marketstats-2008

CBOE 2008 MARKET STATISTICS

Table of Contents

CBOE TRADING ACTIVITY - 2008 Total CBOE Options Trading Summary ..................................................................1 Total CBOE Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................2 Total CBOE Options Contract Volume -All Options ..................................................3 Total Options Contract Volume By Exchange ..........................................................3

INTEREST RATE OPTIONS - 2008 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Total Interest Rate Options ..............................................................................124-125 IRX Options ....................................................................................................126-127 FVX Options ...................................................................................................128-129 TNX Options ...................................................................................................130-131 TYX Options ...................................................................................................132-133

CREDIT OPTIONS - 2008 Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions......134 Total Basket CEBOs Contract Volume, Dollar Volume and Transactions ...............134

Historical Trading Activity ALL OPTIONS Total CBOE Options Contract Volume ................................................................135 Total CBOE Options Year-End Open Interest and Dollar Volume ..........................136 Total CBOE Options Average Premium

Per Contract, and Average Contracts Per Trade...........................................137 Total CBOE Options Contract Volume-All Options...............................................138 Total Options Contract Volume By Exchange......................................................139

EQUITY OPTIONS Equity Options Contract Volume........................................................................140 Equity Options Open Interest and Dollar Volume ................................................141 Equity Options Average Premium Per Contract and Average Contracts Per Trade.142 Equity Options Contract Volume By Exchange....................................................143 Equity LEAPS Contract Volume and Open Interest ..............................................144

CASH INDEX OPTIONS (Each listing includes Contract Volume and Open Interest)

Total Cash Index Contract Volume ....................................................................145 Total Cash Index Option Open Interest and Dollar Volume...................................146 Total Cash Index Option Average Premium Per Contract

and Average Contracts Per Trade ...............................................................147 OEX® (S&P 100®) ...........................................................................................148 XEO® (S&P 100® European Style) .....................................................................148 SPX® (S&P 500®) ...........................................................................................149 XSP® (Mini-S&P 500®) ....................................................................................149 DJX (Dow Jones Industrial AverageSM) ..............................................................150 NDX (Nasdaq-100 Index®) ..............................................................................150 MNX® (Mini Nasdaq-100 Index®) .....................................................................150 RUT (Russell 2000® Index) .............................................................................151 RVX (Russell 2000 Volatility Index) ....................................................................151 VIX (CBOE S&P 500 Volatility Index®)...............................................................151 VXN (NASDAQ Volatility Index) ..........................................................................151

EXCHANGE TRADED FUNDS OPTIONS (Each listing includes Contract Volume and Open Interest)

Total Exchange Traded Funds Contract Volume .................................................152 Total Exchange Traded Funds Option Open Interest and Dollar Volume ...............152 Total Exchange Traded Funds Option Average Premium Per Contract

and Average Contracts Per Trade ...............................................................152 QQQQ (Nasdaq 100® Shares) ...........................................................................153 DIA (DIAMONDS®) ...........................................................................................153 SPY (S&P Depository Receipts) .........................................................................153 IWM (iShares Russell 2000® Index Fund) ..........................................................153 Total Cash Index and Exchange Traded Funds Options Contract Volume By Exchange..............................................................154

INTEREST RATE OPTIONS Total Interest Rate Options Contract Volume......................................................155 Total Interest Rate Options Open Interest and Dollar Volume...............................155 Total Interest Rate Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions ...........................................156

CREDIT OPTIONS - 2008 Total Single-Name CEBOs Contract Volume, Open Interest and Dollar Volume ....157 Total Basket CEBOs Contract Volume, Open Interest and Dollar Volume ..............157

EQUITY OPTIONS - 2008 Equity Options Contract Volume ............................................................................4 Equity Options Open Interest and Dollar Volume.....................................................4 Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................5 Equity Options Contract Volume By Exchange ........................................................5 Equity LEAPS® Contract Volume and Dollar Volume................................................6 Equity LEAPS 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 Equity LEAPS Contract Volume Detail ....................................................................8-27 CBOE Equity Options Volume .............................................................................28-67 CBOE Top 100 Equity Options Ranked By Volume ................................................68-69

CASH INDEX OPTIONS - 2008 (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 ......................................................................70

Most Active Cash Indexes-2008.........................................................................71-72

Total Cash Index Options ...................................................................................73-74 Total Cash Index Options Contract Volume By Exchange.......................................74 Total Cash Index FLEX (NDX, RUT, SPX)...............................................................75-76 Total CBOE Volume for FLEX, LEAPS, QUARTERLY, WEEKLY and Binary Options ....76 SPX® (S&P 500®) ..............................................................................................77-78 XSP® (Mini-S&P 500® Index) ..............................................................................79-80 OEX® (S&P 100®) ..............................................................................................81-82 XEO® (S&P 100® European Style) .......................................................................83-84 DJX (Dow Jones Industrial AverageSM) ................................................................85-86 NDX (Nasdaq-100 Index®) .................................................................................87-88 MNX (Mini Nasdaq-100 Index®) .........................................................................89-90 RUT (Russell 2000® Index) ................................................................................91-92 RVX (Russell 2000 Volatility Index) ......................................................................93-94 VIX (CBOE S&P 500 Volatility Index).....................................................................95-96 VXN (NASDAQ Volatility Index).............................................................................97-98 Other Cash Index Option Products ......................................................................99-100 Other Cash Index Options Contract Volume Detail ..............................................101-102

BINARY OPTIONS - 2008 BSZ CBOE Binary Options (SPX) Contract Volume and Open Interest ..................103 BVZ CBOE Binary Options (VIX) Contract Volume and Open Interest.....................104

EXCHANGE TRADED FUNDS OPTIONS – 2008 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Exchange Traded Funds-2008..........................................................................105-106 Most Active Exchange Traded Funds .................................................................107 Total Exchange Traded Funds Options ..............................................................108-109 Total Exchange Traded Funds Options Contract Volume By Exchange..................109 Total Exchange Traded Funds FLEX (DIA, EFA, IYR, QQQQ, SPY)………………110-111 Total CBOE Volume for FLEX, LEAPS and QUARTERLY Options ...........................111 QQQQ (Nasdaq 100® Shares) ...........................................................................112 DIA (DIAMONDS®)............................................................................................113 SPY (S&P Depository Receipts)..........................................................................114 IWM (iShares Russell 2000® Index Fund) ..........................................................115 Other Exchange Traded Funds Option Products .................................................116-117 Other Exchange Traded Funds Options Contract Volume Detail ...........................118-123

CBOE TRADING ACTIVITY - 2008

Total CBOE Options Trading Summary

Call Put TotalNo. of Contracts 587,004,744 606,350,326 1,193,355,070Average Daily Volume 2,320,177 2,396,641 4,716,818Dollar Volume $359,915,472,390 $609,234,220,959 $969,149,693,349Open Interest 141,588,920 105,137,090 246,726,010Transactions 34,781,746 25,117,436 59,899,182

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

Jan 21 52,744,336 58,086,752 110,831,088 5,277,671 114,756,896 103,298,572 218,055,468 $96,316,416,599Feb 20 38,486,403 40,240,190 78,726,593 3,936,330 123,254,026 112,593,460 235,847,486 $58,060,059,942Mar 20 42,896,264 50,057,330 92,953,594 4,647,680 122,262,417 115,252,168 237,514,585 $67,393,027,739Apr 22 43,290,359 43,038,955 86,329,314 3,924,060 128,398,979 119,829,923 248,228,902 $52,168,006,328May 21 45,043,333 40,573,642 85,616,975 4,076,999 138,582,393 128,840,033 267,422,426 $47,468,800,911Jun 21 50,675,516 52,626,345 103,301,861 4,919,136 140,306,323 129,794,392 270,100,715 $62,032,906,902Jul 22 63,062,679 63,094,028 126,156,707 5,734,396 152,083,502 138,726,296 290,809,798 $76,365,020,909Aug 21 45,228,208 43,265,318 88,493,526 4,213,977 156,526,135 140,114,736 296,640,871 $48,612,710,835Sep 21 60,961,375 66,202,164 127,163,539 6,055,407 154,523,746 136,209,265 290,733,011 $95,274,924,031Oct 23 63,979,846 70,263,110 134,242,956 5,836,650 160,715,156 133,894,307 294,609,463 $197,614,676,152Nov 19 42,367,731 44,357,177 86,724,908 4,564,469 155,949,175 125,677,142 281,626,317 $93,188,516,149Dec 22 38,268,694 34,545,315 72,814,009 3,309,728 141,588,920 105,137,090 246,726,010 $74,654,626,852Total 253 587,004,744 606,350,326 1,193,355,070 4,716,818 -- -- -- $969,149,693,349

Contract Volume Open Interest

CHICAGO BOARD OPTIONS EXCHANGE 2008 MARKET STATISTICSPage 1

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

TradingMonth Days Call Put Total Call Put Total Call Put Total

Jan 21 $674 $1,046 $869 17 26 21 3,022,369 2,216,348 5,238,717Feb 20 $608 $862 $737 16 25 20 2,349,954 1,628,819 3,978,773Mar 20 $574 $855 $725 17 25 21 2,505,725 2,012,017 4,517,742Apr 22 $561 $648 $604 15 24 19 2,823,700 1,822,796 4,646,496May 21 $538 $573 $554 15 24 18 2,920,889 1,719,909 4,640,798Jun 21 $507 $691 $601 17 25 20 3,070,859 2,133,522 5,204,381Jul 22 $475 $736 $605 17 23 20 3,634,471 2,732,577 6,367,048Aug 21 $466 $637 $549 17 24 20 2,655,202 1,822,187 4,477,389Sep 21 $583 $902 $749 18 27 22 3,357,977 2,492,803 5,850,780Oct 23 $856 $2,033 $1,472 18 26 21 3,579,588 2,713,217 6,292,805Nov 19 $706 $1,426 $1,075 18 22 20 2,383,709 1,987,359 4,371,068Dec 22 $807 $1,267 $1,025 15 19 17 2,477,303 1,835,882 4,313,185Total 253 $613 $1,005 $812 17 24 20 34,781,746 25,117,436 59,899,182

Average Premium Per Contract Average Contracts Per Trade Transactions


Total CBOE Options Contract Volume - All Options

MonthTradingDays

TotalVolume

EquityVolume

Cash IndexVolume

ETFVolume

Interest RateVolume

CEBOsVolume

Jan 21 110,831,088 55,049,495 23,799,567 31,981,912 114 0Feb 20 78,726,593 40,318,333 16,905,571 21,501,971 708 10Mar 20 92,953,594 46,400,550 19,180,185 27,372,294 565 0Apr 22 86,329,314 48,411,293 17,922,574 19,995,251 196 0May 21 85,616,975 48,646,266 17,126,985 19,843,588 136 0Jun 21 103,301,861 54,353,772 20,529,184 28,418,624 281 0Jul 22 126,156,707 67,178,831 24,542,990 34,434,752 134 0Aug 21 88,493,526 45,339,217 18,833,751 24,320,539 19 0Sep 21 127,163,539 58,012,402 29,221,828 39,929,196 113 0Oct 23 134,242,956 60,143,826 35,484,541 38,614,261 328 0Nov 19 86,724,908 42,476,225 19,801,232 24,446,679 772 0Dec 22 72,814,009 37,694,746 16,147,785 18,971,321 157 0Total 253 1,193,355,070 604,024,956 259,496,193 329,830,388 3,523 10

Total Options Contract Volume By Exchange

Month CBOE AMEX BOX PHLX NYSE ARCA ISE NSDQ TOTAL CBOE ShareJan 110,831,088 21,909,019 17,702,082 54,302,390 50,829,743 101,588,966 357,163,288 31%Feb 78,726,593 15,298,289 11,246,511 34,095,810 31,728,382 73,324,048 244,419,633 32%Mar 92,953,594 15,975,250 12,259,909 39,681,399 36,226,357 84,897,766 5,958 282,000,233 33%Apr 86,329,314 17,179,693 14,776,236 42,135,902 31,355,527 88,871,245 1,074,459 281,722,376 31%May 85,616,975 16,674,843 12,719,710 44,223,032 30,701,865 75,174,216 1,759,405 266,870,046 32%Jun 103,301,861 18,624,632 16,531,604 46,703,665 34,895,473 81,421,295 2,525,434 304,003,964 34%Jul 126,156,707 19,693,223 19,340,803 53,597,330 41,848,653 101,762,590 3,871,561 366,270,867 34%Aug 88,493,526 14,375,112 11,264,781 43,731,373 29,106,354 73,337,757 3,096,983 263,405,886 34%Sep 127,163,539 21,543,539 18,287,947 58,353,162 42,222,303 101,533,047 5,428,136 374,531,673 34%Oct 134,242,956 20,358,492 18,537,020 55,870,645 39,716,222 101,953,938 5,255,609 375,934,882 36%Nov 86,724,908 14,145,376 12,342,582 38,004,371 24,117,736 65,210,112 4,337,436 244,882,521 35%Dec 72,814,009 11,507,815 13,641,356 36,757,035 24,190,149 58,586,610 3,870,238 221,367,212 33%Total 1,193,355,070 207,285,283 178,650,541 547,456,114 416,938,764 1,007,661,590 31,225,219 3,582,572,581 33%


EQUITY OPTIONS - 2008

Equity Options Contract Volume

Trading Average DailyMonth Days Call Put Total Volume

Jan 21 31,240,095 23,809,400 55,049,495 2,621,405Feb 20 22,923,734 17,394,599 40,318,333 2,015,917Mar 20 24,662,140 21,738,410 46,400,550 2,320,028Apr 22 27,666,553 20,744,740 48,411,293 2,200,513May 21 29,787,131 18,859,135 48,646,266 2,316,489Jun 21 30,652,878 23,700,894 54,353,772 2,588,275Jul 22 37,643,754 29,535,077 67,178,831 3,053,583Aug 21 26,428,446 18,910,771 45,339,217 2,159,010Sep 21 32,170,503 25,841,899 58,012,402 2,762,495Oct 23 32,683,456 27,460,370 60,143,826 2,614,949Nov 19 22,695,166 19,781,059 42,476,225 2,235,591Dec 22 21,825,414 15,869,332 37,694,746 1,713,398Total 253 340,379,270 263,645,686 604,024,956 2,387,450

Equity Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 90,319,408 70,598,917 160,918,325 $10,198,026,538 $10,180,020,228 $20,378,046,766Feb 98,317,670 78,133,548 176,451,218 $5,633,924,875 $5,896,683,742 $11,530,608,617Mar 98,292,240 81,907,837 180,200,077 $5,511,716,236 $7,584,245,429 $13,095,961,665Apr 104,192,263 86,544,758 190,737,021 $8,383,147,242 $4,939,257,461 $13,322,404,703May 111,664,584 91,625,271 203,289,855 $8,673,835,074 $4,273,978,936 $12,947,814,010Jun 113,835,304 93,362,189 207,197,493 $7,847,554,010 $6,177,553,741 $14,025,107,751Jul 121,536,033 98,884,208 220,420,241 $7,830,443,608 $9,156,739,836 $16,987,183,444Aug 123,450,866 98,442,858 221,893,724 $5,279,234,347 $5,294,152,155 $10,573,386,503Sep 119,072,078 94,338,814 213,410,892 $6,164,647,751 $9,196,137,895 $15,360,785,647Oct 121,248,586 90,643,815 211,892,401 $5,142,373,593 $16,438,005,655 $21,580,379,248Nov 117,111,634 84,196,665 201,308,299 $3,183,943,510 $10,038,048,362 $13,221,991,872Dec 112,103,811 75,027,804 187,131,615 $3,859,553,128 $5,394,007,387 $9,253,560,515Total -- -- -- $77,708,399,913 $94,568,830,828 $172,277,230,741

During 2008, 604 million equity contracts were traded on the CBOE, representing options on 60.4 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 2008, open interest in equity options on CBOE was 187,131,615 contracts.

Open Interest Dollar Volume

Contract Volume


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

Month Call Put Total Call Put Total Call Put TotalJan $326 $428 $370 14 28 18 2,170,978 858,683 3,029,661Feb $246 $339 $286 13 26 17 1,702,413 669,281 2,371,694Mar $223 $349 $282 14 26 18 1,744,792 844,377 2,589,170Apr $303 $238 $275 13 23 16 2,129,277 896,839 3,026,116May $291 $227 $266 13 24 16 2,264,949 775,745 3,040,694Jun $256 $261 $258 14 26 17 2,229,665 902,909 3,132,575Jul $208 $310 $253 15 22 17 2,544,174 1,321,070 3,865,244Aug $200 $280 $233 14 23 17 1,825,306 832,651 2,657,957Sep $192 $356 $265 15 28 19 2,205,422 919,966 3,125,388Oct $157 $599 $359 14 25 17 2,349,457 1,114,017 3,463,474Nov $140 $507 $311 15 20 17 1,561,781 987,342 2,549,122Dec $177 $340 $245 13 16 14 1,708,161 982,449 2,690,610Total $228 $359 $285 14 24 17 24,436,377 11,105,329 35,541,706

CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for stocks listed on the CBOE represented 27% of all equity options trading in 2008. At year-end there were 2,336 listed equity options at CBOE.

CBOEMonth CBOE AMEX PHLX NYSE ARCA ISE BOX NSDQ TOTAL Market Share

Jan 55,049,495 12,511,335 45,274,237 33,114,582 68,507,177 12,260,736 226,717,562 24%Feb 40,318,333 9,315,840 27,681,394 19,888,177 52,741,172 8,326,269 158,271,185 25%Mar 46,400,550 9,412,527 30,416,578 20,792,279 56,755,659 8,570,571 8 172,348,172 27%Apr 48,411,293 10,909,728 34,909,415 21,411,396 65,876,440 9,526,918 287,764 191,332,954 25%May 48,646,266 10,318,837 36,982,599 22,317,565 55,740,202 8,481,694 540,373 183,027,536 27%Jun 54,353,772 9,622,077 33,514,999 22,815,865 54,540,522 9,139,100 973,050 184,959,385 29%Jul 67,178,831 11,038,473 40,679,713 28,015,775 68,887,750 11,752,046 1,509,083 229,061,671 29%Aug 45,339,217 8,588,475 33,456,759 19,817,077 49,865,320 6,819,752 1,468,794 165,355,394 27%Sep 58,012,402 10,328,287 40,573,087 25,191,884 62,972,933 8,213,843 2,449,313 207,741,749 28%Oct 60,143,826 10,610,651 38,329,603 23,916,081 66,372,684 6,981,214 2,512,477 208,866,536 29%Nov 42,476,225 7,996,871 25,324,994 14,716,377 44,490,704 4,931,828 1,623,320 141,560,319 30%Dec 37,694,746 7,092,165 21,859,931 14,145,536 41,048,654 4,650,660 1,771,150 128,262,842 29%Total 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%

Cleared Equity Options Volume


Equity Options Contract Volume By Exchange


Equity LEAPS (Long-term Equity AnticiPation Securities) Contract Volume, Open Interest and Dollar Volume

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

Jan 21 3,336,728 2,424,530 5,761,258 274,346 33,256,295 26,756,168 60,012,463 $3,457,797,112Feb 20 2,408,820 1,656,106 4,064,926 203,246 37,015,906 30,149,662 67,165,568 $2,231,412,814Mar 20 2,773,876 2,247,227 5,021,103 251,055 40,164,700 33,557,222 73,721,922 $2,626,824,210Apr 22 3,026,002 2,079,155 5,105,157 232,053 44,365,546 36,453,586 80,819,132 $2,821,755,995May 21 2,653,594 1,776,393 4,429,987 210,952 31,386,960 25,941,932 57,328,892 $2,434,423,345Jun 21 2,768,126 1,817,413 4,585,539 218,359 26,532,359 21,229,558 47,761,917 $2,336,243,541Jul 22 2,069,540 1,480,732 3,550,272 161,376 14,375,897 10,392,481 24,768,378 $1,827,988,588Aug 21 1,089,120 504,588 1,593,708 75,891 15,927,262 11,407,261 27,334,523 $856,661,816Sep 21 1,537,101 892,743 2,429,844 115,707 16,973,663 12,216,071 29,189,734 $1,525,821,318Oct 23 1,979,866 1,443,763 3,423,629 148,853 18,850,870 12,724,360 31,575,230 $2,183,556,938Nov 19 1,448,808 1,048,681 2,497,489 131,447 20,339,812 13,680,746 34,020,558 $1,458,091,788Dec 22 1,491,525 938,084 2,429,609 110,437 21,935,772 14,804,928 36,740,700 $1,350,169,637Total 253 26,583,106 18,309,415 44,892,521 177,441 -- -- -- $25,110,747,102

Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions


Jan 21 $535 $689 $600 16 23 18 211,624 104,001 315,625Feb 20 $497 $624 $549 15 22 17 163,216 74,785 238,001Mar 20 $442 $623 $523 16 23 18 175,542 98,606 274,148Apr 22 $532 $582 $553 15 22 17 206,162 92,676 298,838May 21 $568 $522 $550 14 22 16 193,919 80,344 274,263Jun 21 $493 $535 $509 15 21 17 186,997 87,106 274,103Jul 22 $435 $627 $515 14 20 16 146,673 74,636 221,309Aug 21 $457 $711 $538 14 17 15 75,482 28,869 104,351Sep 21 $494 $859 $628 13 18 15 114,605 49,519 164,124Oct 23 $400 $964 $638 13 16 14 154,187 92,782 246,969Nov 19 $367 $884 $584 13 17 15 107,565 61,056 168,621Dec 22 $382 $832 $556 13 16 14 115,259 57,032 172,291Total 253 $479 $676 $559 14 20 16 1,851,231 901,412 2,752,643

Contract Volume Open Interest in Contracts



Trading Average Daily Total DollarMonth Days Call Put Total Volume Call Put Total Volume

Jan 21 13,577 82,419 95,996 4,571 324,235 281,910 606,145 $19,891,804Feb 20 7,040 750 7,790 390 308,233 277,020 585,253 $14,347,050Mar 20 3,100 41,325 44,425 2,221 288,017 258,367 546,384 $7,090,950Apr 22 34,447 5,105 39,552 1,798 285,850 265,390 551,240 $15,276,761May 21 10,462 1,015 11,477 547 298,476 264,977 563,453 $1,518,730Jun 21 29,340 11,417 40,757 1,941 298,097 239,950 538,047 $35,441,865Jul 22 17,603 18,250 35,853 1,630 266,083 214,434 480,517 $13,270,745Aug 21 71,238 66,400 137,638 6,554 339,836 237,408 577,244 $69,140,095Sep 21 18,650 3,850 22,500 1,071 334,835 217,633 552,468 $4,637,075Oct 23 80,505 124,150 204,655 8,898 368,545 243,454 611,999 $123,402,604Nov 19 40,955 29,890 70,845 3,729 249,078 202,747 451,825 $36,540,650Dec 22 24,135 5,500 29,635 1,347 237,187 186,461 423,648 $10,554,295Total 253 351,052 390,071 741,123 2,929 -- -- -- $351,112,624


Jan 21 $332 $187 $207 331 947 750 41 87 128Feb 20 $1,958 $754 $1,842 243 250 243 29 3 32Mar 20 $464 $137 $160 194 3,179 1,532 16 13 29Apr 22 $371 $491 $386 703 319 608 49 16 65May 21 $120 $262 $132 243 203 239 43 5 48Jun 21 $1,101 $275 $870 564 571 566 52 20 72Jul 22 $173 $561 $370 326 237 274 54 77 131Aug 21 $338 $679 $502 2,095 11,067 3,441 34 6 40Sep 21 $71 $861 $206 414 226 363 45 17 62Oct 23 $253 $830 $603 1,073 697 809 75 178 253Nov 19 $384 $696 $516 427 409 419 96 73 169Dec 22 $381 $248 $356 246 250 247 98 22 120Total 253 $398 $542 $474 555 754 645 632 517 1,149


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


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


Equity LEAPS Contract Volume Detail (sorted by stock symbol)CBOE developed Equity LEAPS which began trading on October 5, 1990.

Standard Symbol Stock Total Call Put Total Call Put

1 A Agilent Technologies, Corporation 9,030 5,844 3,186 36 23 132 AA ALCOA, Inc. 121,104 90,764 30,340 479 359 1203 AAI Airtran Holdings, Inc. 19,081 9,988 9,093 75 39 364 AAPL Apple, Inc. 516,269 231,692 284,577 2,041 916 1,1255 AATI Advanced Analogic Technologies, Inc. 173 140 33 1 1 06 ABAX Abaxis, Inc. 196 109 87 1 0 07 ABC AmerisourceBergen Corporation 568 429 139 2 2 18 ABH AbitibiBowater, Inc. 31,724 13,893 17,831 125 55 709 ABI Applera Corporation-Applied Biosystems Group 1,381 753 628 5 3 2

10 ABK AMBAC, Inc. 62,344 50,081 12,263 246 198 4811 ABMD ABIOMED, Inc. 491 294 197 2 1 112 ABT Abbott Laboratories 37,933 22,444 15,489 150 89 6113 ABX Barrick Gold Corporation 78,650 57,423 21,227 311 227 8414 ACAD Acadia Pharmaceuticals, Inc. 548 396 152 2 2 115 ACAS American Capital, Ltd. 39 9 30 0 0 016 ACE ACE, Ltd. 2,144 984 1,160 8 4 517 ACF AmeriCredit Corporation 18,968 6,784 12,184 75 27 4818 ACGY Acergy S.A. 1,047 744 303 4 3 119 ACI Arch Coal, Inc. 23,643 10,985 12,658 93 43 5020 ACL Alcon, Inc. 1,425 640 785 6 3 321 ACLI American Commercial Lines 1,351 848 503 5 3 222 ACN Accenture Ltd-CL A 9,131 5,660 3,471 36 22 1423 ACOR Acorda Therapeutics, Inc. 1,072 709 363 4 3 124 ACS Affiliated Computer Services, Inc. 6,947 245 6,702 27 1 2625 ACXM Acxiom Corporation 351 293 58 1 1 026 ADBE Adobe Systems, Inc. 31,584 19,969 11,615 125 79 4627 ADCT ADC Telecommunications, Inc. 5,908 3,940 1,968 23 16 828 ADI Analog Devices, Inc. 10,563 7,697 2,866 42 30 1129 ADLR Adolor Corporation 579 182 397 2 1 230 ADM Archer-Daniels-Midland Company 58,052 25,952 32,100 229 103 12731 ADP Automatic Data Processing, Inc. 13,573 8,020 5,553 54 32 2232 ADPT Adaptec, Inc. 719 477 242 3 2 133 ADS Alliance Data Systems Corporation 530 152 378 2 1 134 ADSK Autodesk, Inc. 8,123 3,065 5,058 32 12 2035 AEM Agnico-Eagle Mines Ltd. 33,926 23,049 10,877 134 91 4336 AEO American Eagle Outfitters, Inc. 6,783 5,362 1,421 27 21 637 AEP American Electric Power Company, Inc. 3,350 1,670 1,680 13 7 738 AERG Applied Energetics, Inc. 259 189 70 1 1 039 AES AES Corporation 102,009 24,407 77,602 403 96 30740 AET Aetna, Inc. 21,532 15,671 5,861 85 62 2341 AEZ American Oil & Gas, Inc. 1,630 1,568 62 6 6 042 AFFX Affymetrix, Inc. 700 428 272 3 2 143 AFL AFLAC Incorporated 6,590 4,019 2,571 26 16 1044 AFSI Amtrust Financial Services, Inc. 15,929 15,555 374 63 61 145 AG AGCO Corporation 3,303 2,088 1,215 13 8 546 AGEN Antigenics, Inc. 7,511 6,852 659 30 27 347 AGN Allergan, Inc. 3,709 2,077 1,632 15 8 648 AGO Assured Guaranty Ltd. 3,975 955 3,020 16 4 1249 AGP AMERIGROUP Corporation 657 286 371 3 1 150 AGU Agrium, Inc. 7,691 4,758 2,933 30 19 1251 AHG Apria Healthcare Group, Incorporated 1,088 781 307 4 3 152 AIG American International Group, Inc. 419,087 228,042 191,045 1,656 901 75553 AIR AAR CORP. 480 191 289 2 1 154 AIZ Assurant, Inc. 2,178 968 1,210 9 4 555 AKAM Akamai Technologies, Inc. 13,039 8,921 4,118 52 35 1656 AKS AK Steel Holding Corporation 29,188 13,154 16,034 115 52 6357 ALD Alllied Capital Corporation 11,886 5,097 6,789 47 20 2758 ALK Alaska Air Group, Inc. 1,596 1,559 37 6 6 059 ALKS Alkermes, Inc. 314 108 206 1 0 160 ALL Allstate Corporation (The) 13,973 6,697 7,276 55 26 2961 ALO Alpharma, Inc. (Class A) 7,900 3,525 4,375 31 14 1762 ALSK Alaska Communications Systems Group, Inc. 107 77 30 0 0 063 ALTH Allos Therapeutics, Inc. 147 137 10 1 1 064 ALTR Altera Corporation 9,716 7,055 2,661 38 28 1165 ALU Alcatel-Lucent 22,445 13,728 8,717 89 54 3466 ALVR Alvarion Limited 3,804 1,682 2,122 15 7 867 ALXN Alexion Pharmaceuticals, Inc. 7,331 4,096 3,235 29 16 13

Contract Volume Average Daily Volume





68 AMAG AMAG Pharmaceutcals, Inc. 6,947 4,945 2,002 27 20 869 AMAT Applied Materials, Inc. 62,961 43,875 19,086 249 173 7570 AMD Advanced Micro Devices, Inc. 238,465 137,765 100,700 943 545 39871 AMED Amedisys, Inc. 2,905 1,236 1,669 11 5 772 AMG Affiliated Managers Group, Inc. 4,171 2,750 1,421 16 11 673 AMGN Amgen, Inc. 112,234 70,794 41,440 444 280 16474 AMKR Amkor Technology, Inc. 13,578 6,516 7,062 54 26 2875 AMLN Amylin Pharmaceuticals, Inc. 28,347 19,710 8,637 112 78 3476 AMP Ameriprise Financial, Inc. 981 563 418 4 2 277 AMR AMR Corporation 129,422 59,716 69,706 512 236 27678 AMSC American Superconductor Corp. 13,609 10,729 2,880 54 42 1179 AMT American Tower Corporation CLA 5,167 3,508 1,659 20 14 780 AMTD TD Ameritrade Holding Corp. 3,713 2,289 1,424 15 9 681 AMX America Movil S.A.B. de C.V. 23,912 13,361 10,551 95 53 4282 AMZN Amazon.Com, Inc. 75,475 34,363 41,112 298 136 16283 AN AutoNation, Inc. 2,165 1,541 624 9 6 284 ANAD ANADIGICS, Inc. 1,487 1,062 425 6 4 285 ANDE The Andersons, Inc. 1,119 933 186 4 4 186 ANF Abercrombie & Fitch Company 14,933 8,443 6,490 59 33 2687 ANN AnnTaylor Stores Corporation 4,790 3,156 1,634 19 12 688 ANPI Angiotech Pharmaceuticals, Inc. 1,778 1,639 139 7 6 189 ANR Alpha Natural Resources, Inc. 48,246 26,788 21,458 191 106 8590 ANX ADVENTRX Pharmaceuticals, Inc. 1,120 837 283 4 3 191 AOB American Oriental Bioengineering, Inc. 197,124 102,162 94,962 779 404 37592 AOC AON Corporation 641 185 456 3 1 293 AOI Alliance One International, Inc. 108 108 0 0 0 094 APA Apache Corporation 39,958 26,171 13,787 158 103 5495 APC Anadarko Petroleum Corporation 53,056 34,333 18,723 210 136 7496 APD Air Products & Chemicals, Inc. 2,226 1,404 822 9 6 397 APOL Apollo Group, Inc. 14,593 7,662 6,931 58 30 2798 ARD Arena Resources, Inc. 994 839 155 4 3 199 ARIA ARIAD Pharmaceuticals, Inc. 1,262 867 395 5 3 2

100 ARM ArvinMeritor, Inc. 1,815 834 981 7 3 4101 ARNA Arena Pharmaceuticals, Inc. 1,225 962 263 5 4 1102 ARO Aeropostale, Inc. 15,533 7,694 7,839 61 30 31103 ARRS Arris Group, Inc. 1,676 1,458 218 7 6 1104 ASA ASA Limited 1,246 495 751 5 2 3105 ASH Ashland, Inc. 2,754 1,169 1,585 11 5 6106 ASML ASM Holding N.V. 520 55 465 2 0 2107 ATI Allegheny Technologies, Inc. 23,051 11,972 11,079 91 47 44108 ATK Alliant Techsystems, Inc. 1,206 616 590 5 2 2109 ATMI ATMI, Inc. 227 197 30 1 1 0110 ATPG ATP Oil & Gas Corporation 3,548 3,243 305 14 13 1111 ATVI Activision Blizzard, Inc. 4,021 2,831 1,190 16 11 5112 ATW Atwood Oceanics, Inc. 4,347 3,237 1,110 17 13 4113 AU AngloGold Ashanti Limited ADS 11,520 10,056 1,464 46 40 6114 AUDC AudioCodes Ltd. 510 258 252 2 1 1115 AUXL Auxilium Pharmaceuticals, Inc. 2,126 1,707 419 8 7 2116 AUY Yamana Gold, Inc. 92,576 76,277 16,299 366 301 64117 AVB Avalonbay Communities, Inc. 1,555 1,081 474 6 4 2118 AVCT Avocent Corp. 358 327 31 1 1 0119 AVID Avid Technology, Inc. 1,704 951 753 7 4 3120 AVII AVI BioPharma, Inc. (New) 2,330 2,262 68 9 9 0121 AVNR Avanir Pharmaceuticals 810 522 288 3 2 1122 AVP Avon Products, Inc. 9,962 3,475 6,487 39 14 26123 AVT Avnet, Inc. 616 425 191 2 2 1124 AVY Avery Dennison Corporation 8,207 5,252 2,955 32 21 12125 AW Allied Waste Industries, Inc. 24,469 18,596 5,873 97 74 23126 AXE Anixter International, Inc. 572 350 222 2 1 1127 AXL American Axle & Manufacturing Holdings, Inc. 15,352 4,762 10,590 61 19 42128 AXP American Express Company 110,355 57,731 52,624 436 228 208129 AYE Allegheny Energy, Inc. 1,029 808 221 4 3 1130 AYR Aircastle Limited 826 538 288 3 2 1131 AZN AstraZeneca plc ADS 8,986 3,692 5,294 36 15 21132 AZO Autozone, Inc. 5,465 2,512 2,953 22 10 12133 BA Boeing Company (The) 93,920 58,930 34,990 371 233 138134 BAC Bank of America Corporation 911,853 517,759 394,094 3,604 2,046 1,558





135 BAM Brookfield Asset Management, Inc. 2,004 1,314 690 8 5 3136 BAX Baxter International, Inc. 13,814 6,720 7,094 55 27 28137 BBBB Blackboard, Inc. 600 408 192 2 2 1138 BBBY Bed Bath & Beyond, Inc. 21,101 9,273 11,828 83 37 47139 BBD Banco Bradesco 36,393 16,581 19,812 144 66 78140 BBG Bill Barrett Corporation 781 447 334 3 2 1141 BBI Blockbuster Inc.-Cl A 1,604 1,000 604 6 4 2142 BBT BB&T Corporation 27,012 16,568 10,444 107 65 41143 BBW Build-A-Bear-Workshop 4,301 1,724 2,577 17 7 10144 BBY Best Buy Co., Inc. 70,575 25,929 44,646 279 102 176145 BC Brunswick Corporation 14,824 10,781 4,043 59 43 16146 BCE BCE, Inc. 4,719 2,253 2,466 19 9 10147 BCO The Brink's Company 26,230 15,710 10,520 104 62 42148 BCR Bard (C.R.), Inc. 370 228 142 1 1 1149 BCSI Blue Coat Systems, Inc. 4,267 3,424 843 17 14 3150 BDK Black & Decker Corporation (The) 4,437 2,685 1,752 18 11 7151 BEBE bebe stores, inc. 1,197 1,096 101 5 4 0152 BEN Franklin Resources, Inc. 3,639 2,251 1,388 14 9 5153 BG Bunge Limited 19,407 9,854 9,553 77 39 38154 BGC General Cable Corporation 6,081 3,591 2,490 24 14 10155 BGP Borders Group, Inc. 6,904 6,467 437 27 26 2156 BHI Baker Hughes Incorporated 16,286 10,242 6,044 64 40 24157 BHP BHP Billiton Limited 29,606 15,495 14,111 117 61 56158 BID Sotheby's 13,831 6,605 7,226 55 26 29159 BIDU Baidu, Inc. ADS 50,981 31,812 19,169 202 126 76160 BIIB BIOGEN IDEC, Inc. 14,378 10,778 3,600 57 43 14161 BIOS BioScripp, Inc. 536 486 50 2 2 0162 BJS BJ Services Company 10,501 5,488 5,013 42 22 20163 BK The Bank of New York Mellon Corporation 11,812 6,324 5,488 47 25 22164 BKS Barnes & Noble, Inc. 715 356 359 3 1 1165 BKUNA BankUnited Financial Corporation 8,532 5,481 3,051 34 22 12166 BLDP Ballard Power Systems, Inc. 904 138 766 4 1 3167 BLL Ball Corporation 600 420 180 2 2 1168 BLUD Immucor, Inc. 1,100 639 461 4 3 2169 BLUS BELLUS HEALTH, INC. 53 33 20 0 0 0170 BMC BMC Software, Inc. 2,035 1,527 508 8 6 2171 BMRN BioMarin Pharmaceutical, Inc. 4,454 3,580 874 18 14 3172 BMS Bemis Company 1,250 595 655 5 2 3173 BMY Bristol-Myers Squibb Company 134,923 85,724 49,199 533 339 194174 BNI Burlington Northern Santa Fe Corporation 41,744 24,560 17,184 165 97 68175 BONT The Bon-Ton Stores, Inc. 1,048 241 807 4 1 3176 BORL Borland Software Corporation 182 182 0 1 1 0177 BP BP p.l.c. 33,851 22,533 11,318 134 89 45178 BPAX BioSante Pharmaceuticals, Inc. 423 363 60 2 1 0179 BRCD Brocade Communications Systems, Inc. 8,510 7,221 1,289 34 29 5180 BRCM Broadcom, Inc. 68,868 53,615 15,253 272 212 60181 BSX Boston Scientific Corporation 41,500 26,251 15,249 164 104 60182 BTU Peabody Energy Corporation 40,407 26,482 13,925 160 105 55183 BUCY Bucyrus International, Inc. 3,434 2,049 1,385 14 8 5184 BUD Anheuser-Busch Companies, Inc. 66,142 38,373 27,769 261 152 110185 BVF Biovail Corporation International 2,840 1,949 891 11 8 4186 BWA BorgWarner, Inc. 259 127 132 1 1 1187 BX The Blackstone Group LP 53,642 42,889 10,753 212 170 43188 BXP Boston Properties, Inc. 3,035 1,711 1,324 12 7 5189 BYD Boyd Gaming Corporation 12,794 7,573 5,221 51 30 21190 BYI Bally Technologies, Inc. 3,882 2,380 1,502 15 9 6191 BZH Beazer Homes USA, Inc. 47,605 21,059 26,546 188 83 105192 C Citigroup, Inc. 2,326,667 1,575,585 751,082 9,196 6,228 2,969193 CA CA, Inc. 8,513 3,084 5,429 34 12 21194 CAG ConAgra, Inc. 9,579 5,080 4,499 38 20 18195 CAH Cardinal Health, Inc. 14,040 11,059 2,981 55 44 12196 CAI CACI International Inc. Class A 794 585 209 3 2 1197 CAL Continental Airlines, Inc. (Class B) 60,322 25,563 34,759 238 101 137198 CAM Cameron International Corporation 7,583 5,934 1,649 30 23 7199 CAR Avis Budget Group, Inc. 7,216 4,803 2,413 29 19 10200 CAT Caterpillar, Inc. 86,585 40,523 46,062 342 160 182201 CB Chubb Corporation (The) 6,907 4,073 2,834 27 16 11





202 CBG CB Richard Ellis Group, Inc. 27,420 26,654 766 108 105 3203 CBI Chicago Bridge & Iron Company N.V. 2,903 1,531 1,372 11 6 5204 CBRL Cracker Barrel Old Country Store, Inc. 2,526 1,142 1,384 10 5 5205 CBS CBS Corporation 124,278 107,107 17,171 491 423 68206 CBST Cubist Pharmaceuticals, Inc. 923 611 312 4 2 1207 CCC Calgon Carbon Corporation (New) 114 62 52 0 0 0208 CCE Coca-Cola Enterprises, Inc. 2,848 1,853 995 11 7 4209 CCI Crown Castle International Corp. 15,849 13,702 2,147 63 54 8210 CCJ Cameco Corporation 64,393 39,750 24,643 255 157 97211 CCK Crown Holdings, Inc. 1,816 1,225 591 7 5 2212 CCL Carnival Corporation (Class A) 18,976 6,791 12,185 75 27 48213 CCO Clear Channel Outdoor Holdings, Inc. 95 55 40 0 0 0214 CCOI Cogent Communications Group, Inc. 214 106 108 1 0 0215 CCRT CompuCredit Corporation 14,914 3,941 10,973 59 16 43216 CDE Coeur d' Alene Mines Corp. 158,436 128,972 29,464 626 510 116217 CDNS Cadence Design Systems, Inc. 551 421 130 2 2 1218 CECO Career Education Corporation 1,414 803 611 6 3 2219 CEDC Central European Distribution Corporation 3,533 2,101 1,432 14 8 6220 CEG Constellation Energy Corp. 17,714 15,067 2,647 70 60 10221 CEGE Cell Genesys, Inc. 4,623 4,378 245 18 17 1222 CELG Celgene Corporation 39,412 25,634 13,778 156 101 54223 CEM Chemtura Corporation 235 235 0 1 1 0224 CENX Century Aluminum Company (New) 8,077 1,954 6,123 32 8 24225 CEO CNOOC Limited 1,839 881 958 7 3 4226 CEPH Cephalon, Inc. 14,742 9,335 5,407 58 37 21227 CERN Cerner Corporation 3,100 2,869 231 12 11 1228 CETV Central European Media Enterprises Ltd. 234 133 101 1 1 0229 CF CF Industries Holdings, Inc. 11,014 7,279 3,735 44 29 15230 CGV CGV Veritas 1,502 984 518 6 4 2231 CHA China Telecom Corporation Limited 10,427 1,680 8,747 41 7 35232 CHINA CDC Corporation Cl A 8,221 5,878 2,343 32 23 9233 CHK Chesapeake Energy Corporation 299,818 230,017 69,801 1,185 909 276234 CHKP Check Point Software Technologies Ltd. 4,801 3,528 1,273 19 14 5235 CHL China Mobile Limited 59,368 35,626 23,742 235 141 94236 CHRS Charming Shoppes, Inc. 1,989 1,877 112 8 7 0237 CHRW C H Robinson Worldwide, Inc. 8,939 7,576 1,363 35 30 5238 CHTR Charter Communications, Inc. 5,513 4,880 633 22 19 3239 CHU China Unicom Limited 5,480 2,179 3,301 22 9 13240 CI CIGNA Corporation 4,636 3,580 1,056 18 14 4241 CIEN Ciena Corporation 21,770 14,578 7,192 86 58 28242 CIT CIT Group, Inc. 45,144 23,544 21,600 178 93 85243 CKR CKE Restaurants, Inc. 1,108 569 539 4 2 2244 CL Colgate-Palmolive Company 9,033 5,139 3,894 36 20 15245 CLB Core Laboratories N.V. 1,008 715 293 4 3 1246 CLF Cliffs Natural Resources, Inc. 19,978 10,013 9,965 79 40 39247 CLNE Clean Energy Fuels Corporation 489 459 30 2 2 0248 CLS Celestica, Inc. 4,196 2,749 1,447 17 11 6249 CLWR Clearwire Corporation 27,935 12,521 15,414 110 49 61250 CLX Clorox Company (The) 3,080 1,830 1,250 12 7 5251 CMA Comerica, Incorporated 5,942 3,673 2,269 23 15 9252 CMC Commercial Metals Company 4,156 1,579 2,577 16 6 10253 CMCSA Comcast Corporation Class A 102,201 66,669 35,532 404 264 140254 CMCSK Comcast Corporation (Special Class A) 13,238 10,636 2,602 52 42 10255 CME CME Group, Inc. 13,327 9,217 4,110 53 36 16256 CMED China Medical Technologies, Inc. 8,476 3,746 4,730 34 15 19257 CMG Chipotle Mexican Grill, Inc. 9,743 4,756 4,987 39 19 20258 CMI Cummins, Inc. 40,800 25,307 15,493 161 100 61259 CMS CMS Energy Corporation 517 297 220 2 1 1260 CMTL Comtech Telecommunication Corp. 948 631 317 4 2 1261 CMVT Comverse Technology, Inc. 1,543 414 1,129 6 2 4262 CN China Netcom Group Corporation Limited 1,613 815 798 6 3 3263 CNA CNA Financial Corporation 515 372 143 2 1 1264 CNI Canadian National Railway Company 1,505 663 842 6 3 3265 CNO Conseco, Inc. 11,228 2,822 8,406 44 11 33266 CNQ Canadian Natural Resources Ltd. 18,810 14,324 4,486 74 57 18267 CNX Consol Energy, Inc. 24,275 13,545 10,730 96 54 42268 COCO Corinthian Colleges, Inc. 565 309 256 2 1 1





269 COF Capital One Financial Corporation 112,182 50,100 62,082 443 198 245270 COG Cabot Oil & Gas Corp. 5,867 5,497 370 23 22 1271 COGO Cogo Group, Inc. 1,419 1,177 242 6 5 1272 COGT Cogent, Inc. 5,535 2,147 3,388 22 8 13273 COH Coach, Inc. 20,945 13,779 7,166 83 54 28274 COLM Columbia Sportwear Company 242 170 72 1 1 0275 COMS 3Com Corporation 517 488 29 2 2 0276 COO Cooper Companies, Inc. (The) 1,195 796 399 5 3 2277 COP ConocoPhillips 113,860 71,549 42,311 450 283 167278 CORS Corus Bankshares, Inc. 5,778 2,928 2,850 23 12 11279 COST Costco Wholesale Corp. 27,575 11,221 16,354 109 44 65280 COV Covidien Ltd. 337 212 125 1 1 0281 CP Canadian Pacific Railway Limited New 301 141 160 1 1 1282 CPB Campbell Soup Company 591 450 141 2 2 1283 CPHD Cepheid, Inc. 14,909 11,327 3,582 59 45 14284 CPN Calpine Corporation 1,630 1,473 157 6 6 1285 CPRT Copart, Inc. 1,634 879 755 6 3 3286 CPTS Conceptus, Inc. 131 75 56 1 0 0287 CPWR Compuware Corporation 2,209 2,185 24 9 9 0288 CQB Chiquita Brands International, Inc. 6,818 2,518 4,300 27 10 17289 CRA Celera Corporation 365 116 249 1 0 1290 CRDN Ceradyne, Inc. 7,474 5,503 1,971 30 22 8291 CREE Cree, Inc. 39,670 26,697 12,973 157 106 51292 CRM Salesforce.com 23,709 10,628 13,081 94 42 52293 CROX Crocs, Inc. 68,270 43,168 25,102 270 171 99294 CRUS Cirrus Logic, Inc. 2,733 2,458 275 11 10 1295 CRZO Carrizo Oil & Gas, Inc. 1,283 805 478 5 3 2296 CSC Computer Sciences Corporation 4,947 3,189 1,758 20 13 7297 CSCO Cisco Systems, Inc. 377,881 267,008 110,873 1,494 1,055 438298 CSE CapitalSource, Inc. 7,968 5,386 2,582 31 21 10299 CSGS CSG Systems International, Inc. 622 412 210 2 2 1300 CSR China Security & Surveillance Technology, Inc. 720 363 357 3 1 1301 CSTR Coinstar, Inc. 826 493 333 3 2 1302 CSUN China Sunergy Company 1,355 947 408 5 4 2303 CSX CSX Corporation 30,511 19,455 11,056 121 77 44304 CTB Cooper Tire & Rubber Company 269 208 61 1 1 0305 CTL Centurytel, Inc. 1,110 705 405 4 3 2306 CTRP Ctrip.com International, Ltd. 1,554 1,027 527 6 4 2307 CTSH Cognizant Technology Solutions Corporation 21,432 11,324 10,108 85 45 40308 CTV Commscope, Inc. 2,251 2,102 149 9 8 1309 CTX CENTEX Corporation 46,165 24,765 21,400 182 98 85310 CTXS Citrix Systems, Inc. 19,318 12,274 7,044 76 49 28311 CVA Covanta Holding Corporation 5,540 3,254 2,286 22 13 9312 CVC Cablevision Systems Corporation 10,590 9,613 977 42 38 4313 CVD Covance 920 693 227 4 3 1314 CVH Coventry Health Care, Inc. 2,055 774 1,281 8 3 5315 CVS CVS Caremark Corporation 85,772 55,100 30,672 339 218 121316 CVTX CV Therapeutics, Inc. 1,045 667 378 4 3 1317 CVX Chevron Corporation 98,802 60,945 37,857 391 241 150318 CX Cemex, S.A.B. de C.V. 51,510 35,701 15,809 204 141 62319 CY Cypress Semiconductor Corporation 39,160 24,412 14,748 155 96 58320 CYBX Cyberonics, Inc. 546 394 152 2 2 1321 CYH Community Health Systems, Inc. (New) 1,833 732 1,101 7 3 4322 CYMI Cymer, Inc. 2,373 1,998 375 9 8 1323 CYPB Cypress Bioscience, Inc. 4,211 3,481 730 17 14 3324 CYT Cytec Industries, Inc. 268 121 147 1 0 1325 D Dominion Resources, Inc. 1,777 801 976 7 3 4326 DAI Daimler AG 3,154 1,949 1,205 12 8 5327 DAKT Daktronics, Inc. 185 135 50 1 1 0328 DAL Delta Air Lines 137,790 114,898 22,892 545 454 90329 DBD Diebold, Incorporated 780 532 248 3 2 1330 DCGN deCODE Genetics, Inc. (New) 232 176 56 1 1 0331 DD du Pont (E.I.) de Nemours & Company 19,266 10,321 8,945 76 41 35332 DDR Developers Diversified Realty Corporation 622 461 161 2 2 1333 DDS Dillard Department Stores, Inc. (Class A) 2,727 1,598 1,129 11 6 4334 DDUP Data Domain, Inc. 11,530 1,162 10,368 46 5 41335 DE Deere & Company 42,753 21,052 21,701 169 83 86





