799,983 4,639,800Dec 22 $570 $461 $524 17 22 19 2,851,282 1,626,729 4,478,011Total 252 $504 $575 $537 18 24 20 33,259,715 21,425,610 54,685,325

Total CBOE Options Contract Volume - All Options

MonthTradingDays

TotalVolume

EquityVolume

Cash IndexVolume

ETFVolume

Interest RateVolume

Jan 19 92,160,510 50,415,542 21,310,415 20,434,495 58Feb 19 80,670,817 39,531,161 21,263,862 19,875,651 143Mar 23 104,431,744 56,232,224 25,096,042 23,103,456 22Apr 21 111,384,854 62,319,409 24,057,839 25,006,967 639May 20 131,349,333 57,839,373 33,119,053 40,389,756 1,151Jun 22 90,667,476 42,300,255 22,329,282 26,037,912 27Jul 21 80,923,381 41,928,277 18,782,493 20,212,563 48Aug 22 77,033,875 38,454,431 19,953,213 18,626,199 32Sep 21 79,482,722 39,129,835 21,077,717 19,274,961 209Oct 21 90,943,115 48,058,930 21,720,633 21,163,548 4Nov 21 92,477,431 48,727,565 21,755,929 21,993,874 63Dec 22 83,966,664 46,344,148 19,539,761 18,082,734 21Total 252 1,115,491,922 571,281,150 270,006,239 274,202,116 2,417



CBOE EQUITY OPTIONS - 2010

CBOE Equity Options Contract Volume

Trading Average DailyMonth Days Call Put Total Volume

Jan 19 31,872,665 18,542,877 50,415,542 2,653,450Feb 19 23,571,038 15,960,123 39,531,161 2,080,587Mar 23 36,247,792 19,984,432 56,232,224 2,444,879Apr 21 42,220,132 20,099,277 62,319,409 2,967,591May 20 34,368,123 23,471,250 57,839,373 2,891,969Jun 22 25,562,358 16,737,897 42,300,255 1,922,739Jul 21 26,403,859 15,524,418 41,928,277 1,996,585Aug 22 23,705,617 14,748,814 38,454,431 1,747,929Sep 21 24,950,433 14,179,402 39,129,835 1,863,325Oct 21 30,281,703 17,777,227 48,058,930 2,288,520Nov 21 31,449,167 17,278,398 48,727,565 2,320,360Dec 22 31,270,966 15,073,182 46,344,148 2,106,552Total 252 361,903,853 209,377,297 571,281,150 2,266,989

CBOE Equity Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 82,910,890 61,315,316 144,226,206 $5,741,589,827 $3,925,802,774 $9,667,392,601Feb 84,996,958 64,720,255 149,717,213 $3,490,430,032 $3,772,298,980 $7,262,729,012Mar 93,372,032 70,554,548 163,926,580 $6,374,420,972 $3,583,917,901 $9,958,338,873Apr 106,771,454 78,119,739 184,891,193 $7,622,982,260 $3,370,320,386 $10,993,302,646May 108,269,717 79,739,783 188,009,500 $5,918,200,549 $5,220,025,781 $11,138,226,330Jun 103,298,576 77,250,753 180,549,329 $4,272,614,223 $3,666,429,227 $7,939,043,450Jul 107,514,817 77,973,857 185,488,674 $4,184,923,798 $2,889,883,217 $7,074,807,015Aug 109,177,766 80,671,860 189,849,626 $3,618,170,385 $2,550,810,373 $6,168,980,758Sep 111,910,332 82,406,183 194,316,515 $4,243,228,463 $2,292,278,859 $6,535,507,322Oct 118,901,020 88,740,093 207,641,113 $6,162,461,898 $2,958,861,675 $9,121,323,573Nov 120,189,410 89,029,022 209,218,432 $5,715,437,108 $2,759,473,019 $8,474,910,127Dec 120,446,391 88,738,766 209,185,157 $6,033,743,991 $2,524,013,283 $8,557,757,274Total -- -- -- $63,378,203,506 $39,514,115,475 $102,892,318,981

During 2010, 571 million equity contracts were traded on the CBOE, representing options on 57.1 billion shares of underlying stock.

Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but not liquidated in the secondary market, exercised or expired. At year-end 2010, open interest in equity options on CBOE was 209,185,157 contracts.

Open Interest Dollar Volume

Contract Volume


CBOE Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $180 $212 $192 13 15 14 2,396,734 1,258,434 3,655,168Feb $148 $236 $184 14 15 14 1,738,960 1,047,108 2,786,068Mar $176 $179 $177 15 17 16 2,401,971 1,201,615 3,603,586Apr $181 $168 $176 16 15 15 2,719,623 1,336,692 4,056,315May $172 $222 $193 14 15 14 2,445,225 1,607,655 4,052,880Jun $167 $219 $188 13 13 13 1,945,288 1,253,989 3,199,277Jul $158 $186 $169 13 13 13 2,002,494 1,199,817 3,202,311Aug $153 $173 $160 13 13 13 1,856,975 1,139,883 2,996,858Sep $170 $162 $167 13 13 13 1,937,371 1,063,463 3,000,834Oct $204 $166 $190 13 14 13 2,304,219 1,276,190 3,580,409Nov $182 $160 $174 14 14 14 2,261,293 1,263,946 3,525,239Dec $193 $167 $185 13 13 13 2,346,414 1,196,074 3,542,488Total $175 $189 $180 14 14 14 26,356,567 14,844,866 41,201,433



Trading Average Daily Dollar VolumeMonth Days Call Put Total Volume Call Put Total Total

Jan 19 247,442 220,350 467,792 24,621 1,077,404 484,997 1,562,401 $511,904,395Feb 19 727,931 691,650 1,419,581 74,715 1,352,721 749,914 2,102,635 $1,122,141,420Mar 23 1,811,348 1,745,862 3,557,210 154,661 1,254,991 872,303 2,127,294 $1,204,465,987Apr 21 476,529 312,975 789,504 37,595 1,429,525 507,682 1,937,207 $156,868,656May 20 241,796 206,212 448,008 22,400 1,708,502 631,511 2,340,013 $168,515,537Jun 22 420,661 389,511 810,172 36,826 1,662,672 517,939 2,180,611 $386,911,000Jul 21 128,773 112,028 240,801 11,467 1,565,533 415,037 1,980,570 $17,862,078Aug 22 104,720 67,184 171,904 7,814 1,558,000 481,277 2,039,277 $26,071,827Sep 21 102,830 63,750 166,580 7,932 1,775,870 605,467 2,381,337 $37,218,999Oct 21 65,670 38,152 103,822 4,944 1,540,879 637,060 2,177,939 $24,176,143Nov 21 89,273 21,644 110,917 5,282 1,145,449 626,954 1,772,403 $32,139,790Dec 22 602,191 16,135 618,326 28,106 1,392,504 613,980 2,006,484 $340,247,149Total 252 5,019,164 3,885,453 8,904,617 35,336 -- -- -- $4,028,522,981


Jan 19 $101 $2,210 $1,094 2,632 5,509 3,491 94 40 134Feb 19 $57 $1,562 $790 4,696 5,049 4,862 155 137 292Mar 23 $225 $456 $339 6,038 7,305 6,600 300 239 539Apr 21 $138 $290 $199 5,069 6,137 5,445 94 51 145May 20 $132 $662 $376 2,657 6,249 3,613 91 33 124Jun 22 $99 $886 $478 3,286 4,693 3,840 128 83 211Jul 21 $72 $76 $74 2,012 4,149 2,646 64 27 91Aug 22 $124 $195 $152 1,563 4,799 2,122 67 14 81Sep 21 $324 $60 $223 1,302 3,542 1,717 79 18 97Oct 21 $229 $239 $233 938 1,908 1,154 70 20 90Nov 21 $309 $212 $290 726 1,031 770 123 21 144Dec 22 $551 $506 $550 6,406 807 5,424 94 20 114Total 252 $208 $768 $452 3,693 5,527 4,318 1,359 703 2,062


CBOE Equity FLEX (Flexible EXchange) Options Contract Volume, Open Interest and Dollar Volume


CBOE Equity FLEX Average Premium Per Contract, Average Contracts Per Trade and Transactions


Standard Symbol Stock Total Call Put Total Call Put

1 COMS 3Com Corporation 162,498 41,306 121,192 645 164 4812 MMM 3M Company 618,802 356,452 262,350 2,456 1,414 1,0413 PAR 3PAR, Inc. 405,764 276,312 129,452 1,610 1,096 5144 JOBS 51 Job, Inc. 6,805 4,324 2,481 27 17 105 SVN 7 Days Group Holdings Ltd. 1,940 1,518 422 18 14 46 NDN 99 Cents Only Stores 15,325 10,844 4,481 61 43 187 SHLM A. Schulman, Inc. 2,813 1,650 1,163 11 7 58 AONE A123 Systems, Inc. 236,931 161,057 75,874 940 639 3019 AIR AAR CORP. 21,942 12,553 9,389 87 50 37

10 AAN Aaron Rents, Inc. 8,573 4,315 4,258 34 17 1711 ASTM Aastrom Biosciences, Inc. 1,676 1,535 141 62 57 512 ABAX Abaxis, Inc. 6,965 4,402 2,563 28 17 1013 ABB ABB Ltd. 64,349 48,661 15,688 255 193 6214 ABT Abbott Laboratories 806,553 454,725 351,828 3,201 1,804 1,39615 ANF Abercrombie & Fitch Company 670,493 354,283 316,210 2,661 1,406 1,25516 ABMD ABIOMED, Inc. 7,062 6,181 881 28 25 317 ABVT AboveNet, Inc. 19,329 10,806 8,523 77 43 3418 ACAD Acadia Pharmaceuticals, Inc. 10,489 9,652 837 42 38 319 AKR Acadia Realty Trust 789 482 307 3 2 120 ACN Accenture plc 150,785 102,109 48,676 598 405 19321 ARAY Accuray, Inc. 3,331 2,889 442 13 11 222 ACE ACE, Ltd. 67,888 49,898 17,990 269 198 7123 ACGY Acergy S.A. 2,612 2,158 454 10 9 224 ACET Aceto Corporation 2,181 1,840 341 10 8 125 APKT Acme Packet, Inc. 181,987 88,071 93,916 722 349 37326 ACOR Acorda Therapeutics, Inc. 142,898 57,897 85,001 567 230 33727 ATVI Activision Blizzard, Inc. 964,042 808,003 156,039 3,826 3,206 61928 ATU Actuant Corporation 3,136 2,464 672 12 10 329 AYI Acuity Brands, Inc. 27,464 22,248 5,216 109 88 2130 ACUR Acura Pharmaceuticals, Inc. 39,651 15,051 24,600 215 82 13431 ACXM Acxiom Corporation 4,083 2,699 1,384 16 11 532 ADPT Adaptec, Inc. 115 106 9 0 0 033 ADCT ADC Telecommunications, Inc. 36,378 26,751 9,627 144 106 3834 ADBE Adobe Systems, Inc. 848,808 571,096 277,712 3,368 2,266 1,10235 ADTN ADTRAN, Inc. 52,854 36,143 16,711 210 143 6636 AEA Advance America Cash Advance Centers, Inc. 2,457 1,546 911 10 6 437 AAP Advance Auto Parts, Inc. 61,034 32,104 28,930 242 127 11538 ASX Advance Semiconductor Engineering, Inc. 69 69 0 0 0 039 ABAT Advanced Battery Technologies, Inc. 22,695 19,721 2,974 90 78 1240 AEIS Advanced Energy Industries 22,767 12,045 10,722 90 48 4341 AMD Advanced Micro Devices, Inc. 1,339,534 829,528 510,006 5,316 3,292 2,02442 AAV Advantage Energy Income Fund 11,133 8,305 2,828 44 33 1143 ACM Aecom Technology Corporation 12,607 9,370 3,237 50 37 1344 ANW Aegean Marine Petroleum Network, Inc. 40,597 23,720 16,877 161 94 6745 AEG Aegon NV ADR 3,730 2,601 1,129 15 10 446 AER AerCap Holdings NV 14,520 8,619 5,901 58 34 2347 ARO Aeropostale, Inc. 253,763 165,580 88,183 1,007 657 35048 AVAV Aerovironment, Inc. 24,578 17,417 7,161 98 69 2849 AES AES Corporation 217,327 190,444 26,883 862 756 10750 AET Aetna, Inc. 514,598 300,829 213,769 2,042 1,194 84851 ACS Affiliated Computer Services, Inc. 2,777 1,592 1,185 11 6 552 AMG Affiliated Managers Group, Inc. 21,625 8,522 13,103 86 34 5253 AFFY Affymax, Inc. 85,796 50,258 35,538 364 213 15154 AFFX Affymetrix, Inc. 28,782 13,526 15,256 114 54 6155 AFL AFLAC, Incorporated 419,646 207,095 212,551 1,665 822 84356 AGAM AGA Medical Holdings, Inc. 14,763 7,622 7,141 59 30 2857 AG AGCO Corporation 40,111 25,732 14,379 159 102 5758 FEED AgFeed Industries, Inc. 54,379 36,944 17,435 216 147 6959 A Agilent Technologies, Corporation 142,648 95,997 46,651 566 381 18560 AGL AGL Resources, Inc. 2,820 1,444 1,376 11 6 561 AEM Agnico-Eagle Mines Ltd. 641,353 402,228 239,125 2,545 1,596 94962 ADC Agree Realty Corp. 329 306 23 4 3 063 AGU Agrium, Inc. 300,006 176,463 123,543 1,191 700 49064 AIRM Air Methods Corporation 6,887 2,924 3,963 27 12 16

CBOE Equity Options Volume (Includes LEAPS)

Contract Volume Average Daily Volume





65 APD Air Products & Chemicals, Inc. 60,742 42,655 18,087 241 169 7266 AYR Aircastle Limited 10,533 8,341 2,192 42 33 967 ARG Airgas, Inc. 878,715 544,366 334,349 3,487 2,160 1,32768 AMCN Airmedia Group, Inc. 1,556 1,244 312 6 5 169 AAI Airtran Holdings, Inc. 47,548 36,505 11,043 189 145 4470 AIXG Aixtron AG 77,568 33,279 44,289 308 132 17671 AKS AK Steel Holding Corporation 914,757 656,418 258,339 3,630 2,605 1,02572 AKAM Akamai Technologies, Inc. 899,766 587,768 311,998 3,571 2,332 1,23873 AKRX Akorn, Inc. 379 379 0 2 2 074 ALK Alaska Air Group, Inc. 20,949 11,704 9,245 83 46 3775 ALSK Alaska Communications Systems Group, Inc. 16,444 14,731 1,713 65 58 776 AIN Albany International Corporation 8,878 5,923 2,955 35 24 1277 ALB Albemarle Corporation 11,609 7,140 4,469 46 28 1878 ACV Alberto-Culver Company (New) 15,803 12,517 3,286 63 50 1379 ALU Alcatel-Lucent 308,726 234,321 74,405 1,225 930 29580 AA ALCOA, Inc. 3,970,894 2,505,503 1,465,391 15,758 9,942 5,81581 ACL Alcon, Inc. 483,062 291,693 191,369 1,917 1,158 75982 IMA Alere, Inc. 48,433 31,075 17,358 192 123 6983 ALEX Alexander & Baldwin 4,516 2,771 1,745 18 11 784 ARE Alexandria Real Estate Equities, Inc. 10,455 4,324 6,131 41 17 2485 AXU Alexco Resource Corporation 11,363 8,742 2,621 253 194 5886 ALXN Alexion Pharmaceuticals, Inc. 48,334 34,312 14,022 192 136 5687 ALXA Aleza Pharmaceuticals, Inc. 62,715 47,075 15,640 249 187 6288 ALGN Align Technology, Inc. 31,374 22,531 8,843 125 89 3589 ALKS Alkermes, Inc. 143,598 91,372 52,226 570 363 20790 AYE Allegheny Energy, Inc. 31,723 21,733 9,990 126 86 4091 ATI Allegheny Technologies, Inc. 218,365 130,314 88,051 867 517 34992 ALGT Allegiant Travel Company 26,640 9,063 17,577 106 36 7093 AGN Allergan, Inc. 157,172 113,088 44,084 624 449 17594 ADS Alliance Data Systems Corporation 125,272 45,367 79,905 497 180 31795 AIQ Alliance HealthCare Services, Inc. 1,038 832 206 4 3 196 ARLP Alliance Resources Partners, L.P. 26,428 12,267 14,161 105 49 5697 AB AllianceBernstein Holding L.P. 33,999 21,042 12,957 135 84 5198 ATK Alliant Techsystems, Inc. 18,957 13,695 5,262 75 54 2199 AIB Allied Irish Banks 176,482 130,188 46,294 700 517 184100 ANV Allied Nevada Gold Corporation 81,689 62,118 19,571 324 247 78101 AWH Allied World Assurance Holdings Ltd. 5,891 4,399 1,492 23 17 6102 ALY Allis-Chalmers Energy, Inc. 8,521 7,277 1,244 34 29 5103 ALD Alllied Capital Corporation 2,525 2,329 196 10 9 1104 ALTH Allos Therapeutics, Inc. 134,056 101,746 32,310 532 404 128105 MDRX Allscripts-Misys Healthcare Solutions, Inc. 87,520 67,618 19,902 347 268 79106 ALL Allstate Corporation (The) 800,414 689,857 110,557 3,176 2,738 439107 AFAM Almost Family, Inc. 19,987 9,671 10,316 79 38 41108 ALNY Alnylam Pharmaceuticals, Inc. 6,134 4,927 1,207 24 20 5109 ALJ Alon USA Energy, Inc. 5,236 2,113 3,123 21 8 12110 ANR Alpha Natural Resources, Inc. 435,886 275,069 160,817 1,730 1,092 638111 APT Alpha Pro Tech Limited 629 504 125 3 2 1112 ALTR Altera Corporation 655,038 280,739 374,299 2,599 1,114 1,485113 ASPS Altisource Portfolio Solutions SA 23,152 15,371 7,781 92 61 31114 AIMC Altra Holdings, Inc. 1,618 1,109 509 6 4 2115 MO Altria Group, Inc. 1,152,335 633,727 518,608 4,573 2,515 2,058116 AWC Aluminia Limited 583 546 37 3 2 0117 ACH Aluminum Corporation of China 62,785 37,676 25,109 249 150 100118 ALVR Alvarion Limited 18,757 17,582 1,175 74 70 5119 AMAG AMAG Pharmaceutcals, Inc. 134,494 81,753 52,741 534 324 209120 AMRN Amarin Corporation 48,521 36,636 11,885 1,078 814 264121 AMZN Amazon.Com, Inc. 4,618,452 2,344,285 2,274,167 18,327 9,303 9,024122 AMB AMB Property Corporation 26,401 10,642 15,759 105 42 63123 ABK AMBAC, Inc. 1,361,753 841,285 520,468 5,404 3,338 2,065124 ACO AMCOL International Corporation 1,368 652 716 5 3 3125 DOX Amdocs Ltd. 36,487 29,761 6,726 145 118 27126 AMED Amedisys, Inc. 235,576 100,217 135,359 935 398 537127 AEE Ameren Corporation 14,622 9,083 5,539 58 36 22128 AMRC Ameresco, Inc. 1,728 1,250 478 25 18 7





129 AMX America Movil S.A.B. de C.V. 246,061 149,228 96,833 976 592 384130 AXL American Axle & Manufacturing Holdings, Inc. 136,919 95,659 41,260 543 380 164131 ACC American Campus Communities, Inc. 5,499 3,300 2,199 22 13 9132 AGNC American Capital Agency Corporation 99,288 65,124 34,164 394 258 136133 ACAS American Capital, Ltd. 539,138 463,324 75,814 2,139 1,839 301134 ACLI American Commercial Lines 13,066 3,913 9,153 52 16 36135 ADY American Dairy, Inc. 39,339 22,999 16,340 156 91 65136 AEO American Eagle Outfitters, Inc. 221,339 155,020 66,319 878 615 263137 AEP American Electric Power Company, Inc. 194,039 116,328 77,711 770 462 308138 AXP American Express Company 1,427,029 727,467 699,562 5,663 2,887 2,776139 AM American Greetings Corp Class A 9,925 5,755 4,170 39 23 17140 AIG American International Group, Inc. 3,020,002 1,857,440 1,162,562 11,984 7,371 4,613141 AIPC American Italian Pasta Co. 14,361 5,407 8,954 57 21 36142 AMMD American Medical Systems Holdings, Inc. 2,682 1,372 1,310 11 5 5143 AEZ American Oil & Gas, Inc. 7,581 6,483 1,098 30 26 4144 AOB American Oriental Bioengineering, Inc. 13,375 8,921 4,454 53 35 18145 APEI American Public Education, Inc. 19,152 9,886 9,266 76 39 37146 ASEI American Science and Engineering, Inc. 14,588 9,498 5,090 58 38 20147 AMSC American Superconductor Corp. 184,714 121,402 63,312 733 482 251148 AMT American Tower Corporation CLA 173,193 115,935 57,258 687 460 227149 AWK American Water Works Co., Inc. 8,366 5,453 2,913 33 22 12150 CRMT America's Car-Mart, Inc. 4,511 2,030 2,481 18 8 10151 ACF AmeriCredit Corporation 82,047 42,424 39,623 326 168 157152 APU AmeriGas Partners, LP 4,747 2,981 1,766 19 12 7153 AGP AMERIGROUP Corporation 35,466 21,609 13,857 141 86 55154 AMP Ameriprise Financial, Inc. 41,787 26,566 15,221 166 105 60155 AMSF Amerisafe, Inc. 3,333 2,913 420 13 12 2156 ABC AmerisourceBergen Corporation 67,902 49,237 18,665 269 195 74157 ASCA Ameristar Casinos, Inc. 12,187 10,307 1,880 48 41 7158 AMN Ameron International Corp. 14,248 6,855 7,393 57 27 29159 AME AMETEK, Inc. 6,124 4,344 1,780 24 17 7160 AMGN Amgen, Inc. 1,103,150 714,340 388,810 4,378 2,835 1,543161 AMKR Amkor Technology, Inc. 62,207 49,107 13,100 247 195 52162 APH Amphenol Corporation 25,673 12,047 13,626 102 48 54163 AMR AMR Corporation 1,216,625 848,554 368,071 4,828 3,367 1,461164 ASYS Amtech Systems 10,213 7,377 2,836 170 123 47165 AFSI Amtrust Financial Services, Inc. 22,953 12,157 10,796 91 48 43166 AMLN Amylin Pharmaceuticals, Inc. 1,040,991 648,109 392,882 4,131 2,572 1,559167 APC Anadarko Petroleum Corporation 1,347,483 869,194 478,289 5,347 3,449 1,898168 ANAD ANADIGICS, Inc. 9,266 6,592 2,674 37 26 11169 ANDS Anadys Pharmaceuticals, Inc. 51,756 45,145 6,611 205 179 26170 ADI Analog Devices, Inc. 149,710 91,790 57,920 594 364 230171 ALOG Analogic Corporation 14,173 5,660 8,513 56 22 34172 ACOM Ancestry.com, Inc. 34,389 25,851 8,538 136 103 34173 ANPI Angiotech Pharmaceuticals, Inc. 2,964 2,471 493 12 10 2174 AU AngloGold Ashanti Limited ADS 131,319 83,011 48,308 521 329 192175 BUD Anheuser-Busch InBev 60,258 32,990 27,268 239 131 108176 AXE Anixter International, Inc. 7,603 3,946 3,657 30 16 15177 ANN ANN Inc. 163,665 89,728 73,937 649 356 293178 NLY Annaly Capital Management, Inc. 910,635 504,329 406,306 3,614 2,001 1,612179 ANSS ANSYS, Inc. 8,774 6,654 2,120 35 26 8180 ANH Anworth Mortgage Asset Corporation 20,593 11,118 9,475 82 44 38181 AOL AOL, Inc. 137,022 89,266 47,756 544 354 190182 AOC AON Corporation 44,119 30,533 13,586 175 121 54183 APAC APAC Customer Services, Inc. 43,783 10,870 32,913 174 43 131184 APA Apache Corporation 506,602 286,309 220,293 2,010 1,136 874185 AIV Apartment Investment & Management Company 13,579 9,123 4,456 54 36 18186 APOG Apogee Enterprises, Inc. 4,919 2,454 2,465 20 10 10187 ARI Apollo Commercial Real Estate Finance, Inc. 3,004 1,765 1,239 12 7 5188 APOL Apollo Group, Inc. 876,503 459,848 416,655 3,478 1,825 1,653189 AINV Apollo Investment Corporation 85,846 57,076 28,770 341 226 114190 APWR A-Power Energy Generation Systems Ltd. 290,589 201,954 88,635 1,153 801 352191 AAPL Apple, Inc. 19,486,484 11,736,483 7,750,001 77,327 46,573 30,754192 AIT Applied Industrial Technologies, Inc. 2,834 1,391 1,443 11 6 6





193 AMAT Applied Materials, Inc. 829,410 579,107 250,303 3,291 2,298 993194 AMCC Applied Micro Circuits Corporation 14,091 11,498 2,593 56 46 10195 APSG Applied Signal Technology, Inc. 13,502 7,433 6,069 54 29 24196 ATR AptarGroup, Inc. 3,517 2,191 1,326 14 9 5197 WTR Aqua America, Inc. 16,087 12,877 3,210 64 51 13198 ARB Arbitron, Inc. 7,224 4,019 3,205 29 16 13199 MT Arcelor Mittal 516,641 283,819 232,822 2,050 1,126 924200 ACGL Arch Capital Group Ltd. 7,821 5,604 2,217 31 22 9201 ARJ Arch Chemicals, Inc. 617 368 249 2 1 1202 ACI Arch Coal, Inc. 510,874 323,407 187,467 2,027 1,283 744203 ADM Archer-Daniels-Midland Company 433,002 265,543 167,459 1,718 1,054 665204 ARST ArcSight, Inc. 91,722 61,914 29,808 364 246 118205 RDEA Ardea Biosciences, Inc. 2,347 1,850 497 14 11 3206 ARNA Arena Pharmaceuticals, Inc. 1,368,244 748,865 619,379 5,430 2,972 2,458207 ARD Arena Resources, Inc. 45,010 34,254 10,756 179 136 43208 ARCC Ares Capital Corporation 54,294 44,951 9,343 215 178 37209 STST Argon ST., Inc. 12,550 8,745 3,805 50 35 15210 ARIA ARIAD Pharmaceuticals, Inc. 295,941 172,011 123,930 1,174 683 492211 ARBA Ariba, Inc. 11,246 7,249 3,997 45 29 16212 ABFS Arkansas Best Corporation 35,164 18,895 16,269 140 75 65213 ARMH ARM Holdings plc (New) 252,867 164,282 88,585 1,003 652 352214 AWI Armstrong World Industries, Inc. 36,287 14,595 21,692 144 58 86215 ARQL ArQule, Inc. 29,774 19,396 10,378 118 77 41216 ARRS Arris Group, Inc. 20,376 11,930 8,446 81 47 34217 ARW Arrow Electronics, Inc. 16,730 12,426 4,304 66 49 17218 AJG Arthur J. Gallagher & Co. 2,825 2,378 447 11 9 2219 ART Artio Global Investors, Inc. 3,799 1,521 2,278 15 6 9220 ARUN Aruba Networks, Inc. 296,932 144,832 152,100 1,178 575 604221 ASA ASA Limited 13,949 9,809 4,140 55 39 16222 ABG Asbury Automotive Group, Inc. 5,902 4,062 1,840 23 16 7223 ASTI Ascent Solar Technologies, Inc. 4,128 2,709 1,419 16 11 6224 AHT Ashford Hospitality-Trust 14,425 13,409 1,016 64 60 5225 ASH Ashland, Inc. 69,175 41,472 27,703 275 165 110226 ASIA Asiainfo Holdings, Inc. 101,037 60,136 40,901 401 239 162227 ASML ASM Holding N.V. 42,586 11,752 30,834 169 47 122228 ASMI ASM International N.V. 2,492 1,036 1,456 10 4 6229 AHL Aspen Insurance Holdings Ltd. 6,355 4,126 2,229 25 16 9230 AZPN Aspen Technology, Inc. 211 199 12 1 1 0231 APPY AspenBio Pharma, Inc. 65,486 49,381 16,105 260 196 64232 ASBC Associated Banc-Corp. 12,465 2,838 9,627 49 11 38233 AIZ Assurant, Inc. 23,164 16,362 6,802 92 65 27234 AGO Assured Guaranty Ltd. 329,388 186,602 142,786 1,307 740 567235 ASTE Astec Industries, Inc. 6,766 2,779 3,987 27 11 16236 AF Astoria Financial Corporation 9,905 6,014 3,891 39 24 15237 AZN AstraZeneca plc ADS 101,819 55,903 45,916 404 222 182238 T AT&T Corporation 2,775,394 1,690,963 1,084,431 11,013 6,710 4,303239 ATAC Atc Technology Corporation 9,325 4,963 4,362 37 20 17240 ATHN athenahealth, Inc. 72,173 33,702 38,471 286 134 153241 ATHR Atheros Communications 313,594 191,608 121,986 1,244 760 484242 ATHX Athersys, Incorp. 1,109 901 208 5 4 1243 AT Atlantic Power Corporation 1,017 348 669 23 8 15244 ATNI Atlantic-Tele Network, Inc. 494 310 184 3 2 1245 AAWW Atlas Air Worldwide Holdings, Inc. 26,290 14,409 11,881 104 57 47246 ATLS Atlas America, Inc. 72,764 46,249 26,515 289 184 105247 AHD Atlas Pipeline Holdings LP 6,773 1,761 5,012 199 52 147248 APL Atlas Pipeline Partners, LP 113,605 86,586 27,019 451 344 107249 ATML Atmel Corporation 85,515 57,948 27,567 339 230 109250 ATMI ATMI, Inc. 3,241 1,867 1,374 13 7 5251 ATO Atmos Energy Corporation 2,079 1,731 348 8 7 1252 ATPG ATP Oil & Gas Corporation 692,913 420,624 272,289 2,750 1,669 1,081253 ATSI ATS Medical, Inc. 379 178 201 2 1 1254 ATW Atwood Oceanics, Inc. 62,628 30,984 31,644 249 123 126255 AUO AU Optronics Corp. 15,798 13,759 2,039 63 55 8256 AZC Augusta Resource Corporation 10,267 8,408 1,859 41 33 7





257 AZK Aurizon Mines Ltd. 20,102 17,076 3,026 80 68 12258 ADSK Autodesk, Inc. 249,688 120,575 129,113 991 478 512259 ALV Autoliv, Inc. 25,873 14,171 11,702 103 56 46260 ADP Automatic Data Processing, Inc. 120,181 88,636 31,545 477 352 125261 AN AutoNation, Inc. 43,781 27,533 16,248 174 109 64262 AZO Autozone, Inc. 145,789 63,381 82,408 579 252 327263 AUXL Auxilium Pharmaceuticals, Inc. 59,634 38,562 21,072 237 153 84264 AVB Avalonbay Communities, Inc. 73,378 31,173 42,205 291 124 167265 AVNR Avanir Pharmaceuticals 413,310 272,143 141,167 1,640 1,080 560266 AVTR Avatar Holdings, Inc. 1,082 554 528 7 4 3267 AVY Avery Dennison Corporation 13,385 8,488 4,897 53 34 19268 AVID Avid Technology, Inc. 7,769 4,278 3,491 31 17 14269 CAR Avis Budget Group, Inc. 169,993 99,031 70,962 675 393 282270 AVA Avista Corporation (New) 1,091 464 627 4 2 2271 AVT Avnet, Inc. 26,198 13,853 12,345 104 55 49272 AVP Avon Products, Inc. 327,344 200,999 126,345 1,299 798 501273 AVX AVX Corporation 140 129 11 1 1 0274 AXA Axa-Spons ADR 3,867 2,520 1,347 15 10 5275 AXS Axis Capital Holdings Limited 1,481 995 486 6 4 2276 AZZ AZZ, Incorporated 14,931 5,792 9,139 59 23 36277 BGS B&G Foods, Inc. 2,640 1,727 913 12 8 4278 BWC Babcock & Wilcox Co. 8,639 7,060 1,579 81 66 15279 BMI Badger Meter, Inc. 5,488 3,893 1,595 22 15 6280 BIDU Baidu, Inc. ADS 4,390,589 2,692,091 1,698,498 17,423 10,683 6,740281 BHI Baker Hughes, Incorporated 433,155 273,241 159,914 1,719 1,084 635282 BCPC Balchem Corp. 287 261 26 11 10 1283 BLL Ball Corporation 20,391 12,722 7,669 81 50 30284 BYI Bally Technologies, Inc. 57,195 33,178 24,017 227 132 95285 BALT Baltic Trading Limited 5,836 4,611 1,225 29 23 6286 BBV Banco Bibao Vizcaya SP ADR 119,567 46,159 73,408 474 183 291287 BBD Banco Bradesco 110,467 60,213 50,254 438 239 199288 ITUB Banco Itaú Holding Financeira S.A. 148,396 77,633 70,763 589 308 281289 BSBR Banco Santander Brasil SA 22,827 12,699 10,128 91 50 40290 SAN Banco Santander Chile 5,867 1,899 3,968 24 8 16291 STD Banco Santander SA 530,159 233,633 296,526 2,104 927 1,177292 BXS BancorpSouth, Inc. 13,022 5,775 7,247 52 23 29293 BAC Bank of America Corporation 24,107,101 15,194,410 8,912,691 95,663 60,295 35,368294 IRE Bank of Ireland 202,427 131,826 70,601 803 523 280295 BMO Bank of Montreal 32,009 18,636 13,373 127 74 53296 BNS Bank of Nova Scotia 16,998 9,865 7,133 67 39 28297 BBX BankAtlantic Bancorp., Inc. Class A (New) 15,247 10,204 5,043 61 40 20298 BANR Banner Corporation 27,984 11,718 16,266 122 51 71299 BCS Barclays PLC 201,229 79,427 121,802 799 315 483300 BCR Bard (C.R.), Inc. 26,476 9,392 17,084 105 37 68301 BARE Bare Escentuals, Inc. 4,966 2,672 2,294 20 11 9302 BKS Barnes & Noble, Inc. 165,529 106,070 59,459 657 421 236303 B Barnes Group, Inc. 7,449 3,573 3,876 30 14 15304 ABX Barrick Gold Corporation 1,794,209 1,165,513 628,696 7,120 4,625 2,495305 BAS Basic Energy Services, Inc. 10,337 8,885 1,452 41 35 6306 BAX Baxter International, Inc. 559,751 366,400 193,351 2,221 1,454 767307 BTE Baytex Energy Corp. 15,379 7,887 7,492 61 31 30308 BBT BB&T Corporation 599,352 376,478 222,874 2,378 1,494 884309 BCE BCE, Inc. 9,865 7,044 2,821 39 28 11310 BEAV BE Aerospace, Inc. 23,047 13,446 9,601 91 53 38311 BECN Beacon Roofing Supply, Inc. 2,478 861 1,617 10 3 6312 BZH Beazer Homes USA, Inc. 210,597 152,174 58,423 836 604 232313 BEBE bebe stores, inc. 20,193 14,315 5,878 80 57 23314 BEC Beckman Coulter, Inc. 41,811 20,747 21,064 166 82 84315 BDX Becton Dickinson & Company 52,424 24,418 28,006 208 97 111316 BBBY Bed Bath & Beyond, Inc. 262,324 151,051 111,273 1,041 599 442317 BDC Belden, Inc. 3,946 1,987 1,959 16 8 8318 BMS Bemis Company 12,117 9,640 2,477 48 38 10319 BRK/B Berkshire Hathaway, Inc. 1,080,206 622,973 457,233 4,287 2,472 1,814320 BRY Berry Petroleum Company Cl A 23,271 9,111 14,160 92 36 56





321 BBY Best Buy Co., Inc. 1,266,597 763,703 502,894 5,026 3,031 1,996322 BHP BHP Billiton Limited 607,018 293,416 313,602 2,409 1,164 1,244323 BBL BHP Billiton plc 12,765 6,839 5,926 51 27 24324 BGFV Big 5 Sporting Goods Corporation 7,450 5,379 2,071 30 21 8325 BIG Big Lots, Inc. 67,190 35,939 31,251 267 143 124326 BBND BigBand Networks, Inc. 1,169 1,098 71 5 4 0327 BH Biglari Holdings, Inc. 2,694 986 1,708 11 4 7328 BBG Bill Barrett Corporation 17,043 12,734 4,309 68 51 17329 BCRX BioCryst Pharmaceuticals, Inc. 116,875 90,115 26,760 464 358 106330 BIOD Biodel, Inc. 223,248 135,109 88,139 1,213 734 479331 BDSI BioDelivery Sciences International, Inc. 12,703 4,090 8,613 50 16 34332 BIIB BIOGEN IDEC, Inc. 222,316 149,236 73,080 882 592 290333 BMRN BioMarin Pharmaceutical, Inc. 14,315 11,365 2,950 57 45 12334 BMR Biomed Realty Trust 11,323 6,011 5,312 45 24 21335 BMTI BioMimetic Therapeutics, Inc. 39,379 26,572 12,807 156 105 51336 BIO Bio-Rad Laboratories, Inc. 6,622 2,477 4,145 26 10 16337 BRLI Bio-Reference Laboratories, Inc. 4,764 3,293 1,471 19 13 6338 BPAX BioSante Pharmaceuticals, Inc. 67 67 0 0 0 0339 BIOS BioScripp, Inc. 18,127 14,499 3,628 72 58 14340 BTIM Biotime, Inc. 9,932 7,226 2,706 54 39 15341 BJS BJ Services Company 22,895 17,270 5,625 91 69 22342 BJRI BJ's Restaurant, Inc. 16,354 5,511 10,843 65 22 43343 BJ BJ's Wholesale Club, Inc. 93,402 67,866 25,536 371 269 101344 BDK Black & Decker Corporation (The) 7,136 3,025 4,111 28 12 16345 BBOX Black Box Corporation 2,471 2,066 405 10 8 2346 BBBB Blackboard, Inc. 12,967 8,821 4,146 51 35 16347 BKCC BlackRock Kelso Capital Corp. 4,322 3,566 756 46 38 8348 BLK BlackRock, Inc. 69,344 47,969 21,375 275 190 85349 HRB Block (H & R), Inc. 378,445 176,029 202,416 1,502 699 803350 BLOAQ Blockbuster Inc.-Cl A 18,833 10,751 8,082 75 43 32351 BLT Blount International, Inc. 1,136 404 732 5 2 3352 BCSI Blue Coat Systems, Inc. 278,985 182,155 96,830 1,107 723 384353 NILE Blue Nile, Inc. 57,680 23,750 33,930 229 94 135354 BPHX Bluephoenix Solutions Ltd. 808 722 86 3 3 0355 BMC BMC Software, Inc. 180,394 116,444 63,950 716 462 254356 BJGP BMP Sunstone Corporation 1,432 689 743 21 10 11357 BWP Boardwalk Pipeline Partners, LP 18,065 11,863 6,202 72 47 25358 BOBE Bob Evans Farms, Inc. 2,870 1,795 1,075 11 7 4359 BA Boeing Company (The) 1,326,090 723,632 602,458 5,262 2,872 2,391360 BZ Boise, Incorp. 194,977 172,017 22,960 774 683 91361 BOKF BOK Financial Corporation 2,904 1,609 1,295 12 6 5362 BAH Booz Allen Hamilton Corp. 56 36 20 4 2 1363 BGP Borders Group, Inc. 21,230 15,801 5,429 84 63 22364 BWA BorgWarner, Inc. 26,976 18,665 8,311 107 74 33365 SAM Boston Beer Company, Inc. 19,510 11,918 7,592 77 47 30366 BXP Boston Properties, Inc. 77,192 36,012 41,180 306 143 163367 BSX Boston Scientific Corporation 865,429 627,609 237,820 3,434 2,491 944368 EPAY Bottomline Technologies, Inc. 15,660 12,036 3,624 62 48 14369 BYD Boyd Gaming Corporation 156,251 96,369 59,882 620 382 238370 BP BP p.l.c. 6,183,452 3,284,204 2,899,248 24,538 13,033 11,505371 BPT BP Prudhoe Bay Royalty Trust 32,531 15,802 16,729 129 63 66372 BRC Brady Corporation 3,909 2,498 1,411 16 10 6373 BDN Brandywine Realty Trust 2,365 2,055 310 9 8 1374 BRP Brasil Telecom S.A. 33 18 15 0 0 0375 BAK Braskem S.A. 9,363 3,719 5,644 37 15 22376 BRE BRE Properties, Inc. 8,781 3,582 5,199 35 14 21377 BBEP BreitBurn Energy Partners LP 22,586 11,912 10,674 90 47 42378 BRFS BRF-Brasil Foods SA 657 516 141 8 6 2379 BPI Bridgepoint Education, Inc. 83,227 50,192 33,035 330 199 131380 BGG Briggs & Stratton 6,211 3,900 2,311 25 15 9381 BEXP Brigham Exploration Company 253,461 202,869 50,592 1,006 805 201382 CELL Brightpoint, Inc. 1,785 970 815 7 4 3383 EAT Brinker International, Inc. 24,472 18,123 6,349 97 72 25384 CFL Brinks Home Security Holdings, Inc. 2,359 894 1,465 9 4 6





385 BMY Bristol-Myers Squibb Company 1,163,799 744,097 419,702 4,618 2,953 1,665386 BRS Bristow Group, Inc. 6,730 3,106 3,624 27 12 14387 BTI British American Tobacco p.l.c. 9,591 6,356 3,235 38 25 13388 BRCM Broadcom, Inc. 777,109 428,592 348,517 3,084 1,701 1,383389 BPSG Broadpoint Gleacher Securities, Inc. 2,159 1,445 714 9 6 3390 BWEN Broadwind Energy, Inc. 20,128 15,422 4,706 80 61 19391 BRCD Brocade Communications Systems, Inc. 1,389,255 1,095,861 293,394 5,513 4,349 1,164392 BRNC Bronco Drilling Company, Inc. 8,396 5,909 2,487 33 23 10393 BKD Brookdale Senior Living, Inc. 43,832 24,576 19,256 174 98 76394 BAM Brookfield Asset Management, Inc. 4,279 2,390 1,889 17 9 7395 BHS Brookfield Homes Corporation 2,403 1,638 765 10 7 3396 BIP Brookfield Infrastructure Partners LP 24,721 10,687 14,034 98 42 56397 BPO Brookfield Properites Corporation 4,630 2,868 1,762 18 11 7398 BRKS Brooks Automation, Inc. 3,225 2,102 1,123 13 8 4399 BRO Brown & Brown, Inc. (New) 4,968 4,425 543 20 18 2400 BF/B Brown-Forman Corporation 7,049 4,212 2,837 28 17 11401 BRKR Bruker Corporation 9,605 3,126 6,479 38 12 26402 BC Brunswick Corporation 98,436 51,237 47,199 391 203 187403 BW Brush Engineered Materials, Inc. 9,155 6,072 3,083 36 24 12404 BSDM BSD Medical Corporation 31,603 24,080 7,523 125 96 30405 BPL Buckeye Partners, LP 11,872 4,891 6,981 47 19 28406 BKI Buckeye Technologies, Inc. 2,715 2,039 676 11 8 3407 BUCY Bucyrus International, Inc. 456,666 262,682 193,984 1,812 1,042 770408 BWLD Buffalo Wild Wings, Inc. 75,171 43,790 31,381 298 174 125409 BBW Build-A-Bear-Workshop 8,226 7,542 684 33 30 3410 BG Bunge Limited 219,382 117,458 101,924 871 466 404411 BKC Burger King Holdings, Inc. 168,121 119,935 48,186 667 476 191412 BNI Burlington Northern Santa Fe Corporation 111,099 68,781 42,318 441 273 168413 CHRW C H Robinson Worldwide, Inc. 208,679 136,118 72,561 828 540 288414 CA CA, Inc. 92,302 53,365 38,937 366 212 155415 CAB Cabela's, Incorporated - Cl A 11,027 8,096 2,931 44 32 12416 CVC Cablevision Systems Corporation 50,219 32,021 18,198 199 127 72417 CCMP Cabot Microelectronics Corporation 6,985 4,084 2,901 28 16 12418 COG Cabot Oil & Gas Corp. 49,420 35,817 13,603 196 142 54419 CAI CACI International Inc. Class A 6,179 3,980 2,199 25 16 9420 CBY Cadbury PLC 57,522 28,738 28,784 228 114 114421 CDNS Cadence Design Systems, Inc. 88,436 34,572 53,864 351 137 214422 CADX Cadence Pharmaceuticals, Inc. 118,670 49,963 68,707 471 198 273423 CDZI Cadiz, Inc. 191 115 76 3 2 1424 DVR Cal Dive International, Inc. 13,640 12,658 982 54 50 4425 CLMS Calamos Asset Management 4,959 3,196 1,763 20 13 7426 CCC Calgon Carbon Corporation (New) 19,549 8,174 11,375 78 32 45427 CPKI California Pizza Kitchen, Inc. 65,933 54,926 11,007 262 218 44428 CWT California Water Service Group 2,614 1,700 914 10 7 4429 ELY Callaway Golf Company 17,906 7,613 10,293 71 30 41430 CPE Callon Petroleum Company 5,235 4,146 1,089 21 16 4431 CALM Cal-Maine Foods, Inc. 22,582 13,316 9,266 90 53 37432 CPN Calpine Corporation 61,833 40,606 21,227 245 161 84433 CLMT Calumet Specialty Products Partners, LP 16,748 9,028 7,720 66 36 31434 CPT Camden Property Trust 4,743 2,684 2,059 19 11 8435 CCJ Cameco Corporation 252,900 173,296 79,604 1,004 688 316436 CAM Cameron International Corporation 161,242 104,140 57,102 640 413 227437 CPB Campbell Soup Company 58,546 40,629 17,917 232 161 71438 CCG Campus Crest Communities, Inc. 145 115 30 4 3 1439 CM Canadian Imperial Bank of Commerce 19,770 10,108 9,662 78 40 38440 CNI Canadian National Railway Company 46,706 30,866 15,840 185 122 63441 CNQ Canadian Natural Resources Ltd. 169,296 100,600 68,696 672 399 273442 CP Canadian Pacific Railway Limited New 17,195 11,829 5,366 68 47 21443 CSIQ Canadian Solar, Inc. 282,301 188,106 94,195 1,120 746 374444 CAJ Canon, Inc. 2,986 1,079 1,907 12 4 8445 CMN Cantel Medical Corp. 4,952 3,801 1,151 20 15 5446 CPLA Capella Education Company 16,439 8,057 8,382 65 32 33447 CGC Capital Gold Corporation 585 538 47 8 8 1448 COF Capital One Financial Corporation 818,409 400,933 417,476 3,248 1,591 1,657





