Market Statistics 2001 MARKET STATISTICS-2001 Table of Contents CBOE TRADING ACTIVITY-2001 Total CBOE Options Trading Summary .................................................... 2 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 EQUITY OPTIONS-2001 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 ....................................... 4 Equity Options Liquidations, Exercises and Expirations ............................. 5 Equity Options Contract Volume By Exchange .......................................... 5 Equity LEAPS® Contract Volume, Open Interest 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 ................................................. 8-13 CBOE Equity Options Volume .......................................................... 14-35 CBOE Top 100 Equity Options Ranked By Volume ......................... 36-37 INDEX OPTIONS-2001 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Index Options Launch Dates .................................................................... 3 8 Most Active Indexes-2001 ....................................................................... 3 9 Total Index Options ............................................................................ 40-41 Total Index Options Contract Volume By Exchange ................................. 4 1 Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) ...................... 4 2 OEX® (S&P 100®) ................................................................................ 4 3 SPXTM (S&P 500®) ................................................................................. 4 4 Dow Jones Industrial AverageSM (DJX) .................................................... 4 5 Nasdaq-100 Index® Options (NDX) ..................................................... 4 6 Mini Nasdaq-100 Index® Options (MNX) ........................................... 4 7 Russell 2000® Index Options (RUT) ..................................................... 4 8 Other Index Option Products .................................................................. 4 9 Other Index Options Contract Volume Detail .......................................... 5 0 HISTORICAL TRADING ACTIVITY ALL OPTIONS Total CBOE Options Contract Volume .................................................... 5 6 Total CBOE Options Year-End Open Interest and Dollar Volume .......... 5 6 Total CBOE Options Average Permium Per Contract, and Average Contracts Per Trade .................................... 5 7 Total CBOE Options Contract Volume-All Options ............................... 5 7 Total Options Contract Volume By Exchange ........................................... 5 8 EQUITY OPTIONS Equity Options Contract Volume ............................................................. 5 9 Equity Options Open Interest and Dollar Volume ................................... 5 9 Equity Options Average Premium Per Contract and Average Contracts Per Trade ......................................................... 6 0 Equity Options Contract Volume By Exchange ........................................ 6 0 Equity LEAPS Contract Volume and Open Interest .................................. 6 1 INDEX OPTIONS (Each listing includes Contract Volume and Open Interest) Total Index Contract Volume .................................................................... 6 1 Total Index Option Open Interest and Dollar Volume ............................ 6 1 Total Index Option Average Premium Per Contract and Average Contracts Per Trade ......................................................... 