336 DELL Dell Computer Corp. 197,132 143,877 53,255 779 569 210337 DEO Diageo PLC 993 560 433 4 2 2338 DF Dean Foods Company 12,761 975 11,786 50 4 47339 DGX Quest Diagnostics, Incorporated 1,551 1,184 367 6 5 1340 DHI D.R. Horton, Inc. 61,031 30,548 30,483 241 121 120341 DHR Danaher Corporation 14,873 5,510 9,363 59 22 37342 DIOD Diodes, Incorporated 5,905 1,496 4,409 23 6 17343 DIS The Walt Disney Company 62,880 35,639 27,241 249 141 108344 DISH DISH Network Corporation Class A 8,091 4,975 3,116 32 20 12345 DKS Dick's Sporting Goods, Inc. 6,094 3,669 2,425 24 15 10346 DNA Genentech, Inc. 30,627 20,534 10,093 121 81 40347 DNDN Dendreon Corporation 474,819 189,449 285,370 1,877 749 1,128348 DO Diamond Offshore Drilling, Inc. 16,104 10,927 5,177 64 43 20349 DOV Dover Corporation 876 674 202 3 3 1350 DOW Dow Chemical Company (The) 43,009 25,059 17,950 170 99 71351 DOX Amdocs Ltd. 1,880 1,474 406 7 6 2352 DPTR Delta Petroleum Corporation 23,091 10,030 13,061 91 40 52353 DRC Dresser-Rand Group, Inc. 731 652 79 3 3 0354 DRE Duke-Weeks Realty Investment, Inc. 1,235 549 686 5 2 3355 DRIV Digital River, Inc. 2,373 1,440 933 9 6 4356 DRL Doral Financial Corp. 14,674 10,466 4,208 58 41 17357 DRS DRS Technologies, Inc. 2,135 1,153 982 8 5 4358 DRYS DryShip, Inc. 68,203 46,031 22,172 270 182 88359 DSPG DSP Group 80 80 0 0 0 0360 DST DST Systems, Inc. 138 110 28 1 0 0361 DSTI Daystar Technologies, Inc. 4,333 1,073 3,260 17 4 13362 DSW DSW, Inc. 646 550 96 3 2 0363 DSX Diana Shipping, Inc. 6,340 5,184 1,156 25 20 5364 DT Deutsche Telekom AG ADR 895 629 266 4 2 1365 DTV The DIRECTV Group, Inc. 11,194 9,471 1,723 44 37 7366 DUK Duke Energy Company 26,014 19,708 6,306 103 78 25367 DVA DaVita, Inc. 279 195 84 1 1 0368 DVAX Dynavax Technologies Corporation 590 515 75 2 2 0369 DVN Devon Energy Corporation 74,325 51,961 22,364 294 205 88370 DWA DreamWorks Animation SKG, Inc. Cl A 964 481 483 4 2 2371 DY Dycom Industries, Inc. 2,173 2,112 61 9 8 0372 DYN Dynegy, Inc. 20,482 12,484 7,998 81 49 32373 EBAY eBay, Inc. 113,272 70,520 42,752 448 279 169374 ECA EnCana Corporation 19,315 11,097 8,218 76 44 32375 ECLP Eclipsys Corporation 923 479 444 4 2 2376 ED Consolidated Edison, Inc. 13,023 8,781 4,242 51 35 17377 EDU New Oriental Education & Technology Group, Inc. 17,337 15,910 1,427 69 63 6378 EEE Evergreen Energy, Inc. 17,160 13,274 3,886 68 52 15379 EFII Electronics for Imaging, Inc. 170 56 114 1 0 0380 EIX Edison International 3,220 787 2,433 13 3 10381 EK Eastman Kodak Company 30,982 17,917 13,065 122 71 52382 ELN Elan Corporation PLC ADR 140,052 105,589 34,463 554 417 136383 ELNK EarthLink, Inc. 11,562 6,270 5,292 46 25 21384 ELON Echelon Corporation 738 464 274 3 2 1385 ELOS Syneron Medical Ltd. 830 721 109 3 3 0386 ELX Emulex Corporation 657 469 188 3 2 1387 EMC EMC Corporation 234,826 172,086 62,740 928 680 248388 EMN Eastman Chemical Company 1,561 709 852 6 3 3389 EMR Emerson Electric Company 19,541 15,309 4,232 77 61 17390 ENDP Endo Pharmaceuticals Holdings, Inc. 1,103 570 533 4 2 2391 ENER Energy Conversion Devices, Inc. 30,039 21,858 8,181 119 86 32392 ENZ Enzo Biochem, Inc. 994 847 147 4 3 1393 ENZN Enzon Pharmaceuticals, Inc. 2,955 805 2,150 12 3 8394 EOG EOG Resources, Inc. 14,170 8,976 5,194 56 35 21395 EP El Paso Corporation 44,452 34,091 10,361 176 135 41396 EPEX Edge Petroleum Corporation 718 581 137 3 2 1397 EPIX EPIX Pharmaceuticals, Inc. 974 974 0 4 4 0398 EQ Embarq Corporation 1,314 274 1,040 5 1 4399 EQIX Equinix, Inc. 4,964 2,294 2,670 20 9 11400 EQT Equitable Resources, Inc. 3,042 1,655 1,387 12 7 5401 ERES eRESEARCH Technology, Inc. 2,646 2,190 456 10 9 2402 ERIC Ericsson (L.M.) Telephone Co. ADR 16,342 11,601 4,741 65 46 19





403 ERJ Empresa Brasileira de Aeronautica S.A. 1,951 1,637 314 8 6 1404 ERTS Electronic Arts, Inc. 44,448 27,319 17,129 176 108 68405 ESI ITT Educational Services, Inc. 6,478 4,194 2,284 26 17 9406 ESLR Evergreen Solar, Inc. 52,382 39,556 12,826 207 156 51407 ESRX Express Scripts, Inc.-Cl A 9,931 4,223 5,708 39 17 23408 ESS Essex Property Trust, Inc. 11 1 10 0 0 0409 ESV ENSCO International, Incorporated 12,812 9,728 3,084 51 38 12410 ETE Energy Transfer Equity L.P. 5,248 5,096 152 21 20 1411 ETFC E*Trade Financial Corporation 288,488 218,771 69,717 1,140 865 276412 ETN Eaton Corporation 3,885 2,899 986 15 11 4413 ETR Entergy Corporation 3,142 2,244 898 12 9 4414 EVVV ev3, Inc. 448 325 123 2 1 0415 EW Edward Lifesciences Corporation 268 126 142 1 0 1416 EXBD Corporate ExecutiveBoard Company 1,016 525 491 4 2 2417 EXC Exelon Corporation 8,687 5,842 2,845 34 23 11418 EXEL Exelixis, Inc. 1,046 606 440 4 2 2419 EXPD Expeditors International of Washington, Inc. 1,961 1,205 756 8 5 3420 EXPE Expedia, Inc. (New) 3,314 1,736 1,578 13 7 6421 EXTR Extreme Networks, Inc. 1,420 1,370 50 6 5 0422 EYE Advanced Medical Optics, Inc. 3,502 1,319 2,183 14 5 9423 F Ford Motor Company 467,395 220,559 246,836 1,847 872 976424 FAF The First American Financial Corporation 4,761 2,803 1,958 19 11 8425 FBR Friedman, Billings, Ramsey Group, Inc. 3,412 2,629 783 13 10 3426 FCL Foundation Coal Holdings, Inc. 4,532 2,931 1,601 18 12 6427 FCN FTI Consulting, Inc. 22,740 21,193 1,547 90 84 6428 FCS Fairchild Semiconductor Int'l, Inc. 261 199 62 1 1 0429 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 210,131 113,610 96,521 831 449 382430 FDG Fording Canadian Coal Trust 43,079 31,785 11,294 170 126 45431 FDP Fresh Del Monte Products, Inc. 2,068 1,615 453 8 6 2432 FDX FedEx Corporation 27,077 18,194 8,883 107 72 35433 FE FirstEnergy Corp. 1,139 954 185 5 4 1434 FED FirstFed Financial Corp. 34,107 21,922 12,185 135 87 48435 FEIC FEI Company 1,094 790 304 4 3 1436 FFH Fairfax Financial Holdings Limited 2,448 1,633 815 10 6 3437 FFIV F5 Networks, Inc. 5,494 3,306 2,188 22 13 9438 FIC Fair, Isaac, Inc. 155 117 38 1 0 0439 FIG Fortress Investment Group LLC 2,806 1,464 1,342 11 6 5440 FII Federated Investors, Inc.-Cl B 318 140 178 1 1 1441 FINL The Finish Line - CL A 1,805 1,645 160 7 7 1442 FIS Fidelity National Information Services, Inc. 683 318 365 3 1 1443 FISV FIserv, Inc. 1,764 1,431 333 7 6 1444 FITB Fifth Third Bancorp. 25,169 14,912 10,257 99 59 41445 FL Foot Locker, Inc. 2,391 1,384 1,007 9 5 4446 FLE Fleetwood Enterprises, Inc. 528 149 379 2 1 1447 FLEX Flextronics International Ltd. 25,439 19,207 6,232 101 76 25448 FLIR FLIR Systems, Inc. 892 744 148 4 3 1449 FLML Flamel Technologies S.A., ADS 2,134 1,803 331 8 7 1450 FLR Fluor Corporation (New) 8,477 4,967 3,510 34 20 14451 FMCN Focus Media Holding Limited 8,446 5,538 2,908 33 22 11452 FMD First Marblehead Corporation 13,220 7,446 5,774 52 29 23453 FNF Fidelity National Financial, Inc. 484 231 253 2 1 1454 FNM Fannie Mae 201,584 92,577 109,007 797 366 431455 FNSR Finisar Corporation (New) 10,047 9,308 739 40 37 3456 FO Fortune Brands, Inc. 1,970 1,190 780 8 5 3457 FORM FormFactor, Inc. 1,226 878 348 5 3 1458 FPL FPL Group, Inc. 4,904 3,414 1,490 19 13 6459 FRE Federal Home Loan Mortgage Corporation (Freddie Ma 89,622 62,976 26,646 354 249 105460 FRNTQ Frontier Airlines Holdings, Inc. 2,548 915 1,633 10 4 6461 FRX Forest Laboratories, Inc. 8,093 5,209 2,884 32 21 11462 FSLR First Solar, Inc. 25,707 10,364 15,343 102 41 61463 FST Forest Oil Corporation 8,488 3,365 5,123 34 13 20464 FSYS Fuel Systems Solutions, Inc. 1,316 882 434 5 3 2465 FTEK Fuel-Tech N.V. 10,185 5,020 5,165 40 20 20466 FTK Flotek Industries, Inc. 934 422 512 4 2 2467 FTO Frontier Oil Corporation 2,422 1,399 1,023 10 6 4468 FTR Frontier Communications Corporation 1,986 814 1,172 8 3 5469 FWLT Foster Wheeler Ltd. (New) 36,171 25,558 10,613 143 101 42





470 GAP Great Atlantic & Pacific Tea Company, Inc. (The) 3,308 1,038 2,270 13 4 9471 GB Greatbatch, Inc. 8,360 2,889 5,471 33 11 22472 GBX The Greenbrier Companies, Inc. 2,190 1,624 566 9 6 2473 GCI Gannett Company, Inc. 8,188 3,751 4,437 32 15 18474 GD General Dynamics Corporation 6,996 3,642 3,354 28 14 13475 GDP Goodrich Petroleum Corporation 14,262 7,911 6,351 56 31 25476 GE General Electric Company 1,485,563 940,758 544,805 5,872 3,718 2,153477 GENZ Genzyme Corporation 6,641 4,638 2,003 26 18 8478 GERN Geron Corporation 8,768 6,368 2,400 35 25 9479 GFI Gold Fields Limited 72,343 68,713 3,630 286 272 14480 GFIG GFI Group, Inc. (New) 3,770 3,162 608 15 12 2481 GG Goldcorp, Inc. 46,982 33,046 13,936 186 131 55482 GGB Gerdau S.A. 6,912 1,975 4,937 27 8 20483 GGC Georgia Gulf Corporation 2,318 899 1,419 9 4 6484 GGP General Growth Properties, Inc. 6,395 3,874 2,521 25 15 10485 GIGM GigaMedia Ltd. 5,377 4,992 385 21 20 2486 GILD Gilead Sciences, Inc. 34,363 26,068 8,295 136 103 33487 GIS General Mills, Inc. 6,349 4,116 2,233 25 16 9488 GLBC Global Crossing Ltd. (New) 2,656 2,204 452 10 9 2489 GLBL Global Industries Ltd. 1,526 1,106 420 6 4 2490 GLW Corning Incorporated 103,437 86,373 17,064 409 341 67491 GM General Motors Corporation 879,186 368,874 510,312 3,475 1,458 2,017492 GME GameStop Corporation 9,690 4,942 4,748 38 20 19493 GMT GATX Corporation 149 42 107 1 0 0494 GMXR GMX Resources, Inc. 1,241 790 451 5 3 2495 GNK Genco Shipping & Trading Ltd. 3,629 2,656 973 14 10 4496 GOLD Randgold Resources Limited 4,575 2,727 1,848 18 11 7497 GOOG Google, Inc. 172,352 90,033 82,319 681 356 325498 GPI Group 1 Automotive, Inc. 3,217 3,117 100 13 12 0499 GPN Global Payments, Inc. 1,628 871 757 6 3 3500 GPRO Gen-Probe, Incorporated 1,198 1,164 34 5 5 0501 GPS Gap, Inc. (The) 17,218 11,003 6,215 68 43 25502 GRA W.R. Grace & Co. 8,508 5,150 3,358 34 20 13503 GRMN Garmin Ltd. 46,427 27,862 18,565 184 110 73504 GRZ Gold Reserve, Inc. 1,252 1,068 184 5 4 1505 GS The Goldman Sachs Group, Inc. 185,394 87,742 97,652 733 347 386506 GSIC GSI Commerce, Inc. 362 342 20 1 1 0507 GSK GlaxoSmithKline plc ADR 11,061 6,240 4,821 44 25 19508 GSS Golden Star Resources Ltd. 25,465 23,851 1,614 101 94 6509 GT Goodyear Tire & Rubber Company (The) 42,888 24,661 18,227 170 97 72510 GTI GrafTech International Ltd. 4,100 3,609 491 16 14 2511 GTOP Genitope Corporation 648 164 484 3 1 2512 GTXI GTx, Inc. 7,192 2,082 5,110 28 8 20513 GW Grey Wolf, Inc. 15,409 11,940 3,469 61 47 14514 GXP Great Plains Energy, Incorporated 1,097 495 602 4 2 2515 GY GenCorp, Inc. 5,318 1,168 4,150 21 5 16516 HAL Halliburton Company 76,189 46,840 29,349 301 185 116517 HAR Harman International Industries, Incorporated 531 389 142 2 2 1518 HAS Hasbro, Inc. 2,281 1,239 1,042 9 5 4519 HBAN Huntington Bancshares, Inc. 5,073 4,407 666 20 17 3520 HBC HSBC Holdings plc 42,810 18,204 24,606 169 72 97521 HCP HCP, Inc. 238 127 111 1 1 0522 HD Home Depot, Inc. (The) 220,127 124,752 95,375 870 493 377523 HEPH Hollis-Eden Pharmaceuticals, Inc. 208 208 0 1 1 0524 HERO Hercules Offshore, Inc. 6,023 3,160 2,863 24 12 11525 HES Hess Corporation 33,818 25,149 8,669 134 99 34526 HEW Hewitt Associates, Inc. 3,917 2,283 1,634 15 9 6527 HGSI Human Genome Sciences, Inc. 6,688 4,056 2,632 26 16 10528 HIG Hartford Financial Services Group, Inc.(The) 13,781 6,405 7,376 54 25 29529 HILL Dot Hill Systems Corp. 1,207 1,107 100 5 4 0530 HITT Hittite Microwave Corporation 242 175 67 1 1 0531 HL Hecla Mining Company 61,476 44,727 16,749 243 177 66532 HLF Herbalife Ltd. 2,789 1,666 1,123 11 7 4533 HLS Healthsouth Corp. 1,116 437 679 4 2 3534 HLTH HLTH Corporation 1,842 1,587 255 7 6 1535 HLX Helix Energy Solutions Group, Inc. 3,049 2,245 804 12 9 3536 HMA Health Management Associates, Inc. (Class A) 1,368 939 429 5 4 2





537 HMC Honda Motor Company, Ltd. ADR 190 84 106 1 0 0538 HMY Harmony Gold Mining Company Limited 64,297 45,600 18,697 254 180 74539 HNSN Hansen Medical, Inc. 5,123 2,580 2,543 20 10 10540 HNT Health Net, Inc. 5,249 2,934 2,315 21 12 9541 HNZ Heinz (H.J.) Company 15,568 9,638 5,930 62 38 23542 HOG Harley-Davidson, Inc. 24,485 11,756 12,729 97 46 50543 HOLX Hologic, Inc. 15,738 12,325 3,413 62 49 13544 HON Honeywell International, Inc. 31,350 18,347 13,003 124 73 51545 HOS Hornbeck Offshore Services, Inc. 687 615 72 3 2 0546 HOT Starwood Hotels & Resorts Worldwide, Inc. 24,612 15,605 9,007 97 62 36547 HOV Hovnanian Enterprises, Inc. 61,594 32,191 29,403 243 127 116548 HP Helmerich & Payne, Inc. 8,619 6,450 2,169 34 25 9549 HPC Hercules, Incorporated 2,294 1,101 1,193 9 4 5550 HPQ Hewlett-Packard Company 94,847 48,795 46,052 375 193 182551 HRB Block (H & R), Inc. 9,452 2,827 6,625 37 11 26552 HRS Harris Corporation 3,111 1,804 1,307 12 7 5553 HRZ Horizon Lines, Inc. 1,068 514 554 4 2 2554 HSIC Schein (Henry), Inc. 314 207 107 1 1 0555 HSOA Home Solutions of America, Inc. 2,889 1,315 1,574 11 5 6556 HST Host Hotels & Resorts, Inc. 2,618 1,568 1,050 10 6 4557 HSY The Hershey Company 5,391 4,246 1,145 21 17 5558 HTCH Hutchinson Technology, Inc. 516 228 288 2 1 1559 HTX Hutchison Telecommunicatons International Ltd. 1,544 778 766 6 3 3560 HUM Humana, Inc. 28,964 11,614 17,350 114 46 69561 HW Headwaters, Incorporated 13,025 10,776 2,249 51 43 9562 HXL Hexcel Corporation (New) 1,421 1,218 203 6 5 1563 IACI IAC/InterActiveCorp 4,689 2,687 2,002 19 11 8564 IBM International Business Machines Corporation 111,719 53,287 58,432 442 211 231565 IBN ICICI Bank Limited 19,708 11,219 8,489 78 44 34566 ICE IntercontinentalExchange, Inc. 20,998 12,332 8,666 83 49 34567 ICO International Coal Group, Inc. 12,993 10,782 2,211 51 43 9568 ICON Iconix Brand Group, Inc. 231 188 43 1 1 0569 ID L-1 Identity Solutions, Inc. 558 238 320 2 1 1570 IDCC InterDigital, Inc. 30,541 24,075 6,466 121 95 26571 IDEV Indevus Pharmaceuticals, Inc. 1,044 578 466 4 2 2572 IDIX Idenix Pharmaceuticals, Inc. 80 60 20 0 0 0573 IDTI Integrated Device Technology, Inc. 1,657 896 761 7 4 3574 IDXX IDEXX Laboratories, Inc. 481 151 330 2 1 1575 IFX Infineon Technologies AG 8,937 8,364 573 35 33 2576 IGT International Game Technology 14,322 7,850 6,472 57 31 26577 IIG Imergent, Inc. 804 610 194 3 2 1578 IIJI Internet Initiative Japan, Inc. 358 262 96 1 1 0579 IKN Ikon Office Solutions, Inc. 785 61 724 3 0 3580 ILMN Illumina, Inc. 7,145 4,062 3,083 28 16 12581 IMA Inverness Medical Innovations, Inc. 14,380 8,544 5,836 57 34 23582 IMCL ImClone Systems, Incorporated 16,863 10,711 6,152 67 42 24583 IMMU Immunomedics, Inc. 4,712 2,114 2,598 19 8 10584 IMPH IMPATH, Inc. 3,665 2,013 1,652 14 8 7585 INAP Internap Network Services Corporation 844 687 157 3 3 1586 INCY Incyte Corporation 4,898 4,085 813 19 16 3587 INFA Informatica Corporation 3,383 3,203 180 13 13 1588 INFY Infosys Technologies Limited 8,258 4,636 3,622 33 18 14589 INSP InfoSpace, Inc. 1,292 1,121 171 5 4 1590 INTC Intel Corporation 612,314 433,197 179,117 2,420 1,712 708591 INTU Intuit Corporation 11,598 6,934 4,664 46 27 18592 IO ION Geophysical Corp. 1,440 1,323 117 6 5 0593 IOC InterOil Corporation 14,652 7,779 6,873 58 31 27594 IP International Paper Company 21,640 12,917 8,723 86 51 34595 IPG Interpublic Group of Companies, Inc. (The) 21,364 8,581 12,783 84 34 51596 IPI Intrepid Potash, Inc. 1,417 581 836 8 3 5597 IPSU Imperial Sugar Company 52 51 1 0 0 0598 IR Ingersoll-Rand Company 11,574 6,422 5,152 46 25 20599 IRF International Rectifier Corporation 7,948 4,016 3,932 31 16 16600 IRIS IRIS International, Inc. 85 75 10 0 0 0601 IRM Iron Mountain, Inc. 1,110 348 762 4 1 3602 ISIL Intersil Corporation 641 316 325 3 1 1603 ISIS Isis Pharmaceuticals, Inc. 12,529 9,503 3,026 50 38 12





604 ISPH Inspire Pharmaceuticals, Inc. 1,023 562 461 4 2 2605 ISRG Intuitive Surgical, Inc. 6,727 4,162 2,565 27 16 10606 ISSI Integrated Silicon Solution (New) 65 45 20 0 0 0607 ITMN InterMune, Inc. 17,989 10,288 7,701 71 41 30608 ITRI Itron, Inc. 1,540 606 934 6 2 4609 ITT ITT Corporation 1,509 828 681 6 3 3610 ITW Illinois Tool Works, Inc. 8,257 2,810 5,447 33 11 22611 ITWO i2 Technologies, Inc. (New) 913 694 219 4 3 1612 IVN Ivanhoe Mines Ltd. 13,137 12,525 612 52 50 2613 JADE LJ International, Inc. 87 87 0 0 0 0614 JAH Jarden Corporation 2,087 1,227 860 8 5 3615 JAKK JAKKS Pacific, Inc. 419 238 181 2 1 1616 JASO JA Solar holdings Co., Ltd. 14,513 7,347 7,166 57 29 28617 JAVA Sun Microsystems, Inc. 91,593 78,330 13,263 362 310 52618 JBHT Hunt (J.B.) Transport Services, Inc. 15,784 3,836 11,948 62 15 47619 JBL Jabil Circuit, Inc. 10,871 6,951 3,920 43 27 15620 JBLU JetBlue Airways Corporation 49,370 29,671 19,699 195 117 78621 JCI Johnson Controls, Inc. 8,508 4,829 3,679 34 19 15622 JCOM j2 Global Communications, Inc. 1,287 934 353 5 4 1623 JCP Penney (J.C.) Company, Inc. 19,779 10,062 9,717 78 40 38624 JDSU JDS Uniphase Corp. 30,611 22,166 8,445 121 88 33625 JEC Jacobs Engineering Group, Inc. 5,371 4,202 1,169 21 17 5626 JMBA Jamba, Inc. 449 129 320 2 1 1627 JNJ Johnson & Johnson 134,094 82,367 51,727 530 326 204628 JNPR Juniper Networks, Inc. 19,408 11,470 7,938 77 45 31629 JNS Janus Capital Group, Inc. 3,399 1,333 2,066 13 5 8630 JNY Jones Apparel Group, Inc. 840 329 511 3 1 2631 JOE The St Joe Company 10,058 4,669 5,389 40 18 21632 JOYG Joy Global, Inc. 15,705 11,055 4,650 62 44 18633 JPM JPMorgan Chase & Co. 560,675 292,962 267,713 2,216 1,158 1,058634 JRJC China Finance Online Company 483 369 114 2 1 0635 JTX Jackson Hewitt Tax Service, Inc. 303 280 23 1 1 0636 JWN Nordstrom, Inc. 17,019 9,477 7,542 67 37 30637 K Kellogg Company 7,394 4,233 3,161 29 17 12638 KBH KB HOME 29,978 6,456 23,522 118 26 93639 KBR KBR, Inc. 885 357 528 3 1 2640 KCI Kinetic Concepts, Inc. 5,818 3,795 2,023 23 15 8641 KDE 4Kids Entertainment, Inc. 268 178 90 1 1 0642 KERX Keryx Biopharmaceuticals, Inc. 7,028 4,102 2,926 28 16 12643 KEY KeyCorp 7,153 3,426 3,727 28 14 15644 KFN KKR Financial Corp. 1,031 681 350 4 3 1645 KFT Kraft Foods, Inc. 41,071 25,912 15,159 162 102 60646 KG King Pharmaceuticals, Inc. 2,699 2,140 559 11 8 2647 KGC Kinross Gold Corporation 33,736 25,003 8,733 133 99 35648 KKD Krispy Kreme Doughnuts, Inc. 1,496 861 635 6 3 3649 KLAC KLA-Tencor Corporation 14,759 8,873 5,886 58 35 23650 KLIC Kulicke and Soffa Industries, Inc. 2,205 1,958 247 9 8 1651 KMB Kimberly-Clark Corporation 4,866 2,689 2,177 19 11 9652 KMP Kinder Morgan Energy Partners 12,373 9,962 2,411 49 39 10653 KMX CarMax, Inc. 1,111 462 649 4 2 3654 KND Kindred Healthcare, Inc. 231 140 91 1 1 0655 KNOT The Knot, Inc. 643 643 0 3 3 0656 KNSY Kensey Nash Corporation 1,498 1,428 70 6 6 0657 KO Coca-Cola Company (The) 85,744 48,147 37,597 339 190 149658 KR Kroger Company (The) 6,118 3,538 2,580 24 14 10659 KRY Crystallex International Corporation 27,144 26,501 643 107 105 3660 KSS Kohl's Corporation 25,804 11,400 14,404 102 45 57661 KSU Kansas City Southern Industries, Inc. 3,861 2,622 1,239 15 10 5662 KSWS K-Swiss, Inc. 85 45 40 0 0 0663 KTC KT Corporation 109 109 0 0 0 0664 KWK Quicksilver Resources, Inc. 10,891 7,580 3,311 43 30 13665 L Loews Corporation 2,798 1,932 866 11 8 3666 LAMR Lamar Advertising Company 5,757 4,254 1,503 23 17 6667 LAVA Magma Design Automation, Inc. 739 504 235 3 2 1668 LBTYA Liberty Global, Inc. 916 868 48 4 3 0669 LCAV LCA-Vision, Inc. 8,569 7,518 1,051 34 30 4670 LCC US Airways Group, Inc, (New) 26,453 16,533 9,920 105 65 39





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1000 S Sprint Nextel Corporation 154,928 90,555 64,373 612 358 2541001 SA Seabridge Gold, Inc. 5,319 4,363 956 21 17 41002 SAI SAIC, Inc. 944 934 10 4 4 01003 SANM Sanmina SCI Corporation 9,187 8,277 910 36 33 41004 SAP SAP AG 14,864 11,806 3,058 59 47 121005 SAY Satyam Computer Services Limited 1,362 1,194 168 5 5 1





1006 SBAC SBA Communications Corporation 389 319 70 2 1 01007 SBUX Starbucks Corporation 134,022 84,626 49,396 530 334 1951008 SCHN Schnitzer Steel Industries, Inc. 4,053 2,498 1,555 16 10 61009 SCHW Schwab Corporation (The Charles) 10,465 7,812 2,653 41 31 101010 SCI Service Corporation International - New 1,926 193 1,733 8 1 71011 SCMR Sycamore Networks, Inc. 3,712 3,648 64 15 14 01012 SCON Superconductor Technologies, Inc. 55 55 0 0 0 01013 SD SandRidge Energy, Inc. 4,199 3,484 715 17 14 31014 SE Spectra Energy Corporation 2,897 2,094 803 11 8 31015 SEE Sealed Air Corporation "New" 2,657 1,903 754 11 8 31016 SEIC SEI Investments Company 1,087 772 315 4 3 11017 SEPR Sepracor, Inc. 1,680 949 731 7 4 31018 SFD Smithfield Foods, Inc. 29,920 15,362 14,558 118 61 581019 SFI iStar Financial, Inc. 2,727 1,412 1,315 11 6 51020 SGMS Scientific Games Corporation 1,993 1,895 98 8 7 01021 SGP Schering-Plough Corporation 63,564 40,579 22,985 251 160 911022 SGR The Shaw Group, Inc. 5,894 3,998 1,896 23 16 71023 SGY Stone Energy Corp. 2,399 1,583 816 9 6 31024 SHFL Shuffle Master, Inc. 975 702 273 4 3 11025 SHLD Sears Holdings Corporation 151,840 92,889 58,951 600 367 2331026 SHPGY Shire plc 3,259 1,712 1,547 13 7 61027 SI Siemens AG 2,647 1,897 750 10 7 31028 SIGM Sigma Designs, Inc. 17,048 13,237 3,811 67 52 151029 SII Smith International, Inc. 3,655 2,735 920 14 11 41030 SIL Apex Silver Mines Limited 10,336 6,458 3,878 41 26 151031 SINA SINA Corporation 11,558 6,996 4,562 46 28 181032 SIRF SiRF Technology Holdings, Inc. 17,600 7,724 9,876 70 31 391033 SIRI SIRIUS XM Radio 245,208 192,400 52,808 969 760 2091034 SIVB SVB Financial Group 338 92 246 1 0 11035 SIX Six Flags, Inc. 5,379 3,231 2,148 21 13 81036 SKM Sk Telecom Co., Ltd. ADS 584 482 102 2 2 01037 SKS Saks, Incorporated 3,844 1,698 2,146 15 7 81038 SKX Skechers U.S.A., Inc. 600 527 73 2 2 01039 SLAB Silicon Laboratories, Inc. 2,048 1,563 485 8 6 21040 SLB Schlumberger Limited 81,995 38,773 43,222 324 153 1711041 SLE Sara Lee Corporation 7,219 6,680 539 29 26 21042 SLG SL Green Realty Corp. 1,237 120 1,117 5 0 41043 SLM SLM Corporation 132,031 60,913 71,118 522 241 2811044 SLXP Salix Pharmaceuticals, Ltd 642 426 216 3 2 11045 SMG The Scotts Miracle-Gro Company 973 589 384 4 2 21046 SMS Sims Metal Management Limited 670 554 116 3 3 11047 SMTC Semtech Corporation 275 275 0 1 1 01048 SNCR Synchronoss Technologies, Inc. 2,197 1,311 886 9 5 41049 SNDA Shanda Interactive Entertainment Ltd. 5,593 3,493 2,100 22 14 81050 SNDK SanDisk Corporation 144,284 94,822 49,462 570 375 1961051 SNE Sony Corporation ADR 4,745 4,122 623 19 16 21052 SNP China Petroleum and Chemical Corporation 10,093 5,651 4,442 40 22 181053 SNPS Synopsys, Inc. 4,781 4,265 516 19 17 21054 SNV Synovous Financial Corp. 6,515 4,604 1,911 26 18 81055 SNY Sanofi-Aventis 5,049 3,593 1,456 20 14 61056 SO Southern Company (The) 7,759 5,548 2,211 31 22 91057 SOHU Sohu.com, Inc. 9,170 4,884 4,286 36 19 171058 SOLF Solarfun Power Holdings Co. 15,208 8,688 6,520 60 34 261059 SONO SonoSite, Inc. 4,276 1,278 2,998 17 5 121060 SONS Sonus Networks, Inc. 2,531 1,857 674 10 7 31061 SOV Sovereign Bancorp, Inc. 41,740 8,830 32,910 165 35 1301062 SPF Standard Pacific Corp. 42,045 17,250 24,795 166 68 981063 SPG Simon Property Group, Inc. 14,688 7,120 7,568 58 28 301064 SPIL Siliconware Precision Industries Company 7,781 6,594 1,187 31 26 51065 SPLS Staples, Inc. 7,159 2,822 4,337 28 11 171066 SPN Superior Energy Services, Inc. (New) 9,054 7,495 1,559 36 30 61067 SPNC The Spectranetics Corporation 270 218 52 1 1 01068 SPPI Spectrum Pharmaceuticals, Inc. 5,612 5,020 592 22 20 21069 SPSN Spansion, Inc. 780 531 249 3 2 11070 SPW SPX Corporation 3,024 2,239 785 12 9 31071 SPWRA SunPower Corporation 33,484 15,966 17,518 132 63 691072 SPWRB SunPower Corp. 271 165 106 6 3 2





1073 SQNM Sequenom, Inc. 14,159 4,171 9,988 56 16 391074 SRDX SurModics, Inc. 290 199 91 1 1 01075 SSCC Smurfit Stone Container Corporation 550 390 160 2 2 11076 SSRI Silver Standard Resources, Inc. 23,331 20,951 2,380 92 83 91077 SSW Seaspan Corporation 1,171 847 324 5 3 11078 STAA STAAR Surgical Company 232 227 5 1 1 01079 STI SunTrust Banks, Inc. 18,535 7,080 11,455 73 28 451080 STJ St. Jude Medical, Inc. 10,635 6,274 4,361 42 25 171081 STLD Steel Dynamics, Inc. 17,818 13,036 4,782 70 52 191082 STM STMicroelectronics N.V. 9,233 9,173 60 36 36 01083 STMP Stamps.com, Inc. (New) 41 41 0 0 0 01084 STP Suntech Power Holdings Co., Ltd. 64,738 23,904 40,834 256 94 1611085 STT State Street Corporation 16,557 11,266 5,291 65 45 211086 STX Seagate Technology 19,481 13,083 6,398 77 52 251087 STZ Constellation Brands, Inc. 1,312 458 854 5 2 31088 SU Suncor Energy, Inc. 40,441 27,156 13,285 160 107 531089 SUF SulphCo, Inc. 5,014 3,688 1,326 20 15 51090 SUN Sunoco, Inc. 37,357 10,852 26,505 148 43 1051091 SUPG SuperGen, Inc. 3,710 2,104 1,606 15 8 61092 SUPX Supertex, Inc. (New) 544 125 419 2 0 21093 SVNT Savient Pharmaceuticals, Inc. 9,402 7,449 1,953 37 29 81094 SVU SUPERVALU, Inc. 712 486 226 3 2 11095 SVVS SAVVIS, Inc. 246 147 99 1 1 01096 SWC Stillwater Mining Company 4,370 2,850 1,520 17 11 61097 SWHC Smith & Wesson Holding Corporation 10,738 9,701 1,037 42 38 41098 SWIM Thinkorswim Group, Inc. 1,467 1,015 452 6 4 21099 SWK Stanley Works (The) 773 684 89 3 3 01100 SWKS Skyworks Solutions, Inc.. 5,352 4,113 1,239 21 16 51101 SWN Southwestern Energy Company 26,528 17,825 8,703 105 70 341102 SWY Safeway, Inc. 10,372 4,019 6,353 41 16 251103 SY Sybase, Inc. 1,603 1,387 216 6 5 11104 SYK Stryker Corporation 2,866 1,394 1,472 11 6 61105 SYMC Symantec Corporation 30,883 11,272 19,611 122 45 781106 SYNA Synaptics, Incorporated 9,462 7,180 2,282 37 28 91107 SYY Sysco Corporation 10,178 6,981 3,197 40 28 131108 T AT&T Corporation 175,841 117,438 58,403 695 464 2311109 TAP Molson Coors Brewing Company 3,240 1,946 1,294 13 8 51110 TASR TASER International, Inc. 112,293 51,990 60,303 444 205 2381111 TBI TrueBlue, Inc. 15 15 0 0 0 01112 TCB TCF Financial Corporation 1,789 407 1,382 7 2 51113 TCK Teck Cominco Limited 1,620 955 665 6 4 31114 TCO Taubman Centers, Inc. 2,175 463 1,712 9 2 71115 TD Toronto Dominion Bank 440 320 120 2 1 01116 TE TECO Energy, Inc. 1,656 1,313 343 7 5 11117 TECD Tech Data Corporation 1,533 1,038 495 6 4 21118 TELK Telik, Inc. 188 163 25 1 1 01119 TEN Tenneco, Inc. 780 703 77 3 3 01120 TER Teradyne, Inc. 6,412 4,031 2,381 25 16 91121 TEVA Teva Pharmaceutical Industries Limited ADR 36,829 23,154 13,675 146 92 541122 TEX Terex Corporation 26,372 18,597 7,775 104 74 311123 TGT Target Corporation 249,455 165,095 84,360 986 653 3331124 THC Tenet Healthcare Corporation 9,156 5,478 3,678 36 22 151125 THI Tim Hortons, Inc. 320 95 225 1 0 11126 THOR Thoratec Corporation 391 315 76 2 1 01127 THQI THQ, Inc. 3,013 2,493 520 12 10 21128 THRX Theravance, Inc. 2,469 2,054 415 10 8 21129 TIBX TIBCO Software 195 107 88 1 0 01130 TIE Titanium Metals Corporation 43,786 35,765 8,021 173 141 321131 TIF Tiffany & Co. 27,652 18,697 8,955 109 74 351132 TIN Temple-Inland, Inc. 1,050 742 308 4 3 11133 TITN Titan Machinery, Inc. 976 626 350 5 3 21134 TIVO TiVo, Inc. 2,875 1,789 1,086 11 7 41135 TJX TJX Companies, Inc. (The) 3,755 2,889 866 15 11 31136 TK Teekay Corporation 5,476 4,039 1,437 22 16 61137 TKC Turkcell Iietisim Hizmetler AS 1,044 560 484 4 2 21138 TKLC Tekelec 55 55 0 0 0 01139 TLAB Tellabs, Inc. 5,907 4,354 1,553 23 17 6





1140 TLB Talbots, Inc. (The) 2,103 1,299 804 8 5 31141 TLCV TLC Vision Corporation 760 632 128 3 2 11142 TLM Talisman Energy, Inc. 3,646 2,088 1,558 14 8 61143 TM Toyota Motor Corporation ADR 7,108 2,541 4,567 28 10 181144 TMO Thermo Fisher Scientific, Inc. 1,254 442 812 5 2 31145 TMR The Meridian Resource Corporation 4,702 4,063 639 19 16 31146 TMX Telefonos de Mexico, S.A. de C.V. ADR 827 635 192 3 3 11147 TNP Tsakos Energy Navigation Ltd. 1,284 612 672 5 2 31148 TOL Toll Brothers, Inc. 29,527 10,078 19,449 117 40 771149 TPX Tempur-Pedic International, Inc. 16,666 14,632 2,034 66 58 81150 TRA Terra Industries, Inc. 26,296 23,321 2,975 104 92 121151 TRGL Toreador Resources Corporation 477 455 22 2 2 01152 TRID Trident Microsystems, Inc. 1,118 1,002 116 4 4 01153 TRLG True Religon Apparel, Inc. 3,170 1,816 1,354 13 7 51154 TRMB Trimble Navigation Limited 747 109 638 3 0 31155 TRMS Trimeris, Inc. 63 53 10 0 0 01156 TRN Trinity Industries, Inc. 1,665 1,306 359 7 5 11157 TRV The Travelers Companies, Inc. 6,646 4,335 2,311 26 17 91158 TRW TRW Automotive Holdings Corporation 824 650 174 3 3 11159 TSCO Tractor Supply Company 358 195 163 1 1 11160 TSL Trina Solar Limited 2,253 1,260 993 9 5 41161 TSM Taiwan Semiconductor Manufacturing Company Ltd. 6,241 5,320 921 25 21 41162 TSN Tyson Foods, Inc. (Class A) 15,974 13,257 2,717 63 52 111163 TSO Tesoro Corporation 46,018 30,657 15,361 182 121 611164 TSRA Tessera Technologies, Inc. 5,220 4,291 929 21 17 41165 TTEC TeleTech Holdings, Inc. 103 72 31 0 0 01166 TTWO Take-Two Interactive Software 11,383 9,427 1,956 45 37 81167 TV Grupo Televisa S.A. ADR 2,069 785 1,284 8 3 51168 TWB Tween Brands, Inc. 145 101 44 1 0 01169 TWTC TW Telecom, Inc. 235 165 70 1 1 01170 TWX Time Warner, Inc. 120,884 72,540 48,344 478 287 1911171 TXI Texas Industries, Inc. 3,243 2,152 1,091 13 9 41172 TXN Texas Instruments, Incorporated 100,188 60,735 39,453 396 240 1561173 TXT Textron, Inc. 9,040 5,491 3,549 36 22 141174 TYC Tyco International Limited 23,927 14,914 9,013 95 59 361175 UAUA UAL Corporation (New) 53,427 29,283 24,144 211 116 951176 UBB Unibanco Uniao de Bancos Brasileros 2,104 1,189 915 8 5 41177 UBS UBS AG 111,507 77,048 34,459 441 305 1361178 UDR United Dominion Realty Trust 756 395 361 3 2 11179 UGI UGI Corporation 323 169 154 1 1 11180 UIS Unisys Corporation 3,294 1,512 1,782 13 6 71181 UMC United Microelectronics Corporation 1,795 1,368 427 7 5 21182 UN Unilever N.V. 426 124 302 2 0 11183 UNH UnitedHealth Group 90,355 60,207 30,148 357 238 1191184 UNM Unum Group 4,293 3,332 961 17 13 41185 UNP Union Pacific Corporation 42,256 19,739 22,517 167 78 891186 UNTD United Online, Inc. 1,360 1,335 25 5 5 01187 UPL Ultra Petroleum Corp. 54,923 42,321 12,602 217 167 501188 UPS United Parcel Service, Inc. 106,082 70,227 35,855 419 278 1421189 URBN Urban Outfitters, Inc. 173,342 4,549 168,793 685 18 6671190 URI United Rentals, Inc. 2,338 870 1,468 9 3 61191 URS URS Corporation 1,270 932 338 5 4 11192 USB U.S. Bancorp 143,178 52,003 91,175 566 206 3601193 USG USG Corporation 16,251 5,422 10,829 64 21 431194 UST UST, Inc. 2,820 1,460 1,360 11 6 51195 USU USEC, Inc. 22,993 17,908 5,085 91 71 201196 UTHR United Therapeutics Corp. 14,744 12,264 2,480 58 48 101197 UTSI UTStarcom, Inc. 10,484 7,777 2,707 41 31 111198 UTX United Technologies Corporation 27,257 15,778 11,479 108 62 451199 V Visa, Inc. 223,835 162,718 61,117 1,154 839 3151200 VAR Varian Associates, Inc. 1,090 639 451 4 3 21201 VC Visteon Corp. 5,082 2,187 2,895 20 9 111202 VCI Valassis Communications, Inc. 926 809 117 4 3 01203 VCLK ValueClick, Inc. 8,755 7,638 1,117 35 30 41204 VECO Veeco Instruments, Inc. 96 81 15 0 0 01205 VGR Vector Group Ltd. 1,815 183 1,632 7 1 61206 VIP VimpelCom 8,333 5,181 3,152 33 20 12





1207 VLCCF Knightsbridge Tankers Ltd. 559 390 169 2 2 11208 VLO Valero Energy Corporation 162,595 97,075 65,520 643 384 2591209 VMC Vulcan Materials 8,763 4,677 4,086 35 18 161210 VMED Virgin Media, Inc. 3,575 1,935 1,640 14 8 61211 VMI Valmont Industries, Inc. 210 180 30 1 1 01212 VMW Vmware, Inc. 41,510 20,815 20,695 164 82 821213 VNDA Vanda Pharmaceuticals, Inc. 8,244 8,070 174 33 32 11214 VNO Vornado Realty Trust 3,914 2,064 1,850 15 8 71215 VOD Vodafone Group PLC ADR 5,165 3,372 1,793 20 13 71216 VPHM ViroPharma Incorporated 5,921 3,037 2,884 23 12 111217 VRGY Verigy Ltd. 41 31 10 0 0 01218 VRNM Verenium Corporation 1,393 633 760 6 3 31219 VRSN Verisign, Inc. 7,390 2,601 4,789 29 10 191220 VRTX Vertex Pharmaceuticals, Inc. 6,417 5,238 1,179 25 21 51221 VRX Valeant Pharmaceuticals International 16,185 11,907 4,278 64 47 171222 VSEA Varian Semiconductor Equipment Associates, Inc. 11,765 9,902 1,863 47 39 71223 VSH Vishay Intertechnology, Inc. 3,429 3,254 175 14 13 11224 VTAL Vital Images, Inc. 160 100 60 1 0 01225 VTIV inVentiv Health, Inc. 282 262 20 1 1 01226 VVUS VIVUS, Inc. 2,125 1,589 536 8 6 21227 VZ Verizon Communications, Inc. 92,905 50,436 42,469 367 199 1681228 WAG Walgreen Company 31,334 19,717 11,617 124 78 461229 WAT Waters Corporation 2,327 2,128 199 9 8 11230 WB Wachovia Corporation 299,497 187,838 111,659 1,184 742 4411231 WBMD WebMD Health Corp. 1,765 1,078 687 7 4 31232 WCC WESCO Interntional, Inc. 2,141 1,059 1,082 8 4 41233 WCG Wellcare Health Plans, Inc. 38,644 26,084 12,560 153 103 501234 WDC Western Digital Corporation 6,764 4,357 2,407 27 17 101235 WEN Wendy's/Arby's Group, Inc. 8,960 7,162 1,798 35 28 71236 WFC Wells Fargo & Company 214,992 100,863 114,129 850 399 4511237 WFMI Whole Foods Market, Inc. 21,827 10,708 11,119 86 42 441238 WFR MEMC Electronic Materials, Inc. 22,675 12,707 9,968 90 50 391239 WFT Weatherford International Ltd. 22,188 12,448 9,740 88 49 381240 WG Willbros Group, Inc. 1,093 460 633 4 2 31241 WHR Whirlpool Corporation 8,702 4,250 4,452 34 17 181242 WIND Wind River Systems, Inc. 2,678 2,666 12 11 11 01243 WLL Whiting Petroleum Corporation 1,029 692 337 4 3 11244 WLP WellPoint Health Networks, Inc. 46,964 22,247 24,717 186 88 981245 WLT Walter Industries, Inc. 34,240 17,232 17,008 135 68 671246 WMB Williams Companies, Inc. (The) 64,706 52,194 12,512 256 206 491247 WMG Warner Music Group Corp. (New) 354 280 74 1 1 01248 WMI Waste Management, Inc. 22,189 15,372 6,817 88 61 271249 WMS WMS Industries, Inc. 404 340 64 2 1 01250 WMT Wal-Mart Stores, Inc. 321,895 185,781 136,114 1,272 734 5381251 WOOF VCA Antech, Inc. 626 407 219 2 2 11252 WPI Watson Pharmaceuticals, Inc. 1,666 1,169 497 7 5 21253 WRLD World Acceptance Corporation 4,720 1,504 3,216 19 6 131254 WSO Watsco, Inc. 112 78 34 0 0 01255 WU Western Union Company 2,363 1,282 1,081 9 5 41256 WY Weyerhaeuser Company 15,405 5,414 9,991 61 21 391257 WYE Wyeth 56,330 49,113 7,217 223 194 291258 WYN Wyndham Worldwide Corporation 2,028 1,840 188 8 7 11259 WYNN Wynn Resorts, Limited 18,143 11,045 7,098 72 44 281260 X United States Seel Corporation 62,871 27,282 35,589 249 108 1411261 XCO EXCO Resources, Inc. 12,297 10,112 2,185 49 40 91262 XEC Cimarex Energy Co. 7,707 4,341 3,366 30 17 131263 XEL Xcel Energy, Inc. 492 322 170 2 1 11264 XING Qiao Xing Universal Telephone, Inc. 7,974 7,044 930 32 28 41265 XJT ExpressJet Holdings, Inc. 396 392 4 2 2 01266 XL XL Capital LTD. 5,525 3,998 1,527 22 16 61267 XLNX Xilinix, Inc. 17,108 8,527 8,581 68 34 341268 XNPT Xenoport, Inc. 1,067 519 548 4 2 21269 XOM Exxon Mobil Corporation 136,110 81,603 54,507 538 323 2151270 XRAY DENTSPLY International, Inc. 643 481 162 3 2 11271 XRX Xerox Corporation 16,549 13,090 3,459 65 52 141272 XTO XTO Energy, Inc. 86,484 50,514 35,970 342 200 1421273 YGE Yingli Green Energy Holding Company 9,919 6,584 3,335 39 26 13