449 CPLP Capital Product Partners LP 6,678 2,880 3,798 27 11 15450 CSE CapitalSource, Inc. 33,437 23,515 9,922 133 93 39451 CFFN Capitol Federal Financial 25,659 13,200 12,459 102 52 49452 CMO Capstead Mortgage Corp. 12,492 7,545 4,947 50 30 20453 CRR CARBO Ceramics, Inc. 25,979 15,050 10,929 103 60 43454 CAH Cardinal Health, Inc. 108,234 76,017 32,217 430 302 128455 CRME Cardiome Pharma Corp. 3,307 2,848 459 13 11 2456 BEAT CardioNet, Inc. 19,245 14,460 4,785 76 57 19457 CATM Cardtronics, Inc. 22,938 19,977 2,961 133 116 17458 CECO Career Education Corporation 164,289 90,747 73,542 652 360 292459 CFN CareFusion Corporation 32,695 26,089 6,606 130 104 26460 KMX CarMax, Inc. 70,985 35,094 35,891 282 139 142461 CKEC Carmike Cinemas, Inc. 252 240 12 5 4 0462 CCL Carnival Corporation (Class A) 234,602 122,101 112,501 931 485 446463 CUK Carnival plc 3,430 1,683 1,747 14 7 7464 CRS Carpenter Technology Corporation 19,033 12,292 6,741 76 49 27465 CRZO Carrizo Oil & Gas, Inc. 58,231 31,037 27,194 231 123 108466 CRI Carter's, Inc. 30,037 20,803 9,234 119 83 37467 CASY Casey's General Stores, Inc. 196,886 101,865 95,021 781 404 377468 CSH Cash America International, Inc. 14,006 6,441 7,565 56 26 30469 CHSI Catalyst Health Solutions, Inc. 9,030 5,807 3,223 36 23 13470 CAT Caterpillar, Inc. 2,447,248 1,227,302 1,219,946 9,711 4,870 4,841471 CAVM Cavium Networks, Inc. 185,094 78,899 106,195 735 313 421472 CBG CB Richard Ellis Group, Inc. 124,785 106,533 18,252 495 423 72473 CBEY Cbeyond, Inc. 4,589 1,243 3,346 18 5 13474 CBL CBL & Associates Properties, Inc. 21,593 15,396 6,197 86 61 25475 CBOE CBOE Holdings, Inc. 85,440 44,231 41,209 638 330 308476 CBS CBS Corporation 240,417 145,064 95,353 954 576 378477 CBS.A CBS Corporation Class A 394 216 178 2 1 1478 CHINA CDC Corporation Cl A 17,835 13,886 3,949 71 55 16479 CDI CDI Corporation 844 428 416 3 2 2480 CEC CEC Entertainment, Inc. 8,957 7,088 1,869 36 28 7481 FUN Cedar Fair LP 38,995 18,621 20,374 155 74 81482 CE Celanese Corporation 28,644 20,922 7,722 114 83 31483 CRA Celera Corporation 5,036 4,176 860 20 17 3484 CLS Celestica, Inc. 8,727 5,601 3,126 35 22 12485 CELG Celgene Corporation 489,501 345,012 144,489 1,942 1,369 573486 CTIC Cell Therapeutics, Inc. 1,078,510 640,275 438,235 4,280 2,541 1,739487 CEL Cellcom Israel Ltd. 21,708 15,179 6,529 86 60 26488 CLDX Celldex Therapeutics, Inc. 92,216 71,425 20,791 366 283 83489 CLSN Celsion Corporation 18,432 16,444 1,988 73 65 8490 CX Cemex, S.A.B. de C.V. 383,187 170,907 212,280 1,521 678 842491 CVE Cenovus Energy, Inc. 30,898 17,121 13,777 123 68 55492 CNC Centene Corporation 37,924 23,818 14,106 150 95 56493 CNP CenterPoint Energy, Inc. 19,266 12,764 6,502 76 51 26494 EBR/B Centrais Electricas Brasileiras S ADR 2,587 985 1,602 10 4 6495 EBR Centrais Electricas Brasileria SA 8,124 5,171 2,953 32 21 12496 CEDC Central European Distribution Corporation 23,207 9,688 13,519 92 38 54497 CETV Central European Media Enterprises Ltd. 19,550 9,475 10,075 78 38 40498 CENTA Central Garden & Pet Co. 568 489 79 2 2 0499 CPF Central Pacific Financial Corp. 21,891 12,793 9,098 87 51 36500 CENX Century Aluminum Company (New) 236,741 168,429 68,312 939 668 271501 CTL Centurytel, Inc. 132,083 103,993 28,090 524 413 111502 CEPH Cephalon, Inc. 152,800 103,734 49,066 606 412 195503 CPHD Cepheid, Inc. 32,855 23,721 9,134 130 94 36504 CRDN Ceradyne, Inc. 13,033 8,316 4,717 52 33 19505 CRNT Ceragon Networks Ltd. 6,843 5,158 1,685 27 20 7506 CERP Cereplast, Inc. 525 325 200 4 2 2507 CERN Cerner Corporation 76,328 42,634 33,694 303 169 134508 CF CF Industries Holdings, Inc. 527,213 311,453 215,760 2,092 1,236 856509 GIB CGI Group, Inc. 4,025 3,474 551 16 14 2510 CGV CGV Veritas 5,612 2,416 3,196 22 10 13511 CYOU Changyou.com Ltd. 21,277 13,399 7,878 84 53 31512 CRL Charles River Laboratories International, Inc. 10,635 6,793 3,842 42 27 15





513 CHRS Charming Shoppes, Inc. 13,687 4,533 9,154 54 18 36514 GTLS Chart Industries, Inc. 14,528 8,734 5,794 58 35 23515 CHKP Check Point Software Technologies Ltd. 138,365 94,319 44,046 549 374 175516 CAKE Cheesecake Factory Incorporated (The) 86,740 37,628 49,112 344 149 195517 CHTP Chelsea Therapeutics International 117,029 67,223 49,806 464 267 198518 CHE Chemed Corporation 4,705 3,401 1,304 19 13 5519 CHMT Chemtura Corp. 1,008 861 147 63 54 9520 CQP Cheniere Energy Partners, LP 45,434 29,777 15,657 180 118 62521 LNG Cheniere Energy, Inc. 76,059 51,124 24,935 302 203 99522 CHK Chesapeake Energy Corporation 2,116,792 1,457,497 659,295 8,400 5,784 2,616523 CHKM Chesapeake Midstream Partner 1,281 542 739 13 5 7524 CVX Chevron Corporation 1,395,617 791,525 604,092 5,538 3,141 2,397525 CBI Chicago Bridge & Iron Company N.V. 64,033 45,877 18,156 254 182 72526 CHS Chico's FAS, Inc. 211,885 188,672 23,213 841 749 92527 PLCE Children's Place 80,553 53,613 26,940 320 213 107528 CIM Chimera Investment Corporation 221,552 157,594 63,958 879 625 254529 CAGC China Agritech, Inc. 110,532 68,460 42,072 514 318 196530 RCH China Architectural Engineering, Inc. 547 436 111 2 2 0531 CBAK China BAK Battery, Inc. 17,311 12,497 4,814 69 50 19532 STV China Digital Holding Co., Ltd. 6,480 5,389 1,091 26 21 4533 CEU China Education Alliance, Inc. 28,482 6,722 21,760 135 32 103534 JRJC China Finance Online Company 3,693 3,245 448 15 13 2535 CFSG China Fire & Security Group, Inc. 31,499 18,713 12,786 125 74 51536 CHOP China Gerui Advanced Materials Group Ltd. 5,205 4,360 845 23 19 4537 CGA China Green Agriculture, Inc. 72,072 40,559 31,513 286 161 125538 CHLN China Housing & Land Development, Inc. 4,313 3,394 919 17 13 4539 CNIT China Information Technology, Inc. 18,606 13,677 4,929 74 54 20540 CBEH China Integrated Energy, Inc. 16,104 7,702 8,402 100 48 52541 LFC China Life Insurance Co., Ltd. 120,223 51,928 68,295 477 206 271542 HTHT China Lodging Group 4,278 2,600 1,678 23 14 9543 CMFO China Marine Food Group 3,814 2,861 953 64 48 16544 CCME China MediaExpress Holdings 166,332 98,997 67,335 967 576 391545 CMED China Medical Technologies, Inc. 115,758 47,174 68,584 459 187 272546 MY China Ming Yang Wind Power Group Limited 9,621 7,119 2,502 182 134 47547 CHL China Mobile Limited 230,644 122,973 107,671 915 488 427548 CHNG China Natural Gas, Inc. 75,410 28,896 46,514 299 115 185549 NPD China Nepstar Chain Drugstore Limited 6,269 4,072 2,197 25 16 9550 NEP China North East Petroleum Holdings Ltd. 51,512 38,025 13,487 204 151 54551 SNP China Petroleum and Chemical Corporation 73,843 41,369 32,474 293 164 129552 CPSL China Precision Steel, Inc. 4,562 4,076 486 18 16 2553 CRIC China Real Estate Information Corp. 15,979 11,373 4,606 63 45 18554 CREG China Recycling Energy Corp. 60 58 2 0 0 0555 CSR China Security & Surveillance Technology, Inc. 40,767 29,836 10,931 162 118 43556 CSKI China Sky One Medical, Incorp. 31,970 16,930 15,040 127 67 60557 CSUN China Sunergy Company 7,599 6,209 1,390 30 25 6558 CHA China Telecom Corporation Limited 6,897 2,906 3,991 27 12 16559 CTFO China TransInfo Techology Corp. 2,398 2,089 309 15 13 2560 CHU China Unicom Limited 40,737 30,014 10,723 162 119 43561 CVVT China Valves Technology, Inc. 16,158 7,304 8,854 100 45 55562 CYD China Yuchai International Limited 80,101 65,967 14,134 318 262 56563 CHBT China-Biotics, Inc. 158,212 78,295 79,917 628 311 317564 CAST ChinaCast Education Corporation 975 395 580 6 2 3565 CMG Chipotle Mexican Grill, Inc. 286,317 142,319 143,998 1,136 565 571566 CQB Chiquita Brands International, Inc. 59,456 48,156 11,300 236 191 45567 CHH Choice Hotels International, Inc. 3,836 2,971 865 15 12 3568 CBK Christopher & Banks Corporation 5,916 3,933 1,983 23 16 8569 CB Chubb Corporation (The) 104,152 71,415 32,737 413 283 130570 CHT Chunghwa Telecom Co., Ltd. - ADR 3,116 1,628 1,488 12 6 6571 CBD CIA Brasileria de Distribuicao Grupo 4,225 2,545 1,680 21 13 8572 SBS CIA Saneamento Basico De 12,854 8,097 4,757 51 32 19573 CIEN Ciena Corporation 1,132,703 648,208 484,495 4,495 2,572 1,923574 CI CIGNA Corporation 294,492 190,450 104,042 1,169 756 413575 XEC Cimarex Energy Co. 92,751 62,739 30,012 368 249 119576 CBB CIncinnati Bell, Inc. 1,914 1,574 340 8 6 1





577 CINF Cincinnati Financial Corporation 7,511 5,540 1,971 30 22 8578 CNK Cinemark Holdings, Inc. 14,354 9,252 5,102 57 37 20579 CTAS Cintas Corporation 51,086 37,684 13,402 203 150 53580 CIR CIRCOR International, Inc. 2,444 1,069 1,375 10 4 5581 CRUS Cirrus Logic, Inc. 388,208 298,992 89,216 1,541 1,186 354582 CSCO Cisco Systems, Inc. 6,763,599 4,544,791 2,218,808 26,840 18,035 8,805583 CIT CIT Group, Inc. 285,609 186,275 99,334 1,133 739 394584 CTRN Citi Trends, Inc. 7,477 1,526 5,951 49 10 39585 C Citigroup, Inc. 46,607,837 35,750,287 10,857,550 184,952 141,866 43,086586 CIA Citizens, Inc. 558 493 65 2 2 0587 CTXS Citrix Systems, Inc. 364,780 195,665 169,115 1,448 776 671588 CYN City National Corporation 13,534 6,413 7,121 54 25 28589 CTEL City Telecom HK Ltd 6,715 4,135 2,580 42 26 16590 CKR CKE Restaurants, Inc. 26,535 18,746 7,789 105 74 31591 CLC CLARCOR, Inc. 5,317 2,621 2,696 21 10 11592 CLRT Clarient, Inc. 4,923 4,022 901 53 43 10593 CLNE Clean Energy Fuels Corporation 163,325 108,063 55,262 648 429 219594 CLH Clean Harbors, Inc. 29,309 14,919 14,390 116 59 57595 CCO Clear Channel Outdoor Holdings, Inc. 8,263 1,120 7,143 33 4 28596 CLWR Clearwire Corporation 138,210 88,215 49,995 548 350 198597 CBLI Cleveland Biolabs, Inc. 43,790 37,195 6,595 174 148 26598 CKSW ClickSoftware Technologies Ltd. 14,039 12,434 1,605 56 49 6599 CLF Cliffs Natural Resources, Inc. 1,102,839 657,286 445,553 4,376 2,608 1,768600 CLDA Clinical Data, Inc. 65,379 47,978 17,401 259 190 69601 CLX Clorox Company (The) 92,472 74,820 17,652 367 297 70602 CLD Cloud Peak Energy , Inc. 24,706 13,333 11,373 110 59 51603 CME CME Group, Inc. 275,860 160,788 115,072 1,095 638 457604 CMS CMS Energy Corporation 7,964 4,972 2,992 32 20 12605 CNA CNA Financial Corporation 2,208 1,216 992 9 5 4606 CNH CNH Global N.V. 6,435 4,865 1,570 26 19 6607 CISG CNinsure, Inc. 84,316 37,087 47,229 335 147 187608 CEO CNOOC Limited 45,611 23,716 21,895 181 94 87609 COH Coach, Inc. 279,390 150,577 128,813 1,109 598 511610 CIE Cobalt International Energy, Inc. 15,335 12,471 2,864 62 50 12611 KO Coca-Cola Company (The) 1,758,116 1,028,404 729,712 6,977 4,081 2,896612 CCE Coca-Cola Enterprises, Inc. 263,406 182,421 80,985 1,045 724 321613 KOF Coca-Cola Femsa SAB de CV 1,740 1,044 696 12 7 5614 CDE Coeur d' Alene Mines Corp. 353,624 260,208 93,416 1,403 1,033 371615 CSA Cogdell Spencer, Inc. 368 292 76 1 1 0616 CCOI Cogent Communications Group, Inc. 3,762 1,147 2,615 15 5 10617 COGT Cogent, Inc. 27,507 8,984 18,523 109 36 74618 CTSH Cognizant Technology Solutions Corporation 227,174 144,686 82,488 901 574 327619 COGO Cogo Group, Inc. 3,665 2,315 1,350 15 9 5620 COHU Cohu, Inc. 4,033 2,649 1,384 16 11 5621 CSTR Coinstar, Inc. 282,192 172,054 110,138 1,120 683 437622 CWTR Coldwater Creek, Inc. 8,872 7,594 1,278 35 30 5623 CFX Colfax Corporation 1,761 1,114 647 7 4 3624 CL Colgate-Palmolive Company 215,929 121,980 93,949 857 484 373625 PSS Collective Brands, Inc. 97,324 44,409 52,915 386 176 210626 CLP Colonial Properties Trust 4,665 4,261 404 19 17 2627 CLNY Colony Financial, Inc. 2,901 2,433 468 12 10 2628 COLM Columbia Sportwear Company 7,834 4,833 3,001 31 19 12629 CMCSK Comcast Corporation (Special Class A) 93,526 69,113 24,413 371 274 97630 CMCSA Comcast Corporation Class A 696,375 346,711 349,664 2,763 1,376 1,388631 CMA Comerica, Incorporated 274,675 125,844 148,831 1,090 499 591632 FIX Comfort Systems USA, Inc. 787 411 376 3 2 1633 CBSH Commerce Bancshares, Inc. 2,212 1,523 689 9 6 3634 CMC Commercial Metals Company 173,009 135,351 37,658 687 537 149635 CTV Commscope, Inc. 79,884 51,401 28,483 317 204 113636 CBU Community Bank System, Inc. 883 838 45 4 3 0637 CYH Community Health Systems, Inc. (New) 63,733 40,869 22,864 253 162 91638 CVLT Commvault Systems, Inc. 103,150 78,312 24,838 409 311 99639 ABV Companhia de Bebidas das Americas 48,804 22,126 26,678 194 88 106640 CIG Companhia Energetica de Minas Gerais 7,485 5,151 2,334 30 20 9





641 ELP Companhia Paranaense de Energia-Copel 2,482 1,015 1,467 10 4 6642 SID Companhia Siderurgica Nacional ADR 135,633 73,617 62,016 538 292 246643 BVN Compania de Minas Buenaventura S.A. 49,347 31,637 17,710 196 126 70644 CMP Compass Minerals International, Inc. 22,660 12,931 9,729 90 51 39645 CML Compellent Technologies, Inc. 140,733 95,606 45,127 558 379 179646 CPX Complete Production Services, Inc. 13,267 9,679 3,588 53 38 14647 CCRT CompuCredit Corporation 4,400 2,373 2,027 17 9 8648 CGEN Compugen Ltd. 7,100 6,351 749 29 26 3649 CPSI Computer Programs and Systems, Inc. 3,971 1,842 2,129 16 7 8650 CSC Computer Sciences Corporation 61,702 40,443 21,259 245 160 84651 CPWR Compuware Corporation 11,228 8,634 2,594 45 34 10652 CRK Comstock Resources, Inc. (New) 17,442 10,774 6,668 69 43 26653 CMTL Comtech Telecommunication Corp. 24,337 15,515 8,822 97 62 35654 COMV Comverge, Inc. 7,185 3,900 3,285 29 15 13655 CAG ConAgra, Inc. 71,008 50,682 20,326 282 201 81656 CPTS Conceptus, Inc. 18,729 14,393 4,336 74 57 17657 CXO Concho Resources, Inc. 94,250 82,281 11,969 374 327 47658 CCM Concord Medical Services Holdings Limited 969 563 406 4 2 2659 CNQR Concur Technologies, Inc. 19,115 11,852 7,263 76 47 29660 CONN Conn's, Inc. 24,734 10,486 14,248 98 42 57661 COP ConocoPhillips 1,486,125 876,653 609,472 5,897 3,479 2,419662 CNX Consol Energy, Inc. 425,144 267,758 157,386 1,687 1,063 625663 CNSL Consolidated Communications Holdings, Inc. 6,553 2,266 4,287 26 9 17664 ED Consolidated Edison, Inc. 88,632 56,844 31,788 352 226 126665 CGX Consolidated Graphics, Inc. 6,349 3,512 2,837 25 14 11666 CTCT Constant Contact, Inc. 16,632 7,277 9,355 66 29 37667 STZ Constellation Brands, Inc. 15,303 8,298 7,005 61 33 28668 CEG Constellation Energy Corp. 21,214 15,685 5,529 84 62 22669 MCF Contango Oil & Gas Co. 14,930 5,858 9,072 59 23 36670 CNU Contincare Corporation 2,279 1,760 519 10 8 2671 CAL Continental Airlines, Inc. (Class B) 448,250 251,217 197,033 1,779 997 782672 CLR Continental Resources, Inc. 37,697 21,513 16,184 150 85 64673 CVG Convergys Corp. 6,950 6,196 754 28 25 3674 CNW Con-way, Inc. 54,665 26,394 28,271 217 105 112675 COO Cooper Companies, Inc. (The) 15,337 12,240 3,097 61 49 12676 CBE Cooper Industries, Inc. 21,013 16,704 4,309 83 66 17677 CTB Cooper Tire & Rubber Company 18,794 10,035 8,759 75 40 35678 CPA Copa Holdings SA 8,585 7,414 1,171 34 29 5679 CPNO Copano Energy LLC 29,651 20,108 9,543 118 80 38680 CPRT Copart, Inc. 16,797 6,776 10,021 67 27 40681 CORT Corcept Therapeutics, Inc. 7,232 4,942 2,290 78 53 25682 CLB Core Laboratories N.V. 9,796 4,766 5,030 39 19 20683 CLGX CoreLogic, Inc. 14,493 7,359 7,134 58 29 28684 COCO Corinthian Colleges, Inc. 360,310 243,257 117,053 1,430 965 464685 CPO Corn Products International 15,085 11,892 3,193 60 47 13686 CRN Cornell Companies, Inc. 4,086 2,244 1,842 16 9 7687 GLW Corning, Incorporated 798,504 535,308 263,196 3,169 2,124 1,044688 OFC Corporate Office Properties Trust 5,425 3,865 1,560 22 15 6689 CXW Corrections Corporation of America 15,399 8,719 6,680 61 35 27690 ETQ Corriente Resources, Inc. 5,375 4,125 1,250 21 16 5691 CZZ Cosan Limited 45,275 33,704 11,571 180 134 46692 CMRE Costamare, Inc. 1,221 653 568 39 21 18693 CSGP CoStar Group, Inc. 3,071 997 2,074 12 4 8694 COST Costco Wholesale Corp. 417,651 244,432 173,219 1,657 970 687695 COT Cott Corporation 4,161 3,944 217 17 16 1696 CVD Covance 20,133 10,081 10,052 80 40 40697 CVA Covanta Holding Corporation 27,050 17,473 9,577 107 69 38698 CVH Coventry Health Care, Inc. 37,931 22,158 15,773 151 88 63699 COV Covidien Ltd. 89,523 61,596 27,927 355 244 111700 CPL CPFL Energia SA 4,499 2,639 1,860 37 22 15701 CBRL Cracker Barrel Old Country Store, Inc. 34,133 18,957 15,176 135 75 60702 CRAY Cray, Inc. (New) 2,624 2,146 478 10 9 2703 BAP Credicorp Limited 13,935 5,373 8,562 55 21 34704 CS Credit Suisse Group - SPON ADR 98,830 49,765 49,065 392 197 195





705 CREE Cree, Inc. 898,047 506,759 391,288 3,564 2,011 1,553706 CRH CRH Plc 643 457 186 8 6 2707 CROX Crocs, Inc. 276,609 198,531 78,078 1,098 788 310708 XTXI Crosstex Energy, Inc. 11,228 10,074 1,154 45 40 5709 CCI Crown Castle International Corp. 40,065 23,207 16,858 159 92 67710 CCK Crown Holdings, Inc. 32,611 23,029 9,582 129 91 38711 CRXL Crucell NV - ADR 31,526 17,436 14,090 125 69 56712 CRU Crude Carriers Corporation 6,479 4,196 2,283 33 21 12713 CRYP CryptoLogic Limited 1,098 878 220 4 3 1714 KRY Crystallex International Corporation 5,123 5,043 80 20 20 0715 CSGS CSG Systems International, Inc. 6,255 4,545 1,710 25 18 7716 CSX CSX Corporation 494,786 280,911 213,875 1,963 1,115 849717 CTCM CTC Media, Inc. 26,670 8,374 18,296 106 33 73718 CTRP Ctrip.com International, Ltd. 233,767 141,187 92,580 928 560 367719 CBST Cubist Pharmaceuticals, Inc. 32,645 23,715 8,930 130 94 35720 CFR Cullen/Frost Bankers, Inc. 13,637 9,490 4,147 54 38 16721 CMI Cummins, Inc. 380,927 204,959 175,968 1,512 813 698722 CW Curtiss-Wright Corporation 2,392 1,365 1,027 9 5 4723 CUTR Cutera, Inc. 1,784 1,069 715 7 4 3724 CVBF CVB Financial Corp. 47,917 15,472 32,445 190 61 129725 CVI CVR Energy, Inc. 10,883 8,433 2,450 43 33 10726 CVS CVS Caremark Corporation 674,028 429,543 244,485 2,675 1,705 970727 CYBX Cyberonics, Inc. 6,819 4,344 2,475 27 17 10728 CYMI Cymer, Inc. 15,800 10,898 4,902 63 43 19729 CYPB Cypress Bioscience, Inc. 18,035 13,063 4,972 72 52 20730 CY Cypress Semiconductor Corporation 250,903 144,912 105,991 996 575 421731 CYS Cypress Sharpridge Investments, Inc. 7,377 2,700 4,677 71 26 45732 CYT Cytec Industries, Inc. 14,379 9,601 4,778 57 38 19733 CYTK Cytokinetics, Incorp. 12,143 10,683 1,460 48 42 6734 CYTX Cytori Therapeutics, Inc. 272,089 218,105 53,984 1,080 865 214735 DNB D&B Corp. 6,048 2,383 3,665 24 9 15736 DHI D.R. Horton, Inc. 279,945 183,752 96,193 1,111 729 382737 DDAIF Daimler AG 23,659 13,443 10,216 94 53 41738 DAKT Daktronics, Inc. 3,863 2,598 1,265 15 10 5739 DAN Dana Holding Corporation 59,759 38,552 21,207 237 153 84740 DHR Danaher Corporation 98,991 64,842 34,149 393 257 136741 DNBK Danvers Bancorp, Inc. 1,317 987 330 5 4 1742 DRI Darden Restaurants, Inc. 133,407 83,246 50,161 529 330 199743 DAR Darling International, Inc. 6,791 3,202 3,589 27 13 14744 DVA DaVita, Inc. 19,601 10,757 8,844 78 43 35745 DWSN Dawson Geophysical Company 4,599 2,581 2,018 18 10 8746 DPM DCP Midstream Partners, LP 10,141 7,630 2,511 40 30 10747 DCT DCT Industrial Trust, Inc. 211 124 87 1 0 0748 DF Dean Foods Company 302,768 190,134 112,634 1,201 755 447749 DECK Deckers Outdoor Corporation 211,968 121,335 90,633 841 481 360750 DEER Deer Consumer Products 18,555 11,267 7,288 108 66 42751 DE Deere & Company 853,286 480,281 373,005 3,386 1,906 1,480752 DLM Del Monte Foods Company 38,434 29,656 8,778 153 118 35753 DCTH Delcath Systems, Inc. 607,215 408,023 199,192 2,410 1,619 790754 DK Delek US Holdings, Inc. 2,432 1,578 854 10 6 3755 DELL Dell Computer Corp. 1,805,591 1,068,458 737,133 7,165 4,240 2,925756 DFG Delphi Financial Group CL A 6,861 4,237 2,624 27 17 10757 DAL Delta Air Lines 459,766 300,901 158,865 1,824 1,194 630758 DPTR Delta Petroleum Corporation 45,542 36,547 8,995 181 145 36759 DLX Deluxe Corporation 21,894 16,538 5,356 87 66 21760 DMAN DemandTec, Inc. 478 444 34 3 3 0761 DNR Denbury Resources, Inc. 145,887 97,527 48,360 579 387 192762 DNDN Dendreon Corporation 2,421,732 1,505,856 915,876 9,610 5,976 3,634763 DNN Dennison Mines Corporation 21,119 17,530 3,589 84 70 14764 DENN Denny's Corp. 16,446 14,990 1,456 65 59 6765 XRAY DENTSPLY International, Inc. 10,776 7,007 3,769 43 28 15766 DEPO Depomed, Inc. 29,713 19,893 9,820 118 79 39767 HXM Desarrolladora Homex S.A. de C.V. 14,445 7,445 7,000 57 30 28768 DB Deutsche Bank AG 154,435 68,274 86,161 613 271 342





769 DT Deutsche Telekom AG ADR 11,345 6,939 4,406 45 28 17770 DDR Developers Diversified Realty Corporation 27,468 21,296 6,172 109 85 24771 DVN Devon Energy Corporation 688,002 428,927 259,075 2,730 1,702 1,028772 DV DeVRY, Inc. 65,015 33,862 31,153 258 134 124773 DXCM Dexcom, Inc. 15,497 8,668 6,829 61 34 27774 DGIT DG Fastchannel, Inc. 52,294 37,217 15,077 208 148 60775 DHT DHT Maritime, Inc. 9,605 9,077 528 38 36 2776 DEO Diageo PLC 31,875 17,211 14,664 126 68 58777 DMND Diamond Foods, Inc. 6,263 2,829 3,434 25 11 14778 DTPI Diamond Management & Technology Consultants, Inc. 381 306 75 5 4 1779 DO Diamond Offshore Drilling, Inc. 383,305 214,367 168,938 1,521 851 670780 DRH DiamondRock Hospitality Co. 4,175 3,166 1,009 23 17 5781 DSX Diana Shipping, Inc. 138,445 95,832 42,613 549 380 169782 DKS Dick's Sporting Goods, Inc. 83,654 43,694 39,960 332 173 159783 DBD Diebold, Incorporated 8,801 3,352 5,449 35 13 22784 DLR Digital Realty Trust, Inc. 18,358 8,352 10,006 73 33 40785 DRIV Digital River, Inc. 71,432 39,396 32,036 283 156 127786 DGI DigitalGlobe, Inc. 15,766 6,759 9,007 63 27 36787 DDS Dillard Department Stores, Inc. (Class A) 55,817 27,535 28,282 221 109 112788 DIN DineEquity, Inc. 51,197 21,059 30,138 203 84 120789 DIOD Diodes, Incorporated 9,467 7,148 2,319 38 28 9790 DFS Discover Financial Services 111,283 78,857 32,426 442 313 129791 DISCK Discovery Communications, Inc. 14,094 5,053 9,041 56 20 36792 DISCA Discovery Communications, Inc. Series A 8,597 4,368 4,229 34 17 17793 DISH DISH Network Corporation Class A 267,450 163,965 103,485 1,061 651 411794 DIVX DivX, Inc. 1,472 1,343 129 6 5 1795 RDY Doctor Reddy's Laboratories Limited (New) 23,085 9,707 13,378 92 39 53796 DLB Dolby Laboratories, Inc. 25,809 11,413 14,396 102 45 57797 DOLE Dole Food Company, Inc. 17,654 10,785 6,869 70 43 27798 DLLR Dollar Financial Corporation 237 110 127 1 0 1799 DG Dollar General Corporation 37,526 23,061 14,465 149 92 57800 DTG Dollar Thrifty Automotive Group, Inc. 305,463 207,483 97,980 1,212 823 389801 DLTR Dollar Tree, Inc. 106,631 64,034 42,597 423 254 169802 D Dominion Resources, Inc. 43,119 27,421 15,698 171 109 62803 DPZ Domino's Pizza, Inc. 52,656 41,824 10,832 209 166 43804 UFS Domtar Corporation 30,563 20,447 10,116 121 81 40805 DCI Donaldson Company, Inc. 5,635 3,776 1,859 22 15 7806 RRD Donnelley (R.R.) & Sons Company 19,572 9,948 9,624 78 39 38807 DRL Doral Financial Corp. 620 164 456 2 1 2808 HILL Dot Hill Systems Corp. 341 162 179 1 1 1809 DBTK Double-Take Software, Inc. 2,942 718 2,224 12 3 9810 DEI Douglas Emmett, Inc. 3,022 2,063 959 12 8 4811 DOV Dover Corporation 22,356 14,622 7,734 89 58 31812 DOW Dow Chemical Company (The) 1,180,752 722,982 457,770 4,686 2,869 1,817813 DPS Dr. Pepper Snapple Group, Inc. 59,495 41,801 17,694 236 166 70814 DRWI DragonWave, Inc. 19,800 16,018 3,782 112 90 21815 DWA DreamWorks Animation SKG, Inc. Cl A 35,401 23,433 11,968 140 93 47816 DRC Dresser-Rand Group, Inc. 24,091 18,520 5,571 96 73 22817 DRQ Dril-Quip, Inc. 35,767 20,369 15,398 142 81 61818 DRYS DryShip, Inc. 1,693,894 1,375,914 317,980 6,722 5,460 1,262819 DSPG DSP Group 5 0 5 0 0 0820 DST DST Systems, Inc. 5,700 4,644 1,056 23 18 4821 DSW DSW, Inc. 23,066 12,489 10,577 92 50 42822 DTE DTE Energy Company Holdings 5,571 3,214 2,357 22 13 9823 DD du Pont (E.I.) de Nemours & Company 865,716 532,822 332,894 3,435 2,114 1,321824 DCO Ducommun, Incorporated 2,523 649 1,874 10 3 7825 DUK Duke Energy Company 158,534 107,650 50,884 629 427 202826 DRE Duke-Weeks Realty Investment, Inc. 6,761 5,155 1,606 27 20 6827 DEP Duncan Energy Partners LP 10,574 7,770 2,804 42 31 11828 DGW Duoyuan Global Water, Inc. 33,130 12,081 21,049 206 75 131829 DFT DuPont Fabros Technology, Inc. 3,509 2,803 706 78 62 16830 DYAX Dyax Corporation 2,186 1,830 356 9 7 1831 DY Dycom Industries, Inc. 3,749 2,286 1,463 15 9 6832 BOOM Dynamic Materials Corporation 11,127 6,920 4,207 44 27 17





833 DVOX Dynavox, Inc. 387 70 317 8 1 7834 DYN Dynegy, Inc. 380,072 280,225 99,847 1,508 1,112 396835 ETFC E*Trade Financial Corporation 1,084,255 889,596 194,659 4,303 3,530 772836 EGLE Eagle Bulk Shipping, Inc. 138,902 84,291 54,611 551 334 217837 EXP Eagle Materials, Inc. 21,876 12,324 9,552 87 49 38838 EROC Eagle Rock Energy Partners Ltd. 71,831 17,393 54,438 285 69 216839 ELNK EarthLink, Inc. 19,212 12,599 6,613 76 50 26840 EWBC East West Bancorp, Inc. 20,654 15,050 5,604 82 60 22841 EMN Eastman Chemical Company 54,913 40,031 14,882 218 159 59842 EK Eastman Kodak Company 622,840 462,095 160,745 2,472 1,834 638843 ETN Eaton Corporation 68,862 43,388 25,474 273 172 101844 EV Eaton Vance Corporation 13,279 7,919 5,360 53 31 21845 EBAY eBay, Inc. 1,301,539 784,003 517,536 5,165 3,111 2,054846 EBIX Ebix, Inc. 124,900 83,432 41,468 496 331 165847 ELON Echelon Corporation 12,419 8,329 4,090 49 33 16848 SATS EchoStar Corporation 7,156 6,433 723 28 26 3849 ECLP Eclipsys Corporation 14,795 11,118 3,677 59 44 15850 ECL Ecolab, Inc. 13,262 6,486 6,776 53 26 27851 ECOL Ecology, Inc. 4,584 1,564 3,020 18 6 12852 EC Ecopetrol SA 4,265 2,295 1,970 46 25 21853 EIX Edison International 20,500 14,289 6,211 81 57 25854 EDMC Education Management Corporation 49,444 26,530 22,914 196 105 91855 EDR Education Realty Trust, Inc. 3,617 2,977 640 14 12 3856 EW Edward Lifesciences Corporation 64,542 28,780 35,762 256 114 142857 EHTH eHealth, Inc. 7,434 1,837 5,597 30 7 22858 EJ E-House China Holdings Ltd. 76,484 50,872 25,612 304 202 102859 EP El Paso Corporation 260,960 190,557 70,403 1,036 756 279860 EE El Paso Electric 274 207 67 3 2 1861 EPB El Paso Pipeline Partners LP 36,834 24,657 12,177 146 98 48862 ELN Elan Corporation PLC ADR 246,775 198,636 48,139 979 788 191863 EGO Eldorado Gold Corporation 262,748 204,148 58,600 1,043 810 233864 ERTS Electronic Arts, Inc. 475,887 325,343 150,544 1,888 1,291 597865 EFII Electronics for Imaging, Inc. 1,969 1,390 579 8 6 2866 EMAN eMagin Corporation 495 440 55 31 28 3867 EMC EMC Corporation 1,167,445 864,464 302,981 4,633 3,430 1,202868 EMKR EMCORE Corporation (New) 1,939 1,724 215 8 7 1869 EMS Emergency Medical Services Corporation 18,427 10,235 8,192 73 41 33870 EBS Emergent Biosolutions, Inc. 11,740 8,718 3,022 47 35 12871 ESC Emeritus Corporation 11,370 9,874 1,496 45 39 6872 EMR Emerson Electric Company 177,849 113,144 64,705 706 449 257873 MSN Emerson Radio Corporation 1,346 1,296 50 7 7 0874 EDE Empire District Electric Company 1,660 809 851 7 3 3875 ERJ Empresa S.A. 15,556 7,373 8,183 62 29 32876 ELMG EMS Technologies, Inc. 4,104 3,058 1,046 16 12 4877 ELX Emulex Corporation 176,088 50,499 125,589 699 200 498878 EEP Enbridge Energy Partners, L.P. 24,349 14,415 9,934 97 57 39879 ENB Enbridge, Inc. 8,543 6,332 2,211 34 25 9880 ECA EnCana Corporation 202,197 141,676 60,521 802 562 240881 EAC Encore Acquisition Company 17,184 12,442 4,742 68 49 19882 ENP Encore Energy Partners LP 31,078 18,175 12,903 123 72 51883 WIRE Encore Wire Corporation 12,043 8,478 3,565 48 34 14884 EXK Endeavour Silver Corporation 40,492 35,872 4,620 161 142 18885 ENDP Endo Pharmaceuticals Holdings, Inc. 47,830 22,322 25,508 190 89 101886 ELGX Endologix, Inc. 913 872 41 4 4 0887 ENH Endurance Specialty Holdings Limited 6,241 4,120 2,121 25 16 8888 HEV Ener1, Inc. 14,989 11,061 3,928 59 44 16889 EGN Energen Corp. 3,989 2,637 1,352 16 10 5890 ENR Energizer Holdings, Inc. 24,775 12,341 12,434 98 49 49891 ENER Energy Conversion Devices, Inc. 291,399 221,663 69,736 1,156 880 277892 ERII Energy Recovery, Inc. 5,555 1,944 3,611 22 8 14893 ETE Energy Transfer Equity L.P. 19,508 13,436 6,072 77 53 24894 ETP Energy Transfer Partners 57,248 34,960 22,288 227 139 88895 EXXI Energy XXI Bermuda Ltd. 140,708 105,976 34,732 596 449 147896 ES EnergySolutions, Inc. 24,531 18,906 5,625 97 75 22





897 ERF Enerplus Corporation 39,734 24,498 15,236 158 97 60898 ENI Enersis S.A. - ADR 2,674 1,488 1,186 11 6 5899 ENS Enersys 9,923 6,640 3,283 39 26 13900 E Eni S.p.A. 1,121 665 456 4 3 2901 ENOC EnocNoc, Inc. 27,134 17,017 10,117 108 68 40902 ESV ENSCO International, Incorporated 228,121 143,274 84,847 905 569 337903 ENSG Ensign Group, Inc. 3,810 2,788 1,022 15 11 4904 ENTG Entegris, Inc. 19,029 18,181 848 76 72 3905 ETR Entergy Corporation 38,370 24,197 14,173 152 96 56906 EPE Enterprise GP Holdings LP 6,604 3,834 2,770 26 15 11907 EPD Enterprise Products Partners L.P. 83,353 55,794 27,559 331 221 109908 EPR Entertainment Properties Trust 10,167 5,307 4,860 40 21 19909 ENTR Entropic Communications, Inc. 78,996 58,773 20,223 952 708 244910 ENZ Enzo Biochem, Inc. 8,461 6,517 1,944 34 26 8911 ENZN Enzon Pharmaceuticals, Inc. 29,192 21,713 7,479 116 86 30912 EOG EOG Resources, Inc. 424,989 235,185 189,804 1,686 933 753913 EPIQ EPIQ Systems, Inc. 1,059 711 348 4 3 1914 EQT EQT Corporation 26,501 16,059 10,442 105 64 41915 EQIX Equinix, Inc. 190,836 116,526 74,310 757 462 295916 EQY Equity One, Inc. 24,187 7,897 16,290 96 31 65917 EQR Equity Residential 34,034 20,815 13,219 135 83 52918 ERES eRESEARCH Technology, Inc. 1,771 1,213 558 7 5 2919 ERIC Ericsson (L.M.) Telephone Co. ADR 101,085 37,090 63,995 401 147 254920 ESE ESCO Technologies, Inc. 2,214 1,079 1,135 9 4 5921 ESS Essex Property Trust, Inc. 15,455 4,255 11,200 61 17 44922 EL Estee Lauder Companies, Inc. (The) (Class A) 118,263 51,435 66,828 469 204 265923 ETH Ethan Allen Interiors, Inc. 11,324 5,561 5,763 45 22 23924 ESEA Euroseas Ltd. 4,068 3,783 285 16 15 1925 EVEP EV Energy Partners LP 40,184 20,018 20,166 159 79 80926 EVVV ev3, Inc. 17,516 10,731 6,785 70 43 27927 EVR Evercore Partners, Inc. 11,880 5,029 6,851 47 20 27928 RE Everest Reinsurance Holdings, Inc. 16,543 10,246 6,297 66 41 25929 ESLR Evergreen Solar, Inc. 57,557 24,963 32,594 228 99 129930 EPM Evolution Petroleum Corporation 2,254 1,395 859 33 20 12931 EXAS Exact Sciences Corporation 238,858 180,482 58,376 948 716 232932 EXM Excel Maritime Carriers Ltd. 115,991 80,515 35,476 460 320 141933 EXL Excel Trust, Inc. 468 439 29 3 3 0934 XCO EXCO Resources, Inc. 160,385 127,251 33,134 636 505 131935 EXEL Exelixis, Inc. 65,371 44,036 21,335 259 175 85936 EXC Exelon Corporation 381,795 218,167 163,628 1,515 866 649937 XRA Exeter Resource Corporation 45,677 36,988 8,689 181 147 34938 XIDE Exide Technologies, Inc. 10,299 8,625 1,674 41 34 7939 EXPE Expedia, Inc. (New) 198,035 126,983 71,052 786 504 282940 EXPD Expeditors International of Washington, Inc. 53,783 25,746 28,037 213 102 111941 ESRX Express Scripts, Inc.-Cl A 299,339 172,153 127,186 1,188 683 505942 EXPR Express, Inc. 13,097 11,613 1,484 86 76 10943 EXH Exterran Holdings, Inc. 28,215 22,371 5,844 112 89 23944 EXR Extra Space Storage, Inc. 2,212 1,494 718 9 6 3945 XOM Exxon Mobil Corporation 4,369,556 2,649,804 1,719,752 17,340 10,515 6,824946 EZCH EZchip Semiconductor Ltd. 95,947 36,940 59,007 381 147 234947 EZPW EZCORP, Inc. 32,426 23,611 8,815 129 94 35948 FFIV F5 Networks, Inc. 557,716 289,490 268,226 2,213 1,149 1,064949 FACT Facet Biotech Corporation 17,846 10,778 7,068 71 43 28950 FDS FactSet Research Systems, Inc. 5,632 3,135 2,497 22 12 10951 FICO Fair Isaac Corporation 8,040 1,730 6,310 32 7 25952 FCS Fairchild Semiconductor Int'l, Inc. 47,157 20,759 26,398 187 82 105953 FFH Fairfax Financial Holdings Limited 468 431 37 2 2 0954 FALC FalconStor Software, Inc. 1,549 1,348 201 6 5 1955 FDO Family Dollar Stores, Inc. 195,847 91,871 103,976 777 365 413956 DAVE Famous Dave's of America, Inc. 1,689 698 991 7 3 4957 FNM Fannie Mae 222,625 149,849 72,776 883 595 289958 FARO FARO Technologies, Inc. 3,795 2,188 1,607 15 9 6959 FAST Fastenal Company 79,144 39,121 40,023 314 155 159960 FBCM Fbr Capital Markets Corp. 5,274 51 5,223 21 0 21





961 AGM Federal Agricultural Mortgage Corporation 28,529 19,881 8,648 113 79 34962 FRE Federal Home Loan Mortgage Corporation (Freddie Ma 140,588 93,422 47,166 558 371 187963 FDML Federal Mogul Corporation 1,831 1,028 803 7 4 3964 FRT Federal Realty Investment Trust 13,113 6,934 6,179 52 28 25965 FSS Federal Signal Corporation 4,394 2,632 1,762 17 10 7966 FII Federated Investors, Inc.-Cl B 7,549 4,409 3,140 30 17 12967 FDX FedEx Corporation 650,955 382,035 268,920 2,583 1,516 1,067968 FEIC FEI Company 698 426 272 3 2 1969 FCH FelCor Lodging Trust, Inc. 17,072 11,218 5,854 68 45 23970 FOE Ferro Corp. 3,562 2,560 1,002 14 10 4971 FNF Fidelity National Financial, Inc. 43,528 25,811 17,717 173 102 70972 FIS Fidelity National Information Services, Inc. 569,220 300,017 269,203 2,259 1,191 1,068973 FSC Fifth Street Finance Corporation 4,383 3,132 1,251 19 14 5974 FITB Fifth Third Bancorp. 605,803 349,093 256,710 2,404 1,385 1,019975 FNGN Financial Engines, Inc. 344 148 196 2 1 1976 FIF Financial Federal Corporation 1,100 565 535 4 2 2977 FNSR Finisar Corporation (New) 316,283 171,080 145,203 1,255 679 576978 FAF First American Financial Corp. 7,103 3,623 3,480 48 24 23979 FBP First Bancorp Puerto Rico 41,097 18,472 22,625 163 73 90980 FCFS First Cash Financial Services, Inc. 5,960 4,465 1,495 24 18 6981 FCBC First Community Bancshares, Inc. 381 121 260 2 0 1982 FFBC First Financial Bancorp 3,381 1,693 1,688 13 7 7983 FHN First Horizon National Corporation 57,071 36,571 20,500 226 145 81984 FR First Industrial Realty Trust 17,489 14,787 2,702 69 59 11985 FMD First Marblehead Corporation 6,212 5,735 477 25 23 2986 FMBI First Midwest Bancorp, Inc. 4,662 1,653 3,009 19 7 12987 FNFG First Niagara Financial Group, Inc. 8,512 5,313 3,199 34 21 13988 FSLR First Solar, Inc. 1,741,572 835,755 905,817 6,911 3,316 3,595989 FE FirstEnergy Corp. 205,355 165,115 40,240 815 655 160990 FMER FirstMerit Corporation 10,954 2,148 8,806 43 9 35991 FISV FIserv, Inc. 36,406 27,677 8,729 144 110 35992 FVE Five Star Quality Care, Inc. 1,537 263 1,274 6 1 5993 FLML Flamel Technologies S.A., ADS 9,896 7,052 2,844 39 28 11994 FLEX Flextronics International Ltd. 109,426 80,985 28,441 434 321 113995 FLIR FLIR Systems, Inc. 25,786 20,102 5,684 102 80 23996 FLO Flowers Industries, Inc. 17,792 10,514 7,278 71 42 29997 FLS Flowserve Corporation 56,066 31,644 24,422 222 126 97998 FLR Fluor Corporation (New) 310,345 200,544 109,801 1,232 796 436999 FMC FMC Corporation 17,261 8,640 8,621 68 34 34

1000 FTI FMC Technologies, Inc. 62,734 24,906 37,828 249 99 1501001 FMCN Focus Media Holding Limited 282,666 189,103 93,563 1,122 750 3711002 FMX Fomento Economico Mexicano S.A.B. 16,008 9,641 6,367 64 38 251003 FL Foot Locker, Inc. 59,385 46,425 12,960 236 184 511004 FRPT Force Protecton, Inc. 22,125 17,675 4,450 88 70 181005 F Ford Motor Company 9,430,446 6,524,567 2,905,879 37,422 25,891 11,5311006 FCE/A Forest City Enterprises, Inc. 1,791 1,176 615 7 5 21007 FRX Forest Laboratories, Inc. 246,146 151,172 94,974 977 600 3771008 FST Forest Oil Corporation 115,316 72,505 42,811 458 288 1701009 FOR Forestar Real Estate Group, Inc. 1,911 1,162 749 8 5 31010 FORM FormFactor, Inc. 30,262 19,798 10,464 120 79 421011 FTNT Fortinet, Inc. 84,165 63,882 20,283 334 254 801012 FIG Fortress Investment Group LLC 146,607 119,488 27,119 582 474 1081013 FO Fortune Brands, Inc. 41,639 19,953 21,686 165 79 861014 FOSL Fossil, Inc. 47,228 29,520 17,708 187 117 701015 FWLT Foster Wheeler AG 327,698 228,768 98,930 1,300 908 3931016 FTE France Telecom, ADR 1,588 862 726 6 3 31017 FELE Franklin Electric Co., Inc. 1,561 716 845 6 3 31018 BEN Franklin Resources, Inc. 57,533 24,822 32,711 228 99 1301019 FSP Franklin Street Properties Corporation 5,218 4,295 923 21 17 41020 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 3,998,049 2,103,336 1,894,713 15,865 8,347 7,5191021 RAIL Freightcar America, Inc. 13,584 9,284 4,300 54 37 171022 FDP Fresh Del Monte Products, Inc. 8,763 4,940 3,823 35 20 151023 TFM Fresh Market, Inc. 1,015 231 784 33 7 251024 FBR Friedman, Billings, Ramsey Group, Inc. 25,314 16,151 9,163 100 64 36