6 2 Total Index Options Contract Volume By Exchange ................................. 6 2 OEX (S&P 100) ....................................................................................... 6 2 SPX/SPL (S&P 500) ................................................................................. 6 3 Options on the Dow Jones Industrial Average (DJX) .............................. 6 3 Nasdaq-100 Index Options (NDX) ........................................................ 6 3 Mini Nasdaq-100 Index Options (MNX) ............................................... 6 3 Russell 2000 Index Options (RUT) ........................................................ 6 3 INTEREST RATE OPTIONS Total Interest Rate Options Contract Volume ............................................ 6 4 Total Interest Rate Options Open Interest and Dollar Volume ................. 6 4 Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions ..................................... 6 4 INTEREST RATE OPTIONS-2001 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions) Total Interest Rate Options ........................................................................ 5 1 IRX Options ............................................................................................. 5 2 FVX Options ............................................................................................ 5 3 TNX Options ........................................................................................... 5 4 TYX Options ............................................................................................ 5 5 1 CBOE TRADING ACTIVITY-2001 Total CBOE Options Trading Summary No. of Contracts Average Daily Volume Dollar Volume Open Interest Transactions Call 117,139,776 472,338 $83,694,213,208 57,328,177 801,191 Trading Month Days Call Jan 21 10,825,067 Feb 19 9,253,093 Mar 22 11,920,718 Apr 20 10,833,826 May 22 9,702,482 Jun 21 8,778,972 Jul 21 8,983,907 Aug 23 8,878,381 Sep 15 10,832,652 Oct 23 10,837,460 Nov 21 8,673,513 Dec 20 7,619,705 Total 248 117,139,776 Put 189,528,075 764,226 $111,358,216,475 31,433,705 412,311 Contract Volume Put 19,338,119 14,487,279 18,234,799 18,620,320 17,397,680 14,284,316 14,027,352 13,429,283 14,135,875 17,545,693 15,347,183 12,680,176 189,528,075 Total 30,163,186 23,740,372 30,155,517 29,454,146 27,100,162 23,063,288 23,011,259 22,307,664 24,968,527 28,383,153 24,020,696 20,299,881 306,667,851 Total 306,667,851 1,236,564 $195,052,429,682 88,761,882 1,213,502 Average Daily Total 1,436,342 1,249,493 1,370,705 1,472,707 1,231,826 1,098,252 1,095,774 969,898 1,664,568 1,234,050 1,143,843 1,014,994 1,236,564 Call 33,523,801 39,456,196 36,263,170 47,879,913 46,339,998 57,427,070 49,511,580 50,230,791 52,980,995 54,321,063 55,123,674 57,328,177 - Open Interest Put 23,977,726 22,439,401 19,711,735 20,885,168 27,115,737 31,180,549 26,647,726 26,528,478 27,991,658 29,413,396 29,630,707 31,433,705 - Total 57,501,527 61,895,597 55,974,905 68,765,081 73,455,735 88,607,619 76,159,306 76,759,269 80,972,653 83,734,459 84,754,381 88,761,882 - Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 2 Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Average Premium Per Contract Call Put Total $1,060 $648 $796 $755 $788 $775 $686 $907 $820 $857 $598 $693 $871 $486 $624 $691 $531 $592 $532 $479 $500 $474 $498 $488 $461 $826 $668 $668 $399 $501 $774 $437 $558 $700 $387 $504 $714 $588 $636 Average Contracts Per Trade Call Put Total 7 29 13 8 25 14 10 27 17 9 31 17 8 31 16 10 32 17 10 30 17 11 29 18 14 24 18 10 30 17 9 33 17 10 31 17 146 460 