1274 YHOO Yahoo!, Inc. 422,136 269,645 152,491 1,669 1,066 6031275 YMI YM Biosciences, Inc. 772 585 187 3 2 11276 YRCW YRC Worldwide, Inc. 20,800 8,380 12,420 82 33 491277 YUM YUM! Brands, Inc. 9,095 3,408 5,687 36 13 221278 ZEUS Olympic Steel, Inc. 527 382 145 2 2 11279 ZGEN Zymogenetics, Inc. 361 291 70 1 1 01280 ZINC Horsehead Holding Corporation 308 272 36 2 1 01281 ZION Zions Bancorporation 10,519 6,283 4,236 42 25 171282 ZIXI Zix Corporation 553 473 80 2 2 01283 ZLC Zale Corporation 2,224 1,075 1,149 9 4 51284 ZMH Zimmer Holdings, Inc. 7,795 5,183 2,612 31 20 101285 ZOLT Zoltek Companies, Inc. (New) 9,837 5,764 4,073 39 23 161286 ZRAN Zoran Corp. 1,592 461 1,131 6 2 4



1 COMS 3Com Corporation 10,982 6,896 4,086 43 27 162 MMM 3M Company 721,374 366,573 354,801 2,851 1,449 1,4023 PAR 3PAR, Inc. 1,277 295 982 14 3 114 SSRX 3SBio, Inc. 3,983 3,052 931 16 12 45 KDE 4Kids Entertainment, Inc. 3,462 2,921 541 14 12 26 NDN 99 Cents Only Stores 38,576 27,068 11,508 152 107 457 CAS A.M. Castle & Co. 680 350 330 5 2 28 ASVI A.S.V., Inc. 925 339 586 4 1 29 AIR AAR CORP. 15,915 9,911 6,004 63 39 24

10 RNT Aaron Rents, Inc. 6,641 2,914 3,727 28 12 1611 ABAX Abaxis, Inc. 36,407 21,752 14,655 144 86 5812 ABB ABB Ltd. 149,131 113,643 35,488 589 449 14013 ABT Abbott Laboratories 505,625 363,649 141,976 1,999 1,437 56114 ANF Abercrombie & Fitch Company 441,708 209,209 232,499 1,746 827 91915 ABMD ABIOMED, Inc. 19,069 10,508 8,561 75 42 3416 ABH AbitibiBowater, Inc. 182,814 83,307 99,507 723 329 39317 AXAS Abraxas Petroleum Corporation 6,813 5,274 1,539 27 21 618 ACAD Acadia Pharmaceuticals, Inc. 15,264 9,892 5,372 60 39 2119 ACN Accenture Ltd-CL A 132,533 79,328 53,205 524 314 21020 ARAY Accuray, Inc. 45,633 18,208 27,425 180 72 10821 ACE ACE, Ltd. 123,304 65,665 57,639 487 260 22822 ACGY Acergy S.A. 12,168 7,631 4,537 48 30 1823 APKT Acme Packet, Inc. 7,289 5,806 1,483 29 23 624 ACOR Acorda Therapeutics, Inc. 148,073 86,544 61,529 585 342 24325 ATV Acorn International, Inc. 7,271 885 6,386 29 3 2526 ATVI Activision Blizzard, Inc. 207,755 137,188 70,567 821 542 27927 ATU Actuant Corporation 6,436 4,130 2,306 25 16 928 AYI Acuity Brands, Inc. 19,403 6,178 13,225 77 24 5229 ACXM Acxiom Corporation 11,362 8,001 3,361 45 32 1330 ARXT Adams Respiratory Therapeutics, Inc. 352 59 293 1 0 131 ADPT Adaptec, Inc. 9,044 3,982 5,062 36 16 2032 ADCT ADC Telecommunications, Inc. 72,820 50,493 22,327 288 200 8833 ADBE Adobe Systems, Inc. 470,796 257,194 213,602 1,861 1,017 84434 ADLR Adolor Corporation 55,427 45,311 10,116 219 179 4035 ADTN ADTRAN, Inc. 81,714 51,443 30,271 323 203 12036 AEA Advance America Cash Advance Centers, Inc. 11,098 4,552 6,546 44 18 2637 AAP Advance Auto Parts, Inc. 24,728 13,881 10,847 98 55 4338 AATI Advanced Analogic Technologies, Inc. 8,649 1,740 6,909 34 7 2739 ABAT Advanced Battery Technologies, Inc. 26,229 21,181 5,048 104 84 2040 AEIS Advanced Energy Industries 9,384 5,356 4,028 37 21 1641 EYE Advanced Medical Optics, Inc. 71,183 36,633 34,550 281 145 13742 AMD Advanced Micro Devices, Inc. 1,872,053 1,237,602 634,451 7,399 4,892 2,50843 ADVNB ADVANTA Corp. (Class B) 4,529 2,146 2,383 18 8 944 AAV Advantage Energy Income Fund 42,462 34,154 8,308 168 135 3345 ANX ADVENTRX Pharmaceuticals, Inc. 1,486 985 501 6 4 246 ACM Aecom Technology Corporation 28,068 22,903 5,165 111 91 2047 ANW Aegean Marine Petroleum Network, Inc. 35,976 21,589 14,387 142 85 5748 AEG Aegon NV ADR 30,971 5,833 25,138 122 23 9949 AER AerCap Holdings NV 11,340 7,110 4,230 45 28 1750 ARO Aeropostale, Inc. 165,521 84,547 80,974 654 334 32051 AVAV Aerovironment, Inc. 9,675 4,747 4,928 38 19 1952 AES AES Corporation 232,129 88,710 143,419 918 351 56753 AET Aetna, Inc. 408,674 208,487 200,187 1,615 824 79154 ACS Affiliated Computer Services, Inc. 28,851 13,682 15,169 114 54 6055 AMG Affiliated Managers Group, Inc. 67,364 32,929 34,435 266 130 13656 AFFX Affymetrix, Inc. 58,275 30,242 28,033 230 120 11157 AFL AFLAC Incorporated 201,350 124,491 76,859 796 492 30458 AG AGCO Corporation 50,818 27,185 23,633 201 107 9359 FEED AgFeed Industries, Inc. 21,002 14,414 6,588 129 88 4060 A Agilent Technologies, Corporation 133,579 71,916 61,663 528 284 24461 AEM Agnico-Eagle Mines Ltd. 551,270 356,165 195,105 2,179 1,408 77162 AGU Agrium, Inc. 480,454 306,715 173,739 1,899 1,212 68763 APD Air Products & Chemicals, Inc. 35,090 16,222 18,868 139 64 7564 AYR Aircastle Limited 45,263 10,917 34,346 179 43 136

CBOE Equity Options Volume (Includes LEAPS)






65 ARG Airgas, Inc. 6,349 3,767 2,582 25 15 1066 AMCN Airmedia Group, Inc. 10,064 7,585 2,479 40 30 1067 AAI Airtran Holdings, Inc. 62,495 36,925 25,570 247 146 10168 AIRV Airvana, Inc. 704 694 10 4 4 069 AIXG Aixtron AG 6,118 5,335 783 24 21 370 AKS AK Steel Holding Corporation 1,111,795 671,783 440,012 4,394 2,655 1,73971 AKAM Akamai Technologies, Inc. 532,951 306,873 226,078 2,107 1,213 89472 AKNS Akeena Solar, Inc. 18,711 9,225 9,486 111 55 5673 AKRX Akorn, Inc. 806 506 300 3 2 174 ALK Alaska Air Group, Inc. 19,628 14,305 5,323 78 57 2175 ALSK Alaska Communications Systems Group, Inc. 4,388 3,778 610 17 15 276 ALB Albemarle Corporation 9,313 5,272 4,041 37 21 1677 ACV Alberto-Culver Company (New) 13,784 3,004 10,780 54 12 4378 ALU Alcatel-Lucent 113,436 63,727 49,709 448 252 19679 AA ALCOA, Inc. 2,143,218 1,340,410 802,808 8,471 5,298 3,17380 ACL Alcon, Inc. 55,641 24,280 31,361 220 96 12481 AFN Alesco Financial, Inc. 36,259 20,829 15,430 143 82 6182 AXB Alexander & Baldwin 15,231 6,482 8,749 60 26 3583 ALXN Alexion Pharmaceuticals, Inc. 144,918 92,106 52,812 573 364 20984 ALXA Aleza Pharmaceuticals, Inc. 1,743 1,362 381 7 5 285 ALGN Align Technology, Inc. 93,361 40,634 52,727 369 161 20886 ALKS Alkermes, Inc. 17,445 9,332 8,113 69 37 3287 AYE Allegheny Energy, Inc. 24,604 8,371 16,233 97 33 6488 ATI Allegheny Technologies, Inc. 380,171 225,956 154,215 1,503 893 61089 AGN Allergan, Inc. 189,436 108,718 80,718 749 430 31990 ADS Alliance Data Systems Corporation 597,258 350,182 247,076 2,361 1,384 97791 AOI Alliance One International, Inc. 740 643 97 3 3 092 ARLP Alliance Resources Partners, L.P. 17,959 11,150 6,809 71 44 2793 AB AllianceBernstein Holding L.P. 28,889 15,831 13,058 114 63 5294 ATK Alliant Techsystems, Inc. 18,284 10,843 7,441 72 43 2995 AZ Allianz SE 10,720 7,294 3,426 42 29 1496 AIB Allied Irish Banks 4,835 2,884 1,951 62 37 2597 AW Allied Waste Industries, Inc. 79,018 48,010 31,008 312 190 12398 AWH Allied World Assurance Holdings, Ltd. 6,510 4,040 2,470 26 16 1099 ALY Allis-Chalmers Energy, Inc. 27,462 18,758 8,704 109 74 34100 ALD Alllied Capital Corporation 93,418 47,551 45,867 369 188 181101 ALTH Allos Therapeutics, Inc. 8,303 2,548 5,755 33 10 23102 MDRX Allscripts-Misys Healthcare Solutions, Inc. 42,674 26,139 16,535 169 103 65103 ALL Allstate Corporation (The) 781,178 511,755 269,423 3,088 2,023 1,065104 AFAM Almost Family, Inc. 14,730 8,012 6,718 238 129 108105 ALNY Alnylam Pharmaceuticals, Inc. 45,838 36,418 9,420 181 144 37106 ALJ Alon USA Energy, Inc. 23,562 14,309 9,253 93 57 37107 ANR Alpha Natural Resources, Inc. 687,442 428,826 258,616 2,717 1,695 1,022108 ALO Alpharma, Inc. (Class A) 44,421 24,807 19,614 176 98 78109 ALTR Altera Corporation 250,992 118,176 132,816 992 467 525110 MO Altria Group, Inc. 1,098,681 744,983 353,698 4,343 2,945 1,398111 ALTU Altus Pharmaceuticals, Inc. 4,751 3,674 1,077 19 15 4112 ACH Aluminum Corporation of China 186,368 111,877 74,491 737 442 294113 ALVR Alvarion Limited 21,164 12,585 8,579 84 50 34114 AMAG AMAG Pharmaceutcals, Inc. 290,043 149,330 140,713 1,146 590 556115 AMZN Amazon.Com, Inc. 2,998,285 1,281,621 1,716,664 11,851 5,066 6,785116 AMB AMB Property Corporation 3,443 1,745 1,698 44 22 22117 ABK AMBAC, Inc. 2,407,291 1,361,799 1,045,492 9,515 5,383 4,132118 ACO AMCOL International Corporation 8,843 4,115 4,728 35 16 19119 DOX Amdocs Ltd. 82,911 50,247 32,664 328 199 129120 AMED Amedisys, Inc. 88,481 30,515 57,966 350 121 229121 AEE Ameren Corporation 20,154 16,485 3,669 80 65 15122 AMX America Movil S.A.B. de C.V. 522,698 292,191 230,507 2,066 1,155 911123 AXL American Axle & Manufacturing Holdings, Inc. 166,007 78,721 87,286 656 311 345124 ACC American Campus Communities, Inc. 1,185 511 674 5 2 3125 AGNC American Capital Agency Corporation 15,320 9,800 5,520 138 88 50126 ACAS American Capital, Ltd. 1,071,251 348,686 722,565 4,234 1,378 2,856127 ACLI American Commercial Lines 30,532 14,284 16,248 121 56 64128 AEO American Eagle Outfitters, Inc. 209,529 120,143 89,386 828 475 353





129 ECOL American Ecology Corporation 3,957 2,746 1,211 36 25 11130 AEP American Electric Power Company, Inc. 67,853 42,013 25,840 268 166 102131 AXP American Express Company 1,660,390 744,482 915,908 6,563 2,943 3,620132 AFR American Financial Realty Trust 578 252 326 2 1 1133 AIG American International Group, Inc. 5,226,252 2,746,510 2,479,742 20,657 10,856 9,801134 AEZ American Oil & Gas, Inc. 6,784 6,554 230 27 26 1135 AOB American Oriental Bioengineering, Inc. 304,963 177,507 127,456 1,205 702 504136 APEI American Public Education, Inc. 3,589 2,354 1,235 39 26 13137 ASEI American Science and Engineering, Inc. 34,039 19,587 14,452 135 77 57138 AMSC American Superconductor Corp. 225,083 139,614 85,469 890 552 338139 AMT American Tower Corporation CLA 270,411 137,808 132,603 1,069 545 524140 AWK American Water Works Co., Inc. 11,813 7,075 4,738 69 42 28141 CRMT America's Car-Mart, Inc. 567 189 378 12 4 8142 ACF AmeriCredit Corporation 386,757 153,274 233,483 1,529 606 923143 ARGN Amerigon, Incorporated 700 645 55 5 5 0144 AGP AMERIGROUP Corporation 23,757 13,978 9,779 94 55 39145 AMP Ameriprise Financial, Inc. 55,143 32,072 23,071 218 127 91146 AMSF Amerisafe, Inc. 1,867 1,008 859 17 9 8147 ABC AmerisourceBergen Corporation 31,848 18,334 13,514 126 72 53148 ASCA Ameristar Casinos, Inc. 13,142 4,092 9,050 52 16 36149 AME AMETEK, Inc. 2,580 1,244 1,336 10 5 5150 AMGN Amgen, Inc. 1,761,871 1,004,432 757,439 6,964 3,970 2,994151 AMKR Amkor Technology, Inc. 77,246 42,027 35,219 305 166 139152 APH Amphenol Corporation 61,251 27,637 33,614 242 109 133153 AMR AMR Corporation 1,542,082 935,003 607,079 6,095 3,696 2,400154 AFSI Amtrust Financial Services, Inc. 26,515 23,364 3,151 105 92 12155 AMLN Amylin Pharmaceuticals, Inc. 640,751 333,191 307,560 2,533 1,317 1,216156 APC Anadarko Petroleum Corporation 755,163 438,631 316,532 2,985 1,734 1,251157 ANAD ANADIGICS, Inc. 28,785 16,059 12,726 114 63 50158 ADI Analog Devices, Inc. 119,620 70,917 48,703 473 280 193159 ALOG Analogic Corporation 1,844 794 1,050 7 3 4160 ANEN Anaren, Inc. 2,080 1,028 1,052 8 4 4161 ANGO AngioDynamics, Inc. 7,910 5,337 2,573 31 21 10162 ANPI Angiotech Pharmaceuticals, Inc. 2,484 2,067 417 10 8 2163 AAUK Anglo American plc 58,873 45,096 13,777 233 178 54164 AU AngloGold Ashanti Limited ADS 225,672 116,597 109,075 892 461 431165 BUD Anheuser-Busch Companies, Inc. 2,362,965 1,458,743 904,222 9,340 5,766 3,574166 AXE Anixter International, Inc. 18,369 7,776 10,593 73 31 42167 NLY Annaly Capital Management, Inc. 763,044 398,547 364,497 3,016 1,575 1,441168 ANN AnnTaylor Stores Corporation 92,247 34,551 57,696 365 137 228169 ANSS ANSYS, Inc. 6,145 3,746 2,399 24 15 9170 AHR Anthracite Capital, Inc. 25,232 15,265 9,967 100 60 39171 AGEN Antigenics, Inc. 10,798 8,117 2,681 43 32 11172 ANH Anworth Mortgage Asset Corporation 35,964 25,430 10,534 142 101 42173 AOC AON Corporation 48,095 26,988 21,107 190 107 83174 APA Apache Corporation 983,148 559,841 423,307 3,886 2,213 1,673175 AIV Apartment Investment & Management Company 100,089 5,885 94,204 396 23 372176 SIL Apex Silver Mines Limited 148,982 119,921 29,061 589 474 115177 APOG Apogee Enterprises, Inc. 18,415 12,027 6,388 73 48 25178 APOL Apollo Group, Inc. 413,996 192,793 221,203 1,636 762 874179 AINV Apollo Investment Corporation 37,010 21,847 15,163 146 86 60180 APWR A-Power Energy Generation Systems Ltd. 93,722 72,984 20,738 715 557 158181 APPX APP Pharmaceuticals, Inc. 10,819 8,112 2,707 43 32 11182 AAPL Apple, Inc. 20,595,023 12,265,913 8,329,110 81,403 48,482 32,921183 ABI Applera Corporation-Applied Biosystems Group 33,031 24,544 8,487 131 97 34184 AERG Applied Energetics, Inc. 8,674 8,502 172 34 34 1185 AMAT Applied Materials, Inc. 884,735 489,903 394,832 3,497 1,936 1,561186 AMCC Applied Micro Circuits Corporation 5,948 5,042 906 24 20 4187 AHG Apria Healthcare Group, Incorporated 7,929 2,977 4,952 31 12 20188 ATR AptarGroup, Inc. 6 3 3 0 0 0189 WTR Aqua America, Inc. 13,016 6,981 6,035 51 28 24190 ARA Aracruz Cellulose S.A. 10,133 6,882 3,251 40 27 13191 ARB Arbitron, Inc. 1,830 763 1,067 23 10 14192 MT Arcelor Mittal 341,910 172,236 169,674 1,351 681 671





193 ACI Arch Coal, Inc. 941,797 570,300 371,497 3,723 2,254 1,468194 ADM Archer-Daniels-Midland Company 525,161 322,473 202,688 2,076 1,275 801195 ARNA Arena Pharmaceuticals, Inc. 32,261 21,822 10,439 128 86 41196 ARD Arena Resources, Inc. 35,229 22,728 12,501 139 90 49197 STST Argon ST., Inc. 4,400 1,788 2,612 34 14 20198 ARIA ARIAD Pharmaceuticals, Inc. 7,248 5,583 1,665 29 22 7199 ARBA Ariba, Inc. 38,157 24,566 13,591 151 97 54200 ABFS Arkansas Best Corporation 17,521 5,391 12,130 69 21 48201 AWI Armstrong World Industries, Inc 5,312 2,597 2,715 29 14 15202 ARQL ArQule, Inc. 2,313 1,718 595 9 7 2203 ARRS Arris Group, Inc. 32,875 22,132 10,743 130 87 42204 ARW Arrow Electronics, Inc. 23,925 9,232 14,693 95 36 58205 ARTC ArthroCare Corporation 639,151 298,771 340,380 2,526 1,181 1,345206 ARUN Aruba Networks, Inc. 19,189 15,679 3,510 76 62 14207 ARM ArvinMeritor, Inc. 31,377 14,234 17,143 124 56 68208 ASA ASA Limited 52,808 32,340 20,468 209 128 81209 ASTI Ascent Solar Technologies, Inc. 26,199 15,711 10,488 106 64 42210 ASTSF ASE Test Limited (New) 2,877 1,977 900 11 8 4211 AHT Ashford Hospitality Trust 4,499 2,764 1,735 18 11 7212 ASH Ashland, Inc. 48,683 25,351 23,332 192 100 92213 ASIA Asiainfo Holdings, Inc. 14,942 11,691 3,251 59 46 13214 ASML ASM Holding N.V. 29,749 6,734 23,015 118 27 91215 ASMI ASM International N.V. 4,229 2,076 2,153 17 8 9216 AHL Aspen Insurance Holdings Ltd. 1,959 1,114 845 8 4 3217 AZPN Aspen Technology, Inc. 582 229 353 2 1 1218 APPY AspenBio Pharma, Inc. 28,988 21,232 7,756 115 84 31219 ASPV Aspreva Pharmaceuticals Corporation 10 0 10 0 0 0220 AACC Asset Acceptance Capital Corp. 3,565 1,680 1,885 14 7 7221 ASBC Associated Banc-Corp. 7,274 4,264 3,010 29 17 12222 AIZ Assurant, Inc. 34,801 18,291 16,510 138 72 65223 AGO Assured Guaranty Ltd. 147,353 75,842 71,511 582 300 283224 ASFI Asta Funding, Inc. 6,073 3,276 2,797 24 13 11225 ASTE Astec Industries Inc. 12,717 7,634 5,083 50 30 20226 AF Astoria Financial Corporation 21,082 9,233 11,849 83 36 47227 AZN AstraZeneca plc ADS 125,837 80,719 45,118 497 319 178228 T AT&T Corporation 2,584,694 1,661,193 923,501 10,216 6,566 3,650229 ATHN athenahealth, Inc. 55,738 36,462 19,276 220 144 76230 AGIX AtheroGenics, Inc. 83,146 23,152 59,994 329 92 237231 ATHR Atheros Communications 471,447 284,085 187,362 1,863 1,123 741232 AAWW Atlas Air Worldwide Holdings, Inc. 5,171 2,619 2,552 66 34 33233 ATN Atlas Energy Resources LLC 19,240 9,971 9,269 76 39 37234 APL Atlas Pipeline Partners, LP 943 897 46 4 4 0235 ATML Atmel Corporation 12,531 6,765 5,766 50 27 23236 ATMI ATMI, Inc. 1,905 1,152 753 8 5 3237 ATPG ATP Oil & Gas Corporation 43,760 28,379 15,381 173 112 61238 ATW Atwood Oceanics, Inc. 71,505 44,255 27,250 283 175 108239 AUO AU Optronics Corp. 74,779 40,894 33,885 296 162 134240 ADBL Audible, Inc. (New) 2,294 1,969 325 9 8 1241 AUDC AudioCodes Ltd. 2,296 1,644 652 9 6 3242 AZC Augusta Resource Corporation 538 488 50 5 4 0243 AUTH AuthenTec, Inc. 8,213 7,368 845 39 35 4244 ADSK Autodesk, Inc. 250,831 112,501 138,330 991 445 547245 ADP Automatic Data Processing, Inc. 129,373 72,275 57,098 511 286 226246 AN AutoNation, Inc. 68,018 22,272 45,746 269 88 181247 AZO Autozone, Inc. 216,071 93,741 122,330 854 371 484248 AUXL Auxilium Pharmaceuticals, Inc. 148,874 80,891 67,983 588 320 269249 AVB Avalonbay Communities, Inc. 61,631 29,069 32,562 244 115 129250 AVNR Avanir Pharmaceuticals 1,015 652 363 4 3 1251 AVR Aventine Renewable Energy Holdings, Inc. 34,987 22,343 12,644 138 88 50252 AVY Avery Dennison Corporation 43,734 16,358 27,376 173 65 108253 AVII AVI BioPharma, Inc. (New) 2,383 2,265 118 9 9 0254 AVID Avid Technology, Inc. 37,227 17,159 20,068 147 68 79255 CAR Avis Budget Group, Inc. 46,720 27,224 19,496 185 108 77256 AVT Avnet, Inc. 27,004 14,761 12,243 107 58 48





257 AVCT Avocent Corp. 8,794 5,777 3,017 35 23 12258 AVP Avon Products, Inc. 178,204 79,195 99,009 704 313 391259 AVX AVX Corporation 3,416 2,408 1,008 14 10 4260 AXA Axa-Spons ADR 19,437 9,139 10,298 77 36 41261 AXCA Axcan Pharma, Inc. (New) 820 534 286 3 2 1262 ACLS Axcelis Technologies, Inc. 2,449 1,656 793 10 7 3263 AXS Axis Capital Holdings Limited 18,759 14,420 4,339 74 57 17264 AXYS Axsys Technologies, Inc. 8,929 6,140 2,789 114 79 36265 AZZ AZZ Incorporated 47,021 28,611 18,410 186 113 73266 BMI Badger Meter, Inc. 961 528 433 16 9 7267 BIDU Baidu, Inc. ADS 2,556,836 1,414,884 1,141,952 10,106 5,592 4,514268 BHI Baker Hughes Incorporated 391,359 229,581 161,778 1,547 907 639269 BCPC Balchem Corporation 1,644 997 647 18 11 7270 BLL Ball Corporation 16,553 10,139 6,414 65 40 25271 BLDP Ballard Power Systems, Inc. 4,650 2,021 2,629 18 8 10272 BYI Bally Technologies, Inc. 115,981 82,300 33,681 458 325 133273 BBV Banco Bibao Vizcaya SP ADR 15,426 8,172 7,254 61 32 29274 BBD Banco Bradesco 246,422 125,677 120,745 974 497 477275 ITU Banco Itaú Holding Financeira S.A. 177,089 74,700 102,389 700 295 405276 STD Banco Santander SA 27,088 14,429 12,659 121 65 57277 BXS BancorpSouth, Inc. 4,189 2,044 2,145 17 8 8278 BAC Bank of America Corporation 11,894,385 6,154,345 5,740,040 47,013 24,325 22,688279 BMO Bank of Montreal 2,737 1,424 1,313 11 6 5280 BNS Bank of Nova Scotia 1,519 570 949 17 6 10281 RATE Bankrate, Inc. 65,891 32,657 33,234 260 129 131282 BKUNA BankUnited Financial Corporation 31,693 16,070 15,623 125 64 62283 BCS Barclays PLC 64,340 31,582 32,758 254 125 129284 BCR Bard (C.R.), Inc. 17,593 10,441 7,152 70 41 28285 BARE Bare Escentuals, Inc. 48,284 19,005 29,279 191 75 116286 BKS Barnes & Noble, Inc. 25,530 11,429 14,101 101 45 56287 B Barnes Group, Inc. 14,326 10,682 3,644 57 42 14288 BRL Barr Laboratories, Inc. 121,076 66,942 54,134 479 265 214289 ABX Barrick Gold Corporation 1,275,335 748,870 526,465 5,041 2,960 2,081290 BAS Basic Energy Services, Inc. 6,750 5,594 1,156 27 22 5291 BWTR Basin Water, Inc. 18,019 10,987 7,032 71 43 28292 BAX Baxter International, Inc. 184,737 122,682 62,055 730 485 245293 BTE Baytex Energy Trust 39,076 29,530 9,546 154 117 38294 BBT BB&T Corporation 595,713 299,731 295,982 2,355 1,185 1,170295 BCE BCE, Inc. 335,241 162,501 172,740 1,325 642 683296 BEAV BE Aerospace, Inc. 81,170 49,556 31,614 321 196 125297 BEAS BEA Systems, Inc. 68,598 46,041 22,557 271 182 89298 BECN Beacon Roofing Supply, Inc. 6,883 4,534 2,349 27 18 9299 BSC Bear Stearns Companies, Inc. (The) 2,958,430 1,388,073 1,570,357 11,693 5,486 6,207300 BE BearingPoint, Inc. (New) 1,370 1,093 277 5 4 1301 BZH Beazer Homes USA, Inc. 376,115 172,134 203,981 1,487 680 806302 BEBE bebe stores, inc. 36,734 21,242 15,492 145 84 61303 BEC Beckman Coulter, Inc. 27,205 19,093 8,112 108 75 32304 BDX Becton Dickinson & Company 32,319 23,189 9,130 128 92 36305 BBBY Bed Bath & Beyond, Inc. 532,535 185,327 347,208 2,105 733 1,372306 BDC Belden, Inc. 8,855 4,074 4,781 35 16 19307 BLUS BELLUS HEALTH, INC. 880 768 112 3 3 0308 BLC Belo Corp. 7,618 4,276 3,342 30 17 13309 BMS Bemis Company 20,426 12,218 8,208 81 48 32310 BRY Berry Petroleum Company Cl A 11,624 8,230 3,394 46 33 13311 BBY Best Buy Co., Inc. 1,337,717 505,614 832,103 5,287 1,998 3,289312 BGCP BGC Partners, Inc. 2,096 1,102 994 8 4 4313 BHP BHP Billiton Limited 396,957 220,075 176,882 1,569 870 699314 BBL BHP Billiton plc 2,661 1,594 1,067 29 17 12315 BIDZ Bidz.com 99,337 47,952 51,385 393 190 203316 BIG Big Lots, Inc. 93,182 45,045 48,137 368 178 190317 BBND BigBand Networks, Inc. 3,957 2,699 1,258 16 11 5318 BBG Bill Barrett Corporation 27,089 14,523 12,566 107 57 50319 BCRX BioCryst Pharmaceuticals, Inc. 5,286 3,229 2,057 21 13 8320 BIIB BIOGEN IDEC, Inc. 490,008 285,990 204,018 1,937 1,130 806





321 BLTI BioLase Technology, Inc. (New) 6,595 4,211 2,384 26 17 9322 BMRN BioMarin Pharmaceutical, Inc. 124,245 72,337 51,908 491 286 205323 BMR Biomed Realty Trust 7,424 5,110 2,314 29 20 9324 BRLI Bio-Reference Laboratories, Inc. 6,097 4,418 1,679 24 17 7325 BPAX BioSante Pharmaceuticals, Inc. 6,733 4,593 2,140 27 18 8326 BIOS BioScripp, Inc. 6,978 5,397 1,581 28 21 6327 BVF Biovail Corporation International 81,143 59,521 21,622 321 235 85328 BMD Birch Mountain Resources Ltd. 171 171 0 1 1 0329 BJS BJ Services Company 237,559 149,785 87,774 939 592 347330 BJRI BJ's Restaurant, Inc. 7,486 1,839 5,647 30 7 22331 BJ BJ's Wholesale Club, Inc. 101,486 34,559 66,927 401 137 265332 BDK Black & Decker Corporation (The) 117,029 40,812 76,217 463 161 301333 BBOX Black Box Corporation 8,444 4,176 4,268 33 17 17334 BLKB Blackbaud, Inc. 7,381 2,095 5,286 29 8 21335 BBBB Blackboard, Inc. 7,707 4,698 3,009 30 19 12336 BLK BlackRock, Inc. 37,093 16,892 20,201 147 67 80337 BLOG BladeLogic, Inc. 14,691 1,615 13,076 66 7 59338 HRB Block (H & R), Inc. 291,044 101,471 189,573 1,150 401 749339 BBI Blockbuster Inc.-Cl A 89,323 70,086 19,237 353 277 76340 BCSI Blue Coat Systems, Inc. 136,349 81,548 54,801 539 322 217341 NILE Blue Nile, Inc. 318,491 146,597 171,894 1,259 579 679342 BXG Bluegreen Corporation 9,402 3,364 6,038 37 13 24343 BPHX Bluephoenix Solutions Ltd. 18,585 13,009 5,576 73 51 22344 BTH Blyth, Inc. 2,548 1,496 1,052 10 6 4345 BMC BMC Software, Inc. 112,045 63,574 48,471 443 251 192346 BWP Boardwalk Pipeline Partners, LP 16,201 12,748 3,453 64 50 14347 BOBE Bob Evans Farms, Inc. 1,609 774 835 49 23 25348 BA Boeing Company (The) 1,032,684 545,147 487,537 4,082 2,155 1,927349 BDE Bois d' Arc Energy, Inc. 5,045 4,077 968 20 16 4350 BOKF BOK Financial Corporation 517 345 172 11 7 4351 BGP Borders Group, Inc. 34,122 20,153 13,969 135 80 55352 BWA BorgWarner, Inc. 30,376 14,029 16,347 120 55 65353 BORL Borland Software Corporation 1,088 783 305 4 3 1354 SAM Boston Beer Company, Inc. 11,201 4,850 6,351 61 26 34355 BXP Boston Properties, Inc. 20,776 8,827 11,949 82 35 47356 BSX Boston Scientific Corporation 475,737 242,665 233,072 1,880 959 921357 BYD Boyd Gaming Corporation 134,721 89,641 45,080 532 354 178358 BP BP p.l.c. 457,779 251,826 205,953 1,809 995 814359 BPT BP Prudhoe Bay Royalty Trust 61,181 38,356 22,825 242 152 90360 BZP BPZ Energy, Inc. 130,895 100,802 30,093 517 398 119361 BDY Bradley Pharmaceuticals, Inc. (New) 1,200 890 310 5 4 1362 BRP Brasil Telecom S.A. 14,825 7,524 7,301 59 30 29363 BBEP BreitBurn Energy Partners L.P. 7,453 3,813 3,640 29 15 14364 BGG Briggs & Stratton 25,909 10,387 15,522 102 41 61365 BEXP Brigham Exploration Company 41,790 33,921 7,869 165 134 31366 CELL Brightpoint, Inc. 19,806 15,456 4,350 78 61 17367 EAT Brinker International, Inc. 34,631 13,642 20,989 137 54 83368 CFL Brinks Home Security Holdings, Inc. 1,801 579 1,222 55 18 37369 BMY Bristol-Myers Squibb Company 949,049 620,046 329,003 3,751 2,451 1,300370 BRCM Broadcom, Inc. 1,995,684 1,317,801 677,883 7,888 5,209 2,679371 BRCD Brocade Communications Systems, Inc. 220,882 144,439 76,443 873 571 302372 BRNC Bronco Drilling Company, Inc. 5,568 3,474 2,094 22 14 8373 BKD Brookdale Senior Living, Inc. 23,067 8,994 14,073 95 37 58374 BAM Brookfield Asset Management, Inc. 11,577 6,155 5,422 46 24 21375 BHS Brookfield Homes Corporation 7,346 2,862 4,484 29 11 18376 BIP Brookfield Infrastructure Partners L.P. 2,994 1,509 1,485 14 7 7377 BRKS Brooks Automation, Inc. 5,349 2,644 2,705 21 10 11378 BRO Brown & Brown, Inc. (New) 10,354 5,868 4,486 41 23 18379 BRKR Bruker Corporation 16,596 12,334 4,262 66 49 17380 BC Brunswick Corporation 83,557 27,474 56,083 330 109 222381 BW Brush Engineered Materials, Inc. 20,291 11,032 9,259 80 44 37382 BPL Buckeye Partners, LP 6,228 3,804 2,424 25 15 10383 BUCY Bucyrus International, Inc. 178,229 95,448 82,781 704 377 327384 BWLD Buffalo Wild Wings, Inc. 69,585 33,809 35,776 275 134 141





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449 CLS Celestica, Inc. 29,195 18,091 11,104 115 72 44450 CELG Celgene Corporation 786,360 504,880 281,480 3,108 1,996 1,113451 CEGE Cell Genesys, Inc. 22,000 18,176 3,824 87 72 15452 CEL Cellcom Israel Ltd. 9,482 6,148 3,334 47 30 16453 CLDX Celldex Therapeutics, Inc. 1,552 674 878 12 5 7454 CX Cemex, S.A.B. de C.V. 761,246 280,174 481,072 3,009 1,107 1,901455 CNC Centene Corporation 13,942 8,752 5,190 55 35 21456 CNP CenterPoint Energy, Inc. 11,547 7,686 3,861 46 30 15457 CTX CENTEX Corporation 821,806 287,095 534,711 3,248 1,135 2,113458 CEDC Central European Distribution Corporation 43,998 23,639 20,359 174 93 80459 CETV Central European Media Enterprises Ltd. 24,221 16,048 8,173 96 63 32460 CPF Central Pacific Financial Corp. 37,756 30,359 7,397 204 164 40461 CENX Century Aluminum Company (New) 135,318 69,182 66,136 535 273 261462 CTL Centurytel, Inc. 23,032 14,397 8,635 91 57 34463 CEPH Cephalon, Inc. 296,855 181,902 114,953 1,173 719 454464 CPHD Cepheid, Inc. 87,049 55,906 31,143 344 221 123465 CRDN Ceradyne, Inc. 171,409 97,451 73,958 678 385 292466 CRNT Ceragon Networks Ltd. 20,717 17,179 3,538 82 68 14467 CERN Cerner Corporation 55,009 29,413 25,596 217 116 101468 CF CF Industries Holdings, Inc. 330,171 192,721 137,450 1,305 762 543469 GIB CGI Group, Inc. 203 103 100 3 2 2470 CGV CGV Veritas 19,455 7,946 11,509 77 31 45471 CHIC Charlotte Russe Holding, Inc. 12,158 7,448 4,710 48 29 19472 CHRS Charming Shoppes, Inc. 34,395 30,990 3,405 136 122 13473 GTLS Chart Industries, Inc. 34,236 25,866 8,370 135 102 33474 CHTR Charter Communications, Inc. 5,685 4,880 805 22 19 3475 CHTT Chattem, Inc. 32,123 18,745 13,378 127 74 53476 CHKP Check Point Software Technologies Ltd. 118,699 90,199 28,500 469 357 113477 CAKE Cheesecake Factory Incorporated (The) 97,104 48,493 48,611 384 192 192478 CHE Chemed Corporation 5,511 2,743 2,768 22 11 11479 CEM Chemtura Corporation 5,808 4,229 1,579 23 17 6480 CQP Cheniere Energy Partners, LP 12,619 5,163 7,456 50 20 29481 LNG Cheniere Energy, Inc. 281,873 146,541 135,332 1,114 579 535482 CHK Chesapeake Energy Corporation 4,118,487 2,827,389 1,291,098 16,279 11,175 5,103483 CVX Chevron Corporation 1,813,974 1,066,623 747,351 7,170 4,216 2,954484 CBI Chicago Bridge & Iron Company N.V. 50,800 31,440 19,360 201 124 77485 CHS Chico's FAS, Inc. 134,682 84,843 49,839 532 335 197486 PLCE Children's Place 116,196 55,900 60,296 459 221 238487 CIM Chimera Investment Corporation 17,048 5,748 11,300 82 28 54488 RCH China Architectural Engineering, Inc. 19,194 15,990 3,204 76 63 13489 CBAK China BAK Battery, Inc. 14,299 12,208 2,091 57 48 8490 STV China Digital Holding Co., Ltd. 51,451 33,267 18,184 203 131 72491 CDS China Direct, Inc. 44,857 37,610 7,247 177 149 29492 JRJC China Finance Online Company 60,847 44,360 16,487 241 175 65493 CFSG China Fire & Security Group, Inc. 13,767 8,181 5,586 54 32 22494 GRRF China GrenTech Corporation Limited 3,902 3,715 187 15 15 1495 LFC China Life Insurance Co., Ltd. 345,103 163,050 182,053 1,364 644 720496 CMED China Medical Technologies, Inc. 101,006 58,646 42,360 399 232 167497 CHL China Mobile Limited 639,412 381,584 257,828 2,527 1,508 1,019498 NPD China Nepstar Chain Drugstore Limited 2,206 1,609 597 9 6 2499 CN China Netcom Group Corporation Limited 21,354 12,143 9,211 84 48 36500 SNP China Petroleum and Chemical Corporation 136,462 82,932 53,530 539 328 212501 CPSL China Precision Steel, Inc. 91,607 61,524 30,083 362 243 119502 CSR China Security & Surveillance Technology, Inc. 156,699 106,896 49,803 619 423 197503 CSUN China Sunergy Company 111,874 71,012 40,862 442 281 162504 CNTF China Techfaith Wireless 14,649 11,344 3,305 58 45 13505 CTDC China Technology Development Group Corporation 7,316 5,976 1,340 29 24 5506 CHA China Telecom Corporation Limited 33,915 15,844 18,071 134 63 71507 CHU China Unicom Limited 57,829 32,368 25,461 229 128 101508 CYD China Yuchai International Limited 22,787 13,357 9,430 90 53 37509 IMOS ChipMOS TECHNOLOGIES (Bermuda) LTD. 3,225 2,731 494 13 11 2510 CMG Chipotle Mexican Grill, Inc. 411,669 202,810 208,859 1,627 802 826511 CMG/B Chipotle Mexican Grill, Inc. (B) 2,952 1,760 1,192 12 7 5512 CQB Chiquita Brands International, Inc. 88,026 42,733 45,293 348 169 179





513 CHH Choice Hotels International, Inc. 8,754 4,680 4,074 35 18 16514 CBK Christopher & Banks Corporation 18,500 11,021 7,479 73 44 30515 CB Chubb Corporation (The) 95,859 58,434 37,425 379 231 148516 CHT Chunghwa Telecom Co., Ltd. - ADR 18,038 10,009 8,029 71 40 32517 SBS CIA Saneamento Basico De 19,102 12,970 6,132 76 51 24518 CIEN Ciena Corporation 329,953 205,931 124,022 1,304 814 490519 CI CIGNA Corporation 149,697 74,219 75,478 592 293 298520 XEC Cimarex Energy Co. 81,139 45,398 35,741 321 179 141521 CBB CIncinnati Bell, Inc. 2,596 1,721 875 10 7 3522 CINF Cincinnati Financial Corporation 15,813 7,564 8,249 63 30 33523 CNK Cinemark Holdings, Inc. 6,290 1,844 4,446 25 7 18524 CTAS Cintas Corporation 36,839 22,740 14,099 146 90 56525 CIR CIRCOR International, Inc. 1,376 555 821 18 7 11526 CC Circuit City Stores, Inc. Circuit City Group 106,465 80,135 26,330 421 317 104527 CRUS Cirrus Logic, Inc. 14,676 10,098 4,578 58 40 18528 CSCO Cisco Systems, Inc. 6,689,719 4,203,739 2,485,980 26,442 16,616 9,826529 CIT CIT Group, Inc. 544,262 304,828 239,434 2,151 1,205 946530 C Citigroup, Inc. 19,566,512 10,592,805 8,973,707 77,338 41,869 35,469531 CRBC Citizens Banking Corporation 5,157 3,031 2,126 20 12 8532 CIA Citizens, Inc. 158 158 0 12 12 0533 CTXS Citrix Systems, Inc. 365,204 213,765 151,439 1,443 845 599534 CYN City National Corporation 23,698 8,988 14,710 94 36 58535 CKR CKE Restaurants, Inc. 10,489 5,912 4,577 41 23 18536 CKXE CKX, Inc. 900 389 511 7 3 4537 CLC CLARCOR, Inc. 1,111 475 636 34 14 19538 CLNE Clean Energy Fuels Corporation 50,893 37,490 13,403 201 148 53539 CLH Clean Harbors, Inc. 44,095 26,683 17,412 174 105 69540 CCU Clear Channel Communications, Inc. 3,922,347 2,324,475 1,597,872 15,503 9,188 6,316541 CCO Clear Channel Outdoor Holdings, Inc. 7,394 2,656 4,738 29 10 19542 CLWR Clearwire Corporation 142,245 82,573 59,672 562 326 236543 CBLI Cleveland Biolabs, Inc. 12,178 8,036 4,142 48 32 16544 CLF Cliffs Natural Resources, Inc. 647,225 376,631 270,594 2,558 1,489 1,070545 CLDA Clinical Data, Inc. 9,694 8,217 1,477 38 32 6546 CLX Clorox Company (The) 92,319 50,578 41,741 365 200 165547 CME CME Group, Inc. 328,093 179,673 148,420 1,297 710 587548 CMS CMS Energy Corporation 11,625 6,280 5,345 46 25 21549 CNA CNA Financial Corporation 20,567 12,812 7,755 81 51 31550 CNH CNH Global N.V. 43,072 28,111 14,961 170 111 59551 CISG CNinsure, Inc. 3,070 1,798 1,272 12 7 5552 CEO CNOOC Limited 78,364 42,836 35,528 310 169 140553 COH Coach, Inc. 419,145 210,344 208,801 1,657 831 825554 KO Coca-Cola Company (The) 1,157,678 682,786 474,892 4,576 2,699 1,877555 CCE Coca-Cola Enterprises, Inc. 54,750 33,116 21,634 216 131 86556 CDE Coeur d' Alene Mines Corp. 513,283 427,260 86,023 2,029 1,689 340557 CCOI Cogent Communications Group, Inc. 23,794 14,767 9,027 94 58 36558 COGT Cogent, Inc. 46,636 28,968 17,668 184 114 70559 CTSH Cognizant Technology Solutions Corporation 315,939 174,556 141,383 1,249 690 559560 COGN Cognos, Incorporated 4,908 2,030 2,878 19 8 11561 COGO Cogo Group, Inc. 9,493 8,075 1,418 38 32 6562 CNS Cohen & Steers, Inc. 10,398 3,877 6,521 41 15 26563 COHU Cohu, Inc. 1,084 715 369 4 3 1564 CSTR Coinstar, Inc. 18,122 10,141 7,981 72 40 32565 CWTR Coldwater Creek, Inc. 16,165 12,375 3,790 64 49 15566 CFX Colfax Corporation 11,313 9,256 2,057 72 59 13567 CL Colgate-Palmolive Company 194,337 104,657 89,680 768 414 354568 CGPI Collagenex Pharmaceuticals, Inc. 3,834 2,247 1,587 15 9 6569 PSS Collective Brands, Inc. 145,955 73,116 72,839 577 289 288570 CNB Colonial BancGroup, Inc. 119,935 58,198 61,737 474 230 244571 CBRX Columbia Laboratories, Inc 5,818 5,055 763 52 46 7572 COLM Columbia Sportwear Company 27,183 8,588 18,595 107 34 73573 CMCSK Comcast Corporation (Special Class A) 359,757 303,525 56,232 1,422 1,200 222574 CMCSA Comcast Corporation Class A 712,785 441,842 270,943 2,817 1,746 1,071575 CMA Comerica, Incorporated 283,329 124,044 159,285 1,120 490 630576 CBH Commerce Bancorp, Inc. 6,459 2,520 3,939 26 10 16





577 CBSH Commerce Bancshares, Inc 3,850 2,805 1,045 62 45 17578 CGI Commerce Group, Inc. 2,730 604 2,126 11 2 8579 CMC Commercial Metals Company 103,734 78,849 24,885 410 312 98580 CTV Commscope, Inc. 27,327 15,728 11,599 108 62 46581 CBON Community Bancorp. 3,132 2,080 1,052 18 12 6582 CYH Community Health Systems, Inc. (New) 22,188 10,413 11,775 88 41 47583 ABV Companhia de Bebidas das Americas 27,423 11,289 16,134 108 45 64584 CIG Companhia Energetica de Minas Gerais 27,497 24,776 2,721 109 98 11585 ELP Companhia Paranaense de Energia-Copel 14,215 10,409 3,806 56 41 15586 SID Companhia Siderurgica Nacional ADR 176,605 97,171 79,434 698 384 314587 RIO Companhia Vale do Rio Doce 5,137,016 3,013,943 2,123,073 20,304 11,913 8,392588 BVN Compania de Minas Buenaventura S.A. 49,316 35,366 13,950 195 140 55589 CMP Compass Minerals International, Inc. 53,967 33,047 20,920 213 131 83590 CPX Complete Production Services, Inc. 7,231 3,525 3,706 29 14 15591 CCRT CompuCredit Corporation 99,016 37,749 61,267 391 149 242592 CSC Computer Sciences Corporation 66,848 41,114 25,734 264 163 102593 CPWR Compuware Corporation 28,668 22,126 6,542 113 87 26594 SCOR comScore, Inc. 20,263 15,233 5,030 80 60 20595 CRK Comstock Resources, Inc. (New) 54,228 32,668 21,560 214 129 85596 CMTL Comtech Telecommunication Corp. 29,273 21,002 8,271 116 83 33597 COMV Comverge, Inc. 23,798 15,744 8,054 94 62 32598 CMVT Comverse Technology, Inc. 1,557 424 1,133 6 2 4599 CAG ConAgra, Inc. 100,282 58,225 42,057 396 230 166600 CPTS Conceptus, Inc. 22,218 9,014 13,204 88 36 52601 CXO Concho Resources, Inc. 22,340 13,043 9,297 88 52 37602 CNQR Concur Technologies, Inc. 46,591 25,932 20,659 184 102 82603 CNXT Conexant Systems, Inc 208 28 180 1 0 1604 CONN Conn's, Inc. 162,111 74,141 87,970 641 293 348605 COP ConocoPhillips 1,556,648 858,877 697,771 6,153 3,395 2,758606 CNX Consol Energy, Inc. 440,742 262,859 177,883 1,742 1,039 703607 ED Consolidated Edison, Inc. 96,590 62,192 34,398 382 246 136608 CGX Consolidated Graphics, Inc. 2,927 1,707 1,220 12 7 5609 STZ Constellation Brands, Inc. 31,529 18,337 13,192 125 72 52610 CEG Constellation Energy Corp. 276,862 180,119 96,743 1,094 712 382611 MCF Contango Oil & Gas Co. 12,212 7,116 5,096 58 34 24612 CAL Continental Airlines, Inc. (Class B) 544,616 284,246 260,370 2,153 1,124 1,029613 CLR Continental Resources, Inc. 141,614 86,870 54,744 560 343 216614 CNVR Convera Corporation (New) 227 197 30 1 1 0615 CVG Convergys Corp. 9,081 5,162 3,919 36 20 15616 CNW Con-way, Inc. 32,513 14,053 18,460 129 56 73617 COO Cooper Companies, Inc. (The) 28,234 13,722 14,512 112 54 57618 CBE Cooper Industries, Inc. 35,746 18,134 17,612 141 72 70619 CTB Cooper Tire & Rubber Company 16,110 9,420 6,690 64 37 26620 CPA Copa Holdings SA 1,067 817 250 17 13 4621 CPNO Copano Energy LLC 4,953 2,475 2,478 20 10 10622 CPRT Copart, Inc. 37,371 17,637 19,734 148 70 78623 CNIC Copernic, Inc. 15 15 0 0 0 0624 CLB Core Laboratories N.V. 15,487 8,344 7,143 61 33 28625 COCO Corinthian Colleges, Inc. 25,989 17,122 8,867 103 68 35626 CPO Corn Products International 36,000 25,837 10,163 142 102 40627 CRN Cornell Companies, Inc. 240 124 116 7 4 4628 GLW Corning Incorporated 917,588 505,064 412,524 3,627 1,996 1,631629 OFC Corporate Office Properties Trust 556 288 268 43 22 21630 CXW Corrections Corporation of America 2,825 786 2,039 11 3 8631 CORS Corus Bankshares, Inc. 176,071 78,346 97,725 696 310 386632 CZZ Cosan Limited 21,428 13,938 7,490 85 55 30633 CPWM Cost Plus, Inc. 1,401 522 879 6 2 3634 COST Costco Wholesale Corp. 903,546 389,958 513,588 3,571 1,541 2,030635 COT Cott Corporation 2,892 1,655 1,237 11 7 5636 CGRB Cougar Biotechnology, Inc. 725 374 351 9 5 5637 CFC Countrywide Financial Corporation 1,693,181 621,572 1,071,609 6,692 2,457 4,236638 CVD Covance 22,991 11,362 11,629 91 45 46639 CVA Covanta Holding Corporation 41,385 21,087 20,298 164 83 80640 CVH Coventry Health Care, Inc. 124,863 81,883 42,980 494 324 170