1025 FRG Fronteer Development Group 38,528 33,761 4,767 153 134 191026 FTR Frontier Communications Corporation 106,179 50,209 55,970 421 199 2221027 FTO Frontier Oil Corporation 103,238 81,514 21,724 410 323 861028 FRO Frontline Limited 171,297 99,574 71,723 680 395 2851029 FSII FSI International, Inc. 4,874 3,963 911 26 22 51030 FCN FTI Consulting, Inc. 56,001 30,754 25,247 222 122 1001031 FSYS Fuel Systems Solutions, Inc. 150,653 74,775 75,878 598 297 3011032 FCEL FuelCell Energy, Inc. 6,264 5,063 1,201 25 20 51033 FTEK Fuel-Tech N.V. 5,089 4,032 1,057 20 16 41034 FUQI Fuqi International, Inc. 198,104 131,380 66,724 786 521 2651035 FURX Furiex Pharmaceuticals, Inc. 332 203 129 3 2 11036 FBN Furniture Brands International, Inc. 10,867 8,161 2,706 43 32 111037 FSIN Fushi Coppenweld, Inc. 94,963 83,291 11,672 377 331 461038 FXEN FX Energy, Inc. 10,437 8,277 2,160 41 33 91039 GFA Gafisa S.A. 34,321 20,054 14,267 136 80 571040 GME GameStop Corporation 518,573 327,587 190,986 2,058 1,300 7581041 GRS Gammon Gold, Inc. 66,728 50,835 15,893 265 202 631042 GCI Gannett Company, Inc. 268,118 115,963 152,155 1,064 460 6041043 GPS Gap, Inc. (The) 252,953 174,996 77,957 1,004 694 3091044 GDI Gardner Denver, Inc. 5,123 3,557 1,566 20 14 61045 GRMN Garmin Ltd. 542,799 321,610 221,189 2,154 1,276 8781046 GST Gastar Exploration Ltd. 11,970 4,293 7,677 48 17 301047 GMT GATX Corporation 5,445 3,476 1,969 22 14 81048 GET Gaylord Entertainment Company 10,849 5,700 5,149 43 23 201049 GNK Genco Shipping & Trading Ltd. 273,386 195,618 77,768 1,085 776 3091050 GY GenCorp, Inc. 5,627 3,561 2,066 22 14 81051 BGC General Cable Corporation 54,204 35,425 18,779 215 141 751052 GNCMA General Communications, Inc. 546 371 175 2 1 11053 GD General Dynamics Corporation 121,311 75,463 45,848 481 299 1821054 GE General Electric Company 8,387,200 5,207,083 3,180,117 33,283 20,663 12,6201055 GGP General Growth Properties, Inc. 530,102 308,071 222,031 2,104 1,223 8811056 GMR General Maritime Corporation 36,207 18,513 17,694 144 73 701057 GIS General Mills, Inc. 364,787 250,385 114,402 1,448 994 4541058 GMO General Moly, Inc. 57,192 46,435 10,757 227 184 431059 GM General Motors Corporation 344,951 238,485 106,466 1,369 946 4221060 GSI General Steel Holdings, Inc. 8,688 5,664 3,024 34 22 121061 GWR Genesee & Wyoming, Inc. 6,185 4,331 1,854 25 17 71062 GLS Genesis Lease Limited 996 793 203 4 3 11063 GHDX Genomic Health, Inc. 16,562 7,302 9,260 66 29 371064 GEN GenOn Energy, Inc. 74,895 61,475 13,420 297 244 531065 GXDX Genoptix, Inc. 36,685 19,291 17,394 146 77 691066 GPRO Gen-Probe, Incorporated 12,854 7,771 5,083 51 31 201067 GNTX Gentex Corporation 19,298 14,033 5,265 77 56 211068 GTIV Gentiva Health Services, Inc. (New) 33,558 27,282 6,276 133 108 251069 GPC Genuine Parts Company 13,775 11,351 2,424 55 45 101070 GNW Genworth Financial, Inc. 642,457 431,454 211,003 2,549 1,712 8371071 GENZ Genzyme Corporation 1,172,601 731,775 440,826 4,653 2,904 1,7491072 GEOY GeoEye, Inc. 11,016 7,804 3,212 44 31 131073 GOK Geokinetics, Inc. 2,650 2,494 156 16 15 11074 GEOI Georesources, Inc. 236 200 36 15 13 21075 GGC Georgia Gulf Corporation 35 0 35 0 0 01076 GRB Gerber Scientific, Inc. 1,038 374 664 4 1 31077 GNA Gerdau Ameristeel Corporation 62,889 3,699 59,190 250 15 2351078 GGB Gerdau S.A. 92,451 47,600 44,851 367 189 1781079 GERN Geron Corporation 133,090 100,203 32,887 528 398 1311080 GTY Getty Realty Corporation 29,371 13,272 16,099 117 53 641081 GFIG GFI Group, Inc. (New) 4,897 2,833 2,064 19 11 81082 GA Giant Interactive Group, Inc. 81,002 30,776 50,226 321 122 1991083 GIGM GigaMedia Ltd. 220,802 205,007 15,795 876 814 631084 GIL Gildan Activewear, Inc. 27,873 17,999 9,874 111 71 391085 GILD Gilead Sciences, Inc. 1,024,518 633,002 391,516 4,066 2,512 1,5541086 GIVN Given Imaging Ltd. 1,562 945 617 6 4 21087 GBCI Glacier Bancorp, Inc. 304 284 20 1 1 01088 GLAD Gladstone Capital Corporation 21,777 17,097 4,680 86 68 19





1089 GSK GlaxoSmithKline plc ADR 114,566 67,355 47,211 455 267 1871090 GRT Glimcher Realty Trust 5,890 4,059 1,831 29 20 91091 GLBC Global Crossing Ltd. (New) 8,739 4,751 3,988 35 19 161092 GLBL Global Industries Ltd. 8,585 6,780 1,805 34 27 71093 GPN Global Payments, Inc. 24,400 13,454 10,946 97 53 431094 GMXR GMX Resources, Inc. 40,382 23,347 17,035 160 93 681095 GOL Gol Linhas Aereas Inteligentes S.A. 7,588 5,038 2,550 30 20 101096 GLNG Golar LNG Ltd. 4,786 3,571 1,215 19 14 51097 GFI Gold Fields Limited 189,678 143,070 46,608 753 568 1851098 GORO Gold Resource Corporation 15,448 11,769 3,679 281 214 671099 GG Goldcorp, Inc. 1,247,748 791,336 456,412 4,951 3,140 1,8111100 AUMN Golden Minerals Co. 11,360 9,335 2,025 252 207 451101 GSS Golden Star Resources Ltd. 73,018 58,042 14,976 290 230 591102 GR Goodrich Corporation 30,024 17,266 12,758 119 69 511103 GDP Goodrich Petroleum Corporation 70,570 51,092 19,478 280 203 771104 GT Goodyear Tire & Rubber Company (The) 214,450 142,225 72,225 851 564 2871105 GOOG Google, Inc. 4,813,551 2,847,967 1,965,584 19,101 11,301 7,8001106 GPP Government Properties Trust, Inc. 21,366 8,992 12,374 85 36 491107 GTI GrafTech International Ltd. 25,618 16,116 9,502 102 64 381108 GRM Graham Packaging Co., Inc. 1,920 1,553 367 9 7 21109 GWW Grainger (W.W.), Inc. 37,524 16,871 20,653 149 67 821110 GTE Gran Tierra Energy, Inc. 34,142 26,248 7,894 135 104 311111 LOPE Grand Canyon Education, Inc. 40,811 26,706 14,105 162 106 561112 GVA Granite Construction, Inc. 27,995 9,420 18,575 111 37 741113 GAP Great Atlantic & Pacific Tea Company, Inc. (The) 160,133 69,928 90,205 635 277 3581114 GLDD Great Lakes Dredge & Dock 4,996 4,025 971 20 16 41115 GXP Great Plains Energy, Incorporated 5,047 2,650 2,397 20 11 101116 GB Greatbatch, Inc. 3,697 1,821 1,876 15 7 71117 GDOT Green Dot Corporation 336 87 249 34 9 251118 GMCR Green Mountain Coffee Roasters, Inc. 845,127 485,396 359,731 3,354 1,926 1,4281119 GPRE Green Plains Renewable Energy, Inc. 9,456 7,966 1,490 48 41 81120 GHL Greenhill & Co., Inc. 11,587 6,005 5,582 46 24 221121 GEF Greif, Inc. 3,427 2,397 1,030 14 10 41122 GFF Griffon Corporation (New) 11,995 5,710 6,285 48 23 251123 GPI Group 1 Automotive, Inc. 13,604 6,559 7,045 54 26 281124 ASR Grupo Aeroportuario 1,354 649 705 5 3 31125 TV Grupo Televisa S.A. ADR 17,817 6,466 11,351 71 26 451126 GSIC GSI Commerce, Inc. 81,985 22,509 59,476 325 89 2361127 SOLR GT Solar International, Inc. 48,833 32,815 16,018 194 130 641128 GTXI GTx, Inc. 80,345 28,979 51,366 319 115 2041129 GES Guess?, Inc. 89,378 61,985 27,393 355 246 1091130 GFRE Gulf Resources, Inc. 158,851 111,782 47,069 630 444 1871131 GLF GulfMark Offshore, Inc. 9,120 6,166 2,954 36 24 121132 GU Gushan Environmental Energy Limited 3,903 2,621 1,282 15 10 51133 GYMB Gymboree Corporation (The) 81,077 38,338 42,739 322 152 1701134 HAE Haemonetics Corporation 2,239 886 1,353 9 4 51135 HAIN Hain Food Group, Inc. 19,055 15,798 3,257 76 63 131136 HAL Halliburton Company 1,623,364 1,024,880 598,484 6,442 4,067 2,3751137 HALO Halozyme Therapeutics, Inc. 34,425 24,170 10,255 137 96 411138 HBHC Hancock Holding Company 3,005 1,654 1,351 12 7 51139 HBI Hanesbrands, Inc. 46,033 28,590 17,443 183 113 691140 HNSN Hansen Medical, Inc. 25,205 2,636 22,569 100 10 901141 HANS Hansen Natural Corporation 93,245 68,682 24,563 370 273 971142 HRBN Harbin Electric, Inc. 124,711 59,500 65,211 495 236 2591143 HOG Harley-Davidson, Inc. 488,082 255,824 232,258 1,937 1,015 9221144 HAR Harman International Industries, Incorporated 46,193 23,632 22,561 183 94 901145 HLIT Harmonic, Inc. 11,765 11,007 758 47 44 31146 HMY Harmony Gold Mining Company Limited 112,022 73,532 38,490 445 292 1531147 HRS Harris Corporation 21,774 14,958 6,816 86 59 271148 HHS Harte-Hanks, Inc. 19,518 8,749 10,769 77 35 431149 HIG Hartford Financial Services Group, Inc.(The) 1,063,771 750,784 312,987 4,221 2,979 1,2421150 HNR Harvest Natural Resources, Inc. 13,955 10,612 3,343 55 42 131151 HAS Hasbro, Inc. 47,166 25,046 22,120 187 99 881152 HTS Hatteras Financial Corporation 51,158 34,828 16,330 203 138 65





1153 HA Hawaiian Holdings, Inc 6,331 5,973 358 25 24 11154 HAYN Haynes International, Inc. 8,151 5,202 2,949 32 21 121155 HCP HCP, Inc. 26,924 21,526 5,398 107 85 211156 HDB HDFC Bank Ltd. 28,958 13,432 15,526 115 53 621157 HW Headwaters, Incorporated 20,334 14,461 5,873 81 57 231158 HCN Health Care REIT, Inc. 17,667 12,892 4,775 70 51 191159 HMA Health Management Associates, Inc. (Class A) 24,427 15,973 8,454 97 63 341160 HNT Health Net, Inc. 38,477 27,050 11,427 153 107 451161 HR Healthcare Realty Trust, Inc. 3,039 1,572 1,467 12 6 61162 HCSG Healthcare Services Group, Inc. 3,844 2,252 1,592 15 9 61163 HLS Healthsouth Corp. 42,151 24,459 17,692 167 97 701164 HS Healthspring, Inc. 15,775 7,643 8,132 63 30 321165 HWAY Healthways, Inc. 2,412 1,320 1,092 10 5 41166 HPY Heartland Payment Systems, Inc. 3,490 2,573 917 14 10 41167 HTWR HeartWare International, Inc. 1,370 497 873 17 6 111168 HEK Heckmann Corporation 37,760 34,816 2,944 150 138 121169 HL Hecla Mining Company 1,171,274 942,347 228,927 4,648 3,739 9081170 HEI HEICO Corporation 10,010 6,244 3,766 40 25 151171 HNZ Heinz (H.J.) Company 122,666 83,203 39,463 487 330 1571172 HELE Helen of Troy Ltd. 4,310 2,393 1,917 17 9 81173 HLX Helix Energy Solutions Group, Inc. 80,481 55,342 25,139 319 220 1001174 HP Helmerich & Payne, Inc. 60,504 38,201 22,303 240 152 891175 HLF Herbalife Ltd. 38,332 26,750 11,582 152 106 461176 HERO Hercules Offshore, Inc. 94,487 63,728 30,759 375 253 1221177 HRLY Herley Industries, Inc. 3,456 1,978 1,478 14 8 61178 HT Hersha Hospitality Trust 17,009 12,768 4,241 79 59 201179 HTZ Hertz Global Holdings, Inc. 160,162 125,248 34,914 636 497 1391180 HES Hess Corporation 343,837 209,197 134,640 1,364 830 5341181 HEW Hewitt Associates, Inc. 6,890 4,303 2,587 27 17 101182 HPQ Hewlett-Packard Company 2,443,727 1,600,224 843,503 9,697 6,350 3,3471183 HXL Hexcel Corporation (New) 12,735 10,443 2,292 51 41 91184 HGG hhgregg, Inc. 38,075 23,826 14,249 151 95 571185 HIBB Hibbett Sports, Inc. 4,439 2,115 2,324 18 8 91186 HIW Highwoods Properties, Inc. 3,680 2,737 943 15 11 41187 HIL Hill International, Inc. 1,526 1,172 354 6 5 11188 HTH Hilltop Holdings, Inc. 2,136 1,585 551 8 6 21189 HRC Hil-Rom Holdings, Inc. 4,100 3,368 732 16 13 31190 HIMX Himax Technologies, Inc. 5,599 3,806 1,793 22 15 71191 IHS HIS, Inc. 5,062 3,113 1,949 20 12 81192 HIT Hitachi Ltd. ADR 3,778 1,811 1,967 15 7 81193 HITK Hi-Tech Pharmacal Co., Inc. 32,905 24,662 8,243 131 98 331194 HITT Hittite Microwave Corporation 2,283 967 1,316 9 4 51195 HMSY HMS Holdings Corporation 10,710 6,490 4,220 43 26 171196 HOKU Hoku Scientific, Inc. 3,468 3,062 406 14 12 21197 HOC Holly Corporation 30,940 22,263 8,677 123 88 341198 HOLX Hologic, Inc. 117,073 87,761 29,312 465 348 1161199 HD Home Depot, Inc. (The) 1,445,889 916,420 529,469 5,738 3,637 2,1011200 HMIN Home Inns & Hotels Management, Inc. 46,861 27,368 19,493 186 109 771201 HME Home Properties, Inc. 6,375 4,818 1,557 25 19 61202 HMC Honda Motor Company, Ltd. ADR 8,726 5,684 3,042 35 23 121203 HON Honeywell International, Inc. 524,119 332,989 191,130 2,080 1,321 7581204 HMN Horace Mann Educators Corporation 1,561 262 1,299 6 1 51205 HRZ Horizon Lines, Inc. 4,042 2,503 1,539 16 10 61206 HRL Hormel Foods Corporation 6,494 4,285 2,209 26 17 91207 HOS Hornbeck Offshore Services, Inc. 30,802 19,086 11,716 122 76 461208 ZINC Horsehead Holding Corporation 17,614 14,969 2,645 70 59 101209 HSP Hospira, Inc. 27,836 17,576 10,260 110 70 411210 HPT Hospitality Properties Trust 21,879 14,420 7,459 87 57 301211 HST Host Hotels & Resorts, Inc. 71,883 39,482 32,401 285 157 1291212 HOTT Hot Topic, Inc. 32,685 24,981 7,704 130 99 311213 HUSA Houston American Energy Corporation 9,654 6,846 2,808 52 37 151214 HOV Hovnanian Enterprises, Inc. 180,008 118,132 61,876 714 469 2461215 HHC Howard Hughes Corporation 3,004 2,211 793 111 82 291216 HRP HRPT Properties Trust 1,191 1,037 154 5 4 1





1217 HBC HSBC Holdings plc 651,458 263,549 387,909 2,585 1,046 1,5391218 HSNI HSN, Inc. 39,107 26,583 12,524 155 105 501219 HNP Huaneng Power International, Inc. 10,270 6,473 3,797 41 26 151220 HUB/B Hubbell, Incorporated 1,827 653 1,174 7 3 51221 HCBK Hudson City Bancorp, Inc. 75,982 52,713 23,269 302 209 921222 HPP Hudson Pacific Properties, Inc. 486 402 84 4 3 11223 HGT Hugoton Royalty Trust 10,217 6,184 4,033 41 25 161224 HGSI Human Genome Sciences, Inc. 1,017,271 645,554 371,717 4,037 2,562 1,4751225 HUM Humana, Inc. 220,796 136,122 84,674 876 540 3361226 JBHT Hunt (J.B.) Transport Services, Inc. 29,646 17,667 11,979 118 70 481227 HBAN Huntington Bancshares, Inc. 427,072 331,050 96,022 1,695 1,314 3811228 HUN Huntsman Corporation 260,526 211,427 49,099 1,034 839 1951229 HURN Huron Consulting Group, Inc. 16,204 6,801 9,403 64 27 371230 HTCH Hutchinson Technology, Inc. 8,781 5,338 3,443 35 21 141231 H Hyatt Hotel Corporation 16,127 6,452 9,675 64 26 381232 HDY Hyperdynamics Corporation 6,466 5,047 1,419 144 112 321233 IACI IAC/InterActiveCorp 24,434 19,129 5,305 97 76 211234 IAG IAMGOLD Corporation 147,477 104,917 42,560 585 416 1691235 IBKC IberiaBank Corporation 4,149 3,086 1,063 16 12 41236 IBN ICICI Bank Limited 271,457 146,069 125,388 1,077 580 4981237 ICLR ICON PLC (New) 590 308 282 6 3 31238 ICON Iconix Brand Group, Inc. 6,116 4,702 1,414 24 19 61239 ICXT ICX Technologies, Inc. 2,774 1,987 787 12 9 31240 IEX IDEX Corporation 1,185 729 456 5 3 21241 IDXX IDEXX Laboratories, Inc. 3,478 1,732 1,746 14 7 71242 IDT IDT Corp. 10,475 6,409 4,066 101 62 391243 BIN IESI-BFC Ltd. 796 570 226 4 3 11244 IGTE iGate Corp. 2,011 1,607 404 126 100 251245 IIVI II-VI, Incorporated 5,790 4,032 1,758 23 16 71246 ITW Illinois Tool Works, Inc. 165,868 120,025 45,843 658 476 1821247 ILMN Illumina, Inc. 76,010 55,285 20,725 302 219 821248 IMAX Imax Corporation 216,445 165,223 51,222 859 656 2031249 IMMR Immersion Corporation (New) 6,148 5,113 1,035 24 20 41250 BLUD Immucor, Inc. 18,012 13,710 4,302 71 54 171251 IMGN ImmunoGen, Inc. 66,327 56,935 9,392 263 226 371252 IMMU Immunomedics, Inc. 108,029 84,210 23,819 429 334 951253 IMH Impac Mortgage Holdings, Inc. 247 244 3 1 1 01254 IPXL Impax Laboratories, Inc. 46,449 34,249 12,200 184 136 481255 IMO Imperial Oil Ltd. 4,681 2,854 1,827 19 11 71256 IPSU Imperial Sugar Company 22,048 17,928 4,120 87 71 161257 RX IMS Health, Inc. 10,916 6,483 4,433 43 26 181258 INCY Incyte Corporation 99,214 61,529 37,685 394 244 1501259 IFN India Fund, Inc. 104,451 17,372 87,079 414 69 3461260 NRGY Inergy, L.P. 16,959 9,966 6,993 67 40 281261 INFN Infinera Corporation 96,662 55,577 41,085 384 221 1631262 INFA Informatica Corporation 39,204 20,608 18,596 156 82 741263 INFY Infosys Technologies Limited 140,187 73,608 66,579 556 292 2641264 ING ING Groep NV 79,732 52,703 27,029 316 209 1071265 IR Ingersoll-Rand Company 128,076 95,053 33,023 508 377 1311266 IM Ingram Micro, Inc. (New) 9,768 5,134 4,634 39 20 181267 IRC Inland Real Estate Corporation 1,768 1,002 766 7 4 31268 IPHS Innophos Holdings, Inc. 9,855 6,229 3,626 39 25 141269 NSIT Insight Enterprises 1,902 1,091 811 8 4 31270 INSU Insituform Technologies, Inc. 9,630 5,258 4,372 38 21 171271 ASF Insperity, Inc. 11,230 6,666 4,564 45 26 181272 ISPH Inspire Pharmaceuticals, Inc. 54,574 46,661 7,913 217 185 311273 PODD Insulet Corporation 22,305 18,299 4,006 89 73 161274 IDTI Integrated Device Technology, Inc. 69,236 49,148 20,088 275 195 801275 ISSI Integrated Silicon Solution (New) 12,381 9,409 2,972 49 37 121276 TEG Integrys Energy Group, Inc. 8,638 6,577 2,061 34 26 81277 INTC Intel Corporation 6,932,579 4,627,268 2,305,311 27,510 18,362 9,1481278 IBKR Interactive Brokers Group, Inc. 66,166 20,162 46,004 263 80 1831279 ICLK interCLICK, Inc. 1,878 1,693 185 20 18 21280 IHG Intercontinental Hotels Group PLC 110 33 77 1 0 1





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1729 NTRS Northern Trust Bank Corporation 145,743 104,039 41,704 578 413 1651730 NXG Northgate Minerals Corporation 19,724 16,691 3,033 78 66 121731 NOC Northrop Grumman Corporation 72,889 54,701 18,188 289 217 721732 NRF Northstar Realty Finance Corporation 25,808 19,728 6,080 102 78 241733 NWN Northwest Natural Gas Company 4,140 2,336 1,804 16 9 71734 NWPX Northwest Pipe Company 15,058 9,903 5,155 60 39 201735 NVMI Nova Measuring Instruments Ltd. 3,548 3,291 257 16 15 11736 NG NovaGold Resources, Inc. 201,076 150,807 50,269 798 598 1991737 NVS Novartis AG 338,688 136,207 202,481 1,344 541 8031738 NVTL Novatel Wireless, Inc. (New) 62,401 42,348 20,053 248 168 801739 NVAX Novavax, Inc. (New) 24,496 21,081 3,415 97 84 141740 NOVL Novell, Inc. 196,582 161,600 34,982 780 641 1391741 NVLS Novellus Systems, Inc. 120,094 72,502 47,592 477 288 1891742 NVO Novo Nordisk 12,708 7,362 5,346 50 29 211743 NPSP NPS Pharmaceuticals, Inc. 27,096 16,675 10,421 108 66 411744 NRG NRG Energy, Inc. (New) 139,330 97,733 41,597 553 388 1651745 NST NSTAR 3,499 2,741 758 14 11 31746 DCM NTT DOCOMO Inc. 2,948 2,801 147 12 11 11747 NUS Nu Skin Enterprises, Inc. 20,029 13,172 6,857 79 52 271748 NUAN Nuance Communications, Inc. 132,715 107,335 25,380 527 426 1011749 NUE Nucor Corporation 545,638 335,281 210,357 2,165 1,330 8351750 NS NuStar Energy L.P. 17,316 13,035 4,281 69 52 171751 NSH NuStar GP Holdings, LLC 6,446 4,172 2,274 26 17 91752 NTRI NutriSystem, Inc. 237,750 144,982 92,768 943 575 3681753 NUVA NuVasive, Inc. 62,870 36,795 26,075 249 146 1031754 NVDA NVIDIA Corporation 1,428,179 973,747 454,432 5,667 3,864 1,8031755 NXPI NXP Semiconductors NV 5,064 3,423 1,641 53 36 171756 NXTM NxStage Medical, Inc. 15,085 11,834 3,251 60 47 131757 NYX NYSE Euronext 396,991 255,997 140,994 1,575 1,016 5601758 OAS Oasis Petroleum, Inc. 3,542 2,394 1,148 27 18 91759 OMPI Obagi Medical Products, Inc. 372 172 200 1 1 11760 OXY Occidental Petroleum Corporation 1,332,417 674,573 657,844 5,287 2,677 2,6101761 OII Oceaneering International, Inc. 34,200 16,906 17,294 136 67 691762 OCNF OceanFreight, Inc. 1,340 1,265 75 5 5 01763 CHUX O'Charley's, Inc. 12,513 11,389 1,124 50 45 41764 OZM Och-Ziff Capital Management Group 15,051 9,166 5,885 60 36 231765 OCLR Oclaro, Inc. 32,778 24,876 7,902 204 155 491766 OCLS Oculus Innovative Sciences, Inc. 2,435 2,006 429 12 10 21767 OCN Ocwen Financial Corporation 11,332 7,571 3,761 45 30 151768 ODSY Odyssey Healthcare, Inc. 16,075 8,482 7,593 64 34 301769 OMEX Odyssey Marine Exploration, Inc. 8,511 7,864 647 34 31 31770 ODP Office Depot, Inc. 195,112 118,628 76,484 774 471 3041771 OMX OfficeMax, Incorporated 78,593 47,863 30,730 312 190 1221772 OIS Oil States International, Inc. 9,877 5,859 4,018 39 23 161773 BQI Oilsands Quest, Inc. 7,034 6,403 631 28 25 31774 ODFL Old Dominion Freight Line, Inc. 11,836 6,981 4,855 47 28 191775 ONB Old National Bancorp 1,808 1,228 580 7 5 21776 ORI Old Republic International Corporation 6,335 2,712 3,623 25 11 141777 OLN Olin Corporation 23,132 17,245 5,887 92 68 231778 ZEUS Olympic Steel, Inc. 10,451 6,198 4,253 41 25 171779 OMG OM Group, Inc. (New) 8,565 5,199 3,366 34 21 131780 OHI OMEGA Healthcare Investors, Inc. 12,348 10,787 1,561 49 43 61781 OME Omega Protein Corporation 66 66 0 2 2 01782 OCR Omnicare, Inc. 85,634 54,522 31,112 340 216 1231783 OMCL Omnicell, Inc. 3,064 2,038 1,026 12 8 41784 OMC Omnicom Group, Inc. 32,654 21,268 11,386 130 84 451785 OVTI OmniVision Technologies, Inc. 280,931 215,052 65,879 1,115 853 2611786 OMN Omnova Solutions, Inc. 12,711 9,746 2,965 50 39 121787 ONNN ON Semiconductor Corporation (New) 222,982 134,954 88,028 885 536 3491788 ONCY Oncolytics Biotech, Inc. 8,657 7,976 681 47 43 41789 ONTY Oncothyreon, Inc. 45,649 39,001 6,648 181 155 261790 OKS ONEOK Partners, L.P. 22,013 15,026 6,987 87 60 281791 OKE ONEOK, Inc. 8,605 7,404 1,201 34 29 51792 ONXX Onyx Pharmaceuticals 110,476 74,137 36,339 438 294 144





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1857 PVA Penn Virginia Corporation 8,530 4,997 3,533 34 20 141858 PVG Penn Virginia GP Holdings LP 4,881 2,755 2,126 40 23 181859 PVR Penn Virginia Resource Partners, LP 18,402 10,232 8,170 73 41 321860 PWE Penn West Petroleum Ltd. 139,484 98,779 40,705 554 392 1621861 JCP Penney (J.C.) Company, Inc. 545,849 329,269 216,580 2,166 1,307 8591862 PMT Pennymac Mortgage Investment Trust 1,320 625 695 5 2 31863 PAG Penske Automotive Group 10,717 5,958 4,759 43 24 191864 PNR Pentair, Inc. 7,900 4,988 2,912 31 20 121865 PPCO Penwest Pharmaceuticals Co. 62,195 16,406 45,789 247 65 1821866 PBCT People's United Financial, Inc. 44,376 33,212 11,164 176 132 441867 PBY Pep Boys--Manny, Moe, & Jack (The) 11,563 10,534 1,029 46 42 41868 POM Pepco Holdings, Inc. 50,457 30,817 19,640 200 122 781869 PAS PepsiAmericas, Inc. 11 11 0 0 0 01870 PEP PepsiCo, Inc. 859,787 519,219 340,568 3,412 2,060 1,3511871 PPHM Peregrine Pharmaceuticals, Inc. 70,203 31,654 38,549 297 134 1631872 PWRD Perfect World Co. Ltd. - ADR 81,999 43,827 38,172 325 174 1511873 PSEM Pericom Semiconductor Corporation (New) 1,461 1,357 104 6 5 01874 PKI Perkin-Elmer, Inc. 3,895 3,226 669 15 13 31875 PBT Permian Basin Royalty Trust 11,720 7,063 4,657 47 28 181876 PRGO Perrigo Company 79,984 39,272 40,712 317 156 1621877 PETS PetMed Express, Inc. 25,120 11,052 14,068 100 44 561878 PZE Petrobras Argentina S.A. 7,124 4,440 2,684 28 18 111879 PTR PetroChina Company Limited 78,435 40,124 38,311 311 159 1521880 HK Petrohawk Energy Corporation 721,187 478,223 242,964 2,862 1,898 9641881 PBR Petroleo Brasileiro S.A.-ADR 2,842,993 1,722,434 1,120,559 11,282 6,835 4,4471882 PBR/A Petroleo Brasileiro S.A 12,555 7,969 4,586 50 32 181883 PETD Petroleum Development Corporation 14,726 11,785 2,941 58 47 121884 PQ PetroQuest Energy, Inc. 13,722 10,009 3,713 54 40 151885 PETM PETsMART, Inc. 31,274 19,354 11,920 124 77 471886 PFE Pfizer, Inc. 5,304,241 3,957,158 1,347,083 21,049 15,703 5,3461887 PFSW Pfsweb, Inc. 4,603 3,923 680 29 24 41888 PCG PG&E Corporation 64,851 34,754 30,097 257 138 1191889 PPDI Pharmaceutical Product Development 10,655 6,150 4,505 42 24 181890 PCYC Pharmacyclics, Inc. (New) 178,356 126,089 52,267 708 500 2071891 VRUS Pharmasset, Inc. 10,012 7,581 2,431 76 58 191892 PIP PharmAthene, Inc. 17,549 14,494 3,055 390 322 681893 PMC PharMerica Corporation 6,456 4,776 1,680 26 19 71894 PHH PHH Corporation 5,266 3,004 2,262 21 12 91895 PM Philip Morris International, Inc. 844,123 471,683 372,440 3,350 1,872 1,4781896 PVH Phillips-Van Heusen Corporation 47,236 18,910 28,326 187 75 1121897 PLAB Photronics, Inc. 10,114 9,284 830 40 37 31898 PICO PICO Holdings, Inc. 11,248 5,114 6,134 45 20 241899 PNY Piedmont Natural Gas Company 3,588 2,463 1,125 14 10 41900 PDM Piedmont Office Realty Trust, Inc. 9,382 5,994 3,388 44 28 161901 PIR Pier 1 Imports, Inc. 48,366 29,264 19,102 192 116 761902 PPC Pilgrim's Pride Corporation 17,931 16,729 1,202 71 66 51903 PNK Pinnacle Entertainment, Inc. 37,329 25,343 11,986 148 101 481904 PNFP Pinnacle Financial Partners, Inc. 297 162 135 1 1 11905 PDC Pioneer Drilling Company 67,141 32,796 34,345 266 130 1361906 PXD Pioneer Natural Resources Company 155,977 105,400 50,577 619 418 2011907 PJC Piper Jaffray Companies, Inc. 9,258 6,187 3,071 37 25 121908 PBI Pitney Bowes, Inc. 81,038 32,931 48,107 322 131 1911909 PAA Plains All American Pipeline, L.P. 25,937 16,339 9,598 103 65 381910 PXP Plains Exploration & Production Company 596,729 404,985 191,744 2,368 1,607 7611911 PLT Plantronics, Inc. 6,758 3,704 3,054 27 15 121912 PTP Platinum Underwriters Holdings Ltd. 5,449 1,664 3,785 22 7 151913 PLXS Plexus Corporation, Inc. 18,576 8,830 9,746 74 35 391914 PCL Plum Creek Timber Company, LP 100,471 63,542 36,929 399 252 1471915 PMCS PMC-Sierra, Inc. 107,802 95,854 11,948 428 380 471916 PMI PMI Group, Inc. 150,417 123,971 26,446 597 492 1051917 PNC PNC Bank Corporation 480,792 261,999 218,793 1,908 1,040 8681918 PNM PNM Resources, Inc. (New) 2,397 1,591 806 10 6 31919 PII Polaris Industries, Inc. 37,338 21,949 15,389 148 87 611920 RL Polo Ralph Lauren Corp. 118,827 46,322 72,505 472 184 288





1921 PLCM Polycom, Inc. 134,805 90,886 43,919 535 361 1741922 POL PolyOne Corporation (New) 11,988 8,508 3,480 48 34 141923 PPO Polypore International, Inc. 39,666 26,260 13,406 157 104 531924 PARD Poniard Pharmaceuticals, Inc. 76,006 39,308 36,698 302 156 1461925 POOL Pool Corporation 17,919 2,682 15,237 71 11 601926 BPOP Popular, Inc. 447,698 310,238 137,460 1,777 1,231 5451927 PRAA Portfolio Recovery Associates, Inc. 3,329 2,211 1,118 13 9 41928 POR Portland General Electric Company 3,065 2,035 1,030 12 8 41929 PKX POSCO 25,410 11,255 14,155 101 45 561930 PPS Post Properties, Inc. 6,685 2,617 4,068 27 10 161931 POT Potash Corporation of Saskatchewan, Inc. 3,886,296 2,277,443 1,608,853 15,422 9,037 6,3841932 PCH Potlatch Holdings, Inc. 7,416 3,257 4,159 29 13 171933 POWL Powell Industries, Inc. 3,554 2,023 1,531 14 8 61934 POWI Power Integrations, Inc. 833 474 359 3 2 11935 PWER Power-One, Inc. 192,318 125,555 66,763 763 498 2651936 PWAV Powerwave Technologies, Inc. 11,274 9,694 1,580 45 38 61937 POZN POZEN, Inc. 126,880 84,695 42,185 503 336 1671938 PPG PPG Industries, Inc. 44,909 28,081 16,828 178 111 671939 PPL PPL Corporation 44,283 25,480 18,803 176 101 751940 PX Praxair, Inc. 50,290 31,186 19,104 200 124 761941 PCP Precision Castparts Corp. 83,042 42,529 40,513 330 169 1611942 PDS Precision Drilling Corporation 16,183 12,996 3,187 64 52 131943 PGI Premiere Global Services, Inc. 34 34 0 0 0 01944 PPD Pre-Paid Legal Services, Inc. 20,540 6,977 13,563 82 28 541945 PCLN Priceline.com, Inc. 709,183 358,029 351,154 2,814 1,421 1,3931946 PSMT PriceSmart, Inc. 1,928 1,540 388 8 6 21947 PDE Pride International 168,621 110,562 58,059 669 439 2301948 PRI Primerica, Inc. 5,210 3,531 1,679 28 19 91949 PFG Principal Financial Group, Inc. 49,021 34,583 14,438 195 137 571950 PVTB PrivateBancorp, Inc. 21,572 13,804 7,768 86 55 311951 PRA ProAssurance Corporation 4,830 2,787 2,043 19 11 81952 PG Procter & Gamble Company (The) 1,896,741 1,015,984 880,757 7,527 4,032 3,4951953 PGNX Progenics Pharmaceuticals, Inc. 19,766 14,319 5,447 78 57 221954 PGN Progress Energy, Inc. 49,506 30,291 19,215 196 120 761955 PLD ProLogis 127,978 74,723 53,255 508 297 2111956 PSEC Prospect Capital Corporation 36,046 26,013 10,033 143 103 401957 PRSP Prosperity Bancshares, Inc. 4,074 2,501 1,573 16 10 61958 PLX Protalix BioTherapeutics, Inc. 40,949 27,683 13,266 162 110 531959 PL Protective Life Corporation 22,874 15,530 7,344 91 62 291960 PVX Provident Energy Ltd. 46,491 37,837 8,654 184 150 341961 PRU Prudential Financial, Inc. 377,498 203,825 173,673 1,498 809 6891962 PUK Prudential PLC 6,174 2,995 3,179 30 15 161963 PSB PS Business Parks, Inc. 772 335 437 3 1 21964 PSDV pSivida Corporation 7,488 5,859 1,629 30 23 61965 PSSI PSS World Medical 25,942 16,121 9,821 103 64 391966 PSYS Psychiatric Solutions, Inc. 161,046 128,863 32,183 639 511 1281967 PEG Public Service Enterprise Group, Incorporated 22,050 15,138 6,912 88 60 271968 PSA Public Storage 36,379 21,851 14,528 144 87 581969 PUDA Puda Coal, Inc. 48,579 31,774 16,805 239 157 831970 PHM PulteGroup, Inc. 361,409 224,876 136,533 1,434 892 5421971 QEP QEP Resources, Inc. 23,337 8,303 15,034 182 65 1171972 QGEN Qiagen N.V. 5,487 1,617 3,870 22 6 151973 XING Qiao Xing Universal Resources, Inc. 16,096 11,980 4,116 64 48 161974 QLIK QLIK Technologies, Inc. 18,810 12,908 5,902 171 117 541975 QLGC QLogic Corporation 79,834 66,686 13,148 317 265 521976 QLTI QLT, Inc. 9,023 6,130 2,893 36 24 111977 QCOM QUALCOMM, Inc. 3,505,369 2,269,124 1,236,245 13,910 9,004 4,9061978 QSII Quality Systems, Inc. 34,490 16,084 18,406 137 64 731979 PWR Quanta Services, Inc. 84,249 52,120 32,129 334 207 1271980 QTM Quantum Corporation 111 111 0 3 3 01981 DGX Quest Diagnostics, Incorporated 91,783 54,770 37,013 364 217 1471982 QSFT Quest Software, Inc. 18,769 14,121 4,648 74 56 181983 STR Questar Corporation 76,197 52,965 23,232 302 210 921984 QCOR Questor Pharmaceuticals, Inc. 69,490 53,698 15,792 276 213 63





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2369 TDC Teradata Corporation 51,487 39,977 11,510 204 159 462370 TER Teradyne, Inc. 141,368 108,251 33,117 561 430 1312371 TEX Terex Corporation 217,710 153,713 63,997 864 610 2542372 TX Ternium S.A. 32,306 19,324 12,982 128 77 522373 TRA Terra Industries, Inc. 257,985 174,655 83,330 1,024 693 3312374 TTT Terra Nova Royalty Corp. 12,720 7,023 5,697 67 37 302375 TMRK Terremark Worldwide, Inc. 10,740 4,723 6,017 43 19 242376 TESO Tesco Corporation 3,871 2,626 1,245 15 10 52377 TSO Tesoro Corporation 357,114 258,577 98,537 1,417 1,026 3912378 TSRA Tessera Technologies, Inc. 86,310 52,052 34,258 343 207 1362379 TTEK Tetra Tech, Inc. 8,107 5,001 3,106 32 20 122380 TTI TETRA Technologies, Inc. (New) 16,692 10,944 5,748 66 43 232381 TEVA Teva Pharmaceutical Industries Limited ADR 1,008,162 608,593 399,569 4,001 2,415 1,5862382 TXI Texas Industries, Inc. 35,592 10,034 25,558 141 40 1012383 TXN Texas Instruments, Incorporated 981,603 560,918 420,685 3,895 2,226 1,6692384 TXRH Texas Roadhouse, Inc. 24,002 20,174 3,828 95 80 152385 TXT Textron, Inc. 304,324 211,780 92,544 1,208 840 3672386 TFSL TFS Financial Corp. 21,188 3,606 17,582 84 14 702387 ANDE The Andersons, Inc. 11,879 7,643 4,236 47 30 172388 BK The Bank of New York Mellon Corporation 358,755 223,691 135,064 1,424 888 5362389 BX The Blackstone Group LP 670,005 416,465 253,540 2,659 1,653 1,0062390 BONT The Bon-Ton Stores, Inc. 20,377 16,251 4,126 81 64 162391 BCO The Brink's Company 11,185 8,775 2,410 44 35 102392 BKE The Buckle, Inc. 40,889 20,283 20,606 162 80 822393 CATO The Cato Corporation 1,861 1,185 676 7 5 32394 DTV The DIRECTV Group, Inc. 472,729 315,131 157,598 1,876 1,251 6252395 DM The Dolan Company 13,514 9,829 3,685 54 39 152396 DBRN The Dress Barn, Inc. 46,287 22,186 24,101 184 88 962397 FINL The Finish Line - CL A 33,819 27,207 6,612 134 108 262398 GEO The GEO Group, Inc. 579 245 334 2 1 12399 GS The Goldman Sachs Group, Inc. 7,100,889 4,006,843 3,094,046 28,178 15,900 12,2782400 HSY The Hershey Company 210,301 150,259 60,042 835 596 2382401 SJM The J.M. Smucker Company 18,785 10,028 8,757 75 40 352402 LG The Laclede Group, Inc. 1,907 1,265 642 8 5 32403 MIDD The Middleby Corporation 11,039 5,995 5,044 44 24 202404 NDAQ The Nasdaq OMX Group, Inc. 123,965 70,537 53,428 492 280 2122405 PTRY The Pantry, Inc. 9,194 7,018 2,176 36 28 92406 PBG The Pepsi Bottling Group, Inc. 2,574 685 1,889 10 3 72407 PGR The Progressive Corporation 29,341 17,853 11,488 116 71 462408 RYL The Ryland Group, Inc. 90,160 40,248 49,912 358 160 1982409 SMG The Scotts Miracle-Gro Company 16,371 12,719 3,652 65 50 142410 SHAW The Shaw Group, Inc. 91,245 58,205 33,040 362 231 1312411 SPNC The Spectranetics Corporation 1,971 1,673 298 8 7 12412 JOE The St Joe Company 162,298 81,251 81,047 644 322 3222413 TBL The Timberland Company 19,177 11,946 7,231 76 47 292414 TRV The Travelers Companies, Inc. 118,142 68,400 49,742 469 271 1972415 ULTI The Ultimate Software Group, Inc. 5,619 3,747 1,872 22 15 72416 VAL The Valspar Corporation 7,521 6,318 1,203 30 25 52417 DIS The Walt Disney Company 748,179 447,836 300,343 2,969 1,777 1,1922418 WRC The Warnaco Group, Inc. 18,240 12,774 5,466 72 51 222419 WTSLA The Wet Seal, Inc. 1,827 1,731 96 7 7 02420 NCTY The9 Limited 2,103 1,468 635 8 6 32421 THRX Theravance, Inc. 13,762 6,828 6,934 55 27 282422 TMO Thermo Fisher Scientific, Inc. 296,646 175,117 121,529 1,177 695 4822423 TNB Thomas & Betts Corporation 5,355 4,428 927 21 18 42424 TC Thompson Creek Metals Company, Inc. 59,990 37,258 22,732 238 148 902425 THO Thor Industries, Inc. 16,122 8,212 7,910 64 33 312426 THOR Thoratec Corporation 49,234 30,757 18,477 195 122 732427 TMA Thornburg Mortgage, Inc. 5 0 5 0 0 02428 THQI THQ, Inc. 12,427 8,539 3,888 49 34 152429 TIBX TIBCO Software 107,314 85,026 22,288 426 337 882430 TICC Ticc Capital Corporation 8,171 7,158 1,013 32 28 42431 TKTM Ticketmaster Entertainment, Inc. 487 336 151 2 1 12432 TDW Tidewater, Inc. 45,755 25,199 20,556 182 100 82





2433 TIF Tiffany & Co. 207,559 91,133 116,426 824 362 4622434 THI Tim Hortons, Inc. 2,865 2,097 768 11 8 32435 TSU Tim Participacoes SA 4,974 4,323 651 24 20 32436 TWC Time Warner Cable, Inc. 49,880 21,551 28,329 198 86 1122437 TWX Time Warner, Inc. 484,981 337,210 147,771 1,925 1,338 5862438 TKR Timken Company (The) 12,182 9,111 3,071 48 36 122439 TWI Titan International, Inc. 8,367 7,491 876 33 30 32440 TITN Titan Machinery, Inc. 12,652 10,110 2,542 50 40 102441 TIE Titanium Metals Corporation 355,642 255,971 99,671 1,411 1,016 3962442 TIVO TiVo, Inc. 1,072,828 748,241 324,587 4,257 2,969 1,2882443 TJX TJX Companies, Inc. (The) 77,596 49,554 28,042 308 197 1112444 TNS TNS, Inc. 3,389 2,427 962 13 10 42445 TOL Toll Brothers, Inc. 263,070 139,266 123,804 1,044 553 4912446 TMK Torchmark Corporation 19,829 16,317 3,512 79 65 142447 TRGL Toreador Resources Corporation 33,047 24,443 8,604 131 97 342448 TD Toronto Dominion Bank 69,731 45,039 24,692 277 179 982449 TOT Total S.A. (ADR) 141,437 86,701 54,736 561 344 2172450 TSS Total System Services, Inc. 12,533 7,248 5,285 50 29 212451 TWGP Tower Group, Inc. 3,675 1,825 1,850 15 7 72452 TW Towers Watson & Co. 11,679 2,883 8,796 70 17 532453 TM Toyota Motor Corporation ADR 440,407 169,734 270,673 1,748 674 1,0742454 TSCO Tractor Supply Company 39,010 25,014 13,996 155 99 562455 TRAD Tradestation Group, Inc. 4,311 3,979 332 17 16 12456 TRH Transatlantic Holdings, Inc. 4,756 2,314 2,442 19 9 102457 TAT TransAtlantic Petroleum Ltd. 1,999 1,956 43 36 36 12458 TRP TransCanada Corporation 7,418 6,350 1,068 29 25 42459 TDG TransDigm Group, Inc. 10,130 7,021 3,109 40 28 122460 TGA TransGlobe Energy Corporation 31,656 28,532 3,124 126 113 122461 RIG Transocean Ltd. 2,949,564 1,763,493 1,186,071 11,705 6,998 4,7072462 TG Tredegar Corporation 75 15 60 0 0 02463 THS TreeHouse Foods, Inc. 7,757 3,465 4,292 31 14 172464 TREX Trex Company, Inc. 4,935 3,669 1,266 20 15 52465 TRMA Trico Marine Services, Inc. 10,925 6,613 4,312 43 26 172466 TRID Trident Microsystems, Inc. 5,253 4,914 339 21 20 12467 TRMB Trimble Navigation Limited 8,666 3,870 4,796 34 15 192468 TSL Trina Solar Limited 369,945 246,797 123,148 1,468 979 4892469 TRN Trinity Industries, Inc. 38,655 22,222 16,433 153 88 652470 GTS Triple-S Management Corporation 742 357 385 3 1 22471 TQNT Triquint Semiconductor, Inc. 115,282 98,584 16,698 457 391 662472 TRLG True Religon Apparel, Inc. 45,722 26,744 18,978 181 106 752473 TRST Trustco Bank Corporation 244 10 234 1 0 12474 TRW TRW Automotive Holdings Corporation 52,536 29,592 22,944 208 117 912475 TNP Tsakos Energy Navigation Ltd. 13,560 5,490 8,070 54 22 322476 TTMI TTM Technologies, Inc. 3,429 1,975 1,454 14 8 62477 TUES Tuesday Morning Corporation 3,537 2,899 638 14 12 32478 TUP Tupperware Brands 39,070 20,521 18,549 155 81 742479 TKC Turkcell Iietisim Hizmetler AS 17,332 12,181 5,151 69 48 202480 TPC Tutor Perini Corporation 5,583 4,187 1,396 22 17 62481 TWTC TW Telecom, Inc. 4,465 3,954 511 18 16 22482 TWO Two Harbors Investment Corporation 2,029 639 1,390 37 12 252483 TYC Tyco International Limited 191,465 138,673 52,792 760 550 2092484 TSN Tyson Foods, Inc. (Class A) 221,011 143,690 77,321 877 570 3072485 USB U.S. Bancorp 880,691 529,639 351,052 3,495 2,102 1,3932486 GROW U.S. Global Investors, Inc. 3,562 1,960 1,602 14 8 62487 UBS UBS AG 178,464 108,934 69,530 708 432 2762488 UGI UGI Corporation 3,459 2,844 615 14 11 22489 UIL UIL Holdings Corporation 7,898 2,545 5,353 31 10 212490 ULTA Ulta Salon, Cosmetics & Fragrance, Inc. 4,057 2,993 1,064 16 12 42491 UPL Ultra Petroleum Corp. 283,448 195,812 87,636 1,125 777 3482492 UGP Ultrapar Participacoes SA 244 147 97 4 2 22493 UTEK Ultratech, Inc. 12,846 11,062 1,784 51 44 72494 UMBF UMB Financial Corporation 2,093 936 1,157 8 4 52495 UMPQ Umpqua Holdings Corporation 5,328 1,743 3,585 21 7 142496 UA Under Armour, Inc. 121,498 72,301 49,197 482 287 195