253 Transactions Call Put Total 1,634,817 673,943 2,308,760 1,103,958 577,883 1,681,841 1,139,518 678,750 1,818,268 1,175,110 596,902 1,772,012 1,157,620 552,962 1,710,582 886,561 452,944 1,339,505 857,490 472,373 1,329,863 806,612 467,558 1,274,170 790,352 582,416 1,372,768 1,081,596 583,788 1,665,384 978,869 463,951 1,442,820 801,191 412,311 1,213,502 12,413,694 6,515,781 18,929,450 Total Dollar Volume $24,003,719,150 $18,403,635,497 $24,728,425,380 $20,425,462,211 $16,898,808,379 $13,649,598,465 $11,495,778,321 $10,888,203,184 $16,667,701,243 $14,234,020,219 $13,409,783,853 $10,237,293,780 $195,052,429,682 Total CBOE Options Contract Volume - All Options Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Total Days Volume 21 30,163,186 19 23,740,372 22 30,155,517 20 29,454,146 22 27,100,162 21 23,063,288 21 23,011,259 23 22,307,664 15 24,968,527 23 28,383,153 21 24,020,696 20 20,299,881 248 306,667,851 Equity Volume 26,365,780 19,607,783 22,282,866 21,981,224 21,026,715 17,231,376 17,256,724 15,983,470 17,529,023 20,438,608 17,732,687 15,414,833 232,851,089 Index Volume 3,795,161 4,128,581 7,863,883 7,469,552 6,072,155 5,831,076 5,750,484 6,322,532 7,437,192 7,941,400 6,284,513 4,880,642 73,777,171 Interest Rate Volume 2,245 4,008 8,768 3,370 1,292 836 4,051 1,662 2,312 3,145 3,496 4,406 39,591 Total Options Contract Volume By Exchange Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total CBOE 30,163,186 23,740,372 30,155,517 29,454,146 27,100,162 23,063,288 23,011,259 22,307,664 24,968,527 28,383,153 24,020,696 20,299,881 306,667,851 AMEX 22,830,481 18,446,381 21,385,270 21,520,023 18,532,578 16,110,804 16,225,462 16,322,645 4,592,137 18,521,116 15,924,102 14,632,076 205,043,075 PHLX 11,117,991 9,007,651 10,278,583 10,295,549 8,787,000 7,866,035 6,940,822 6,277,624 8,910,629 8,836,226 7,276,122 6,247,492 101,841,724 PCX 10,925,742 7,809,498 10,120,605 10,464,303 9,889,565 8,071,353 7,772,931 7,392,245 7,703,063 8,174,265 7,930,427 6,383,141 102,637,138 ISE 2,482,757 2,450,936 3,691,915 4,571,530 5,038,020 4,938,909 6,076,900 6,060,914 6,319,664 8,745,214 7,502,616 7,474,594 65,353,969 Total 77,520,157 61,454,838 75,631,890 76,305,551 69,347,325 60,050,389 60,027,374 58,361,092 52,494,020 72,659,974 62,653,963 55,037,184 781,543,757 CBOE Share 39% 39% 40% 39% 39% 38% 38% 38% 48% 39% 38% 37% 39% 3 EQUITY OPTIONS-2001 Equity Options Contract Volume During 2001, 233 million equity contracts were traded on the CBOE, representing options on 23.3 billion shares of underlying stock. Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Call 9,023,051 7,410,840 8,255,558 7,093,171 6,964,965 6,003,868 6,126,833 5,878,817 7,524,501 7,258,222 6,027,108 5,632,362 83,199,296 Contract Volume Put 17,342,729 12,196,943 14,027,308 14,888,053 14,061,750 11,227,508 11,129,891 10,104,653 10,004,522 13,180,386 11,705,579 9,782,471 149,651,793 Total 26,365,780 19,607,783 22,282,866 21,981,224 21,026,715 17,231,376 17,256,724 15,983,470 17,529,023 20,438,608 17,732,687 15,414,833 232,851,089 Average Daily Volume 1,255,513 1,031,989 1,012,858 1,099,061 955,760 820,542 821,749 694,933 1,168,602 888,635 844,414 770,742 938,916 Equity Options Open Interest and Dollar Volume 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 2001, open interest in equity options on CBOE was 84,375,076 contracts. Open Interest Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Call 31,679,698 37,295,895 34,156,236 45,620,795 43,925,661 55,337,091 47,354,412 48,381,887 50,564,907 51,701,491 52,306,848 55,326,798 Put 21,908,957 20,099,242 