641 COV Covidien Ltd. 35,296 22,223 13,073 140 88 52642 COWN Cowen Group, Inc. 761 497 264 3 2 1643 CBRL Cracker Barrel Old Country Store, Inc. 46,114 15,119 30,995 182 60 123644 CRAY Cray, Inc. (New) 6,008 4,212 1,796 24 17 7645 CMOS Credence Systems Corporation 2,588 2,507 81 10 10 0646 BAP Credicorp Limited 2,199 1,418 781 28 18 10647 CS Credit Suisse Group - SPON ADR 51,946 21,543 30,403 205 85 120648 CREE Cree, Inc. 728,262 371,440 356,822 2,879 1,468 1,410649 CROX Crocs, Inc. 919,059 565,644 353,415 3,633 2,236 1,397650 XTXI Crosstex Energy, Inc. 179 113 66 5 3 2651 CCI Crown Castle International Corp. 57,022 34,635 22,387 225 137 88652 CCK Crown Holdings, Inc. 110,078 54,094 55,984 435 214 221653 CRXL Crucell NV - ADR 5,657 3,322 2,335 22 13 9654 CRYP CryptoLogic Limited 5,162 3,224 1,938 20 13 8655 CRZ Crystal River Capital, Inc. 15,566 7,582 7,984 62 30 32656 KRY Crystallex International Corporation 35,289 33,336 1,953 139 132 8657 CSGS CSG Systems International, Inc. 19,079 11,481 7,598 75 45 30658 CSX CSX Corporation 586,215 315,230 270,985 2,317 1,246 1,071659 CTCM CTC Media, Inc. 62,124 11,665 50,459 246 46 199660 CTRP Ctrip.com International, Ltd. 227,383 123,123 104,260 899 487 412661 CTS CTS Corporation (New) 1,013 307 706 4 1 3662 CBST Cubist Pharmaceuticals, Inc. 45,046 31,197 13,849 178 123 55663 CMI Cummins, Inc. 301,923 151,818 150,105 1,193 600 593664 CMLS Cumulus Media, Inc.- Cl A 7,519 5,232 2,287 30 21 9665 CW Curtiss-Wright Corporation 11,996 5,502 6,494 47 22 26666 CUTR Cutera, Inc. 8,973 5,703 3,270 35 23 13667 CVTX CV Therapeutics, Inc. 69,929 60,226 9,703 276 238 38668 CVBF CVB Financial Corp. 5,474 3,939 1,535 30 21 8669 CVI CVR Energy, Inc. 2,043 1,744 299 14 12 2670 CVS CVS Caremark Corporation 657,801 377,387 280,414 2,600 1,492 1,108671 CYBX Cyberonics, Inc. 13,486 7,188 6,298 53 28 25672 CYMI Cymer, Inc. 31,899 12,661 19,238 126 50 76673 CYNO Cynosure, Inc. 18,097 11,739 6,358 72 46 25674 CYPB Cypress Bioscience, Inc. 78,138 54,223 23,915 309 214 95675 CY Cypress Semiconductor Corporation 463,670 287,741 175,929 1,833 1,137 695676 CYT Cytec Industries, Inc. 4,789 2,420 2,369 19 10 9677 CYTK Cytokinetics, Incorp. 388 343 45 4 4 0678 DHI D.R. Horton, Inc. 733,681 299,490 434,191 2,900 1,184 1,716679 DAI Daimler AG 85,343 40,958 44,385 337 162 175680 DAKT Daktronics, Inc. 21,501 12,259 9,242 85 48 37681 DAN Dana Holding Corporation 46,544 13,714 32,830 286 84 201682 DHR Danaher Corporation 138,580 61,586 76,994 548 243 304683 DRI Darden Restaurants, Inc. 106,367 53,179 53,188 420 210 210684 DAR Darling International, Inc. 13,001 10,655 2,346 51 42 9685 DDUP Data Domain, Inc. 206,614 46,839 159,775 817 185 632686 DTLK Datalink Corporation 510 482 28 2 2 0687 DVA DaVita, Inc. 36,218 19,493 16,725 143 77 66688 DWSN Dawson Geophysical Company 2,413 1,622 791 16 11 5689 DSTI Daystar Technologies, Inc. 9,405 4,931 4,474 37 19 18690 DPM DCP Midstream Partners, LP 3,563 2,607 956 14 10 4691 TRAK DealerTrack Holdings, Inc. 2,551 1,293 1,258 17 9 8692 DF Dean Foods Company 53,880 17,076 36,804 213 67 145693 DECK Deckers Outdoor Corporation 156,588 83,140 73,448 619 329 290694 DCGN deCODE Genetics, Inc. (New) 349 250 99 1 1 0695 DE Deere & Company 1,009,963 592,258 417,705 3,992 2,341 1,651696 DK Delek US Holdings, Inc. 7,817 5,837 1,980 31 23 8697 DELL Dell Computer Corp. 2,754,410 1,481,432 1,272,978 10,887 5,855 5,032698 DAL Delta Air Lines 979,471 769,173 210,298 3,871 3,040 831699 DFC Delta Financial Corporation 23 10 13 0 0 0700 DPTR Delta Petroleum Corporation 183,378 120,633 62,745 725 477 248701 DNR Denbury Resources, Inc. 176,484 130,065 46,419 698 514 183702 DNDN Dendreon Corporation 1,723,665 805,198 918,467 6,813 3,183 3,630703 DNN Dennison Mines Corporation 15,413 12,597 2,816 61 50 11704 XRAY DENTSPLY International, Inc. 28,765 17,297 11,468 114 68 45





705 DEPO Depomed, Inc. 3,921 3,629 292 15 14 1706 HXM Desarrolladora Homex S.A. de C.V. 20,515 9,138 11,377 81 36 45707 DB Deutsche Bank AG 106,572 42,274 64,298 421 167 254708 DT Deutsche Telekom AG ADR 35,268 16,716 18,552 139 66 73709 DDR Developers Diversified Realty Corporation 31,165 17,428 13,737 123 69 54710 DVN Devon Energy Corporation 1,006,734 629,106 377,628 3,979 2,487 1,493711 DV DeVRY, Inc. 19,746 11,151 8,595 78 44 34712 DXCM Dexcom, Inc. 3,748 1,642 2,106 15 6 8713 DGIT DG Fastchannel, Inc. 9,561 8,280 1,281 38 33 5714 DEO Diageo PLC 59,395 34,742 24,653 235 137 97715 DMND Diamond Foods, Inc. 2,333 1,392 941 71 42 29716 DO Diamond Offshore Drilling, Inc. 235,236 134,175 101,061 930 530 399717 DRH DiamondRock Hospitality Company 2,063 622 1,441 8 2 6718 DSX Diana Shipping, Inc. 206,645 135,092 71,553 817 534 283719 DKS Dick's Sporting Goods, Inc. 125,233 66,765 58,468 495 264 231720 DBD Diebold, Incorporated 81,882 27,122 54,760 324 107 216721 DGII Digi International, Inc. (New) 3,432 2,365 1,067 14 9 4722 DLR Digital Realty Trust, Inc. 11,337 6,697 4,640 45 26 18723 DRIV Digital River, Inc. 86,140 50,647 35,493 340 200 140724 DDS Dillard Department Stores, Inc. (Class A) 234,631 152,788 81,843 927 604 323725 DCOM Dime Community Bancshares, Inc. 1,196 522 674 7 3 4726 DIN DineEquity, Inc. 110,960 48,889 62,071 439 193 245727 DIOD Diodes, Incorporated 13,173 6,006 7,167 52 24 28728 DFS Discover Financial Services 148,101 65,796 82,305 585 260 325729 DISCA Discovery Communications, Inc. Series A 22,473 10,720 11,753 89 42 46730 DSCO Discovery Laboratories, Inc. 86,931 67,599 19,332 344 267 76731 DISH DISH Network Corporation Class A 227,313 121,778 105,535 898 481 417732 DITC Ditech Networks, Inc. 1,037 692 345 4 3 1733 DIVX DivX, Inc. 9,022 6,617 2,405 36 26 10734 RDY Doctor Reddy's Laboratories Limited (New) 25,343 2,463 22,880 100 10 90735 DLB Dolby Laboratories, Inc. 22,311 13,003 9,308 88 51 37736 DLLR Dollar Financial Corporation 2,403 1,710 693 9 7 3737 DTG Dollar Thrifty Automotive Group, Inc. 3,276 2,390 886 13 9 4738 DLTR Dollar Tree, Inc. 124,183 67,033 57,150 491 265 226739 D Dominion Resources, Inc. 70,472 41,913 28,559 279 166 113740 DPZ Domino's Pizza, Inc. 6,392 2,516 3,876 25 10 15741 RRD Donnelley (R.R.) & Sons Company 14,611 8,117 6,494 58 32 26742 DRL Doral Financial Corp. 14,798 10,510 4,288 58 42 17743 HILL Dot Hill Systems Corp. 6,267 5,653 614 25 22 2744 DBTK Double-Take Software, Inc. 9,153 6,078 3,075 36 24 12745 DEI Douglas Emmett, Inc. 9,504 2,383 7,121 38 9 28746 DOV Dover Corporation 8,352 3,833 4,519 33 15 18747 DOW Dow Chemical Company (The) 444,208 240,878 203,330 1,756 952 804748 DSL Downey Financial Corporation 173,103 74,085 99,018 684 293 391749 DPS Dr. Pepper Snapple Group, Inc. 17,015 8,210 8,805 104 50 54750 DWA DreamWorks Animation SKG, Inc. Cl A 16,627 9,058 7,569 66 36 30751 DRC Dresser-Rand Group, Inc. 21,573 15,704 5,869 85 62 23752 DRQ Dril-Quip, Inc. 46,187 23,868 22,319 183 94 88753 DRS DRS Technologies, Inc. 38,412 32,503 5,909 152 128 23754 DRYS DryShip, Inc. 2,230,105 1,372,891 857,214 8,815 5,426 3,388755 DSPG DSP Group 8,103 6,139 1,964 32 24 8756 DST DST Systems, Inc. 1,924 1,006 918 8 4 4757 DSW DSW, Inc. 72,870 28,745 44,125 288 114 174758 DD du Pont (E.I.) de Nemours & Company 424,429 231,664 192,765 1,678 916 762759 DUK Duke Energy Company 170,958 117,854 53,104 676 466 210760 DRE Duke-Weeks Realty Investment, Inc. 22,055 10,659 11,396 87 42 45761 DYAX Dyax Corporation 6,716 5,139 1,577 27 20 6762 DY Dycom Industries, Inc. 10,559 8,436 2,123 42 33 8763 BOOM Dynamic Materials Corporation 21,539 10,707 10,832 85 42 43764 DVAX Dynavax Technologies Corporation 4,699 3,748 951 19 15 4765 DCP DynCorp International, Inc. 4,732 3,744 988 19 15 4766 DYN Dynegy, Inc. 96,443 57,955 38,488 381 229 152767 ETFC E*Trade Financial Corporation 2,377,654 1,777,146 600,508 9,398 7,024 2,374768 EGLE Eagle Bulk Shipping, Inc. 62,393 42,764 19,629 247 169 78





769 EXP Eagle Materials, Inc. 31,629 18,826 12,803 125 74 51770 EROC Eagle Rock Energy Partners Ltd. 8,056 5,013 3,043 32 20 12771 ELNK EarthLink, Inc. 81,472 49,767 31,705 322 197 125772 EWBC East West Bancorp, Inc. 4,938 2,578 2,360 20 10 9773 EMN Eastman Chemical Company 20,142 11,179 8,963 80 44 35774 EK Eastman Kodak Company 269,113 149,847 119,266 1,064 592 471775 ETN Eaton Corporation 119,535 63,866 55,669 472 252 220776 EV Eaton Vance Corporation 16,507 4,620 11,887 65 18 47777 EBAY eBay, Inc. 1,584,845 937,243 647,602 6,264 3,705 2,560778 ELON Echelon Corporation 41,998 26,506 15,492 166 105 61779 SATS EchoStar Corporation 16,033 11,476 4,557 65 46 18780 ECLP Eclipsys Corporation 21,841 10,143 11,698 86 40 46781 ECL Ecolab, Inc. 17,203 9,197 8,006 68 36 32782 EPEX Edge Petroleum Corporation 8,731 6,273 2,458 35 25 10783 EIX Edison International 39,385 20,499 18,886 156 81 75784 EW Edward Lifesciences Corporation 28,607 14,452 14,155 113 57 56785 EJ E-House China Holdings Ltd. 54,060 42,406 11,654 214 168 46786 EP El Paso Corporation 497,856 383,627 114,229 1,968 1,516 451787 EPB El Paso Pipeline Partners LP 2,629 1,567 1,062 18 10 7788 ELN Elan Corporation PLC ADR 2,002,332 1,217,916 784,416 7,914 4,814 3,100789 EGO Eldorado Gold Corporation 56,491 42,271 14,220 223 167 56790 ESIO Electro Scientific Industries, Inc. 2,026 1,446 580 8 6 2791 ERTS Electronic Arts, Inc. 489,899 276,186 213,713 1,936 1,092 845792 EDS Electronic Data Systems, Inc. 66,475 40,521 25,954 263 160 103793 EFII Electronics for Imaging, Inc. 2,048 1,117 931 8 4 4794 EGT Elixir Gaming Technologies, Inc. 295 294 1 1 1 0795 EQ Embarq Corporation 38,228 23,989 14,239 151 95 56796 EMC EMC Corporation 3,111,070 2,265,056 846,014 12,297 8,953 3,344797 EMKR EMCORE Corporation (New) 81,363 66,012 15,351 322 261 61798 EBS Emergent Biosolutions, Inc. 7,319 4,974 2,345 80 54 25799 ESC Emeritus Corporation 141 81 60 11 6 5800 EMR Emerson Electric Company 222,669 147,231 75,438 880 582 298801 EMMS Emmis Communications Corp. Cl A 2,577 1,528 1,049 10 6 4802 EIG Employers Holdings, Inc. 852 493 359 3 2 1803 ERJ Empresa Brasileira de Aeronautica S.A. 47,778 19,235 28,543 189 76 113804 ELX Emulex Corporation 59,491 27,692 31,799 235 109 126805 EEP Enbridge Energy Partners, L.P. 5,383 3,655 1,728 21 14 7806 ECA EnCana Corporation 287,030 160,149 126,881 1,135 633 502807 EAC Encore Acquisition Company 42,378 25,079 17,299 168 99 68808 ENP Encore Energy Partners LP 6,204 3,421 2,783 25 14 11809 WIRE Encore Wire Corporation 37,743 17,288 20,455 149 68 81810 ENCY Encysive Pharmaceuticals, Inc. 5,599 4,734 865 22 19 3811 ENDP Endo Pharmaceuticals Holdings, Inc. 17,238 10,176 7,062 68 40 28812 ENWV Endwave Corporation 342 122 220 1 0 1813 HEV Ener1, Inc. 14,385 11,075 3,310 130 100 30814 EGN Energen Corp. 66,935 59,124 7,811 265 234 31815 ENR Energizer Holdings, Inc. 67,439 28,027 39,412 267 111 156816 ENER Energy Conversion Devices, Inc. 994,792 646,244 348,548 3,932 2,554 1,378817 EAS Energy East Corporation 16,174 6,453 9,721 64 26 38818 EPL Energy Partners, Ltd. 12,911 3,091 9,820 51 12 39819 ERII Energy Recovery, Inc. 692 420 272 7 4 3820 ETE Energy Transfer Equity L.P. 12,448 7,695 4,753 49 30 19821 ETP Energy Transfer Partners 17,931 8,950 8,981 71 35 35822 ES EnergySolutions, Inc. 25,646 14,137 11,509 101 56 45823 ERF Enerplus Resources Fund 103,190 72,418 30,772 408 286 122824 ENI Enersis S.A. - ADR 5,925 4,162 1,763 23 16 7825 ENS Enersys 11,993 9,516 2,477 84 67 17826 ENG ENGlobal Corporation 11,351 9,263 2,088 45 37 8827 ENOC EnocNoc, Inc. 10,822 6,575 4,247 52 31 20828 NPO EnPro Industries, Inc. 1,574 712 862 8 4 4829 ESV ENSCO International, Incorporated 198,371 108,378 89,993 784 428 356830 ENTG Entegris, Inc. 773 643 130 3 3 1831 ETR Entergy Corporation 68,383 37,498 30,885 270 148 122832 EPE Enterprise GP Holdings LP 2,652 1,612 1,040 10 6 4





833 EPD Enterprise Products Partners L.P. 16,422 8,978 7,444 65 35 29834 ENT Enterra Energy Trust 6,006 5,241 765 24 21 3835 ENZ Enzo Biochem, Inc. 30,494 25,288 5,206 121 100 21836 ENZN Enzon Pharmaceuticals, Inc. 20,713 13,314 7,399 82 53 29837 EOG EOG Resources, Inc. 294,822 155,266 139,556 1,165 614 552838 EPIQ EPIQ Systems, Inc. 4,713 2,997 1,716 19 12 7839 EPIX EPIX Pharmaceuticals, Inc. 2,328 2,131 197 9 8 1840 EQIX Equinix, Inc. 152,554 83,972 68,582 603 332 271841 EQT Equitable Resources, Inc. 33,970 20,647 13,323 134 82 53842 ELS Equity Lifestyle Properties, Inc. 5,481 2,177 3,304 22 9 13843 EQY Equity One, Inc. 25,243 4,041 21,202 121 19 101844 EQR Equity Residential 65,233 38,794 26,439 258 153 105845 ERES eRESEARCH Technology, Inc. 23,218 16,745 6,473 92 66 26846 ERIC Ericsson (L.M.) Telephone Co. ADR 290,784 136,911 153,873 1,149 541 608847 ESMK Esmark, Inc. 18,443 11,277 7,166 73 45 28848 ESST ESS Technology, Inc. 500 500 0 2 2 0849 ESS Essex Property Trust, Inc. 279 196 83 1 1 0850 EL Estee Lauder Companies, Inc. (The) (Class A) 122,692 47,768 74,924 485 189 296851 ETH Ethan Allen Interiors, Inc. 30,243 6,132 24,111 120 24 95852 ESEA Euroseas Ltd. 11,334 6,143 5,191 45 24 21853 EVEP EV Energy Partners, LP 6,930 4,320 2,610 27 17 10854 EVVV ev3, Inc. 11,972 7,628 4,344 47 30 17855 RE Everest Reinsurance Holdings, Inc. 33,817 17,867 15,950 134 71 63856 EEE Evergreen Energy, Inc. 24,738 19,644 5,094 98 78 20857 ESLR Evergreen Solar, Inc. 594,106 464,094 130,012 2,348 1,834 514858 EXM Excel Maritime Carriers Ltd. 359,178 240,357 118,821 1,420 950 470859 XCO EXCO Resources, Inc. 209,774 172,151 37,623 829 680 149860 EXEL Exelixis, Inc. 13,904 4,125 9,779 55 16 39861 EXC Exelon Corporation 172,156 103,718 68,438 680 410 271862 XIDE Exide Technologies, Inc. 12,855 9,829 3,026 51 39 12863 EXLS Exlservice Holdings, Inc. 3,142 1,785 1,357 12 7 5864 EXPE Expedia, Inc. (New) 82,198 38,927 43,271 325 154 171865 EXPD Expeditors International of Washington, Inc. 71,475 34,776 36,699 283 137 145866 ESRX Express Scripts, Inc.-Cl A 176,180 94,015 82,165 696 372 325867 XJT ExpressJet Holdings, Inc. 897 868 29 4 3 0868 EXH Exterran Holdings, Inc. 21,263 12,191 9,072 84 48 36869 EXR Extra Space Storage, Inc. 1,842 1,087 755 11 7 5870 EXTR Extreme Networks, Inc. 9,841 8,930 911 39 35 4871 XOM Exxon Mobil Corporation 3,392,046 1,856,497 1,535,549 13,407 7,338 6,069872 EZPW EZCORP, Inc. 29,721 20,674 9,047 117 82 36873 FFIV F5 Networks, Inc. 288,960 162,289 126,671 1,142 641 501874 FDS FactSet Research Systems, Inc. 21,141 8,508 12,633 84 34 50875 FIC Fair, Isaac, Inc. 10,309 6,123 4,186 41 24 17876 FCS Fairchild Semiconductor Int'l, Inc. 19,757 9,859 9,898 78 39 39877 FFH Fairfax Financial Holdings Limited 201,829 147,082 54,747 798 581 216878 FRP FairPoint Communications, Inc. 52,855 3,309 49,546 209 13 196879 FALC FalconStor Software, Inc. 16,136 12,463 3,673 64 49 15880 FDO Family Dollar Stores, Inc. 94,271 30,658 63,613 373 121 251881 FNM Fannie Mae 2,926,382 1,475,583 1,450,799 11,567 5,832 5,734882 FARO FARO Technologies, Inc. 8,994 4,990 4,004 36 20 16883 FAST Fastenal Company 102,872 54,537 48,335 407 216 191884 FCSX FCStone Group, Inc. 53,936 38,309 15,627 213 151 62885 FRE Federal Home Loan Mortgage Corporation (Freddie Ma 3,139,298 1,747,665 1,391,633 12,408 6,908 5,501886 FRT Federal Realty Investment Trust 3,345 1,437 1,908 43 18 24887 FII Federated Investors, Inc.-Cl B 21,042 10,720 10,322 83 42 41888 FDX FedEx Corporation 589,959 248,930 341,029 2,332 984 1,348889 FEIC FEI Company 5,192 2,731 2,461 21 11 10890 FTWR FiberTower Corporation 238 205 33 1 1 0891 FNF Fidelity National Financial, Inc. 35,576 18,731 16,845 141 74 67892 FIS Fidelity National Information Services, Inc. 698 320 378 3 1 1893 FITB Fifth Third Bancorp. 621,792 234,898 386,894 2,458 928 1,529894 FNSR Finisar Corporation (New) 11,827 10,936 891 47 43 4895 FBP First Bancorp Puerto Rico 13,783 8,725 5,058 54 34 20896 FCFS First Cash Financial Services, Inc. 9,355 3,913 5,442 37 15 22





897 FCF First Commonweath Financial Corp. 4,055 677 3,378 39 6 32898 FFBC First Financial Bancorp 100 20 80 3 1 2899 FFIN First Financial Bankshares, Inc. 2,634 762 1,872 15 4 11900 FHN First Horizon National Corporation 182,092 90,127 91,965 720 356 363901 FR First Industrial Realty Trust 1,629 823 806 35 18 17902 FMD First Marblehead Corporation 122,661 71,085 51,576 485 281 204903 FMBI First Midwest Bancorp, Inc. 835 652 183 3 3 1904 FSLR First Solar, Inc. 1,073,212 569,913 503,299 4,242 2,253 1,989905 FE FirstEnergy Corp. 59,368 39,683 19,685 235 157 78906 FED FirstFed Financial Corp. 545,587 256,201 289,386 2,156 1,013 1,144907 FISV FIserv, Inc. 27,091 13,340 13,751 107 53 54908 FLML Flamel Technologies S.A., ADS 82,092 44,464 37,628 324 176 149909 FLDR Flanders Corporation 169 127 42 1 1 0910 FLE Fleetwood Enterprises, Inc. 8,020 1,707 6,313 32 7 25911 FLEX Flextronics International Ltd. 246,405 168,431 77,974 974 666 308912 FLIR FLIR Systems, Inc. 41,226 30,397 10,829 163 120 43913 FTK Flotek Industries, Inc. 24,657 15,885 8,772 97 63 35914 FLOW Flow International Corporation 4,610 3,278 1,332 18 13 5915 FLO Flowers Industries, Inc. 140 89 51 1 0 0916 FLS Flowserve Corporation 68,933 40,433 28,500 272 160 113917 FLR Fluor Corporation (New) 328,510 185,107 143,403 1,298 732 567918 FMC FMC Corporation 26,308 16,833 9,475 104 67 37919 FTI FMC Technologies, Inc. 36,357 24,856 11,501 144 98 45920 FMCN Focus Media Holding Limited 473,672 283,184 190,488 1,872 1,119 753921 FMX Fomento Economico Mexicano S.A.B. 33,560 23,830 9,730 133 94 38922 FL Foot Locker, Inc. 63,385 33,974 29,411 251 134 116923 FRPT Force Protecton, Inc. 65,017 57,597 7,420 257 228 29924 F Ford Motor Company 3,056,535 1,737,647 1,318,888 12,081 6,868 5,213925 FDG Fording Canadian Coal Trust 336,738 193,168 143,570 1,331 764 567926 FRX Forest Laboratories, Inc. 192,088 109,743 82,345 759 434 325927 FST Forest Oil Corporation 78,320 42,132 36,188 310 167 143928 FOR Forestar Real Estate Group, Inc. 2,431 1,349 1,082 10 5 4929 FORM FormFactor, Inc. 37,205 17,823 19,382 147 70 77930 FIG Fortress Investment Group LLC 32,032 14,461 17,571 127 57 69931 FO Fortune Brands, Inc. 36,628 16,624 20,004 145 66 79932 FOSL Fossil, Inc. 25,318 14,751 10,567 100 58 42933 FWLT Foster Wheeler Ltd. (New) 942,681 588,099 354,582 3,726 2,325 1,402934 FCL Foundation Coal Holdings, Inc. 102,539 56,219 46,320 405 222 183935 FDRY Foundry Networks, Inc. 305,983 128,228 177,755 1,209 507 703936 FPL FPL Group, Inc. 62,066 32,837 29,229 245 130 116937 FBTX Franklin Bank Corporation 1,724 1,585 139 7 6 1938 BEN Franklin Resources, Inc. 126,859 63,735 63,124 501 252 250939 FSP Franklin Street Properties Corporation 6,847 4,538 2,309 52 35 18940 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 3,815,262 2,399,590 1,415,672 15,080 9,485 5,596941 FREE FreeSeas, Inc. 1,221 625 596 9 5 5942 RAIL Freightcar America, Inc. 21,874 12,142 9,732 86 48 38943 FMT Fremont General Corporation 1,372 1,012 360 5 4 1944 FDP Fresh Del Monte Products, Inc. 30,027 17,393 12,634 119 69 50945 FBR Friedman, Billings, Ramsey Group, Inc. 8,209 5,810 2,399 32 23 9946 FRG Fronteer Development Group 12,243 10,951 1,292 48 43 5947 FRNTQ Frontier Airlines Holdings, Inc. 8,626 2,865 5,761 34 11 23948 FTR Frontier Communications Corporation 38,760 22,025 16,735 153 87 66949 FTBK Frontier Financial Corporation 13,809 6,109 7,700 66 29 37950 FTO Frontier Oil Corporation 467,496 347,173 120,323 1,848 1,372 476951 FRO Frontline Limited 283,638 162,205 121,433 1,121 641 480952 FCN FTI Consulting, Inc. 156,499 110,025 46,474 619 435 184953 FSYS Fuel Systems Solutions, Inc. 34,556 17,223 17,333 137 68 69954 FCEL FuelCell Energy, Inc. 16,669 11,595 5,074 66 46 20955 FTEK Fuel-Tech N.V. 122,732 65,809 56,923 485 260 225956 FULT Fulton Financial Corporation 1,978 1,276 702 8 5 3957 FUQI Fuqi International, Inc. 11,857 7,739 4,118 47 31 16958 FBN Furniture Brands International, Inc. 33,774 19,180 14,594 133 76 58959 FSIN Fushi Coppenweld, Inc. 5,463 3,447 2,016 26 16 10960 FXEN FX Energy, Inc. 30,037 22,895 7,142 119 90 28





961 GFA Gafisa S.A. 43,739 28,083 15,656 173 111 62962 GAIA Gaiam, Inc. 7,605 4,557 3,048 34 20 14963 GME GameStop Corporation 397,457 239,043 158,414 1,571 945 626964 GRS Gammon Gold, Inc. 41,000 36,345 4,655 162 144 18965 GCI Gannett Company, Inc. 173,241 105,881 67,360 685 419 266966 GPS Gap, Inc. (The) 246,638 133,194 113,444 975 526 448967 GDI Gardner Denver, Inc. 14,841 9,681 5,160 59 38 20968 GRMN Garmin Ltd. 1,756,963 1,016,801 740,162 6,945 4,019 2,926969 GHS GateHouse Media, Inc. 3,329 590 2,739 13 2 11970 GMT GATX Corporation 2,946 1,426 1,520 12 6 6971 GNK Genco Shipping & Trading Ltd. 151,357 92,009 59,348 598 364 235972 GY GenCorp, Inc. 10,491 2,958 7,533 41 12 30973 DNA Genentech, Inc. 1,494,802 878,341 616,461 5,908 3,472 2,437974 BGC General Cable Corporation 87,577 51,024 36,553 346 202 144975 GD General Dynamics Corporation 132,648 80,879 51,769 524 320 205976 GE General Electric Company 14,230,664 8,395,664 5,835,000 56,248 33,184 23,063977 GGP General Growth Properties, Inc. 185,906 101,841 84,065 735 403 332978 GMR General Maritime Corporation 18,589 10,281 8,308 73 41 33979 GIS General Mills, Inc. 125,730 72,466 53,264 497 286 211980 GMO General Moly, Inc. 21,654 13,743 7,911 104 66 38981 GM General Motors Corporation 8,299,105 3,874,487 4,424,618 32,803 15,314 17,489982 GSI General Steel Holdings, Inc. 36,609 25,186 11,423 175 121 55983 GWR Genesee & Wyoming, Inc. 16,136 11,343 4,793 64 45 19984 GLS Genesis Lease Limited 13,024 4,816 8,208 51 19 32985 GTOP Genitope Corporation 2,307 880 1,427 9 3 6986 GHDX Genomic Health, Inc. 38,111 16,048 22,063 182 77 106987 GXDX Genoptix, Inc. 1,592 1,097 495 20 14 6988 G Genpact Limited 1,653 911 742 7 4 3989 GPRO Gen-Probe, Incorporated 23,804 12,344 11,460 94 49 45990 GNW Genworth Financial, Inc. 87,003 56,532 30,471 344 223 120991 GENZ Genzyme Corporation 236,257 134,547 101,710 934 532 402992 GEOY GeoEye, Inc. 197,506 120,456 77,050 781 476 305993 GGR GeoGlobal Resources, Inc. 7,335 4,714 2,621 29 19 10994 GGC Georgia Gulf Corporation 41,481 23,795 17,686 164 94 70995 GNA Gerdau Ameristeel Corporation 26,650 13,365 13,285 105 53 53996 GGB Gerdau S.A. 168,143 86,954 81,189 665 344 321997 GERN Geron Corporation 63,393 48,800 14,593 251 193 58998 GYI Getty Images, Inc. 13,472 7,857 5,615 53 31 22999 GFIG GFI Group, Inc. (New) 75,306 46,157 29,149 298 182 115

1000 GA Giant Interactive Group, Inc. 56,489 39,805 16,684 223 157 661001 GIGM GigaMedia Ltd. 113,067 78,323 34,744 447 310 1371002 GIL Gildan Activewear, Inc. 43,431 25,536 17,895 172 101 711003 GILD Gilead Sciences, Inc. 829,704 515,092 314,612 3,279 2,036 1,2441004 GIVN Given Imaging Ltd. 3,800 2,011 1,789 15 8 71005 GLAD Gladstone Capital Corporation 310 183 127 7 4 31006 GSK GlaxoSmithKline plc ADR 153,021 98,029 54,992 605 387 2171007 GLG GLG Partners, Inc. 17,675 6,292 11,383 70 25 451008 GCA Global Cash Access Holdings, Inc. 504 369 135 2 2 11009 GLBC Global Crossing Ltd. (New) 23,769 17,748 6,021 94 70 241010 GLBL Global Industries Ltd. 27,408 20,878 6,530 108 83 261011 GPN Global Payments, Inc. 23,161 12,183 10,978 92 48 431012 GSAT Globalstar, Inc. 19,751 8,561 11,190 78 34 441013 GCOM Globecomm Systems, Inc. 1,215 843 372 5 3 11014 GMKT Gmarket, Inc. 6,960 5,019 1,941 28 20 81015 GMXR GMX Resources, Inc. 48,814 29,938 18,876 193 118 751016 GOL Gol Linhas Aereas Inteligentes S.A. 18,215 8,920 9,295 72 35 371017 GLNG Golar LNG Ltd. 15,113 9,277 5,836 60 37 231018 GFI Gold Fields Limited 597,275 475,850 121,425 2,361 1,881 4801019 GRZ Gold Reserve, Inc. 3,412 2,064 1,348 13 8 51020 GG Goldcorp, Inc. 1,080,120 648,809 431,311 4,269 2,564 1,7051021 GSS Golden Star Resources Ltd. 134,925 127,386 7,539 533 504 301022 GLDN Golden Telecom, Inc. 1,676 1,080 596 7 4 21023 GR Goodrich Corporation 69,167 46,058 23,109 273 182 911024 GDP Goodrich Petroleum Corporation 116,460 66,922 49,538 460 265 196





1025 GT Goodyear Tire & Rubber Company (The) 331,297 160,633 170,664 1,309 635 6751026 GOOG Google, Inc. 5,393,821 3,047,418 2,346,403 21,319 12,045 9,2741027 GTI GrafTech International Ltd. 37,311 26,009 11,302 147 103 451028 GWW Grainger (W.W.), Inc. 44,989 20,286 24,703 178 80 981029 GKK Gramercy Capital Corp. 7,946 4,122 3,824 32 17 151030 GTE Gran Tierra Energy, Inc. 36,248 32,079 4,169 217 192 251031 GVA Granite Construction, Inc. 36,116 27,535 8,581 143 109 341032 GRP Grant Prideco, Inc. 4,472 2,245 2,227 18 9 91033 GAP Great Atlantic & Pacific Tea Company, Inc. (The) 41,690 18,343 23,347 165 73 921034 GXP Great Plains Energy, Incorporated 9,373 6,887 2,486 37 27 101035 GB Greatbatch, Inc. 19,801 7,436 12,365 78 29 491036 GMCR Green Mountain Coffee Roasters, Inc. 58,373 31,395 26,978 231 124 1071037 GHL Greenhill & Co., Inc. 38,771 23,121 15,650 210 125 851038 GLRE Greenlight Capital Re, Ltd. 994 222 772 6 1 51039 GEF Greif, Inc. 24,284 18,291 5,993 98 74 241040 GW Grey Wolf, Inc. 105,918 61,834 44,084 419 244 1741041 GFF Griffon Corporation (New) 271 150 121 1 1 01042 GPI Group 1 Automotive, Inc. 21,771 11,156 10,615 86 44 421043 ASR Grupo Aeroportuario 4,262 1,342 2,920 17 5 121044 SIM Grupo Simec, S.A. de C.V. 3,994 2,920 1,074 16 12 41045 TV Grupo Televisa S.A. ADR 19,840 15,365 4,475 78 61 181046 GSIC GSI Commerce, Inc. 24,292 15,422 8,870 96 61 351047 SOLR GT Solar International, Inc. 9,309 6,967 2,342 93 70 231048 GTXI GTx, Inc. 201,376 129,748 71,628 796 513 2831049 GBNK Guaranty Bancorp 631 168 463 4 1 31050 GFG Guaranty Financial Group, Inc. 15,954 10,531 5,423 63 42 211051 GES Guess?, Inc. 100,032 57,145 42,887 395 226 1701052 GIFI Gulf Island Fabrication, Inc. 4,360 2,146 2,214 17 8 91053 GLF GulfMark Offshore, Inc. 17,314 9,582 7,732 68 38 311054 GPOR Gulfport Energy Corporation 11,020 7,887 3,133 68 48 191055 GU Gushan Environmental Energy Limited 61,000 34,864 26,136 274 156 1171056 GYMB Gymboree Corporation (The) 51,011 24,243 26,768 202 96 1061057 HAIN Hain Food Group, Inc. 8,958 5,147 3,811 35 20 151058 HAL Halliburton Company 1,331,367 777,234 554,133 5,262 3,072 2,1901059 HALO Halozyme Therapeutics, Inc. 22,611 12,348 10,263 89 49 411060 HBI Hanesbrands, Inc. 58,507 20,502 38,005 231 81 1501061 HNSN Hansen Medical, Inc. 257,201 159,158 98,043 1,017 629 3881062 HANS Hansen Natural Corporation 580,253 217,936 362,317 2,293 861 1,4321063 HOG Harley-Davidson, Inc. 572,647 201,099 371,548 2,263 795 1,4691064 HAR Harman International Industries, Incorporated 42,635 23,595 19,040 169 93 751065 HLIT Harmonic, Inc. 31,426 23,408 8,018 124 93 321066 HMY Harmony Gold Mining Company Limited 483,953 300,386 183,567 1,913 1,187 7261067 HET Harrah's Entertainment, Inc. 77,843 56,273 21,570 308 222 851068 TINY Harris & Harris Group, Inc. 2,924 2,122 802 12 8 31069 HRS Harris Corporation 113,565 85,802 27,763 449 339 1101070 HHS Harte-Hanks, Inc 70 30 40 5 2 31071 HIG Hartford Financial Services Group, Inc.(The) 414,642 221,272 193,370 1,639 875 7641072 HTE Harvest Energy Trust 136,599 92,881 43,718 540 367 1731073 HNR Harvest Natural Resources, Inc. 6,378 5,295 1,083 25 21 41074 HAS Hasbro, Inc. 40,363 25,009 15,354 160 99 611075 HTS Hatteras Financial Corporation 23,613 18,891 4,722 303 242 611076 HA Hawaiian Holdings, Inc 114,469 110,353 4,116 452 436 161077 HAYZ Hayes Lemmerz International, Inc. 232 125 107 1 0 01078 HAYN Haynes International, Inc. 21,140 13,489 7,651 84 53 301079 HCP HCP, Inc. 13,685 7,308 6,377 54 29 251080 HDB HDFC Bank Ltd. 68,079 34,508 33,571 269 136 1331081 HW Headwaters, Incorporated 92,586 63,454 29,132 366 251 1151082 HCN Health Care REIT, Inc. 21,612 14,044 7,568 85 56 301083 HMA Health Management Associates, Inc. (Class A) 27,505 14,283 13,222 109 56 521084 HNT Health Net, Inc. 269,137 123,952 145,185 1,064 490 5741085 HR Healthcare Realty Trust, Inc. 2,814 1,795 1,019 36 23 131086 HLS Healthsouth Corp. 31,075 15,911 15,164 123 63 601087 HWAY Healthways, Inc. 46,531 28,413 18,118 184 112 721088 HPY Heartland Payment Systems, Inc. 2,760 1,386 1,374 11 6 6





1089 HEK Heckmann Corporation 17,783 14,746 3,037 160 133 271090 HL Hecla Mining Company 330,240 245,404 84,836 1,305 970 3351091 HLYS Heelys, Inc. 4,428 1,827 2,601 18 7 101092 HEI HEICO Corporation 259 130 129 20 10 101093 HNZ Heinz (H.J.) Company 100,819 57,075 43,744 398 226 1731094 HLX Helix Energy Solutions Group, Inc. 64,786 38,872 25,914 256 154 1021095 HP Helmerich & Payne, Inc. 98,137 59,320 38,817 388 234 1531096 HLF Herbalife Ltd. 86,238 47,311 38,927 341 187 1541097 HERO Hercules Offshore, Inc. 100,306 60,305 40,001 396 238 1581098 HPC Hercules, Incorporated 18,161 5,295 12,866 72 21 511099 HRLY Herley Industries, Inc. 3,008 1,575 1,433 12 6 61100 HTZ Hertz Global Holdings, Inc. 8,953 3,564 5,389 35 14 211101 HES Hess Corporation 502,379 309,616 192,763 1,986 1,224 7621102 HEW Hewitt Associates, Inc. 14,061 8,443 5,618 56 33 221103 HPQ Hewlett-Packard Company 1,723,404 934,980 788,424 6,812 3,696 3,1161104 HXL Hexcel Corporation (New) 14,481 9,086 5,395 57 36 211105 HIBB Hibbett Sports, Inc. 9,807 4,339 5,468 39 17 221106 HIL Hill International, Inc. 5,234 2,257 2,977 111 48 631107 HRC Hil-Rom Holdings, Inc. 2,477 1,983 494 53 42 111108 HIMX Himax Technologies, Inc. 8,691 7,230 1,461 34 29 61109 HIT Hitachi Ltd. ADR 6,874 3,471 3,403 27 14 131110 HITT Hittite Microwave Corporation 8,001 3,933 4,068 32 16 161111 HLTH HLTH Corporation 31,140 16,125 15,015 123 64 591112 HMSY HMS Holdings Corporation 10,537 3,318 7,219 42 13 291113 HOKU Hoku Scientific, Inc. 43,180 26,323 16,857 171 104 671114 HEPH Hollis-Eden Pharmaceuticals, Inc. 226 208 18 1 1 01115 HOC Holly Corporation 89,009 46,145 42,864 352 182 1691116 HOLX Hologic, Inc. 249,450 152,350 97,100 986 602 3841117 HD Home Depot, Inc. (The) 2,273,539 1,287,884 985,655 8,986 5,090 3,8961118 HMIN Home Inns & Hotels Management, Inc. 14,764 8,888 5,876 58 35 231119 HSOA Home Solutions of America, Inc. 7,781 3,395 4,386 31 13 171120 HMC Honda Motor Company, Ltd. ADR 9,007 3,418 5,589 36 14 221121 HON Honeywell International, Inc. 426,266 220,976 205,290 1,685 873 8111122 HMN Horace Mann Educators Corporation 40 30 10 3 2 11123 HRZ Horizon Lines, Inc. 12,339 5,079 7,260 49 20 291124 HOS Hornbeck Offshore Services, Inc. 28,123 20,079 8,044 111 79 321125 ZINC Horsehead Holding Corporation 16,008 14,187 1,821 79 70 91126 HSP Hospira, Inc. 11,963 6,095 5,868 47 24 231127 HPT Hospitality Properties Trust 31,429 9,944 21,485 124 39 851128 HST Host Hotels & Resorts, Inc. 43,448 16,541 26,907 172 65 1061129 HOTT Hot Topic, Inc. 3,683 1,245 2,438 15 5 101130 SOLD HouseValues, Inc. 134 123 11 1 0 01131 HWCC Houston Wire & Cable Company 7,349 5,243 2,106 29 21 81132 HOV Hovnanian Enterprises, Inc. 630,611 307,286 323,325 2,493 1,215 1,2781133 HBC HSBC Holdings plc 1,047,758 324,081 723,677 4,141 1,281 2,8601134 HSNI HSN, Inc. 4,481 2,937 1,544 49 32 171135 HNP Huaneng Power International, Inc. 24,848 15,554 9,294 98 61 371136 HUBG Hub Group, Inc. 5,997 3,546 2,451 24 14 101137 HCBK Hudson City Bancorp, Inc. 226,077 124,269 101,808 894 491 4021138 HGT Hugoton Royalty Trust 2,895 1,770 1,125 11 7 41139 HGSI Human Genome Sciences, Inc. 83,007 55,824 27,183 328 221 1071140 HUM Humana, Inc. 300,228 183,096 117,132 1,187 724 4631141 JBHT Hunt (J.B.) Transport Services, Inc. 131,331 58,684 72,647 519 232 2871142 HBAN Huntington Bancshares, Inc. 73,333 31,691 41,642 290 125 1651143 HUN Huntsman Corporation 1,166,458 813,813 352,645 4,611 3,217 1,3941144 HURN Huron Consulting Group, Inc. 4,891 2,409 2,482 26 13 131145 HTCH Hutchinson Technology, Inc. 24,411 8,983 15,428 96 36 611146 HTX Hutchison Telecommunicatons International Ltd. 26,211 4,702 21,509 104 19 851147 HYTM Hythiam, Inc. 3,774 3,514 260 15 14 11148 ITWO i2 Technologies, Inc. (New) 13,149 11,119 2,030 52 44 81149 IACI IAC/InterActiveCorp 94,122 44,346 49,776 372 175 1971150 IAG IAMGOLD Corporation 47,444 37,712 9,732 188 149 381151 IBKC IberiaBank Corporation 126 116 10 18 17 11152 IBN ICICI Bank Limited 446,677 227,967 218,710 1,766 901 864





1153 ICLR ICON plc 4,213 2,858 1,355 17 11 51154 ICON Iconix Brand Group, Inc. 11,265 6,056 5,209 45 24 211155 IAR Idearc, Inc. 29,048 14,027 15,021 115 55 591156 IDIX Idenix Pharmaceuticals, Inc. 4,737 3,241 1,496 19 13 61157 IDXX IDEXX Laboratories, Inc. 6,720 2,315 4,405 27 9 171158 IFLO I-Flow Corporation 5,654 4,412 1,242 22 17 51159 MOBE iGo, Inc. 320 182 138 1 1 11160 IHS IHS Inc. 103 73 30 8 6 21161 IIVI II-VI, Incorporated 16,009 9,041 6,968 63 36 281162 IKN Ikon Office Solutions, Inc. 8,000 2,867 5,133 32 11 201163 ITW Illinois Tool Works, Inc. 157,816 93,664 64,152 624 370 2541164 ILMN Illumina, Inc. 116,991 86,870 30,121 462 343 1191165 IMN Imation Corporation 4,058 2,010 2,048 16 8 81166 IMAX Imax Corporation 11,878 10,923 955 47 43 41167 IMCL ImClone Systems, Incorporated 649,294 409,870 239,424 2,566 1,620 9461168 IIG Imergent, Inc. 26,116 13,000 13,116 103 51 521169 IMMR Immersion Corporation (New) 45,261 40,897 4,364 179 162 171170 IMM Immtech International, Inc. 770 730 40 3 3 01171 BLUD Immucor, Inc. 30,527 19,724 10,803 121 78 431172 IMMU Immunomedics, Inc. 21,968 11,338 10,630 87 45 421173 IMH Impac Mortgage Holdings, Inc. 3,664 1,948 1,716 14 8 71174 IMO Imperial Oil Ltd. 7,402 4,358 3,044 29 17 121175 IPSU Imperial Sugar Company 9,342 7,172 2,170 37 28 91176 RX IMS Health, Inc. 18,319 10,215 8,104 72 40 321177 INCY Incyte Corporation 23,902 19,939 3,963 94 79 161178 IDEV Indevus Pharmaceuticals, Inc. 28,068 17,825 10,243 111 70 401179 IMB Indymac Mortgage Holdings 216,927 101,494 115,433 857 401 4561180 IFX Infineon Technologies AG 24,563 16,549 8,014 97 65 321181 INFN Infinera Corporation 19,131 10,629 8,502 76 42 341182 INFA Informatica Corporation 46,000 30,544 15,456 182 121 611183 INSP InfoSpace, Inc. 26,136 16,740 9,396 103 66 371184 INFY Infosys Technologies Limited 256,541 141,225 115,316 1,014 558 4561185 ING ING Groep NV 141,319 55,277 86,042 559 218 3401186 IR Ingersoll-Rand Company 154,334 87,618 66,716 610 346 2641187 IM Ingram Micro, Inc. (New) 22,727 7,238 15,489 90 29 611188 IRC Inland Real Estate Corporation 11,345 2,322 9,023 45 9 361189 IPHS Innophos Holdings, Inc. 16,241 10,541 5,700 108 70 381190 ISSC Innovative Solutions and Support, Inc. 1,406 1,084 322 6 4 11191 INPC InPhonic, Inc. 10 10 0 0 0 01192 ISPH Inspire Pharmaceuticals, Inc. 6,596 5,141 1,455 26 20 61193 PODD Insulet Corporation 183 125 58 2 1 11194 IDTI Integrated Device Technology, Inc. 29,431 15,962 13,469 116 63 531195 IESC Integrated Electrical Services, Inc. 1,138 737 401 4 3 21196 ISSI Integrated Silicon Solution (New) 335 235 100 1 1 01197 INTC Intel Corporation 7,035,870 4,447,575 2,588,295 27,810 17,579 10,2301198 IBKR Interactive Brokers Group, Inc. 105,244 62,003 43,241 416 245 1711199 ININ Interactive Intelligence, Inc. 15,707 10,225 5,482 62 40 221200 ICE IntercontinentalExchange, Inc. 508,800 284,858 223,942 2,011 1,126 8851201 IDCC InterDigital, Inc. 404,021 307,018 97,003 1,597 1,214 3831202 IN Intermec, Inc. 9,340 6,561 2,779 37 26 111203 ITMN InterMune, Inc. 89,850 56,260 33,590 355 222 1331204 INAP Internap Network Services Corporation 9,439 8,422 1,017 37 33 41205 IBM International Business Machines Corporation 2,834,808 1,443,050 1,391,758 11,205 5,704 5,5011206 ICO International Coal Group, Inc. 137,420 85,908 51,512 543 340 2041207 IFF International Flavors & Fragrances, Inc. 10,014 5,360 4,654 40 21 181208 IGT International Game Technology 210,937 98,497 112,440 834 389 4441209 IP International Paper Company 227,883 146,799 81,084 901 580 3201210 IRF International Rectifier Corporation 94,916 43,367 51,549 375 171 2041211 ICGE Internet Capital Group, Inc. (New) 5,428 4,813 615 21 19 21212 IIJI Internet Initiative Japan, Inc. 2,955 2,077 878 12 8 31213 IOC InterOil Corporation 802,063 445,480 356,583 3,170 1,761 1,4091214 IPG Interpublic Group of Companies, Inc. (The) 77,569 38,146 39,423 307 151 1561215 ISIL Intersil Corporation 60,481 28,303 32,178 239 112 1271216 IILG Interval Leisure Group, Inc. 793 329 464 9 4 5