2497 UNF UniFirst Corporation 1,909 1,062 847 8 4 32498 UN Unilever N.V. 18,021 10,731 7,290 72 43 292499 UL Unilever Plc 5,739 3,483 2,256 23 14 92500 UNP Union Pacific Corporation 503,107 258,855 244,252 1,996 1,027 9692501 UIS Unisys Corporation 51,371 32,801 18,570 204 130 742502 UNT Unit Corporation 22,805 16,117 6,688 90 64 272503 UCBI United Community Banks, Inc. 1,405 1,022 383 6 4 22504 UAL United Continental Holdings, Inc. 1,099,294 634,791 464,503 4,362 2,519 1,8432505 UDR United Dominion Realty Trust 7,317 4,084 3,233 29 16 132506 UMC United Microelectronics Corporation 1,888 1,691 197 7 7 12507 UNFI United Natural Foods, Inc. (New) 5,649 3,935 1,714 22 16 72508 UNTD United Online, Inc. 9,916 8,241 1,675 39 33 72509 UPS United Parcel Service, Inc. 1,373,259 979,740 393,519 5,449 3,888 1,5622510 URI United Rentals, Inc. 62,028 40,818 21,210 246 162 842511 USM United States Cellular Corporation 468 124 344 2 0 12512 X United States Seel Corporation 3,707,245 2,167,552 1,539,693 14,711 8,601 6,1102513 USTR United Stationers, Inc. 6,057 2,226 3,831 24 9 152514 UTX United Technologies Corporation 463,760 246,507 217,253 1,840 978 8622515 UTHR United Therapeutics Corp. 50,503 36,569 13,934 200 145 552516 UNH UnitedHealth Group 1,124,239 731,566 392,673 4,461 2,903 1,5582517 UAM Universal American Financial Corp. 5,762 3,171 2,591 23 13 102518 UVV Universal Corporation 15,216 10,319 4,897 60 41 192519 PANL Universal Display Corporation 32,809 23,410 9,399 130 93 372520 UEIC Universal Electronics, Inc. 280 110 170 1 0 12521 UHS Universal Health Services, Inc. 56,560 34,274 22,286 224 136 882522 UTA Universal Travel Group 42,124 25,509 16,615 167 101 662523 UNM Unum Group 24,285 16,955 7,330 96 67 292524 UQM UQM Technologies, Inc. 1,727 1,379 348 29 23 62525 URBN Urban Outfitters, Inc. 165,098 85,526 79,572 655 339 3162526 UPI Uroplasty, Inc. 3,594 2,620 974 27 20 72527 URS URS Corporation 14,087 10,752 3,335 56 43 132528 LCC US Airways Group, Inc, (New) 405,970 323,757 82,213 1,611 1,285 3262529 USEG US Energy Corporation 19,596 15,488 4,108 78 61 162530 UXG US Gold Corporation 28,284 24,947 3,337 112 99 132531 USNA USANA Health Sciences, Inc. 20,436 8,464 11,972 81 34 482532 USU USEC, Inc. 120,213 86,864 33,349 477 345 1322533 USG USG Corporation 176,310 114,421 61,889 700 454 2462534 YSI U-Store-It Trust 910 748 162 4 3 12535 UTSI UTStarcom, Inc. 13,425 11,016 2,409 53 44 102536 VFC V.F. Corporation 19,284 11,207 8,077 77 44 322537 EGY VAALCO Energy, Inc. 6,200 5,439 761 25 22 32538 MTN Vail Resorts, Inc. (New) 17,054 4,736 12,318 68 19 492539 VCI Valassis Communications, Inc. 89,189 60,835 28,354 354 241 1132540 VALE Vale SA 1,673,323 985,877 687,446 6,640 3,912 2,7282541 VALE/P Vale SA 7,711 7,022 689 31 29 32542 VRX Valeant Pharmaceuticals International 82,051 48,592 33,459 326 193 1332543 BVF Valeant Pharmaceuticals International, Inc. 42,029 26,873 15,156 167 107 602544 VLNC Valence Technology, Inc. 737 625 112 3 2 02545 VLO Valero Energy Corp 1,026,263 769,487 256,776 4,072 3,054 1,0192546 VR Validus Holdings Limited 12,036 5,962 6,074 48 24 242547 VLY Valley National Bancorp 33,982 19,412 14,570 135 77 582548 VMI Valmont Industries, Inc. 16,790 7,907 8,883 67 31 352549 VCLK ValueClick, Inc. 79,063 34,463 44,600 314 137 1772550 VIT Vanceinfo Technologies, Inc. 71,482 41,014 30,468 284 163 1212551 VNDA Vanda Pharmaceuticals, Inc. 27,320 13,507 13,813 108 54 552552 VNR Vanguard Natural Resources LLC 37,057 22,410 14,647 151 91 602553 VAR Varian Associates, Inc. 37,438 19,986 17,452 149 79 692554 VSEA Varian Semiconductor Equipment Associates, Inc. 37,921 25,255 12,666 150 100 502555 VARI Varian, Inc. 7,580 477 7,103 30 2 282556 VDSI VASCO Data Security International, Inc. 5,681 4,089 1,592 23 16 62557 VASC Vascular Solutions, Inc. (New) 2,999 2,155 844 12 9 32558 WOOF VCA Antech, Inc. 21,664 8,408 13,256 86 33 532559 VGR Vector Group Ltd. 5,207 2,983 2,224 21 12 92560 VVC Vectren Corporation 5,497 4,502 995 22 18 4





2561 VECO Veeco Instruments, Inc. 493,346 283,517 209,829 1,958 1,125 8332562 VQ Venoco, Inc. 6,197 3,679 2,518 25 15 102563 VTR Ventas, Inc. 28,915 19,275 9,640 115 76 382564 VE Veolia Environnment 20,143 11,681 8,462 80 46 342565 VRA Vera Bradley, Inc. 710 374 336 18 9 82566 VRNM Verenium Corporation 2,400 1,664 736 10 7 32567 PAY VeriFone Systems, Inc. 80,429 55,591 24,838 319 221 992568 VRGY Verigy Ltd. 46,014 31,290 14,724 183 124 582569 VRNT Verint Systems, Inc. 189 12 177 1 0 12570 VRSN Verisign, Inc. 276,742 211,526 65,216 1,098 839 2592571 VRSK Verisk Analytics, Inc. 6,473 4,025 2,448 26 16 102572 VZ Verizon Communications, Inc. 2,199,324 1,434,857 764,467 8,727 5,694 3,0342573 VRS Verso Paper Co. 11,716 10,542 1,174 46 42 52574 VRTX Vertex Pharmaceuticals, Inc. 151,240 75,007 76,233 600 298 3032575 VIA Viacom, Inc. Class A 4,080 3,215 865 16 13 32576 VIA.B Viacom, Inc. Class B 150,609 76,207 74,402 598 302 2952577 VSAT ViaSat, Inc 7,543 6,074 1,469 30 24 62578 VICL Vical, Incorporated (New) 22,813 21,277 1,536 91 84 62579 VICR Vicor Corporation (New) 6,885 2,972 3,913 27 12 162580 VIP VimpelCom 147,408 85,496 61,912 585 339 2462581 VMED Virgin Media, Inc. 131,542 82,043 49,499 522 326 1962582 VHC VirnetX Holding Corporation 248,351 186,736 61,615 1,177 885 2922583 VPHM ViroPharma, Incorporated 32,815 26,481 6,334 130 105 252584 V Visa, Inc. 2,198,683 1,371,919 826,764 8,725 5,444 3,2812585 VSH Vishay Intertechnology, Inc. 24,090 11,500 12,590 96 46 502586 VPG Vishay Precision Group, Inc. 1,381 337 1,044 11 3 92587 VISN VisionChina Media, Inc. 25,301 21,575 3,726 100 86 152588 VGZ Vista Gold Corp. 13,503 12,358 1,145 54 49 52589 VPRT VistaPrint Limited 74,201 50,143 24,058 294 199 952590 VITC Vitacost.com, Inc. 13,869 11,971 1,898 55 48 82591 VSI Vitamin Shoppe, Inc. 8,418 4,024 4,394 33 16 172592 VIV Vivo Participacoes S.A. 25,824 17,432 8,392 102 69 332593 VVUS VIVUS, Inc. 1,142,615 754,387 388,228 4,534 2,994 1,5412594 VMW Vmware, Inc. 550,087 358,768 191,319 2,183 1,424 7592595 CALL Vocaltec Communications Ltd. 4,110 3,194 916 50 38 112596 VOD Vodafone Group PLC ADR 242,437 174,703 67,734 962 693 2692597 VOLC Volcano Corporation 20,536 14,358 6,178 81 57 252598 VLCM Volcom, Inc. 4,093 2,581 1,512 16 10 62599 VOL Volt Information Sciences, Inc. 4,944 877 4,067 20 3 162600 VLTR Volterra Semiconductor Corporation 33,193 15,029 18,164 132 60 722601 VNO Vornado Realty Trust 129,481 46,348 83,133 514 184 3302602 VMC Vulcan Materials 118,973 70,272 48,701 472 279 1932603 WTI W&T Offshore, Inc. 29,589 13,565 16,024 117 54 642604 GRA W.R. Grace & Co. 56,110 38,841 17,269 223 154 692605 WNC Wabash National Corporation (New) 7,384 6,191 1,193 29 25 52606 WBC WABCO Holdings, Inc. 20,927 9,402 11,525 83 37 462607 WAB Wabtec Corp. 9,132 3,786 5,346 36 15 212608 WDR Waddell & Reed Financial, Inc. 3,955 1,701 2,254 16 7 92609 WAG Walgreen Company 621,323 382,195 239,128 2,466 1,517 9492610 WMT Wal-Mart Stores, Inc. 1,768,559 1,087,060 681,499 7,018 4,314 2,7042611 WLT Walter Energy, Inc. 398,709 238,868 159,841 1,582 948 6342612 WAC Walter Investment Management Corporation 26,459 11,172 15,287 105 44 612613 WCRX Warner Chilcott Limited 113,304 58,925 54,379 450 234 2162614 WMG Warner Music Group Corp. (New) 1,141 853 288 5 3 12615 WRES Warren Resources, Inc. 6,822 6,463 359 27 26 12616 WFSL Washington Federal, Inc. 4,078 2,294 1,784 16 9 72617 WRE Washington Real Estate Investment Trust 6,937 4,135 2,802 28 16 112618 WCN Waste Connections, Inc. 2,270 1,773 497 9 7 22619 WM Waste Management, Inc. 149,350 117,332 32,018 593 466 1272620 WSII Waste Services, Inc. 739 495 244 3 2 12621 WAT Waters Corporation 20,282 14,686 5,596 80 58 222622 WSO Watsco, Inc. 8,060 4,193 3,867 32 17 152623 WPI Watson Pharmaceuticals, Inc. 46,903 37,945 8,958 186 151 362624 WTS Watts Water Technologies, Inc. 5,320 3,066 2,254 21 12 9





2625 WPP Wausau Paper Corporation 515 399 116 2 2 02626 WAVX Wave Systems Corp. 19,019 17,463 1,556 98 90 82627 WFT Weatherford International Ltd. 1,403,424 978,365 425,059 5,569 3,882 1,6872628 WBMD WebMD Health Corp. 29,248 17,397 11,851 116 69 472629 WBSN Websense, Inc. 17,880 12,914 4,966 71 51 202630 WBS Webster Financial Corp. 12,650 9,988 2,662 50 40 112631 WTW Weight Watchers International, Inc. 9,833 6,339 3,494 39 25 142632 WRI Weingarten Realty Investors 15,562 6,750 8,812 62 27 352633 WCG Wellcare Health Plans, Inc. 44,925 27,753 17,172 178 110 682634 WLP WellPoint Health Networks, Inc. 1,023,611 658,832 364,779 4,062 2,614 1,4482635 WFC Wells Fargo & Company 4,490,157 2,329,516 2,160,641 17,818 9,244 8,5742636 WEN Wendy's/Arby's Group, Inc. 109,811 86,822 22,989 436 345 912637 WERN Werner Enterprises, Inc. 8,019 4,380 3,639 32 17 142638 WCC WESCO Interntional, Inc. 12,339 8,180 4,159 49 32 172639 WABC WestAmerica Bancorporation 5,532 3,034 2,498 22 12 102640 WR Westar Energy, Inc. 2,642 1,341 1,301 10 5 52641 WAL Western Alliance Bancorp 7,090 3,664 3,426 28 15 142642 WDC Western Digital Corporation 675,766 378,396 297,370 2,682 1,502 1,1802643 WES Western Gas Partners LP 3,527 2,709 818 14 11 32644 WNR Western Refining, Inc. 116,637 79,938 36,699 463 317 1462645 WU Western Union Company 208,106 127,434 80,672 826 506 3202646 WLK Westlake Chemical Corporation 11,199 4,185 7,014 44 17 282647 WPRT Westport Innovations, Inc. 24,931 19,139 5,792 177 136 412648 WY Weyerhaeuser Company 205,060 123,412 81,648 814 490 3242649 WGL WGL Holdings, Inc. 3,041 2,135 906 12 8 42650 WHR Whirlpool Corporation 376,013 208,450 167,563 1,492 827 6652651 WLL Whiting Petroleum Corporation 127,957 65,368 62,589 508 259 2482652 WTNY Whitney Holding Corporation 6,407 4,765 1,642 25 19 72653 WFMI Whole Foods Market, Inc. 533,146 278,267 254,879 2,116 1,104 1,0112654 WG Willbros Group, Inc. 6,762 3,313 3,449 27 13 142655 WMB Williams Companies, Inc. (The) 418,995 283,428 135,567 1,663 1,125 5382656 WPZ Williams Partners LP 49,506 36,617 12,889 196 145 512657 WSM Williams-Sonoma, Inc. 128,093 63,052 65,041 508 250 2582658 WSH Willis Group Holdings Limited 2,649 908 1,741 11 4 72659 WL Wilmington Trust Corporation 4,601 1,013 3,588 18 4 142660 WBD Wimm-Bill-Dann Foods 23,085 14,070 9,015 92 56 362661 WIN Windstream Corporation 106,883 80,931 25,952 424 321 1032662 WINN Winn-Dixie Stores, Inc. 5,189 4,359 830 21 17 32663 WGO Winnebago Industries, Inc. 28,779 20,000 8,779 114 79 352664 WIT Wipro Limited 17,784 10,200 7,584 71 40 302665 WEC Wisconsin Energy Corporation 417 323 94 2 1 02666 WMS WMS Industries, Inc. 42,302 20,585 21,717 168 82 862667 WATG Wonder Auto Technology, Inc. 41,283 21,579 19,704 164 86 782668 WGOV Woodward, Inc. 4,829 3,663 1,166 19 15 52669 WRLD World Acceptance Corporation 43,563 12,858 30,705 173 51 1222670 INT World Fuel Services Corporation 28,487 19,620 8,867 113 78 352671 WOR Worthington Industries, Inc. 14,417 10,046 4,371 57 40 172672 WPPGY WPP Group, plc 4,034 1,967 2,067 16 8 82673 WMGI Wright Medical Group, Inc. 9,882 4,419 5,463 39 18 222674 WX WuXi PharaTech Cayman, Inc. 35,679 25,455 10,224 142 101 412675 WYN Wyndham Worldwide Corporation 67,413 41,561 25,852 268 165 1032676 WYNN Wynn Resorts, Limited 1,025,277 524,724 500,553 4,069 2,082 1,9862677 XEL Xcel Energy, Inc. 15,413 11,517 3,896 61 46 152678 XNPT Xenoport, Inc. 71,171 49,094 22,077 282 195 882679 XRX Xerox Corporation 466,081 305,832 160,249 1,850 1,214 6362680 XLNX Xilinix, Inc. 341,327 208,745 132,582 1,354 828 5262681 XIN Xinyuan Real Estate Company Ltd. 9,540 7,043 2,497 38 28 102682 XL XL Group plc. 276,478 173,226 103,252 1,097 687 4102683 XTO XTO Energy, Inc. 200,169 107,832 92,337 794 428 3662684 XUE Xueda Education Group 188 78 110 6 2 32685 XRTX Xyratek Ltd. 98,259 69,777 28,482 390 277 1132686 YHOO Yahoo!, Inc. 2,348,467 1,609,748 738,719 9,319 6,388 2,9312687 AUY Yamana Gold, Inc. 1,343,447 1,039,436 304,011 5,331 4,125 1,2062688 YZC Yanzhou Coal Mining Company 32,435 19,556 12,879 129 78 51





2689 YGE Yingli Green Energy Holding Company 360,780 244,875 115,905 1,432 972 4602690 YONG Yongye International, Inc. 74,957 40,546 34,411 297 161 1372691 UBET Youbet.com, Inc. 388 62 326 2 0 12692 YRCW YRC Worldwide, Inc. 1,586,415 815,677 770,738 6,295 3,237 3,0582693 YTEC Yucheng Technologies Ltd. 11,565 8,978 2,587 46 36 102694 YUII Yuhe International, Inc. 179 90 89 7 3 32695 YUM YUM! Brands, Inc. 338,126 195,286 142,840 1,342 775 5672696 ZAGG Zagg, Incorp. 46,585 34,012 12,573 185 135 502697 ZLC Zale Corporation 68,038 17,809 50,229 270 71 1992698 ZBRA Zebra Technologies, Inc. 5,101 3,855 1,246 20 15 52699 HOGS Zhongpin, Inc. 47,796 28,823 18,973 190 114 752700 ZMH Zimmer Holdings, Inc. 88,305 47,052 41,253 350 187 1642701 ZION Zions Bancorporation 726,635 303,850 422,785 2,883 1,206 1,6782702 ZIOP Ziopharm Oncology, Inc. 45,809 25,810 19,999 187 105 822703 ZOLT Zoltek Companies, Inc. (New) 22,765 13,360 9,405 90 53 372704 ZRAN Zoran Corp. 28,585 16,924 11,661 113 67 462705 ZUMZ Zumiez, Inc. 14,913 8,999 5,914 59 36 232706 ZGEN Zymogenetics, Inc. 19,261 10,279 8,982 76 41 36


CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS)


1 C Citigroup, Inc. 46,607,837 35,750,287 10,857,550 184,952 141,866 43,0862 BAC Bank of America Corporation 24,107,101 15,194,410 8,912,691 95,663 60,295 35,3683 AAPL Apple, Inc. 19,486,484 11,736,483 7,750,001 77,327 46,573 30,7544 F Ford Motor Company 9,430,446 6,524,567 2,905,879 37,422 25,891 11,5315 GE General Electric Company 8,387,200 5,207,083 3,180,117 33,283 20,663 12,6206 JPM JPMorgan Chase & Co. 7,938,691 4,469,759 3,468,932 31,503 17,737 13,7667 MSFT Microsoft Corporation 7,486,923 5,141,445 2,345,478 29,710 20,403 9,3078 GS The Goldman Sachs Group, Inc. 7,100,889 4,006,843 3,094,046 28,178 15,900 12,2789 INTC Intel Corporation 6,932,579 4,627,268 2,305,311 27,510 18,362 9,14810 CSCO Cisco Systems, Inc. 6,763,599 4,544,791 2,218,808 26,840 18,035 8,80511 BP BP p.l.c. 6,183,452 3,284,204 2,899,248 24,538 13,033 11,50512 RIMM Research in Motion Limited 5,916,698 3,482,133 2,434,565 23,479 13,818 9,66113 LVS Las Vegas Sands Corp. 5,576,528 3,704,352 1,872,176 22,129 14,700 7,42914 PFE Pfizer, Inc. 5,304,241 3,957,158 1,347,083 21,049 15,703 5,34615 GOOG Google, Inc. 4,813,551 2,847,967 1,965,584 19,101 11,301 7,80016 AMZN Amazon.Com, Inc. 4,618,452 2,344,285 2,274,167 18,327 9,303 9,02417 WFC Wells Fargo & Company 4,490,157 2,329,516 2,160,641 17,818 9,244 8,57418 BIDU Baidu, Inc. ADS 4,390,589 2,692,091 1,698,498 17,423 10,683 6,74019 XOM Exxon Mobil Corporation 4,369,556 2,649,804 1,719,752 17,340 10,515 6,82420 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 3,998,049 2,103,336 1,894,713 15,865 8,347 7,51921 AA ALCOA, Inc. 3,970,894 2,505,503 1,465,391 15,758 9,942 5,81522 POT Potash Corporation of Saskatchewan, Inc. 3,886,296 2,277,443 1,608,853 15,422 9,037 6,38423 X United States Seel Corporation 3,707,245 2,167,552 1,539,693 14,711 8,601 6,11024 QCOM QUALCOMM, Inc. 3,505,369 2,269,124 1,236,245 13,910 9,004 4,90625 AIG American International Group, Inc. 3,020,002 1,857,440 1,162,562 11,984 7,371 4,61326 MGM MGM Resorts International 3,013,874 1,986,621 1,027,253 11,960 7,883 4,07627 RIG Transocean Ltd. 2,949,564 1,763,493 1,186,071 11,705 6,998 4,70728 NFLX NetFlix, Inc. 2,849,505 1,421,625 1,427,880 11,308 5,641 5,66629 PBR Petroleo Brasileiro S.A.-ADR 2,842,993 1,722,434 1,120,559 11,282 6,835 4,44730 T AT&T Corporation 2,775,394 1,690,963 1,084,431 11,013 6,710 4,30331 CAT Caterpillar, Inc. 2,447,248 1,227,302 1,219,946 9,711 4,870 4,84132 HPQ Hewlett-Packard Company 2,443,727 1,600,224 843,503 9,697 6,350 3,34733 DNDN Dendreon Corporation 2,421,732 1,505,856 915,876 9,610 5,976 3,63434 YHOO Yahoo!, Inc. 2,348,467 1,609,748 738,719 9,319 6,388 2,93135 IBM International Business Machines Corporation 2,348,149 1,352,991 995,158 9,318 5,369 3,94936 MON Monsanto Company/New 2,200,549 1,326,520 874,029 8,732 5,264 3,46837 VZ Verizon Communications, Inc. 2,199,324 1,434,857 764,467 8,727 5,694 3,03438 V Visa, Inc. 2,198,683 1,371,919 826,764 8,725 5,444 3,28139 SNDK SanDisk Corporation 2,151,499 1,295,785 855,714 8,538 5,142 3,39640 CHK Chesapeake Energy Corporation 2,116,792 1,457,497 659,295 8,400 5,784 2,61641 ORCL Oracle Corporation 1,993,865 1,239,129 754,736 7,912 4,917 2,99542 S Sprint Nextel Corporation 1,939,740 1,420,633 519,107 7,697 5,637 2,06043 MS Morgan Stanley 1,899,214 1,013,425 885,789 7,537 4,022 3,51544 PG Procter & Gamble Company (The) 1,896,741 1,015,984 880,757 7,527 4,032 3,49545 MRK Merck & Co., Inc. 1,816,529 1,152,879 663,650 7,208 4,575 2,63446 STX Seagate Technology 1,816,215 1,228,555 587,660 7,207 4,875 2,33247 DELL Dell Computer Corp. 1,805,591 1,068,458 737,133 7,165 4,240 2,92548 ABX Barrick Gold Corporation 1,794,209 1,165,513 628,696 7,120 4,625 2,49549 WMT Wal-Mart Stores, Inc. 1,768,559 1,087,060 681,499 7,018 4,314 2,70450 SIRI SIRIUS XM Radio 1,765,599 1,408,429 357,170 7,006 5,589 1,41751 KO Coca-Cola Company (The) 1,758,116 1,028,404 729,712 6,977 4,081 2,89652 FSLR First Solar, Inc. 1,741,572 835,755 905,817 6,911 3,316 3,59553 JNJ Johnson & Johnson 1,705,348 932,863 772,485 6,767 3,702 3,06554 DRYS DryShip, Inc. 1,693,894 1,375,914 317,980 6,722 5,460 1,26255 MU Micron Technology, Inc. 1,686,437 1,243,000 443,437 6,692 4,933 1,76056 NEM Newmont Mining Corporation 1,686,040 1,070,830 615,210 6,691 4,249 2,44157 VALE Vale SA 1,673,323 985,877 687,446 6,640 3,912 2,72858 HAL Halliburton Company 1,623,364 1,024,880 598,484 6,442 4,067 2,37559 PALM Palm, Inc. 1,607,694 901,401 706,293 6,380 3,577 2,80360 YRCW YRC Worldwide, Inc. 1,586,415 815,677 770,738 6,295 3,237 3,05861 SLB Schlumberger Limited 1,563,428 890,059 673,369 6,204 3,532 2,67262 SLW Silver Wheaton Corporation 1,522,731 1,038,127 484,604 6,043 4,120 1,92363 COP ConocoPhillips 1,486,125 876,653 609,472 5,897 3,479 2,41964 MOS Mosaic Company 1,473,364 938,523 534,841 5,847 3,724 2,12265 HD Home Depot, Inc. (The) 1,445,889 916,420 529,469 5,738 3,637 2,10166 NVDA NVIDIA Corporation 1,428,179 973,747 454,432 5,667 3,864 1,80367 AXP American Express Company 1,427,029 727,467 699,562 5,663 2,887 2,776



CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS)



68 MNKD Mannkind Corporation 1,424,454 1,013,180 411,274 5,653 4,021 1,63269 WFT Weatherford International Ltd. 1,403,424 978,365 425,059 5,569 3,882 1,68770 CVX Chevron Corporation 1,395,617 791,525 604,092 5,538 3,141 2,39771 BRCD Brocade Communications Systems, Inc. 1,389,255 1,095,861 293,394 5,513 4,349 1,16472 UPS United Parcel Service, Inc. 1,373,259 979,740 393,519 5,449 3,888 1,56273 ARNA Arena Pharmaceuticals, Inc. 1,368,244 748,865 619,379 5,430 2,972 2,45874 ABK AMBAC, Inc. 1,361,753 841,285 520,468 5,404 3,338 2,06575 APC Anadarko Petroleum Corporation 1,347,483 869,194 478,289 5,347 3,449 1,89876 AUY Yamana Gold, Inc. 1,343,447 1,039,436 304,011 5,331 4,125 1,20677 MOT Motorola, Inc. 1,343,009 890,308 452,701 5,329 3,533 1,79678 AMD Advanced Micro Devices, Inc. 1,339,534 829,528 510,006 5,316 3,292 2,02479 MCD McDonald's Corporation 1,332,808 751,171 581,637 5,289 2,981 2,30880 OXY Occidental Petroleum Corporation 1,332,417 674,573 657,844 5,287 2,677 2,61081 BA Boeing Company (The) 1,326,090 723,632 602,458 5,262 2,872 2,39182 EBAY eBay, Inc. 1,301,539 784,003 517,536 5,165 3,111 2,05483 BBY Best Buy Co., Inc. 1,266,597 763,703 502,894 5,026 3,031 1,99684 GG Goldcorp, Inc. 1,247,748 791,336 456,412 4,951 3,140 1,81185 ITMN InterMune, Inc. 1,222,924 719,699 503,225 4,853 2,856 1,99786 AMR AMR Corporation 1,216,625 848,554 368,071 4,828 3,367 1,46187 NOK Nokia Corporation ADR 1,215,971 781,039 434,932 4,825 3,099 1,72688 DOW Dow Chemical Company (The) 1,180,752 722,982 457,770 4,686 2,869 1,81789 GENZ Genzyme Corporation 1,172,601 731,775 440,826 4,653 2,904 1,74990 HL Hecla Mining Company 1,171,274 942,347 228,927 4,648 3,739 90891 EMC EMC Corporation 1,167,445 864,464 302,981 4,633 3,430 1,20292 BMY Bristol-Myers Squibb Company 1,163,799 744,097 419,702 4,618 2,953 1,66593 MO Altria Group, Inc. 1,152,335 633,727 518,608 4,573 2,515 2,05894 VVUS VIVUS, Inc. 1,142,615 754,387 388,228 4,534 2,994 1,54195 CIEN Ciena Corporation 1,132,703 648,208 484,495 4,495 2,572 1,92396 UNH UnitedHealth Group 1,124,239 731,566 392,673 4,461 2,903 1,55897 MRVL Marvell Technology Group Ltd. 1,112,237 695,218 417,019 4,414 2,759 1,65598 AMGN Amgen, Inc. 1,103,150 714,340 388,810 4,378 2,835 1,54399 CLF Cliffs Natural Resources, Inc. 1,102,839 657,286 445,553 4,376 2,608 1,768

100 UAL United Continental Holdings, Inc. 1,099,294 634,791 464,503 4,362 2,519 1,843


CASH INDEX OPTIONS - 2010

Standard & Poor’s IndexesStandard & Poor’s 100 Index Options (OEX® ): March 11, 1983.European-Style Standard & Poor’s 100 Index Options (XEO® ): July 23, 2001.Standard & Poor’s 500 Index Options (SPXTM ): July 1, 1983 (American-style), April 2, 1986 (European-style).Standard & Poor’s Long-Dated Options (SPL): October 19, 1987.Mini S&P 500 Index (XSP): October 25, 2005.Standard & Poor's 500 Dividend Index Options (DVS): March 5, 2010.

Dow Jones AveragesOptions on the Dow Jones Industrial AverageSM (DJX): October 6, 1997.Options on the Dow Jones Utility AverageSM (DUX): October 6, 1997.Jumbo Options on the Dow Jones Industrial Average (DXL): October 11, 2005.

Nasdaq IndexesNasdaq-100 Index® Options (NDX): February 7, 1994.Mini Nasdaq-100 Index® Options (MNX): August 14, 2000.

Russell IndexesRussell 1000® Index (RUI): October 27, 2003.Russell 2000® Index (RUT): November 11, 1992.Russell 2000® Mini-Russell Index (RMN): January 3, 2005.

Volatility & BuyWrite IndexesCBOE Volatility Index® (VIX®): February 24, 2006.

Morgan Stanley IndexesMorgan Stanley Retail Index (MVR): October 22, 2001.

FLEX OptionsCBOE trades options on Equity and Index FLexible Exchange Options®. FLEX® Options allow users to custom-tailor most contract terms, such as expiration date, exercise style, exercise price, type, size, settlement and position limits. Visit www.cboe.com/FLEX for more information.

Binary OptionsCBOE trades Binary Options on the S&P 500 Index (SPX) and the CBOE Volatility Index (VIX). Binary contracts, at expiration, pay out a pre-determined, fixed amount or nothing at all. Expirationdates and settlement values are the same as for standard options on the same underlying. Visit www.cboe.com/BINARIES for more information.

CBOE HOLDINGS, INC. Page 53 2010 Market Statistics

CASH INDEX OPTIONS - 2010

Total CBOE Cash Index Options Contract Volume


Jan 19 9,776,220 11,534,195 21,310,415 1,121,601Feb 19 10,154,250 11,109,612 21,263,862 1,119,151Mar 23 10,911,519 14,184,523 25,096,042 1,091,132Apr 21 10,288,688 13,769,151 24,057,839 1,145,611May 20 13,907,034 19,212,019 33,119,053 1,655,953Jun 22 9,799,375 12,529,907 22,329,282 1,014,967Jul 21 8,368,269 10,414,224 18,782,493 894,404Aug 22 8,513,961 11,439,252 19,953,213 906,964Sep 21 8,909,702 12,168,015 21,077,717 1,003,701Oct 21 9,674,040 12,046,593 21,720,633 1,034,316Nov 21 9,963,873 11,792,056 21,755,929 1,035,997Dec 22 9,454,731 10,085,030 19,539,761 888,171Total 252 119,721,662 150,284,577 270,006,239 1,071,453

CBOE Cash Index Options Open Interest and Dollar Volume


Contract Volume

Open Interest in Contracts Dollar Volume


Total CBOE Cash Index Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $1,542 $1,601 $1,574 45 47 46 216,832 245,313 462,145Feb $1,448 $1,469 $1,459 43 43 43 235,043 258,238 493,281Mar $1,539 $1,200 $1,347 47 63 55 230,570 226,129 456,699Apr $1,717 $1,158 $1,397 48 58 53 214,916 235,569 450,485May $2,207 $2,184 $2,194 48 58 53 290,705 333,332 624,037Jun $1,749 $1,978 $1,877 47 54 51 206,977 231,179 438,156Jul $1,853 $1,794 $1,820 44 52 48 189,916 198,525 388,441Aug $2,200 $1,694 $1,910 49 59 54 173,686 194,984 368,670Sep $2,121 $1,512 $1,770 52 65 59 172,007 186,359 358,366Oct $1,621 $1,381 $1,488 56 64 60 171,609 188,225 359,834Nov $1,546 $1,282 $1,403 51 56 54 194,586 209,042 403,628Dec $2,097 $1,252 $1,661 54 61 58 174,832 164,857 339,689Total $1,805 $1,566 $1,672 48 56 52 2,471,679 2,671,752 5,143,431



Total CBOE Cash Index FLEX (NDX, RUT, SPX, VIX) Contract Volume


Jan 19 33,530 65,933 99,463 5,235Feb 19 30,230 42,836 73,066 3,846Mar 23 42,214 37,360 79,574 3,460Apr 21 61,336 61,809 123,145 5,864May 20 158,375 65,571 223,946 11,197Jun 22 34,909 35,845 70,754 3,216Jul 21 39,682 60,409 100,091 4,766Aug 22 50,746 48,674 99,420 4,519Sep 21 43,648 48,930 92,578 4,408Oct 21 36,414 43,940 80,354 3,826Nov 21 35,781 55,174 90,955 4,331Dec 22 43,486 54,399 97,885 4,449Total 252 610,351 620,880 1,231,231 4,886

Total CBOE Cash Index FLEX (NDX, RUT, SPX, VIX) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 103,566 132,206 235,772 $31,903,073 $179,187,198 $211,090,271Feb 103,567 135,289 238,856 $31,161,944 $55,366,050 $86,527,994Mar 89,367 130,711 220,078 $35,458,362 $24,864,947 $60,323,309Apr 113,941 155,219 269,160 $147,144,974 $148,876,604 $296,021,578May 238,754 153,643 392,397 $4,403,305,585 $134,132,028 $4,537,437,613Jun 213,921 128,416 342,337 $34,399,581 $49,996,826 $84,396,407Jul 205,734 138,777 344,511 $33,069,571 $149,638,786 $182,708,357Aug 91,029 138,001 229,030 $402,572,772 $61,423,027 $463,995,799Sep 93,299 159,635 252,934 $45,100,791 $80,814,076 $125,914,867Oct 89,433 163,884 253,317 $50,901,648 $75,725,134 $126,626,782Nov 90,027 174,887 264,914 $20,269,505 $45,224,603 $65,494,108Dec 76,267 173,834 250,101 $29,602,647 $29,101,872 $58,704,519Total -- -- -- $5,264,890,453 $1,034,351,151 $6,299,241,604

Contract Volume



Total CBOE Cash Index FLEX (NDX, RUT, SPX, VIX) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $951 $2,718 $2,122 207 377 295 162 175 337Feb $1,031 $1,293 $1,184 219 214 216 138 200 338Mar $840 $666 $758 151 187 166 279 200 479Apr $2,399 $2,409 $2,404 137 161 148 449 385 834May $27,803 $2,046 $20,261 692 122 292 229 537 766Jun $985 $1,395 $1,193 167 137 150 209 262 471Jul $833 $2,477 $1,825 142 196 171 279 308 587Aug $7,933 $1,262 $4,667 242 199 219 210 244 454Sep $1,033 $1,652 $1,360 209 217 213 209 226 435Oct $1,398 $1,723 $1,576 189 208 199 193 211 404Nov $566 $820 $720 163 208 188 220 265 485Dec $681 $535 $600 160 177 169 271 307 578Total $8,626 $1,666 $5,116 214 187 200 2,848 3,320 6,168

Total CBOE Volume for FLEX, QUARTERLY, WEEKLY and BINARY Options

SYMBOL FLEX QUARTERLY WEEKLY BINARYSPX 997,481 2,043,158 3,813,584 154,062XSP ---- 30,574 63,809 ----OEX ---- ---- 3,772,286 ----XEO ---- 23,755 477,132 ----NDX 137,769 ---- 37,610 ----RUT 95,081 ---- ---- ----DJX ---- ---- 32,405 ----VIX 900 ---- ---- 66,519

TransactionsAverage Premium Per Contract Average Contracts Per Trade


SPX (S&P 500) Contract Volume (includes LEAPS, FLEX and BINARIES)


Jan 19 5,238,032 8,580,500 13,818,532 727,291Feb 19 5,201,785 8,087,615 13,289,400 699,442Mar 23 6,630,884 10,853,295 17,484,179 760,182Apr 21 6,046,987 9,774,813 15,821,800 753,419May 20 7,822,250 14,558,373 22,380,623 1,119,031Jun 22 5,986,721 9,120,996 15,107,717 686,714Jul 21 5,252,041 7,393,455 12,645,496 602,166Aug 22 4,684,795 8,247,719 12,932,514 587,842Sep 21 5,294,261 8,528,483 13,822,744 658,226Oct 21 4,967,994 8,088,562 13,056,556 621,741Nov 21 5,062,336 8,161,333 13,223,669 629,699Dec 22 4,623,333 7,084,945 11,708,278 532,194Total 252 66,811,419 108,480,089 175,291,508 695,601

SPX (S&P 500) Open Interest and Dollar Volume (includes LEAPS, FLEX and BINARIES)


Contract Volume



SPX (S&P 500) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS, FLEX and BINARIES)

Month Call Put Total Call Put Total Call Put TotalJan $2,255 $1,793 $1,968 54 65 60 96,783 132,145 228,928Feb $1,675 $1,781 $1,740 51 59 55 102,908 138,030 240,938Mar $2,195 $1,383 $1,691 55 78 67 120,858 138,556 259,414Apr $2,612 $1,495 $1,922 58 68 64 104,739 143,317 248,056May $3,227 $2,654 $2,855 63 74 70 124,948 196,154 321,102Jun $2,372 $2,495 $2,446 61 67 65 97,689 136,446 234,135Jul $2,663 $2,269 $2,432 57 62 60 91,381 119,765 211,146Aug $2,099 $2,050 $2,068 55 69 63 84,699 119,653 204,352Sep $2,787 $1,994 $2,298 60 74 68 88,665 115,038 203,703Oct $2,829 $1,888 $2,246 61 71 67 81,182 113,941 195,123Nov $2,428 $1,703 $1,980 56 64 61 90,762 127,408 218,170Dec $3,838 $1,632 $2,503 57 69 63 81,727 103,152 184,879Total $2,589 $1,956 $2,198 57 69 64 1,166,341 1,583,605 2,749,946



XSP (Mini S&P 500 Index) Contract Volume (includes LEAPS)


Jan 19 11,747 10,300 22,047 1,160Feb 19 5,827 9,765 15,592 821Mar 23 38,174 17,870 56,044 2,437Apr 21 19,860 27,067 46,927 2,235May 20 17,362 26,072 43,434 2,172Jun 22 5,567 7,399 12,966 589Jul 21 8,315 5,723 14,038 668Aug 22 5,548 3,472 9,020 410Sep 21 3,606 6,660 10,266 489Oct 21 9,444 7,006 16,450 783Nov 21 3,836 5,992 9,828 468Dec 22 6,317 5,470 11,787 536Total 252 135,603 132,796 268,399 1,065

XSP (Mini S&P 500 Index) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 47,943 32,407 80,350 $3,101,642 $1,807,195 $4,908,837Feb 48,335 34,477 82,812 $1,796,007 $2,857,487 $4,653,494Mar 74,709 40,213 114,922 $11,531,246 $9,010,780 $20,542,026Apr 82,769 51,131 133,900 $9,003,077 $5,790,365 $14,793,442May 82,060 46,637 128,697 $3,846,179 $5,562,098 $9,408,277Jun 59,975 39,851 99,826 $804,954 $2,567,227 $3,372,181Jul 41,836 39,634 81,470 $5,526,390 $2,189,993 $7,716,383Aug 41,473 38,671 80,144 $1,433,618 $1,343,460 $2,777,078Sep 37,408 37,423 74,831 $2,891,737 $2,115,841 $5,007,578Oct 39,576 40,591 80,167 $5,489,189 $1,969,981 $7,459,170Nov 37,122 40,546 77,668 $2,432,921 $1,369,184 $3,802,105Dec 20,327 24,056 44,383 $2,870,216 $1,769,941 $4,640,157Total -- -- -- $50,727,176 $38,353,552 $89,080,728

Contract Volume



XSP (Mini S&P 500 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)

Month Call Put Total Call Put Total Call Put TotalJan $264 $175 $223 14 11 13 844 909 1,753Feb $308 $293 $298 8 13 10 764 781 1,545Mar $302 $504 $367 26 20 24 1,477 900 2,377Apr $453 $214 $315 19 26 23 1,054 1,023 2,077May $222 $213 $217 20 17 18 847 1,574 2,421Jun $145 $347 $260 8 9 9 655 832 1,487Jul $665 $383 $550 17 10 14 478 561 1,039Aug $258 $387 $308 14 7 10 400 479 879Sep $802 $318 $488 10 17 14 345 398 743Oct $581 $281 $453 20 19 20 474 365 839Nov $634 $229 $387 12 18 15 320 326 646Dec $454 $324 $394 13 18 15 469 307 776Total $374 $289 $332 17 16 16 8,127 8,455 16,582



OEX (S&P 100) Contract Volume (includes LEAPS)


Jan 19 339,264 466,617 805,881 42,415Feb 19 437,158 491,863 929,021 48,896Mar 23 511,297 499,005 1,010,302 43,926Apr 21 470,316 551,124 1,021,440 48,640May 20 664,354 663,913 1,328,267 66,413Jun 22 517,436 465,184 982,620 44,665Jul 21 434,413 347,673 782,086 37,242Aug 22 387,888 387,568 775,456 35,248Sep 21 450,955 385,228 836,183 39,818Oct 21 473,063 335,935 808,998 38,524Nov 21 486,194 417,947 904,141 43,054Dec 22 359,358 293,695 653,053 29,684Total 252 5,531,696 5,305,752 10,837,448 43,006

OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 131,302 153,138 284,440 $129,059,941 $164,858,735 $293,918,676Feb 124,523 137,528 262,051 $170,804,837 $185,737,840 $356,542,677Mar 108,938 116,525 225,463 $369,022,882 $106,351,187 $475,374,069Apr 137,055 156,727 293,782 $279,395,534 $132,669,382 $412,064,916May 158,003 131,438 289,441 $399,747,838 $469,629,892 $869,377,730Jun 129,796 114,490 244,286 $239,783,728 $250,850,628 $490,634,356Jul 113,570 119,868 233,438 $218,658,215 $164,454,179 $383,112,394Aug 121,104 104,639 225,743 $145,835,456 $156,166,591 $302,002,047Sep 142,185 131,818 274,003 $138,960,865 $88,512,281 $227,473,146Oct 160,911 108,107 269,018 $393,592,298 $79,983,881 $473,576,179Nov 143,862 95,594 239,456 $141,595,796 $100,096,272 $241,692,068Dec 79,219 84,314 163,533 $163,880,451 $51,828,626 $215,709,077Total -- -- -- $2,790,337,841 $1,951,139,494 $4,741,477,335

Contract Volume



OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)

Month Call Put Total Call Put Total Call Put TotalJan $380 $353 $365 14 15 15 23,661 30,165 53,826Feb $391 $378 $384 15 14 14 28,638 35,620 64,258Mar $722 $213 $471 18 15 16 28,886 32,602 61,488Apr $594 $241 $403 16 15 16 29,208 35,933 65,141May $602 $707 $655 18 16 17 37,882 42,254 80,136Jun $463 $539 $499 16 14 15 31,727 32,681 64,408Jul $503 $473 $490 15 13 14 28,150 27,489 55,639Aug $376 $403 $389 14 14 14 26,836 28,200 55,036Sep $308 $230 $272 18 16 17 24,796 24,076 48,872Oct $832 $238 $585 22 16 19 21,403 21,649 43,052Nov $291 $239 $267 20 17 18 24,381 24,632 49,013Dec $456 $176 $330 19 16 18 19,033 17,974 37,007Total $504 $368 $438 17 15 16 324,601 353,275 677,876



XEO (S&P 100 European Style) Contract Volume (includes LEAPS)


Jan 19 92,551 94,909 187,460 9,866Feb 19 95,443 100,898 196,341 10,334Mar 23 107,116 99,456 206,572 8,981Apr 21 106,501 113,456 219,957 10,474May 20 146,357 181,843 328,200 16,410Jun 22 126,231 119,058 245,289 11,150Jul 21 111,454 96,204 207,658 9,888Aug 22 96,069 87,106 183,175 8,326Sep 21 93,438 79,771 173,209 8,248Oct 21 97,763 88,168 185,931 8,854Nov 21 86,750 71,162 157,912 7,520Dec 22 50,791 51,487 102,278 4,649Total 252 1,210,464 1,183,518 2,393,982 9,500

XEO (S&P 100 European Style) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 53,333 57,571 110,904 $47,103,986 $47,248,787 $94,352,773Feb 56,541 53,986 110,527 $43,422,380 $46,291,918 $89,714,298Mar 54,167 49,683 103,850 $37,569,950 $32,028,964 $69,598,914Apr 60,676 64,309 124,985 $57,643,455 $60,180,974 $117,824,429May 64,578 87,791 152,369 $91,592,399 $152,546,091 $244,138,490Jun 59,945 51,580 111,525 $66,039,638 $106,752,755 $172,792,393Jul 49,389 49,473 98,862 $58,918,491 $81,545,765 $140,464,256Aug 44,722 42,716 87,438 $40,965,556 $57,334,077 $98,299,633Sep 42,607 35,246 77,853 $41,527,304 $42,083,621 $83,610,925Oct 48,087 44,870 92,957 $50,162,484 $47,782,276 $97,944,760Nov 39,375 37,952 77,327 $30,388,171 $31,467,368 $61,855,539Dec 20,300 24,581 44,881 $27,727,425 $22,025,345 $49,752,770Total -- -- -- $593,061,239 $727,287,941 $1,320,349,180

Contract Volume



XEO (S&P 100 European Style) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)




DJX (Dow Jones Industrial Average) Contract Volume (includes LEAPS)



DJX (Dow Jones Industrial Average) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 205,570 242,728 448,298 $36,591,753 $34,027,934 $70,619,687Feb 219,474 265,944 485,418 $19,410,372 $33,982,040 $53,392,412Mar 166,143 234,881 401,024 $28,356,018 $25,917,440 $54,273,458Apr 188,476 274,010 462,486 $51,805,970 $24,349,929 $76,155,899May 234,833 290,210 525,043 $34,479,478 $63,780,929 $98,260,407Jun 171,395 197,710 369,105 $24,951,977 $33,100,333 $58,052,310Jul 187,958 222,610 410,568 $44,248,424 $63,529,558 $107,777,982Aug 197,436 234,159 431,595 $28,068,200 $27,532,486 $55,600,686Sep 163,910 203,617 367,527 $10,935,681 $8,959,659 $19,895,340Oct 168,966 244,422 413,388 $14,282,800 $13,754,191 $28,036,991Nov 173,289 227,366 400,655 $13,324,258 $7,545,066 $20,869,324Dec 143,852 188,496 332,348 $20,399,487 $10,352,058 $30,751,545Total -- -- -- $326,854,418 $346,831,623 $673,686,041

Contract Volume



DJX (Dow Jones Industrial Average) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)




NDX (Nasdaq-100 Index) Contract Volume (includes LEAPS and FLEX)



NDX (Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX)

Month Call Put Total Call Put TotalJan 338,092 360,549 698,641 $2,295,673,843 $2,094,656,471 $4,390,330,314Feb 314,530 338,635 653,165 $5,008,882,949 $989,897,922 $5,998,780,871Mar 285,958 308,373 594,331 $469,693,987 $1,030,027,518 $1,499,721,505Apr 302,558 372,648 675,206 $446,689,817 $358,377,649 $805,067,466May 293,100 383,863 676,963 $3,223,788,557 $1,240,201,908 $4,463,990,465Jun 260,116 307,812 567,928 $1,173,272,356 $708,507,722 $1,881,780,078Jul 234,533 264,771 499,304 $468,698,745 $511,527,150 $980,225,895Aug 203,417 249,217 452,634 $7,823,249,339 $1,359,953,295 $9,183,202,634Sep 133,149 223,668 356,817 $3,133,425,183 $272,121,685 $3,405,546,868Oct 156,281 228,426 384,707 $355,616,164 $293,356,404 $648,972,568Nov 156,724 248,742 405,466 $2,173,964,834 $335,572,840 $2,509,537,674Dec 104,436 183,353 287,789 $918,566,449 $284,135,137 $1,202,701,586Total -- -- -- $27,491,522,223 $9,478,335,701 $36,969,857,924

Contract Volume



NDX (Nasdaq-100 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)

Month Call Put Total Call Put Total Call Put TotalJan $8,336 $5,727 $6,848 18 20 19 15,458 18,033 33,491Feb $17,875 $3,182 $10,145 17 18 17 16,726 17,334 34,060Mar $1,883 $3,042 $2,551 21 23 22 11,614 14,844 26,458Apr $2,531 $1,249 $1,738 19 23 21 9,479 12,456 21,935May $8,065 $2,487 $4,969 27 27 27 14,932 18,813 33,745Jun $4,217 $1,979 $2,958 25 27 26 10,949 13,455 24,404Jul $3,241 $2,422 $2,755 18 22 20 8,218 9,510 17,728Aug $49,367 $8,652 $29,093 23 18 20 6,910 8,689 15,599Sep $24,454 $1,938 $12,680 18 18 18 7,259 7,880 15,139Oct $3,528 $2,092 $2,693 12 16 14 8,557 8,691 17,248Nov $17,053 $1,927 $8,320 12 15 14 10,800 11,353 22,153Dec $9,524 $1,911 $4,907 13 22 17 7,697 6,736 14,433Total $11,382 $3,027 $6,666 19 21 20 128,599 147,794 276,393



MNX (Mini Nasdaq-100 Index) Contract Volume (includes LEAPS)