17,142,260 18,063,172 24,076,277 28,644,587 24,044,559 24,173,781 25,264,684 26,246,031 26,170,792 29,048,278 Dollar Volume Total 53,588,655 57,395,137 51,298,496 63,683,967 68,001,938 83,981,678 71,398,971 72,555,668 75,829,591 77,947,522 78,477,640 84,375,076 Call $7,240,969,268 $3,759,150,789 $3,729,970,049 $4,402,186,939 $4,354,874,947 $3,017,983,570 $2,700,003,298 $2,193,549,594 $2,131,616,371 $3,194,781,293 $3,126,055,995 $2,849,005,700 $42,700,147,813 Put $7,331,100,301 $5,740,198,491 $6,370,482,450 $5,353,010,386 $4,009,069,899 $3,131,604,961 $3,404,449,516 $2,940,957,641 $4,568,051,921 $2,652,733,079 $1,849,617,173 $1,647,624,045 $48,998,899,863 Total $14,572,069,569 $9,499,349,280 $10,100,452,499 $9,755,197,325 $8,363,944,846 $6,149,588,531 $6,104,452,814 $5,134,507,235 $6,699,668,292 $5,847,514,372 $4,975,673,168 $4,496,629,745 $91,699,047,676 Equity Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 4 Average Premium Per Contract Call Put Total $802 $423 $553 $507 $471 $484 $452 $454 $453 $621 $360 $444 $625 $285 $398 $503 $279 $357 $441 $306 $354 $373 $291 $321 $283 $457 $382 $440 $201 $286 $519 $158 $281 $506 $168 $292 $513 $327 $394 Average Contracts Per Trade Call Put Total 6 29 12 7 25 13 8 26 14 7 32 14 6 31 14 7 30 14 8 29 15 8 27 14 11 22 15 7 29 14 7 32 14 8 29 14 7 28 14 Call 1,562,610 1,033,493 1,040,773 1,080,054 1,085,814 823,531 791,403 734,168 706,668 996,583 910,652 745,730 11,511,479 Transactions Put Total 597,315 2,159,925 494,174 1,527,667 537,260 1,578,033 469,094 1,549,148 454,532 1,540,346 376,261 1,199,792 390,033 1,181,436 374,361 1,108,529 464,642 1,171,310 447,772 1,444,355 365,873 1,276,525 336,823 1,082,553 5,308,140 16,819,619 Equity Options Liquidations, Exercises and Expirations (%) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Call 57.2% 51.0% 45.3% 56.1% 55.9% 46.2% 46.8% 46.1% 36.9% 48.3% 52.4% 51.3% Closing Sells Put 39.2% 56.0% 58.1% 47.1% 44.2% 52.6% 49.2% 54.1% 55.3% 46.9% 42.3% 48.0% Total 50.3% 52.9% 50.2% 52.3% 50.9% 48.7% 47.8% 49.5% 44.7% 47.7% 47.6% 49.9% Call 11.1% 7.5% 4.1% 13.8% 16.5% 8.2% 9.3% 6.8% 2.6% 11.2% 21.4% 14.5% Exercises Put 34.7% 20.0% 28.6% 17.5% 11.5% 23.8% 25.9% 22.1% 38.0% 19.4% 9.7% 16.7% Total 20.1% 12.1% 13.5% 15.4% 14.3% 14.2% 16.4% 13.4% 17.5% 14.9% 15.9% 15.5% Call 31.7% 41.5% 50.6% 30.0% 27.6% 45.6% 43.9% 47.1% 60.5% 40.6% 26.3% 34.1% Long Expirations Put Total 26.2% 29.6% 24.0% 35.0% 13.3% 36.3% 35.3% 32.3% 44.3% 34.8% 23.7% 37.1% 24.9% 35.8% 23.8% 37.1% 6.7% 37.9% 33.7% 37.4% 48.0% 36.5% 35.2% 34.6% Note: This analysis represents percentages based on customer and firm activity only. Equity Options Contract Volume By Exchange CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for stocks listed on the CBOE represented 36% of all equity options trading in 2001. At year-end there were 1,429 listed equity options at CBOE. Cleared Equity Options Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total CBOE 26,365,780 19,607,783 22,282,866 21,981,224 21,026,715 17,231,376 17,256,724 15,983,470 17,529,023 20,438,608 17,732,687 15,414,833 232,851,089 AMEX 19,210,675 14,251,263 17,085,875 16,967,415 15,400,613 12,957,800 13,615,920 12,742,268 3,634,837 15,809,418 13,517,460 12,520,410 167,713,954 PHLX PCX ISE Total 10,705,795 10,917,027 2,482,757 69,682,034 8,586,871 7,803,385 2,450,936 52,700,238 9,500,581 9,234,491 3,190,738 61,294,551 9,401,380 9,676,294 3,973,742 62,000,055 8,035,430 9,121,569 4,435,985 58,020,312 7,066,250 7,490,674 4,285,830 49,031,930 6,245,511 7,186,282 5,390,406 49,694,843 5,274,479 