1217 INTV Intervoice, Inc. (New) 5,206 2,773 2,433 21 11 101218 IWOV Interwoven, Inc. 1,368 1,231 137 5 5 11219 IVAC Intevac, Inc. 5,949 3,985 1,964 24 16 81220 IPI Intrepid Potash, Inc. 396,985 282,394 114,591 2,322 1,651 6701221 INGN Introgen Therapeutics, Inc. 9,408 5,970 3,438 37 24 141222 INTU Intuit Corporation 109,163 65,460 43,703 431 259 1731223 ISRG Intuitive Surgical, Inc. 281,274 146,638 134,636 1,112 580 5321224 IVC Invacare Corporation 14 10 4 1 1 01225 VTIV inVentiv Health, Inc. 18,837 9,413 9,424 74 37 371226 IMA Inverness Medical Innovations, Inc. 132,979 93,803 39,176 526 371 1551227 ITG Investment Technology Group (New) 20,561 12,227 8,334 81 48 331228 ISBC Investors Bancorp, Inc. 8,977 7,130 1,847 36 29 71229 IO ION Geophysical Corp. 15,861 12,791 3,070 63 51 121230 IPAS iPass, Inc. 4,321 4,135 186 17 16 11231 IRIS IRIS International, Inc. 1,328 961 367 5 4 11232 IRBT iRobot Corporation (New) 33,227 6,066 27,161 131 24 1071233 IRM Iron Mountain, Inc. 23,776 7,925 15,851 94 31 631234 ISLN Isilon Systems, Inc. 13,632 12,047 1,585 54 48 61235 ISIS Isis Pharmaceuticals, Inc. 189,745 140,514 49,231 750 555 1951236 ISLE Isle of Capri Casinos, Inc. 11,064 4,661 6,403 44 18 251237 ILE Isolagen, Inc. 1,176 724 452 5 3 21238 SFI iStar Financial, Inc. 140,090 62,271 77,819 554 246 3081239 ITRI Itron, Inc. 74,645 42,996 31,649 295 170 1251240 ITT ITT Corporation 57,037 36,946 20,091 225 146 791241 ESI ITT Educational Services, Inc. 177,955 96,180 81,775 703 380 3231242 IVN Ivanhoe Mines Ltd. 90,964 79,942 11,022 360 316 441243 XXIA Ixia 808 489 319 3 2 11244 IXYS IXYS Corporation 354 265 89 1 1 01245 JCG J. Crew Group, Inc. 365,763 169,475 196,288 1,446 670 7761246 JCOM j2 Global Communications, Inc. 18,448 12,515 5,933 73 49 231247 JASO JA Solar holdings Co., Ltd. 444,006 293,232 150,774 1,755 1,159 5961248 JBL Jabil Circuit, Inc. 124,275 70,125 54,150 491 277 2141249 JBX Jack in the Box, Inc. 8,370 3,516 4,854 33 14 191250 JTX Jackson Hewitt Tax Service, Inc. 22,733 11,562 11,171 90 46 441251 JEC Jacobs Engineering Group, Inc. 153,994 93,178 60,816 609 368 2401252 JAKK JAKKS Pacific, Inc. 9,914 5,957 3,957 39 24 161253 JMBA Jamba, Inc. 2,810 1,979 831 11 8 31254 JRCC James River Coal Company 291,457 160,994 130,463 1,152 636 5161255 JNS Janus Capital Group, Inc. 44,863 19,252 25,611 177 76 1011256 JAH Jarden Corporation 71,144 30,484 40,660 281 120 1611257 JDSU JDS Uniphase Corp. 196,814 112,893 83,921 778 446 3321258 JEF Jefferies Group Inc.(New) 82,749 44,050 38,699 327 174 1531259 JBLU JetBlue Airways Corporation 298,853 189,933 108,920 1,181 751 4311260 JAS Jo-Ann Stores, Inc. Class A 17,353 7,159 10,194 69 28 401261 JNJ Johnson & Johnson 1,091,836 667,465 424,371 4,316 2,638 1,6771262 JCI Johnson Controls, Inc. 78,514 36,245 42,269 310 143 1671263 JNY Jones Apparel Group, Inc. 31,331 17,290 14,041 124 68 551264 JLL Jones Lang LaSalle, Inc. 17,266 9,415 7,851 68 37 311265 JSDA Jones Soda Co. 4,130 1,893 2,237 16 7 91266 JOSB Jos. A. Bank Clothiers, Inc. 1,478,836 622,250 856,586 5,845 2,459 3,3861267 JOYG Joy Global, Inc. 383,926 231,373 152,553 1,517 915 6031268 JPM JPMorgan Chase & Co. 8,770,612 4,421,083 4,349,529 34,666 17,475 17,1921269 JNPR Juniper Networks, Inc. 892,328 433,441 458,887 3,527 1,713 1,8141270 JUPM Jupitermedia Corporation 270 222 48 1 1 01271 LRN K12, Inc. 1,076 573 503 12 6 51272 KALU Kaiser Aluminum Corp. 35,427 23,373 12,054 140 92 481273 KAMN Kaman Corporation 105 60 45 8 5 31274 KSU Kansas City Southern Industries, Inc. 44,061 28,362 15,699 174 112 621275 KDN Kaydon Corporation 8,119 3,906 4,213 32 15 171276 KBH KB HOME 554,946 198,563 356,383 2,193 785 1,4091277 KBR KBR, Inc. 40,019 28,130 11,889 158 111 471278 K Kellogg Company 66,404 26,712 39,692 262 106 1571279 KNXA Kenexa Corporation 4,826 2,952 1,874 19 12 71280 KNSY Kensey Nash Corporation 7,034 5,336 1,698 28 21 7





1281 KERX Keryx Biopharmaceuticals, Inc. 202,761 130,532 72,229 801 516 2851282 KEG Key Energy Services, Inc. 16,322 13,408 2,914 65 53 121283 KEY KeyCorp 220,586 115,257 105,329 872 456 4161284 KRC Kilroy Realty Corp. 4,215 718 3,497 68 12 561285 KMB Kimberly-Clark Corporation 98,365 55,854 42,511 389 221 1681286 KIM Kimco Realty Corporation 45,814 10,722 35,092 181 42 1391287 KMP Kinder Morgan Energy Partners 79,941 51,165 28,776 316 202 1141288 KND Kindred Healthcare, Inc. 6,627 3,736 2,891 26 15 111289 KCI Kinetic Concepts, Inc. 64,823 43,311 21,512 256 171 851290 KG King Pharmaceuticals, Inc. 99,242 82,148 17,094 392 325 681291 KGC Kinross Gold Corporation 390,921 274,934 115,987 1,545 1,087 4581292 KFN KKR Financial Corp. 29,986 11,682 18,304 119 46 721293 KLAC KLA-Tencor Corporation 301,987 169,038 132,949 1,194 668 5251294 NITE Knight Capital Group, Inc. 54,227 30,894 23,333 214 122 921295 KNX Knight Transporation, Inc. 12,030 4,357 7,673 48 17 301296 VLCCF Knightsbridge Tankers Ltd. 18,519 10,458 8,061 73 41 321297 KNL Knoll, Inc. 3,467 2,346 1,121 20 13 61298 KSS Kohl's Corporation 677,683 281,887 395,796 2,679 1,114 1,5641299 KONG Kongzhong Corporation 4,455 3,867 588 18 15 21300 PHG Koninklijke Philips Electronics N.V. 19,884 10,511 9,373 79 42 371301 KB Kookmin Bank 28,321 7,563 20,758 112 30 821302 KOP Koppers Holdings, Inc. 3,777 2,160 1,617 15 9 61303 KEP Korea Electric Power Corporation 19,339 6,077 13,262 76 24 521304 KFY Korn/Ferry International 5,195 3,171 2,024 21 13 81305 KFT Kraft Foods, Inc. 3,364,603 1,721,938 1,642,665 13,299 6,806 6,4931306 KKD Krispy Kreme Doughnuts, Inc. 19,956 8,058 11,898 79 32 471307 KR Kroger Company (The) 100,198 51,133 49,065 396 202 1941308 KSP K-Sea Transporation Partners L.P. 209 133 76 4 3 21309 KSWS K-Swiss, Inc. 13,942 5,887 8,055 55 23 321310 KTC KT Corporation 4,261 3,390 871 17 13 31311 KLIC Kulicke and Soffa Industries, Inc. 28,743 18,375 10,368 114 73 411312 KVHI KVH Industries, Inc. 182 102 80 1 0 01313 FSTR L.B. Foster Company 7,650 4,818 2,832 30 19 111314 ID L-1 Identity Solutions, Inc. 34,642 23,731 10,911 137 94 431315 LLL L-3 Communications Hldgs. 59,046 35,794 23,252 233 141 921316 LJPC La Jolla Pharmaceutical Co. 1,433 1,296 137 6 5 11317 LH Laboratory Corporation of America Holdings 51,675 27,075 24,600 204 107 971318 LAB LaBranche & Co, Inc. 15,656 12,511 3,145 62 49 121319 LRCX Lam Research Corporation 234,492 103,421 131,071 927 409 5181320 LAMR Lamar Advertising Company 115,557 40,962 74,595 457 162 2951321 LFL Lan Airlines S.A. 2,191 1,516 675 9 6 31322 LANC Lancaster Colony Corporation 14,730 11,667 3,063 58 46 121323 LFG LandAmerica Financial Group, Inc. 26,675 12,365 14,310 105 49 571324 LNY Landry's Seafood Restaurants, Inc. 52,717 8,202 44,515 208 32 1761325 LSTR Landstar System, Inc. 61,877 30,146 31,731 245 119 1251326 LVS Las Vegas Sands Corp. 1,431,530 721,720 709,810 5,658 2,853 2,8061327 LHO LaSalle Hotel Properties 3,003 2,189 814 23 17 61328 LCRD LaserCard Corporation 5,341 4,093 1,248 21 16 51329 LAYN Layne Christensen Company 4,257 2,973 1,284 28 20 91330 LAZ Lazard Ltd. Cl A 34,309 19,055 15,254 136 75 601331 LZB La-Z-Boy 2,013 983 1,030 8 4 41332 LCAV LCA-Vision, Inc. 38,160 17,471 20,689 151 69 821333 LDK LDK Solar Company Ltd. 869,252 485,212 384,040 3,436 1,918 1,5181334 LEAP Leap Wireless International, Inc. 74,363 36,905 37,458 294 146 1481335 LF LeapFrog Enterprises, Inc. 12,783 5,008 7,775 51 20 311336 LEA Lear Corporation 49,753 20,224 29,529 197 80 1171337 LGCY Legacy Reserves 14,556 12,177 2,379 58 48 91338 LM Legg Mason, Inc. 302,183 130,613 171,570 1,194 516 6781339 LEG Leggett & Platt, Incorporated 31,570 7,588 23,982 125 30 951340 LEH Lehman Brothers Holdings, Inc. 9,099,205 3,728,895 5,370,310 35,965 14,739 21,2271341 LPS Lender Processing Services, Inc. 2,175 1,678 497 46 36 111342 LEN Lennar Corporation 855,813 427,509 428,304 3,383 1,690 1,6931343 LUK Leucadia National Corp. 71,458 31,474 39,984 282 124 1581344 LVLT Level 3 Comunications, Inc. 358,265 219,591 138,674 1,416 868 548





1345 LXK Lexmark International Group, Inc. (Class A) 133,480 69,439 64,041 528 274 2531346 LPL LG.Display Co., Ltd. 15,989 8,825 7,164 63 35 281347 LHCG LHC Group, Inc. 1,917 1,306 611 8 5 21348 LBY Libbey, Inc. 1,419 851 568 6 3 21349 LBTYA Liberty Global, Inc. 41,734 14,854 26,880 165 59 1061350 LINTA Liberty Interactive Series 27,049 10,440 16,609 107 41 661351 LMDIA Liberty Media Corp - Entertainment 27,842 13,307 14,535 136 65 711352 LCAPA Liberty Media Holding Corporation 22,655 13,214 9,441 90 52 371353 LRY Liberty Property Trust 10,291 4,551 5,740 41 18 231354 LIFE Life Technologies Corporation 104,338 58,616 45,722 412 232 1811355 LTM Life Time Fitness, Inc. 248,923 121,230 127,693 984 479 5051356 LPNT LifePoint Hospitals, Inc. 25,200 10,361 14,839 100 41 591357 LCUT Lifetime Brands, Inc. 1,656 557 1,099 7 2 41358 LGND Ligand Pharmaceuticals Incorporated (Class B) 2,867 2,238 629 11 9 21359 LIHR Lihir Gold Limited 2,172 1,114 1,058 28 14 141360 LLY Lilly (Eli) and Company 532,239 337,231 195,008 2,104 1,333 7711361 LLNW Limelight Networks Inc. 12,620 9,140 3,480 50 36 141362 LTD Limited Brands, Inc. 137,454 58,677 78,777 543 232 3111363 LNCR LInc.are Holdings, Inc. 27,712 14,047 13,665 110 56 541364 LECO Lincoln Electric Holdings, Inc. 15,499 7,956 7,543 61 31 301365 LNC Lincoln National Corporation 57,109 35,793 21,316 226 141 841366 LNN Lindsay Corporation 99,126 51,374 47,752 488 253 2351367 LLTC Linear Technology Corporation 237,673 105,704 131,969 939 418 5221368 LINE Linn Energy LLC 58,005 29,494 28,511 229 117 1131369 LGF Lions Gate Entertainment Corp. 86,772 76,916 9,856 343 304 391370 LFUS Littelfuse, Inc. 3,909 2,401 1,508 15 9 61371 LYV Live Nation, Inc. 7,654 2,567 5,087 30 10 201372 LIZ Liz Claiborne, Inc. 78,754 34,763 43,991 311 137 1741373 JADE LJ International, Inc. 6,731 6,061 670 27 24 31374 LKQX LKQ Corporation 7,174 4,047 3,127 28 16 121375 LYG Lloyd's TSB Group PLC 3,971 2,850 1,121 62 45 181376 LOCM Local.com Corp. 11,197 10,767 430 44 43 21377 LMT Lockheed Martin Corporation 124,611 60,456 64,155 493 239 2541378 L Loews Corporation 262,371 130,985 131,386 1,037 518 5191379 LOGI Logitech International 43,033 19,817 23,216 170 78 921380 LOJN LoJack Corporation 4,012 2,788 1,224 16 11 51381 LDG Long Drug Stores Corporation 48,403 23,214 25,189 191 92 1001382 LFT Longtop Financial Technologies Limited 10,514 7,562 2,952 42 30 121383 LOOP LoopNet, Inc. 9,497 2,118 7,379 38 8 291384 LO Lorillard, Inc. 177,682 101,495 76,187 702 401 3011385 LPX Louisiana-Pacific Corporation 89,033 47,972 41,061 352 190 1621386 LOW Lowe's Companies, Inc. 899,630 535,899 363,731 3,556 2,118 1,4381387 LXU LSB Industries, Inc. 6,127 4,266 1,861 24 17 71388 LSI LSI Logic Corporation 143,447 121,601 21,846 567 481 861389 LZ Lubrizol Corporation 14,684 8,990 5,694 58 36 231390 LUFK Lufkin Industries, Inc. 27,029 17,378 9,651 107 69 381391 LULU Lululemon Athletica 444,173 212,764 231,409 1,756 841 9151392 LMRA Lumera Corporation 1,274 1,046 228 5 4 11393 LMC Lundin Mining Corporation 56,814 39,216 17,598 225 155 701394 MTB M&T Bank Corporation 38,654 18,048 20,606 153 71 811395 MDC M.D.C. Holdings, Inc. 130,005 54,780 75,225 514 217 2971396 MHO M/I Homes, Inc. 5,167 1,373 3,794 23 6 171397 MAC Macerich Company 11,162 4,900 6,262 44 19 251398 MIC Macquarie Infrastructure Company Trust 11,266 6,815 4,451 45 27 181399 MVSN Macrovision Solutions Corporation 15,562 10,690 4,872 62 42 191400 M Macy's, Inc. 384,857 229,123 155,734 1,521 906 6161401 MGLN Magellan Health Services, Inc. 8,647 3,493 5,154 34 14 201402 MGG Magellan Midstream Holdings LP 135,146 30,861 104,285 534 122 4121403 LAVA Magma Design Automation, Inc. 7,544 6,077 1,467 30 24 61404 MECA Magna Entertainment Corporation 565 75 490 2 0 21405 MGA Magna International, Inc. 114,898 35,554 79,344 454 141 3141406 MPG Maguire Properties, Inc. 41,691 26,390 15,301 165 104 601407 MANH Manhattan Associates, Inc. 9,130 5,628 3,502 36 22 141408 MTW Manitowoc Company 168,340 106,925 61,415 665 423 243





1409 MTEX Mannatech, Incorporated 2,238 1,508 730 9 6 31410 MNKD Mannkind Corporation 23,380 19,512 3,868 92 77 151411 MAN Manpower, Inc. 24,134 14,258 9,876 95 56 391412 MANT ManTech International Corporation 6,803 4,534 2,269 27 18 91413 MFC Manulife Financial Corporation 13,854 6,636 7,218 55 26 291414 MRO Marathon Oil Corporation 492,331 326,946 165,385 1,946 1,292 6541415 MCHX Marchex, Inc. 9,364 7,598 1,766 37 30 71416 MCS Marcus Corporation 406 290 116 7 5 21417 HZO MarineMax, Inc. 14,090 1,520 12,570 56 6 501418 ME Mariner Energy, Inc. 11,796 7,431 4,365 47 29 171419 MWE Markwest Energy Partners, LP 13,450 9,454 3,996 53 37 161420 MAR Marriott International, Inc. 208,086 83,103 124,983 822 328 4941421 MMC Marsh & McLennan Companies, Inc. 76,536 50,948 25,588 303 201 1011422 MI Marshall & Ilsley Corporation 53,246 21,014 32,232 210 83 1271423 MATK Martek Biosciences Corporation 37,198 28,447 8,751 147 112 351424 MRTN Marten Transport Ltd. 6,109 5,643 466 55 51 41425 MSO Martha Stewart Living - CL A 19,267 10,439 8,828 76 41 351426 MLM Martin Marietta Materials, Inc. 105,848 54,867 50,981 418 217 2021427 MVL Marvel Entertainment, Inc. 117,474 80,840 36,634 464 320 1451428 MRVL Marvell Technology Group Ltd 1,401,326 1,011,787 389,539 5,539 3,999 1,5401429 MAS Masco Corporation 253,836 108,969 144,867 1,003 431 5731430 MASI Masimo Corporation 7,648 6,266 1,382 37 30 71431 MEE Massey Energy Company 749,928 445,986 303,942 2,964 1,763 1,2011432 MA MasterCard, Inc. 1,609,164 863,822 745,342 6,360 3,414 2,9461433 MTRX Matrix Service Company 17,864 9,518 8,346 71 38 331434 MTXX Matrixx Initiatives, Inc. 4,303 1,931 2,372 17 8 91435 MAT Mattel, Inc. 130,415 77,666 52,749 515 307 2081436 MATW Matthews International Corporation 776 411 365 6 3 31437 MXIM Maxim Integrated Products, Inc. 17,818 10,157 7,661 70 40 301438 MBI MBIA, Inc. 1,670,668 753,805 916,863 6,603 2,979 3,6241439 MFE McAfee, Inc. 86,051 49,211 36,840 340 195 1461440 MNI McClatchy Company 26,303 9,262 17,041 104 37 671441 MDR McDermott International, Inc. 342,379 231,255 111,124 1,353 914 4391442 MCD McDonald's Corporation 1,027,982 625,170 402,812 4,063 2,471 1,5921443 MCGC MCG Capital Corporation 10,344 5,334 5,010 41 21 201444 MGRC McGrath Rentcorp 3,730 1,584 2,146 15 6 81445 MHP McGraw-Hill Companies, Inc. (The) 196,762 87,652 109,110 778 346 4311446 MCK McKesson Corporation 147,339 84,398 62,941 582 334 2491447 MMR McMoran Exploration Co. 177,028 128,291 48,737 700 507 1931448 MRNA MDRNA, Inc. 3,494 3,320 174 14 13 11449 MDZ MDS, Inc. 350 200 150 6 3 21450 MWV MeadWestvaco Corporation 4,530 3,888 642 18 15 31451 MTL Mechel OAO 243,580 134,983 108,597 963 534 4291452 TAXI Medallion Financial Corp. 4,496 2,023 2,473 18 8 101453 MEDX Medarex, Inc. 170,531 110,322 60,209 674 436 2381454 MDAS MedAssets, Inc. 945 542 403 20 12 91455 MHS Medco Health Solutions, Inc. 141,907 83,056 58,851 561 328 2331456 MPW Medical Properties Trust, Inc. 7,642 4,604 3,038 30 18 121457 MDCO Medicines Company (The) 77,140 52,456 24,684 305 207 981458 MRX Medicis Pharmaceutical Corporation 102,073 51,822 50,251 403 205 1991459 MED Medifast, Inc. 2,985 2,609 376 12 10 11460 MDTL Medis Technologies Ltd. 563,981 347,947 216,034 2,229 1,375 8541461 MDVN Medivation, Inc. 164,952 109,866 55,086 652 434 2181462 PDX Mednax, Inc. 13,991 5,944 8,047 55 23 321463 MDT Medtronic, Inc. 390,620 280,698 109,922 1,544 1,109 4341464 MPEL Melco Crown Entertainment 97,846 66,085 31,761 387 261 1261465 MLNX Mellanox Technologies Ltd. 33,948 22,910 11,038 184 124 601466 WFR MEMC Electronic Materials, Inc. 786,417 454,731 331,686 3,108 1,797 1,3111467 MW Men's Wearhouse, Inc. (The) 11,225 3,486 7,739 44 14 311468 MENT Mentor Graphics Corporation 11,829 7,558 4,271 47 30 171469 MNT Mentor International Holdings 49,140 22,969 26,171 194 91 1031470 MELI Mercadolibre, Inc. 156,420 101,974 54,446 618 403 2151471 MRK Merck & Co., Inc. 1,651,472 882,572 768,900 6,528 3,488 3,0391472 MCY Mercury General Corp. 4,040 3,271 769 16 13 3





1473 MRGE Merge Healthcare, Incorporated 52 52 0 0 0 01474 VIVO Meridian Bioscience, Inc. 16,790 12,320 4,470 66 49 181475 MMSI Merit Medical Systems, Inc. 805 443 362 3 2 11476 MTH Meritage Corporation 224,517 76,857 147,660 887 304 5841477 MERX Merix Corporation 171 115 56 1 0 01478 MER Merrill Lynch & Co., Inc. 6,726,171 2,530,996 4,195,175 26,586 10,004 16,5821479 MBLX Metabolix, Inc. 17,811 14,196 3,615 70 56 141480 MM Metal Management, Inc. 4,412 2,664 1,748 17 11 71481 MEA Metalico, Inc. 49,700 41,760 7,940 298 250 481482 MEOH Methanex Corporation 23,998 7,946 16,052 95 31 631483 MET MetLife, Inc. 1,285,542 687,728 597,814 5,081 2,718 2,3631484 MGM Metro-Goldwyn-Mayer, Inc. 783,930 370,652 413,278 3,099 1,465 1,6341485 PCS Metropcs Communications, Inc. 36,516 16,530 19,986 144 65 791486 MF MF Global Ltd. 190,167 125,858 64,309 752 497 2541487 MFA MFA Financials, Inc. 148,366 129,454 18,912 601 524 771488 MTG MGIC Investment Corporation 234,605 102,389 132,216 927 405 5231489 MGPI MGP Ingredients, Inc. 2,262 1,583 679 9 6 31490 MCRL Micrel, Inc. 41,143 16,772 24,371 163 66 961491 MCHP Microchip Technology, Inc. 55,147 24,414 30,733 218 96 1211492 MITI Micromet, Inc. 181 170 11 3 3 01493 MU Micron Technology, Inc. 554,876 390,916 163,960 2,193 1,545 6481494 MCRS MICROS Systems, Inc. 12,122 4,623 7,499 48 18 301495 MSCC Microsemi Corporation 13,819 5,776 8,043 55 23 321496 MSFT Microsoft Corporation 11,126,117 7,122,443 4,003,674 43,977 28,152 15,8251497 MSTR MicroStrategy, Inc. 85,709 41,329 44,380 339 163 1751498 TUNE Microtune, Inc. (New) 5,153 4,014 1,139 20 16 51499 MVIS Microvision, Inc. 13,223 10,621 2,602 52 42 101500 MDS Midas, Inc. 1,236 853 383 6 4 21501 MBRK Middlebrook Pharmaceuticals, Inc 102,892 75,594 27,298 507 372 1341502 MWY Midway Games, Inc. 1,560 1,506 54 6 6 01503 MLNM Millennium Pharmaceuticals, Inc. 65,486 50,753 14,733 259 201 581504 MLHR Miller (Herman), Inc. 14,114 8,165 5,949 56 32 241505 MIL Millipore Corporation 18,391 9,259 9,132 73 37 361506 MR Mindray Medical International Limited 34,753 22,596 12,157 137 89 481507 MFN Minefinders Corporation 31,998 23,728 8,270 168 124 431508 MTX Minerals Technologies, Inc. 1,646 892 754 27 14 121509 MIPS MIPS Technologies, Inc. (New) 843 688 155 3 3 11510 MIR MIRANT Corporation (New) 476,092 270,650 205,442 1,882 1,070 8121511 MTU Mitsubishi UFJ Financial Group, Inc. 37,404 19,496 17,908 148 77 711512 MIVA Miva, Inc. 216 183 33 1 1 01513 MKSI MKS Instruments, Inc. 13,327 3,881 9,446 53 15 371514 MBT Mobile Telesystems OJSC 147,475 80,391 67,084 583 318 2651515 MLNK Moduslink Global Solutions, Inc. 21,398 16,565 4,833 85 65 191516 MHK Mohawk Industries, Inc. 132,351 45,013 87,338 523 178 3451517 MOLX Molex, Incorporated 7,872 4,670 3,202 31 18 131518 MOH Molina Healthcare, Inc. 9,188 4,306 4,882 36 17 191519 TAP Molson Coors Brewing Company 36,881 21,001 15,880 146 83 631520 MNTA Momenta Pharmaceutical, Inc. 82,334 43,792 38,542 325 173 1521521 MCRI Monarch Casino & Resort, Inc. 14,600 12,131 2,469 58 48 101522 MGI MoneyGram International, Inc. 21,415 10,065 11,350 85 40 451523 MPWR Monolithic Power Systems 55,154 42,200 12,954 218 167 511524 MON Monsanto Company/New 2,097,004 1,191,775 905,229 8,289 4,711 3,5781525 MWW Monster Worldwide, Inc. 214,574 150,223 64,351 848 594 2541526 MRH Montpelier Re Holdings Ltd. 2,428 1,226 1,202 10 5 51527 MCO Moody's Corporation 558,508 175,599 382,909 2,208 694 1,5131528 MOG/A Moog, Inc. 2,746 1,899 847 11 8 31529 MS Morgan Stanley 3,518,509 1,355,390 2,163,119 13,907 5,357 8,5501530 MHGC Morgans Hotel Group Co. 2,889 1,869 1,020 11 7 41531 MORN Morningstar, Inc. 8,795 4,212 4,583 35 17 181532 MOS Mosaic Company 1,421,627 877,916 543,711 5,619 3,470 2,1491533 MOSY MoSys, Inc. 588 528 60 2 2 01534 MOT Motorola, Inc. 1,131,701 745,064 386,637 4,473 2,945 1,5281535 MOV Movado Group, Inc. 1,033 844 189 6 5 11536 MOVE Move, Inc. 10 0 10 0 0 0





1537 MOVIQ Movie Gallery, Inc. 11 10 1 0 0 01538 MPS MPS Group, Inc. (New) 3,019 1,337 1,682 12 5 71539 MRVC MRV Communications, Inc. (New) 462 462 0 2 2 01540 MSM MSC Industrial Direct Co., Inc. 852 520 332 3 2 11541 MSCS MSC Software Corp. 19,359 11,927 7,432 77 47 291542 MXB MSCI, Inc. 8,292 2,414 5,878 33 10 231543 MWA Mueller Water Products, Inc. 9,957 3,585 6,372 39 14 251544 MWA/B Mueller Water Products, Inc.-Class B 1,711 1,263 448 7 5 21545 MFLX Multi-Fineline Electronix, Inc. 18,082 10,836 7,246 71 43 291546 MGAM Multimedia Games, Inc. 2,793 2,005 788 11 8 31547 MUR Murphy Oil Corporation 93,951 57,186 36,765 371 226 1451548 MVC MVC Capital, Inc. 307 241 66 7 5 11549 MYL Mylan, Inc. 514,680 331,834 182,846 2,034 1,312 7231550 MYGN Myriad Genetics, Inc. 749,764 399,692 350,072 2,963 1,580 1,3841551 NABI Nabi Biophamaceuticals 2,591 2,297 294 10 9 11552 NBR Nabors Industries, Ltd. 429,341 252,938 176,403 1,697 1,000 6971553 NLC Nalco Holding Company 15,490 5,141 10,349 61 20 411554 NTE Nam Tai Electronics, Inc. 8,196 6,695 1,501 32 26 61555 NANO Nanometrics, Incorporated 483 361 122 2 1 01556 NANX Nanophase Technologies Corp. 882 429 453 3 2 21557 NAPS Napster, Inc. 971 897 74 4 4 01558 NARA Nara Bancorp, Inc. 1,083 677 406 4 3 21559 NAFC Nash Finch Company 5,529 2,322 3,207 22 9 131560 NTG NATCO Group, Inc. 6,997 5,440 1,557 28 22 61561 FIZZ National Beverage Corporation 99 66 33 0 0 01562 NCMI National CineMedia, Inc. 6,896 4,013 2,883 27 16 111563 NCC National City Corporation 1,761,146 1,137,871 623,275 6,961 4,498 2,4641564 NCOC National Coal Corporation 6,200 4,178 2,022 56 38 181565 NFG National Fuel Gas Company (New) 5,851 3,886 1,965 23 15 81566 NOV National Oilwell Varco, Inc. 848,419 541,050 307,369 3,353 2,139 1,2151567 NNN National Retail Properties 11,388 7,106 4,282 45 28 171568 NSM National Semiconductor Corporation 257,412 146,471 110,941 1,017 579 4391569 NHP Nationwide Health Properties, Inc. 25,297 9,062 16,235 100 36 641570 NGS Natural Gas Services Group 6,624 4,462 2,162 26 18 91571 BABY Natus Medical, Inc. 2,774 2,207 567 11 9 21572 NLS Nautilus, Inc. 13,375 7,975 5,400 53 32 211573 NCI Navigant Consulting, Inc. 12,234 10,631 1,603 48 42 61574 NAVG Navigators Group, Inc. 474 139 335 6 2 41575 NM Navios Maritime Holdings, Inc. 58,247 43,792 14,455 230 173 571576 NAV Navistar International Corp. 11,191 5,055 6,136 108 49 591577 NVT NAVTEQ Corporation 72,635 34,299 38,336 287 136 1521578 NTY NBTY, Inc. 25,030 14,567 10,463 99 58 411579 NCS NCI Building Systems, Inc. 7,904 5,443 2,461 31 22 101580 NCR NCR Corporation 27,016 19,161 7,855 107 76 311581 NKTR Nektar Therapeutics 27,144 22,694 4,450 107 90 181582 NEOG Neogen Corporation 3,738 2,227 1,511 15 9 61583 NEOL NeoPharm, Inc. 861 851 10 3 3 01584 NSTC Ness Technologies, Inc. 8,179 4,652 3,527 32 18 141585 UEPS Net 1 UEPS Technologies, Inc. 8,887 6,822 2,065 35 27 81586 NTAP NetApp, Inc. 652,494 406,201 246,293 2,579 1,606 9731587 NTES Netease.com, Inc. -ADR 243,079 183,364 59,715 961 725 2361588 NZ Netezza Corporation 2,009 1,739 270 32 28 41589 NFLX NetFlix, Inc. 348,963 159,127 189,836 1,379 629 7501590 NTGR NETGEAR, Inc. 95,657 58,496 37,161 378 231 1471591 NETL NetLogic Microsystems, Inc. 142,251 54,256 87,995 562 214 3481592 N NetSuite, Inc. 15,251 8,455 6,796 62 34 281593 NBIX Neurocrine Biosciences, Inc. 23,550 17,836 5,714 93 70 231594 NURO Neurometrix, Inc. 4,162 2,953 1,209 16 12 51595 NSR NeuStar, Inc. 5,635 3,125 2,510 22 12 101596 NEW New Century Financial Corporation 174 174 0 1 1 01597 EDU New Oriental Education & Technology Group, Inc. 180,319 104,351 75,968 713 412 3001598 NWY New York & Company, Inc. 188 188 0 1 1 01599 NYB New York Community Bancorp 80,670 51,559 29,111 319 204 1151600 NYT New York Times Co. (Class A) 105,376 43,840 61,536 417 173 243





1601 NAL NewAlliance Bancshares, Inc. 29,423 20,290 9,133 116 80 361602 NCT Newcastle Investment Corporation 31,996 15,707 16,289 126 62 641603 NWL Newell Rubbermaid, Inc. 47,756 30,795 16,961 189 122 671604 NFX Newfield Exploration Company (New) 118,815 74,934 43,881 470 296 1731605 NEU Newmarket Corporation 24,604 16,028 8,576 97 63 341606 NEM Newmont Mining Corporation 1,552,518 993,317 559,201 6,136 3,926 2,2101607 NR Newpark Resources, Inc. (New) 765 712 53 3 3 01608 NWSA News Corp Class A 64,370 45,482 18,888 254 180 751609 NWS News Corporation Ltd. (The) ADR 43,044 21,330 21,714 170 84 861610 NEXC NexCen Brands, Inc. 840 832 8 3 3 01611 NXY Nexen, Inc. 197,808 138,757 59,051 782 548 2331612 NGAS Ngas Resources, Inc. 9,725 8,524 1,201 38 34 51613 NICE Nice-Systems Ltd. 6,066 2,333 3,733 24 9 151614 GAS NICOR, Inc. 10,829 5,495 5,334 43 22 211615 NHWK Nighthawk Radiology Holdings, Inc. 15,693 8,686 7,007 62 34 281616 NIHD NII Holdings, Inc. 305,255 204,929 100,326 1,207 810 3971617 NKE NIKE, Inc. (Class B) 414,717 196,017 218,700 1,639 775 8641618 NTT Nippon Telegraph and Telephone Corporation 54,114 51,083 3,031 214 202 121619 NI NISource, Inc. 6,543 4,012 2,531 26 16 101620 NSANY Nissan Motor Company Ltd. 4,796 1,122 3,674 19 4 151621 NTMD NitroMed, Inc. 73 63 10 0 0 01622 NMTI NMT Medical, Inc. 1,489 1,148 341 6 5 11623 NED Noah Education Holdings Ltd. 11,296 7,745 3,551 45 31 141624 NBL Noble Affiliates, Inc. 54,575 33,366 21,209 216 132 841625 NE Noble Corporation 410,528 264,937 145,591 1,623 1,047 5751626 NOBL Noble International, Ltd. 1,768 1,428 340 7 6 11627 NOK Nokia Corporation ADR 1,818,041 1,213,657 604,384 7,186 4,797 2,3891628 NMR Nomura Holdings, Inc. 7,903 3,193 4,710 31 13 191629 NAT Nordic American Tanker Shipping Limited 109,929 72,241 37,688 435 286 1491630 NDSN Nordson Corporation 6,419 3,595 2,824 43 24 191631 JWN Nordstrom, Inc. 378,872 165,831 213,041 1,498 655 8421632 NSC Norfolk Southern Corporation 411,100 188,461 222,639 1,625 745 8801633 NT Nortel Networks Corporation 238,541 149,593 88,948 943 591 3521634 NOA North American Energy Partners 12,191 7,264 4,927 55 33 221635 PAL North American Palladium Ltd 145,358 117,438 27,920 575 464 1101636 NAK Northern Dynasty Minerals 16,182 13,028 3,154 64 51 121637 NOG Northern Oil & Gas, Inc. 10,058 5,772 4,286 77 44 331638 NTRS Northern Trust Bank Corporation 138,507 73,718 64,789 547 291 2561639 NFLD Northfield Laboratories, Inc. 5,789 5,605 184 23 22 11640 NXG Northgate Minerals Corporation 16,444 14,099 2,345 65 56 91641 NOC Northrop Grumman Corporation 100,303 62,683 37,620 396 248 1491642 NSTR Northstar Neuroscience, Inc. 10,695 8,884 1,811 42 35 71643 NRF Northstar Realty Finance Corporation 71,810 43,781 28,029 284 173 1111644 NWA Northwest Airlines Corporation 232,272 190,897 41,375 918 755 1641645 NWPX Northwest Pipe Company 1,404 843 561 30 18 121646 NWE NorthWestern Corp. 1,867 1,131 736 11 7 51647 NCX NOVA Chemicals Corporation (New) 32,560 13,266 19,294 129 52 761648 NG NovaGold Resources, Inc. 104,611 79,355 25,256 413 314 1001649 NVS Novartis AG 83,529 51,863 31,666 330 205 1251650 NFI Novastar Financial, Inc. 40,139 11,559 28,580 159 46 1131651 NVTL Novatel Wireless, Inc. (New) 53,722 35,105 18,617 212 139 741652 NVAX Novavax, Inc. (New) 3,058 2,667 391 12 11 21653 NOVL Novell, Inc. 26,934 22,094 4,840 106 87 191654 NVLS Novellus Systems, Inc. 151,556 98,351 53,205 599 389 2101655 NOVN Noven Pharmacuticals, Inc. 4,112 2,784 1,328 16 11 51656 NPSP NPS Pharmaceuticals, Inc. 13,501 6,599 6,902 53 26 271657 NRG NRG Energy, Inc. (New) 680,609 584,538 96,071 2,690 2,310 3801658 NTLS Ntelos Holdings Corp. 1,047 463 584 4 2 21659 NUAN Nuance Communications, Inc. 128,118 90,600 37,518 506 358 1481660 NUCO NuCo2, Inc. 3,956 2,111 1,845 16 8 71661 NUE Nucor Corporation 940,835 567,717 373,118 3,719 2,244 1,4751662 NS NuStar Energy L.P. 9,135 5,363 3,772 36 21 151663 NSH NuStar GP Holdings, LLC 7,208 4,755 2,453 28 19 101664 NTRI NutriSystem, Inc. 571,283 303,776 267,507 2,258 1,201 1,057





1665 NUVA NuVasive, Inc. 17,723 9,549 8,174 70 38 321666 NUVO Nuvelo, Inc. 2,866 2,473 393 11 10 21667 NVDA NVIDIA Corporation 1,399,239 909,724 489,515 5,531 3,596 1,9351668 NXTM NxStage Medical, Inc. 14,508 12,075 2,433 57 48 101669 NMX Nymex Holdings, Inc. 450,192 262,979 187,213 1,779 1,039 7401670 NYX NYSE Euronext 1,235,911 807,166 428,745 4,885 3,190 1,6951671 OIIM O2Micro International Ltd. 9,851 8,353 1,498 39 33 61672 OMPI Obagi Medical Products, Inc. 6,839 5,300 1,539 27 21 61673 OXY Occidental Petroleum Corporation 661,934 375,917 286,017 2,616 1,486 1,1311674 OII Oceaneering International, Inc. 67,616 44,533 23,083 267 176 911675 OCNF OceanFreight, Inc. 20,803 14,951 5,852 82 59 231676 OZM Och-Ziff Capital Management Group 11,859 5,074 6,785 47 20 271677 OCN Ocwen Financial Corporation 13,046 11,092 1,954 52 44 81678 ODSY Odyssey Healthcare, Inc. 15,829 8,483 7,346 63 34 291679 OMEX Odyssey Marine Exploration, Inc. 3,992 3,735 257 16 15 11680 ODP Office Depot, Inc. 133,520 85,293 48,227 528 337 1911681 OMX OfficeMax, Incorporated 65,773 36,451 29,322 260 144 1161682 OIS Oil States International, Inc. 16,265 9,870 6,395 64 39 251683 BQI Oilsands Quest, Inc. 85,219 69,838 15,381 337 276 611684 ONB Old National Bancorp 18,818 14,919 3,899 84 67 171685 OLN Olin Corporation 34,287 21,215 13,072 136 84 521686 ZEUS Olympic Steel, Inc. 25,362 14,632 10,730 100 58 421687 OMG OM Group, Inc. (New) 65,193 45,367 19,826 258 179 781688 OHI OMEGA Healthcare Investors, Inc. 320 289 31 25 22 21689 ONAV Omega Navigation Enterprises, Inc. 6,995 5,428 1,567 28 21 61690 OMNI OMNI Energy Services Corp. 5,753 4,840 913 23 19 41691 OCR Omnicare, Inc. 33,612 20,845 12,767 133 82 501692 OMCL Omnicell, Inc. 13,827 8,873 4,954 55 35 201693 OMC Omnicom Group, Inc. 71,918 30,599 41,319 284 121 1631694 OMTR Omniture, Inc. 47,176 22,922 24,254 186 91 961695 OVTI OmniVision Technologies, Inc. 200,474 123,718 76,756 792 489 3031696 OMRI Omrix Biopharmaceuticals, Inc. 17,903 9,270 8,633 71 37 341697 ONNN ON Semiconductor Corporation (New) 131,724 88,606 43,118 521 350 1701698 OKE ONEOK, Inc. 8,957 6,608 2,349 35 26 91699 ONXX Onyx Pharmaceuticals 356,890 203,594 153,296 1,411 805 6061700 OTEX Open Text Corporation 204,615 94,796 109,819 809 375 4341701 OPWV Openwave Systems, Inc. 3,857 3,568 289 15 14 11702 OPXT OpNext, Inc. 9,979 9,354 625 39 37 21703 OPMR Optimal Group, Inc. 178 172 6 1 1 01704 OXPS optionsXpress Holdings, Inc. 133,922 92,359 41,563 529 365 1641705 ORCL Oracle Corporation 2,392,446 1,477,312 915,134 9,456 5,839 3,6171706 ORB Orbital Sciences Corporation 10,621 5,238 5,383 42 21 211707 OWW Orbitz Worldwide, Inc. 5,634 4,651 983 22 18 41708 ORCT Orckit Communications Ltd. 10,877 9,307 1,570 43 37 61709 ORLY O'Reilly Automotive, Inc. 30,338 18,979 11,359 120 75 451710 OREX Orexigen Therapeutics, Inc. 1,864 909 955 10 5 51711 OEH Orient-Express Hotels Ltd. 25,522 13,967 11,555 101 55 461712 SEED Origin Agritech Limited 56,824 44,632 12,192 225 176 481713 OESX Orion Energy Systems, Inc. 4,212 2,467 1,745 28 16 121714 ORA Ormat Technologies, Inc. 18,600 12,195 6,405 74 48 251715 OSK Oshkosh Corporation 86,107 50,345 35,762 340 199 1411716 OSIP OSI Pharmaceuticals, Inc. 177,894 109,088 68,806 703 431 2721717 OSIS OSI Systems, Inc. 5,647 2,986 2,661 22 12 111718 OSIR Osiris Therapeutics, Inc. 40,102 26,847 13,255 159 106 521719 OSG Overseas Shipholding Group, Inc. 98,015 39,880 58,135 387 158 2301720 OSTK Overstock.com, Inc. 72,544 37,086 35,458 287 147 1401721 OC Owens Corning, Inc. 64,648 26,413 38,235 256 104 1511722 OI Owens-Illinois, Inc. 99,502 49,862 49,640 393 197 1961723 OXM Oxford Industries, Inc. 15,798 4,608 11,190 62 18 441724 PFCB P.F. Chang's China Bistro 102,344 52,166 50,178 405 206 1981725 PCAR PACCAR, Inc. 62,241 32,515 29,726 246 129 1171726 PCBC Pacific Capital Bancorp. 23,746 14,922 8,824 128 81 481727 PEIX Pacific Ethanol, Inc. 65,420 44,537 20,883 259 176 831728 PSUN Pacific Sunwear of California, Inc. 40,407 20,042 20,365 160 79 80





1729 PACT PacificNet, Inc. 954 515 439 4 2 21730 PKTR Packeteer, Inc. 6,768 5,340 1,428 27 21 61731 PTV Pactiv Corporation 15,293 6,669 8,624 60 26 341732 PACW PacWest Bancorp 12,700 4,613 8,087 73 27 461733 PAET PAETEC Holding Corp. Class A 4,586 3,531 1,055 18 14 41734 PTIE Pain Therapeutics, Inc. 9,075 4,910 4,165 36 19 161735 PLL Pall Corporation 7,973 4,722 3,251 32 19 131736 PALM Palm, Inc. 179,067 101,433 77,634 708 401 3071737 PMTI Palomar Medical Technologies, Inc. 13,831 8,886 4,945 55 35 201738 PAAS Pan American Silver Corporation 122,116 80,221 41,895 483 317 1661739 PANC Panacos Pharmaceuticals, Inc. 2 0 2 0 0 01740 PC Panasonic Corporation 13,917 4,901 9,016 55 19 361741 PNRA Panera Bread Company, Class A 133,696 59,494 74,202 528 235 2931742 PZZA Papa John's International, Inc. 13,473 1,185 12,288 53 5 491743 PRX Par Pharmaceutical Companies, Inc. 34,382 19,762 14,620 136 78 581744 PRGN Paragon Shipping, Inc. 48,221 28,763 19,458 191 114 771745 PLLL Parallel Petroleum Corporation 33,616 21,954 11,662 133 87 461746 PMTC Parametric Technology Corporation (New) 19,423 14,961 4,462 77 59 181747 PKD Parker Drilling Company (New) 40,169 34,080 6,089 159 135 241748 PH Parker-Hannifin Corporation 57,164 32,476 24,688 226 128 981749 PRKR ParkerVision, Inc. 55,835 42,552 13,283 221 168 531750 PTNR Partner Communications Company Ltd. 10,729 8,864 1,865 42 35 71751 PCX Patriot Coal Corporation 143,555 86,978 56,577 567 344 2241752 PDCO Patterson Companies, Inc. 53,106 24,147 28,959 210 95 1141753 PTEN Patterson UTI Energy, Inc. 196,387 123,564 72,823 776 488 2881754 PAYX Paychex, Inc. 182,334 110,750 71,584 721 438 2831755 MALL PC Mall, Inc. 6,414 5,063 1,351 25 20 51756 PDLI PDL BioPharma, Inc. 181,706 94,002 87,704 718 372 3471757 BTU Peabody Energy Corporation 953,302 602,109 351,193 3,768 2,380 1,3881758 PGH Pengrowth Energy Trust 93,382 61,633 31,749 369 244 1251759 PENN Penn National Gaming, Inc. 289,654 180,655 108,999 1,145 714 4311760 PEI Penn Real Estate Investment Trust 19,561 4,431 15,130 77 18 601761 PVA Penn Virginia Corporation 15,512 11,107 4,405 108 78 311762 PVR Penn Virginia Resource Partners, L.P. 4,939 2,868 2,071 20 11 81763 PWE Penn West Energy Trust 132,958 98,679 34,279 526 390 1351764 JCP Penney (J.C.) Company, Inc. 518,678 253,480 265,198 2,050 1,002 1,0481765 PNR Pentair, Inc. 9,043 4,441 4,602 36 18 181766 PPCO Penwest Pharmaceuticals Co. 36,108 17,842 18,266 143 71 721767 PBCT People's United Financial, Inc. 31,941 23,188 8,753 126 92 351768 PBY Pep Boys--Manny, Moe, & Jack (The) 13,342 8,434 4,908 53 33 191769 POM Pepco Holdings, Inc. 484 358 126 2 1 01770 PAS PepsiAmericas, Inc. 60 59 1 2 2 01771 PEP PepsiCo, Inc. 523,882 309,019 214,863 2,071 1,221 8491772 PWRD Perfect World Co. Ltd. - ADR 53,067 35,633 17,434 210 141 691773 PRFT Perficient, Inc. 6,532 4,853 1,679 26 19 71774 PCR Perini Corporation 43,387 25,337 18,050 171 100 711775 PKI Perkin-Elmer, Inc. 4,050 2,254 1,796 16 9 71776 PBT Permian Basin Royalty Trust 45,862 34,869 10,993 181 138 431777 PRGO Perrigo Company 40,983 25,962 15,021 162 103 591778 PETS PetMed Express, Inc. 15,198 9,868 5,330 60 39 211779 PZE Petrobras Energia Participaciones S.A. 23,348 15,346 8,002 95 62 321780 PCZ Petro-Canada 67,295 38,243 29,052 266 151 1151781 PTR PetroChina Company Limited 301,692 185,469 116,223 1,192 733 4591782 HK Petrohawk Energy Corporation 420,630 303,117 117,513 1,663 1,198 4641783 PBR Petroleo Brasileiro S.A.-ADR 4,078,233 2,441,531 1,636,702 16,119 9,650 6,4691784 PBR/A Petroleo Brasileiro S.A 2,882 1,182 1,700 11 5 71785 PETD Petroleum Development Corporation 25,299 14,746 10,553 100 58 421786 PQ PetroQuest Energy, Inc. 39,324 28,928 10,396 155 114 411787 PETM PETsMART, Inc. 125,880 60,677 65,203 498 240 2581788 PFE Pfizer, Inc. 3,212,990 2,114,759 1,098,231 12,700 8,359 4,3411789 PCG PG&E Corporation 20,221 12,753 7,468 80 50 301790 PPDI Pharmaceutical Product Development 20,660 12,245 8,415 82 48 331791 PCYC Pharmacyclics, Inc. (New) 3,263 1,957 1,306 13 8 51792 PDGI PharmaNet Development Group, Inc. 32,708 12,451 20,257 129 49 80