Jan 19 24,684 34,036 58,720 3,091Feb 19 45,771 74,605 120,376 6,336Mar 23 36,856 36,014 72,870 3,168Apr 21 15,108 13,565 28,673 1,365May 20 23,885 42,553 66,438 3,322Jun 22 29,353 35,785 65,138 2,961Jul 21 12,569 14,420 26,989 1,285Aug 22 10,860 6,321 17,181 781Sep 21 23,399 25,953 49,352 2,350Oct 21 10,419 37,382 47,801 2,276Nov 21 17,344 26,386 43,730 2,082Dec 22 26,066 31,459 57,525 2,615Total 252 276,314 378,479 654,793 2,598

MNX (Mini Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS)


Contract Volume



MNX (Mini Nasdaq-100 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)

Month Call Put Total Call Put Total Call Put TotalJan $788 $742 $761 28 33 31 879 1,038 1,917Feb $1,241 $526 $798 82 99 92 560 750 1,310Mar $506 $275 $392 33 37 35 1,115 969 2,084Apr $1,119 $550 $850 17 15 16 881 882 1,763May $1,856 $799 $1,179 16 27 22 1,454 1,553 3,007Jun $754 $826 $793 28 38 32 1,053 954 2,007Jul $962 $914 $936 18 18 18 700 789 1,489Aug $451 $546 $486 20 11 15 552 577 1,129Sep $765 $540 $647 24 45 32 984 571 1,555Oct $605 $580 $585 17 82 45 605 454 1,059Nov $719 $669 $689 28 62 42 617 427 1,044Dec $907 $1,121 $1,024 61 101 78 429 310 739Total $925 $662 $773 28 41 34 9,829 9,274 19,103



RUT (Russell 2000 Index) Contract Volume (includes LEAPS and FLEX)


Jan 19 420,500 578,168 998,668 52,561Feb 19 473,010 534,167 1,007,177 53,009Mar 23 402,040 466,362 868,402 37,757Apr 21 425,367 499,706 925,073 44,051May 20 322,481 594,431 916,912 45,846Jun 22 243,200 441,872 685,072 31,140Jul 21 322,620 545,799 868,419 41,353Aug 22 269,073 451,659 720,732 32,761Sep 21 320,086 478,630 798,716 38,034Oct 21 304,549 391,929 696,478 33,166Nov 21 254,104 324,103 578,207 27,534Dec 22 291,086 358,901 649,987 29,545Total 252 4,048,116 5,665,727 9,713,843 38,547

RUT (Russell 2000 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX)

Month Call Put Total Call Put TotalJan 394,013 507,471 901,484 $351,092,383 $520,305,542 $871,397,925Feb 392,490 553,648 946,138 $263,063,695 $394,821,333 $657,885,028Mar 395,719 540,705 936,424 $1,005,253,592 $545,349,408 $1,550,603,000Apr 569,843 678,686 1,248,529 $527,854,465 $441,252,819 $969,107,284May 453,789 643,297 1,097,086 $403,735,806 $967,846,152 $1,371,581,958Jun 414,065 615,315 1,029,380 $862,326,108 $630,682,402 $1,493,008,510Jul 502,278 629,393 1,131,671 $317,297,021 $833,128,984 $1,150,426,005Aug 395,434 624,149 1,019,583 $366,992,294 $612,702,736 $979,695,030Sep 453,009 580,881 1,033,890 $414,534,331 $607,411,477 $1,021,945,808Oct 418,791 624,803 1,043,594 $320,789,207 $419,758,350 $740,547,557Nov 406,016 600,572 1,006,588 $283,926,294 $320,339,251 $604,265,545Dec 290,302 435,660 725,962 $567,695,529 $293,510,231 $861,205,760Total -- -- -- $5,684,560,725 $6,587,108,685 $12,271,669,410

Contract Volume



RUT (Russell 2000 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)

Month Call Put Total Call Put Total Call Put TotalJan $835 $900 $873 12 15 14 34,031 39,141 73,172Feb $556 $739 $653 13 13 13 37,706 40,819 78,525Mar $2,500 $1,169 $1,786 22 32 27 18,144 14,564 32,708Apr $1,241 $883 $1,048 31 37 34 13,930 13,331 27,261May $1,252 $1,628 $1,496 26 32 30 12,294 18,342 30,636Jun $3,546 $1,427 $2,179 31 40 36 7,915 11,000 18,915Jul $984 $1,526 $1,325 29 46 38 11,132 11,962 23,094Aug $1,364 $1,357 $1,359 32 39 36 8,394 11,556 19,950Sep $1,295 $1,269 $1,279 33 41 38 9,723 11,539 21,262Oct $1,053 $1,071 $1,063 31 32 32 9,830 12,131 21,961Nov $1,117 $988 $1,045 25 25 25 10,329 13,180 23,509Dec $1,950 $818 $1,325 24 32 28 11,946 11,141 23,087Total $1,404 $1,163 $1,263 22 27 25 185,374 208,706 394,080



VIX (CBOE Volatility Index) Contract Volume (includes FLEX)


Jan 19 3,248,566 1,249,684 4,498,250 236,750Feb 19 3,501,316 1,338,531 4,839,847 254,729Mar 23 2,834,292 1,713,354 4,547,646 197,724Apr 21 2,889,417 2,345,055 5,234,472 249,261May 20 4,322,941 2,357,385 6,680,326 334,016Jun 22 2,532,209 1,834,387 4,366,596 198,482Jul 21 1,978,594 1,655,520 3,634,114 173,053Aug 22 2,817,977 2,002,895 4,820,872 219,131Sep 21 2,543,598 2,433,696 4,977,294 237,014Oct 21 3,646,250 2,838,662 6,484,912 308,805Nov 21 3,860,915 2,537,234 6,398,149 304,674Dec 22 3,931,362 2,038,392 5,969,754 271,352Total 252 38,107,437 24,344,795 62,452,232 247,826

VIX (CBOE Volatility Index) Open Interest and Dollar Volume (includes FLEX)

Month Call Put Total Call Put TotalJan 2,062,943 714,983 2,777,926 $380,815,378 $196,415,727 $577,231,105Feb 2,081,773 635,223 2,716,996 $427,347,183 $222,964,704 $650,311,887Mar 1,976,011 854,223 2,830,234 $296,294,782 $244,533,039 $540,827,821Apr 2,006,367 1,361,898 3,368,265 $478,741,359 $307,309,994 $786,051,353May 1,977,339 1,660,982 3,638,321 $1,245,397,705 $378,000,139 $1,623,397,844Jun 1,583,487 1,269,985 2,853,472 $544,353,944 $264,639,766 $808,993,710Jul 1,452,296 1,048,444 2,500,740 $392,786,603 $233,145,268 $625,931,871Aug 1,610,721 1,148,023 2,758,744 $486,238,086 $250,772,246 $737,010,332Sep 1,696,013 1,442,860 3,138,873 $383,356,939 $360,693,854 $744,050,793Oct 2,431,243 1,358,756 3,789,999 $483,791,622 $485,421,433 $969,213,055Nov 2,757,412 1,491,177 4,248,589 $457,891,648 $398,534,106 $856,425,754Dec 2,567,135 1,253,116 3,820,251 $362,876,188 $367,450,196 $730,326,384Total -- -- -- $5,939,891,437 $3,709,880,472 $9,649,771,909

Contract Volume



VIX (CBOE Volatility Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes FLEX)




Other Cash Index Options Products Contract Volume


Jan 19 47 957 1,004 53Feb 19 116 1,041 1,157 61Mar 23 983 5,415 6,398 278Apr 21 201 2,004 2,205 105May 20 551 3,000 3,551 178Jun 22 408 4,309 4,717 214Jul 21 197 258 455 22Aug 22 95 156 251 11Sep 21 342 111 453 22Oct 21 387 154 541 26Nov 21 0 10 10 0Dec 22 0 0 0 0Total 252 3,327 17,415 20,742 82

Other Cash Index Options Products Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 3,628 4,079 7,707 $31,960 $531,882 $563,842Feb 3,736 3,971 7,707 $57,210 $522,674 $579,884Mar 1,834 7,654 9,488 $2,073,275 $2,448,083 $4,521,358Apr 1,993 7,901 9,894 $160,365 $760,965 $921,330May 2,975 8,053 11,028 $537,195 $2,416,630 $2,953,825Jun 2,277 2,006 4,283 $99,270 $1,474,660 $1,573,930Jul 2,058 2,195 4,253 $107,870 $23,120 $130,990Aug 1,880 1,977 3,857 $104,770 $66,800 $171,570Sep 1,171 1,263 2,434 $466,850 $47,226 $514,076Oct 7,997 1,674 9,671 $545,730 $53,560 $599,290Nov 10,769 3,101 13,870 $0 $181,100 $181,100Dec 1,592 3,903 5,495 $0 $0 $0Total -- -- -- $4,184,495 $8,526,700 $12,711,195


Includes DVS, DUX, DXL, MVR, RMN and RUI

Contract Volume


Other Cash Index Options Products Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $680 $556 $562 6 44 33 8 22 30Feb $493 $502 $501 6 27 20 19 38 57Mar $2,109 $452 $707 35 92 74 28 59 87Apr $798 $380 $418 7 18 16 30 110 140May $975 $806 $832 8 18 15 70 169 239Jun $243 $342 $334 9 65 43 43 66 109Jul $548 $90 $288 9 10 9 22 26 48Aug $1,103 $428 $684 6 7 7 15 21 36Sep $1,365 $425 $1,135 24 7 16 14 15 29Oct $1,410 $348 $1,108 11 11 11 34 14 48Nov $0 $18,110 $18,110 0 10 10 0 1 1Dec $0 $0 $0 0 0 0 0 0 0Total $1,258 $490 $613 12 32 25 283 541 824



OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL

STANDARD & POORSMonth DUX DXL Month DVS

Jan 3 0 Jan 0Feb 0 0 Feb 0Mar 0 3 Mar 70Apr 0 31 Apr 0May 2 25 May 0Jun 0 62 Jun 0Jul 0 1 Jul 0Aug 0 0 Aug 0Sep 0 0 Sep 24Oct 0 0 Oct 20Nov 0 10 Nov 0Dec 0 0 Dec 0Total 5 132 Total 114

Month MVR Month RMN RUIJan 101 Jan 888 12Feb 207 Feb 897 53Mar 6,067 Mar 112 146Apr 2,111 Apr 0 63May 3,124 May 0 400Jun 4,230 Jun 0 425Jul 68 Jul 0 386Aug 180 Aug 0 71Sep 0 Sep 0 429Oct 10 Oct 0 511Nov 0 Nov 0 0Dec 0 Dec 0 0Total 16,098 Total 1,897 2,496

DOW JONES

MORGAN STANLEY AND VALUE INDEXESOTHER RUSSELL GROWTH


CBOE BINARY OPTIONS - 2010

BSZ CBOE Binary Options (SPX) Contract Volume


Jan 19 2,631 4,850 7,481 394Feb 19 20,183 6,047 26,230 1,381Mar 23 6,483 9,527 16,010 696Apr 21 3,701 3,855 7,556 360May 20 12,619 9,326 21,945 1,097Jun 22 10,742 8,006 18,748 852Jul 21 3,990 13,739 17,729 844Aug 22 5,871 4,715 10,586 481Sep 21 17,483 3,853 21,336 1,016Oct 21 490 1,357 1,847 88Nov 21 919 511 1,430 68Dec 22 384 2,780 3,164 144Total 252 85,496 68,566 154,062 611

BSZ CBOE Binary Options (SPX) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 40,719 2,215 42,934 $193,083 $344,670 $537,753Feb 57,004 6,150 63,154 $1,038,584 $268,463 $1,307,047Mar 36,134 10,947 47,081 $408,418 $690,397 $1,098,815Apr 37,095 9,927 47,022 $283,628 $207,924 $491,552May 43,715 12,098 55,813 $739,704 $646,024 $1,385,728Jun 33,641 9,020 42,661 $760,989 $554,762 $1,315,751Jul 32,293 11,498 43,791 $266,455 $738,683 $1,005,138Aug 33,572 11,396 44,968 $417,099 $289,644 $706,743Sep 14,226 7,184 21,410 $710,001 $311,200 $1,021,201Oct 26,329 7,909 34,238 $42,480 $104,022 $146,502Nov 26,694 6,770 33,464 $77,563 $37,264 $114,827Dec 15,320 5,438 20,758 $24,090 $81,740 $105,830Total -- -- -- $4,962,094 $4,274,793 $9,236,887

BSZ CBOE Binary Options (SPX) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $73 $71 $72 71 220 127 37 22 59Feb $51 $44 $50 326 102 217 62 59 121Mar $63 $72 $69 64 100 82 101 95 196Apr $77 $54 $65 55 21 30 67 182 249May $59 $69 $63 66 37 49 190 255 445Jun $71 $69 $70 117 38 62 92 208 300Jul $67 $54 $57 65 78 74 61 177 238Aug $71 $61 $67 100 49 68 59 96 155Sep $41 $81 $48 90 59 82 194 65 259Oct $87 $77 $79 45 36 38 11 38 49Nov $84 $73 $80 31 27 29 30 19 49Dec $63 $29 $33 48 111 96 8 25 33Total $58 $62 $60 94 55 72 912 1,241 2,153

Contract Volume




BVZ CBOE Binary Options (VIX) Contract Volume


Jan 19 11,020 12,366 23,386 1,231Feb 19 10,980 1,992 12,972 683Mar 23 8,293 2,860 11,153 485Apr 21 2,049 3,434 5,483 261May 20 2,633 897 3,530 177Jun 22 1,031 823 1,854 84Jul 21 782 1,031 1,813 86Aug 22 197 1,953 2,150 98Sep 21 38 1,821 1,859 89Oct 21 245 1,063 1,308 62Nov 21 303 221 524 25Dec 22 272 215 487 22Total 252 37,843 28,676 66,519 264

BVZ CBOE Binary Options (VIX) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 1,020 677 1,697 $374,770 $341,468 $716,238Feb 6,951 320 7,271 $952,522 $59,839 $1,012,361Mar 7,188 720 7,908 $641,548 $199,950 $841,498Apr 1,643 2,223 3,866 $109,899 $89,983 $199,882May 844 2,398 3,242 $215,440 $36,103 $251,543Jun 557 213 770 $31,677 $33,232 $64,909Jul 58 10 68 $33,937 $69,256 $103,193Aug 7 36 43 $6,581 $14,880 $21,461Sep 10 1,004 1,014 $2,325 $101,242 $103,567Oct 35 2,000 2,035 $13,372 $52,872 $66,244Nov 128 1,001 1,129 $14,244 $5,243 $19,487Dec 147 5 152 $10,349 $4,925 $15,274Total -- -- -- $2,406,664 $1,008,993 $3,415,657

BVZ CBOE Binary Options (VIX) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $34 $28 $31 355 125 180 31 99 130Feb $87 $30 $78 305 80 213 36 25 61Mar $77 $70 $75 230 110 180 36 26 62Apr $54 $26 $36 51 86 69 40 40 80May $82 $40 $71 57 21 40 46 42 88Jun $31 $40 $35 36 69 45 29 12 41Jul $43 $67 $57 34 38 36 23 27 50Aug $33 $8 $10 22 140 93 9 14 23Sep $61 $56 $56 5 37 33 7 49 56Oct $55 $50 $51 12 118 44 21 9 30Nov $47 $24 $37 13 18 15 23 12 35Dec $38 $23 $31 19 54 27 14 4 18Total $64 $35 $51 120 80 99 315 359 674


Contract Volume



EXCHANGE TRADED FUNDS - 2010

Major Market Index Funds DOMESTIC SECTOR cont'd.SPDR® S&P® 500 ETF (SPY) PowerShares Water Resources Portfolio (PHO)DIAMONDS (DIA) Powershares Wilderhill Clean Energy (PBW)iShares Russell 2000 Index Fund (IWM) Regional Bank HOLDRs Trust (RKH)Powershares QQQ (QQQ) Retail HOLDRs Trust (RTH)

Semiconductor HOLDRS Trust (SMH)Software HOLDRs Trust (SWH)

DOMESTIC SECTOR SPDR Biotech ETF (XBI)Basic Industries SPDR (XLB) SPDR Homebuilders ETF (XHB)Biotech HOLDRS Trust (BBH) SPDR KBW Capital Markets ETF (KCE)Claymore/Delta Global Shipping Index (SEA) SPDR Metals and Mining ETF (XME)Claymore/MAC Solar Energy Index ETF (TAN) SPDR Oil & Gas Equipment & Services ETF (XES)Consumer Discretionary Select Sector SPDR Fund (XLY) SPDR Oil & Gas Exploration & Production ETF (XOP)Consumer Staples SPDR (XLP) SPDR Retail ETF (XRT)Consumer Svcs Select SPDR (XLV) SPDR SemiConductor ETF (XSD)Credit Suisse Cushing 30 MLP Index ETN (MLPN) Technology Select SPDR (XLK)Energy Select SPDR (XLE) Utilities Select Sector SPDR (XLU)Financial Select SPDR (XLF) Vanguard REIT ETF (VNQ)First Trust ISE-Revere Natural Gas Index Fund (FCG)Industrial Select SPDR (XLI)Internet HOLDRs Trust (HHH)iShares Cohen & Steers Realty Majors Index Fund (ICF) DOMESTIC BROAD-BASEDiShares DJ Transporation Average Index Fund (IYT) iPATH S&P 500 VIX Mid-Term Futures ETN (VXZ)iShares DJ U.S. Basic Materials Index Fund (IYM) iPATH S&P 500 VIX Short-Term Futures ETN (VXX)iShares DJ US Oil & Gas Exploration & Production Index Fund (IEO) iShares DJ Select Dividend Index Fund (DVY)iShares DJ US Oil Equip & Services Index Fund (IEZ) iShares DJ US Total Market Index Fund (IYY)iShares DJ US Utilities Sector (IDU) iShares Russell 3000 Index Fund (IWV)iShares Dow Jones U.S. Real Estate Index Fund (IYR) iShares Russell Microcap Index Fund (IWC)iShares Dow Jones US BD Index Fund (IAI) iShares Russell Midcap Growth Index Fund (IWP)iShares Dow Jones US Energy Sector Index Fund (IYE) iShares Russell Midcap Index Fund (IWR)iShares Dow Jones US Financial Sector Index Fund (IYF) iShares Russell Midcap Value Index Fund (IWS)iShares Dow Jones US Healthcare Providers Index Fund (IHF) iShares S&P 500 Index Fund/US (IVV)iShares Dow Jones US Healthcare Sector Index Fund (IYH) iShares S&P 500 Value Index Fund (IVE)iShares Dow Jones US Home Construction (ITB) iShares S&P Midcap 400 Index Fund (IJH)iShares Dow Jones US Regional Banks Index Fund (IAT) iShares S&P SmallCap 600 Index Fund (IJR)iShares Dow Jones US Telecom Sector Index (IYZ) iShares S&P SmallCap 600/Barra Value Index Fund (IJS)iShares Nasdaq Biotechnology Fund (IBB) iShares Trust - Russell 2000 Growth Index Fund (IWO)iShares PHLX SOX Semiconductor Sector Index Fund (SOXX) iShares Trust - Russell 2000 Value Index Fund (IWN)iShares S&P Global Energy Sector Index (IXC) iShares Trust - S&P 100 (OEF)iShares S&P GSSI Natural Resources Index Fund (IGE) PowerShares DWA Technical Leaders Portfolio (PDP)Jefferies TR/J Global Community Equity Index Fund (CRBQ) PowerShares FTSE RAFI US 1000 Portfolio (PRF)JPMorgan Alerian MLP Index ETN (AMJ) Powershares S&P 500 BuyWrite Portfolio (PBP)KBW Bank ETF (KBE) RevenueShares Large Cap ETF (RWL)KBW Insurance ETF (KIE) Rydex S&P 500 Equal-Weighted Index Fund (RSP)KBW Regional Banking ETF (KRE) S&P 400 MidCap SPDRs (MDY)Market Vectors - Agribusiness ETF (MOO) Schwab International Small-Cap Equity ETF (SCHC)Market Vectors - Coal ETF (KOL) Schwab US Broad Market ETF (SCHB)Market Vectors - Global Alternative Energy ETF (GEX) Schwab US Larp Cap ETF (SCHX)Market Vectors - Gold Miners ETF (GDX) Schwab U.S. Large-Cap Growth ETF (SCHG)Market Vectors - Junior Gold Miners ETF (GDXJ) Schwab U.S. Large-Cap Value ETF (SCHV)Market Vectors - Nuclear Energy ETF (NLR) Schwab US Small Cap ETF (SCHA)Market Vectors - Rare Earth/Strategic Metals ETF (REMX) SPDR Dividend ETF (SDY)Market Vectors - RVE Hard Assets Producers (HAP)Market Vectors - Solar Energy ETF (KWT)Market Vectors - Steel ETF (SLX)Oil Services HOLDRs Trust (OIH)Pharmaceutical HOLDRS Trust (PPH)PowerShares Dynamic Oil & Gas Services Portfolio (PXJ)PowerShares Global Water Portfolio (PIO)


EXCHANGE TRADED FUNDS - 2010 cont'd.

FOREIGN COMMODITY POOLS cont'd.BLDRS Emerging Markets 50 ADR Index Fund (ADRE) iPath Dow Jones-UBS Livestock Subindex Total Return ETN (COW)Claymore/BNY BRIC ETF (EEB) iPath Dow Jones-UBS Natural Gas Subindex Total Return ETN (GAZ)Claymore/Alpha Shares China All-Cap ETF (YAO) iPath Goldman Sachs Crude Oil Total Return Index ETN (OIL)Claymore/AlphaShares China Small Cap Index ETF (HAO) iShares COMEX Gold Trust (IAU)DJ EURO STOXX 50 Fund (FEZ) iShares GSCI Commodity-Indexed Trust (GSG)iPath MSCI India Index ETN (INP) iShares Silver Trust (SLV)iShares FTSE/Xinhua China Index Fund (FXI) Physical Silver Shares ETFS (SIVR)iShares MSCI Australia Index (EWA) PowerShares DB Agriculture Fund (DBA)iShares MSCI Brazil Index Fund (EWZ) PowerShares DB Base Metals Fund (DBB)iShares MSCI BRIC Index Fund (BKF) PowerShares DB Commodity Index Tracking Fund (DBC)iShares MSCI Canada Index Fund (EWC) PowerShares DB Energy Fund (DBE)iShares MSCI Chile Investable Market Index Fund (ECH) PowerShares DB Gold Fund (DGL)iShares MSCI EAFE Index Fund (EFA) PowerShares DB Oil Fund (DBO)iShares MSCI Emerging Markets Index (EEM) PowerShares DB Precious Metals Fund (DBP)iShares MSCI EMU Index Fund (EZU) PowerShares DB Silver Fund (DBS)iShares MSCI Germany Index (EWG) ProShares UltraShort DJ-AIG Crude Oil (SCO)iShares MSCI Hong Kong Index Fund (EWH) SPDR Gold Trust (GLD)iShares MSCI Italy Index Fund (EWI) Teucrium Corn Fund (CORN)iShares MSCI Japan Index Fund (EWJ) United States 12 Month Oil Fund LP (USL)iShares MSCI Malaysia Index Fund (EWM) United States Gasoline Fund (UGA)iShares MSCI Mexico Index Fund (EWW) United States Natural Gas Fund LP (UNG)iShares MSCI Pacific ex-Japan Index Fund (EPP) United States Oil Fund LP (USO)iShares MSCI Singapore Index Fund (EWS)iShares MSCI South Africa Index Fund (EZA)iShares MSCI South Korea Index Fund (EWY)iShares MSCI Spain Index (EWP) LEVERAGED & INVERSEiShares MSCI Sweden Index (EWD) Credit Suisse 130/30 ProShares (CSM)iShares MSCI Taiwan Index Fund (EWT) Direxion Daily 10-Year Treasury Bear 3X (TYO)iShares S&P Europe 350 Index Fund (IEV) Direxion Daily 10-Year Treasury Bull 3X (TYD)iShares S&P Latin America 40 Index (ILF) Direxion Daily 30-Year Treasury Bear 3X (TMV)Market Vectors Brazil Small Cap ETF (BRF) Direxion Daily 30-Year Treasury Bull 3X (TMF)Market Vectors Russia ETF Trust (RSX) Direxion Daily Gold Miners Bear 2x Shares (DUST)PowerShares Golden Dragon Halter USX China Portfolio (PGJ) Direxion Daily Gold Miners Bull 2x Shares (NUGT)PowerShares India Portfolio (PIN) Direxion Daily Real Estate Bear 3x Shares (DRV)Schwab Emerging Markets Equity ETF (SCHE) Direxion Daily Real Estate Bull 3x Shares (DRN)Schwab International Equity ETF (SCHF) Direxion Daily Technology Bear 3X Shares (TYP)SPDR S&P China ETF (GXC) Direxion Daily Technology Bull 3X Shares (TYH)SPDR S&P Emerging Europe ETF (GUR) Direxionshares Daily Developed Markets Bull 3X Shares (DZK)SPDR S&P International Dividend ETF (DWX) Direxionshares Developed Markets Bear 3X Shares (DPK)Vanguard Emerging Markets ETF (VWO) Direxionshares Emerging Markets Bear 3X Shares (EDZ)Vanguard European ETF (VGK) Direxionshares Emerging Markets Bull 3X Shares (EDC)WisdomTree India Earnings Fund (EPI) Direxionshares Energy Bear 3X Shares (ERY)

Direxionshares Energy Bull 3X Shares (ERX)Direxionshares Financial Bear 3X Shares (FAZ)Direxionshares Financial Bull 3X Shares (FAS)

COMMODITY POOLS Direxionshares Large Cap Bear 3X Shares (BGZ)CurrencyShares Canadian Dollar Trust (FXC) Direxionshares Large Cap Bull 3X Shares (BGU)ELEMENTS Rogers Agri Total Return ETN (RJA) Direxionshares Mid Cap Bear 3X Shares (MWN)ELEMENTS Rogers Energy Total Return ETN (RJN) Direxionshares Mid Cap Bull 3X Shares (MWJ)ELEMENTS Rogers Total Return ETN (RJI) Direxionshares Small Cap Bear 3X Shares (TZA)Global X Uranium ETF (URA) Direxionshares Small Cap Bull 3X Shares (TNA)Gold Trust ETFS (SGOL) Rydex 2x S&P 500 ETF (RSU)iPath Dow Jones-UBS Commodity Index Total Return ETN (DJP) Rydex Inverse 2x S&P 500 ETF (RSW)iPath Dow Jones-UBS Copper Subindex Total Return ETN (JJC) Short 20+ Year Treasury ProShares (TBF)


EXCHANGE TRADED FUNDS - 2010 cont'd.

LEVERAGED & INVERSE cont'd. CURRENCYShort Dow30 ProShares (DOG) CurrencyShares Australian Dollar Trust (FXA)Short QQQ ProShares (PSQ) CurrencyShares British Pound Sterling Trust (FXB)Short Russell2000 ProShares (RWM) CurrencyShares Euro Trust (FXE)Short S&P500 ProShares (SH) CurrencyShares Japanese Yen Trust (FXY)Ultra 20+ Year Treasury ProShares (UBT) PowerShares DB G10 Currency Harvest Fund (DBV)Ultra Basic Materials ProShares (UYM) PowerShares US Dollar IDX Bearish Fund (UDN)Ultra Dow30 ProShares (DDM) PowerShares US Dollar IDX Bullish Fund (UUP)Ultra DJ-UBS Crude Oil ProShares (UCO) WisdomTree Dreyfus Brazilian Real Fund (BZF)Ultra Financials ProShares (UYG) WisdomTree Dreyfus China Yuan Fund (CYB)Ultra FTSE China 25 ProShares (XPP) WisdomTree Dreyfus Emerging Currency Fund (CEW)Ultra Gold ProShares (UGL)Ultra Industrials ProShares (UXI)Ultra MSCI Emerging Markets ProShares (EET) FIXED INCOMEUltra Oil & Gas ProShares (DIG) iShares Barclays 3-7 Year Treasury Bond Fund (IEI)Ultra QQQ ProShares (QLD) iShares iBoxx $ High Yield Corporate Bond Fund (HYG)Ultra Real Estate ProShares (URE) iShares GS InvesTop Corporate Bond Fund (LQD)Ultra Russell2000 ProShares (UWM) iShares Lehman 1-3 Year Treasury Bond Fund (SHY)Ultra S&P500 ProShares (SSO) iShares Lehman 7-10 Year Treasury Bond Fund (IEF)Ultra Semiconductor (USD) iShares Lehman 20+Year Treasury Bond Fund (TLT)Ultra Silver ProShares (AGQ) iShares Lehman US Treasury Inflation Protected Securities Fund (TIP)Ultra SmallCap600 ProShares (SAA) iShares S&P U.S. Preferred Stock Index Fund (PFF)Ultra Technology ProShares (ROM) PIMCO 1-3 Year Treasury Index Fund (TUZ)UltraPro QQQ ProShares (TQQQ) PowerShares CEF Income Composite Portfolio (PCEF)UltraPro S&P 500 ProShares (UPRO) PowerShares Emerging Markets Sovereign Debt Portfolio (PCY)UltraPro Short QQQ ProShares (SQQQ) PowerShares Financial Preferred Portfolio (PGF)UltraPro Short S&P 500 ProShares (SPXU) PowerShares Fundamental High Yield Corporate Bond Portfolio (PHB)UltraShort Basic Materials ProShares (SMN) PowerShares Preferred Portfolio (PGX)UltraShort Dow30 ProShares (DXD) Schwab Intermediate-Term U.S. Treasury ETF (SCHR)UltraShort Euro ProShares (EUO) Schwab Short-Term U.S. Treasury ETF (SCHO)UltraShort Financials ProShares (SKF) Schwab U.S. TIPs ETF (SCHP)UltraShort FTSE/Xinhua China 25 ProShares (FXP) SPDR Barclays Capital International Treasury Bond ETF (BWX)UltraShort Gold ProShares (GLL) SPDR Lehman High Yield Bond ETF (JNK)UltraShort Industrials ProShares (SIJ)UltraShort Lehman 20+Year Treasury ProShares (TBT)UltraShort Lehman 7-10 Treasury ProShares (PST)UltraShort MidCap400 ProShares (MZZ)UltraShort MSCI Brazil ProShares (BZQ)UltraShort MSCI EAFE ProShares (EFU)UltraShort MSCI Emerging Markets ProShares (EEV)UltraShort MSCI Europe ProShares (EPV)UltraShort MSCI Mexico Investable Market ProShares (SMK)UltraShort Oil & Gas ProShares (DUG)UltraShort QQQ ProShares (QID)UltraShort Real Estate ProShares (SRS)UltraShort Russell2000 ProShares (TWM)UltraShort S&P500 ProShares (SDS)UltraShort Semiconductors ProShares (SSG)UltraShort Silver ProShares (ZSL)UltraShort Technology ProShares (REW)UltraShort Yen ProShares (YCS)United States Short Oil Fund LP (DNO)


MOST ACTIVE EXCHANGE TRADED FUNDS - 2010

SPDR® S&P® 500 ETF (Ticker: SPY)

The SPDR S&P 500 ETF represents ownership in the SPDR Trust Series 1, a unit investment trust established to accumulate and hold a portfolio of the equity securities that comprise the Standard & Poor's 500 Composite Stock Price Index. SPDRs seek investment results that, before expenses, generally correspond to the price and yield performance of the Standard & Poor's 500 Composite Stock Price Index. The S&P 500® Index is composed of 500 selected stocks, all of which are listed on the NYSE, AMEX or NASDAQ, and spans over 24 separate industry groups.

iShares Russell 2000 Index Fund (Ticker: IWM)

The iShares Russell 2000 Index Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the small capitalization sector of the U.S. equity market as represented by the Russell 2000 Index. The index represents the approximately 2,000 smallest companies in the Russell 3000 Index.

DIAMONDS (Ticker: DIA)

DIAMONDS represent ownership in the DIAMONDS, Trust Series 1, a unit investment trust established to accumulate and hold a portfolio of the equity securities that comprise the Dow Jones Industrial Average. DIAMONDS seek investment results that, before expenses, generally correspond to the price and yield performance of the DJIA. The Dow Jones Industrial Average is the oldest continuous barometer of the U.S. stock market, and the most widely quoted indicator of U.S. stock market activity. The 30 stocks now comprising the DJIA are all leaders in their respective industries, and their stocks are widely held by individuals and institutional investors.

PowerShares QQQ™ (Ticker: QQQ)

PowerShares QQQ™, formerly known as "QQQ" or the "NASDAQ- 100 Index Tracking Stock®", is based on the Nasdaq-100 Index®. The Index includes 100 of the largest domestic and international non-financial companies listed on the Nasdaq Stock Market based on market capitalization. The portfolio is rebalanced quarterly and reconstituted annually.


CBOE EXCHANGE TRADED FUNDS OPTIONS - 2010

Total CBOE Exchange Traded Funds Contract Volume


Jan 19 9,160,722 11,273,773 20,434,495 1,075,500Feb 19 8,338,778 11,536,873 19,875,651 1,046,087Mar 23 9,580,989 13,522,467 23,103,456 1,004,498Apr 21 10,122,802 14,884,165 25,006,967 1,190,808May 20 14,609,041 25,780,715 40,389,756 2,019,488Jun 22 10,104,627 15,933,285 26,037,912 1,183,541Jul 21 7,608,159 12,604,404 20,212,563 962,503Aug 22 7,519,272 11,106,927 18,626,199 846,645Sep 21 7,786,436 11,488,525 19,274,961 917,855Oct 21 8,954,487 12,209,061 21,163,548 1,007,788Nov 21 9,462,193 12,531,681 21,993,874 1,047,327Dec 22 7,616,304 10,466,430 18,082,734 821,942Total 252 110,863,810 163,338,306 274,202,116 1,088,104

CBOE Exchange Traded Funds Open Interest and Dollar Volume


Contract Volume



Total CBOE Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $164 $151 $157 26 38 32 353,549 293,457 647,006Feb $157 $159 $158 26 41 33 316,135 281,774 597,909Mar $196 $137 $162 26 43 34 368,213 315,697 683,910Apr $161 $143 $151 26 43 34 388,068 346,640 734,708May $168 $213 $197 24 45 34 601,782 571,240 1,173,022Jun $173 $184 $179 25 44 34 401,706 358,697 760,403Jul $162 $168 $166 24 43 33 322,045 291,470 613,515Aug $157 $167 $163 23 38 30 333,141 295,072 628,213Sep $171 $126 $144 25 41 32 314,931 278,519 593,450Oct $193 $129 $156 28 43 35 317,861 283,615 601,476Nov $169 $120 $141 25 38 31 383,932 326,993 710,925Dec $223 $122 $164 23 39 30 330,030 265,798 595,828Total $174 $157 $164 25 42 33 4,431,393 3,908,972 8,340,365



Total CBOE Exchange Traded Funds FLEX (EEM, EWZ, GLD, SPY, USO) Contract Volume


Jan 19 0 0 0 0Feb 19 22,000 22,000 44,000 2,316Mar 23 109,136 108,262 217,398 9,452Apr 21 10,000 10,000 20,000 952May 20 1,900 1,900 3,800 190Jun 22 17,179 1,124 18,303 832Jul 21 15,000 1,400 16,400 781Aug 22 0 124,000 124,000 5,636Sep 21 45 90 135 6Oct 21 150,500 0 150,500 7,167Nov 21 72,033 124,000 196,033 9,335Dec 22 250 500 750 34Total 252 398,043 393,276 791,319 3,140

Total CBOE Exchange Traded Funds FLEX (EEM, EWZ, GLD, SPY, USO) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 18,173 36,394 54,567 $0 $0 $0Feb 58,042 58,556 116,598 $98,000 $32,375,000 $32,473,000Mar 33,340 32,446 65,786 $5,925,736 $32,555,690 $38,481,426Apr 25,368 22,478 47,846 $3,200,000 $300,000 $3,500,000May 42,299 23,550 65,849 $528,200 $539,600 $1,067,800Jun 66,778 28,452 95,230 $1,247,800 $456,344 $1,704,144Jul 42,867 30,278 73,145 $645,000 $193,200 $838,200Aug 40,446 155,426 195,872 $0 $12,400,000 $12,400,000Sep 36,766 156,454 193,220 $9,450 $43,200 $52,650Oct 185,807 163,782 349,589 $21,461,000 $0 $21,461,000Nov 115,305 39,912 155,217 $4,835,625 $2,604,000 $7,439,625Dec 53,512 45,294 98,806 $192,870 $238,080 $430,950Total -- -- -- $38,143,681 $81,705,114 $119,848,795


Contract Volume


Total CBOE Exchange Traded Funds FLEX (EEM, EWZ, GLD, SPY, USO) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $0 $0 $0 0 0 0 0 0 0Feb $4 $1,472 $738 5,500 5,500 5,500 4 4 8Mar $54 $301 $177 7,795 10,826 9,058 14 10 24Apr $320 $30 $175 10,000 10,000 10,000 1 1 2May $278 $284 $281 950 950 950 2 2 4Jun $73 $406 $93 3,436 281 2,034 5 4 9Jul $43 $138 $51 15,000 1,400 8,200 1 1 2Aug $0 $100 $100 0 124,000 124,000 0 1 1Sep $210 $480 $390 45 45 45 1 2 3Oct $143 $0 $143 30,100 0 30,100 5 0 5Nov $67 $21 $38 18,008 124,000 39,207 4 1 5Dec $771 $476 $575 83 83 83 3 6 9Total $96 $208 $151 9,951 12,290 10,991 40 32 72

FLEX WEEKLY QUARTERLYDIA ---- 9,665 196,215IWM ---- 1,020,324 7,229,285QQQQ ---- 1,908,522 1,649,112SPY 49,719 7,224,571 5,722,744XLE ---- ---- 337,722


Total CBOE Volume for FLEX, WEEKLY and QUARTERLY Options


QQQ (PowerShares QQQ) Contract Volume (includes LEAPS)


Jan 19 1,619,408 2,019,199 3,638,607 191,506Feb 19 850,556 1,404,425 2,254,981 118,683Mar 23 923,336 2,356,475 3,279,811 142,600Apr 21 1,118,233 2,021,923 3,140,156 149,531May 20 2,149,969 3,229,983 5,379,952 268,998Jun 22 1,124,152 1,844,795 2,968,947 134,952Jul 21 841,449 1,360,046 2,201,495 104,833Aug 22 870,550 1,483,172 2,353,722 106,987Sep 21 872,565 1,416,957 2,289,522 109,025Oct 21 722,814 1,375,966 2,098,780 99,942Nov 21 845,109 1,518,971 2,364,080 112,575Dec 22 520,948 795,484 1,316,432 59,838Total 252 12,459,089 20,827,396 33,286,485 132,089

QQQ (PowerShares QQQ) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 2,011,342 2,931,937 4,943,279 $207,410,582 $198,819,222 $406,229,804Feb 1,717,094 3,031,064 4,748,158 $84,706,132 $131,171,358 $215,877,490Mar 1,554,885 4,164,419 5,719,304 $110,570,746 $241,011,534 $351,582,280Apr 1,672,120 4,436,887 6,109,007 $121,786,211 $155,226,551 $277,012,762May 2,488,659 4,378,635 6,867,294 $214,582,526 $389,620,533 $604,203,059Jun 2,157,980 3,498,116 5,656,096 $95,048,864 $159,021,316 $254,070,180Jul 1,802,059 3,448,250 5,250,309 $80,695,179 $122,599,464 $203,294,643Aug 1,992,392 3,723,755 5,716,147 $70,239,051 $146,010,098 $216,249,149Sep 1,770,204 3,906,007 5,676,211 $91,924,088 $83,678,330 $175,602,418Oct 1,788,579 3,855,200 5,643,779 $78,777,598 $91,347,574 $170,125,172Nov 1,775,417 3,573,647 5,349,064 $92,182,801 $107,193,995 $199,376,796Dec 1,366,646 3,246,408 4,613,054 $62,394,300 $54,507,947 $116,902,247Total -- -- -- $1,310,318,078 $1,880,207,922 $3,190,526,000

Contract Volume

Dollar VolumeOpen Interest in Contracts


QQQ (PowerShares QQQ) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)




DIA (DIAMONDS) Contract Volume (includes LEAPS)



DIA (DIAMONDS) Open Interest and Dollar Volume (includes LEAPS)



Contract Volume


DIA (DIAMONDS) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)




SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS and FLEX)



SPY (S&P Depositary Receipts) Open Interest and Dollar Volume (includes LEAPS and FLEX)

Month Call Put Total Call Put TotalJan 3,370,982 8,381,971 11,752,953 $424,434,258 $685,921,942 $1,110,356,200Feb 3,878,823 8,969,302 12,848,125 $544,318,621 $770,828,079 $1,315,146,700Mar 3,500,392 9,510,345 13,010,737 $498,289,023 $822,173,860 $1,320,462,883Apr 4,124,884 10,987,330 15,112,214 $521,668,157 $1,009,704,822 $1,531,372,979May 5,103,772 11,668,190 16,771,962 $814,448,826 $2,867,444,624 $3,681,893,450Jun 5,057,282 11,488,250 16,545,532 $646,695,548 $1,509,058,067 $2,155,753,615Jul 4,747,545 11,026,830 15,774,375 $432,639,013 $902,425,689 $1,335,064,702Aug 5,199,961 11,345,890 16,545,851 $459,911,756 $928,893,103 $1,388,804,859Sep 4,629,464 11,861,860 16,491,324 $523,072,426 $748,796,374 $1,271,868,800Oct 5,045,016 11,339,020 16,384,036 $637,448,525 $722,789,930 $1,360,238,455Nov 5,220,929 10,776,150 15,997,079 $538,819,675 $647,708,540 $1,186,528,215Dec 4,084,055 9,896,640 13,980,695 $459,245,320 $520,129,442 $979,374,762Total -- -- -- $6,500,991,148 $12,135,874,472 $18,636,865,620

Open Interest in Contracts

Contract Volume

Dollar Volume


SPY (S&P Depositary Receipts) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)

Month Call Put Total Call Put Total Call Put TotalJan $210 $198 $202 46 56 52 44,144 61,700 105,844Feb $222 $182 $197 46 58 53 53,064 72,796 125,860Mar $209 $173 $185 38 55 48 62,795 85,714 148,509Apr $202 $199 $200 39 51 47 65,546 98,989 164,535May $209 $282 $262 34 57 48 113,698 177,456 291,154Jun $203 $226 $219 39 54 48 82,160 124,399 206,559Jul $182 $193 $189 37 52 46 64,043 90,061 154,104Aug $201 $216 $211 31 43 38 74,001 100,853 174,854Sep $218 $146 $169 35 50 44 68,335 101,718 170,053Oct $255 $135 $173 41 58 51 61,427 92,578 154,005Nov $209 $138 $163 40 51 46 65,124 92,958 158,082Dec $235 $113 $150 34 62 50 57,431 74,493 131,924Total $212 $192 $199 38 54 47 811,768 1,173,715 1,985,483



IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS)


Jan 19 482,996 1,238,180 1,721,176 90,588Feb 19 630,429 1,766,011 2,396,440 126,128Mar 23 1,213,158 2,065,775 3,278,933 142,562Apr 21 648,677 2,122,988 2,771,665 131,984May 20 915,648 3,122,960 4,038,608 201,930Jun 22 562,128 2,268,639 2,830,767 128,671Jul 21 603,089 2,048,027 2,651,116 126,244Aug 22 504,360 1,350,751 1,855,111 84,323Sep 21 593,851 1,391,185 1,985,036 94,526Oct 21 423,025 1,219,489 1,642,514 78,215Nov 21 427,435 1,508,870 1,936,305 92,205Dec 22 498,289 1,430,938 1,929,227 87,692Total 252 7,503,085 21,533,813 29,036,898 115,226

IWM (iShares Russell 2000 Index Fund) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJan 927,275 2,699,973 3,627,248 $74,113,156 $158,174,980 $232,288,136Feb 1,115,371 3,405,137 4,520,508 $83,411,283 $283,409,205 $366,820,488Mar 1,465,847 4,692,141 6,157,988 $506,001,193 $206,968,540 $712,969,733Apr 1,541,962 4,191,915 5,733,877 $127,937,755 $268,208,624 $396,146,379May 1,665,292 5,182,425 6,847,717 $137,117,201 $691,750,209 $828,867,410Jun 1,766,167 5,189,983 6,956,150 $86,456,314 $462,794,383 $549,250,697Jul 1,498,359 4,109,012 5,607,371 $94,302,678 $454,998,844 $549,301,522Aug 1,441,484 3,673,540 5,115,024 $64,160,246 $286,582,849 $350,743,095Sep 1,721,341 4,114,832 5,836,173 $94,297,731 $181,749,160 $276,046,891Oct 1,585,595 3,630,104 5,215,699 $114,351,682 $224,463,675 $338,815,357Nov 1,402,612 3,340,535 4,743,147 $95,187,203 $167,642,427 $262,829,630Dec 1,170,763 3,935,590 5,106,353 $165,363,210 $180,649,161 $346,012,371Total -- -- -- $1,642,699,652 $3,567,392,057 $5,210,091,709

Dollar Volume

Contract Volume



IWM (iShares Russell 2000 Index Fund) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)




Other CBOE Exchange Traded Funds Contract Volume



Other CBOE Exchange Traded Funds Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 16,016,037 17,304,303 33,320,340 $763,036,331 $626,825,734 $1,389,862,065Feb 17,156,616 19,155,055 36,311,671 $566,279,775 $622,920,181 $1,189,199,956Mar 16,443,502 18,623,164 35,066,666 $736,354,687 $565,938,306 $1,302,292,993Apr 16,700,483 22,859,021 39,559,504 $828,324,015 $670,286,748 $1,498,610,763May 20,537,270 25,342,117 45,879,387 $1,249,210,472 $1,464,752,788 $2,713,963,260Jun 17,992,579 21,415,548 39,408,127 $898,876,514 $756,935,839 $1,655,812,353Jul 18,703,576 21,690,497 40,394,073 $590,099,371 $610,268,660 $1,200,368,031Aug 19,869,167 23,309,976 43,179,143 $556,039,824 $473,237,220 $1,029,277,044Sep 19,554,283 20,929,756 40,484,039 $603,817,781 $417,289,524 $1,021,107,305Oct 22,531,207 24,191,143 46,722,350 $880,976,633 $520,872,969 $1,401,849,602Nov 24,553,877 25,694,506 50,248,383 $834,600,552 $559,499,200 $1,394,099,752Dec 20,242,708 23,404,147 43,646,855 $987,423,135 $507,590,402 $1,495,013,537Total -- -- -- $9,495,039,090 $7,796,417,571 $17,291,456,661

Contract Volume



Other CBOE Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $158 $144 $151 19 25 21 259,460 174,052 433,512Feb $134 $158 $146 19 24 21 228,279 161,633 389,912Mar $151 $135 $144 19 24 21 263,648 176,533 440,181Apr $147 $123 $136 20 29 24 277,445 188,416 465,861May $168 $163 $165 18 31 23 417,410 291,027 708,437Jun $176 $152 $164 19 29 23 275,569 169,325 444,894Jul $160 $139 $149 17 29 22 222,229 150,204 372,433Aug $148 $122 $135 17 27 21 221,299 143,603 364,902Sep $157 $121 $140 18 26 21 210,003 130,252 340,255Oct $169 $125 $149 23 29 25 224,870 145,403 370,273Nov $155 $120 $139 19 25 21 285,901 186,056 471,957Dec $217 $142 $184 18 23 20 246,649 158,306 404,955Total $162 $139 $151 19 27 22 3,132,762 2,074,810 5,207,572


Includes ADRE, AGQ, AMJ, BBH, BGU, BGZ, BKF, BRF, BWX, BZF, BZQ, CEW, CORN, COW, CRBQ, CSM, CYB, DBA, DBB, DBC, DBE, DBO, DBP, DBS, DBV, DDM, DGL, DIG, DJP, DNO, DOG, DPK, DRN, DRV, DUG, DUST, DVY,DWX, DXD, DZK, ECH, EDC, EDZ, EEB, EEM, EET, EEV, EFA, EFU, EPI, EPP, EPV, ERX, ERY, EUO, EWA, EWC, EWD, EWG, EWH, EWI, EWJ, EWM, EWP, EWS, EWT, EWW, EWY, EWZ, EZA, EZU, FAS, FAZ, FCG, FEZ, FXA, FXB, FXC, FXE, FXI, FXP, FXY, GAX, GDX, GDXJ, GEX, GLD, GLL, GSG, GUR, GXC, HAO, HAP, HHH, HYG, IAI, IAT, IAU, IBB, ICF, IDU, IEF, IEI, IEO, IEV, IEZ, IFN, IGE, IHF, IJH, IJR, IJS, ILF, INP, ITB, IVE, IVV, IWC, IWN, IWO, IWP, IWR, IWS, IWV, IXC, IYE, IYF, IYH, IYM, IYR, IYT, IYY, IYZ, JJC, JNK, KBE, KCE, KIE, KOL, KRE, KWT, LQD, MDY, MLPN, MOO, MWJ, MWN, MZZ, NLR, NUGT, OEF, OIH, OIL, PBP, PBW, PCEF, PCY, PDP, PFF, PGF, PGJ, PGX, PHB, PHO, PIN, PIO, PPH, PRF, PSQ, PST, PXJ, QID, QLD, REMX, REW, RJA, RJI, RJN, RKH, ROM, RSP, RSU, RSW, RSX, RTH, RWL, RWM, SAA, SCHA, SCHB, SCHC, SCHE, SCHF, SCHG, SCHO, SCHP, SCHR, SCHV, SCHX, SCO, SDS, SDY, SEA, SGOL, SH, SHY, SIJ, SIVR, SKF, SLV, SLX, SMH, SMK, SMN, SOXX, SPXU, SQQQ, SRS, SSG, SSO, SWH, TAN, TBF, TBT, TIP, TLT, TMF, TMV, TNA, TQQQ, TUZ, TWM, TYD, TYH, TYO, TYP, TZA, UBT, UCO, UDN, UGA, UGL, UNGXME, XOP, XPP, XRT, XSD, YAO, YCS, ZSL