6,633,465 5,414,641 46,048,323 7,551,722 6,969,712 5,653,206 41,338,500 8,081,203 7,470,815 8,081,203 59,881,247 6,660,361 7,297,962 6,934,933 52,143,403 5,845,457 5,844,332 6,906,826 46,531,858 92,955,040 95,646,008 59,201,203 648,367,294 CBOE Market Share 38% 37% 36% 35% 36% 35% 35% 35% 42% 34% 34% 33% 36% 5 Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume, Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Contract Volume Call Put Total 625,093 1,437,871 2,062,964 635,619 1,321,161 1,956,780 899,233 1,476,489 2,375,722 760,394 1,520,957 2,281,351 698,970 1,403,985 2,102,955 459,829 940,413 1,400,242 355,319 714,193 1,069,512 349,908 747,457 1,097,365 919,202 1,322,012 2,241,214 526,873 1,051,454 1,578,327 535,752 1,005,623 1,541,375 462,620 898,149 1,360,769 7,228,812 13,839,764 21,068,576 Average Daily Open Interest in Contracts Volume Call Put Total 98,236 3,881,988 7,090,651 10,972,639 102,988 7,835,050 4,152,234 11,987,284 107,987 9,568,614 4,734,420 14,303,034 114,068 12,190,802 5,152,815 17,343,617 95,589 8,377,757 3,915,379 12,293,136 66,678 7,898,243 3,658,825 11,557,068 50,929 6,349,004 2,814,609 9,163,613 47,712 7,046,335 3,236,886 10,283,221 149,414 9,173,849 4,275,265 13,449,114 68,623 9,818,029 4,732,980 14,551,009 73,399 8,570,969 4,738,332 13,309,301 68,038 11,694,927 6,186,513 17,881,440 84,954 Dollar Volume Total $2,153,780,678 $2,138,901,651 $2,693,223,143 $2,594,567,459 $1,893,422,618 $1,164,219,873 $707,403,755 $705,844,202 $1,498,791,879 $906,318,946 $773,338,426 $698,699,766 $17,928,512,396 Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 6 Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Average Premium Per Contract Call Put Total $2,051 $606 $1,044 $1,343 $973 $1,093 $807 $1,332 $1,134 $1,018 $1,197 $1,137 $1,151 $776 $900 $1,069 $715 $831 $971 $507 $661 $1,014 $469 $643 $574 $735 $669 $879 $422 $574 $821 $332 $502 $965 $281 $513 $1,039 $753 $851 Average Contracts Per Trade Call Put Total 5.5 47.5 14.3 6.5 46.0 15.5 7.8 39.7 15.6 7.4 52.2 17.3 8.8 62.1 20.5 7.9 51.3 18.2 7.4 49.4 17.2 6.7 49.8 16.4 11.5 46.3 20.6 7.4 53.2 17.3 7.9 53.9 17.9 7.5 50.6 17.1 7.6 49.4 17.1 Transactions Call Put Total 114,137 30,246 144,383 97,134 28,736 125,870 115,196 37,197 152,393 102,888 29,113 132,001 79,807 22,604 102,411 58,512 18,315 76,827 47,801 14,452 62,253 51,937 15,019 66,956 80,165 28,560 108,725 71,507 19,768 91,275 67,558 18,667 86,225 61,985 17,740 79,725 948,627 280,417 1,229,044 Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Call 11,840 14,205 18,225 10,326 19,248 7,575 24,292 14,776 5,300 5,630 970 37,784 170,171 Contract Volume Put Total 32,680 44,520 85,145 99,350 138,631 156,856 57,712 68,038 49,458 68,706 27,369 34,944 19,183 43,475 9,476 24,252 5,300 10,600 8,968 14,598 5,956 6,926 36,051 73,835 475,929 646,100 Average Daily Volume 2,120 5,229 7,130 3,402 3,123 1,664 2,070 1,054 707 635 330 3,692 2,605 Open Interest in Contracts Call Put Total 201,526 125,606 327,132 205,765 119,465 325,230 327,874 125,670 453,544 241,879 121,395 363,274 273,333 123,987 397,320 263,702 127,663 391,365 266,488 170,297 436,785 266,488 170,297 436,785 241,321 215,526 456,847 241,321 215,526 456,847 241,321 215,526 456,847 204,206 275,993 480,199 Dollar Volume Total $14,867,813 $48,728,689 $27,209,380 $33,754,670 $20,433,710 $13,711,660 $139,646,170 $88,820,715 $4,786,400 $7,866,955 $4,150,595 $82,906,010 $486,882,767 Equity FLEX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Average Premium Per Contract Call Put Total $718 $195 $334 $2,469 $160 $490 $710 $103 $173 $1,989 $229 $496 $781 $109 $297 $878 $258 $392 $220 $7,001 $3,212 $803 $8,121 $3,662 $59 $844 $452 $416 $616 $539 $4,162 $19 $599 $766 $1,497 $1,123 $891 $704 $754 Average Contracts Per Trade Call Put Total 149.9 1,054.2 404.7 144.9 1,851.0 689.9 256.7 2,432.1 1,225.4 78.2 1,603.1 405.0 198.4 1,301.5 508.9 176.2 882.9 472.2 207.6 872.0 312.8 284.2 351.0 307.0 311.8 265.0 286.5 97.1 597.9 200.0 37.3 1,489.0 230.9 1,799.2 474.4 761.2 209.8 1,181.0 532.2 Call 79 98 71 132 97 43 117 52 17 58 26 21 811 Transactions Put Total 31 110 46 144 57 128 36 168 38 135 31 74 22 139 27 79 20 37 15 73 4 30 76 97 403 1,214 7 Equity LEAPS® Contract Volume Detail (sorted by stock) CBOE developed Equity LEAPS which began trading on October 5, 1990. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 8 Standard Symbol Stock COMS ABT ANF ADPT ADCT ADLAC ADBE AMD AES AET A AKAM ALA ALL AT ALTR AZA AMZN DOX AHC AXP AIG APCC AMT AMTD AMGN AMKR AMR APC ADI ANDW BUD AOL APA AAPL CRA ABI AMAT AMCC ARBA ASA IFMX ASCL ATHMQ T ATML ADP AN AVP BHI BLDP BAC BK ONE ABX BAX BCE BEAS BSC BLS BBY BCHE BGEN BMC BA BORL BSX BP BMY BRCM 3Com Corporation Abbott Laboratories Abercrombie & Fitch Company Adaptec, Inc. ADC Telecommunications, Inc. Adelphia Communications Corporation Class A Adobe Systems, Inc. Advanced Micro Devices, Inc. AES Corporation Aetna Inc. Agilent Technologies, Corporation Akamai Technologies, Inc. Alcatel Allstate Corporation (The) ALLTEL Corporation Altera Corporation ALZA Corporation Amazon.Com Inc. Amdocs Ltd. Amerada Hess Corporation American Express Company American International Group, Inc. American Power Conversion Corporation American Tower Corporation CLA Ameritrade Holding Corp-Cl A Amgen, Inc. Amkor Technology, Inc. AMR Corporation Anadarko Petroleum Corporation Analog Devices, Inc. Andrew Corporation Anheuser-Busch Companies, Inc. AOL Time Warner, Inc Apache Corporation Apple Computer, Inc. Applera Corp - Celera Genomics Group Applera Corporation-Applied Biosystems Group Applied Materials, Inc. Applied Micro Circuits Corporation Ariba, Inc. ASA Limited Ascential Software Corporation Ascential Software Corporation At Home Corporation Ser. A AT&T Corporation Atmel Corporation Automatic Data Processing, Inc. AutoNation, Inc. Avon Products, Inc. Baker Hughes Incorporated Ballard Power Systems Inc. Bank of America Corporation Bank of New York Company, Inc. (The) Bank One Corporation Barrick Gold Corporation Baxter International, Inc. BCE, Inc. BEA Systems, Inc. Bear Stearns Companies, Inc. (The) BellSouth Corporation Best Buy Co., Inc. BioChem Pharma, Inc. Biogen, Inc. BMC Software, Inc. Boeing Company (The) Borland Software Corporation Boston Scientific Corporation BP P.L.C. Bristol-Myers Squibb Company Broadcom, Inc. Total 25,636 9,205 12,790 3,412 38,284 11,345 22,533 70,423 8,177 12,863 28,968 8,622 14,527 9,928 3,113 13,307 5,110 67,896 3,679 1,304 39,365 68,086 9,046 33,369 8,181 74,800 5,914 5,900 12,477 16,849 5,148 4,121 484,214 1,045 46,763 4,824 2,105 53,960 2,915 107,120 4,476 39,653 1,046 33,510 273,267 41,068 2,178 7,975 6,743 8,187 3,868 95,419 14,164 40,957 6,446 6,600 5,017 32,625 2,328 6,889 31,591 1,253 18,488 23,486 186,863 14,664 17,624 9,617 55,944 81,728 Contract Volume Callff 22,234 5,118 11,340 2,576 29,790 3,566 14,176 44,411 6,147 11,777 21,610 6,791 7,516 6,360 1,880 9,206 2,995 38,851 1,128 910 25,039 48,594 5,235 21,746 4,715 30,935 3,204 3,116 9,043 10,928 3,396 2,409 358,158 490 27,816 3,112 211 36,552 2,295 30,274 4,055 29,582 983 20,361 164,961 34,395 1,037 