1793 PMC PharMerica Corporation 6,916 5,972 944 27 24 41794 PHRM Pharmion Corp. 23,984 19,283 4,701 95 76 191795 PM Philip Morris International, Inc. 480,322 306,950 173,372 2,489 1,590 8981796 PVH Phillips-Van Heusen Corporation 38,515 31,318 7,197 152 124 281797 PHTN Photon Dynamics, Inc. 8,361 2,968 5,393 33 12 211798 PLAB Photronics, Inc. 7,804 7,197 607 31 28 21799 PICO PICO Holdings, Inc. 7,092 3,293 3,799 28 13 151800 PNY Piedmont Natural Gas Company 5,133 3,769 1,364 46 34 121801 PIR Pier 1 Imports, Inc. 43,284 29,097 14,187 171 115 561802 PEC Pike Electric Corporation 6,693 4,433 2,260 26 18 91803 PPC Pilgrim's Pride Corporation 159,037 85,810 73,227 629 339 2891804 PNCL Pinnacle Airlines Corp. 10,254 8,464 1,790 41 33 71805 PNK Pinnacle Entertainment, Inc. 8,519 5,909 2,610 34 23 101806 PDC Pioneer Drilling Company 15,478 11,167 4,311 61 44 171807 PXD Pioneer Natural Resources Company 100,427 63,274 37,153 397 250 1471808 PJC Piper Jaffray Companies, Inc. 16,022 7,633 8,389 63 30 331809 PBI Pitney Bowes, Inc. 17,749 9,798 7,951 70 39 311810 PAA Plains All American Pipeline, L.P. 13,973 7,602 6,371 55 30 251811 PXP Plains Exploration & Production Company 289,850 140,563 149,287 1,146 556 5901812 PLT Plantronics, Inc. 15,583 10,194 5,389 62 40 211813 PTP Platinum Underwriters Holdings Ltd. 12,710 7,178 5,532 50 28 221814 PLXS Plexus Corporation, Inc. 23,348 15,955 7,393 92 63 291815 PLUG Plug Power, Inc. 1,510 1,357 153 6 5 11816 PCL Plum Creek Timber Company, LP 46,536 29,286 17,250 184 116 681817 PLXT PLX Technology, I Inc. 5,972 4,519 1,453 24 18 61818 PMCS PMC-Sierra, Inc. 275,333 127,806 147,527 1,088 505 5831819 PMI PMI Group, Inc. 53,412 34,171 19,241 211 135 761820 PNC PNC Bank Corporation 386,720 155,606 231,114 1,529 615 9131821 PNM PNM Resources, Inc. (New) 4,218 839 3,379 17 3 131822 PBSO Point Blank Solutions, Inc. 5 5 0 0 0 01823 PII Polaris Industries, Inc. 83,453 32,441 51,012 330 128 2021824 RL Polo Ralph Lauren Corp. 242,809 120,804 122,005 960 477 4821825 PLCM Polycom, Inc. 73,034 35,942 37,092 289 142 1471826 POOL Pool Corporation 17,807 5,033 12,774 70 20 501827 PRAA Portfolio Recovery Associates, Inc. 25,361 13,407 11,954 100 53 471828 POR Portland General Electric Company 3,870 2,147 1,723 15 8 71829 PKX POSCO 60,918 34,267 26,651 241 135 1051830 PPS Post Properties, Inc. 23,735 10,663 13,072 94 42 521831 POT Potash Corporation of Saskatchewan, Inc. 4,764,961 2,809,658 1,955,303 18,834 11,105 7,7281832 PWER Power-One, Inc. 3,539 2,282 1,257 14 9 51833 POWR PowerSecure International, Inc. 2,568 1,672 896 10 7 41834 PWAV Powerwave Technologies, Inc. 18,997 14,468 4,529 75 57 181835 POZN POZEN, Inc. 92,909 49,576 43,333 367 196 1711836 PPG PPG Industries, Inc. 26,022 13,996 12,026 103 55 481837 PPL PPL Corporation 20,932 6,646 14,286 83 26 561838 PX Praxair, Inc. 62,071 36,030 26,041 245 142 1031839 PCP Precision Castparts Corp. 153,792 94,768 59,024 608 375 2331840 PDS Precision Drilling Corporation 56,084 40,524 15,560 222 160 621841 PRXI Premier Exhibitions, Inc. 2,783 2,020 763 11 8 31842 PGI Premiere Global Services, Inc. 6,000 3,303 2,697 24 13 111843 PCLN Priceline.com, Inc. 405,376 217,849 187,527 1,602 861 7411844 PDE Pride International 259,431 196,134 63,297 1,025 775 2501845 PWI PrimeWest Energy Trust 136 59 77 1 0 01846 PFG Principal Financial Group, Inc. 40,334 12,069 28,265 159 48 1121847 PVTB PrivateBancorp, Inc. 18,043 10,769 7,274 71 43 291848 PRA ProAssurance Corporation 784 448 336 13 7 51849 PG Procter & Gamble Company (The) 4,207,362 2,049,182 2,158,180 16,630 8,100 8,5301850 PGNX Progenics Pharmaceuticals, Inc. 143,985 78,960 65,025 569 312 2571851 PGN Progress Energy, Inc. 33,473 20,474 12,999 132 81 511852 PGIC Progressive Gaming International Corporation 34 34 0 0 0 01853 PLD ProLogis 52,531 27,173 25,358 208 107 1001854 PSEC Prospect Capital Corporation 6,649 4,651 1,998 27 19 81855 PRSP Prosperity Bancshares, Inc. 4,183 2,547 1,636 24 15 91856 PL Protective Life Corporation 13,578 4,879 8,699 54 19 34





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2177 TLB Talbots, Inc. (The) 67,590 26,423 41,167 267 104 1632178 TLEO Taleo Corporation 7,334 4,112 3,222 29 16 132179 TLM Talisman Energy, Inc. 183,389 131,176 52,213 725 518 2062180 TAM Tam SA 14,991 6,091 8,900 59 24 352181 SKT Tanger Factory Outlet Centers, Inc. 7,604 2,671 4,933 58 20 382182 TRE Tanzanian Royalty Exploration Corporation 12,359 11,220 1,139 49 44 52183 NGLS Targa Resources Partners LP 41,049 28,895 12,154 162 114 482184 TGT Target Corporation 3,116,841 1,543,132 1,573,709 12,320 6,099 6,2202185 TASR TASER International, Inc. 228,755 134,100 94,655 904 530 3742186 TCL Tata Communications Limited 1,697 992 705 10 6 42187 TTM Tata Motors Limited 24,403 16,080 8,323 96 64 332188 TCO Taubman Centers, Inc. 10,278 2,329 7,949 41 9 312189 TBSI TBS International Limited 114,343 83,998 30,345 452 332 1202190 TCB TCF Financial Corporation 34,994 14,002 20,992 138 55 832191 AMTD TD Ameritrade Holding Corp. 116,956 54,003 62,953 462 213 2492192 TECD Tech Data Corporation 14,061 5,233 8,828 56 21 352193 TECH Techne Corporation 10,959 5,316 5,643 43 21 222194 TNL Technitrol, Inc. 11,957 6,178 5,779 47 24 232195 TWLL Techwell, Inc. 3,669 2,117 1,552 16 9 72196 TCK Teck Cominco Limited 91,071 60,703 30,368 360 240 1202197 TE TECO Energy, Inc. 46,969 35,747 11,222 186 141 442198 TK Teekay Corporation 84,488 55,172 29,316 334 218 1162199 TKLC Tekelec 13,523 9,903 3,620 53 39 142200 TNE Tele Norte Leste Participacoes SA 27,082 11,776 15,306 107 47 602201 TEF Telefonica de Espana, S.A. ADR 25,670 15,082 10,588 101 60 422202 TMX Telefonos de Mexico, S.A. de C.V. ADR 65,844 33,610 32,234 260 133 1272203 TTEC TeleTech Holdings, Inc. 15,310 11,725 3,585 61 46 142204 TELK Telik, Inc. 3,804 2,574 1,230 15 10 52205 TLAB Tellabs, Inc. 88,798 69,946 18,852 351 276 752206 TII Telmex Internacional SAB de CV 3,423 1,326 2,097 25 10 152207 TMCV Temecula Valley Bancorp, Inc. 9,444 3,013 6,431 37 12 252208 TIN Temple-Inland, Inc. 38,293 28,380 9,913 151 112 392209 TPX Tempur-Pedic International, Inc. 171,253 45,266 125,987 677 179 4982210 TS Tenaris S.A. 143,266 80,022 63,244 566 316 2502211 THC Tenet Healthcare Corporation 86,399 44,359 42,040 341 175 1662212 TNC Tennant Company 1,051 350 701 6 2 42213 TEN Tenneco, Inc. 26,518 11,275 15,243 105 45 602214 TPP Teppco Partners LP 3,787 2,354 1,433 15 9 62215 TDC Teradata Corporation 12,206 9,680 2,526 48 38 102216 TER Teradyne, Inc. 87,589 62,529 25,060 346 247 992217 TEX Terex Corporation 334,255 207,975 126,280 1,321 822 4992218 TX Ternium S.A. 18,023 12,042 5,981 71 48 242219 TRA Terra Industries, Inc. 466,216 312,743 153,473 1,843 1,236 6072220 TSTR TerreStar Corporation 2,805 2,253 552 11 9 22221 TESO Tesco Corporation 10,611 7,980 2,631 42 32 102222 TSO Tesoro Corporation 1,003,346 733,675 269,671 3,966 2,900 1,0662223 TSRA Tessera Technologies, Inc. 229,843 138,145 91,698 908 546 3622224 TTI TETRA Technologies, Inc. (New) 10,578 7,693 2,885 42 30 112225 TEVA Teva Pharmaceutical Industries Limited ADR 594,440 338,595 255,845 2,350 1,338 1,0112226 TCBI Texas Capital Bancshares, Inc. 1,244 764 480 7 4 32227 TXI Texas Industries, Inc. 76,677 35,500 41,177 303 140 1632228 TXN Texas Instruments, Incorporated 1,248,538 671,820 576,718 4,935 2,655 2,2802229 TXRH Texas Roadhouse, Inc. 8,910 4,848 4,062 35 19 162230 TXT Textron, Inc. 267,215 149,382 117,833 1,056 590 4662231 TFSL TFS Financial Corp. 31,349 18,333 13,016 124 72 512232 ANDE The Andersons, Inc. 18,638 9,534 9,104 74 38 362233 BK The Bank of New York Mellon Corporation 419,996 230,598 189,398 1,660 911 7492234 BX The Blackstone Group LP 235,326 148,630 86,696 930 587 3432235 BONT The Bon-Ton Stores, Inc. 9,768 5,623 4,145 39 22 162236 BCO The Brink's Company 49,376 28,541 20,835 195 113 822237 BKE The Buckle, Inc. 1,072 1,044 28 4 4 02238 DTV The DIRECTV Group, Inc. 127,240 91,817 35,423 503 363 1402239 DBRN The Dress Barn, Inc. 20,237 13,353 6,884 80 53 272240 FINL The Finish Line - CL A 77,623 69,734 7,889 307 276 31





2241 FAF The First American Financial Corporation 114,068 42,297 71,771 451 167 2842242 GS The Goldman Sachs Group, Inc. 7,258,275 3,665,348 3,592,927 28,689 14,488 14,2012243 GBX The Greenbrier Companies, Inc. 30,189 16,193 13,996 119 64 552244 HSY The Hershey Company 161,134 121,622 39,512 637 481 1562245 SJM The J.M. Smucker Company 75,787 38,270 37,517 300 151 1482246 KNOT The Knot, Inc. 4,179 3,469 710 17 14 32247 LG The Laclede Group, Inc. 6,021 2,780 3,241 54 25 292248 TMR The Meridian Resource Corporation 4,702 4,063 639 19 16 32249 MIDD The Middleby Corporation 10,459 4,172 6,287 94 38 572250 NDAQ The Nasdaq OMX Group, Inc. 282,066 175,313 106,753 1,115 693 4222251 PTRY The Pantry, Inc. 32,685 13,771 18,914 129 54 752252 PBG The Pepsi Bottling Group, Inc. 3,623 2,558 1,065 14 10 42253 PGR The Progressive Corporation 44,987 22,236 22,751 178 88 902254 RYL The Ryland Group, Inc. 363,522 140,391 223,131 1,437 555 8822255 SMG The Scotts Miracle-Gro Company 28,590 11,660 16,930 113 46 672256 SGR The Shaw Group, Inc. 152,967 100,928 52,039 605 399 2062257 SPNC The Spectranetics Corporation 4,580 2,806 1,774 18 11 72258 JOE The St Joe Company 102,231 43,589 58,642 404 172 2322259 SNS The Steak n Shake Company 10,199 3,616 6,583 40 14 262260 TBL The Timberland Company 810 418 392 3 2 22261 TRV The Travelers Companies, Inc. 87,097 52,162 34,935 344 206 1382262 ULTI The Ultimate Software Group, Inc. 17,889 9,006 8,883 72 36 362263 DIS The Walt Disney Company 713,165 405,722 307,443 2,819 1,604 1,2152264 WRC The Warnaco Group, Inc. 9,467 5,110 4,357 37 20 172265 WTSLA The Wet Seal, Inc. 708 512 196 3 2 12266 NCTY The9 Limited 47,264 31,026 16,238 187 123 642267 THRX Theravance, Inc. 22,813 13,808 9,005 90 55 362268 TMO Thermo Fisher Scientific, Inc. 55,624 41,468 14,156 220 164 562269 SWIM Thinkorswim Group, Inc. 47,545 26,678 20,867 188 105 822270 TWTI Third Wave Technologies, Inc. 3,081 2,460 621 12 10 22271 TNB Thomas & Betts Corporation 1,755 564 1,191 7 2 52272 TMS Thomson 2,271 637 1,634 11 3 82273 TRIN Thomson Reuters Plc 2,136 1,224 912 12 7 52274 THO Thor Industries, Inc. 12,618 6,087 6,531 50 24 262275 THOR Thoratec Corporation 38,482 26,434 12,048 152 104 482276 TMA Thornburg Mortgage, Inc. 982,904 534,254 448,650 3,885 2,112 1,7732277 THQI THQ, Inc. 47,256 30,481 16,775 187 120 662278 TIBX TIBCO Software 28,629 20,605 8,024 113 81 322279 TKTM Ticketmaster Entertainment, Inc. 2,507 902 1,605 27 10 172280 TDW Tidewater, Inc. 65,206 38,889 26,317 258 154 1042281 TIF Tiffany & Co. 430,305 169,387 260,918 1,701 670 1,0312282 THI Tim Hortons, Inc. 13,187 5,236 7,951 52 21 312283 TSU Tim Participacoes S.A. 1,429 766 663 6 3 32284 TWC Time Warner Cable, Inc. 28,193 8,338 19,855 111 33 782285 TWX Time Warner, Inc. 1,120,859 696,103 424,756 4,430 2,751 1,6792286 TITN Titan Machinery, Inc. 32,142 22,303 9,839 174 121 532287 TIE Titanium Metals Corporation 562,687 427,565 135,122 2,224 1,690 5342288 TIVO TiVo, Inc. 153,716 94,005 59,711 608 372 2362289 TJX TJX Companies, Inc. (The) 126,048 77,618 48,430 498 307 1912290 TLCV TLC Vision Corporation 826 672 154 3 3 12291 TOL Toll Brothers, Inc. 580,329 228,294 352,035 2,294 902 1,3912292 TOPS TOP Ships, Inc. 7,011 4,436 2,575 28 18 102293 TRGL Toreador Resources Corporation 3,735 2,763 972 15 11 42294 TD Toronto Dominion Bank 50,364 23,075 27,289 199 91 1082295 TOT Total S.A. (ADR) 53,279 34,540 18,739 211 137 742296 TSS Total System Services, Inc. 10,391 7,691 2,700 41 30 112297 TWGP Tower Group, Inc. 6,029 3,081 2,948 24 12 122298 TM Toyota Motor Corporation ADR 137,305 59,837 77,468 543 237 3062299 TSCO Tractor Supply Company 27,499 13,451 14,048 109 53 562300 TRAD Tradestation Group, Inc. 13,016 9,779 3,237 51 39 132301 TT Trane, Inc. 10,577 6,769 3,808 42 27 152302 TRP TransCanada Corporation 823 688 135 11 9 22303 TDG TransDigm Group, Inc. 3,887 1,357 2,530 15 5 102304 TGA TransGlobe Energy Corporation 9,472 6,389 3,083 37 25 12





2305 TMTA Transmeta Corporation (New) 100,817 70,236 30,581 398 278 1212306 RIG Transocean Ltd. 1,752,864 1,077,925 674,939 6,928 4,261 2,6682307 TZOO Travelzoo, Inc. 8,397 4,943 3,454 33 20 142308 TG Tredegar Corporation 430 280 150 3 2 12309 TWP Trex Company, Inc. 6,919 4,463 2,456 27 18 102310 TGIC Triad Guaranty, Inc. 6,780 3,296 3,484 27 13 142311 TRMA Trico Marine Services, Inc. 25,859 14,919 10,940 102 59 432312 TRID Trident Microsystems, Inc. 21,220 15,286 5,934 84 60 232313 TRMB Trimble Navigation Limited 31,808 18,330 13,478 126 72 532314 TRMS Trimeris, Inc. 3,780 2,893 887 15 11 42315 TSL Trina Solar Limited 215,792 135,700 80,092 853 536 3172316 TRN Trinity Industries, Inc. 96,989 62,019 34,970 383 245 1382317 GTS Triple-S Management Corporation 551 402 149 5 4 12318 TQNT Triquint Semiconductor, Inc. 5,016 3,727 1,289 20 15 52319 TIV Tri-Valley Corporation 7,972 5,440 2,532 32 22 102320 TRLG True Religon Apparel, Inc. 127,040 53,923 73,117 502 213 2892321 TBI TrueBlue, Inc. 4,979 3,467 1,512 20 14 62322 TRMP Trump Entertainment Resorts, Inc. 1,911 1,440 471 8 6 22323 TRW TRW Automotive Holdings Corporation 9,576 6,597 2,979 38 26 122324 TNP Tsakos Energy Navigation Ltd. 16,991 8,675 8,316 67 34 332325 TUP Tupperware Brands 6,368 3,964 2,404 25 16 102326 OVEN TurboChef Technologies, Inc. 7,847 5,725 2,122 31 23 82327 TKC Turkcell Iietisim Hizmetler AS 78,317 45,368 32,949 310 179 1302328 TWTC TW Telecom, Inc. 36,088 26,713 9,375 143 106 372329 TWB Tween Brands, Inc. 20,082 7,374 12,708 79 29 502330 TXCO TXCO Resources, Inc. 10,983 8,873 2,110 43 35 82331 TEL Tyco Electronics Ltd. 19,834 14,082 5,752 78 56 232332 TYC Tyco International Limited 142,904 75,132 67,772 565 297 2682333 TSN Tyson Foods, Inc. (Class A) 177,935 102,044 75,891 703 403 3002334 USB U.S. Bancorp 1,526,869 816,599 710,270 6,035 3,228 2,8072335 RMIX U.S. Concrete, Inc. 2,007 1,731 276 8 7 12336 GROW U.S. Global Investors, Inc. 11,901 4,928 6,973 47 19 282337 UAUA UAL Corporation (New) 1,460,353 1,079,539 380,814 5,772 4,267 1,5052338 UBS UBS AG 885,720 425,534 460,186 3,501 1,682 1,8192339 UGI UGI Corporation 16,870 13,785 3,085 67 54 122340 ULTA Ulta Salon, Cosmetics & Fragrance, Inc. 4,059 2,460 1,599 16 10 62341 UCTT Ultra Clean Holdings, Inc. 2,540 1,669 871 10 7 32342 UPL Ultra Petroleum Corp. 408,775 275,041 133,734 1,616 1,087 5292343 ULTR Ultrapetrol Bahamas) Limited 20,627 15,895 4,732 82 63 192344 UTEK Ultratech, Inc. 22,615 6,639 15,976 89 26 632345 UMBF UMB Financial Corporation 972 420 552 21 9 122346 UMPQ Umpqua Holdings Corporation 7,324 3,500 3,824 40 19 212347 UA Under Armour, Inc. 507,082 240,799 266,283 2,004 952 1,0532348 UBB Unibanco Uniao de Bancos Brasileros 102,192 55,098 47,094 404 218 1862349 UNF UniFirst Corporation 4 4 0 1 1 02350 UN Unilever N.V. 18,184 11,331 6,853 72 45 272351 UNP Union Pacific Corporation 770,151 383,488 386,663 3,044 1,516 1,5282352 UIS Unisys Corporation 16,882 10,926 5,956 67 43 242353 UNT Unit Corporation 57,392 27,611 29,781 227 109 1182354 UCBI United Community Banks, Inc. 20,134 5,605 14,529 80 22 572355 UDR United Dominion Realty Trust 9,627 4,434 5,193 38 18 212356 UMC United Microelectronics Corporation 1,892 1,455 437 7 6 22357 UNFI United Natural Foods, Inc. (New) 8,474 3,406 5,068 33 13 202358 UNTD United Online, Inc. 8,152 5,568 2,584 32 22 102359 UPS United Parcel Service, Inc. 1,158,587 731,474 427,113 4,579 2,891 1,6882360 URI United Rentals, Inc. 139,770 66,614 73,156 552 263 2892361 USM United States Cellular Corporation 6,667 4,045 2,622 26 16 102362 X United States Seel Corporation 1,892,656 997,752 894,904 7,481 3,944 3,5372363 USTR United Stationers, Inc. 11,963 7,630 4,333 47 30 172364 UTX United Technologies Corporation 458,853 259,894 198,959 1,814 1,027 7862365 UTHR United Therapeutics Corp. 193,462 102,102 91,360 765 404 3612366 UNH UnitedHealth Group 1,193,699 483,846 709,853 4,718 1,912 2,8062367 UAM Universal American Financial Corp 1,465 220 1,245 6 1 52368 PANL Universal Display Corporation 4,874 2,728 2,146 19 11 8





2369 UEIC Universal Electronics, Inc. 8,823 4,509 4,314 35 18 172370 UHS Universal Health Services, Inc. 13,785 7,256 6,529 54 29 262371 UNM Unum Group 62,989 37,321 25,668 249 148 1012372 URZ Uranerz Energy Corporation 2,843 2,492 351 11 10 12373 URRE Uranium Resources, Inc. 11,987 10,975 1,012 47 43 42374 URBN Urban Outfitters, Inc. 440,999 136,618 304,381 1,743 540 1,2032375 URS URS Corporation 24,956 16,318 8,638 99 64 342376 LCC US Airways Group, Inc, (New) 246,303 165,224 81,079 974 653 3202377 UXG US Gold Corporation 14,229 13,016 1,213 56 51 52378 USNA USANA Health Sciences, Inc. 366,676 179,174 187,502 1,449 708 7412379 USU USEC, Inc. 171,574 138,077 33,497 678 546 1322380 USG USG Corporation 177,922 73,100 104,822 703 289 4142381 UST UST, Inc. 208,223 115,514 92,709 823 457 3662382 YSI U-Store-It Trust 42 42 0 1 1 02383 UTIW UTI Worldwide, Inc. 8,261 6,425 1,836 33 25 72384 UTSI UTStarcom, Inc. 74,931 53,575 21,356 296 212 842385 VFC V.F. Corporation 19,168 9,914 9,254 76 39 372386 EGY VAALCO Energy, Inc. 16,946 15,211 1,735 67 60 72387 MTN Vail Resorts, Inc. (New) 27,831 11,763 16,068 110 46 642388 VCI Valassis Communications, Inc. 4,800 2,017 2,783 19 8 112389 VRX Valeant Pharmaceuticals International 91,135 64,887 26,248 360 256 1042390 VLNC Valence Technology, Inc 1,295 945 350 12 9 32391 VLO Valero Energy Corporation 2,756,881 1,810,106 946,775 10,897 7,155 3,7422392 VMI Valmont Industries, Inc. 31,119 15,845 15,274 123 63 602393 VCLK ValueClick, Inc. 168,358 130,126 38,232 665 514 1512394 VNDA Vanda Pharmaceuticals, Inc. 95,226 69,903 25,323 376 276 1002395 VAR Varian Associates, Inc. 63,453 39,030 24,423 251 154 972396 VSEA Varian Semiconductor Equipment Associates, Inc. 133,444 82,257 51,187 527 325 2022397 VDSI VASCO Data Security International, Inc. 29,692 20,219 9,473 117 80 372398 VASC Vascular Solutions, Inc. (New) 4,443 2,918 1,525 18 12 62399 VSGN Vasogen, Inc. 100 100 0 0 0 02400 WOOF VCA Antech, Inc. 29,033 5,392 23,641 115 21 932401 VGR Vector Group Ltd. 13,588 2,796 10,792 54 11 432402 VVC Vectren Corporation 519 242 277 16 7 82403 VECO Veeco Instruments, Inc. 6,400 3,500 2,900 25 14 112404 VQ Venoco, Inc. 3,792 2,436 1,356 15 10 52405 VMSI Ventana Medical Systems, Inc. 58,387 48,317 10,070 231 191 402406 VE Veolia Environnment 20,145 10,437 9,708 82 42 392407 VSE VeraSun Energy 91,057 52,145 38,912 360 206 1542408 VRNM Verenium Corporation 95,735 45,290 50,445 378 179 1992409 PAY VeriFone Holdings, Inc. 138,866 86,639 52,227 549 342 2062410 VRGY Verigy Ltd. 15,211 10,771 4,440 60 43 182411 VRSN Verisign, Inc. 257,483 133,237 124,246 1,018 527 4912412 VZ Verizon Communications, Inc. 1,161,196 621,025 540,171 4,590 2,455 2,1352413 VRTX Vertex Pharmaceuticals, Inc. 240,878 143,974 96,904 952 569 3832414 VIA Viacom, Inc. Class A 6,281 3,658 2,623 25 14 102415 VIA.B Viacom, Inc. Class B 80,974 30,436 50,538 320 120 2002416 VICR Vicor Corporation (New) 8,410 4,643 3,767 33 18 152417 VIGN Vignette Corporation (New) 663 368 295 3 1 12418 VIP VimpelCom 374,439 216,285 158,154 1,480 855 6252419 VNBC Vineyard National Bancorp 3,706 2,293 1,413 20 12 82420 VMED Virgin Media, Inc. 92,925 55,756 37,169 367 220 1472421 VM Virgin Mobile USA, Inc. 2,070 1,877 193 8 7 12422 VPHM ViroPharma Incorporated 46,125 31,731 14,394 182 125 572423 V Visa, Inc. 2,262,998 1,526,547 736,451 11,665 7,869 3,7962424 VSH Vishay Intertechnology, Inc. 23,623 17,243 6,380 93 68 252425 EICU Visicu, Inc. 1,331 1,286 45 5 5 02426 VISN VisionChina Media, Inc. 26,830 18,148 8,682 106 72 342427 VGZ Vista Gold Corp. 8,492 6,325 2,167 34 25 92428 VPRT VistaPrint Limited 50,438 17,853 32,585 199 71 1292429 VC Visteon Corp. 24,019 15,309 8,710 95 61 342430 VSCN Visual Sciences, Inc. 190 110 80 1 0 02431 VVUS VIVUS, Inc. 31,846 20,459 11,387 126 81 452432 VMW Vmware, Inc. 899,285 489,298 409,987 3,554 1,934 1,621





2433 VOD Vodafone Group PLC ADR 112,820 78,583 34,237 446 311 1352434 VOLC Volcano Corporation 10,172 7,941 2,231 58 46 132435 VLCM Volcom, Inc. 8,840 6,223 2,617 35 25 102436 VLTR Volterra Semiconductor Corporation 26,906 16,825 10,081 106 67 402437 VNO Vornado Realty Trust 40,822 14,226 26,596 161 56 1052438 VMC Vulcan Materials 181,644 87,876 93,768 718 347 3712439 WTI W&T Offshore, Inc. 13,597 4,512 9,085 54 18 362440 WPL W.P. Stewart & Co., Ltd. 7,506 717 6,789 30 3 272441 WRB W.R. Berkley Corporation 3,307 2,520 787 13 10 32442 GRA W.R. Grace & Co. 300,398 182,355 118,043 1,187 721 4672443 WBC WABCO Holdings, Inc. 6,881 4,911 1,970 27 19 82444 WAB Wabtec Corp. 13,259 7,906 5,353 52 31 212445 WB Wachovia Corporation 7,323,883 3,560,891 3,762,992 28,948 14,075 14,8732446 WAG Walgreen Company 441,770 262,899 178,871 1,746 1,039 7072447 WMT Wal-Mart Stores, Inc. 3,569,464 1,985,716 1,583,748 14,109 7,849 6,2602448 WLT Walter Industries, Inc. 550,247 350,513 199,734 2,175 1,385 7892449 WCRX Warner Chilcott Limited 8,743 4,545 4,198 35 18 172450 WMG Warner Music Group Corp. (New) 2,835 1,204 1,631 11 5 62451 WRES Warren Resources, Inc. 56,866 22,620 34,246 225 89 1352452 WM Washington Mutual, Inc. 5,757,627 3,258,142 2,499,485 22,757 12,878 9,8792453 WCN Waste Connections, Inc. 12,605 7,201 5,404 50 28 212454 WMI Waste Management, Inc. 177,387 129,986 47,401 701 514 1872455 WSII Waste Services, Inc. 297 293 4 3 3 02456 WAT Waters Corporation 37,949 22,004 15,945 150 87 632457 WSO Watsco, Inc. 2,390 1,037 1,353 9 4 52458 WPI Watson Pharmaceuticals, Inc. 43,410 33,678 9,732 172 133 382459 WTS Watts Water Technologies, Inc. 15,517 7,582 7,935 61 30 312460 WCI WCI Communities, Inc. (New) 70,626 24,674 45,952 279 98 1822461 WFT Weatherford International Ltd. 410,140 261,179 148,961 1,621 1,032 5892462 WBMD WebMD Health Corp. 61,110 35,066 26,044 242 139 1032463 WBSN Websense, Inc. 13,342 7,483 5,859 53 30 232464 WBS Webster Financial Corp. 1,533 887 646 6 4 32465 WZEN Webzen, Inc. 9,786 2,062 7,724 39 8 312466 WTW Weight Watchers International, Inc. 14,841 6,118 8,723 59 24 342467 WCG Wellcare Health Plans, Inc. 230,051 154,072 75,979 909 609 3002468 WLP WellPoint Health Networks, Inc. 557,783 264,251 293,532 2,205 1,044 1,1602469 WFC Wells Fargo & Company 5,536,876 2,155,503 3,381,373 21,885 8,520 13,3652470 WEN Wendy's/Arby's Group, Inc. 89,874 59,671 30,203 355 236 1192471 WERN Werner Enterprises, Inc. 40,763 12,445 28,318 161 49 1122472 WCC WESCO Interntional, Inc. 38,244 26,133 12,111 151 103 482473 WABC WestAmerica Bancorporation 3,068 2,272 796 12 9 32474 WR Westar Energy, Inc 2,423 1,964 459 18 15 42475 WAL Western Alliance Bancorp 8,358 4,833 3,525 33 19 142476 WDC Western Digital Corporation 258,092 124,245 133,847 1,020 491 5292477 WES Western Gas Partners LP 1,640 1,107 533 10 7 32478 WNR Western Refining, Inc. 310,364 167,645 142,719 1,227 663 5642479 WU Western Union Company 73,004 57,084 15,920 289 226 632480 WY Weyerhaeuser Company 195,779 123,032 72,747 774 486 2882481 WGL WGL Holdings, Inc. 4,641 2,871 1,770 21 13 82482 WHQ W-H Energy Services, Inc. 34,978 16,790 18,188 138 66 722483 WHR Whirlpool Corporation 248,007 91,870 156,137 980 363 6172484 WLL Whiting Petroleum Corporation 55,563 29,396 26,167 220 116 1032485 WTNY Whitney Holding Corporation 12,053 8,589 3,464 48 34 142486 WFMI Whole Foods Market, Inc. 408,457 192,246 216,211 1,614 760 8552487 WG Willbros Group, Inc. 16,099 12,698 3,401 64 50 132488 WMB Williams Companies, Inc. (The) 487,364 304,491 182,873 1,926 1,204 7232489 WPZ Williams Partners LP 33,182 25,538 7,644 131 101 302490 WSM Williams-Sonoma, Inc. 216,787 81,371 135,416 857 322 5352491 WSH Willis Group Holdings Limited 13,966 4,180 9,786 55 17 392492 WBD Wimm-Bill-Dann Foods 8,167 4,073 4,094 39 19 192493 WIND Wind River Systems, Inc. 13,951 10,634 3,317 55 42 132494 WIN Windstream Corporation 12,546 11,646 900 50 46 42495 WINN Winn-Dixie Stores, Inc. 13,716 10,399 3,317 54 41 132496 WGO Winnebago Industries, Inc. 47,047 15,446 31,601 186 61 125





2497 WTFC Wintrust Financial Corporation 5,505 2,198 3,307 22 9 132498 WIT Wipro Limited 5,462 3,811 1,651 22 15 72499 WMS WMS Industries, Inc. 9,963 5,100 4,863 39 20 192500 WNS WNS Holdings Limited 593 341 252 2 1 12501 WGOV Woodward Governor Company 18,935 12,343 6,592 89 58 312502 WRLD World Acceptance Corporation 30,332 12,411 17,921 120 49 712503 INT World Fuel Services Corporation 22,723 13,551 9,172 90 54 362504 WWE World Wrestling Entertainment, Inc. 3,312 2,139 1,173 18 12 62505 WRSP WorldSpace, Inc. 790 441 349 3 2 12506 WOR Worthington Industries, Inc. 31,887 22,413 9,474 126 89 372507 WMGI Wright Medical Group, Inc. 3,637 2,270 1,367 14 9 52508 WWY Wrigley (Wm.) Jr. Company 56,414 23,551 32,863 223 93 1302509 WX WuXi PharaTech Cayman, Inc. 14,828 7,686 7,142 59 30 282510 WYE Wyeth 958,383 619,699 338,684 3,788 2,449 1,3392511 WYN Wyndham Worldwide Corporation 63,327 40,745 22,582 250 161 892512 WYNN Wynn Resorts, Limited 612,823 284,236 328,587 2,422 1,123 1,2992513 XEL Xcel Energy, Inc. 7,179 5,350 1,829 28 21 72514 XNPT Xenoport, Inc. 39,405 24,597 14,808 156 97 592515 XRX Xerox Corporation 105,016 67,840 37,176 415 268 1472516 XLNX Xilinix, Inc. 348,835 168,545 180,290 1,379 666 7132517 XFML Xinhua Finance Media Limited 14,831 11,810 3,021 59 47 122518 XIN Xinyuan Real Estate Company Ltd. 6,499 4,953 1,546 26 20 62519 XL XL Capital LTD. 205,012 83,707 121,305 810 331 4792520 XMSR XM Satellite Radio Holdings, Inc. 843,584 467,991 375,593 3,334 1,850 1,4852521 XTO XTO Energy, Inc. 981,332 603,680 377,652 3,879 2,386 1,4932522 XRTX Xyratek Ltd. 8,622 4,814 3,808 34 19 152523 YHOO Yahoo!, Inc. 11,342,367 7,799,694 3,542,673 44,831 30,829 14,0032524 AUY Yamana Gold, Inc. 1,234,996 965,931 269,065 4,881 3,818 1,0632525 YZC Yanzhou Coal Mining Company 39,900 21,014 18,886 162 85 772526 YGE Yingli Green Energy Holding Company 308,497 201,241 107,256 1,219 795 4242527 YMI YM Biosciences, Inc. 782 595 187 3 2 12528 YRCW YRC Worldwide, Inc. 359,530 146,232 213,298 1,421 578 8432529 YTEC Yucheng Technologies Ltd. 70,263 54,866 15,397 284 222 622530 YUM YUM! Brands, Inc. 142,245 67,012 75,233 562 265 2972531 ZLC Zale Corporation 63,395 21,303 42,092 251 84 1662532 ZBRA Zebra Technologies, Inc. 14,439 7,795 6,644 57 31 262533 ZEP Zep, Inc. 3,163 1,921 1,242 13 8 52534 ZMH Zimmer Holdings, Inc. 144,252 87,960 56,292 570 348 2222535 ZION Zions Bancorporation 595,506 216,360 379,146 2,354 855 1,4992536 ZIXI Zix Corporation 22,545 15,497 7,048 89 61 282537 ZOLL Zoll Medical Corporation 3,537 1,508 2,029 14 6 82538 ZOLT Zoltek Companies, Inc. (New) 191,348 97,749 93,599 756 386 3702539 ZRAN Zoran Corp. 38,580 23,452 15,128 152 93 602540 ZUMZ Zumiez, Inc. 30,123 11,990 18,133 119 47 722541 ZGEN Zymogenetics, Inc. 50,526 34,539 15,987 200 137 63


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


1 AAPL Apple, Inc. 20,595,023 12,265,913 8,329,110 81,403 48,482 32,9212 C Citigroup, Inc. 19,566,512 10,592,805 8,973,707 77,338 41,869 35,4693 GE General Electric Company 14,230,664 8,395,664 5,835,000 56,248 33,184 23,0634 BAC Bank of America Corporation 11,894,385 6,154,345 5,740,040 47,013 24,325 22,6885 YHOO Yahoo!, Inc. 11,342,367 7,799,694 3,542,673 44,831 30,829 14,0036 MSFT Microsoft Corporation 11,126,117 7,122,443 4,003,674 43,977 28,152 15,8257 LEH Lehman Brothers Holdings, Inc. 9,099,205 3,728,895 5,370,310 35,965 14,739 21,2278 JPM JPMorgan Chase & Co. 8,770,612 4,421,083 4,349,529 34,666 17,475 17,1929 GM General Motors Corporation 8,299,105 3,874,487 4,424,618 32,803 15,314 17,489

10 RIMM Research in Motion Limited 7,913,926 4,394,077 3,519,849 31,280 17,368 13,91211 WB Wachovia Corporation 7,323,883 3,560,891 3,762,992 28,948 14,075 14,87312 GS The Goldman Sachs Group, Inc. 7,258,275 3,665,348 3,592,927 28,689 14,488 14,20113 INTC Intel Corporation 7,035,870 4,447,575 2,588,295 27,810 17,579 10,23014 MER Merrill Lynch & Co., Inc. 6,726,171 2,530,996 4,195,175 26,586 10,004 16,58215 CSCO Cisco Systems, Inc. 6,689,719 4,203,739 2,485,980 26,442 16,616 9,82616 WM Washington Mutual, Inc. 5,757,627 3,258,142 2,499,485 22,757 12,878 9,87917 WFC Wells Fargo & Company 5,536,876 2,155,503 3,381,373 21,885 8,520 13,36518 GOOG Google, Inc. 5,393,821 3,047,418 2,346,403 21,319 12,045 9,27419 AIG American International Group, Inc. 5,226,252 2,746,510 2,479,742 20,657 10,856 9,80120 RIO Companhia Vale do Rio Doce 5,137,016 3,013,943 2,123,073 20,304 11,913 8,39221 POT Potash Corporation of Saskatchewan, Inc. 4,764,961 2,809,658 1,955,303 18,834 11,105 7,72822 PG Procter & Gamble Company (The) 4,207,362 2,049,182 2,158,180 16,630 8,100 8,53023 CHK Chesapeake Energy Corporation 4,118,487 2,827,389 1,291,098 16,279 11,175 5,10324 PBR Petroleo Brasileiro S.A.-ADR 4,078,233 2,441,531 1,636,702 16,119 9,650 6,46925 CCU Clear Channel Communications, Inc. 3,922,347 2,324,475 1,597,872 15,503 9,188 6,31626 QCOM QUALCOMM, Inc. 3,823,532 2,413,528 1,410,004 15,113 9,540 5,57327 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class 3,815,262 2,399,590 1,415,672 15,080 9,485 5,59628 WMT Wal-Mart Stores, Inc. 3,569,464 1,985,716 1,583,748 14,109 7,849 6,26029 MS Morgan Stanley 3,518,509 1,355,390 2,163,119 13,907 5,357 8,55030 XOM Exxon Mobil Corporation 3,392,046 1,856,497 1,535,549 13,407 7,338 6,06931 KFT Kraft Foods, Inc. 3,364,603 1,721,938 1,642,665 13,299 6,806 6,49332 PFE Pfizer, Inc. 3,212,990 2,114,759 1,098,231 12,700 8,359 4,34133 FRE Federal Home Loan Mortgage Corporation (Freddie 3,139,298 1,747,665 1,391,633 12,408 6,908 5,50134 TGT Target Corporation 3,116,841 1,543,132 1,573,709 12,320 6,099 6,22035 EMC EMC Corporation 3,111,070 2,265,056 846,014 12,297 8,953 3,34436 F Ford Motor Company 3,056,535 1,737,647 1,318,888 12,081 6,868 5,21337 AMZN Amazon.Com, Inc. 2,998,285 1,281,621 1,716,664 11,851 5,066 6,78538 BSC Bear Stearns Companies, Inc. (The) 2,958,430 1,388,073 1,570,357 11,693 5,486 6,20739 FNM Fannie Mae 2,926,382 1,475,583 1,450,799 11,567 5,832 5,73440 IBM International Business Machines Corporation 2,834,808 1,443,050 1,391,758 11,205 5,704 5,50141 VLO Valero Energy Corporation 2,756,881 1,810,106 946,775 10,897 7,155 3,74242 DELL Dell Computer Corp. 2,754,410 1,481,432 1,272,978 10,887 5,855 5,03243 COF Capital One Financial Corporation 2,656,015 842,658 1,813,357 10,498 3,331 7,16744 T AT&T Corporation 2,584,694 1,661,193 923,501 10,216 6,566 3,65045 BIDU Baidu, Inc. ADS 2,556,836 1,414,884 1,141,952 10,106 5,592 4,51446 SHLD Sears Holdings Corporation 2,530,010 1,254,635 1,275,375 10,000 4,959 5,04147 ABK AMBAC, Inc. 2,407,291 1,361,799 1,045,492 9,515 5,383 4,13248 ORCL Oracle Corporation 2,392,446 1,477,312 915,134 9,456 5,839 3,61749 ETFC E*Trade Financial Corporation 2,377,654 1,777,146 600,508 9,398 7,024 2,37450 BUD Anheuser-Busch Companies, Inc. 2,362,965 1,458,743 904,222 9,340 5,766 3,57451 CAT Caterpillar, Inc. 2,284,457 1,065,332 1,219,125 9,029 4,211 4,81952 HD Home Depot, Inc. (The) 2,273,539 1,287,884 985,655 8,986 5,090 3,89653 V Visa, Inc. 2,262,998 1,526,547 736,451 11,665 7,869 3,79654 DRYS DryShip, Inc. 2,230,105 1,372,891 857,214 8,815 5,426 3,38855 SNDK SanDisk Corporation 2,201,794 1,546,216 655,578 8,703 6,112 2,59156 AA ALCOA, Inc. 2,143,218 1,340,410 802,808 8,471 5,298 3,17357 MON Monsanto Company/New 2,097,004 1,191,775 905,229 8,289 4,711 3,57858 ELN Elan Corporation PLC ADR 2,002,332 1,217,916 784,416 7,914 4,814 3,10059 BRCM Broadcom, Inc. 1,995,684 1,317,801 677,883 7,888 5,209 2,67960 X United States Seel Corporation 1,892,656 997,752 894,904 7,481 3,944 3,53761 AMD Advanced Micro Devices, Inc. 1,872,053 1,237,602 634,451 7,399 4,892 2,50862 NOK Nokia Corporation ADR 1,818,041 1,213,657 604,384 7,186 4,797 2,38963 CVX Chevron Corporation 1,813,974 1,066,623 747,351 7,170 4,216 2,95464 AMGN Amgen, Inc. 1,761,871 1,004,432 757,439 6,964 3,970 2,994



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



65 NCC National City Corporation 1,761,146 1,137,871 623,275 6,961 4,498 2,46466 GRMN Garmin Ltd. 1,756,963 1,016,801 740,162 6,945 4,019 2,92667 RIG Transocean Ltd. 1,752,864 1,077,925 674,939 6,928 4,261 2,66868 DNDN Dendreon Corporation 1,723,665 805,198 918,467 6,813 3,183 3,63069 HPQ Hewlett-Packard Company 1,723,404 934,980 788,424 6,812 3,696 3,11670 CFC Countrywide Financial Corporation 1,693,181 621,572 1,071,609 6,692 2,457 4,23671 MBI MBIA, Inc. 1,670,668 753,805 916,863 6,603 2,979 3,62472 AXP American Express Company 1,660,390 744,482 915,908 6,563 2,943 3,62073 MRK Merck & Co., Inc. 1,651,472 882,572 768,900 6,528 3,488 3,03974 MA MasterCard, Inc. 1,609,164 863,822 745,342 6,360 3,414 2,94675 EBAY eBay, Inc. 1,584,845 937,243 647,602 6,264 3,705 2,56076 COP ConocoPhillips 1,556,648 858,877 697,771 6,153 3,395 2,75877 NEM Newmont Mining Corporation 1,552,518 993,317 559,201 6,136 3,926 2,21078 AMR AMR Corporation 1,542,082 935,003 607,079 6,095 3,696 2,40079 USB U.S. Bancorp 1,526,869 816,599 710,270 6,035 3,228 2,80780 DNA Genentech, Inc. 1,494,802 878,341 616,461 5,908 3,472 2,43781 JOSB Jos. A. Bank Clothiers, Inc. 1,478,836 622,250 856,586 5,845 2,459 3,38682 UAUA UAL Corporation (New) 1,460,353 1,079,539 380,814 5,772 4,267 1,50583 LVS Las Vegas Sands Corp. 1,431,530 721,720 709,810 5,658 2,853 2,80684 SBUX Starbucks Corporation 1,426,896 745,893 681,003 5,640 2,948 2,69285 MOS Mosaic Company 1,421,627 877,916 543,711 5,619 3,470 2,14986 MRVL Marvell Technology Group Ltd 1,401,326 1,011,787 389,539 5,539 3,999 1,54087 NVDA NVIDIA Corporation 1,399,239 909,724 489,515 5,531 3,596 1,93588 SIRI SIRIUS XM Radio 1,341,222 1,018,718 322,504 5,301 4,027 1,27589 BBY Best Buy Co., Inc. 1,337,717 505,614 832,103 5,287 1,998 3,28990 HAL Halliburton Company 1,331,367 777,234 554,133 5,262 3,072 2,19091 RMBS Rambus, Inc. 1,291,945 956,472 335,473 5,107 3,781 1,32692 MET MetLife, Inc. 1,285,542 687,728 597,814 5,081 2,718 2,36393 ABX Barrick Gold Corporation 1,275,335 748,870 526,465 5,041 2,960 2,08194 SLM SLM Corporation 1,256,524 721,870 534,654 4,966 2,853 2,11395 TXN Texas Instruments, Incorporated 1,248,538 671,820 576,718 4,935 2,655 2,28096 SLB Schlumberger Limited 1,242,685 712,938 529,747 4,912 2,818 2,09497 NYX NYSE Euronext 1,235,911 807,166 428,745 4,885 3,190 1,69598 AUY Yamana Gold, Inc. 1,234,996 965,931 269,065 4,881 3,818 1,06399 S Sprint Nextel Corporation 1,230,769 760,044 470,725 4,865 3,004 1,861100 UNH UnitedHealth Group 1,193,699 483,846 709,853 4,718 1,912 2,806


CASH INDEX OPTIONS - 2008

Standard & Poor’s IndexesStandard & Poor’s 100 Index (OEX®): March 11, 1983.European-Style Standard & Poor’s 100 Index (XEO®): July 23, 2001.Standard & Poor’s 500 Index (SPXTM): July 1, 1983 (American-style), April 2, 1986 (European-style).Standard & Poor’s Long-Dated (SPL): October 19, 1987.S&P SmallCap 600 Index (SML): June 5, 1995.Mini S&P 500 Index (XSP): October 25, 2005.