CBOE Other Exchange Traded Funds Contract Volume Detail

Month AMJ BBH CRBQ FCG GDX GDXJ GEX HAP HHH IAI IAT IBB ICF IDU IEO IEZJan 579 41 2,245 316,394 29,513 695 41 235 423 380 10,735 634 935 573 460Feb 525 26 9,867 311,389 15,412 40 3 205 274 323 5,869 1,407 991 256 513Mar 458 5,188 259,629 20,302 647 99 299 102 291 11,402 1,527 1,285 11,623 425Apr 642 2,220 282,111 19,690 697 154 332 1,276 797 17,550 1,697 1,228 4,885 824May 660 2,343 361,520 33,926 165 114 1,267 740 688 25,710 1,246 951 9,241 3,221Jun 217 607 2,789 233,632 17,600 104 37 390 472 167 14,046 1,079 979 2,680 792Jul 19,550 1,264 891 205,167 24,029 38 1 213 67 270 21,143 777 592 513 1,102Aug 7,584 405 556 195,067 14,565 115 76 110 219 162 7,327 1,238 376 269 479Sep 2,547 1,314 790 260,708 37,787 103 19 120 137 45 9,655 1,374 844 266 1,086Oct 15,318 1,280 773 383,958 63,242 137 12 144 191 277 8,276 1,135 399 136 525Nov 25,605 1,184 626 368,624 65,948 101 86 72 175 4,286 1,597 243 194 465Dec 231 963 1,188 248,488 78,101 124 64 139 25 7,331 4,745 480 2,195 1,101Total 71,052 9,881 67 29,476 3,426,687 420,115 2,966 556 3,465 4,112 3,600 143,330 18,456 9,303 32,831 10,993

Month IGE IHF ITB IXC IYE IYF IYH IYM IYR IYT IYZ KBE KCE KIE KOL KREJan 2,340 1,085 81 266 937 2,365 1,679 98,871 10,755 664 10,091 218 265 9,135 9,174Feb 3,480 92 720 65 45 838 247 615 117,657 6,613 412 2,220 118 595 3,765 17,336Mar 9,062 984 567 82 92 692 598 807 126,615 2,639 372 17,724 412 158 8,044 30,556Apr 3,620 138 1,272 508 673 1,461 695 634 148,289 30,302 155 8,490 113 1,871 4,897 44,923May 3,551 274 2,013 630 325 615 410 698 168,057 12,551 265 5,222 107 2,285 2,366 26,329Jun 4,126 297 3,791 271 202 633 230 602 89,162 1,915 15,222 3,870 57 857 1,857 7,885Jul 1,515 202 5,108 135 80 1,077 726 503 107,767 3,197 30,411 1,496 124 547 1,593 21,987Aug 912 143 5,938 125 39 396 96 374 109,124 9,206 162 1,117 93 810 1,007 7,698Sep 3,377 179 2,319 27 27 214 85 57 139,036 2,131 246 1,331 8 1,514 646 6,134Oct 1,575 258 676 0 290 51 88 68,622 1,669 508 176,811 140 551 1,657 7,151Nov 1,584 396 873 0 312 638 57 114,566 338 237 76,238 354 471 1,268 7,514Dec 1,135 2,915 596 0 640 47 131 76,838 328 239 5,328 369 715 1,351 51,240Total 36,277 5,878 24,958 1,924 1,749 8,105 6,188 6,245 1,364,604 81,644 48,893 309,938 2,113 10,639 37,586 237,927

Month KWT MLPN MOO NLR OIH PBW PHO PIO PPH PXJ REMX RKH RTH SEA SLX SMHJan 167 4,293 602 107,400 1,178 1,041 125 2,033 12 7,441 16,082 423 1,161 148,207Feb 161 3,796 748 72,290 355 893 42 6,208 22 2,797 15,791 236 1,140 76,091Mar 140 2,909 641 93,472 353 1,497 470 1,103 20 4,403 13,372 395 1,773 78,055Apr 49 2,460 405 148,523 368 372 43 3,758 65 4,550 11,226 286 1,503 120,153May 94 3,283 320 147,372 1,269 465 41 3,063 59 4,792 14,994 1,912 132,609Jun 21 3,037 169 134,493 539 424 96 955 68 1,891 13,842 2,264 69,578Jul 61 22 2,202 102 69,456 286 286 60 1,052 71 2,194 12,451 1,887 77,566Aug 2 43 3,394 131 102,587 449 285 72 6,093 44 1,538 23,928 2,668 85,169Sep 18 9 1,682 103 77,436 459 235 32 3,004 31 2,338 9,956 1,351 44,461Oct 7 15 5,020 282 96,406 913 1,986 0 3,797 15 1,316 7,701 815 69,914Nov 152 7,738 98,055 158 271 0 4,203 79 1,773 1,026 8,602 909 92,812Dec 22 5,224 77,223 125 541 0 2,186 4 4,344 4,556 8,547 724 53,346Total 720 263 45,038 3,503 1,224,713 6,452 8,296 981 37,455 490 6,117 38,842 156,492 1,340 18,107 1,047,961

DOMESTIC SECTOR


Month SOXX SWH TAN VNQ XBI XES XHB XLB XLE XLF XLI XLK XLP XLU XLV XLYJan 125 1,362 486 244 4,325 80,521 46,241 231,145 1,256,579 101,884 40,012 17,539 38,243 83,110 41,571Feb 64 414 885 499 287 76,860 71,613 183,582 862,004 70,392 22,396 11,577 42,105 25,694 49,554Mar 175 686 1,533 2,201 600 32,536 58,720 279,771 559,564 114,425 24,737 44,547 66,791 67,980 57,119Apr 201 2,057 1,117 3,298 185 79,239 77,431 298,329 1,691,608 98,807 50,482 12,188 26,788 68,018 72,909May 396 577 1,816 9,390 194 62,331 75,317 337,980 2,048,405 183,533 144,785 24,177 61,554 36,258 116,442Jun 50 602 1,019 1,079 138 67,907 28,984 287,846 1,289,833 229,669 52,801 73,661 42,169 14,919 52,412Jul 40 670 1,555 924 106 58,511 92,367 180,391 1,156,831 69,952 81,055 49,342 31,894 33,267 81,210Aug 20 300 1,713 234 178 42,617 71,671 200,162 785,956 78,991 57,732 85,712 50,963 51,943 58,415Sep 63 860 1,542 708 132 30,574 56,481 197,222 636,367 56,581 36,669 9,345 44,251 47,356 42,905Oct 3 60 610 1,171 605 222 34,342 195,114 197,318 541,441 72,834 425,122 24,916 29,013 24,006 47,210Nov 296 67 1,396 3,328 542 259 50,353 99,046 167,370 769,113 166,303 72,417 10,238 33,077 22,835 152,147Dec 270 46 444 2,583 558 485 54,820 41,111 202,995 806,342 40,574 74,533 25,717 28,376 24,454 32,426Total 569 1,307 9,978 18,748 20,282 7,111 670,611 914,096 2,764,111 12,404,043 1,283,945 1,082,741 388,959 495,224 499,840 804,320

Month XME XOP XRT XSDJan 41,407 9,347 72,910 48Feb 50,749 5,320 97,662 280Mar 56,251 13,597 196,954 165Apr 18,997 12,677 279,917 331May 33,874 19,392 332,216 432Jun 30,897 9,493 187,193 149Jul 33,452 7,745 132,009 131Aug 31,847 22,271 287,034 64Sep 22,760 3,798 173,977 78Oct 24,742 6,457 120,188 21Nov 30,465 47,909 125,398 73Dec 25,744 12,545 146,317 22Total 401,185 170,551 2,151,775 1,794

DOMESTIC SECTOR (Continued)


Month DVY IJH IJR IJS IVE IVV IWC IWN IWO IWP IWR IWS IWV IYY MDYJan 2,853 1,104 315 1,379 287 771 1,434 2,824 800 1,268 43 388 373 21,685Feb 3,137 724 376 523 313 625 1,212 2,502 769 1,966 296 546 337 13,195Mar 10,652 2,046 1,550 1,215 217 866 1,732 1,702 195 1,037 442 336 21,523Apr 2,233 2,130 2,209 628 275 1,204 2,161 1,193 535 1,126 919 419 11,599May 1,912 2,041 1,284 1,445 424 4,033 2,573 2,703 335 2,787 1,072 1,055 17,621Jun 2,045 2,828 1,829 688 201 1,178 1,696 2,611 310 2,167 464 540 9,649Jul 1,085 1,323 827 418 268 1,055 1,584 1,153 416 958 564 699 15,437Aug 972 2,145 805 502 135 1,591 1,567 858 616 2,008 704 401 11,152Sep 6,503 767 1,294 795 626 1,997 851 1,165 143 1,062 610 426 16,349Oct 2,284 544 616 269 9 2,280 628 570 608 1,337 1,080 1,085 23,296Nov 1,352 1,714 954 963 533 431 936 1,148 70 2,757 1,460 168 20,927Dec 1,805 1,329 1,040 508 1,438 1,502 643 1,623 23 1,943 759 81 21,277Total 36,833 18,695 13,099 9,333 2,755 1,971 17,533 17,017 20,052 4,820 20,416 339 9,008 5,920 203,710

Month OEF PBP PDP PRF RSP RWL SCHA SCHB SCHC SCHG SCHV SCHX SDY VXX VXZJan 2,500 0 40 15 286 745 932 2,471 634 312 528Feb 729 0 0 6 222 83 552 14 43 284 61 264Mar 3,667 14 2 18 336 88 296 111 115 237 127 462Apr 463 2 2 46 494 475 81 81 12 81 10 11 962May 569 0 60 305 329 490 536 209 40 30 15 154 434 23,087 2,154Jun 328 15 0 141 273 510 84 128 62 55 30 21 647 198,583 45,734Jul 1,561 4 0 124 481 1,012 145 147 70 0 19 50 322 232,732 2,914Aug 740 5 0 39 499 481 93 174 155 40 65 22 254 321,569 2,291Sep 3,323 1 0 100 126 10 48 34 52 17 0 1 543 469,184 4,219Oct 1,199 10 0 6 0 519 250 42 50 0 7 6 524 633,132 8,829Nov 2,304 0 0 18 0 473 14 14 123 22 0 39 405 479,553 13,697Dec 2,400 1 0 0 0 452 122 48 90 2 1 10 185 347,922 14,180Total 19,783 52 104 818 3,046 4,422 2,289 2,657 779 2,876 1,302 814 5,530 2,705,762 94,018

DOMESTIC BROAD-BASED


Month ADRE BKF BRF DWX ECH EEB EEM EFA EPI EPP EWA EWC EWD EWG EWHJan 208 444 3,190 121 1,681 1,655 997,930 127,688 5,260 311 8,307 3,764 459 1,224 12,844Feb 70 570 3,422 20 706 1,307 1,028,655 118,672 3,754 343 8,605 3,951 900 2,298 5,370Mar 110 587 3,706 146 1,889 1,898 1,070,068 173,280 3,398 1,152 12,722 2,193 626 2,205 42,623Apr 184 956 3,686 129 525 1,615 1,043,241 178,320 2,502 1,421 8,074 14,464 285 2,201 2,478May 122 707 2,186 51 398 4,344 2,758,567 299,304 2,067 1,757 13,182 8,622 290 8,077 8,511Jun 59 224 1,174 44 389 2,040 856,243 205,773 1,101 1,471 6,791 3,418 59 2,846 15,959Jul 102 250 1,173 83 1,306 832 764,321 137,878 2,509 988 4,570 1,197 76 4,068 1,834Aug 96 561 722 26 717 1,065 676,746 167,736 788 780 2,949 1,156 101 2,386 4,178Sep 58 290 1,411 97 1,461 763 574,230 243,190 774 1,524 3,948 2,460 36 3,131 14,801Oct 107 268 1,692 48 1,189 839 671,273 101,298 888 969 13,302 1,106 9 5,166 18,293Nov 27 267 1,575 1,589 560 1,018,503 209,954 1,858 681 6,417 1,760 0 3,168 59,573Dec 39 5 2,199 901 1,008 726,480 102,370 1,565 2,220 6,310 1,602 0 1,879 18,147Total 1,182 5,129 26,136 765 12,751 17,926 12,186,257 2,065,463 26,464 13,617 95,177 45,693 2,841 38,649 204,611

Month EWI EWJ EWM EWP EWS EWT EWW EWY EWZ EZA EZU FEZ FXI GUR GXCJan 30,878 2,468 415 2,127 12,708 16,333 24,118 312,666 1,690 486 52 379,054 886 1,194Feb 23,299 7,109 2,867 865 12,663 16,986 17,423 353,032 867 302 229 404,581 2,460 814Mar 25,018 501 4,058 240 29,895 30,404 13,534 441,344 2,505 191 141 336,301 795 445Apr 41,896 1,027 5,922 604 9,997 21,695 16,964 409,615 3,244 212 375 497,870 548 1,214May 65,161 980 53,577 356 10,015 25,814 25,819 610,429 1,349 432 54,548 585,086 1,272 1,862Jun 9,697 282 22,130 372 6,029 21,715 15,729 339,610 399 82 752 269,973 1,027 891Jul 276 48,901 80 11,770 572 4,221 10,922 18,995 291,016 427 120 18,140 172,775 617 404Aug 748 27,351 319 15,246 535 4,475 14,841 4,233 247,859 868 7 76 193,894 164 253Sep 498 52,995 1,709 7,224 564 6,329 26,195 5,182 379,391 93 236 157 144,296 271 411Oct 181 65,570 1,952 3,426 997 34,732 29,167 31,289 386,245 573 24 137 212,380 207 668Nov 290 65,462 1,628 17,070 1,913 18,990 28,210 42,277 281,396 269 99 13 204,034 99 495Dec 965 28,528 2,533 6,074 914 12,376 31,538 14,554 485,618 415 32 13 211,145 193 798Total 2,958 484,756 20,588 149,779 10,059 162,430 273,820 230,117 4,538,221 12,699 2,223 74,633 3,611,389 8,539 9,449

Month HAO IEV ILF INP PGJ PIN RSX SCHE SCHF VGK VWO YAOJan 1,883 2,685 4,112 1,007 1,908 12,660 20 263 665 9,397 543Feb 4,247 10,577 1,971 1,090 2,129 46,840 218 289 1,189 8,840 101Mar 795 350 3,082 699 1,252 20,417 323 215 0 13,899 142Apr 789 240 1,997 370 718 39,793 21 56 0 5,726 273May 5,467 1,601 2,265 687 764 57,321 70 291 0 10,106 72Jun 1,191 2,355 2,054 285 730 3,373 32,510 43 41 0 6,867 65Jul 1,109 1,077 1,841 502 974 303 14,853 15 55 0 5,386 66Aug 846 234 944 1,144 266 842 26,183 92 54 0 4,111 15Sep 1,810 520 2,474 1,060 208 229 21,897 36 172 0 8,018 80Oct 98 306 1,028 2,035 169 595 22,040 166 45 0 5,445 131Nov 425 714 1,112 1,725 177 965 12,436 596 163 0 10,160 174Dec 6,743 240 928 1,059 34 590 17,272 168 93 0 9,977 263Total 25,403 20,899 23,808 7,810 6,411 13,668 324,222 1,768 1,737 1,854 97,932 1,925

FOREIGN


Month CORN COW DBA DBB DBC DBE DBO DBP DBS DGL DJP FXC GAZ GLD GSGJan 41,003 2,571 11,192 426 1,584 279 470 348 3,256 1,306,229 1,811Feb 21,146 2,110 4,701 608 2,879 218 388 206 6,446 1,012,037 3,031Mar 27,931 2,782 6,274 196 1,181 304 177 276 9,271 1,099,206 608Apr 26,633 2,477 8,506 365 1,011 82 152 295 6,878 1,060,154 1,235May 9,400 3,286 4,273 295 3,049 242 156 291 10,821 1,878,888 1,231Jun 43 5,793 1,363 2,492 598 4,871 65 82 241 168 10,767 359 1,776,078 2,528Jul 397 19,907 1,922 4,238 393 1,208 89 32 53 336 10,717 394 931,921 1,098Aug 549 59,798 1,471 1,785 554 1,124 132 45 135 733 12,567 168 867,109 1,431Sep 147 39,569 2,954 2,906 229 922 89 77 160 58 7,620 157 789,641 2,578Oct 347 53,710 2,520 6,454 276 785 416 220 628 2,113 12,831 175 1,674,789 867Nov 253 400 91,548 1,500 11,086 2,440 1,918 665 1,851 310 862 10,034 657 1,180,069 4,622Dec 283 357 35,828 1,962 7,967 778 2,745 576 398 233 1,226 8,637 314 947,444 524Total 536 2,240 432,266 26,918 71,874 7,158 23,277 3,157 4,048 3,176 5,496 109,845 2,224 14,523,565 21,564

Month IAU JJC OIL RJA RJI RJN SCO SGOL SIVR SLV UGA UNG URA USL USOJan 2,797 4,469 264,864 692 431,497 1,161 327,517Feb 1,665 3,987 292,919 400 269,511 675 304,122Mar 1,296 6,958 239,588 1,069 450,727 1,350 295,873Apr 1,029 6,403 247,170 1,318 638,291 1,557 303,401May 3,305 9,926 482,773 1,088 383,720 549 544,534Jun 3,217 508 359 2,026 222 313,817 1,005 518,440 224 274,463Jul 4,493 983 650 634 1 2,343 671 176 304,174 709 260,595 143 181,592Aug 1,516 840 622 404 24 1 3,261 709 121 227,807 462 192,334 209 161,105Sep 3,637 1,331 276 83 1 2,959 1,178 545 393,462 427 149,433 127 156,360Oct 6,261 2,655 344 205 45 2 2,637 1,949 1,335 451,698 434 194,857 55 173,688Nov 8,630 4,459 577 3,534 139 33 6,747 1,855 3,817 948,369 420 263,552 1,995 130 189,979Dec 4,151 3,471 735 1,147 80 583 1,324 2,232 707,281 724 271,284 4,125 330 185,731Total 41,997 14,247 3,563 6,007 288 38 52,299 7,908 8,226 4,873,922 8,748 4,024,241 6,120 6,510 3,098,365

COMMODITY POOLS


Month AGQ BGU BGZ BZQ CSM DDM DIG DNO DOG DPK DRN DRV DUG DUST DXD DZKJan 7,725 10,775 17,620 965 7,533 17,242 185 1,597 187 18,308 7,858 8,513 13,822 380Feb 6,022 6,294 13,799 982 6,423 14,406 552 1,035 373 14,607 9,590 8,673 13,741 478Mar 4,823 6,184 14,850 828 5,643 15,408 153 2,572 25 9,313 11,711 9,969 8,826 358Apr 4,714 8,025 8,123 477 6,053 17,319 145 1,439 108 12,102 6,389 4,915 7,734 416May 9,826 12,640 26,958 1,695 6,505 23,985 388 23,022 250 15,711 14,655 9,465 31,405 1,117Jun 4,995 7,041 21,564 989 3,885 19,647 154 13,910 126 9,379 8,824 6,255 15,562 710Jul 3,747 7,180 23,458 774 4,508 14,092 160 6,577 70 5,649 5,046 3,979 20,997 591Aug 2,777 6,949 20,612 533 2,172 11,911 260 6,849 204 8,006 2,676 3,232 16,951 346Sep 4,922 7,714 16,232 178 160 1,628 13,031 220 4,417 58 12,721 1,252 2,913 9,367 616Oct 6,140 8,261 12,069 152 559 880 12,452 163 5,867 55 7,511 1,293 2,778 10,279 224Nov 11,223 12,211 12,928 88 169 2,235 11,505 102 2,021 68 10,420 1,325 3,488 8,893 449Dec 6,585 7,741 7,224 151 179 1,162 9,568 244 436 120 2,622 1,882 2,026 339 4,821 3,011Total 73,499 101,015 195,437 7,812 1,067 48,627 180,566 2,726 69,742 1,644 126,349 72,501 66,206 339 162,398 8,696

Month EDC EDZ EET EEV EFU EPV ERX ERY EUO FAS FAZ FXP GLL MWJ MWN MZZJan 20,038 10,613 1,584 6,064 213 12,273 3,094 9,199 261,663 220,876 31,308 2,878 839 388 273Feb 12,328 19,238 603 8,160 386 10,566 4,114 8,691 227,881 218,093 37,413 3,711 547 554 150Mar 14,378 11,627 2,425 3,398 505 15,915 2,882 14,297 323,318 316,406 21,397 4,774 182 535 416Apr 14,611 8,690 3,000 4,366 364 19,812 2,847 11,217 378,844 374,185 35,896 4,001 331 189 122May 22,986 10,673 1,739 10,177 2,280 21,250 4,258 54,180 439,962 573,390 41,122 6,268 993 689 430Jun 8,617 4,126 645 4,489 1,310 1,829 20,046 3,807 24,087 233,635 307,528 6,879 1,839 395 739 402Jul 7,178 3,304 792 2,002 1,014 3,226 14,170 2,805 12,357 250,069 344,454 3,071 2,896 537 529 724Aug 3,113 3,669 580 1,933 543 1,405 15,965 1,858 34,175 224,216 278,940 4,130 2,208 355 682 249Sep 4,594 1,727 1,066 1,462 394 1,413 12,648 2,000 12,149 241,355 271,634 2,563 2,775 395 292 162Oct 4,088 2,736 1,172 1,547 337 813 12,260 1,473 40,335 255,953 229,460 2,468 3,499 119 298 160Nov 9,107 3,162 1,275 1,380 244 829 13,298 3,175 40,701 274,364 213,658 2,432 4,037 398 174 49Dec 6,922 1,710 743 805 132 1,560 15,292 1,306 17,199 262,292 176,062 2,253 2,656 806 98 172Total 127,960 81,275 15,624 45,783 7,722 11,075 183,495 33,619 278,587 3,373,552 3,524,686 190,932 41,542 5,897 5,167 3,309

Month NUGT PSQ PST QID QLD REW ROM RSU RSW RWM SAA SDS SH SIJ SKF SMKJan 248 662 73,362 30,482 487 1,728 258 573 324 50 130,631 3,811 499 40,043 155Feb 1,161 558 56,911 22,456 250 682 2 575 867 58 209,990 5,674 165 50,182 1Mar 89 494 54,882 23,780 164 1,046 20 179 1,320 47 177,055 2,902 420 62,904 539Apr 204 707 63,376 37,259 154 1,380 226 212 482 55 206,755 3,698 404 41,446 56May 1,295 1,029 160,068 45,391 443 1,426 247 557 1,128 563 425,901 13,164 553 138,186 3Jun 526 488 81,058 30,358 484 830 238 455 869 418 186,541 8,116 215 28,135 50Jul 272 403 62,025 26,186 549 643 47 681 694 257 208,780 6,563 152 21,901 60Aug 632 626 56,772 21,141 295 502 65 411 1,246 523 158,696 6,643 245 30,516 3Sep 562 378 31,836 20,974 602 1,376 35 251 878 30 147,282 5,026 131 15,917 110Oct 405 631 35,835 24,823 89 1,333 44 65 356 79 145,293 3,854 166 29,393 59Nov 408 1,506 33,334 22,564 75 1,495 137 144 886 73 217,042 5,020 37 17,703Dec 462 477 2,348 26,770 18,425 10 1,080 77 58 761 120 113,254 1,408 17,299Total 462 6,279 9,830 736,229 323,839 3,602 13,521 1,396 4,161 9,811 2,273 2,327,220 65,879 2,987 493,625 1,036

LEVERAGED & INVERSE


Month SMN SPXU SQQQ SRS SSG SSO TBF TBT TMF TMV TNA TQQQ TWM TYD TYH TYOJan 9,791 6,632 72,666 289 93,637 1,479 181,892 745 2,571 16,591 7,796 214 8,206 342Feb 3,756 4,734 56,112 144 98,271 510 157,992 549 2,320 14,629 5,779 179 3,272 132Mar 2,447 2,724 107,140 224 98,503 918 214,221 734 7,163 18,244 14,687 209 2,639 257Apr 254,831 4,225 45,208 166 101,070 1,011 258,744 601 7,015 19,207 12,847 231 4,996 242May 2,690 9,618 46,611 241 175,660 1,196 400,298 1,558 5,114 30,848 68,544 885 8,688 328Jun 2,751 6,362 16,056 465 115,152 419 174,776 860 2,468 21,267 13,439 397 4,114 49Jul 2,239 6,681 17,969 215 147,918 416 111,099 1,129 2,126 21,699 17,859 273 4,452 273Aug 1,580 8,627 13,881 172 110,374 632 241,200 1,613 4,403 31,358 10,235 1,363 4,406 432Sep 928 9,477 9,787 229 76,100 632 216,114 2,954 6,029 35,429 7,719 557 5,204 428Oct 1,203 5,557 9,485 219 59,227 1,430 224,586 1,737 11,783 32,244 6,665 448 4,989 195Nov 1,194 8,787 1,049 7,818 114 75,502 2,256 306,998 2,182 12,244 35,276 1,416 6,400 943 6,943 412Dec 1,055 4,782 502 6,985 625 75,241 2,697 307,098 1,456 9,888 26,042 604 6,786 3,291 4,561 1,598Total 284,465 78,206 1,551 409,718 3,103 1,226,655 13,596 2,795,018 16,118 73,124 302,834 2,020 178,756 8,990 62,470 4,688

Month TYP TZA UBT UCO UGL UPRO URE USD UWM UXI UYG UYM XPP YCS ZSLJan 3,152 93,952 24,984 4,751 3,461 26,291 1,318 24,831 830 80,467 14,482 3,115 558 1,225Feb 4,519 58,372 36 28,100 2,715 1,731 23,795 836 15,561 622 46,693 9,138 3,654 712 10,027Mar 1,465 145,952 545 38,525 3,961 3,118 33,493 997 55,853 440 91,258 7,904 3,319 7,368Apr 1,193 158,109 244 35,132 3,610 3,142 31,009 1,416 13,228 672 74,226 7,382 3,798 4,174May 2,827 306,723 3,327 77,731 4,516 3,510 11,564 3,806 19,688 708 51,387 13,470 4,388 11,326Jun 1,358 191,557 1,181 36,243 5,251 3,440 14,611 1,213 10,642 341 21,485 5,658 1,951 3,718Jul 1,983 103,342 428 33,337 3,524 3,107 4,597 686 12,351 103 26,816 7,472 1,884 8,205Aug 937 73,693 1,697 46,195 1,260 1,684 4,316 875 7,441 35 20,946 12,935 1,293 2,376Sep 972 93,703 1,338 32,252 2,293 1,848 4,716 647 6,167 51 27,851 9,216 1,973 3,289Oct 1,104 56,660 678 31,418 3,038 1,844 3,039 545 5,190 214 25,917 5,436 1,769 14,009Nov 1,390 102,509 1,597 40,372 2,581 3,258 3,061 930 6,784 51 21,237 5,740 1,357 17,676Dec 404 70,452 1,103 28,894 2,554 2,520 2,631 1,030 5,873 62 17,743 4,632 1,080 8,146Total 21,304 1,455,024 12,174 453,183 40,054 32,663 163,123 14,299 183,609 4,129 506,026 103,465 29,581 1,270 91,539

LEVERAGED & INVERSE (Continued)


Month BZF CEW CYB DBV FXA FXB FXE FXY UDN UUPJan 213 59 5,084 4,356 2,754 37,536 6,161 1,031 73,166Feb 230 52 1,933 66 3,222 8,648 58,744 11,134 954 79,073Mar 341 60 6,364 75 4,798 11,825 35,526 7,518 595 86,868Apr 158 59 11,542 142 3,033 6,679 118,526 15,046 406 91,614May 559 20 3,405 299 7,315 16,914 214,206 23,948 1,693 70,087Jun 334 11 4,172 356 8,226 11,740 122,642 11,608 1,974 46,231Jul 1,674 4,922 34 7,886 4,491 116,195 10,926 1,135 37,146Aug 425 32 412 83 8,142 4,957 61,954 26,638 2,130 54,357Sep 1,044 11 1,289 372 5,735 2,766 48,712 17,069 577 34,571Oct 47 112 2,482 54 6,856 2,521 54,041 12,940 977 222,828Nov 7 1,319 139 13,132 4,906 72,291 14,936 856 232,118Dec 94 1,276 23 8,170 4,276 54,811 12,365 430 102,634Total 5,025 517 44,200 1,643 80,871 82,477 995,184 170,289 12,758 1,130,693

Month BWX HYG IEF IEI JNK LQD PCEF PCY PFF PGFJan 176 4,603 3,592 85 4,280 4,896 135 1,891 2,077Feb 454 7,458 3,743 125 7,515 7,529 787 1,263 1,917Mar 148 4,723 4,185 154 4,797 7,013 70 622 1,658 1,250Apr 53 5,425 6,701 387 2,050 4,869 1,129 251 1,008 774May 149 16,337 2,612 340 7,478 8,508 136 814 3,195 1,770Jun 25 3,410 6,240 104 3,878 4,847 37 2,323 960 1,535Jul 83 1,323 1,318 162 3,039 1,834 144 642 634 739Aug 257 1,568 3,373 119 4,278 2,549 245 487 609 727Sep 65 1,743 5,855 22 3,626 4,084 138 613 229 442Oct 220 1,942 2,291 120 5,478 2,484 121 1,444 4,628 236Nov 194 1,764 2,325 26 8,290 3,163 250 3,750 2,153 281Dec 1,463 2,247 4,221 35 5,521 3,095 497 803 303 140Total 3,287 52,543 46,456 1,679 60,230 54,871 2,767 12,671 18,531 11,888

Month PGX PHB SCHO SCHP SCHR SHY TIP TLT TUZJan 64 670 1,535 90,442Feb 17 867 1,807 93,098Mar 2 825 1,025 141,544 34Apr 39 466 2,080 114,608 55May 25 778 1,289 142,950 33Jun 5 917 1,253 97,776 2Jul 64 211 744 111,843 77Aug 31 477 20 90 86 737 183,962 0Sep 37 27 61 0 143 684 185,702 5Oct 17 71 60 195 0 1,092 3,634 125,781Nov 0 30 70 102 30 1,083 1,614 159,671Dec 5 12 55 42 22 540 948 158,450Total 306 113 689 420 142 7,678 17,350 1,605,827 206

FIXED INCOME

CURRENCY


CBOE INTEREST RATE OPTIONS - 2010

Total Interest Rate Options Contract Volume


Jan 19 24 34 58 3Feb 19 84 59 143 8Mar 23 13 9 22 1Apr 21 620 19 639 30May 20 1,091 60 1,151 58Jun 22 27 0 27 1Jul 21 48 0 48 2Aug 22 21 11 32 1Sep 21 209 0 209 10Oct 21 2 2 4 0Nov 21 33 30 63 3Dec 22 21 0 21 1Total 252 2,193 224 2,417 10

Total Interest Rate Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 82 85 167 $6,565 $7,350 $13,915Feb 159 44 203 $30,835 $7,070 $37,905Mar 156 34 190 $5,570 $5,130 $10,700Apr 769 53 822 $264,135 $5,420 $269,555May 1,857 2 1,859 $646,615 $19,720 $666,335Jun 1,873 2 1,875 $6,600 $0 $6,600Jul 1,878 2 1,880 $7,795 $0 $7,795Aug 1,899 13 1,912 $4,600 $9,670 $14,270Sep 1,010 13 1,023 $85,600 $0 $85,600Oct 1,012 11 1,023 $500 $2,920 $3,420Nov 1,010 1 1,011 $5,255 $28,000 $33,255Dec 48 1 49 $3,245 $0 $3,245Total -- -- -- $1,067,315 $85,280 $1,152,595

In 2010, the Chicago Board Options Exchange traded options on four interest rate measures---IRX, FVX, TNX and TYX. IRX is based on 10 times the discount rate of the most recently auctioned 13-week U.S. Treasury Bill. FVX, TNX and TYX are based on 10 times the yield-to-maturity on the most recently auctioned 5-year Treasury note, 10-year Treasury note and 30-year Treasury bond, respectively.

Contract Volume



Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $274 $216 $240 5 17 8 5 2 7Feb $367 $120 $265 21 15 18 4 4 8Mar $428 $570 $486 7 9 7 2 1 3Apr $426 $285 $422 78 10 64 8 2 10May $593 $329 $579 35 10 31 31 6 37Jun $244 $0 $244 9 0 9 3 0 3Jul $162 $0 $162 12 0 12 4 0 4Aug $219 $879 $446 7 6 6 3 2 5Sep $410 $0 $410 70 0 70 3 0 3Oct $250 $1,460 $855 2 2 2 1 1 2Nov $159 $933 $528 6 15 8 6 2 8Dec $155 $0 $155 4 0 4 6 0 6Total $487 $381 $477 29 11 25 76 20 96



IRX Options Contract Volume


Jan 19 15 0 15 1Feb 19 3 0 3 0Mar 23 0 0 0 0Apr 21 2 0 2 0May 20 0 0 0 0Jun 22 0 0 0 0Jul 21 1 0 1 0Aug 22 0 0 0 0Sep 21 0 0 0 0Oct 21 0 0 0 0Nov 21 0 0 0 0Dec 22 0 0 0 0Total 252 21 0 21 0

IRX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 40 0 40 $1,950 $0 $1,950Feb 43 0 43 $330 $0 $330Mar 43 0 43 $0 $0 $0Apr 43 0 43 $130 $0 $130May 43 0 43 $0 $0 $0Jun 43 0 43 $0 $0 $0Jul 44 0 44 $25 $0 $25Aug 44 0 44 $0 $0 $0Sep 0 0 0 $0 $0 $0Oct 0 0 0 $0 $0 $0Nov 0 0 0 $0 $0 $0Dec 0 0 0 $0 $0 $0Total -- -- -- $2,435 $0 $2,435

Contract Volume



IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions




FVX Options Contract Volume



FVX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 10 0 10 $2,800 $0 $2,800Feb 10 0 10 $0 $0 $0Mar 2 0 2 $4,320 $0 $4,320Apr 2 0 2 $0 $0 $0May 2 0 2 $0 $0 $0Jun 2 0 2 $0 $0 $0Jul 2 0 2 $0 $0 $0Aug 2 0 2 $0 $0 $0Sep 0 0 0 $0 $0 $0Oct 0 0 0 $0 $0 $0Nov 0 0 0 $0 $0 $0Dec 0 0 0 $0 $0 $0Total -- -- -- $7,120 $0 $7,120

Contract Volume



FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions




TNX Options Contract Volume



TNX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 5 51 56 $105 $0 $105Feb 54 10 64 $20,005 $7,070 $27,075Mar 54 0 54 $0 $5,130 $5,130Apr 62 19 81 $3,755 $5,420 $9,175May 444 0 444 $217,815 $7,200 $225,015Jun 460 0 460 $6,600 $0 $6,600Jul 464 0 464 $7,770 $0 $7,770Aug 485 11 496 $4,600 $9,670 $14,270Sep 406 11 417 $3,600 $0 $3,600Oct 406 11 417 $0 $0 $0Nov 399 1 400 $2,755 $28,000 $30,755Dec 48 1 49 $2,135 $0 $2,135Total -- -- -- $269,140 $62,490 $331,630

Contract Volume



TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions




TYX Options Contract Volume


Jan 19 4 34 38 2Feb 19 30 0 30 2Mar 23 5 0 5 0Apr 21 605 0 605 29May 20 707 32 739 37Jun 22 0 0 0 0Jul 21 0 0 0 0Aug 22 0 0 0 0Sep 21 200 0 200 10Oct 21 2 2 4 0Nov 21 5 0 5 0Dec 22 4 0 4 0Total 252 1,562 68 1,630 6

TYX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 27 34 61 $1,710 $7,350 $9,060Feb 52 34 86 $10,500 $0 $10,500Mar 57 34 91 $1,250 $0 $1,250Apr 662 34 696 $260,250 $0 $260,250May 1,368 2 1,370 $428,800 $12,520 $441,320Jun 1,368 2 1,370 $0 $0 $0Jul 1,368 2 1,370 $0 $0 $0Aug 1,368 2 1,370 $0 $0 $0Sep 604 2 606 $82,000 $0 $82,000Oct 606 0 606 $500 $2,920 $3,420Nov 611 0 611 $2,500 $0 $2,500Dec 0 0 0 $1,110 $0 $1,110Total -- -- -- $788,620 $22,790 $811,410

Contract Volume



TYX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $428 $216 $238 2 17 10 2 2 4Feb $350 $0 $350 30 0 30 1 0 1Mar $250 $0 $250 5 0 5 1 0 1Apr $430 $0 $430 202 0 202 3 0 3May $607 $391 $597 51 11 43 14 3 17Jun $0 $0 $0 0 0 0 0 0 0Jul $0 $0 $0 0 0 0 0 0 0Aug $0 $0 $0 0 0 0 0 0 0Sep $410 $0 $410 100 0 100 2 0 2Oct $250 $1,460 $855 2 2 2 1 1 2Nov $500 $0 $500 5 0 5 1 0 1Dec $278 $0 $278 1 0 1 3 0 3Total $505 $335 $498 56 11 48 28 6 34



C2 TRADING ACTIVITY - 2010

Total C2 Options Trading Summary

Call Put TotalNo. of Contracts 1,848,447 1,762,023 3,610,470Average Daily Volume 42,010 40,046 82,056Dollar Volume $295,601,710 $202,352,678 $497,954,388Open Interest 118,599,733 106,974,352 225,574,085Transactions 146,882 114,991 261,873


JanFebMarAprMayJunJulAugSepOct 1 578 79 657 31 1,782,052 1,538,157 3,320,209 $33,772Nov 21 554,476 612,512 1,166,988 55,571 71,790,474 66,347,333 138,137,807 $172,411,573Dec 22 1,293,393 1,149,432 2,442,825 111,038 118,599,733 106,974,352 225,574,085 $325,509,043Total 44 1,848,447 1,762,023 3,610,470 82,056 -- -- -- $497,954,388



Total C2 Options Average Premium Per Contract, Average Contracts Per Trade and Transactions


JanFebMarAprMayJunJulAugSepOct 1 $55 $22 $51 11 5 10 52 16 68Nov 21 $170 $127 $148 17 21 19 33,295 28,797 62,092Dec 22 $156 $108 $133 11 13 12 113,535 86,178 199,713Total 44 $160 $115 $138 13 15 14 146,882 114,991 261,873

Total C2 Options Contract Volume - All Options

MonthTradingDays

TotalVolume

EquityVolume

ETFVolume

JanFebMarAprMayJunJulAugSepOct 1 657 657 0Nov 21 1,166,988 363,527 803,461Dec 22 2,442,825 1,218,580 1,224,245Total 44 3,610,470 1,582,764 2,027,706



C2 EQUITY OPTIONS - 2010

C2 Equity Options Contract Volume


JanFebMarAprMayJunJulAugSepOct 1 578 79 657 657Nov 21 233,942 129,585 363,527 17,311Dec 22 773,644 444,936 1,218,580 55,390Total 44 1,008,164 574,600 1,582,764 35,972

C2 Equity Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct 1,782,052 1,538,157 3,320,209 $31,996 $1,776 $33,772Nov 48,223,747 33,333,390 81,557,137 $54,630,189 $27,773,162 $82,403,351Dec 93,318,095 67,829,763 161,147,858 $138,276,731 $59,907,472 $198,184,203Total -- -- -- $192,938,916 $87,682,410 $280,621,326

During 2010, 1.6 million equity contracts were traded on the C2, representing options on .2 billion shares of underlying stock.

Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but not liquidated in the secondary market, exercised or expired. At year-end 2010, open interest in in equity options on C2 was 161,147,858 contracts.

Open Interest Dollar Volume

Contract Volume


C2 Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct $55 $22 $51 11 5 10 52 16 68Nov $234 $214 $227 12 12 12 18,820 11,206 30,026Dec $179 $135 $163 10 9 9 80,625 49,802 130,427Total $191 $153 $177 10 9 10 99,497 61,024 160,521




1 MMM 3M Company 334 107 227 42 13 282 ABT Abbott Laboratories 4,403 2,962 1,441 210 141 693 ANF Abercrombie & Fitch Company 1,073 386 687 67 24 434 ATVI Activision Blizzard, Inc. 12 12 0 6 6 05 ADBE Adobe Systems, Inc. 5,292 3,326 1,966 252 158 946 AMD Advanced Micro Devices, Inc. 2,116 1,505 611 118 84 347 AET Aetna, Inc. 21 10 11 11 5 68 AFL AFLAC, Incorporated 136 11 125 34 3 319 A Agilent Technologies, Corporation 84 84 0 42 42 0

10 AEM Agnico-Eagle Mines Ltd. 414 384 30 52 48 411 AKS AK Steel Holding Corporation 584 471 113 73 59 1412 AKAM Akamai Technologies, Inc. 3,158 2,159 999 175 120 5613 AA ALCOA, Inc. 10,470 6,460 4,010 455 281 17414 ALL Allstate Corporation (The) 407 159 248 25 10 1615 ANR Alpha Natural Resources, Inc. 183 82 101 46 21 2516 MO Altria Group, Inc. 2,164 1,374 790 135 86 4917 AMZN Amazon.Com, Inc. 17,504 11,332 6,172 761 493 26818 AMED Amedisys, Inc. 12 12 0 6 6 019 ACAS American Capital, Ltd. 10 10 0 3 3 020 AXP American Express Company 6,142 2,933 3,209 292 140 15321 AIG American International Group, Inc. 7,775 3,906 3,869 370 186 18422 AMGN Amgen, Inc. 3,890 2,176 1,714 216 121 9523 AMR AMR Corporation 2,823 2,242 581 157 125 3224 AMLN Amylin Pharmaceuticals, Inc. 1,055 836 219 66 52 1425 APC Anadarko Petroleum Corporation 4,769 2,565 2,204 265 143 12226 NLY Annaly Capital Management, Inc. 2,837 1,076 1,761 177 67 11027 APA Apache Corporation 274 127 147 46 21 2528 APOL Apollo Group, Inc. 1,989 1,214 775 111 67 4329 APWR A-Power Energy Generation Systems Ltd. 11 11 0 6 6 030 AAPL Apple, Inc. 143,172 92,664 50,508 4,091 2,648 1,44331 AMAT Applied Materials, Inc. 143 89 54 24 15 932 MT Arcelor Mittal 251 65 186 63 16 4733 ACI Arch Coal, Inc. 72 36 36 18 9 934 ADM Archer-Daniels-Midland Company 496 311 185 83 52 3135 AGO Assured Guaranty Ltd. 410 155 255 68 26 4336 T AT&T Corporation 11,449 5,523 5,926 273 132 14137 ATPG ATP Oil & Gas Corporation 1,618 1,196 422 202 150 5338 ADSK Autodesk, Inc. 33 10 23 8 3 639 BIDU Baidu, Inc. ADS 19,283 13,311 5,972 714 493 22140 BHI Baker Hughes, Incorporated 102 43 59 13 5 741 BBD Banco Bradesco 15 15 0 8 8 042 BAC Bank of America Corporation 126,552 84,724 41,828 3,616 2,421 1,19543 ABX Barrick Gold Corporation 7,644 4,427 3,217 364 211 15344 BAX Baxter International, Inc. 122 36 86 20 6 1445 BBT BB&T Corporation 291 174 117 49 29 2046 BBBY Bed Bath & Beyond, Inc. 41 9 32 21 5 1647 BRKB Berkshire Hathaway, Inc. 474 331 143 79 55 2448 BBY Best Buy Co., Inc. 18,602 13,373 5,229 1,163 836 32749 BHP BHP Billiton Limited 363 216 147 61 36 2550 BCRX BioCryst Pharmaceuticals, Inc. 24 0 24 12 0 1251 BA Boeing Company (The) 3,453 2,258 1,195 192 125 6652 BSX Boston Scientific Corporation 13 3 10 7 2 553 BP BP p.l.c. 9,881 5,030 4,851 471 240 23154 BMY Bristol-Myers Squibb Company 2,625 1,709 916 164 107 5755 BRCM Broadcom, Inc. 1,667 734 933 104 46 5856 BRCD Brocade Communications Systems, Inc. 5,131 4,211 920 244 201 4457 BUCY Bucyrus International, Inc. 63 8 55 16 2 1458 COF Capital One Financial Corporation 256 100 156 32 13 2059 CAT Caterpillar, Inc. 11,810 5,841 5,969 513 254 26060 CELG Celgene Corporation 284 165 119 47 28 2061 CX Cemex, S.A.B. de C.V. 157 15 142 26 3 2462 CENX Century Aluminum Company (New) 22 0 22 11 0 1163 CF CF Industries Holdings, Inc. 1,268 951 317 159 119 4064 CHK Chesapeake Energy Corporation 11,898 8,256 3,642 567 393 173

C2 Equity Options Volume (Includes LEAPS)






65 CVX Chevron Corporation 5,597 2,630 2,967 311 146 16566 CB Chubb Corporation (The) 26 2 24 7 1 667 CIEN Ciena Corporation 1,806 868 938 113 54 5968 CI CIGNA Corporation 37 19 18 9 5 569 CSCO Cisco Systems, Inc. 37,156 27,225 9,931 1,615 1,184 43270 CIT CIT Group, Inc. 10 10 0 5 5 071 C Citigroup, Inc. 158,494 127,870 30,624 4,528 3,653 87572 CLF Cliffs Natural Resources, Inc. 1,854 1,459 395 116 91 2573 KO Coca-Cola Company (The) 3,488 1,701 1,787 166 81 8574 CL Colgate-Palmolive Company 303 146 157 38 18 2075 CMCSA Comcast Corporation Class A 1,561 1,122 439 87 62 2476 CMA Comerica, Incorporated 37 33 4 19 17 277 COP ConocoPhillips 6,386 3,211 3,175 278 140 13878 CNX Consol Energy, Inc. 348 206 142 58 34 2479 GLW Corning, Incorporated 2,064 1,538 526 115 85 2980 COST Costco Wholesale Corp. 195 159 36 33 27 681 CREE Cree, Inc. 5,360 2,519 2,841 255 120 13582 CSX CSX Corporation 463 128 335 58 16 4283 CVS CVS Caremark Corporation 561 312 249 70 39 3184 DE Deere & Company 1,591 862 729 99 54 4685 DCTH Delcath Systems, Inc. 5 5 0 3 3 086 DELL Dell Computer Corp. 3,174 1,551 1,623 176 86 9087 DAL Delta Air Lines 341 209 132 57 35 2288 DNDN Dendreon Corporation 3,144 2,298 846 197 144 5389 DVN Devon Energy Corporation 584 336 248 73 42 3190 DO Diamond Offshore Drilling, Inc. 469 372 97 117 93 2491 DOW Dow Chemical Company (The) 1,290 537 753 72 30 4292 DRYS DryShip, Inc. 4,680 3,345 1,335 585 418 16793 DD du Pont (E.I.) de Nemours & Company 1,756 713 1,043 110 45 6594 EK Eastman Kodak Company 699 513 186 117 86 3195 EBAY eBay, Inc. 4,541 2,304 2,237 216 110 10796 EP El Paso Corporation 52 41 11 13 10 397 ERTS Electronic Arts, Inc. 364 256 108 61 43 1898 EMC EMC Corporation 3,711 2,583 1,128 177 123 5499 EOG EOG Resources, Inc. 151 37 114 38 9 29100 ESRX Express Scripts, Inc.-Cl A 98 25 73 25 6 18101 XOM Exxon Mobil Corporation 12,023 5,566 6,457 523 242 281102 FDX FedEx Corporation 485 318 167 121 80 42103 FIS Fidelity National Information Services, Inc. 55 22 33 28 11 17104 FITB Fifth Third Bancorp. 223 83 140 56 21 35105 FSLR First Solar, Inc. 3,122 1,769 1,353 173 98 75106 FLEX Flextronics International Ltd. 2 0 2 1 0 1107 F Ford Motor Company 103,825 69,738 34,087 2,360 1,585 775108 FWLT Foster Wheeler AG 61 15 46 31 8 23109 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 34,935 18,252 16,683 1,294 676 618110 GME GameStop Corporation 111 50 61 19 8 10111 GPS Gap, Inc. (The) 215 148 67 27 19 8112 GRMN Garmin Ltd. 34 12 22 17 6 11113 GE General Electric Company 45,536 28,238 17,298 1,301 807 494114 GIS General Mills, Inc. 2,511 1,771 740 140 98 41115 GM General Motors Corporation 4,950 3,571 1,379 206 149 57116 GNW Genworth Financial, Inc. 231 187 44 29 23 6117 GENZ Genzyme Corporation 1,731 953 778 82 45 37118 GILD Gilead Sciences, Inc. 1,623 985 638 101 62 40119 GFI Gold Fields Limited 11 11 0 6 6 0120 GG Goldcorp, Inc. 2,969 1,862 1,107 165 103 62121 GMCR Green Mountain Coffee Roasters, Inc. 4,165 2,286 1,879 231 127 104122 HAL Halliburton Company 3,446 1,189 2,257 164 57 107123 HOG Harley-Davidson, Inc. 104 41 63 26 10 16124 HIG Hartford Financial Services Group, Inc.(The) 451 228 223 56 29 28125 HL Hecla Mining Company 7,255 4,952 2,303 453 310 144126 HES Hess Corporation 91 90 1 23 23 0127 HPQ Hewlett-Packard Company 8,821 5,309 3,512 420 253 167128 HD Home Depot, Inc. (The) 752 294 458 94 37 57