Dow Jones AveragesOptions on the Dow Jones Industrial AverageSM (DJX): October 6, 1997.Options on the Dow Jones Transportation AverageSM (DTX): 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® (NDX): February 7, 1994.Mini Nasdaq-100 Index® (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.

CBOE Sector IndexesCBOE Internet Index (INX): February 20, 1996. CBOE Gold Index (GOX): April 29, 1996.CBOE Oil Index (OIX): April 29, 1996.CBOE Technology Index (TXX): August 14, 1995. CBOE Exchange Index (EXQ): September 19, 2006.

Volatility & BuyWrite IndexesCBOE Volatility Index® (VIX®): February 24, 2006.CBOE Nasdaq-100 Volatility Index (VXN): September 27, 2007.CBOE Russell 2000 Volatility Index (RVX): September 27, 2007. CBOE S&P 500® BuyWrite Index (BXM, option symbol - BXO): September 24, 2008

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.


Most Active Cash Indexes—2008 The following is a description of the index options most actively traded during 2008. Please refer to www.cboe.com for a complete description of each product. Standard & Poor’s 500 Index Options - SPXTM

The Standard & Poor’s 500 Index is a capitalization-weighted index of 500 stocks from a broad range of industries. SPX options are available in the four near-term months followed by up to three additional months from the March quarterly cycle (March, June, September and December). SPX options are European-style exercise (they generally may be exercised only on the last business day before the expiration date). The exercise-settlement value, SET, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day before the expiration date. Exercise will result in delivery of cash on the business day following expiration. SPX, which was originally introduced an American-style option, was reintroduced as a European-style option on April 2, 1986. SPX FLEX and LEAPS and Long-Dated options (SPL) are also traded. Standard & Poor’s 100 Index Options - OEX® & XEO®

The Standard & Poor’s 100 Index is a capitalization-weighted index of 100 stocks from a broad range of industries. OEX and XEO options are available in the four near-term months plus 1 month from the March cycle. OEX options are American-style exercise (they may be exercised on any business day before the expiration date). XEO options are European-style exercise (they generally may be exercised only on the last business day before the expiration date). The exercise-settlement value, OEX, is calculated using the last (closing) reported sales price in the primary market of each component stock on the last business day before the expiration date or on the day the exercise notice is properly submitted if exercised before expiration. Exercise will result in delivery of cash on the business day following expiration. OEX & XEO FLEX and LEAPS are also traded. Options on the CBOE Volatility Index® – VIX®

The CBOE Volatility Index - more commonly referred to as “VIX” - is an up-to-the-minute market estimate of expected volatility that is calculated by using real-time S&P 500® Index (SPX) option bid/ask quotes. VIX uses nearby and second nearby options with at least 8 days left to expiration and then weights them to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. VIX options are European-style and are available in three near-term months plus three months on the February quarterly cycle (February, May, August and November). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, VRO, is a Special Opening Quotation (SOQ) of VIX calculated from the sequence of opening prices of the SPX options used to calculate VIX at settlement. VIX LEAPS are also traded. Options on the Dow Jones Industrial AverageSM - DJX The Dow Jones Industrial Average (DJIA) is a price-weighted index of 30 of the largest, most liquid NYSE & Nasdaq-listed stocks. Options are based on 1/100th of the DJIA level. Options are European-style and are available in three near-term months plus three months on the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, DJS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. DJX FLEX and LEAPS (based on 1/100th of the DJIA level) are also traded. Nasdaq-100 Index® Options - NDX The Nasdaq-100 Index is a capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock MarketSM. Options are European-style and are available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following expiration. NDX exercise-settlement value, NDS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. NDX FLEX are also traded.

CHICAGO BOARD OPTIONS EXCHANGE Page 71 2008 MARKET STATISTICS

CBOE Mini Nasdaq-100 Index® Options - MNX The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). MNX options are available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June, September and December) and are European-style options (they generally may be exercised only on the last business day before the expiration date). Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated. The exercise-settlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10.


CASH INDEX OPTIONS - 2008

Total Cash Index Options Contract Volume


Jan 21 9,884,329 13,915,238 23,799,567 1,133,313Feb 20 7,370,438 9,535,133 16,905,571 845,279Mar 20 8,011,886 11,168,299 19,180,185 959,009Apr 22 7,351,376 10,571,198 17,922,574 814,662May 21 7,577,764 9,549,221 17,126,985 815,571Jun 21 9,092,815 11,436,369 20,529,184 977,580Jul 22 10,853,473 13,689,517 24,542,990 1,115,590Aug 21 7,944,284 10,889,467 18,833,751 896,845Sep 21 12,524,436 16,697,392 29,221,828 1,391,516Oct 23 14,793,002 20,691,539 35,484,541 1,542,806Nov 19 8,733,866 11,067,366 19,801,232 1,042,170Dec 22 7,425,598 8,722,187 16,147,785 733,990Total 253 111,563,267 147,932,926 259,496,193 1,025,677

Cash Index Options Open Interest and Dollar Volume


Contract Volume

Open Interest in Contracts Dollar Volume


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

Month Call Put Total Call Put Total Call Put TotalJan $2,131 $3,093 $2,693 47 59 53 211,871 237,024 448,895Feb $2,090 $2,619 $2,389 44 54 49 165,632 176,585 342,217Mar $2,023 $2,719 $2,428 42 53 48 190,518 210,629 401,147Apr $1,852 $1,866 $1,860 41 55 48 177,326 193,168 370,494May $1,784 $1,646 $1,707 43 52 48 175,987 183,756 359,743Jun $1,651 $2,244 $1,981 43 51 47 211,268 222,658 433,926Jul $1,699 $2,354 $2,065 43 51 47 252,249 268,287 520,536Aug $1,669 $1,755 $1,719 41 54 48 193,504 200,160 393,664Sep $2,003 $2,650 $2,373 45 56 51 276,204 298,006 574,210Oct $2,956 $5,725 $4,570 53 63 59 279,768 325,889 605,657Nov $2,671 $4,430 $3,654 53 58 56 165,494 189,314 354,808Dec $3,342 $4,119 $3,762 59 61 60 125,466 142,939 268,405Total $2,182 $3,099 $2,705 46 56 51 2,425,287 2,648,415 5,073,702

Total Cash Index Options Contract Volume By Exchange

Month CBOE AMEX BOX ISE NYSE ARCA PHLX Total CBOE ShareJan 23,799,567 1,123,319 94,271 1,822,274 43,386 600,900 27,483,717 86.6%Feb 16,905,571 611,190 55,994 1,101,072 29,474 431,030 19,134,331 88.4%Mar 19,180,185 801,108 91,764 1,214,528 37,592 381,654 21,706,831 88.4%Apr 17,922,574 877,040 206,603 1,409,771 52,734 414,427 20,883,149 85.8%May 17,126,985 730,626 129,434 1,288,409 34,635 414,242 19,724,331 86.8%Jun 20,529,184 794,743 167,863 1,632,895 82,898 428,298 23,635,881 86.9%Jul 24,542,990 438,530 124,219 1,933,581 178,997 760,611 27,978,928 87.7%Aug 18,833,751 305,871 56,016 1,554,335 80,118 604,374 21,434,465 87.9%Sep 29,221,828 554,729 73,993 2,051,879 82,481 643,696 32,628,606 89.6%Oct 35,484,541 574,033 44,985 2,080,676 71,477 522,200 38,777,912 91.5%Nov 19,801,232 335,025 24,621 872,717 31,300 223,294 21,288,189 93.0%Dec 16,147,785 282,463 27,795 888,749 20,114 188,236 17,555,142 92.0%Total 259,496,193 7,428,677 1,097,558 17,850,886 745,206 5,612,962 292,231,482 88.8%



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


Jan 21 17,570 15,835 33,405 1,591Feb 20 3,950 8,472 12,422 621Mar 20 1,974 2,980 4,954 248Apr 22 1,800 4,900 6,700 305May 21 4,263 5,024 9,287 442Jun 21 2,415 5,072 7,487 357Jul 22 3,688 10,926 14,614 664Aug 21 4,537 15,173 19,710 939Sep 21 4,573 14,462 19,035 906Oct 23 4,560 10,462 15,022 653Nov 19 14,046 16,550 30,596 1,610Dec 22 26,912 25,624 52,536 2,388Total 253 90,288 135,480 225,768 892

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

Month Call Put Total Call Put TotalJan 29,963 65,954 95,917 $221,094,100 $922,277,780 $1,143,371,880Feb 30,809 55,764 86,573 $133,898,150 $675,693,212 $809,591,362Mar 23,988 45,770 69,758 $36,578,574 $170,399,890 $206,978,464Apr 23,696 45,045 68,741 $21,056,800 $86,701,800 $107,758,600May 25,193 42,989 68,182 $3,138,267 $22,847,796 $25,986,063Jun 23,438 46,190 69,628 $3,063,919 $5,648,382 $8,712,301Jul 24,939 55,186 80,125 $6,196,847 $12,220,566 $18,417,413Aug 25,182 54,606 79,788 $9,844,154 $73,782,494 $83,626,648Sep 27,031 50,928 77,959 $11,815,304 $97,208,760 $109,024,064Oct 25,621 43,675 69,296 $38,392,820 $106,657,825 $145,050,645Nov 34,942 56,037 90,979 $11,933,330 $55,667,674 $67,601,004Dec 44,074 60,772 104,846 $112,148,774 $117,510,324 $229,659,098Total -- -- -- $609,161,039 $2,346,616,503 $2,955,777,542

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $12,584 $58,243 $34,228 1,098 360 557 16 44 60Feb $33,898 $79,756 $65,174 439 446 444 9 19 28Mar $18,530 $57,181 $41,780 282 331 310 7 9 16Apr $11,698 $17,694 $16,083 180 158 163 10 31 41May $736 $4,548 $2,798 853 251 371 5 20 25Jun $1,269 $1,114 $1,164 201 108 127 12 47 59Jul $1,680 $1,118 $1,260 369 341 348 10 32 42Aug $2,170 $4,863 $4,243 162 230 210 28 66 94Sep $2,584 $6,722 $5,728 327 241 257 14 60 74Oct $8,419 $10,195 $9,656 351 197 228 13 53 66Nov $850 $3,364 $2,209 520 436 471 27 38 65Dec $4,167 $4,586 $4,371 82 81 81 330 318 647Total $6,747 $17,321 $13,092 188 184 185 481 737 1,217

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

SYMBOL FLEX LEAPS QUARTERLY WEEKLY BINARYSPX 180,427 4,174,699 997,131 809,611 104,215XSP ---- 90,584 63,925 67,827 ----

OEX ---- 135,949 ---- 986,042 ----

XEO ---- 29,211 36,095 36,003 ----VIX ---- ---- ---- ---- 49,044

TransactionsAverage Premium Per Contract Average Contracts Per Trade


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


Jan 21 5,897,858 10,609,501 16,507,359 786,065Feb 20 4,217,297 7,213,010 11,430,307 571,515Mar 20 4,612,875 8,719,325 13,332,200 666,610Apr 22 4,125,651 8,023,765 12,149,416 552,246May 21 4,223,760 7,126,356 11,350,116 540,482Jun 21 5,109,309 8,525,784 13,635,093 649,290Jul 22 6,210,065 9,920,929 16,130,994 733,227Aug 21 4,454,396 7,737,481 12,191,877 580,566Sep 21 7,383,058 12,638,370 20,021,428 953,401Oct 23 9,707,431 15,918,745 25,626,176 1,114,182Nov 19 6,269,006 8,595,564 14,864,570 782,346Dec 22 5,279,083 6,526,402 11,805,485 536,613Total 253 67,489,789 111,555,232 179,045,021 707,688

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


Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $3,147 $3,642 $3,465 77 100 90 77,082 105,598 182,680Feb $3,275 $3,185 $3,218 71 90 82 59,317 79,969 139,286Mar $3,108 $3,218 $3,180 67 89 80 68,973 97,881 166,854Apr $2,923 $2,267 $2,490 65 92 81 63,020 86,844 149,864May $2,769 $1,990 $2,280 70 90 81 60,278 79,423 139,701Jun $2,586 $2,734 $2,679 70 86 79 72,836 99,356 172,192Jul $2,561 $2,891 $2,764 72 86 80 85,825 115,946 201,771Aug $2,494 $2,213 $2,316 70 89 81 63,779 86,746 150,525Sep $2,980 $3,133 $3,077 72 91 83 102,410 139,165 241,575Oct $3,841 $6,496 $5,490 85 107 98 113,734 148,863 262,597Nov $3,278 $5,117 $4,341 78 87 83 79,890 98,467 178,357Dec $4,257 $4,616 $4,455 82 84 83 64,374 77,729 142,103Total $3,156 $3,660 $3,470 74 92 84 911,518 1,215,987 2,127,505



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


Jan 21 123,664 163,067 286,731 13,654Feb 20 45,456 70,564 116,020 5,801Mar 20 61,415 98,143 159,558 7,978Apr 22 80,714 165,245 245,959 11,180May 21 127,335 167,012 294,347 14,017Jun 21 133,046 159,387 292,433 13,925Jul 22 208,765 314,037 522,802 23,764Aug 21 64,776 110,864 175,640 8,364Sep 21 79,618 121,410 201,028 9,573Oct 23 167,438 123,445 290,883 12,647Nov 19 67,213 84,242 151,455 7,971Dec 22 52,853 64,116 116,969 5,317Total 253 1,212,293 1,641,532 2,853,825 11,280

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

Month Call Put Total Call Put TotalJan 131,668 259,872 391,540 $64,584,536 $41,490,324 $106,074,860Feb 113,959 224,447 338,406 $15,519,932 $18,350,939 $33,870,871Mar 88,775 184,834 273,609 $18,303,859 $24,813,692 $43,117,551Apr 116,014 233,752 349,766 $38,567,622 $23,792,667 $62,360,289May 147,230 267,183 414,413 $19,942,936 $31,078,841 $51,021,777Jun 144,033 235,704 379,737 $48,996,340 $39,852,768 $88,849,108Jul 227,979 368,521 596,500 $114,194,036 $79,461,411 $193,655,447Aug 197,767 355,449 553,216 $15,237,860 $15,233,866 $30,471,726Sep 136,371 289,703 426,074 $36,785,678 $58,585,986 $95,371,664Oct 184,314 311,108 495,422 $115,447,533 $90,460,184 $205,907,717Nov 166,932 265,332 432,264 $32,831,197 $48,987,068 $81,818,265Dec 121,734 118,136 239,870 $25,178,666 $40,303,397 $65,482,063Total -- -- -- $545,590,195 $512,411,143 $1,058,001,338

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 $522 $254 $370 59 60 59 2,089 2,739 4,828Feb $341 $260 $292 31 36 33 1,479 1,985 3,464Mar $298 $253 $270 36 52 44 1,707 1,901 3,608Apr $478 $144 $254 43 48 46 1,889 3,447 5,336May $157 $186 $173 65 68 66 1,971 2,464 4,435Jun $368 $250 $304 51 55 53 2,618 2,924 5,542Jul $547 $253 $370 77 72 74 2,714 4,346 7,060Aug $235 $137 $173 51 64 59 1,266 1,725 2,991Sep $462 $483 $474 39 43 42 2,038 2,799 4,837Oct $689 $733 $708 57 37 47 2,923 3,330 6,253Nov $488 $582 $540 53 49 51 1,267 1,730 2,997Dec $476 $629 $560 33 37 35 1,584 1,752 3,336Total $450 $312 $371 51 53 52 23,545 31,142 54,687



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


Jan 21 607,023 687,254 1,294,277 61,632Feb 20 423,229 421,591 844,820 42,241Mar 20 478,264 513,284 991,548 49,577Apr 22 393,371 454,480 847,851 38,539May 21 369,464 425,515 794,979 37,856Jun 21 449,215 470,474 919,689 43,795Jul 22 483,985 523,060 1,007,045 45,775Aug 21 376,664 445,887 822,551 39,169Sep 21 638,500 636,197 1,274,697 60,700Oct 23 586,851 548,666 1,135,517 49,370Nov 19 325,322 329,947 655,269 34,488Dec 22 239,306 276,671 515,977 23,454Total 253 5,371,194 5,733,026 11,104,220 43,890

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

Month Call Put Total Call Put TotalJan 130,999 147,237 278,236 $374,429,104 $781,138,269 $1,155,567,372Feb 129,557 140,776 270,333 $252,543,782 $332,030,586 $584,574,368Mar 120,657 128,872 249,529 $353,573,244 $482,040,784 $835,614,028Apr 109,412 119,672 229,084 $272,262,285 $256,887,686 $529,149,972May 123,853 129,580 253,433 $210,627,031 $222,020,502 $432,647,532Jun 105,829 108,091 213,920 $232,492,609 $363,056,664 $595,549,273Jul 125,954 119,711 245,665 $313,309,388 $408,763,926 $722,073,314Aug 114,319 110,952 225,271 $183,882,664 $195,158,097 $379,040,760Sep 134,548 113,409 247,957 $459,757,500 $637,249,474 $1,097,006,975Oct 152,763 91,591 244,354 $859,520,297 $1,527,179,170 $2,386,699,467Nov 137,495 74,359 211,854 $482,015,529 $545,310,251 $1,027,325,780Dec 88,540 68,186 156,726 $269,462,194 $340,353,339 $609,815,533Total -- -- -- $4,263,875,625 $6,091,188,748 $10,355,064,373

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 $617 $1,137 $893 16 18 17 37,782 38,985 76,768Feb $597 $788 $692 15 14 15 27,377 30,727 58,104Mar $739 $939 $843 16 16 16 29,097 31,953 61,051Apr $692 $565 $624 17 16 16 23,514 27,948 51,462May $570 $522 $544 16 16 16 23,335 26,656 49,991Jun $518 $772 $648 16 17 16 27,491 28,366 55,858Jul $647 $781 $717 16 17 17 30,346 30,581 60,927Aug $488 $438 $461 16 18 17 23,999 25,337 49,336Sep $720 $1,002 $861 18 19 19 36,058 32,809 68,867Oct $1,465 $2,783 $2,102 18 17 17 33,200 33,012 66,212Nov $1,482 $1,653 $1,568 16 16 16 20,736 21,159 41,896Dec $1,126 $1,230 $1,182 15 15 15 15,607 17,885 33,491Total $794 $1,062 $933 16 17 16 328,544 345,418 673,962



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



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

Month Call Put Total Call Put TotalJan 47,278 58,190 105,468 $43,629,515 $102,700,472 $146,329,988Feb 49,805 62,795 112,600 $35,733,809 $52,392,804 $88,126,613Mar 47,460 58,343 105,803 $60,878,614 $90,461,769 $151,340,383Apr 61,287 68,586 129,873 $71,858,595 $62,297,299 $134,155,893May 61,941 72,929 134,870 $45,932,568 $49,468,911 $95,401,480Jun 62,008 79,354 141,362 $53,189,966 $83,622,628 $136,812,594Jul 65,357 104,232 169,589 $55,400,513 $117,868,367 $173,268,880Aug 65,583 109,768 175,351 $34,248,795 $58,103,572 $92,352,368Sep 77,125 118,212 195,337 $78,069,488 $173,480,519 $251,550,006Oct 97,957 117,389 215,346 $193,696,014 $353,597,149 $547,293,163Nov 97,475 118,523 215,998 $152,720,285 $190,824,790 $343,545,075Dec 81,623 73,142 154,765 $119,482,599 $131,601,503 $251,084,102Total -- -- -- $944,840,763 $1,466,419,783 $2,411,260,546

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $617 $1,137 $908 16 18 17 4,403 5,126 9,529Feb $597 $788 $697 15 14 14 3,874 4,848 8,722Mar $739 $939 $847 16 16 16 5,010 5,997 11,006Apr $692 $565 $627 17 16 16 6,206 6,778 12,984May $570 $522 $544 16 16 16 5,089 5,939 11,028Jun $518 $772 $648 16 17 16 6,290 6,534 12,823Jul $647 $781 $733 16 17 17 5,366 8,818 14,184Aug $488 $438 $455 16 18 17 4,470 7,543 12,013Sep $720 $1,002 $893 18 19 19 6,123 8,932 15,055Oct $1,465 $2,783 $2,111 18 17 17 7,482 7,643 15,125Nov $1,482 $1,653 $1,572 16 16 16 6,570 7,405 13,974Dec $1,126 $1,230 $1,178 15 15 15 6,920 6,915 13,836Total $855 $1,068 $973 16 17 16 67,801 82,478 150,279



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 355,181 316,489 671,670 $62,506,847 $218,063,808 $280,570,655Feb 403,247 366,402 769,649 $72,667,587 $93,283,619 $165,951,206Mar 336,781 292,673 629,454 $91,366,390 $114,512,673 $205,879,063Apr 362,746 297,199 659,945 $60,003,136 $73,670,673 $133,673,809May 397,563 335,455 733,018 $55,577,354 $77,568,651 $133,146,005Jun 345,335 237,861 583,196 $73,808,532 $120,534,946 $194,343,478Jul 445,520 351,900 797,420 $104,189,828 $172,602,012 $276,791,840Aug 441,383 373,304 814,687 $86,649,450 $114,046,280 $200,695,730Sep 367,002 351,282 718,284 $104,746,640 $282,666,529 $387,413,169Oct 438,072 396,779 834,851 $164,149,754 $380,536,032 $544,685,786Nov 407,855 348,450 756,305 $77,059,072 $203,060,847 $280,119,919Dec 260,105 258,097 518,202 $96,236,572 $94,701,870 $190,938,442Total -- -- -- $1,048,961,162 $1,945,247,940 $2,994,209,102

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 265,645 289,851 555,496 $680,289,114 $1,447,425,675 $2,127,714,789Feb 220,866 262,857 483,723 $495,099,238 $612,391,317 $1,107,490,555Mar 151,172 204,466 355,638 $497,972,114 $633,341,874 $1,131,313,988Apr 194,293 260,669 454,962 $434,399,175 $409,453,368 $843,852,543May 226,491 270,070 496,561 $614,614,978 $440,293,865 $1,054,908,843Jun 204,616 255,111 459,727 $606,242,457 $777,006,633 $1,383,249,090Jul 220,536 328,378 548,914 $734,184,663 $1,196,723,959 $1,930,908,622Aug 267,378 315,855 583,233 $607,293,591 $589,140,271 $1,196,433,862Sep 233,399 298,025 531,424 $841,951,457 $1,531,275,415 $2,373,226,872Oct 256,529 316,559 573,088 $1,444,270,235 $6,577,209,290 $8,021,479,525Nov 236,037 298,612 534,649 $591,768,968 $1,014,932,827 $1,606,701,795Dec 146,848 193,601 340,449 $361,432,310 $2,480,583,949 $2,842,016,259Total -- -- -- $7,909,518,300 $17,709,778,443 $25,619,296,743

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 $2,508 $4,410 $3,549 18 20 19 14,745 16,720 31,465Feb $2,262 $3,103 $2,661 20 18 19 10,727 10,893 21,620Mar $2,456 $3,118 $2,788 17 16 16 12,131 12,521 24,652Apr $2,289 $1,705 $1,963 18 21 20 10,756 11,188 21,944May $2,820 $1,908 $2,351 19 18 18 11,544 12,852 24,396Jun $2,466 $2,792 $2,639 15 16 16 15,877 16,958 32,835Jul $2,663 $3,323 $3,037 16 18 17 16,941 19,496 36,437Aug $2,316 $2,126 $2,219 19 19 19 13,745 14,503 28,248Sep $2,647 $3,207 $2,983 20 25 23 16,069 19,131 35,200Oct $3,832 $16,005 $10,181 23 24 24 16,053 17,426 33,479Nov $4,736 $7,384 $6,123 22 21 21 5,796 6,425 12,221Dec $3,922 $16,594 $11,761 18 25 22 4,996 5,893 10,889Total $2,828 $5,382 $4,209 19 20 19 149,380 164,006 313,386



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



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

Month Call Put Total Call Put TotalJan 785,714 891,669 1,677,383 $145,244,636 $227,734,080 $372,978,716Feb 772,864 903,714 1,676,578 $87,093,658 $211,691,902 $298,785,560Mar 528,519 647,844 1,176,363 $112,448,099 $168,068,249 $280,516,348Apr 628,338 819,187 1,447,525 $95,622,274 $146,308,282 $241,930,556May 709,719 882,036 1,591,755 $125,548,431 $116,335,322 $241,883,753Jun 559,380 691,611 1,250,991 $95,121,651 $128,831,082 $223,952,733Jul 599,170 711,757 1,310,927 $102,695,637 $189,568,942 $292,264,579Aug 602,318 765,536 1,367,854 $58,462,506 $113,574,327 $172,036,833Sep 563,329 750,740 1,314,069 $104,657,444 $251,668,523 $356,325,967Oct 773,205 961,211 1,734,416 $320,177,966 $442,060,695 $762,238,661Nov 901,825 1,039,370 1,941,195 $248,455,728 $425,973,397 $674,429,125Dec 625,900 685,888 1,311,788 $164,461,051 $166,274,138 $330,735,189Total -- -- -- $1,659,989,081 $2,588,088,939 $4,248,078,020

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 $671 $901 $795 134 134 134 1,618 1,890 3,508Feb $640 $1,094 $906 101 120 111 1,342 1,616 2,958Mar $662 $927 $799 119 128 124 1,432 1,412 2,844Apr $719 $788 $759 83 108 96 1,606 1,714 3,320May $836 $691 $759 117 100 108 1,280 1,681 2,961Jun $568 $538 $550 70 97 84 2,389 2,458 4,847Jul $646 $1,021 $848 92 94 93 1,729 1,980 3,709Aug $536 $770 $671 93 134 113 1,176 1,097 2,273Sep $648 $1,041 $884 96 103 100 1,687 2,355 4,042Oct $998 $1,006 $1,003 124 146 136 2,589 3,010 5,599Nov $1,024 $1,969 $1,470 331 233 276 733 929 1,662Dec $791 $994 $881 304 240 272 684 696 1,380Total $764 $988 $886 119 126 123 18,265 20,838 39,103



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


Jan 21 717,003 803,286 1,520,289 72,395Feb 20 460,140 436,669 896,809 44,840Mar 20 509,797 515,624 1,025,421 51,271Apr 22 529,921 524,023 1,053,944 47,907May 21 664,945 537,769 1,202,714 57,272Jun 21 800,128 727,701 1,527,829 72,754Jul 22 1,036,352 1,088,255 2,124,607 96,573Aug 21 1,058,791 836,490 1,895,281 90,251Sep 21 1,038,452 1,057,031 2,095,483 99,785Oct 23 1,019,150 1,437,826 2,456,976 106,825Nov 19 485,003 684,919 1,169,922 61,575Dec 22 694,196 585,116 1,279,312 58,151Total 253 9,013,878 9,234,709 18,248,587 72,129

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

Month Call Put Total Call Put TotalJan 834,457 889,842 1,724,299 $764,017,432 $1,337,676,290 $2,101,693,722Feb 817,555 918,256 1,735,811 $366,970,544 $526,677,154 $893,647,698Mar 703,392 741,089 1,444,481 $465,217,332 $682,994,596 $1,148,211,928Apr 761,374 813,681 1,575,055 $398,298,430 $451,831,163 $850,129,593May 945,013 907,283 1,852,296 $576,464,446 $488,001,250 $1,064,465,696Jun 919,553 980,377 1,899,930 $466,769,355 $716,155,065 $1,182,924,420Jul 1,082,872 1,043,054 2,125,926 $823,487,740 $1,215,707,108 $2,039,194,848Aug 1,053,192 1,044,433 2,097,625 $1,009,530,702 $743,443,223 $1,752,973,925Sep 950,703 1,081,945 2,032,648 $1,034,022,101 $1,555,998,571 $2,590,020,672Oct 984,985 1,112,221 2,097,206 $1,977,154,479 $5,346,659,605 $7,323,814,084Nov 916,273 1,111,739 2,028,012 $813,443,673 $2,478,279,542 $3,291,723,215Dec 665,011 635,782 1,300,793 $1,146,155,604 $2,398,931,073 $3,545,086,677Total -- -- -- $9,841,531,838 $17,942,354,640 $27,783,886,478

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 $1,066 $1,665 $1,382 21 19 20 34,923 42,513 77,436Feb $798 $1,206 $996 17 16 16 27,546 27,520 55,066Mar $913 $1,325 $1,120 16 15 15 32,559 34,054 66,613Apr $752 $862 $807 15 15 15 35,719 35,820 71,539May $867 $907 $885 17 15 16 38,565 36,312 74,877Jun $583 $984 $774 17 16 17 46,634 45,585 92,219Jul $795 $1,117 $960 17 18 18 59,586 61,442 121,028Aug $953 $889 $925 18 19 19 57,744 44,151 101,895Sep $996 $1,472 $1,236 19 19 19 54,202 55,373 109,575Oct $1,940 $3,719 $2,981 23 23 23 43,529 61,895 105,424Nov $1,677 $3,618 $2,814 23 25 24 20,771 27,106 47,877Dec $1,651 $4,100 $2,771 61 49 55 11,298 11,971 23,269Total $1,092 $1,943 $1,523 19 19 19 463,076 483,742 946,818



RVX (Russell 2000 Volatility Index Options) Contract Volume


Jan 21 173 3,243 3,416 163Feb 20 434 1,738 2,172 109Mar 20 737 2,573 3,310 166Apr 22 1,605 5,793 7,398 336May 21 880 5,214 6,094 290Jun 21 524 3,978 4,502 214Jul 22 1,988 172 2,160 98Aug 21 1,016 32 1,048 50Sep 21 486 194 680 32Oct 23 446 279 725 32Nov 19 22 117 139 7Dec 22 30 32 62 3Total 253 8,341 23,365 31,706 125

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

Month Call Put Total Call Put TotalJan 172 1,696 1,868 $18,356 $387,301 $405,657Feb 439 906 1,345 $88,348 $199,502 $287,850Mar 406 2,246 2,652 $315,718 $344,164 $659,882Apr 816 4,207 5,023 $251,244 $866,594 $1,117,838May 1,081 3,555 4,636 $127,724 $1,740,763 $1,868,487Jun 248 3,618 3,866 $224,874 $658,215 $883,089Jul 890 1,950 2,840 $639,450 $8,885 $648,335Aug 635 40 675 $141,442 $9,432 $150,874Sep 399 204 603 $165,345 $22,120 $187,465Oct 196 325 521 $366,564 $44,280 $410,844Nov 12 291 303 $16,540 $18,945 $35,485Dec 20 133 153 $34,420 $3,155 $37,575Total -- -- -- $2,390,025 $4,303,356 $6,693,381

Contract Volume



RVX (Russell 2000 Volatility Index Options) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $106 $119 $119 12 66 53 15 49 64Feb $204 $115 $133 10 46 27 42 38 80Mar $428 $134 $199 11 49 28 66 53 119Apr $157 $150 $151 37 121 81 43 48 91May $145 $334 $307 40 180 119 22 29 51Jun $429 $165 $196 14 265 85 38 15 53Jul $322 $52 $300 16 19 16 124 9 133Aug $139 $295 $144 53 6 44 19 5 24Sep $340 $114 $276 11 18 13 43 11 54Oct $822 $159 $567 10 8 9 46 34 80Nov $752 $162 $255 2 8 6 9 15 24Dec $1,147 $99 $606 10 5 7 3 6 9Total $287 $184 $211 18 75 41 470 312 782



VIX (CBOE Volatility Index) Contract Volume


Jan 21 1,686,574 498,385 2,184,959 104,046Feb 20 1,491,360 504,127 1,995,487 99,774Mar 20 1,598,444 472,327 2,070,771 103,539Apr 22 1,547,069 451,549 1,998,618 90,846May 21 1,505,304 434,779 1,940,083 92,385Jun 21 1,708,837 546,334 2,255,171 107,389Jul 22 1,969,635 595,505 2,565,140 116,597Aug 21 1,181,110 765,393 1,946,503 92,691Sep 21 2,405,589 866,519 3,272,108 155,815Oct 23 2,009,086 1,142,574 3,151,660 137,029Nov 19 894,474 537,135 1,431,609 75,348Dec 22 547,370 588,176 1,135,546 51,616Total 253 18,544,852 7,402,803 25,947,655 102,560

VIX (CBOE Volatility Index) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 630,893 299,986 930,879 $319,079,128 $67,686,411 $386,765,539Feb 700,173 255,864 956,037 $227,081,626 $78,258,721 $305,340,347Mar 556,779 217,453 774,232 $252,608,505 $61,425,001 $314,033,506Apr 781,332 251,885 1,033,217 $168,280,548 $65,427,469 $233,708,017May 807,598 234,452 1,042,050 $158,405,139 $57,769,033 $216,174,172Jun 819,043 305,858 1,124,901 $213,644,350 $56,594,986 $270,239,336Jul 810,683 319,832 1,130,515 $273,494,842 $76,771,314 $350,266,156Aug 891,117 494,800 1,385,917 $127,485,068 $113,898,833 $241,383,901Sep 835,675 495,947 1,331,622 $407,734,977 $110,583,776 $518,318,753Oct 774,853 585,050 1,359,903 $1,340,383,475 $240,498,197 $1,580,881,672Nov 424,360 406,066 830,426 $377,442,893 $104,726,092 $482,168,985Dec 254,255 301,577 555,832 $154,876,398 $145,217,833 $300,094,231Total -- -- -- $4,020,516,949 $1,178,857,666 $5,199,374,615

Contract Volume



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




VXN (NASDAQ 100 Volatility Index Options) Contract Volume


Jan 21 98 135 233 11Feb 20 70 147 217 11Mar 20 115 166 281 14Apr 22 81 67 148 7May 21 431 20 451 21Jun 21 259 92 351 17Jul 22 454 166 620 28Aug 21 15 10 25 1Sep 21 103 57 160 8Oct 23 108 102 210 9Nov 19 34 40 74 4Dec 22 10 0 10 0Total 253 1,778 1,002 2,780 11

VXN (NASDAQ 100 Volatility Index Options) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 280 208 488 $11,850 $28,970 $40,820Feb 153 198 351 $18,079 $28,024 $46,103Mar 147 96 243 $44,029 $16,447 $60,476Apr 133 92 225 $23,415 $21,018 $44,433May 373 12 385 $39,710 $4,150 $43,860Jun 141 74 215 $22,830 $15,364 $38,194Jul 413 187 600 $52,204 $3,575 $55,779Aug 395 150 545 $475 $225 $700Sep 46 52 98 $7,750 $22,198 $29,948Oct 101 106 207 $66,250 $65,977 $132,227Nov 65 72 137 $74,795 $14,050 $88,845Dec 0 21 21 $8,300 $0 $8,300Total -- -- -- $369,687 $219,998 $589,685

Contract Volume



VXN (NASDAQ 100 Volatility Index Options) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $121 $215 $175 6 6 6 16 21 37Feb $258 $191 $212 3 8 5 25 19 44Mar $383 $99 $215 4 6 5 26 28 54Apr $289 $314 $300 3 13 4 28 5 33May $92 $208 $97 23 10 21 19 2 21Jun $88 $167 $109 12 9 11 22 10 32Jul $115 $22 $90 23 24 23 20 7 27Aug $32 $23 $28 5 3 4 3 3 6Sep $75 $389 $187 7 3 5 15 17 32Oct $613 $647 $630 5 4 4 20 29 49Nov $2,200 $351 $1,201 2 8 4 14 5 19Dec $830 $0 $830 10 0 10 1 0 1Total $208 $220 $212 9 7 8 209 146 355



Other Cash Index Options Products Contract Volume


Jan 21 68,346 131,173 199,519 9,501Feb 20 66,211 154,857 221,068 11,053Mar 20 23,195 64,741 87,936 4,397Apr 22 27,196 124,425 151,621 6,892May 21 26,199 119,234 145,433 6,925Jun 21 14,795 106,467 121,262 5,774Jul 22 34,043 74,951 108,994 4,954Aug 21 26,695 107,968 134,663 6,413Sep 21 25,447 80,387 105,834 5,040Oct 23 28,235 47,326 75,561 3,285Nov 19 8,222 22,671 30,893 1,626Dec 22 6,074 11,351 17,425 792Total 253 354,658 1,045,551 1,400,209 5,534

Other Cash Index Options Products Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 61,309 86,901 148,210 $48,390,564 $172,861,852 $221,252,416Feb 73,135 149,379 222,514 $39,936,456 $76,902,053 $116,838,509Mar 25,667 70,612 96,279 $18,713,082 $45,042,138 $63,755,220Apr 35,386 70,877 106,263 $15,880,138 $47,583,702 $63,463,840May 24,682 89,070 113,752 $15,025,765 $54,113,880 $69,139,645Jun 20,141 90,277 110,418 $5,574,765 $68,985,670 $74,560,435Jul 32,314 66,927 99,241 $18,355,554 $86,876,259 $105,231,813Aug 36,155 88,729 124,884 $23,013,757 $48,051,859 $71,065,616Sep 31,095 52,006 83,101 $21,356,922 $50,478,461 $71,835,383Oct 29,494 30,744 60,238 $22,039,961 $86,328,056 $108,368,017Nov 22,539 32,186 54,725 $4,952,529 $31,959,580 $36,912,109Dec 13,950 16,430 30,380 $3,750,601 $6,605,060 $10,355,661Total -- -- -- $236,990,094 $775,788,570 $1,012,778,664

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 $708 $1,318 $1,109 62 106 85 1,100 1,240 2,340Feb $603 $497 $529 79 134 111 835 1,154 1,989Mar $807 $696 $725 40 82 64 580 786 1,366Apr $584 $382 $419 67 141 117 408 884 1,292May $574 $454 $475 58 178 129 455 669 1,124Jun $377 $648 $615 53 143 118 277 747 1,024Jul $539 $1,159 $965 72 122 100 473 614 1,087Aug $862 $445 $528 49 116 91 542 934 1,476Sep $839 $628 $679 40 71 60 637 1,127 1,764Oct $781 $1,824 $1,434 31 43 38 899 1,088 1,987Nov $602 $1,410 $1,195 22 39 33 366 584 950Dec $617 $582 $594 24 40 33 255 281 536Total $668 $742 $723 52 103 83 6,827 10,108 16,935

Transactions

Includes DTX, DUX, DXL, EXQ, GOX, MVR, OIX, RMN, RUI, SML

Average Premium Per Contract Average Contracts Per Trade


OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL

Month EXQ GOX OIXJan 788 2,562 5,537Feb 937 2,940 1,119Mar 245 6,547 1,322Apr 193 3,066 677May 52 3,857 1,439Jun 70 770 1,684Jul 478 1,005 865Aug 5 1,393 148Sep 36 1,149 726Oct 15 734 280Nov 25 174 4Dec 30 74 0Total 2,874 24,271 13,801

STANDARD & POORSMonth SML Month DTX DUX DXL

Jan 434 Jan 50 2 9,345Feb 171 Feb 0 0 6,378Mar 405 Mar 0 1 6,808Apr 75 Apr 0 7 6,741May 136 May 2 0 3,400Jun 5 Jun 0 5 5,040Jul 26 Jul 31 0 7,437Aug 3 Aug 0 0 11,382Sep 222 Sep 0 2 7,326Oct 38 Oct 0 0 10,818Nov 118 Nov 60 0 4,598Dec 30 Dec 20 0 1,719Total 1,663 Total 163 17 80,992

CHICAGO BOARD OPTIONS EXCHANGE

DOW JONES


Month MVR Month RMN RUIJan 178,238 Jan 1,554 1,009Feb 206,760 Feb 433 2,330Mar 71,556 Mar 505 547Apr 140,824 Apr 1 37May 136,442 May 105 0Jun 112,114 Jun 1,570 4Jul 98,449 Jul 703 0Aug 121,372 Aug 358 2Sep 95,401 Sep 650 322Oct 60,001 Oct 2,437 1,238Nov 24,503 Nov 1,356 55Dec 14,136 Dec 1,316 100Total 1,259,796 Total 10,988 5,644

AND VALUE INDEXESOTHER RUSSELL GROWTH

MORGAN STANLEY


BINARY OPTIONS - 2008

BSZ CBOE Binary Options (SPX) Contract Volume


JanFebMarAprMayJunJul 22 22,202 20 22,222 1,010Aug 21 23,974 0 23,974 1,142Sep 21 26,450 0 26,450 1,260Oct 23 2,486 47 2,533 110Nov 19 2,593 1,242 3,835 202Dec 22 24,187 1,014 25,201 1,146Total 128 101,892 2,323 104,215 814

BSZ CBOE Binary Options (SPX) Open Interest

Month Call Put TotalJanFebMarAprMayJunJul 15,247 0 15,247Aug 17,222 0 17,222Sep 11,391 0 11,391Oct 8,618 1,005 9,623Nov 7,246 301 7,547Dec 18,504 1,008 19,512Total

Contract Volume

Open Interest in Contracts


BVZ CBOE Binary Options (VIX) Contract Volume


JanFebMarAprMayJunJul 22 6,316 0 6,316 287Aug 21 22,162 0 22,162 1,055Sep 21 14,133 28 14,161 674Oct 23 2,055 874 2,929 127Nov 19 21 110 131 7Dec 22 2,659 686 3,345 152Total 128 47,346 1,698 49,044 383

BVZ CBOE Binary Options (VIX) Open Interest

Month Call Put TotalJanFebMarAprMayJunJul 1,231 0 1,231Aug 25 0 25Sep 66 24 90Oct 51 214 265Nov 11 100 111Dec 0 0 0Total --- --- ---

Contract Volume



EXCHANGE TRADED FUNDS - 2008

Major Market Index Funds DOMESTIC BROAD-BASEDSPDR® S&P® 500 ETF (SPY) Fidelity NASDAQ Composite Tracking Stock (ONEQ)DIAMONDS (DIA) First Trust IPOX-100 Index Fund (FPX)iShares Russell 2000 Index Fund (IWM) iShares DJ Select Dividend Index Fund (DVY)Powershares QQQ (QQQQ) iShares DJ US Total Market Index Fund (IYY)

iShares Russell Microcap Index Fund (IWC)DOMESTIC SECTOR iShares Russell Midcap Growth Index Fund (IWP)Basic Industries SPDR (XLB) iShares Russell Midcap Index Fund (IWR)Biotech HOLDRS Trust (BBH) iShares Russell Midcap Value Index Fund (IWS)Claymore/MAC Solar Energy Index ETF (TAN) iShares Russell 1000 Growth Index Fund (IWF)Consumer Discretionary Select Sector SPDR Fund (XLY) iShares Russell 1000 Value Index Fund (IWD)Consumer Staples SPDR (XLP) iShares Russell 3000 Index Fund (IWV)Consumer Svcs Select SPDR (XLV) iShares S&P SmallCap 600 Index Fund (IJR)Energy Select SPDR (XLE) iShares Trust - Russell 1000 Indx Fnd (IWB)Financial Select SPDR (XLF) iShares Trust - Russell 2000 Growth Index Fund (IWO)Industrial Select SPDR (XLI) iShares Trust - Russell 2000 Value Index Fund (IWN)Internet HOLDRs Trust (HHH) iShares Trust - S&P 100 (OEF)iShares DJ Transporation Average Index Fund (IYT) iShares Trust S&P 500 Index Fund (IVV)iShares DJ US Oil Equip & Services Index Fund (IEZ) PowerShares DWA Technical Leaders Portfolio (PDP)iShares DJ US Utilities Sector (IDU) PowerShares FTSE RAFI US 1000 Portfolio (PRF)iShares Dow Jones U.S. Real Estate Index Fund (IYR) Rydex S&P 500 Equal-Weighted Index Fund (RSP)iShares Dow Jones US BD Index Fund (IAI) S&P 400 MidCap SPDRs (MDY)iShares Dow Jones US Energy Sector Index Fund (IYE)iShares Dow Jones US Financial Sector Index Fund (IYF)iShares Dow Jones US Healthcare Sector Index Fund (IYH) FOREIGNiShares Dow Jones US Home Construction (ITB) BLDRS Asia 50 ADR Index Fund (ADRA)iShares Dow Jones US Regional Banks Index Fund (IAT) BLDRS Emerging Markets 50 ADR Index Fund (ADRE)iShares Goldman Sachs Networking Index Fund (IGN) DJ Stoxx 50 ETF (FEZ)iShares Goldman Sachs Semiconductor Index Fund (IGW) iShares FTSE/Xinhua China Index Fund (FXI)iShares Goldman Sachs Software Index Fund (IGV) iShares MSCI Australia Index Fund (EWA)iShares Goldman Sachs Technology Index Fund (IGM) iShares MSCI Brazil Index Fund (EWZ)iShares Nasdaq Biotechnology Fund (IBB) iShares MSCI Canada Index Fund (EWC)iShares S&P GSSI Natural Resources Index Fund (IGE) iShares MSCI Emerging Markets Index (EEM)KBW Bank ETF (KBE) iShares MSCI EAFE Index Fund (EFA)KBW Insurance ETF (KIE) iShares MSCI EMU Index Fund (EZU)KBW Regional Banking ETF (KRE) iShares MSCI Germany Index (EWG)Market Vectors - Coal ETF (KOL) iShares MSCI Hong Kong Index Fund (EWH)Market Vectors - Gold Miners ETF (GDX) iShares MSCI Japan Index Fund (EWJ)Market Vectors Nuclear Energy ETF (NLR) iShares MSCI Malaysia Index Fund (EWM)Market Vectors Solar Energy ETF (KWT) iShares MSCI Mexico Index Fund (EWW)Market Vectors - Steel ETF (SLX) iShares MSCI Pacific ex-Japan Index Fund (EPP)Oil Services HOLDRs Trust (OIH) iShares MSCI Spain Index (EWP)Pharmaceutical HOLDRS Trust (PPH) iShares MSCI South Africa Index (EZA)PowerShares Dynamic Leisure & Entertainment ETF (PEJ) iShares MSCI South Korea Index Fund (EWY)PowerShares Dynamic Oil & Gas Services Portfolio (PXJ) iShares MSCI Sweden Index (EWD)PowerShares Global Water Portfolio (PIO) iShares MSCI Switzerland Index Fund (EWL)PowerShares Water Resources Portfolio (PHO) iShares MSCI Taiwan Index Fund (EWT)Powershares Wilderhill Clean Energy (PBW) iShares S&P Latin America 40 Index (ILF)Regional Bank HOLDRs Trust (RKH) Market Vectors - Agribusiness ETF (MOO)Retail HOLDRs Trust (RTH) Market Vectors Russia ETF Trust (RSX)Semiconductor HOLDRS Trust (SMH) NETS CAC40 Index Fund (FRC)Software HOLDRs Trust (SWH) NETS DAX Index Fund (DAX)SPDR Biotech ETF (XBI) NETS FTSE 100 Index Fund (LDN)SPDR Homebuilders ETF (XHB) NETS Hang Seng Index Fund (HKG)SPDR Metals and Mining ETF (XME) NETS S&P/ASX 200 Index Fund (AUS)SPDR Oil & Gas Equipment & Services ETF (XES) PowerShares Golden Dragon Halter USX China Portfolio (PGJ)SPDR Oil & Gas Exploration & Production ETF (XOP) PowerShares India Portfolio (PIN)SPDR Retail ETF (XRT) SPDR S&P China ETF (GXC)SPDR SemiConductor ETF (XSD) SPDR S&P International Small Cap ETF (GWX)StreetTracks KBW Capital Markets ETF (KCE) StreetTracks Dow Jones Global Titans Index Fund (DGT)Technology Select SPDR (XLK) The Claymore/BNY BRIC ETF (EEB)Telecom HOLDRs Trust (TTH) Vanguard Emerging Markets ETF (VWO)Utilities HOLDRs Trust (UTH) Vanguard European ETF (VGK)Utilities Select Sector SPDR (XLU) WisdomTree India Earnings Fund (EPI)Vanguard Energy ETF (VDE) WisdomTree Pacific Ex-Japan Total Dividend Fund (DND)


EXCHANGE TRADED FUNDS - 2008 cont'd.