129 HON Honeywell International, Inc. 82 53 29 21 13 7130 HBC HSBC Holdings plc 330 150 180 55 25 30131 HGSI Human Genome Sciences, Inc. 1,809 1,294 515 113 81 32132 HBAN Huntington Bancshares, Inc. 83 55 28 42 28 14133 IBN ICICI Bank Limited 21 8 13 5 2 3134 INTC Intel Corporation 25,401 15,932 9,469 941 590 351135 ITMN InterMune, Inc. 33 29 4 17 15 2136 IBM International Business Machines Corporation 7,299 3,623 3,676 348 173 175137 IP International Paper Company 245 111 134 31 14 17138 IOC InterOil Corporation 276 156 120 69 39 30139 ESI ITT Educational Services, Inc. 46 23 23 23 12 12140 JDSU JDS Uniphase Corp. 130 67 63 65 34 32141 JNJ Johnson & Johnson 3,222 1,651 1,571 179 92 87142 JOYG Joy Global, Inc. 262 181 81 66 45 20143 JPM JPMorgan Chase & Co. 30,795 17,736 13,059 1,141 657 484144 JNPR Juniper Networks, Inc. 1,459 622 837 91 39 52145 KBH KB HOME 17 6 11 9 3 6146 KEY KeyCorp 41 41 0 21 21 0147 KMP Kinder Morgan Energy Partners 4 1 3 1 0 0148 KGC Kinross Gold Corporation 1,657 1,140 517 104 71 32149 KFT Kraft Foods, Inc. 565 443 122 94 74 20150 LVS Las Vegas Sands Corp. 52,668 33,593 19,075 1,951 1,244 706151 LDK LDK Solar Company Ltd. 1,366 883 483 85 55 30152 LEAP Leap Wireless International, Inc. 14 14 0 7 7 0153 LEN Lennar Corporation 394 259 135 49 32 17154 LLY Lilly (Eli) and Company 292 137 155 49 23 26155 LNC Lincoln National Corporation 58 46 12 15 12 3156 LOW Lowe's Companies, Inc. 1,228 682 546 77 43 34157 M Macy's, Inc. 444 415 29 56 52 4158 MNKD Mannkind Corporation 1,205 538 667 301 135 167159 MRO Marathon Oil Corporation 139 104 35 35 26 9160 MRVL Marvell Technology Group Ltd. 2,767 1,684 1,083 154 94 60161 MEE Massey Energy Company 3,208 1,852 1,356 178 103 75162 MA MasterCard, Inc. 874 591 283 146 99 47163 MBI MBIA, Inc. 2,930 2,339 591 183 146 37164 MCD McDonald's Corporation 9,765 4,355 5,410 233 104 129165 MMR McMoran Exploration Co. 1,602 1,081 521 76 51 25166 MJN Mead Johnson Nutrition Company 5 5 0 3 3 0167 MDT Medtronic, Inc. 1,113 502 611 139 63 76168 WFR MEMC Electronic Materials, Inc. 1,253 946 307 78 59 19169 MRK Merck & Co., Inc. 12,119 8,135 3,984 289 194 95170 MET MetLife, Inc. 486 226 260 61 28 33171 MTG MGIC Investment Corporation 121 121 0 30 30 0172 MGM MGM Resorts International 26,989 18,846 8,143 1,173 819 354173 MU Micron Technology, Inc. 10,433 7,181 3,252 497 342 155174 MSFT Microsoft Corporation 29,968 17,943 12,025 1,110 665 445175 MON Monsanto Company/New 7,844 5,153 2,691 374 245 128176 MCO Moody's Corporation 22 10 12 11 5 6177 MS Morgan Stanley 5,340 2,883 2,457 254 137 117178 MOS Mosaic Company 5,718 4,589 1,129 272 219 54179 MOT Motorola, Inc. 6,166 3,844 2,322 294 183 111180 MYL Mylan, Inc. 141 125 16 24 21 3181 NBR Nabors Industries, Ltd. 24 8 16 6 2 4182 NOV National Oilwell Varco, Inc. 209 170 39 35 28 7183 NTAP NetApp, Inc. 993 583 410 62 36 26184 NFLX NetFlix, Inc. 32,608 17,576 15,032 1,418 764 654185 NEM Newmont Mining Corporation 5,732 3,400 2,332 273 162 111186 NKE NIKE, Inc. (Class B) 129 96 33 65 48 17187 NE Noble Corporation 377 242 135 63 40 23188 NOK Nokia Corporation ADR 2,228 1,626 602 139 102 38189 JWN Nordstrom, Inc. 159 117 42 40 29 11190 NUE Nucor Corporation 2,613 1,132 1,481 163 71 93191 NVDA NVIDIA Corporation 6,373 3,516 2,857 303 167 136192 NYX NYSE Euronext 15 4 11 8 2 6





193 OXY Occidental Petroleum Corporation 2,432 1,124 1,308 135 62 73194 ORCL Oracle Corporation 11,204 5,949 5,255 534 283 250195 SEED Origin Agritech Limited 22 11 11 11 6 6196 PCX Patriot Coal Corporation 974 645 329 244 161 82197 BTU Peabody Energy Corporation 259 171 88 43 29 15198 JCP Penney (J.C.) Company, Inc. 1,830 1,028 802 87 49 38199 PEP PepsiCo, Inc. 2,011 716 1,295 126 45 81200 HK Petrohawk Energy Corporation 929 601 328 116 75 41201 PBR Petroleo Brasileiro S.A.-ADR 12,732 9,005 3,727 554 392 162202 PFE Pfizer, Inc. 8,466 5,940 2,526 368 258 110203 PM Philip Morris International, Inc. 1,751 805 946 109 50 59204 PXP Plains Exploration & Production Company 1,145 528 617 72 33 39205 PCL Plum Creek Timber Company, LP 36 21 15 9 5 4206 PNC PNC Bank Corporation 304 124 180 51 21 30207 BPOP Popular, Inc. 22 22 0 11 11 0208 POT Potash Corporation of Saskatchewan, Inc. 8,390 5,768 2,622 365 251 114209 PG Procter & Gamble Company (The) 4,934 2,684 2,250 215 117 98210 PRU Prudential Financial, Inc. 81 42 39 20 11 10211 PHM PulteGroup, Inc. 185 115 70 31 19 12212 QCOM QUALCOMM, Inc. 8,811 4,491 4,320 420 214 206213 RSH RadioShack 44 36 8 11 9 2214 RMBS Rambus, Inc. 300 260 40 75 65 10215 RTN Raytheon Company 82 56 26 41 28 13216 RF Regions Financial Corp. 556 404 152 93 67 25217 RIMM Research in Motion Limited 52,516 30,969 21,547 1,945 1,147 798218 RCL Royal Caribbean Cruises Ltd. 122 52 70 31 13 18219 CRM Salesforce.com 6,215 3,516 2,699 345 195 150220 SNDK SanDisk Corporation 5,870 2,978 2,892 280 142 138221 SD SandRidge Energy, Inc. 855 651 204 107 81 26222 SVNT Savient Pharmaceuticals, Inc. 1,219 1,051 168 68 58 9223 SLB Schlumberger Limited 3,438 1,726 1,712 164 82 82224 STX Seagate Technology 9,401 6,515 2,886 409 283 125225 SHLD Sears Holdings Corporation 381 244 137 95 61 34226 SLW Silver Wheaton Corporation 7,742 3,718 4,024 430 207 224227 SPG Simon Property Group, Inc. 35 28 7 18 14 4228 SIRI SIRIUS XM Radio 3,368 2,723 645 187 151 36229 SLM SLM Corporation 43 28 15 7 5 3230 SO Southern Company (The) 28 27 1 4 3 0231 SWN Southwestern Energy Company 1,039 740 299 130 93 37232 S Sprint Nextel Corporation 6,075 4,112 1,963 289 196 93233 SBUX Starbucks Corporation 846 416 430 53 26 27234 HOT Starwood Hotels & Resorts Worldwide, Inc. 292 161 131 49 27 22235 STT State Street Corporation 73 0 73 37 0 37236 STEC STEC, Inc. 332 320 12 42 40 2237 SU Suncor Energy, Inc. 1,468 914 554 92 57 35238 SUN Sunoco, Inc. 99 56 43 50 28 22239 SPWRA SunPower Corporation 11 0 11 6 0 6240 STP Suntech Power Holdings Co., Ltd. 218 105 113 55 26 28241 STI SunTrust Banks, Inc. 865 425 440 54 27 28242 SYMC Symantec Corporation 1,376 968 408 86 61 26243 TLB Talbots, Inc. (The) 72 71 1 18 18 0244 TGT Target Corporation 286 157 129 48 26 22245 TCK Teck Resources Limited 789 392 397 99 49 50246 TSO Tesoro Corporation 202 21 181 51 5 45247 TEVA Teva Pharmaceutical Industries Limited ADR 2,534 1,329 1,205 317 166 151248 TXN Texas Instruments, Incorporated 8,257 2,726 5,531 197 65 132249 TXT Textron, Inc. 36 22 14 9 6 4250 BK The Bank of New York Mellon Corporation 590 221 369 98 37 62251 BX The Blackstone Group LP 87 59 28 15 10 5252 DTV The DIRECTV Group, Inc. 31 1 30 8 0 8253 GS The Goldman Sachs Group, Inc. 14,181 9,943 4,238 617 432 184254 HSY The Hershey Company 57 57 0 29 29 0255 DIS The Walt Disney Company 2,054 772 1,282 128 48 80256 TIF Tiffany & Co. 105 77 28 53 39 14





257 TWX Time Warner, Inc. 246 93 153 62 23 38258 TIVO TiVo, Inc. 159 68 91 20 9 11259 TM Toyota Motor Corporation ADR 49 27 22 12 7 6260 RIG Transocean Ltd. 7,430 4,246 3,184 354 202 152261 TSL Trina Solar Limited 30 29 1 4 4 0262 TYC Tyco International Limited 15 10 5 4 3 1263 USB U.S. Bancorp 1,688 986 702 106 62 44264 UNP Union Pacific Corporation 151 82 69 25 14 12265 UAL United Continental Holdings, Inc. 1,238 813 425 310 203 106266 UPS United Parcel Service, Inc. 3,023 1,986 1,037 168 110 58267 X United States Seel Corporation 14,573 8,201 6,372 694 391 303268 UTX United Technologies Corporation 196 135 61 25 17 8269 UNH UnitedHealth Group 3,463 2,054 1,409 216 128 88270 LCC US Airways Group, Inc, (New) 709 510 199 89 64 25271 VALE Vale SA 8,770 4,109 4,661 381 179 203272 VLO Valero Energy Corp 572 406 166 95 68 28273 VRSN Verisign, Inc. 91 62 29 23 16 7274 VZ Verizon Communications, Inc. 8,998 5,582 3,416 391 243 149275 V Visa, Inc. 18,339 10,172 8,167 1,019 565 454276 VVUS VIVUS, Inc. 1,342 678 664 75 38 37277 WAG Walgreen Company 2,327 1,328 999 291 166 125278 WMT Wal-Mart Stores, Inc. 3,943 2,118 1,825 219 118 101279 WLT Walter Energy, Inc. 176 62 114 88 31 57280 WFT Weatherford International Ltd. 2,905 1,789 1,116 161 99 62281 WLP WellPoint Health Networks, Inc. 1,924 1,309 615 120 82 38282 WFC Wells Fargo & Company 13,812 8,149 5,663 512 302 210283 WDC Western Digital Corporation 642 477 165 80 60 21284 WHR Whirlpool Corporation 136 84 52 23 14 9285 WFMI Whole Foods Market, Inc. 215 153 62 36 26 10286 WMB Williams Companies, Inc. (The) 2,712 1,600 1,112 151 89 62287 WYNN Wynn Resorts, Limited 2,425 1,622 803 135 90 45288 XRX Xerox Corporation 1,317 706 611 31 17 15289 XLNX Xilinix, Inc. 1,200 362 838 75 23 52290 XL XL Group plc. 11 11 0 6 6 0291 YHOO Yahoo!, Inc. 9,286 6,507 2,779 344 241 103292 AUY Yamana Gold, Inc. 3,171 2,350 821 176 131 46293 YRCW YRC Worldwide, Inc. 154 48 106 39 12 27294 YUM YUM! Brands, Inc. 740 352 388 41 20 22295 ZION Zions Bancorporation 208 171 37 35 29 6


C2 Top 100 Equity Options Ranked by Volume (Includes LEAPS)


1 C Citigroup, Inc. 158,494 127,870 30,624 4,528 3,653 8752 AAPL Apple, Inc. 143,172 92,664 50,508 4,091 2,648 1,4433 BAC Bank of America Corporation 126,552 84,724 41,828 3,616 2,421 1,1954 F Ford Motor Company 103,825 69,738 34,087 2,360 1,585 7755 LVS Las Vegas Sands Corp. 52,668 33,593 19,075 1,951 1,244 7066 RIMM Research in Motion Limited 52,516 30,969 21,547 1,945 1,147 7987 GE General Electric Company 45,536 28,238 17,298 1,301 807 4948 CSCO Cisco Systems, Inc. 37,156 27,225 9,931 1,615 1,184 4329 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 34,935 18,252 16,683 1,294 676 61810 NFLX NetFlix, Inc. 32,608 17,576 15,032 1,418 764 65411 JPM JPMorgan Chase & Co. 30,795 17,736 13,059 1,141 657 48412 MSFT Microsoft Corporation 29,968 17,943 12,025 1,110 665 44513 MGM MGM Resorts International 26,989 18,846 8,143 1,173 819 35414 INTC Intel Corporation 25,401 15,932 9,469 941 590 35115 BIDU Baidu, Inc. ADS 19,283 13,311 5,972 714 493 22116 BBY Best Buy Co., Inc. 18,602 13,373 5,229 1,163 836 32717 V Visa, Inc. 18,339 10,172 8,167 1,019 565 45418 AMZN Amazon.Com, Inc. 17,504 11,332 6,172 761 493 26819 X United States Seel Corporation 14,573 8,201 6,372 694 391 30320 GS The Goldman Sachs Group, Inc. 14,181 9,943 4,238 617 432 18421 WFC Wells Fargo & Company 13,812 8,149 5,663 512 302 21022 PBR Petroleo Brasileiro S.A.-ADR 12,732 9,005 3,727 554 392 16223 MRK Merck & Co., Inc. 12,119 8,135 3,984 289 194 9524 XOM Exxon Mobil Corporation 12,023 5,566 6,457 523 242 28125 CHK Chesapeake Energy Corporation 11,898 8,256 3,642 567 393 17326 CAT Caterpillar, Inc. 11,810 5,841 5,969 513 254 26027 T AT&T Corporation 11,449 5,523 5,926 273 132 14128 ORCL Oracle Corporation 11,204 5,949 5,255 534 283 25029 AA ALCOA, Inc. 10,470 6,460 4,010 455 281 17430 MU Micron Technology, Inc. 10,433 7,181 3,252 497 342 15531 BP BP p.l.c. 9,881 5,030 4,851 471 240 23132 MCD McDonald's Corporation 9,765 4,355 5,410 233 104 12933 STX Seagate Technology 9,401 6,515 2,886 409 283 12534 YHOO Yahoo!, Inc. 9,286 6,507 2,779 344 241 10335 VZ Verizon Communications, Inc. 8,998 5,582 3,416 391 243 14936 HPQ Hewlett-Packard Company 8,821 5,309 3,512 420 253 16737 QCOM QUALCOMM, Inc. 8,811 4,491 4,320 420 214 20638 VALE Vale SA 8,770 4,109 4,661 381 179 20339 PFE Pfizer, Inc. 8,466 5,940 2,526 368 258 11040 POT Potash Corporation of Saskatchewan, Inc. 8,390 5,768 2,622 365 251 11441 TXN Texas Instruments, Incorporated 8,257 2,726 5,531 197 65 13242 MON Monsanto Company/New 7,844 5,153 2,691 374 245 12843 AIG American International Group, Inc. 7,775 3,906 3,869 370 186 18444 SLW Silver Wheaton Corporation 7,742 3,718 4,024 430 207 22445 ABX Barrick Gold Corporation 7,644 4,427 3,217 364 211 15346 RIG Transocean Ltd. 7,430 4,246 3,184 354 202 15247 IBM International Business Machines Corporation 7,299 3,623 3,676 348 173 17548 HL Hecla Mining Company 7,255 4,952 2,303 453 310 14449 COP ConocoPhillips 6,386 3,211 3,175 278 140 13850 NVDA NVIDIA Corporation 6,373 3,516 2,857 303 167 13651 CRM Salesforce.com 6,215 3,516 2,699 345 195 15052 MOT Motorola, Inc. 6,166 3,844 2,322 294 183 11153 AXP American Express Company 6,142 2,933 3,209 292 140 15354 S Sprint Nextel Corporation 6,075 4,112 1,963 289 196 9355 SNDK SanDisk Corporation 5,870 2,978 2,892 280 142 13856 NEM Newmont Mining Corporation 5,732 3,400 2,332 273 162 11157 MOS Mosaic Company 5,718 4,589 1,129 272 219 5458 CVX Chevron Corporation 5,597 2,630 2,967 311 146 16559 CREE Cree, Inc. 5,360 2,519 2,841 255 120 13560 MS Morgan Stanley 5,340 2,883 2,457 254 137 11761 ADBE Adobe Systems, Inc. 5,292 3,326 1,966 252 158 9462 BRCD Brocade Communications Systems, Inc. 5,131 4,211 920 244 201 4463 GM General Motors Corporation 4,950 3,571 1,379 206 149 5764 PG Procter & Gamble Company (The) 4,934 2,684 2,250 215 117 9865 APC Anadarko Petroleum Corporation 4,769 2,565 2,204 265 143 12266 DRYS DryShip, Inc. 4,680 3,345 1,335 585 418 16767 EBAY eBay, Inc. 4,541 2,304 2,237 216 110 107



C2 Top 100 Equity Options Ranked by Volume (Includes LEAPS)



68 ABT Abbott Laboratories 4,403 2,962 1,441 210 141 6969 GMCR Green Mountain Coffee Roasters, Inc. 4,165 2,286 1,879 231 127 10470 WMT Wal-Mart Stores, Inc. 3,943 2,118 1,825 219 118 10171 AMGN Amgen, Inc. 3,890 2,176 1,714 216 121 9572 EMC EMC Corporation 3,711 2,583 1,128 177 123 5473 KO Coca-Cola Company (The) 3,488 1,701 1,787 166 81 8574 UNH UnitedHealth Group 3,463 2,054 1,409 216 128 8875 BA Boeing Company (The) 3,453 2,258 1,195 192 125 6676 HAL Halliburton Company 3,446 1,189 2,257 164 57 10777 SLB Schlumberger Limited 3,438 1,726 1,712 164 82 8278 SIRI SIRIUS XM Radio 3,368 2,723 645 187 151 3679 JNJ Johnson & Johnson 3,222 1,651 1,571 179 92 8780 MEE Massey Energy Company 3,208 1,852 1,356 178 103 7581 DELL Dell Computer Corp. 3,174 1,551 1,623 176 86 9082 AUY Yamana Gold, Inc. 3,171 2,350 821 176 131 4683 AKAM Akamai Technologies, Inc. 3,158 2,159 999 175 120 5684 DNDN Dendreon Corporation 3,144 2,298 846 197 144 5385 FSLR First Solar, Inc. 3,122 1,769 1,353 173 98 7586 UPS United Parcel Service, Inc. 3,023 1,986 1,037 168 110 5887 GG Goldcorp, Inc. 2,969 1,862 1,107 165 103 6288 MBI MBIA, Inc. 2,930 2,339 591 183 146 3789 WFT Weatherford International Ltd. 2,905 1,789 1,116 161 99 6290 NLY Annaly Capital Management, Inc. 2,837 1,076 1,761 177 67 11091 AMR AMR Corporation 2,823 2,242 581 157 125 3292 MRVL Marvell Technology Group Ltd. 2,767 1,684 1,083 154 94 6093 WMB Williams Companies, Inc. (The) 2,712 1,600 1,112 151 89 6294 BMY Bristol-Myers Squibb Company 2,625 1,709 916 164 107 5795 NUE Nucor Corporation 2,613 1,132 1,481 163 71 9396 TEVA Teva Pharmaceutical Industries Limited ADR 2,534 1,329 1,205 317 166 15197 GIS General Mills, Inc. 2,511 1,771 740 140 98 4198 OXY Occidental Petroleum Corporation 2,432 1,124 1,308 135 62 7399 WYNN Wynn Resorts, Limited 2,425 1,622 803 135 90 45

100 WAG Walgreen Company 2,327 1,328 999 291 166 125


C2 EXCHANGE TRADED FUNDS OPTIONS - 2010

Total C2 Exchange Traded Funds Contract Volume


JanFebMarAprMayJunJulAugSepOct 1 0 0 0 0Nov 21 320,534 482,927 803,461 38,260Dec 22 519,749 704,496 1,224,245 55,648Total 44 840,283 1,187,423 2,027,706 46,084

C2 Exchange Traded Funds Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOctNov 23,566,727 33,013,943 56,580,670 $39,713,116 $50,295,106 $90,008,222Dec 25,281,638 39,144,589 64,426,227 $62,949,678 $64,375,162 $127,324,840Total -- -- -- $102,662,794 $114,670,268 $217,333,062

Contract Volume



Total C2 Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOctNov $124 $104 $112 22 27 25 14,475 17,591 32,066Dec $121 $91 $104 16 19 18 32,910 36,376 69,286Total $122 $97 $107 18 22 20 47,385 53,967 101,352

WEEKLY QUARTERLYDIA --- 1,999IWM 13,889 64,324QQQQ 28,671 34,624SPY 66,072 22,385XLE --- 1,317

Average Premium Per Contract Average Contracts Per Trade

Total C2 Volume for WEEKLY and QUARTERLY Options

Transactions


QQQ (PowerShares QQQ) Contract Volume (includes LEAPS)


JanFebMarAprMayJunJulAugSepOct 1 0 0 0 0Nov 21 78,723 99,887 178,610 8,505Dec 22 62,278 91,410 153,688 6,986Total 44 141,001 191,297 332,298 7,552

QQQ (PowerShares QQQ) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct 0 0 0 $0 $0 $0Nov 1,775,417 3,573,647 5,349,064 $6,795,846 $7,172,423 $13,968,269Dec 1,366,646 3,246,408 4,613,054 $5,492,603 $5,911,742 $11,404,345Total -- -- -- $12,288,449 $13,084,165 $25,372,614


Contract Volume


QQQ (PowerShares QQQ) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)




DIA (DIAMONDS) Contract Volume (includes LEAPS)


JanFebMarAprMayJunJulAugSepOct 1 0 0 0 0Nov 21 0 0 0 0Dec 22 5,606 9,440 15,046 684Total 44 5,606 9,440 15,046 342

DIA (DIAMONDS) Open Interest and Dollar Volume (includes LEAPS)

Month Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct 0 0 0 $0 $0 $0Nov 0 0 0 $0 $0 $0Dec 311,103 496,710 807,813 $628,391 $725,436 $1,353,827Total -- -- -- $628,391 $725,436 $1,353,827

Contract Volume



DIA (DIAMONDS) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)

Month Call Put Total Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct $0 $0 $0 0 0 0 0 0 0Nov $0 $0 $0 0 0 0 0 0 0Dec $112 $77 $90 12 13 12 450 754 1,204Total $112 $77 $90 12 13 12 450 754 1,204



SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS and FLEX)


JanFebMarAprMayJunJulAugSepOct 1 0 0 0 0Nov 21 177,725 262,774 440,499 20,976Dec 22 184,034 304,066 488,100 22,186Total 44 361,759 566,840 928,599 21,105

SPY (S&P Depositary Receipts) Open Interest and Dollar Volume (includes LEAPS and FLEX)

Month Call Put Total Call Put TotalJanFebMarAprMayJunJulAugSepOct 0 0 0 $0 $0 $0Nov 5,220,929 10,776,150 15,997,079 $25,169,637 $31,773,950 $56,943,587Dec 4,084,055 9,896,640 13,980,695 $29,761,942 $33,109,863 $62,871,805Total -- -- -- $54,931,579 $64,883,813 $119,815,392


Contract Volume

Dollar Volume


SPY (S&P Depositary Receipts) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)




IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS)


JanFebMarAprMayJunJulAugSepOct 1Nov 21 36,431 94,588 131,019 6,239Dec 22 46,137 113,050 159,187 7,236Total 44 82,568 207,638 290,206 6,596

IWM (iShares Russell 2000 Index Fund) Open Interest and Dollar Volume (includes LEAPS)



Contract Volume


IWM (iShares Russell 2000 Index Fund) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)




Other C2 Exchange Traded Funds Contract Volume


JanFebMarAprMayJunJulAugSepOct 1Nov 21 27,655 25,678 53,333 2,540Dec 22 221,694 186,530 408,224 18,556Total 44 249,349 212,208 461,557 10,490

Other C2 Exchange Traded Funds Open Interest and Dollar Volume


Contract Volume



Other C2 Exchange Traded Funds Average Premium Per Contract, Average Contracts Per Trade and Transactions



Includes EEM, EFA, EWJ, EWW, EWY, EWZ, FAS, FAZ, FXE, FXI, GDX, GLD, IYR, KRE, OIH, QID, QLD, SDS, SKF, SLV, SMH, SRS, SSO TBT, TLT, TZA, UNG, USO, UUP, UYG, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XOP, XRT


C2 Other Exchange Traded Funds Contract Volume Detail

Month GDX IYR KRE OIH SMH XHB XLB XLE XLFJanFebMarAprMayJunJulAugSepOctNov 6,487 3,685Dec 24,011 3,496 90 4,517 2,140 560 1,692 10,433 14,443Total 30,498 3,496 90 4,517 2,140 560 1,692 10,433 18,128

Month XLI XLK XLP XLU XLV XLY XME XOP XRTJanFebMarAprMayJunJulAugSepOctNov 370Dec 1,866 1,045 103 226 124 103 540 22 5,887Total 1,866 1,415 103 226 124 103 540 22 5,887

Month EEM EFA EWJ EWW EWY EWZ FXIJanFebMarAprMayJunJulAugSepOctNov 15,399 4,219 673Dec 28,662 5,288 175 675 29 8,522 8,227Total 44,061 5,288 175 675 29 12,741 8,900

DOMESTIC SECTOR

FOREIGN


Month GLD SLV UNG USOJanFebMarAprMayJunJulAugSepOctNov 10,771 8,351 345 603Dec 87,423 61,683 19,534 18,432Total 98,194 70,034 19,879 19,035

Month FAS FAZ QID QLD SDS SKF SRS SSO TBT TZA UYGJanFebMarAprMayJunJulAugSepOctNov 1,039 1,391Dec 30,427 26,926 205 21 5,908 47 68 7,350 12,498 2,646 68Total 31,466 28,317 205 21 5,908 47 68 7,350 12,498 2,646 68

LEVERAGED & INVERSE

COMMODITY POOLS


Month FXE UUP Month TLTJan JanFeb FebMar MarApr AprMay MayJun JunJul JulAug AugSep SepOct OctNov NovDec 682 5,666 Dec 5,764Total 682 5,666 Total 5,764

CURRENCY FIXED INCOME


CBOE HOLDINGS, INC. TRADING ACTIVITYAND MARKET SHARE - 2010

Total Options Contract Volume By Exchange

CBOE C2 Month CBOE C2 AMEX BOX PHLX NYSE ARCA ISE NSDQ BATS TOTAL Market Share Market Share

Jan 92,160,510 37,013,945 6,159,447 53,506,339 43,431,680 71,235,169 8,054,451 311,561,541 30%Feb 80,670,817 27,765,107 5,084,775 45,409,149 36,884,681 59,840,558 6,779,061 77 262,434,225 31%Mar 104,431,744 36,490,715 6,431,047 83,628,063 45,616,736 68,169,304 6,106,423 130,846 351,004,878 30%Apr 111,384,854 38,408,568 7,985,639 77,592,078 46,838,421 69,157,410 8,663,249 723,362 360,753,581 31%May 131,349,333 40,111,300 7,439,748 74,642,547 56,603,078 79,221,051 15,076,406 1,416,564 405,860,027 32%Jun 90,667,476 32,345,776 8,381,894 63,937,996 43,389,520 57,959,910 9,765,520 2,814,774 309,262,866 29%Jul 80,923,381 31,313,425 8,239,584 52,862,282 33,973,133 52,984,959 13,977,488 3,096,063 277,370,315 29%Aug 77,033,875 33,308,448 7,721,271 66,265,800 33,055,814 51,769,072 13,070,753 1,260,860 283,485,893 27%Sep 79,482,722 37,367,641 8,301,350 71,373,889 35,775,163 54,490,462 13,725,744 1,558,222 302,075,193 26%Oct 90,943,115 657 44,350,943 8,277,478 77,802,176 38,613,457 61,667,161 15,101,312 5,249,912 342,006,211 27% 0.0%Nov 92,477,431 1,166,988 45,177,189 8,801,511 83,322,198 36,122,963 62,673,790 17,627,685 4,675,548 352,045,303 26% 0.3%Dec 83,966,664 2,442,825 36,368,177 8,930,377 96,552,848 37,789,114 56,006,265 14,974,133 4,177,017 341,207,420 25% 0.7%Total 1,115,491,922 3,610,470 440,021,234 91,754,121 846,895,365 488,093,760 745,175,111 142,922,225 25,103,245 3,899,067,453 29% 0.1%

CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for stocks listed on the CBOE represented 24% and on C2 represented 0.1% of all equity options trading in 2010. At year-end there were 2,635 listed equity options on CBOE and 306 on C2.

CBOE C2Month CBOE C2 AMEX BOX PHLX NYSE ARCA ISE NSDQ BATS TOTAL Market Share Market Share

Jan 50,415,542 26,245,908 4,680,838 38,732,968 28,962,499 48,984,167 5,149,343 0 203,171,265 25%Feb 39,531,161 18,526,838 3,695,585 28,740,877 23,207,114 39,276,569 3,646,407 69 156,624,620 25%Mar 56,232,224 25,908,463 4,833,184 53,941,826 31,036,891 46,271,928 4,034,347 41,666 222,300,529 25%Apr 62,319,409 27,392,377 6,205,367 53,900,283 32,461,096 48,003,898 5,594,800 245,760 236,122,990 26%May 57,839,373 22,856,121 5,166,890 44,992,295 31,830,840 43,676,313 7,034,565 250,334 213,646,731 27%Jun 42,300,255 19,637,328 6,035,111 37,661,432 25,692,831 34,221,375 5,441,964 1,446,868 172,437,164 25%Jul 41,928,277 20,411,290 6,141,807 32,663,549 21,013,918 32,857,193 8,798,934 1,789,526 165,604,494 25%Aug 38,454,431 20,921,763 5,643,880 44,679,838 19,460,832 31,637,103 8,282,076 587,621 169,667,544 23%Sep 39,129,835 24,052,939 6,224,238 43,603,125 21,523,245 33,587,078 9,311,548 930,539 178,362,547 22%Oct 48,058,930 657 29,159,123 6,226,079 55,407,905 25,199,667 39,111,386 10,568,765 3,833,682 217,566,194 22% 0.0%Nov 48,727,565 363,527 28,331,290 6,525,767 59,549,860 22,351,902 37,546,941 11,957,333 3,128,168 218,482,353 22% 0.2%Dec 46,344,148 1,218,580 22,634,040 6,785,645 54,987,316 22,006,474 34,731,802 10,430,030 2,900,812 202,038,847 23% 0.6%Total 571,281,150 1,582,764 286,077,480 68,164,391 548,861,274 304,747,309 469,905,753 90,250,112 15,155,045 2,356,025,278 24% 0.1%

Total Equity Options Contract Volume By Exchange

Cleared Equity Options Volume

Cleared Total Options Volume


Total Exchange Traded Funds Contract Volume By Exchange

CBOE C2Month CBOE C2 AMEX BOX PHLX NYSE Arca ISE NSDQ BATS Total Market Share Market Share

Jan 20,434,495 10,581,530 1,457,026 14,514,055 14,445,100 21,475,008 2,905,108 85,812,322 24%Feb 19,875,651 9,091,538 1,372,628 16,470,612 13,637,610 19,786,565 3,132,654 8 83,367,266 24%Mar 23,103,456 10,348,288 1,574,932 29,425,915 14,498,612 20,291,204 2,072,076 89,180 101,403,663 23%Apr 25,006,967 10,829,763 1,758,971 23,311,385 14,300,610 19,934,613 3,068,449 477,602 98,688,360 25%May 40,389,756 17,032,386 2,244,761 29,285,869 24,652,358 34,127,216 8,040,917 1,166,230 156,939,493 26%Jun 26,037,912 12,529,855 2,334,049 26,056,921 17,604,446 22,728,622 4,299,051 1,367,906 112,958,762 23%Jul 20,212,563 10,733,038 2,087,642 19,949,493 12,856,470 19,205,599 5,164,746 1,306,537 91,516,088 22%Aug 18,626,199 12,237,908 2,066,923 21,350,244 13,514,267 19,365,772 4,780,874 673,239 92,615,426 20%Sep 19,274,961 13,181,683 2,068,005 27,493,419 14,170,583 20,157,785 4,404,526 627,683 101,378,645 19%Oct 21,163,548 15,083,114 2,041,770 22,195,792 13,348,999 21,873,415 4,523,998 1,416,230 101,646,866 21% 0.0%Nov 21,993,874 803,461 16,726,129 2,266,683 23,363,198 13,647,695 24,346,248 5,661,156 1,547,380 110,355,824 20% 0.7%Dec 18,082,734 1,224,245 13,628,406 2,131,028 41,352,693 15,657,107 20,561,861 4,539,994 1,276,205 118,454,273 15% 1.0%Total 274,202,116 2,027,706 152,003,638 23,404,418 294,769,596 182,333,857 263,853,908 52,593,549 9,948,200 1,255,136,988 22% 0.2%

Total Cash Index Options Contract Volume By Exchange

CBOEMonth CBOE C2 AMEX BOX PHLX NYSE ARCA ISE NSDAQ BATS Total Market Share

Jan 21,310,415 186,507 21,583 259,316 24,081 775,994 22,577,896 94%Feb 21,263,862 146,731 16,562 197,660 39,957 777,424 22,442,196 95%Mar 25,096,042 233,964 22,931 260,322 81,233 1,606,172 27,300,664 92%Apr 24,057,839 186,428 21,301 380,410 76,715 1,218,899 25,941,592 93%May 33,119,053 222,793 28,097 364,383 119,880 1,417,522 924 35,272,652 94%Jun 22,329,282 178,593 12,734 219,643 92,243 1,009,913 24,505 23,866,913 94%Jul 18,782,493 169,097 10,135 249,240 102,745 922,167 13,808 20,249,685 93%Aug 19,953,213 148,777 10,468 235,718 80,715 766,197 7,803 21,202,891 94%Sep 21,077,717 133,019 9,107 277,345 81,335 745,599 9,670 22,333,792 94%Oct 21,720,633 108,706 9,629 198,479 64,791 682,360 8,549 22,793,147 95%Nov 21,755,929 119,770 9,061 409,140 123,366 780,601 9,196 23,207,063 94%Dec 19,539,761 105,731 13,704 212,839 125,533 712,602 4,109 20,714,279 94%Total 270,006,239 1,940,116 185,312 3,264,495 1,012,594 11,415,450 78,564 287,902,770 94%

Cleared Cash Index Options Volume

Cleared Exchange Traded Funds Option Volume


CBOE HOLDINGS HISTORICAL TRADING ACTIVITY -- ALL OPTIONS

Total CBOE Options Contract VolumeOn April 26, 1973, CBOE began trading call options. Put option trading was introduced on June 3, 1977.C2 Options Exchange began trading on October 29, 2010.

Average DailyYear Total Call Put Volume2010 1,115,491,922 592,491,518 523,000,404 4,426,5552009 1,134,764,209 611,725,019 523,039,190 4,503,0332008 1,193,355,070 587,004,744 606,350,326 4,716,8182007 944,471,924 469,655,277 474,816,647 3,762,8362006 674,735,348 354,565,882 320,169,466 2,688,1892005 468,249,301 247,513,759 220,735,542 1,858,1322004 361,086,774 198,190,521 162,896,253 1,432,8842003 283,946,495 160,336,098 123,610,397 1,126,7722002 267,616,496 148,507,315 119,109,181 1,061,9702001 306,667,851 117,139,776 189,528,075 1,236,5642000 326,359,531 208,792,580 117,566,951 1,295,0781999 254,331,851 162,166,675 92,165,176 1,009,2531998 206,865,991 122,657,327 84,208,664 820,8971997 187,243,741 112,221,858 75,021,883 740,0941996 173,944,877 100,208,882 73,735,995 684,8221995 178,533,465 100,046,756 78,486,709 708,4661994 183,934,483 98,922,516 85,011,967 729,8991993 140,348,955 79,695,186 60,653,769 554,7391992 121,467,604 68,755,241 52,712,363 478,2191991 121,689,918 70,231,032 51,458,886 480,9881990 129,500,018 73,898,486 55,601,532 511,8581989 126,765,253 79,781,447 46,983,806 503,0371988 111,760,234 70,784,062 40,976,172 441,8341987 182,112,636 115,238,100 66,874,536 719,8131986 180,357,774 114,787,911 65,569,863 712,8771985 148,889,196 100,156,360 48,732,836 590,8301984 123,273,736 78,932,796 44,340,940 487,2481983 82,468,750 57,858,252 24,610,498 325,9631982 75,735,739 50,224,805 25,510,934 299,3511981 57,584,175 40,801,201 16,782,974 277,6051980 52,916,921 42,941,970 9,974,951 209,1581979 35,379,600 30,123,005 5,256,595 139,8401978 34,277,350 30,298,133 3,979,217 136,0211977 24,838,632 23,581,254 1,257,378 98,5661976 21,498,027 21,498,027 84,9721975 14,431,023 14,431,023 57,0401974 5,682,907 5,682,907 22,4621973 1,119,177 1,119,177 6,469

Contract Volume


Total CBOE Options Year-end Open Interest and Dollar Volume

Year Total Call Put Total Call Put2010 294,435,762 155,064,130 139,371,632 599,332,339 298,782,674 300,549,6652009 268,233,481 141,397,911 126,835,570 $638,871,408 $324,804,266 $314,067,1412008 246,726,010 141,588,920 105,137,090 $969,149,693 $359,915,472 $609,234,2212007 277,987,145 146,952,723 131,034,422 $609,419,047 $311,548,311 $297,870,7362006 226,402,102 121,058,989 105,343,113 $311,676,396 $176,160,342 $135,516,0542005 180,546,883 96,452,688 84,094,195 $202,670,123 $112,617,864 $90,052,2592004 154,632,839 81,910,271 72,722,568 $165,796,951 $90,967,813 $74,829,1382003 126,320,572 68,527,351 57,793,221 $148,353,167 $83,446,496 $64,906,6702002 93,472,074 56,719,928 36,752,146 $151,870,740 $63,760,762 $88,109,9782001 81,906,961 51,447,344 30,459,617 $195,013,480 $83,694,213 $111,319,2672000 53,264,239 33,792,832 19,471,407 $324,433,366 $174,504,703 $149,928,6631999 47,549,070 28,187,566 19,361,504 $243,893,100 $162,688,061 $81,205,0391998 19,790,701 11,816,164 7,974,537 $175,124,363 $104,655,792 $70,468,5711997 15,701,630 9,414,828 6,286,802 $145,939,880 $94,343,229 $51,596,6511996 11,596,228 6,869,206 4,727,022 $103,556,272 $68,617,768 $34,938,5041995 10,065,868 5,872,728 4,193,140 $82,499,796 $58,040,292 $24,459,5041994 8,894,266 5,374,500 3,519,766 $67,165,498 $35,881,208 $31,284,2901993 7,831,078 4,795,017 3,036,061 $45,924,523 $28,424,080 $17,500,4231992 5,671,591 3,517,562 2,154,029 $44,499,077 $26,972,202 $17,526,8751991 4,562,642 2,679,410 1,883,232 $50,715,972 $33,414,169 $17,301,8031990 3,753,880 2,304,291 1,449,589 $55,362,874 $29,736,100 $25,626,7741989 3,956,914 2,689,478 1,267,436 $47,312,286 $33,014,811 $14,297,4751988 3,596,163 2,453,502 1,142,661 $39,708,577 $25,515,571 $14,193,0061987 3,773,540 2,863,162 910,378 $76,910,854 $50,403,786 $26,507,0681986 4,845,869 3,426,893 1,418,976 $55,902,000 $39,952,000 $15,950,0001985 5,444,817 3,788,635 1,656,182 $38,430,000 $29,645,000 $8,785,0001984 4,198,005 3,103,722 1,094,283 $34,367,000 $24,586,000 $9,781,0001983 7,184,514 5,325,649 1,858,865 $39,444,000 $33,397,000 $6,047,0001982 5,610,671 3,884,527 1,726,144 $32,265,764 $25,164,139 $7,101,6251981 4,772,604 3,449,959 1,322,645 $22,433,636 $17,013,970 $5,419,6661980 3,257,364 2,633,312 624,052 $27,893,035 $25,245,995 $2,647,0401979 2,258,529 2,048,463 210,066 $13,858,402 $12,131,512 $1,726,8901978 2,165,894 1,976,022 189,872 $14,403,416 $12,695,972 $17,075,0001977 1,190,636 1,831,806 128,830 $7,996,670 $7,507,300 $489,3701976 1,519,852 1,519,852 $9,039,670 $9,039,5661975 1,190,085 1,190,085 $6,443,327 $6,443,3271974 543,703 543,703 $1,657,652 $1,657,6521973 242,825 242,825 $449,615 $449,615

Open Interest Dollar Volume (thousands)


Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2010 $537 $504 $575 20.4 17.8 24.42009 $563 $531 $600 19.2 17.0 22.72008 $812 $613 $1,005 19.9 16.9 24.12007 $645 $663 $627 20.0 16.0 26.72006 $462 $497 $423 18.1 15.0 23.42005 $433 $455 $408 19.3 16.0 25.12004 $459 $459 $459 19.5 16.6 25.12003 $522 $520 $525 18.3 16.0 22.42002 $567 $429 $740 17.1 15.7 19.22001 $636 $714 $588 16.2 9.4 29.02000 $994 $836 $1,275 12.3 11.0 15.51999 $959 $1,003 $881 11.5 10.3 14.31998 $847 $853 $837 12.9 11.3 16.21997 $779 $841 $688 13.0 11.4 16.51996 $595 $685 $474 14.3 12.6 17.51995 $462 $580 $312 16.5 14.5 19.81994 $365 $363 $368 18.6 16.8 21.31993 $327 $357 $289 15.0 13.7 17.31992 $366 $392 $333 13.8 12.7 15.51991 $417 $476 $336 13.4 12.5 14.91990 $428 $402 $461 13.6 13.1 14.31989 $373 $414 $304 12.9 12.1 14.51988 $355 $360 $346 11.7 11.2 12.71987 $422 $437 $396 12.2 11.4 13.71986 $310 $348 $243 12.9 12.2 14.61985 $205 $305 $177 8.7 8.7 8.81984 $318 $346 $240 8.4 8.3 8.61983 $499 $597 $231 7.7 7.8 7.51982 $426 $501 $278 7.4 7.5 7.11981 $390 $417 $323 7.2 7.3 7.01980 $527 $588 $265 6.1 6.0 6.51979 $392 $403 $329 6.0 5.8 7.21978 $420 $419 $429 5.3 5.3 5.71977 $322 $318 $389 5.1 5.1 5.31976 $420 4.11975 $446 3.51974 $294 3.41973 $402 2.6



Total CBOE Options Contract Volume -- All Options

YearTotal

VolumeEquity

VolumeCash Index

Volume

Exchange Traded Funds

VolumeT-Bond & T-Note

VolumeInterest Rate

Volume

Foreign CurrencyVolume

CEBOsVolume

2010 1,115,491,922 571,281,150 270,006,239 274,202,116 2,4172009 1,134,764,209 634,710,477 222,781,717 277,266,218 5,7972008 1,193,355,070 604,024,956 259,496,193 329,830,388 3,523 102007 944,471,924 500,964,713 230,517,843 212,979,241 10,079 482006 674,735,348 390,657,577 157,575,349 126,481,092 21,3302005 468,249,301 275,646,980 115,657,828 76,878,867 65,6262004 361,086,774 224,316,863 85,420,267 51,259,036 90,6082003 283,946,495 173,033,965 69,675,859 41,146,233 90,4382002 267,616,496 173,207,520 64,003,053 30,362,691 43,2322001 306,667,851 232,851,089 52,009,919 21,767,252 39,5912000 326,359,531 278,585,728 47,397,039 334,664 42,1001999 254,331,851 196,460,578 56,202,470 1,626,247 42,5561998 206,865,991 137,951,223 68,282,088 555,920 76,7601997 187,243,741 116,031,496 71,136,728 75,5171996 173,944,877 88,456,579 85,394,046 94,2521995 178,533,465 77,040,466 101,427,897 65,1021994 183,934,483 68,974,809 114,743,082 216,5921993 140,348,955 58,710,818 81,573,576 64,5611992 121,467,604 44,968,235 76,442,064 57,3051991 121,689,918 45,255,301 76,384,506 76 50,0351990 129,500,018 48,486,402 80,944,668 7,109 61,8391989 126,765,253 61,902,931 64,645,248 144,356 72,7181988 111,784,045 49,393,316 62,250,400 140,3291987 182,112,636 73,315,232 108,352,440 207,476 237,4881986 180,357,774 64,744,167 114,834,854 321,021 457,7321985 148,889,091 57,523,494 90,822,067 415,001 128,5291984 123,273,736 58,674,901 64,356,841 241,9941983 82,468,750 71,695,563 10,662,498 110,6891982 75,735,739 75,721,605 14,1341981 57,584,175 57,584,1751980 52,916,921 52,916,9211979 35,379,600 35,379,6001978 34,277,350 34,277,3501977 24,838,632 24,838,6321976 21,498,027 21,498,0271975 14,431,023 14,431,0231974 5,682,907 5,682,9071973 1,119,177 1,119,177


Total Options Contract Volume by Exchange

Year CBOE C2 AMEX PHLX NYSE ARCA ISE BOX NSDQ BATS NYSE MSE NASD Total2010 1,115,491,922 3,610,470 440,021,234 846,895,365 488,093,760 745,175,111 91,754,121 142,922,225 25,103,245 3,899,067,4532009 1,134,764,209 248,119,861 606,458,952 421,349,395 960,247,551 137,784,626 103,912,524 3,612,637,1182008 1,193,355,070 207,285,283 547,456,114 416,938,764 1,007,661,590 178,650,541 31,225,219 3,582,572,5812007 944,471,924 240,383,466 407,975,849 335,838,547 804,359,093 129,797,339 2,862,826,2182006 674,735,348 197,045,745 273,128,017 196,586,356 591,961,518 94,390,602 2,027,847,5862005 468,249,301 201,764,835 162,619,052 144,780,498 448,695,669 78,202,185 1,504,311,5402004 361,086,774 202,692,231 133,404,843 103,262,458 360,852,519 20,741,271 1,182,040,0962003 283,946,495 180,074,903 112,705,597 86,152,637 244,979,023 907,858,6552002 267,616,496 186,060,672 88,955,247 85,426,649 152,399,279 780,458,3432001 306,667,851 205,043,075 101,841,724 102,637,138 65,353,969 781,543,7572000 326,359,531 207,726,689 76,549,892 108,541,840 7,565,684 726,743,6361999 254,331,851 129,662,189 48,125,415 75,801,209 507,920,6641998 206,865,991 97,661,673 42,844,295 58,971,239 406,343,1981997 187,243,741 88,107,842 30,364,035 46,686,240 1,421,260 353,823,1181996 173,944,877 61,591,891 21,938,865 33,881,762 3,438,990 294,796,3851995 178,533,465 52,391,899 22,000,030 30,905,131 2,885,698 286,716,2231994 183,934,483 48,505,380 25,704,131 20,929,869 2,300,700 281,374,5631993 140,348,955 47,883,957 25,699,888 16,364,744 2,052,965 232,350,5091992 121,467,604 42,314,942 22,947,867 13,066,618 2,177,041 201,974,0721991 121,689,918 38,805,589 22,365,110 13,852,604 2,059,969 198,773,1901990 129,500,018 40,914,962 22,808,688 13,881,269 2,817,811 209,922,7481989 126,765,253 49,873,264 27,970,765 18,091,434 4,315,944 227,016,6601988 111,784,045 45,022,497 23,165,112 13,349,148 2,627,789 195,948,5911987 182,112,636 70,988,990 29,155,308 19,410,875 3,499,095 305,166,9041986 180,357,774 65,440,500 24,467,468 14,075,872 4,823,782 45,239 289,210,6351985 148,889,091 48,559,122 18,134,575 12,793,451 4,426,855 107,453 232,910,5471984 123,273,736 40,104,605 16,109,050 11,366,056 4,093,816 194,947,2631983 82,468,750 38,967,725 16,808,125 11,155,906 656,480 150,056,9861982 75,735,739 38,790,852 13,466,652 9,309,563 137,302,8061981 57,584,175 34,859,475 10,009,565 6,952,567 109,405,7821980 52,916,921 29,048,323 7,758,101 5,486,590 1,518,611 96,728,5461979 35,379,600 17,467,018 4,952,737 3,856,344 2,609,164 64,264,8631978 34,277,350 14,380,959 3,270,378 3,289,968 2,012,363 57,231,0181977 24,838,632 10,077,578 2,195,307 1,925,031 600,780 39,637,3281976 21,498,027 9,035,767 1,274,702 550,194 15,237 32,373,9271975 14,431,023 3,530,564 140,982 18,102,5691974 5,682,907 5,682,9071973 1,119,177 1,119,177


HISTORICAL TRADING ACTIVITY-- EQUITY OPTIONSCBOE Equity Options Contract Volume

Trading Average DailyYear Days Total Call Put Volume2010 252 571,281,150 361,903,853 209,377,297 2,266,9892009 252 634,710,477 385,177,721 249,532,756 2,518,6922008 253 604,024,956 340,379,270 263,645,686 2,387,4502007 251 500,964,713 303,103,478 197,861,235 1,995,8752006 251 390,657,577 242,452,904 148,204,673 1,556,4052005 252 275,646,980 171,904,795 103,742,185 1,093,8372004 252 224,316,863 144,135,153 80,181,710 890,1462003 252 173,033,965 113,319,401 59,714,564 686,6432002 252 173,207,520 105,620,741 67,586,779 687,3312001 248 232,851,089 83,199,296 149,651,793 938,9162000 252 278,585,728 187,771,263 90,814,465 1,105,4991999 252 196,460,578 137,621,936 58,838,642 779,6051998 252 137,951,223 93,220,846 44,730,377 547,4251997 253 116,031,496 80,677,086 35,354,410 458,6231996 254 88,456,579 62,902,214 25,554,365 348,2541995 252 77,040,466 54,736,660 22,303,806 305,7161994 252 68,974,809 48,113,043 20,861,766 273,7101993 253 58,710,818 41,515,962 17,194,856 232,0591992 254 44,968,235 32,039,653 12,928,582 177,0401991 253 45,255,301 32,055,783 13,199,518 178,8751990 253 48,486,402 34,417,287 14,069,115 191,6461989 252 61,902,931 47,641,419 14,261,512 245,6471988 253 49,393,316 37,904,233 11,489,083 195,2311987 253 73,315,232 56,423,959 16,891,273 289,7841986 253 64,744,167 50,022,504 14,721,663 255,9061985 252 57,523,599 44,008,742 13,514,857 228,2681984 253 58,674,907 42,938,367 15,736,540 231,9171983 253 71,695,563 52,594,594 19,100,969 283,3821982 253 75,721,605 50,214,419 25,507,186 299,2951981 253 57,584,175 40,801,201 16,782,974 277,6051980 253 52,916,921 42,941,970 9,974,951 209,1581979 253 35,379,600 30,123,005 5,256,595 139,8401978 252 34,277,350 30,298,133 3,979,217 136,0211977 252 24,838,632 23,581,254 1,257,378 98,5661976 253 21,498,027 21,498,027 84,9721975 253 14,431,023 14,431,023 57,0401974 253 5,682,907 5,682,907 22,4621973 173 1,119,177 1,119,177 6,469

Contract Volume


CBOE Equity Options Open Interest and Dollar Volume

TradingYear Days Total Call Put Total Call Put2010 252 209,185,157 120,446,391 88,738,766 $102,892,319 $63,378,204 $39,514,1152009 252 188,281,057 107,207,719 81,073,338 $111,455,038 $62,936,609 $48,518,4282008 253 187,131,615 112,103,811 75,027,804 $172,277,231 $77,708,400 $94,568,8312007 251 219,737,693 124,228,333 95,509,360 $150,642,889 $104,906,569 $45,736,3202006 251 187,953,281 105,349,889 82,603,392 $99,059,458 $66,499,081 $32,560,3772005 252 151,157,355 83,872,112 67,285,243 $61,225,819 $42,672,371 $18,553,4482004 252 131,498,380 72,327,968 59,170,412 $44,009,316 $30,291,322 $13,717,9942003 252 108,666,567 60,739,426 47,927,141 $34,107,920 $23,358,678 $10,749,2412002 252 81,343,419 50,202,050 31,141,369 $38,561,160 $19,883,468 $18,677,6922001 248 73,887,799 47,364,846 26,522,953 $82,289,683 $36,395,995 $45,893,6882000 252 49,944,375 32,216,400 17,727,975 $193,045,390 $113,149,682 $79,895,7081999 252 43,773,835 26,688,057 17,085,778 $123,162,126 $97,096,772 $26,065,3541998 252 16,238,394 10,310,315 5,928,079 $57,183,718 $41,780,348 $15,403,3701997 253 12,419,614 8,113,173 4,306,441 $41,741,218 $31,378,668 $10,362,5501996 254 9,121,888 6,024,657 3,097,231 $30,022,394 $23,635,014 $6,387,3801995 252 7,350,437 4,865,786 2,484,651 $22,173,991 $17,162,494 $5,011,4971994 252 6,028,581 4,089,047 1,939,534 $17,033,086 $12,044,017 $4,989,0691993 253 5,642,471 3,904,005 1,738,466 $15,135,317 $11,370,936 $3,764,3811992 254 3,781,653 2,705,913 1,075,740 $11,296,632 $8,156,397 $3,140,2361991 253 2,783,155 1,955,738 827,417 $11,463,090 $8,689,214 $2,773,8761990 253 2,459,695 1,731,851 727,844 $12,464,706 $8,886,631 $3,578,0751989 252 2,944,944 2,238,981 705,963 $19,514,223 $15,190,793 $4,323,4301988 253 2,706,148 2,023,117 683,031 $12,012,403 $9,682,054 $2,330,3491987 253 3,027,620 2,463,979 563,641 $25,833,348 $20,551,949 $5,281,3991986 253 3,773,319 2,890,993 882,326 $19,544,336 $16,459,993 $3,094,3431985 252 4,101,981 3,089,567 1,012,414 $15,801,517 $13,415,012 $2,386,5041984 253 3,532,286 2,694,296 837,790 $18,644,743 $14,865,730 $3,779,0131983 253 6,840,625 5,124,492 1,716,133 $35,796,506 $31,388,075 $4,408,4311982 253 5,610,671 3,884,527 1,726,144 $32,265,764 $25,164,139 $7,101,6251981 253 4,772,604 3,449,959 1,322,645 $22,433,636 $17,013,970 $5,419,6661980 253 3,257,364 2,633,312 624,052 $27,893,035 $25,245,995 $2,647,0401979 253 2,258,529 2,048,463 210,066 $13,858,402 $12,131,512 $1,726,8901978 252 2,165,894 1,976,022 189,872 $14,403,416 $12,695,972 $1,707,4441977 252 1,960,636 1,831,806 128,830 $7,996,670 $7,507,300 $489,3701976 253 1,519,852 1,519,852 $9,039,5661975 253 1,190,085 1,190,085 $6,443,3271974 253 543,703 543,703 $1,657,6521973 173 242,825 242,825 $449,615

Open Interest Dollar Volume (thousands)


CBOE Equity Options Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2010 $180 $175 $189 13.9 13.7 14.12009 $176 $163 $194 13.8 13.2 14.82008 $285 $228 $359 17.0 13.9 23.72007 $301 $346 $231 16.7 13.8 25.02006 $254 $274 $220 15.1 12.6 22.22005 $222 $248 $179 16.4 13.8 23.62004 $196 $210 $171 17.3 14.9 24.32003 $197 $206 $180 16.4 14.7 21.22002 $223 $188 $276 15.8 14.6 18.12001 $353 $513 $327 15.8 7.2 28.22000 $693 $603 $880 11.4 10.4 14.21999 $627 $706 $443 10.2 9.5 12.11998 $415 $448 $344 10.7 9.8 13.01997 $360 $389 $293 10.4 9.7 12.41996 $339 $376 $250 10.4 9.9 11.61995 $288 $314 $225 11.1 10.6 12.51994 $247 $250 $239 12.2 11.9 12.91993 $258 $274 $219 10.4 10.2 11.01992 $251 $255 $243 9.1 9.1 9.31991 $253 $271 $210 9.2 9.0 9.71990 $257 $258 $254 9.5 9.7 9.31989 $315 $319 $303 10.2 10.0 10.81988 $243 $255 $203 8.8 8.8 9.11987 $352 $364 $313 8.6 8.6 8.61986 $302 $329 $210 8.5 8.5 8.41985 $275 $305 $177 8.7 8.7 8.81984 $318 $346 $240 8.4 8.3 8.61983 $499 $597 $231 7.7 7.8 7.51982 $426 $501 $278 7.4 7.5 7.21981 $390 $417 $323 7.2 7.3 7.01980 $527 $588 $265 6.1 6.0 6.51979 $392 $403 $329 6.0 5.8 7.21978 $420 $419 $429 5.3 5.3 5.71977 $322 $318 $389 5.1 5.1 5.31976 $420 $420 4.1 4.11975 $446 $446 3.5 3.51974 $294 $294 3.4 3.41973 $402 $402 2.6 2.6



Equity Options Contract Volume by ExchangeCBOE

Cleared Equity Options Volume % Share ofYear CBOE C2 AMEX PHLX NYSE ARCA ISE BOX NSDQ BATS MSE* NYSE** Total Total Volume2010 571,281,150 1,582,764 286,077,480 548,861,274 304,747,309 469,905,753 68,164,391 90,250,112 15,155,045 2,356,025,278 24.22009 634,710,477 166,605,560 427,432,643 271,897,478 672,142,392 74,924,326 52,672,323 2,300,385,199 27.62008 604,024,956 117,745,266 409,003,309 266,142,594 687,799,217 99,654,631 13,135,332 2,197,505,305 27.52007 500,964,713 158,940,325 331,458,236 259,399,433 603,361,649 95,509,373 1,949,633,729 25.72006 390,657,577 141,858,034 231,789,665 168,521,298 484,184,624 77,480,159 1,494,491,357 26.12005 275,646,980 155,020,082 138,878,659 127,621,679 384,016,841 61,318,465 1,142,502,706 24.02004 224,316,863 160,354,728 107,404,566 88,909,404 322,767,111 16,457,048 920,209,720 24.02003 173,033,965 142,184,749 89,060,733 71,112,677 225,829,026 701,221,150 24.72002 173,207,520 145,258,377 78,435,997 71,433,006 140,343,022 608,677,922 28.52001 232,851,089 167,713,954 92,955,040 95,646,008 59,201,203 648,367,294 35.92000 278,585,728 192,032,222 72,135,321 108,533,862 7,565,684 658,852,817 42.31999 196,460,578 126,821,276 44,086,183 75,770,940 443,138,977 44.31998 137,951,223 94,332,281 37,871,930 58,930,521 329,085,955 41.91997 116,031,496 83,926,288 25,021,282 46,606,429 1,413,206 272,998,701 42.51996 88,456,579 57,082,441 16,325,194 33,839,202 3,414,471 199,117,887 44.41995 77,040,466 48,886,858 14,739,706 30,852,968 2,860,273 174,380,271 44.21994 68,974,809 44,810,966 13,016,116 20,861,609 2,269,165 149,932,665 46.01993 58,710,818 43,390,722 11,411,065 16,203,312 2,010,184 131,726,101 44.61992 44,918,235 36,067,822 10,408,628 12,996,923 2,042,844 106,484,452 42.21991 45,255,301 32,829,447 11,803,703 13,781,027 1,901,208 104,850,686 43.21990 48,486,402 34,197,819 12,443,833 13,750,956 2,546,734 111,425,744 43.51989 61,902,931 41,579,453 16,768,793 17,865,387 3,723,184 141,839,748 43.61988 49,393,231 37,470,045 13,092,707 13,068,755 1,902,900 114,927,638 43.01987 73,315,232 52,770,659 18,088,192 18,951,794 1,305,974 164,431,851 44.61986 64,744,167 47,140,205 15,054,738 13,941,683 1,050,152 141,930,945 45.61985 57,523,599 36,099,739 12,068,358 12,700,805 163,593 118,556,094 48.51984 58,674,901 33,076,866 15,982,001 11,191,471 118,925,239 49.31983 71,695,563 36,199,701 16,607,806 11,155,906 135,658,976 52.81982 75,721,605 38,766,996 13,466,652 9,309,563 137,264,816 55.21981 57,584,175 34,859,475 10,009,565 6,952,567 109,405,782 52.61980 52,916,921 29,048,323 7,758,101 5,486,590 1,518,611 96,728,546 54.71979 35,379,600 17,467,018 4,952,737 3,856,344 2,609,164 64,264,863 55.11978 34,277,350 14,380,959 3,270,378 3,289,968 2,012,363 57,231,018 59.91977 24,838,632 10,077,578 2,195,307 1,925,031 600,780 39,637,328 62.71976 21,498,027 9,035,767 1,274,702 550,194 15,237 32,373,927 66.41975 14,431,023 3,530,564 140,982 18,102,569 79.71974 5,682,907 5,682,907 100.01973 1,119,177 1,119,177 100.0

*The Midwest Stock Exchange (presently the Chicago Stock Exchange) options program began in 1976 and was consolidated with the CBOE on June 2, 1980.**The New York Stock Exchange began trading options in June 1985. On April 28, 1997, CBOE assumed all NYSE options business.


CBOE Equity LEAPS Contract Volume

Trading Average DailyYear Days Total Call Put Volume Total Call Put2009 252 50,333,181 30,547,604 19,785,577 199,735 38,082,002 22,133,107 15,948,8952008 253 44,892,521 26,583,106 18,309,415 177,441 36,740,700 21,935,772 14,804,9282007 251 44,472,769 26,378,831 18,093,938 177,182 53,729,657 29,861,284 23,868,3732006 251 44,657,572 26,971,479 17,686,093 177,919 51,039,824 28,754,537 22,285,2872005 252 37,153,710 20,386,596 16,767,114 147,435 45,169,499 24,466,273 20,703,2262004 252 28,285,579 16,526,854 11,758,725 112,244 41,145,160 21,129,138 20,016,0222003 252 23,177,623 13,389,335 9,788,288 91,975 35,790,932 18,535,560 17,255,3722002 252 21,149,572 12,530,244 8,619,328 83,927 30,405,272 17,362,660 13,042,6122001 248 21,068,576 7,228,812 13,839,764 84,954 17,881,440 11,694,927 6,186,5132000 252 18,320,847 12,913,284 5,407,563 72,702 9,220,251 5,859,826 3,360,4251999 252 12,495,220 8,828,450 3,666,770 49,584 6,331,538 3,738,715 2,592,8231998 252 7,193,811 5,109,298 2,084,513 28,547 2,623,740 1,730,927 892,8131997 253 5,146,780 3,677,210 1,469,570 20,343 1,749,909 1,114,337 635,5721996 254 3,573,877 2,538,756 1,035,121 14,070 2,467,906 841,547 1,626,3591995 252 3,532,779 2,463,099 1,069,680 14,019 1,042,392 665,976 376,4161994 252 2,919,657 2,169,929 749,728 11,586 957,380 618,975 338,4051993 253 2,571,321 1,866,891 704,430 10,163 846,057 543,649 302,4081992 254 1,547,717 1,182,606 365,111 6,093 508,781 365,887 142,8941991 253 625,642 497,984 127,658 2,473 199,109 150,230 48,879



HISTORICAL TRADING ACTIVITY -- CASH INDEX OPTIONS*

CBOE Total Cash Index Option Contract Volume

Trading Average DailyYear Days Total Call Put Volume2010 252 270,006,239 119,721,662 150,284,577 1,071,4532009 252 222,781,717 99,594,019 123,187,698 884,0542008 253 259,496,193 111,563,267 147,932,926 1,025,6772007 251 230,517,843 95,055,959 135,461,884 918,3982006 251 157,575,349 65,889,878 91,685,471 627,7902005 252 115,657,828 46,589,168 69,068,660 458,9602004 252 85,420,267 34,457,279 50,962,988 338,9692003 252 69,675,859 30,696,013 38,979,846 276,4922002 252 64,003,053 27,420,035 36,583,018 253,9802001 248 52,009,919 21,645,888 30,364,031 209,7172000 252 47,397,039 20,870,522 26,526,517 188,0831999 252 56,202,470 23,526,840 32,675,630 233,0261998 252 68,282,088 29,106,264 39,175,824 270,9611997 253 71,136,728 31,506,552 39,630,176 281,1731996 254 85,394,046 37,256,032 48,138,014 336,1971995 252 101,427,897 45,270,975 56,156,922 400,9011994 252 114,743,082 50,701,273 64,041,809 455,3301993 253 81,573,576 38,146,429 43,427,147 322,4251992 254 76,442,064 36,683,601 39,758,463 300,9531991 253 76,384,506 38,148,456 38,236,050 301,9151990 253 80,944,668 39,449,611 41,495,057 319,9391989 252 64,645,248 31,991,176 32,654,072 256,5291988 253 62,250,400 32,804,412 29,445,988 246,0491987 253 108,352,440 58,548,350 49,804,090 428,2711986 253 114,834,854 64,312,356 50,522,498 453,8931985 252 90,822,067 55,805,515 5,016,552 358,9811984 253 64,356,917 35,860,918 28,495,999 254,3751983 205 10,662,498 5,187,861 5,474,637 52,012

*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.

Contract Volume


CBOE Total Cash Index Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2010 17,094,958 7,442,072 9,652,886 $451,444,699,759 $216,117,491,616 $235,327,208,1432009 16,896,384 7,822,582 9,073,802 $474,272,665,556 $235,806,525,790 $238,466,139,7662008 15,001,141 6,437,670 8,563,471 $701,965,854,990 $243,474,615,645 $458,491,239,3452007 13,510,217 5,448,068 8,062,149 $393,277,382,801 $184,204,220,553 $209,073,162,2482006 13,590,215 5,712,398 7,877,817 $180,949,552,849 $97,982,423,326 $82,967,129,5232005 10,710,125 4,419,799 6,290,326 $124,362,155,959 $63,417,089,377 $60,945,066,5822004 7,873,906 2,813,149 5,060,757 $111,789,605,607 $56,858,870,118 $54,930,735,4892003 6,219,688 2,540,180 3,679,508 $106,423,859,606 $56,846,355,697 $49,577,503,9092002 5,116,156 2,524,734 2,591,422 $106,269,617,884 $40,964,533,127 $65,305,084,7572001 4,075,603 1,862,987 2,212,616 $103,304,236,589 $40,990,346,222 $62,313,890,3672000 3,317,081 1,575,805 1,741,276 $131,117,652,021 $61,270,306,288 $69,847,345,7331999 3,706,451 1,459,002 2,247,449 $119,740,401,583 $64,882,929,610 $54,857,471,9731998 3,232,699 1,308,280 1,924,419 $117,705,321,296 $62,741,413,439 $54,963,907,8571997 3,273,034 1,296,473 1,976,561 $104,182,695,225 $62,957,704,514 $41,224,990,7111996 2,467,906 841,547 1,626,359 $73,513,538,077 $44,971,815,222 $28,541,722,8541995 2,708,600 1,003,661 1,704,939 $60,314,791,589 $40,872,092,367 $19,442,699,2111994 2,844,191 1,273,899 1,570,292 $50,092,654,182 $23,813,355,297 $26,279,298,8851993 2,185,174 889,577 1,295,597 $30,777,982,925 $17,047,779,862 $13,730,203,0631992 1,887,202 809,961 1,077,241 $33,195,348,189 $18,812,242,598 $14,383,105,5911991 1,774,620 719,990 1,054,630 $39,245,357,743 $24,321,846,057 $14,523,511,6861990 1,289,914 569,727 720,187 $42,880,469,686 $20,840,458,316 $22,040,011,3701989 1,005,657 445,741 559,916 $27,505,936,771 $17,563,299,309 $9,942,637,4621988 880,985 422,233 458,752 $27,478,205,683 $15,658,723,033 $11,819,482,6501987 741,736 396,658 345,078 $50,536,478,841 $29,612,693,832 $20,923,785,0091986 1,010,739 501,142 509,597 $35,358,087,000 $22,843,990,000 $12,514,097,0001985 1,286,108 668,340 617,768 $21,623,424,000 $15,471,594,000 $6,151,830,0001984 647,821 398,057 249,764 $15,356,000,000 $9,534,000,000 $5,822,000,0001983 334,510 195,682 138,828 $3,396,000,000 $1,882,000,000 $1,514,000,000



CBOE Total Cash Index Option Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2010 $1,672 $1,805 $1,566 52.5 48.4 56.22009 $2,129 $2,368 $1,936 52.6 49.6 55.32008 $2,705 $2,182 $3,099 51.1 46.0 55.92007 $1,706 $1,938 $1,543 55.4 49.8 60.22006 $1,148 $1,487 $905 49.2 45.5 52.42005 $1,075 $1,361 $882 42.2 36.8 46.92004 $1,309 $1,650 $1,078 32.9 28.5 36.72003 $1,527 $1,852 $1,272 25.6 25.9 25.42002 $1,660 $1,494 $1,785 23.0 23.7 22.42001 $1,986 $1,894 $2,052 24.7 24.1 25.22000 $2,766 $2,936 $2,633 22.7 22.1 23.11999 $2,131 $2,758 $1,679 21.1 21.3 21.01998 $1,724 $2,156 $1,403 22.1 21.5 22.61997 $1,465 $1,998 $1,040 22.0 20.6 23.41996 $861 $1,207 $593 23.5 22.8 24.11995 $595 $903 $346 26.1 26.3 25.91994 $437 $470 $410 27.3 27.7 27.01993 $377 $447 $316 22.1 21.7 22.41992 $434 $513 $362 19.7 19.6 19.81991 $514 $648 $380 18.3 18.4 18.21990 $530 $528 $531 18.3 19.0 17.61989 $425 $549 $304 17.2 17.4 17.01988 $441 $477 $401 15.7 16.5 14.91987 $466 $506 $420 16.9 16.8 17.01986 $308 $355 $248 18.2 18.2 18.21985 $238 $277 $207 18.6 18.4 18.81984 $239 $266 $204 17.7 17.1 18.01983 $318 $363 $277 12.6 10.2 10.9



OEX® (S&P 100®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 10,837,448 5,531,696 5,305,752 43,006 163,5332009 252 9,049,978 4,335,501 4,714,477 35,913 224,8382008 253 11,104,220 5,371,194 5,733,026 43,890 156,7262007 251 14,908,116 6,186,250 8,721,866 59,395 230,6242006 251 17,106,482 7,699,626 9,406,856 68,153 252,2642005 252 18,672,964 8,919,153 9,753,811 74,099 265,0582004 252 16,426,392 7,993,875 8,432,517 65,184 318,6902003 252 14,343,992 6,994,379 7,349,613 56,921 254,4882002 252 13,530,159 6,534,139 6,996,020 53,691 183,3552001 248 10,399,217 4,840,572 5,558,645 41,932 192,0112000 252 15,557,421 7,047,058 8,510,363 61,736 179,3711999 252 25,761,292 11,253,040 14,508,252 102,227 287,9801998 252 33,425,854 15,458,446 17,967,408 132,642 312,8051997 253 36,595,576 17,580,145 19,015,431 144,647 398,4831996 254 54,929,246 24,967,860 29,961,386 216,257 422,2201995 252 69,633,460 31,416,311 38,217,149 276,323 617,8251994 252 81,824,650 36,995,171 44,829,479 324,701 817,4471993 253 64,031,944 30,628,988 33,402,956 253,091 805,6611992 254 62,427,272 30,600,646 31,826,606 245,797 664,5271991 253 63,935,546 32,173,041 31,762,505 252,710 783,5811990 253 68,846,535 33,616,840 35,229,695 272,121 575,6331989 252 58,371,337 28,716,525 29,654,812 231,632 548,5061988 253 57,433,506 30,221,224 27,212,282 227,010 566,3231987 253 101,827,077 55,158,010 46,669,067 402,479 500,3691986 253 113,151,085 63,392,789 49,758,296 447,237 871,0431985 252 90,804,930 55,795,875 35,009,055 360,337 1,285,4471984 253 64,288,445 35,823,507 28,464,938 254,105 647,8101983 205 10,595,664 5,145,533 5,450,131 51,686 332,007

XEO® (S&P 100® European Style) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 2,393,982 1,210,464 1,183,518 9,500 44,8812009 252 2,230,935 1,101,686 1,129,249 8,853 86,8692008 253 2,478,564 1,105,721 1,372,843 9,797 154,7652007 251 2,836,627 1,326,271 1,510,356 11,301 111,0932006 251 3,706,720 1,254,967 2,451,753 14,768 220,9312005 252 1,922,543 948,157 974,386 7,629 67,3582004 252 1,800,574 842,544 958,030 7,145 80,4882003 252 1,933,355 962,550 970,805 7,672 78,3862002 252 1,708,074 797,153 910,921 6,778 72,9022001 123 473,625 187,189 286,436 3,851 62,997

Contract Volume

Contract Volume


SPX® (S&P 500®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 175,291,508 66,811,419 108,480,089 695,601 11,328,7292009 252 154,869,646 61,997,990 92,871,656 614,562 10,735,9152008 253 179,045,021 67,489,789 111,555,232 707,688 10,372,6502007 251 158,084,691 55,560,969 102,523,722 629,819 8,187,4102006 251 104,312,673 40,128,731 64,183,942 415,588 7,848,7852005 252 71,802,558 26,511,165 45,291,393 284,931 6,080,3232004 252 49,472,117 17,781,545 31,690,572 196,318 4,965,8072003 252 36,754,720 15,458,872 21,295,848 145,852 3,839,5852002 252 29,939,598 12,680,856 17,258,742 118,808 3,169,4152001 248 24,271,222 10,165,544 14,105,678 97,868 2,674,6082000 252 23,290,194 10,202,047 13,088,147 92,421 2,496,3491999 252 24,699,878 10,160,737 14,539,141 98,015 2,850,5231998 252 25,708,136 10,383,764 15,324,372 102,016 1,730,7941997 253 26,494,543 10,276,751 16,217,792 104,722 1,606,3181996 254 24,844,808 10,032,433 14,812,375 97,814 1,339,6511995 252 26,726,023 11,638,290 15,087,733 106,056 1,352,8371994 252 28,016,776 11,667,855 16,348,921 111,178 1,282,4851993 253 16,454,282 7,183,029 9,271,253 65,037 1,098,6601992 254 13,420,174 5,990,574 7,429,600 52,835 993,9221991 253 11,924,719 5,850,383 6,074,336 47,133 726,0851990 253 12,089,035 5,829,971 6,259,064 47,783 708,5771989 252 6,273,911 3,274,651 2,999,260 24,952 457,1511988 253 4,816,894 2,583,188 2,233,706 19,039 314,6621987 253 6,204,793 3,199,564 3,005,229 24,525 241,3671986 253 1,682,808 919,026 763,782 6,786 139,6961985 252 7,762 4,949 2,813 31 6611984 253 11,970 5,065 6,905 47 111983 127 14,093 6,210 7,883 111 2,503

XSP (Mini S&P 500®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 268,399 135,603 132,796 1,065 44,3832009 252 819,013 389,451 429,562 3,250 77,7632008 253 2,853,825 1,212,293 1,641,532 11,280 239,8702007 251 1,535,570 641,738 893,832 6,118 319,5282006 251 1,771,820 799,620 972,200 7,059 937,3302005 47 709,820 382,038 327,782 15,103 981,280

Contract Volume

Contract Volume


DJX (Dow Jones Industrial Average®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 2,827,082 1,181,844 1,645,238 11,219 332,3482009 252 4,327,086 1,949,256 2,377,830 17,171 402,6222008 253 7,350,475 3,340,939 4,009,536 29,053 518,2022007 251 7,770,015 4,243,436 3,526,579 30,956 584,6852006 251 7,699,769 4,133,477 3,566,292 30,676 616,1552005 252 6,887,691 3,540,252 3,347,439 27,332 622,2652004 252 7,347,145 3,512,773 3,834,372 29,155 584,4022003 252 10,193,708 4,595,606 5,598,102 40,451 603,9062002 252 12,114,841 4,141,448 7,973,393 48,075 822,0352001 248 8,958,075 2,666,528 6,291,547 36,121 562,428 2000 252 3,763,077 1,635,695 2,127,382 14,933 223,569 1999 252 3,319,804 1,015,438 2,304,366 13,174 437,6541998 252 4,281,731 1,399,234 2,882,497 16,991 343,5561997 61 2,029,938 902,050 1,127,888 33,278 464,792

NDX (Nasdaq-100 Index®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 5,546,210 2,415,442 3,130,768 22,009 287,7892009 252 4,336,877 2,083,638 2,253,239 17,210 629,2872008 253 6,086,941 2,796,459 3,290,482 24,059 340,4492007 251 7,357,166 3,388,010 3,969,156 29,311 379,2142006 251 7,750,477 3,411,823 4,338,654 30,878 475,0882005 252 6,341,052 2,732,001 3,609,051 25,163 653,8832004 252 3,528,556 1,327,392 2,201,164 14,002 276,4912003 252 1,622,687 579,208 1,043,479 6,439 180,2182002 252 1,196,900 523,282 673,618 4,750 70,9312001 248 1,603,884 684,259 919,625 6,467 35,6652000 252 2,313,580 940,780 1,372,800 9,181 68,2201999 252 1,371,349 568,392 802,957 5,442 86,4421998 252 1,563,242 774,814 788,428 6,203 20,3751997 253 2,061,376 1,090,248 971,128 8,148 31,1581996 254 3,216,041 1,495,178 1,720,863 12,662 36,8591995 252 2,082,335 881,058 1,200,377 8,263 83,3641994 227 1,358,930 558,245 800,685 5,986 39,369

Contract Volume

Contract Volume


MNX (Mini Nasdaq-100 Index®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 654,793 276,314 378,479 2,598 341,5872009 252 1,723,896 782,310 941,586 6,841 753,0402008 253 4,792,951 2,174,127 2,618,824 18,944 1,311,7882007 251 4,577,696 1,765,655 2,812,041 18,238 1,377,7952006 251 5,198,989 2,414,079 2,784,910 20,713 1,710,0282005 252 6,157,513 2,760,217 3,397,296 24,435 1,627,8372004 252 5,503,345 2,498,691 3,004,654 21,839 1,528,1212003 252 4,034,201 1,798,884 2,235,317 16,009 1,125,4542002 252 4,993,791 2,506,047 2,487,744 19,817 694,6792001 248 6,325,335 3,084,290 3,241,045 25,505 589,3862000 93 1,468,469 756,636 711,740 15,790 268,086

RUT (Russell 2000 Index®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 9,713,843 4,048,116 5,665,727 38,547 725,9622009 252 12,045,122 6,007,708 6,037,414 47,798 808,6032008 253 18,248,587 9,013,878 9,234,709 72,129 1,300,7932007 251 8,122,116 3,662,827 4,459,289 32,359 1,648,6012006 251 2,156,819 937,467 1,219,352 8,593 639,9262005 252 1,086,807 402,341 684,466 4,313 217,8792004 252 889,448 336,085 553,363 3,530 94,2142003 252 612,790 237,850 374,940 2,432 117,5992002 252 386,262 156,940 229,322 1,533 95,4672001 248 325,157 142,733 182,424 1,311 91,3732000 252 835,614 197,567 638,047 3,316 64,6631999 252 821,565 414,385 407,180 3,260 33,3221998 252 876,158 383,124 493,034 3,477 57,2151997 253 616,882 349,415 267,467 2,438 34,0351996 254 388,399 179,145 209,254 1,529 55,9011995 252 317,099 103,557 213,542 1,258 24,7541994 252 651,009 192,777 458,232 2,583 46,8171993 253 494,980 233,801 261,179 1,956 76,8961992 35 40,086 19,869 20,217 1,145 21,499

RVX (Russell 2000 Volatility Index Options) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2009 252 961 378 583 4 02008 253 31,706 8,341 23,365 125 1532007 66 32,502 14,497 18,005 492 2,489

Contract Volume

Contract Volume

Contract Volume


VIX (CBOE S&P 500 Volatility Index®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 62,452,232 38,107,437 24,344,795 247,826 3,820,2512009 252 33,328,163 20,925,987 12,402,176 132,255 3,167,8742008 253 25,947,655 18,544,852 7,402,803 102,560 555,8322007 251 23,388,366 17,663,899 5,724,467 93,181 566,5202006 251 5,050,638 4,062,588 988,050 23,491 697,011

VXN (NASDAQ Volatility Index Options) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2009 252 37 20 17 0 02008 253 2,780 1,778 1,002 11 212007 64 4,639 2,654 1,985 72 386

Total Cash Index Options Contract Volume by ExchangeCBOE

% Share ofYear CBOE AMEX PHLX NYSE ARCA ISE BOX NSDQ NYSE MSE NASD Total Total Volume2010 270,006,239 1,940,116 3,264,495 1,012,594 11,415,450 185,312 78,564 287,902,770 93.8%2009 222,781,717 3,483,300 3,768,015 403,388 13,259,920 449,064 244,145,404 91.2%2008 259,496,193 7,428,496 5,547,813 745,206 17,850,871 1,097,558 292,166,137 88.8%2007 230,517,843 13,804,541 6,719,120 295,980 15,719,177 847,448 267,904,109 86.0%2006 157,575,349 10,050,680 7,589,744 8,212,419 48,859 183,477,051 85.9%2005 115,657,828 8,678,564 6,211,858 4,464,570 135,012,820 85.7%2004 85,420,267 7,290,157 5,275,701 83,358 98,069,483 87.1%2003 69,675,859 4,272,865 3,221,784 10,833 77,181,341 90.3%2002 64,003,053 2,606,890 3,602,611 70,212,554 91.2%2001 52,306,915 1,161,485 4,517,137 57,985,537 90.2%2000 46,711,119 15,694,467 3,862,126 7,978 67,296,274 70.9%1999 57,828,717 2,840,913 3,189,587 30,269 63,889,486 90.5%1998 68,838,008 3,329,392 3,139,347 40,718 75,347,465 91.4%1997 71,136,728 4,181,554 2,776,578 79,811 8,054 78,182,725 91.0%1996 85,394,046 4,509,450 2,459,867 42,560 24,519 92,430,442 92.4%1995 101,427,897 3,505,041 2,799,964 52,163 25,425 107,810,490 94.1%1994 114,743,082 3,694,414 2,549,514 68,260 31,535 121,086,805 94.8%1993 81,573,576 4,493,235 1,153,714 161,432 42,781 87,424,738 93.3%1992 76,442,064 6,247,120 354,005 69,695 134,197 83,247,081 91.8%1991 76,384,506 5,976,142 433,686 71,577 158,761 83,024,672 92.0%1990 80,944,668 6,617,870 218,659 130,313 271,077 88,182,587 91.8%1989 64,645,248 8,282,314 151,117 226,047 592,760 73,897,486 87.5%1988 62,250,400 7,548,749 156,597 280,393 724,889 70,961,028 87.7%1987 108,352,440 18,192,811 498,756 459,081 2,193,121 129,696,209 83.5%1986 114,834,854 18,274,774 1,398,800 134,189 3,773,630 45,239 138,461,486 82.9%1985 90,822,067 12,437,897 2,321,006 92,646 4,263,262 107,453 110,044,331 82.5%1984 64,356,841 7,006,035 127,049 174,585 4,093,816 75,758,326 85.0%1983 10,662,498 2,693,153 6,278 656,480 14,018,409 76.1%

Contract Volume

Contract Volume


HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONSCBOE Total Exchange Traded Funds Option Contract Volume

Trading Average DailyYear Days Total Call Put Total2010 252 274,202,116 110,863,810 163,338,306 1,088,1042009 252 277,266,218 126,947,673 150,318,545 1,100,2632008 253 329,830,388 135,060,285 194,770,103 1,303,6772007 251 212,979,241 71,488,270 141,490,971 848,5232006 251 126,481,092 46,212,098 80,268,994 503,9092005 252 76,878,867 28,982,957 47,895,910 305,0752004 252 51,259,036 19,541,822 31,717,214 203,4092003 252 41,146,233 16,260,153 24,886,080 163,2792002 252 30,362,691 15,443,494 14,919,197 120,4872001 248 21,767,252 12,283,355 9,483,897 87,7712000 252 334,664 135,463 199,201 1,3281999 252 1,626,247 998,372 627,875 6,4531998 252 555,920 286,088 269,832 2,206

CBOE Total Exchange Traded Funds Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2010 68,155,598 27,175,619 40,979,979 $44,994,167,767 $19,285,911,196 $25,708,256,5712009 63,055,908 26,367,529 36,688,379 $53,140,576,050 $26,058,058,254 $27,082,517,7962008 44,592,588 23,046,877 21,545,711 $94,904,833,968 $38,731,420,497 $56,173,413,4712007 44,734,494 17,271,946 27,462,548 $65,495,216,394 $22,434,518,358 $43,060,698,0362006 24,856,225 9,995,242 14,860,983 $31,663,112,146 $11,676,158,660 $19,986,953,4862005 18,671,621 8,156,535 10,515,086 $17,068,179,470 $6,520,748,060 $10,547,431,4102004 15,242,315 6,755,291 8,487,024 $9,975,678,503 $3,800,395,761 $6,175,282,7422003 11,424,097 5,242,133 6,181,964 $7,796,111,861 $3,223,917,031 $4,572,194,8302002 7,003,546 3,988,551 3,014,995 $7,030,229,899 $2,907,290,874 $4,122,939,0252001 3,937,181 2,216,872 1,720,309 $9,409,364,631 $6,304,152,792 $3,105,211,8392000 Not Avail. Not Avail. Not Avail. $256,879,849 $81,629,080 $175,250,7701999 62,389 38,875 23,514 $982,530,939 $704,384,064 $278,146,8751998 315,172 194,662 120,510 $221,140,301 $128,220,851 $92,919,450

CBOE Total Exchange Traded Funds Option Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2010 $164 $174 $157 32.9 25.0 41.82009 $192 $205 $180 31.7 26.2 38.62008 $288 $287 $288 17.1 17.1 17.12007 $308 $314 $304 16.8 16.7 16.82006 $250 $253 $249 15.3 15.2 15.32005 $222 $225 $220 16.4 16.3 16.42004 $195 $194 $195 17.5 17.5 17.52003 $189 $198 $184 18.1 14.7 21.32002 $232 $188 $276 16.1 14.6 18.12001 $432 $513 $327 10.7 7.2 28.22000 $768 $603 $880 12.4 10.4 14.21999 $604 $706 $443 10.4 9.5 12.11998 $398 $448 $344 11.1 9.8 13.0



Contract Volume


QQQQ (PowerShares QQQ) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 33,286,485 12,459,089 20,827,396 132,089 4,613,0542009 252 45,998,373 19,561,455 26,436,918 182,533 6,586,4162008 253 61,210,641 26,557,385 34,653,256 241,939 5,381,5072007 251 43,215,491 16,096,941 27,118,550 172,173 9,363,6522006 251 31,693,928 13,256,831 18,437,097 126,271 7,178,2092005 252 26,337,846 10,875,082 15,462,764 104,515 7,408,5182004 252 32,628,165 11,744,724 20,883,441 129,477 11,464,2442003 252 28,081,944 10,482,751 17,599,193 111,436 9,265,4542002 252 24,052,423 12,856,006 11,196,417 95,446 6,173,5502001 227 20,314,749 11,575,444 8,739,305 89,492 3,752,838

DIA (DIAMONDS) Options Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 3,576,433 1,730,084 1,846,349 14,192 807,8132009 252 4,706,166 2,363,899 2,342,267 18,675 1,004,1172008 253 10,415,316 5,158,471 5,256,845 41,167 1,526,2452007 251 7,965,019 3,366,939 4,598,080 31,733 1,936,1082006 251 8,239,891 3,605,401 4,634,490 32,828 1,456,3602005 252 9,126,654 4,430,628 4,696,026 36,217 1,356,7062004 252 8,552,875 4,113,430 4,439,445 33,940 722,1452003 252 9,370,722 4,020,916 5,349,806 37,185 730,4092002 157 4,500,093 1,598,219 2,901,874 28,663 274,702

SPY (S&P Depositary Receipts) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 93,720,383 30,630,139 63,090,244 371,906 13,980,6952009 252 86,473,960 33,756,808 52,717,152 343,151 11,445,7342008 253 96,901,151 37,718,408 59,182,743 383,009 9,170,8452007 251 49,195,190 15,455,075 33,740,115 195,997 10,860,5722006 251 24,134,052 10,047,190 14,086,862 96,152 3,337,6442005 247 16,195,307 5,841,267 10,354,040 65,568 2,537,394

IWM (iShares Russell 2000 Index Fund) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2010 252 29,036,898 7,503,085 21,533,813 115,226 5,106,3532009 252 28,782,379 10,295,187 18,487,192 114,216 5,437,2672008 253 72,686,444 23,145,230 49,541,214 287,298 5,014,3962007 251 75,801,621 22,073,140 53,728,481 301,998 7,995,6922006 251 44,905,725 12,329,959 32,575,766 178,907 5,781,5342005 252 16,223,925 4,538,810 11,685,115 64,381 2,783,3762004 252 4,938,465 1,051,638 3,886,827 19,597 705,5722003 252 682,474 143,326 539,148 2,708 208,3412002 6 1,904 1,176 728 317 47,019

Contract Volume

Contract Volume

Contract Volume

Contract Volume


Total Exchange Traded Funds Options Contract Volume by ExchangeCBOE

% Share ofYear CBOE C2 AMEX PHLX NYSE ARCA ISE BOX NSDQ BATS Total Total Volume2010 274,202,116 2,027,706 152,003,638 294,769,596 182,333,857 263,853,908 23,404,418 52,593,549 9,948,200 1,255,136,988 21.85%2009 277,266,218 78,016,892 175,230,523 149,048,529 274,844,231 62,411,236 51,240,201 1,068,057,830 25.96%2008 329,830,388 82,111,402 129,630,580 150,050,779 300,545,759 77,898,352 18,089,887 1,088,157,147 30.31%2007 212,979,241 67,710,562 69,827,027 76,202,359 185,482,087 33,475,202 645,676,478 32.99%2006 126,481,092 45,142,347 33,614,672 28,073,577 99,564,422 16,861,584 349,737,694 36.16%2005 76,878,867 38,150,097 17,363,186 17,213,077 60,308,533 16,883,720 226,797,480 33.90%2004 51,259,036 35,089,619 20,529,525 14,374,597 38,063,902 4,284,223 163,600,902 31.33%2003 41,146,233 33,639,852 20,162,085 15,052,594 19,165,896 129,166,660 31.86%2002 30,362,691 38,250,334 6,977,732 14,063,428 12,067,494 101,721,679 29.85%2001 21,767,252 36,566,669 3,919,462 7,339,485 6,188,158 75,781,026 28.72%2000 1,020,584 11,816,747 167,803 275,567 13,280,701 7.68%


HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS

Total Interest Rate Options Contract VolumeTrading Average Daily

Year Days Total Call Put Volume2010 252 2,417 2,193 224 102009 252 5,797 5,606 191 232008 253 3,523 1,912 1,611 142007 251 10,079 7,591 2,488 402006 251 21,330 11,002 10,328 852005 252 65,626 36,839 28,787 2602004 252 90,608 56,267 34,341 3602003 252 90,438 60,531 29,907 3572002 252 43,232 23,045 20,187 1722001 248 39,591 16,828 22,763 1602000 252 42,100 15,781 26,768 1671999 251 42,556 19,527 23,029 1701998 251 76,760 44,129 32,631 3061997 250 75,517 38,220 37,297 3021996 252 94,252 50,636 43,616 3741995 250 65,102 39,121 25,981 2601994 250 216,592 108,200 108,392 8661993 251 64,561 32,795 31,766 2571992 251 57,305 31,987 25,318 2281991 251 50,035 26,769 23,266 1991990 251 61,839 27,025 34,814 2461989 131 72,718 38,455 34,263 555

Total Interest Rate Options Open Interest and Dollar Volume

Month Total Call Put Total Call Put2010 49 48 1 $1,152,595 $1,067,315 $85,2802009 132 81 51 $3,128,115 $3,072,740 $55,3752008 666 562 104 $1,312,650 $575,335 $737,3152007 4,741 4,376 365 $1,900,451 $1,345,151 $555,3002006 2,381 1,460 921 $4,272,965 $2,679,090 $1,593,8752005 7,782 4,242 3,540 $13,968,215 $7,655,850 $6,312,3652004 18,238 13,863 4,375 $22,351,070 $17,224,745 $5,126,3252003 10,220 5,612 4,608 $25,275,575 $17,545,615 $7,729,9602002 8,953 4,593 4,360 $9,732,610 $5,470,335 $4,262,2752001 6,378 2,639 3,739 $10,195,678 $3,719,173 $6,476,5052000 2,783 627 2,156 $13,444,561 $3,085,375 $10,359,1861999 6,395 1,632 4,763 $8,041,082 $3,975,530 $4,065,5521998 4,436 2,907 1,529 $14,183,792 $5,809,911 $8,373,8811997 8,982 5,182 3,800 $15,966,935 $6,856,851 $9,110,0841996 6,434 3,002 3,432 $20,239,126 $10,938,500 $9,400,6261995 6,831 3,281 3,550 $11,013,182 $5,705,651 $5,307,5311994 21,494 11,554 9,940 $39,757,169 $23,835,743 $15,921,4261993 3,443 1,435 1,998 $11,223,338 $5,365,199 $5,858,1391992 2,736 1,688 1,048 $7,097,001 $3,562,920 $3,534,0811991 4,867 3,682 1,185 $7,347,106 $3,075,106 $4,271,2331990 4,205 2,652 1,553 $10,778,046 $4,956,810 $5,821,2361989 4,706 3,150 1,556 $12,125,585 $5,500,884 $6,624,701

Contract Volume



Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions

Year Total Call Put Total Call Put2010 $477 $487 $381 25.2 28.9 11.22009 $540 $548 $290 6.1 6.1 8.72008 $373 $301 $458 15.5 15.2 15.82007 $189 $177 $223 26.2 32.6 16.52006 $200 $244 $154 13.3 11.0 17.02005 $213 $208 $219 11.4 8.4 20.82004 $247 $306 $149 9.4 7.8 14.42003 $279 $290 $258 9.7 9.1 11.12002 $225 $237 $211 13.1 11.4 15.92001 $258 $221 $285 12.4 12.2 12.62000 $314 $196 $387 21.9 12.9 36.21999 $189 $204 $177 16.6 16.0 17.01998 $185 $132 $257 25.3 26.6 23.81997 $211 $179 $244 24.9 21.1 30.31996 $216 $216 $216 18.9 18.1 19.91995 $169 $146 $204 17.2 15.5 20.61994 $183 $220 $147 26.5 24.2 29.31993 $174 $164 $184 24.0 20.6 28.91992 $124 $111 $140 23.5 26.0 20.91991 $147 $115 $184 14.1 17.1 11.71990 $174 $183 $167 17.1 17.9 16.51989 $167 $143 $193 14.3 15.9 12.8



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