COMMODITY POOLSCurrencyShares British Pound Sterling Trust (FXB)CurrencyShares Euro Trust (FXE)CurrencyShares Japanese Yen Trust (FXY)iShares COMEX Gold Trust (IAU)iShares GSCI Commodity-Indexed Trust (GSG)iShares Silver Trust (SLV)PowerShares DB Agriculture Fund (DBA)PowerShares DB Base Metals Fund (DBB)PowerShares DB Commodity Index Tracking Fund (DBC)PowerShares DB Energy Fund (DBE)PowerShares DB Oil Fund (DBO)PowerShares DB Precious Metals Fund (DBP)PowerShares DB Silver Fund (DBS)PowerShares DB G10 Currency Harvest Fund (DBV)PowerShares DB Gold Fund (DGL)PowerShares US Dollar IDX Bearish Fund (UDN)PowerShares US Dollar IDX Bullish Fund (UUP)SPDR Gold Trust (GLD)United States Natural Gas Fund LP (UNG)United States Oil Fund LP (USO)

LEVERAGED & INVERSEDirexionshares Energy Bear 3X Shares (ERY)Direxionshares Energy Bull 3X Shares (ERX)Direxionshares Financial Bear 3X Shares (FAZ)Direxionshares Financial Bull 3X Shares (FAS)Direxionshares Large Cap Bear 3X Shares (BGZ)Direxionshares Large Cap Bull 3X Shares (BGU)Direxionshares Small Cap Bear 3X Shares (TZA)Direxionshares Small Cap Bull 3X Shares (TNA)Short Dow30 ProShares (DOG)Short QQQ ProShares (PSQ)Short S&P500 ProShares (SH)Ultra Basic Materials ProShares (UYM)Ultra Dow30 ProShares (DDM)Ultra Financials ProShares (UYG)Ultra Oil & Gas ProShares (DIG)Ultra QQQ ProShares (QLD)Ultra Real Estate ProShares (URE)Ultra Russell2000 ProShares (UWM)Ultra S&P500 ProShares (SSO)UltraShort Basic Materials ProShares (SMN)UltraShort Dow30 ProShares (DXD)UltraShort Financials ProShares (SKF)UltraShort FTSE/Xinhua China 25 ProShares (FXP)UltraShort MidCap400 ProShares (MZZ)UltraShort MSCI EAFE ProShares (EFU)UltraShort MSCI Emerging Markets ProShares (EEV)UltraShort Oil & Gas ProShares (DUG)UltraShort QQQ ProShares (QID)UltraShort Real Estate ProShares (SRS)UltraShort Russell2000 ProShares (TWM)UltraShort S&P500 ProShares (SDS)

FIXED INCOMEiShares GS InvesTop Corporate Bond Fund (LQD)iShares Lehman 7-10 Year Treasury Bond Fund (IEF)iShares Lehman 1-3 Year Treasury Bond Fund (SHY)iShares Lehman 20+Year Treasury Bond Fund (TLT)


MOST ACTIVE EXCHANGE TRADED FUNDS - 2008

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: QQQQ)

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.


EXCHANGE TRADED FUNDS OPTIONS - 2008

Total Exchange Traded Funds Contract Volume


Jan 21 11,619,846 20,362,066 31,981,912 1,522,948Feb 20 8,192,130 13,309,841 21,501,971 1,075,099Mar 20 10,222,157 17,150,137 27,372,294 1,368,615Apr 22 8,272,255 11,722,996 19,995,251 908,875May 21 7,678,304 12,165,284 19,843,588 944,933Jun 21 10,929,608 17,489,016 28,418,624 1,353,268Jul 22 14,565,399 19,869,353 34,434,752 1,565,216Aug 21 10,855,461 13,465,078 24,320,539 1,158,121Sep 21 16,266,415 23,662,781 39,929,196 1,901,390Oct 23 16,503,108 22,111,153 38,614,261 1,678,881Nov 19 10,938,000 13,508,679 24,446,679 1,286,667Dec 22 9,017,602 9,953,719 18,971,321 862,333Total 253 135,060,285 194,770,103 329,830,388 1,303,677

Exchange Traded Funds Open Interest and Dollar Volume


Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $370 $370 $370 18 18 18 639,501 1,120,631 1,760,132Feb $286 $286 $286 17 17 17 481,896 782,941 1,264,837Mar $282 $282 $282 18 18 18 570,401 956,985 1,527,385Apr $275 $275 $275 16 16 16 517,086 732,786 1,249,872May $266 $266 $266 16 16 16 479,942 760,406 1,240,348Jun $258 $258 $258 17 17 17 629,907 1,007,946 1,637,852Jul $253 $253 $253 17 17 17 838,044 1,143,216 1,981,260Aug $233 $233 $233 17 17 17 636,388 789,374 1,425,762Sep $265 $265 $265 19 19 19 876,345 1,274,820 2,151,165Oct $359 $359 $359 17 17 17 950,357 1,273,304 2,223,661Nov $311 $311 $311 17 17 17 656,421 810,695 1,467,117Dec $245 $245 $245 14 14 14 643,667 710,486 1,354,153Total $287 $288 $288 17 17 17 7,919,953 11,363,590 19,283,543

Total Exchange Traded Funds Contract Volume By Exchange

Month CBOE AMEX BOX ISE NYSE Arca PHLX NSDQ Total CBOE ShareJan 31,981,912 8,274,427 5,347,075 31,260,735 17,671,775 8,428,874 102,964,798 31%Feb 21,501,971 5,371,259 2,864,248 19,356,982 11,810,731 5,632,546 66,537,737 32%Mar 27,372,294 5,761,615 3,597,574 26,587,813 15,396,486 8,362,169 5,950 87,083,901 31%Apr 19,995,251 5,392,925 5,042,715 21,416,855 9,891,397 6,512,952 786,695 69,038,790 29%May 19,843,588 5,625,380 4,108,582 18,121,062 8,349,665 6,605,047 1,219,032 63,872,356 31%Jun 28,418,624 8,207,812 7,224,641 25,142,671 11,996,710 12,513,642 1,552,384 95,056,484 30%Jul 34,434,752 8,216,220 7,464,538 30,861,152 13,653,881 11,888,240 2,362,478 108,881,261 32%Aug 24,320,539 5,480,766 4,389,013 21,795,591 9,209,159 9,400,726 1,628,189 76,223,983 32%Sep 39,929,196 10,660,523 10,000,111 36,186,998 16,947,938 16,856,314 2,978,823 133,559,903 30%Oct 38,614,261 9,173,808 11,510,821 33,421,248 15,728,583 16,746,857 2,743,132 127,938,710 30%Nov 24,446,679 5,813,480 7,386,133 19,794,698 9,369,977 12,206,748 2,714,116 81,731,831 30%Dec 18,971,321 4,133,187 8,962,901 16,599,954 10,024,477 14,476,465 2,099,088 75,267,393 25%Total 329,830,388 82,111,402 77,898,352 300,545,759 150,050,779 129,630,580 18,089,887 1,088,157,147 30%



Total Exchange Traded Funds FLEX (DIA, EFA, IYR, QQQQ, SPY) Contract Volume


Jan 21 0 50,000 50,000 2,381Feb 20 0 0 0 0Mar 20 0 30,000 30,000 1,500Apr 22 121 0 121 6May 21 0 0 0 0Jun 21 270 270 540 26Jul 22 0 0 0 0Aug 21 0 0 0 0Sep 21 620 0 620 30Oct 23 3,130 0 3,130 136Nov 19 0 0 0 0Dec 22 2,800 2,800 5,600 255Total 253 6,941 83,070 90,011 356

Total Exchange Traded Funds FLEX (DIA, EFA, IYR, QQQQ, SPY) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 15,737 12,677 28,414 $0 $18,508,841 $18,508,841Feb 15,737 12,504 28,241 $0 $0 $0Mar 15,148 44,826 59,974 $0 $8,467,116 $8,467,116Apr 14,429 44,826 59,255 $33,298 $0 $33,298May 13,997 14,212 28,209 $0 $0 $0Jun 14,267 14,482 28,749 $69,669 $69,669 $139,338Jul 2,767 2,982 5,749 $0 $0 $0Aug 2,767 2,982 5,749 $0 $0 $0Sep 5,617 6,732 12,349 $164,166 $0 $164,166Oct 9,686 6,776 16,462 $1,123,084 $0 $1,123,084Nov 3,064 3,034 6,098 $0 $0 $0Dec 1,464 1,434 2,898 $687,363 $687,363 $1,374,726Total -- -- -- $2,077,581 $27,732,989 $29,810,570


Contract Volume


Total Exchange Traded Funds FLEX (DIA, EFA, IYR, QQQQ, SPY ) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $0 $370 $370 0 18 18 0 2,752 2,752Feb $0 $0 $0 0 0 0 0 0 0Mar $0 $282 $282 0 18 18 0 1,674 1,674Apr $275 $0 $275 16 0 16 8 0 8May $0 $0 $0 0 0 0 0 0 0Jun $258 $258 $258 17 17 17 16 16 31Jul $0 $0 $0 0 0 0 0 0 0Aug $0 $0 $0 0 0 0 0 0 0Sep $265 $0 $265 19 0 19 33 0 33Oct $359 $0 $359 17 0 17 180 0 180Nov $0 $0 $0 0 0 0 0 0 0Dec $245 $245 $245 14 14 14 200 200 400Total $299 $334 $331 16 18 18 437 4,641 5,078

FLEX LEAPS QUARTERLY

DIA ---- 211,554 525,685

IWM ---- 938,837 10,111,956

QQQQ ---- 1,111,752 2,199,441

SPY 89,661 1,130,220 4,573,729

XLE ---- 138,521 928,862


Total CBOE Volume for FLEX, LEAPS and QUARTERLY Options


QQQQ (PowerShares QQQ) Contract Volume (includes LEAPS and FLEX)


Jan 21 3,001,847 4,002,488 7,004,335 333,540Feb 20 1,885,357 2,133,496 4,018,853 200,943Mar 20 1,674,551 2,573,288 4,247,839 212,392Apr 22 1,712,825 1,908,616 3,621,441 164,611May 21 1,501,866 1,916,990 3,418,856 162,803Jun 21 2,270,416 3,516,719 5,787,135 275,578Jul 22 2,376,000 3,304,818 5,680,818 258,219Aug 21 1,694,140 2,027,307 3,721,447 177,212Sep 21 2,670,822 4,167,323 6,838,145 325,626Oct 23 3,907,098 4,447,442 8,354,540 363,241Nov 19 2,298,850 2,841,802 5,140,652 270,561Dec 22 1,563,613 1,812,967 3,376,580 153,481Total 253 26,557,385 34,653,256 61,210,641 241,939

QQQQ (PowerShares QQQ) Open Interest (includes LEAPS and FLEX)

Month Call Put TotalJan 3,838,656 4,487,000 8,325,656Feb 3,274,644 3,620,951 6,895,595Mar 2,802,223 2,937,593 5,739,816Apr 2,779,397 3,083,427 5,862,824May 2,687,744 3,962,698 6,650,442Jun 2,913,037 4,093,870 7,006,907Jul 3,248,001 3,526,595 6,774,596Aug 3,137,485 3,612,497 6,749,982Sep 4,073,416 3,754,369 7,827,785Oct 4,170,417 3,050,707 7,221,124Nov 4,146,989 2,587,959 6,734,948Dec 3,285,595 2,095,912 5,381,507Total -- -- --


Contract Volume


DIA (DIAMONDS) Contract Volume (includes LEAPS and FLEX)


Jan 21 587,051 526,577 1,113,628 53,030Feb 20 317,668 374,295 691,963 34,598Mar 20 537,051 505,092 1,042,143 52,107Apr 22 331,387 306,907 638,294 29,013May 21 263,130 297,644 560,774 26,704Jun 21 527,222 537,977 1,065,199 50,724Jul 22 540,704 522,567 1,063,271 48,331Aug 21 525,700 357,776 883,476 42,070Sep 21 481,149 598,724 1,079,873 51,423Oct 23 455,555 562,109 1,017,664 44,246Nov 19 346,252 410,592 756,844 39,834Dec 22 245,602 256,585 502,187 22,827Total 253 5,158,471 5,256,845 10,415,316 41,167

DIA (DIAMONDS) Open Interest (includes LEAPS and FLEX)

Month Call Put TotalJan 758,020 874,681 1,632,701Feb 717,618 793,194 1,510,812Mar 717,111 720,487 1,437,598Apr 657,904 657,938 1,315,842May 620,727 675,227 1,295,954Jun 763,497 735,129 1,498,626Jul 806,462 767,523 1,573,985Aug 1,006,835 878,367 1,885,202Sep 1,093,702 892,121 1,985,823Oct 1,204,804 974,811 2,179,615Nov 1,152,083 926,097 2,078,180Dec 811,734 714,511 1,526,245Total -- -- --

Contract Volume



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



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



Contract Volume


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


Jan 21 2,947,295 7,309,170 10,256,465 488,403Feb 20 1,958,886 3,995,363 5,954,249 297,712Mar 20 2,011,335 5,033,449 7,044,784 352,239Apr 22 1,621,794 2,952,672 4,574,466 207,930May 21 1,559,653 3,438,470 4,998,123 238,006Jun 21 1,670,438 4,153,410 5,823,848 277,326Jul 22 2,236,719 4,474,671 6,711,390 305,063Aug 21 2,300,507 3,227,235 5,527,742 263,226Sep 21 2,325,955 5,758,649 8,084,604 384,981Oct 23 2,135,052 5,038,154 7,173,206 311,879Nov 19 1,386,598 2,499,738 3,886,336 204,544Dec 22 990,998 1,660,233 2,651,231 120,511Total 253 23,145,230 49,541,214 72,686,444 287,298

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



Contract Volume


Other Exchange Traded Funds Contract Volume



Other Exchange Trade Funds Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 6,143,309 7,711,680 13,854,989 $936,752,422 $1,167,252,641 $2,104,005,062Feb 7,028,759 9,257,987 16,286,746 $566,677,058 $840,176,271 $1,406,853,330Mar 6,910,754 9,286,666 16,197,420 $890,738,934 $1,224,218,565 $2,114,957,498Apr 7,528,836 9,753,513 17,282,349 $652,339,537 $900,408,966 $1,552,748,504May 9,082,314 11,353,719 20,436,033 $606,423,414 $779,314,885 $1,385,738,299Jun 9,151,765 11,017,633 20,169,398 $881,349,374 $1,060,332,164 $1,941,681,539Jul 11,387,877 13,631,535 25,019,412 $1,375,967,596 $1,463,304,934 $2,839,272,531Aug 13,138,858 14,509,902 27,648,760 $855,364,427 $1,008,116,587 $1,863,481,015Sep 14,066,978 13,932,927 27,999,905 $1,695,492,822 $1,540,868,199 $3,236,361,021Oct 14,995,504 14,055,631 29,051,135 $1,742,095,005 $1,499,173,305 $3,241,268,310Nov 15,122,650 14,071,041 29,193,691 $1,021,535,094 $855,833,061 $1,877,368,155Dec 12,675,134 10,824,461 23,499,595 $760,695,915 $623,946,051 $1,384,641,966Total -- -- -- $11,985,431,600 $12,962,945,630 $24,948,377,230

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $370 $370 $370 18 18 18 139,270 173,539 312,808Feb $286 $286 $286 17 17 17 116,558 172,813 289,371Mar $282 $282 $282 18 18 18 176,106 242,037 418,143Apr $275 $275 $275 16 16 16 148,176 204,523 352,699May $266 $266 $266 16 16 16 142,414 183,016 325,430Jun $258 $258 $258 17 17 17 196,854 236,830 433,684Jul $253 $253 $253 17 17 17 313,086 332,959 646,045Aug $233 $233 $233 17 17 17 215,023 253,422 468,445Sep $265 $265 $265 19 19 19 344,974 313,513 658,487Oct $359 $359 $359 17 17 17 279,592 240,605 520,197Nov $311 $311 $311 17 17 17 196,946 165,000 361,946Dec $245 $245 $245 14 14 14 221,184 181,422 402,605Total $282 $281 $282 17 17 17 2,490,181 2,699,679 5,189,860


Includes ADRA, ADRE, AUS, BBH, BGU, BGZ, DAX, DBA, DBB, DBC, DBE, DBO, DBP, DBS, DBV, DDM, DGL, DGT, DIG, DND, DOG, DUG, DVY, DXD, EEB, EEM, EEV, EFA, EFU, EPI, EPP, ERX, ERY, EWA, EWC, EWD, EWG, EWH, EWJ, EWL, EWM, EWP, EWT, EWW, EWY, EWZ, EZA, EZU, FAS, FAZ, FEZ, FPX, FRC, FXB, FXE, FXI, FXP, FXY, GDX, GLD, GSG, GWX, GXC, HHH, HKG, IAI, IAT, IAT, IAU, IBB, IDU, IEF, IEZ, IGE, IGM, IGN, IGV, IGW, IJR, ILF, ITB, IVV, IWB, IWC, IWD, IWF, IWN, IWO, IWP, IWR, IWS, IWV, IYE, IYF, IYH, IYR, IYT, IYY, KBE, KCE, KIE, KOL, KRE, KWT, LDN, LQD, MDY, MOO, MZZ, NLR, OEF, OIH, ONEQ, PBW, PDP, PEJ, PGJ, PHO, PIN, PIO, PPH, PRF, PSQ, PXJ, QID, QLD, RKH, RSP, RSX, RTH, SDS, SH, SHY, SKF, SLV, SLX, SMH, SMN, SRS, SSO, SWH, TAN, TLT, TNA, TTH, TWM, TZA, UDN, UNG, URE, USO, UTH, UUP, UWM, UYG, UYM, VDE, VGK, VWO, XBI, XES, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XOP, XRT, XSD


Other Exchange Traded Funds Contract Volume Detail

Month BBH GDX HHH IAI IAT IBB IDU IEZ IGE IGM IGN IGV IGW ITB IYE IYFJan 3,856 61,783 2,527 32,721 155 109 644 65 260 2,519 796Feb 2,648 46,906 1,044 34,223 65 22 419 24 627 6,214 519Mar 2,884 84,221 754 119 34,868 195 24 81 816 43 128 5,725 1,873 2,214Apr 4,248 32,467 780 201 173 26,841 205 254 196 207 204 107 8,373 4,328 1,931May 4,748 37,406 211 2,669 765 22,957 174 647 90 266 21 278 4,559 3,180 2,035Jun 3,027 31,681 690 1,433 1,191 18,823 153 1,318 142 645 11 24 3,345 1,648 2,757Jul 13,155 46,243 1,018 7,941 5,812 42,492 273 1,242 193 80 13 377 1,536 4,012 5,675Aug 7,039 84,341 320 1,374 1,835 18,856 84 15 475 151 0 36 0 1,912 1,326 5,643Sep 7,431 69,690 921 2,397 7,909 42,890 70 126 1,335 12 0 38 0 2,509 1,509 11,843Oct 4,331 57,674 427 539 3,361 41,444 261 97 806 0 0 0 0 1,070 2,076 6,467Nov 3,393 57,584 311 515 681 9,801 427 70 463 0 0 0 0 198 358 5,476Dec 3,038 41,923 369 510 126 12,023 917 22 313 0 0 0 0 846 230 4,878Total 59,798 651,919 9,372 17,579 21,972 337,939 2,979 330 6,877 996 3,077 455 1,801 38,806 21,855 48,919

Month IYH IYR IYT KBE KCE KIE KOL KRE KWT NLR OIH PBW PEJ PHO PIO PPHJan 577 104,920 374 390,577 14,255 0 930 23,896Feb 735 59,295 485 52 1,556 153 221,542 5,465 54 752 14,778Mar 319 38,296 3,036 4,158 236 1,467 2,714 211,525 11,989 5 867 0 12,253Apr 85 42,197 3,120 117 3,848 4,394 7,452 278,464 1,943 7 553 132 5,835May 52 10,160 290 3,455 202 167 7,785 6,574 2,515 256,197 2,731 51 837 228 4,695Jun 125 32,843 2,926 8,168 144 2,869 15,784 27,276 1,467 221,148 8,273 19 1,916 54 8,009Jul 308 39,394 10,332 22,095 590 5,174 36,967 44,943 680 314,265 3,700 58 1,395 121 18,072Aug 596 38,654 3,239 30,423 102 298 8,828 118,815 292 10 244,125 1,186 61 561 17 10,133Sep 411 59,609 3,994 28,110 2,503 414 12,342 64,137 670 128 369,535 3,190 28 912 14 6,176Oct 1,231 119,796 2,006 3,353 226 220 5,674 35,486 1,006 18 355,712 7,587 19 702 113 10,559Nov 557 122,643 10,308 2,144 85 385 5,141 12,317 412 5 223,081 2,521 65 1,348 61 8,631Dec 89 150,495 1,169 1,149 108 234 3,367 8,547 122 131 192,926 2,856 0 1,390 41 6,803Total 5,085 818,302 34,264 105,538 8,661 15,401 101,749 328,414 7,164 292 3,279,097 65,696 367 12,163 781 129,840

Month PXJ RKH RTH SLX SMH SWH TAN TTH UTH VDE XBI XES XHB XLB XLE XLFJan 5,248 139,241 138,957 68 482 935 284 214 131,487 93,436 445,425 1,643,942Feb 5,623 96,271 91,541 272 6,579 370 144 340 109,421 195,371 446,450 1,275,836Mar 521 11,788 68,801 107,867 22 400 328 573 200 78,227 302,256 690,475 2,553,439Apr 2,277 12,256 81,950 119,042 69 530 140 214 151 675 66,203 184,490 675,351 1,864,239May 2,263 4,554 90,589 4,002 67,948 25 6,482 170 590 457 251 45,792 78,452 819,397 1,393,188Jun 859 9,655 98,225 1,877 140,123 0 2,327 131 312 292 1,020 56,113 88,669 1,240,084 2,719,888Jul 563 34,426 111,938 4,055 95,018 20 1,663 61 284 212 1,735 79,501 143,698 1,235,217 4,723,088Aug 683 33,038 98,009 4,515 82,190 20 1,889 0 494 253 2,410 206 41,300 27,587 636,976 2,072,123Sep 946 28,718 102,750 7,147 139,744 150 1,814 0 202 207 3,641 524 82,512 61,872 732,211 3,525,233Oct 868 12,986 80,758 3,748 88,451 184 3,893 0 323 55 533 320 114,345 80,064 524,391 2,018,804Nov 81 9,195 49,947 1,164 77,860 200 3,729 0 424 0 237 103 46,432 43,556 504,092 1,109,575Dec 149 4,200 47,008 1,455 49,244 58 422 0 144 0 108 15 56,862 25,862 364,475 1,046,282Total 9,210 171,687 1,065,487 27,963 1,197,985 1,088 22,749 7,963 4,620 2,628 11,364 1,168 908,195 1,325,313 8,314,544 25,945,637

DOMESTIC SECTOR


Month XLI XLK XLP XLU XLV XLY XME XOP XRT XSDJan 107,971 4,676 3,988 19,393 56,194 71,860 5,133 5Feb 10,891 22,339 3,146 20,448 16,962 13,579 4,008 32Mar 11,877 21,353 3,582 13,143 14,093 20,045 136,872 5Apr 21,040 4,468 2,478 4,204 5,039 6,545 6,306 380 43May 63,391 8,571 2,428 19,166 3,412 22,827 23,818 2,806 43Jun 6,298 97,026 4,483 16,899 3,081 29,675 33,334 4,018 109Jul 59,869 7,079 19,185 14,075 8,383 83,910 14,037 4,425 11,785 23Aug 39,986 58,463 9,372 15,243 7,086 156,908 18,790 2,546 44,235 40Sep 41,985 24,691 12,982 18,851 3,949 109,007 10,275 6,052 70,565 21Oct 60,095 19,086 14,643 12,499 39,654 73,047 7,593 4,019 267,513 3Nov 16,396 6,125 5,566 12,453 5,166 49,695 1,516 298 31,132 1Dec 8,031 5,347 6,209 8,052 1,649 12,536 4,352 1,623 76,204 0Total 447,830 279,224 88,062 174,426 164,668 649,634 266,034 26,167 501,434 325

Month DVY FPX IJR IVV IWB IWC IWD IWF IWN IWO IWPJan 4,436 3 885 703 506 451 2,693 8,544 12,440 13,938 117Feb 4,084 10 712 0 289 2,379 1,433 1,874 4,406 36,864 178Mar 1,214 0 485 0 277 1,710 427 678 4,067 146,755 864Apr 4,094 0 315 0 1,203 450 628 3,989 3,003 32,401 204May 849 0 373 0 453 537 793 2,792 772 8,831 632Jun 1,212 0 436 0 194 167 69 561 2,252 19,650 129Jul 5,315 0 1,819 0 214 521 46 34 3,037 15,190 202Aug 2,636 0 882 0 0 3,026 0 0 3,525 15,591 236Sep 3,791 0 576 0 0 1,681 0 0 3,282 19,133 475Oct 7,300 0 457 0 0 155 0 0 2,349 8,126 34Nov 3,543 0 411 0 0 113 0 0 710 1,875 101Dec 3,028 0 569 0 0 1,470 0 0 831 3,771 282Total 41,502 13 7,920 703 3,136 12,660 6,089 18,472 40,674 322,125 3,454

Month IWR IWS IWV IYY MDY OEF ONEQ PDP PRF RSPJan 375 5,118 409 107 75,751 468 114 40 997Feb 344 1,296 535 293 21,555 80 32 6 1,055Mar 533 2,167 419 208 27,590 61 29 37 820Apr 506 337 195 85 15,470 34 209 41 378May 611 878 432 37 25,932 384 238 0 16 495Jun 439 1,305 225 207 27,598 277 181 138 23 592Jul 488 1,543 243 30 57,679 306 102 84 5 501Aug 941 1,550 177 99 27,520 149 530 87 16 826Sep 2,761 2,717 108 214 29,604 279 680 39 4 1,029Oct 1,266 872 36 80 23,211 881 92 8 1 580Nov 1,376 913 28 67 13,523 1,010 0 0 5 35Dec 636 680 86 171 11,954 213 0 0 0 571Total 10,276 19,376 2,893 1,598 357,387 4,142 2,207 356 194 7,879

DOMESTIC BROAD-BASED

DOMESTIC SECTOR (Continued)


Month ADRA ADRE AUS DAX DGT DND EEB EEM EFA EPI EPP EWA EWC EWD EWGJan 156 2,733 40 3,998 953,524 101,858 5,075 1,637 127 1,743Feb 146 1,177 319 104 5,299 1,082,380 45,951 318 1,647 44 781Mar 34 2,146 156 14 4,774 1,176,640 104,196 1,491 478 3,575 3,732 15 959Apr 0 661 0 0 9 17 2,793 790,166 52,985 4,203 396 1,359 2,095 173 2,818May 0 1,238 0 0 20 14 3,110 731,087 30,420 4,392 697 304 2,304 58 8,127Jun 0 1,210 10 2 1 243 1,835 684,734 30,449 7,212 274 569 1,663 55 604Jul 0 850 0 10 40 350 2,128 949,414 79,449 6,812 524 2,053 12,546 121 3,767Aug 0 1,508 0 10 41 380 4,125 1,401,280 68,599 2,206 41,414 871 3,034 54 3,072Sep 0 714 0 4 7 225 2,768 2,963,369 117,442 3,374 3,029 1,120 2,799 120 684Oct 0 186 0 16 0 372 1,839 1,350,949 175,785 3,351 1,041 983 3,362 110 12,449Nov 0 229 0 16 0 20 1,277 1,129,992 82,333 1,308 929 660 3,274 0 1,209Dec 0 552 0 1 0 0 445 499,033 173,224 593 348 599 1,228 44 3,233Total 336 13,204 10 59 633 1,739 34,391 13,712,568 1,062,691 34,942 49,130 17,486 39,321 921 39,446

Month EWH EWJ EWL EWM EWP EWT EWW EWY EWZ EZA EZU FEZ FRC FXI GWXJan 29,927 75,147 7,676 1,066 11,174 17,616 13,020 232,742 1,380 947 132,649Feb 9,138 14,931 0 4,315 763 15,697 14,816 8,706 238,373 289 508 104,566Mar 20,312 46,973 28 5,029 839 45,697 10,523 8,829 275,471 325 416 317 0 130,063 0Apr 6,000 23,435 49 2,814 3,691 64,018 21,454 29,376 237,573 1,666 144 236 0 105,400 2May 5,466 13,463 15 2,586 519 46,471 14,186 1,033 300,745 263 106 315 0 76,126 1Jun 6,089 16,233 16 2,051 1,116 6,297 13,882 33,124 272,567 687 60 1,064 0 79,290 4Jul 9,767 13,972 0 2,137 823 5,881 9,087 4,648 332,502 1,529 137 6,499 0 71,650 0Aug 14,976 10,241 2 222 676 9,289 8,305 26,862 236,893 234 74 34,099 10 129,186 1Sep 40,781 12,952 1 2,390 335 6,705 18,550 16,383 520,999 1,598 145 29,356 0 233,726 0Oct 14,147 44,676 0 2,244 432 3,927 60,300 13,170 531,496 6,154 160 347 0 169,685 41Nov 10,027 35,081 0 343 84 4,154 60,837 15,698 412,972 245 111 81 50 142,774 0Dec 9,485 17,137 0 309 96 3,032 25,490 5,948 474,884 3,212 21 2,193 0 131,519 0Total 176,115 324,241 111 32,116 10,440 222,342 275,046 176,797 4,067,217 17,582 1,374 75,962 60 1,506,634 49

Month GXC HKG ILF LDN MOO PGJ PIN RSX VGK VWOJan 1,080 1,956 9,027 6,563 1,520 3,217Feb 891 1,610 9,327 3,649 3,320 335 2,760Mar 1,373 1,505 9,813 6,046 152 19,196 5,361 3,291Apr 1,433 0 1,072 10 19,750 2,558 325 8,516 1,361 1,749May 776 0 1,459 0 6,737 1,555 676 30,621 1,762 2,233Jun 829 5 1,981 0 3,805 1,282 1,284 27,769 991 2,189Jul 439 0 1,796 0 6,429 1,271 244 31,866 1,174 1,106Aug 357 0 1,898 7 4,360 797 226 23,048 1,353 954Sep 0 0 3,107 0 8,243 2,590 735 25,898 1,101 735Oct 0 13 1,334 0 3,431 1,794 677 25,984 797 1,320Nov 0 0 454 20 1,815 1,138 135 40,581 757 1,680Dec 0 0 1,185 0 872 375 312 32,713 1,320 1,672Total 7,178 18 19,357 37 83,609 29,618 4,766 269,512 17,832 22,906

FOREIGN


Month DBA DBB DBC DBE DBO DBP DBS DBV DGL FXBJan 50,330 1,197 7,474 500 1,208 1,115 1,181 2,151 3,456 2,309Feb 95,437 1,114 25,036 616 1,533 1,681 2,857 1,242 2,650 5,039Mar 110,406 2,586 28,489 1,326 7,639 3,074 7,052 1,782 10,630 6,286Apr 44,125 1,465 28,587 632 2,589 746 2,227 779 2,153 5,271May 52,385 1,091 24,616 1,824 4,380 671 3,708 207 4,359 2,600Jun 71,417 816 21,252 2,175 3,610 648 579 148 1,010 1,680Jul 34,272 1,642 38,461 2,612 2,947 1,445 1,396 255 1,437 6,992Aug 28,826 1,447 14,381 911 2,637 268 1,338 502 543 18,258Sep 22,375 1,478 15,802 1,070 2,542 487 2,353 1,013 1,233 16,556Oct 16,894 1,325 12,373 1,809 1,830 549 1,378 2,005 1,127 4,187Nov 14,400 829 10,622 175 720 41 964 2,908 1,137 2,529Dec 11,247 921 6,914 490 786 368 273 364 766 1,287Total 552,114 15,911 234,007 14,140 32,421 11,093 25,306 13,356 30,501 72,994

Month FXE FXY GLD GSG IAU SLV UDN UNG USO UUPJan 10,730 18,266 686 17,066 56,281Feb 22,884 13,279 547 23,081 64,151Mar 45,246 40,164 1,774 17,281 156,912Apr 54,462 13,919 970 18,576 111,747May 47,109 4,584 1,602 32,759 258,866Jun 15,453 5,103 238,920 2,428 35,913 351,710Jul 17,479 8,218 680,341 4,287 61,953 454,025Aug 20,265 5,725 856,235 6,483 137,671 265,308Sep 27,223 10,416 752,411 2,433 125,146 308,466 3,346Oct 11,860 7,006 748,328 5,182 74,184 287,341 11,796Nov 7,697 7,810 301,421 1,537 38,716 188,068 5,628Dec 10,003 2,994 394,554 1,961 60 5,528 7,429 46,016 415,029 5,630Total 290,411 137,484 3,972,210 29,890 60 5,528 7,429 628,362 2,917,904 26,400

COMMODITY POOLS


Month BGU BGZ DDM DIG DOG DUG DXD EEV EFU ERX ERY FAS FAZ FXP MZZ PSQJan 3,415 10,895 19,497 2,723 26,589 835Feb 10,364 16,959 21,230 5,566 35,084 1,242Mar 14,256 870 27,007 27,995 8,239 42,641 2,093Apr 6,756 698 49,975 12,057 5,512 28,078 1,535May 6,309 1,687 101,260 6,729 4,396 13,515 1,624Jun 12,095 3,171 93,399 12,022 6,053 28,398 2,618Jul 12,661 3,895 140,864 22,882 6,412 22,096 2,862Aug 9,724 3,010 1,047 50,240 19,104 3,747 214 19,588 2,103Sep 17,057 17,453 2,164 88,421 32,635 16,757 1,876 20,321 4,701Oct 17,649 13,896 5,189 47,278 27,357 19,271 3,561 15,179 3,709Nov 5,050 1,040 26,572 33,542 3,146 23,896 19,625 17,121 2,400 288 219 1,489 1,285 16,748 4,417Dec 6,257 3,829 19,200 70,142 2,141 16,546 15,862 6,422 960 4,206 1,259 11,381 8,895 10,045 2,485 249Total 11,307 4,869 156,058 138,043 24,008 666,740 236,995 102,219 9,011 4,494 1,478 12,870 10,180 278,282 30,224 249

Month QID QLD SDS SH SKF SMN SRS SSO TNA TWM TZA URE UWM UYG UYMJan 46,755 8,441 44,701 18,558 5,154 6,142 4,234 464Feb 43,212 7,671 46,660 26,508 297 8,021 8,393 8,130 554 1,005Mar 65,675 16,019 94,076 341 64,307 2,041 13,111 20,304 19,760 4,734 23,847Apr 48,816 19,633 56,872 301 53,320 7,056 11,251 11,456 11,986 1,633 27,926May 42,521 16,089 66,493 909 32,931 3,699 10,393 13,047 10,995 590 1,057 18,758Jun 88,138 21,631 68,542 595 54,674 5,824 20,409 18,779 16,603 1,242 1,302 41,807Jul 82,050 23,848 81,868 1,184 200,481 11,080 28,567 31,220 22,204 1,579 2,978 213,800Aug 28,976 28,204 37,804 1,300 150,198 4,781 15,971 16,294 9,209 3,253 3,158 155,413Sep 45,571 38,367 83,072 3,045 210,804 10,173 37,773 35,996 15,224 2,967 13,258 373,933Oct 61,162 66,138 76,870 3,398 195,638 11,315 32,435 99,004 15,789 2,422 6,232 485,944Nov 25,931 62,441 99,851 2,521 59,922 3,037 22,943 136,594 769 8,330 1,548 4,536 3,960 374,492Dec 21,340 47,069 70,926 1,932 68,698 2,050 56,254 124,149 5,452 4,194 3,821 17,943 2,630 419,701 2,672Total 600,147 355,551 827,735 15,526 1,136,039 61,353 262,282 521,378 6,221 146,658 5,369 34,532 41,960 2,136,626 2,672

LEVERAGED & INVERSE


Month IEF LQD SHY TLTJan 1,907 377 312 53,239Feb 3,560 686 402 45,776Mar 8,460 1,258 216 60,862Apr 1,041 418 63 57,185May 1,158 201 35 40,697Jun 5,832 270 1,542 57,567Jul 2,052 241 875 64,160Aug 4,800 200 539 37,462Sep 3,895 607 529 76,413Oct 2,473 1,525 325 62,222Nov 2,228 923 385 60,758Dec 2,159 2,909 768 122,982Total 39,565 9,615 5,991 739,323

FIXED INCOME


INTEREST RATE OPTIONS - 2008

Total Interest Rate Options Contract Volume



Total Interest Rate Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 4,408 346 4,754 $11,070 $11,825 $22,895Feb 4,465 662 5,127 $13,655 $223,805 $237,460Mar 268 439 707 $34,335 $307,150 $341,485Apr 418 418 836 $60,345 $10,000 $70,345May 325 396 721 $35,270 $670 $35,940Jun 363 250 613 $46,265 $29,200 $75,465Jul 416 311 727 $1,285 $19,460 $20,745Aug 426 301 727 $6,755 $680 $7,435Sep 327 326 653 $6,875 $22,280 $29,155Oct 441 267 708 $117,800 $20,660 $138,460Nov 730 243 973 $222,560 $32,920 $255,480Dec 562 104 666 $19,120 $58,665 $77,785Total -- -- -- $575,335 $737,315 $1,312,650

In 2008, 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 $168 $246 $201 3.5 4.8 3.9 19 10 29Feb $150 $363 $335 9.1 51.4 32.2 10 12 22Mar $424 $635 $604 5.8 18.6 14.1 14 26 40Apr $345 $476 $359 15.9 7.0 14.0 11 3 14May $263 $335 $264 12.2 1.0 10.5 11 2 13Jun $215 $442 $269 11.3 7.3 10.0 19 9 28Jul $24 $240 $155 13.3 20.3 16.8 4 4 8Aug $397 $340 $391 4.3 1.0 3.2 4 2 6Sep $327 $242 $258 3.5 8.4 6.6 6 11 17Oct $421 $430 $422 46.7 6.9 25.2 6 7 13Nov $318 $451 $331 53.8 9.1 36.8 13 8 21Dec $239 $762 $495 8.9 9.6 9.2 9 8 17Total $301 $458 $373 15.2 15.8 15.5 126 102 228



IRX Options Contract Volume


Jan 21 1 0 1 0Feb 20 0 1 1 0Mar 20 0 0 0 0Apr 22 0 0 0 0May 21 1 0 1 0Jun 21 0 10 10 0Jul 22 2 10 12 1Aug 21 0 0 0 0Sep 21 4 0 4 0Oct 23 0 0 0 0Nov 19 0 2 2 0Dec 22 0 2 2 0Total 253 8 25 33 0

IRX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 1 0 1 $180 $0 $180Feb 1 1 2 $0 $500 $500Mar 1 1 2 $0 $0 $0Apr 1 1 2 $0 $0 $0May 2 0 2 $30 $0 $30Jun 2 10 12 $0 $3,000 $3,000Jul 4 0 4 $1,000 $2,900 $3,900Aug 4 0 4 $0 $0 $0Sep 3 0 3 $500 $0 $500Oct 3 0 3 $0 $0 $0Nov 3 2 5 $0 $7,720 $7,720Dec 0 0 0 $0 $9,740 $9,740Total -- -- -- $1,710 $23,860 $25,570

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $180 $0 $180 1.0 0.0 1.0 1 0 1Feb $0 $500 $500 0.0 1.0 1.0 0 1 1Mar $0 $0 $0 0.0 0.0 0.0 0 0 0Apr $0 $0 $0 0.0 0.0 0.0 0 0 0May $30 $0 $30 1.0 0.0 1.0 1 0 1Jun $0 $300 $300 0.0 10.0 10.0 0 1 1Jul $500 $290 $325 2.0 10.0 6.0 1 1 2Aug $0 $0 $0 0.0 0.0 0.0 0 0 0Sep $125 $0 $125 2.0 0.0 2.0 2 0 2Oct $0 $0 $0 0.0 0.0 0.0 0 0 0Nov $0 $3,860 $3,860 0.0 1.0 1.0 0 2 2Dec $0 $4,870 $4,870 0.0 2.0 2.0 0 1 1Total $214 $954 $775 1.6 4.2 3.0 5 6 11



FVX Options Contract Volume



FVX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 40 60 100 $0 $3,000 $3,000Feb 40 60 100 $0 $0 $0Mar 20 60 80 $4,700 $0 $4,700Apr 20 60 80 $0 $9,500 $9,500May 20 60 80 $0 $0 $0Jun 5 0 5 $1,450 $0 $1,450Jul 5 0 5 $0 $0 $0Aug 5 0 5 $0 $0 $0Sep 5 1 6 $0 $180 $180Oct 5 1 6 $0 $1,470 $1,470Nov 5 1 6 $0 $0 $0Dec 0 1 1 $0 $0 $0Total -- -- -- $6,150 $14,150 $20,300

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 4,211 66 4,277 $9,190 $3,925 $13,115Feb 4,207 371 4,578 $5,055 $220,875 $225,930Mar 56 162 218 $9,370 $294,195 $303,565Apr 190 161 351 $51,420 $0 $51,420May 111 161 272 $34,690 $0 $34,690Jun 219 170 389 $36,615 $10,360 $46,975Jul 270 170 440 $285 $0 $285Aug 278 160 438 $2,680 $0 $2,680Sep 204 199 403 $5,000 $13,710 $18,710Oct 299 160 459 $110,000 $19,190 $129,190Nov 555 155 710 $211,320 $2,800 $214,120Dec 425 3 428 $7,680 $0 $7,680Total -- -- -- $483,305 $565,055 $1,048,360

Contract Volume



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




TYX Options Contract Volume



TYX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 156 220 376 $1,700 $4,900 $6,600Feb 217 230 447 $8,600 $2,430 $11,030Mar 191 216 407 $20,265 $12,955 $33,220Apr 207 196 403 $8,925 $500 $9,425May 192 175 367 $550 $670 $1,220Jun 137 70 207 $8,200 $15,840 $24,040Jul 137 141 278 $0 $16,560 $16,560Aug 139 141 280 $4,075 $680 $4,755Sep 115 126 241 $1,375 $8,390 $9,765Oct 134 106 240 $7,800 $0 $7,800Nov 167 85 252 $11,240 $22,400 $33,640Dec 137 100 237 $11,440 $48,925 $60,365Total -- -- -- $84,170 $134,250 $218,420

Contract Volume



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




CREDIT OPTIONS - 2008

In 2007, CBOE became the first U.S. exchange to list credit default options. These options, known as “Credit Event Binary Options” or “CEBOs,” have been designed to pay fixed cash amounts in the case of a “credit event” such as a default, bankruptcy or failure to pay on a debt obligation.

CBOE currently trades two types of CEBOs:

Single-Name CEBOs are options that pay a fixed amount—$100,000 per contract—in the case where a credit event on an individualissuer or guarantor of debt securities is declared prior to the option's expiration. If there is no credit event declared before expiration,the option pays nothing.

Basket CEBOs are options based on a basket of reference entities (the basket components). The options automatically pay out a cash amount each time a credit event is confirmed in any of the basket components during the life of the contract. The payout amount for any basket component is a percentage of the notional face value, based on the weight of the component that experienced the event and its specified recovery rate.

Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions

Month Days Contract Volume Dollar Volume TransactionsJan 21 0 $0 0Feb 20 10 $461,000 3Mar 20 0 $0 0Apr 22 0 $0 0May 21 0 $0 0Jun 21 0 $0 0Jul 22 0 $0 0Aug 21 0 $0 0Sep 21 0 $0 0Oct 23 0 $0 0Nov 19 0 $0 0Dec 22 0 $0 0Total 253 10 $461,000 3

Total Basket CEBOs Contract Volume, Dollar Volume and Transactions

Month Days Contract Volume Dollar Volume TransactionsJan 21 0 $0 0Feb 20 0 $0 0Mar 20 0 $0 0Apr 22 0 $0 0May 21 0 $0 0Jun 21 0 $0 0Jul 22 0 $0 0Aug 21 0 $0 0Sep 21 0 $0 0Oct 23 0 $0 0Nov 19 0 $0 0Dec 22 0 $0 0Total 253 0 $0 0


CBOE 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.

Average DailyYear Total Call Put Volume2008 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 Put2008 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 Put2008 $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 $420 4.1 4.11975 $446 $446 3.5 3.51974 $294 $294 3.4 3.41973 $402 $402 2.6 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

2008 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 AMEX PHLX NYSE ARCA ISE BOX NSDQ NYSE MSE NASD Total2008 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 OPTIONS

Equity Options Contract Volume

Trading Average DailyYear Days Total Call Put Volume2008 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


Equity Options Open Interest and Dollar Volume

TradingYear Days Total Call Put Total Call Put2008 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 $9,039,566 $9,039,5661975 253 1,190,085 1,190,085 $6,443,327 $6,443,3271974 253 543,703 543,703 $1,657,652 $1,657,6521973 173 242,825 242,825 $449,615 $449,615

Open Interest Dollar Volume (thousands)


Equity Options Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2008 $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

% Share ofYear CBOE AMEX PHLX NYSE ARCA ISE BOX NSDQ MSE* NYSE** Total Total Volume2008 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.

Cleared Equity Options Volume


Equity LEAPS Contract Volume

Trading Average DailyYear Days Total Call Put Volume Total Call Put2008 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*Total Cash Index Option Contract Volume

Trading Average DailyYear Days Total Call Put Volume2008 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


Total Cash Index Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2008 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



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

Year Total Call Put Total Call Put2008 $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 Interest2008 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®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 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 Interest2008 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 Interest2008 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 Interest2008 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 Interest2008 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

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

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 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

Contract Volume

Contract Volume

Contract Volume


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

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 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 Interest2008 253 31,706 8,341 23,365 125 1532007 66 32,502 14,497 18,005 492 2,489

VIX (CBOE Volatility Index®) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 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 100 Volatility Index Options) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 253 2,780 1,778 1,002 11 212007 64 4,639 2,654 1,985 72 386

Contract Volume

Contract Volume

Contract Volume

Contract Volume


HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONS

Total Exchange Traded Funds Option Contract Volume

Trading Average DailyYear Days Total Call Put Total2008 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

Total Exchange Traded Funds Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2008 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

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

Year Total Call Put Total Call Put2008 $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 Interest2008 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 Interest2008 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 Interest2008 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 Interest2008 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 Cash Index and Exchange Traded Funds Options Contract Volume by ExchangeCBOE

% Share ofYear CBOE AMEX PHLX NYSE ARCA ISE BOX NSDQ NYSE MSE NASD Total Total Volume2008 589,326,581 89,540,079 135,243,542 150,795,985 318,396,645 78,995,910 18,089,887 1,380,388,629 42.72007 443,497,084 81,450,247 76,458,454 76,439,114 200,997,444 34,287,966 913,129,492 48.62006 284,056,441 55,193,621 41,204,297 28,073,577 107,776,841 16,910,443 533,215,220 53.32005 192,536,695 46,744,753 23,555,581 17,158,819 64,674,471 16,883,720 361,554,039 53.32004 136,679,303 42,337,503 25,769,498 14,353,054 38,085,408 4,284,223 261,508,989 52.32003 110,822,092 37,890,154 23,366,215 15,039,960 19,149,997 206,268,418 53.72002 94,365,744 40,828,126 10,891,670 14,005,412 12,060,836 172,151,788 54.82001 73,777,171 37,329,121 8,366,266 6,991,130 6,152,766 132,616,454 55.62000 47,731,703 15,694,467 3,862,126 7,978 67,296,274 70.91999 57,828,717 2,840,913 3,189,587 30,269 63,889,486 90.51998 68,838,008 3,329,392 3,139,347 40,718 75,347,465 91.41997 71,136,728 4,181,554 2,776,578 79,811 8,054 78,182,725 91.01996 85,394,046 4,509,450 2,459,867 42,560 24,519 92,430,442 92.41995 101,427,897 3,505,041 2,799,964 52,163 25,425 107,810,490 93.21994 114,743,082 3,694,414 2,549,514 68,260 31,535 121,086,805 94.81993 81,573,576 4,493,235 1,153,714 161,432 42,781 87,424,738 93.31992 76,442,064 6,247,120 354,005 69,695 134,197 83,247,081 91.81991 76,384,506 5,976,142 433,686 71,577 158,761 83,024,672 92.01990 80,944,668 6,617,870 218,659 130,313 271,077 88,281,587 91.71989 64,645,248 8,282,314 151,117 226,047 592,760 73,897,486 87.51988 62,250,400 7,548,749 156,597 280,393 724,889 70,961,028 87.71987 108,352,440 18,192,811 498,756 459,081 2,193,121 129,696,209 83.51986 114,834,854 18,274,774 1,398,800 134,189 3,773,630 45,239 138,461,486 82.91985 90,822,067 12,437,897 2,321,006 92,646 4,263,262 107,453 110,044,331 82.51984 64,356,841 7,006,035 127,049 174,585 4,093,816 75,758,326 85.01983 10,662,498 2,693,153 6,278 656,480 14,018,409 76.1


HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS

Total Interest Rate Options Contract VolumeTrading Average Daily

Year Days Total Call Put Volume2008 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 Put2008 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 Put2008 $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



HISTORICAL TRADING ACTIVITY - CREDIT DEFAULT BASKET OPTIONS

Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 253 10 10 0 0 02007 136 46 46 0 0 0

Total Basket CEBOs Contract Volume, Dollar Volume and Transactions

Trading Average Daily OpenYear Days Total Call Put Volume Interest2008 253 0 0 0 0 02007 87 2 2 0 0 0

Contract Volume

Contract Volume

CHICAGO BOARD OPTIONS EXCHANGE2008 MARKET STATISTICS

Page 157

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