7,013 4,612 7,319 2,482 56,204 11,897 28,343 5,432 5,176 3,160 23,946 432 4,021 24,199 300 12,818 18,612 118,486 13,402 14,507 8,415 40,093 69,844 Average Daily Volume Call Put Put Total 3,402 4,087 1,450 836 8,494 7,779 8,357 26,012 2,030 1,086 7,358 1,831 7,011 3,568 1,233 4,101 2,115 29,045 2,551 394 14,326 19,492 3,811 11,623 3,466 43,865 2,710 2,784 3,434 5,921 1,752 1,712 126,056 555 18,947 1,712 1,894 17,408 620 76,846 421 10,071 63 13,149 108,306 6,673 1,141 962 2,131 868 1,386 39,215 2,267 12,614 1,014 1,424 1,857 8,679 1,896 2,868 7,392 953 5,670 4,874 68,377 1,262 3,117 1,202 15,851 11,884 103 37 52 14 154 46 91 284 33 52 117 35 59 40 13 54 21 274 15 5 159 275 36 135 33 302 24 24 50 68 21 17 1,952 4 189 19 8 218 12 432 18 160 4 135 1,102 166 9 32 27 33 16 385 57 165 26 27 20 132 9 28 127 5 75 95 753 59 71 39 226 330 90 21 46 10 120 14 57 179 25 47 87 27 30 26 8 37 12 157 5 4 101 196 21 88 19 125 13 13 36 44 14 10 1,444 2 112 13 1 147 9 122 16 119 4 82 665 139 4 28 19 30 10 227 48 114 22 21 13 97 2 16 98 1 52 75 478 54 58 34 162 282 14 16 6 3 34 31 34 105 8 4 30 7 28 14 5 17 9 117 10 2 58 79 15 47 14 177 11 11 14 24 7 7 508 2 76 7 8 70 3 310 2 41 0 53 437 27 5 4 9 4 6 158 9 51 4 6 7 35 8 12 30 4 23 20 276 5 13 5 64 48 Equity LEAPS Contract Volume Detail 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 Standard Symbol Stock BRCD BNI CIT CVC CPN CPB CPST CAH CAT CUBE CLS CD CTL CHTR CKFR CVX CHIR CB CIEN CRUS CSCO C CTXS CLRS CCU CLX CMGI KO CCE CL CMCSK CDO CMRC CTC CPQ CA CSC CPWR CNXT CNC GLW CORV COST CONV CREE CCI CVS CY DCX DE DELL DAL DT DO DIS DG DOW DD ELNK EK EBAY DISH AGE ELN ERTS EDS EFII EMC EMR ENE ETS ENMD ENZ Brocade Communications 107,052 Burlington Northern Santa Fe Corporation 1,511 C.I.T. Group, Inc. 757 Cablevision Systems Corporation 9,075 Calpine Corporation 81,700 Campbell Soup Company 3,385 Capstone Turbine Corporation 2,723 Cardinal Health, Inc. 1,292 Caterpillar, Inc. 19,429 C-Cube Microsystems, Inc. 2,926 Celestica Inc. 14,338 Cendant Corporation 66,594 Centurytel Inc. 1,051 Charter Communications, Inc. 11,804 Checkfree Corporation 1,300 ChevronTexaco Corporation 12,235 Chiron Corporation 18,167 Chubb Corporation (The) 12,585 Ciena Corporation 45,670 Cirrus Logic, Inc. 27,740 Cisco Systems, Inc. 1,306,738 Citigroup, Inc. 451,633 Citrix Systems, Inc. 4,083 Clarus Corporation 3,279 Clear Channel Communications, Inc. 16,144 Clorox Company (The) 3,178 CMGI, Inc. 118,256 Coca-Cola Company (The) 97,760 Coca-Cola Enterprises, Inc. 14,439 Colgate-Palmolive Company 7,043 Comcast Corporation (Special Class A) 20,214 Comdisco, Inc. 4,701 Commerce One, Inc. 114,114 Compania de Telecomunicaciones de Chile S.A. ADR 226 Compaq Computer Corporation 89,413 Computer Associates International, Inc. 40,847 Computer Sciences Corporation 2,831 Compuware Corporation 22,138 Conexant Systems, Inc. 12,833 Conseco, Inc. 117,007 Corning Incorporated 308,139 Corvis Corporation 16,091 Costco Wholesale Corp. 2,798 Covergent Communications 270 Cree Inc. 15,248 Crown Castle International Corp. 4,534 CVS Corporation 2,565 Cypress Semiconductor Corporation 26,145 DaimlerChrysler AG 11,866 Deere & Company 3,571 Dell Computer Corp. 299,737 Delta Air Lines, Inc. 9,282 Deutsche Telekom AG ADR 8,546 Diamond Offshore Drilling, Inc. 16,471 Disney (The Walt) Holding Co. 22,125 Dollar General Corporation 1,249 Dow Chemical Company (The) 14,509 du Pont (E.I.) de Nemours & Company 23,572 EarthLink, Inc. 5,088 Eastman Kodak Company 215,474 eBay, Inc. 19,733 EchoStar Communications Corporation 17,399 Edwards (A.G.) & Sons, Inc. 7,643 Elan Corporation PLC ADR 23,602 Electronic Arts, Inc. 8,913 Electronic Data Systems, Inc. 16,162 Electronics for Imaging, Inc. 4,005 EMC Corporation 273,650 Emerson Electric Company 7,406 Enron Corporation 234,757 Enterasys Networks, Inc. 7,954 EntreMed Inc. 4,969 Enzo Biochem, Inc. 3,169 Total Contract Volume Callff 99,960 1,253 352 4,974 41,177 2,619 2,200 594 12,158 2,284 2,448 45,215 504 3,552 717 1,255 12,549 9,686 38,135 24,779 919,536 304,559 1,309 3,203 10,823 2,431 83,941 72,412 11,579 5,214 13,191 4,425 73,273 26 55,722 25,528 1,595 17,689 10,796 60,249 211,403 14,641 1,988 10 13,104 3,483 1,720 15,849 7,189 2,051 211,238 6,138 6,631 9,099 15,166 1,218 11,201 15,538 4,143 90,973 11,306 10,989 4,582 12,501 5,649 12,152 3,212 202,339 5,446 135,357 5,466 4,407 3,080 Put 7,092 258 405 4,101 40,523 766 523 698 7,271 642 11,890 21,379 547 8,252 583 4,980 5,618 2,899 7,535 2,961 387,202 147,074 2,774 76 5,321 747 34,315 25,348 2,860 1,829 7,023 276 40,841 200 33,691 15,319 1,236 4,449 2,037 56,758 96,736 1,450 810 260 2,144 1,051 845 10,296 4,677 1,520 88,499 3,144 1,915 7,372 6,959 31 3,308 8,034 945 124,501 8,427 6,410 3,061 11,101 3,264 4,010 793 71,311 1,960 99,400 2,488 562 89 Average Daily Volume Total Call Put 432 6 3 37 329 14 11 5 78 12 58 269 4 48 5 49 73 51 184 112 5,269 1,821 16 13 65 13 477 394 58 28 82 19 460 1 361 165 11 89 52 472 1,242 65 11 1 61 18 10 105 48 14 1,209 37 34 66 89 5 59 95 21 869 80 70 31 95 36 65 16 1,103 30 947 32 20 13 403 5 1 20 166 11 9 2 49 9 10 182 2 14 3 29 51 39 154 100 3,708 1,228 5 13 44 10 338 292 47 21 53 18 295 0 225 103 6 71 44 243 852 59 8 0 53 14 7 64 29 8 852 25 27 37 61 5 45 63 17 367 46 44 18 50 23 49 13 816 22 546 22 18 12 29 1 2 17 163 3 2 3 29 3 48 86 2 33 2 20 23 12 30 12 1,561 593 11 0 21 3 138 102 12 7 28 1 165 1 136 62 5 18 8 229 390 6 3 1 9 4 3 42 19 6 357 13 8 30 28 0 13 32 4 502 34 26 12 45 13 16 3 288 8 401 10 2 0 9 Equity LEAPS Contract Volume Detail 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 10 Standard Symbol Stock EOG EPIC ERICY ESST EXDS XOM FNM FRE FD FDX FBF F FRX FTLAQ GPS GTW GD GE GIS GMH GM GENZ GP G GSK GX GLM GSF GSTRF GT TV GUC GDT HAL HCA HRC HNZ HWP HLT HD HM HOMS HON HI HGSI HTCH ITWO ICOS IKN IMCL IMNX RX INSP INKT INTC ICIX IBM IGT IP IRF INTU IVX JPM JBL JDSU JHF JNJ JNY JNPR KM KBH KM KMB EOG Resources, Inc. 2,287 Epicor Software Corp. 743 Ericsson (L.M.) Telephone Co. ADR 280,108 ESS Technology, Inc. 3,950 Exodus Communication, Inc. 52,595 Exxon Mobil Corporation 96,253 Fannie Mae 25,571 Federal Home Loan Mortgage Corporation (Freddie Mac) 7,140 Federated Department Stores, Inc. 6,744 FedEx Corporation 15,800 FleetBoston Financial Corp. 38,341 Ford Motor Company 288,227 Forest Laboratories, Inc. 7,209 Fruit of the Loom, Ltd. (Class A) 154 Gap, Inc. (The) 36,481 Gateway, Inc. 23,696 General Dynamics Corporation 3,479 General Electric Company 770,158 General Mills, Inc. 6,336 General Motors Corp(Hughes Electronics) Class H 60,047 General Motors Corporation 81,839 Genzyme Corporation 25,657 Georgia-Pacific Corporation 77,897 Gillette Company (The) 54,290 GlaxoSmithKline PLC ADR 6,160 Global Crossing Ltd. 142,555 Global Marine, Inc. 11,459 GlobalSanta Fe Corporation 1,725 Globalstar Telecommunications Ltd. 26,267 Goodyear Tire & Rubber Company (The) 8,590 Grupo Televisa S.A. ADR 1,126 Gucci Group, N.V. 7,358 Guidant Corporation 13,926 Halliburton Company 29,021 HCA, Inc. 11,494 HEALTHSOUTH Corporation 37,171 Heinz (H.J.) Company 9,350 Hewlett-Packard Company 86,108 Hilton Hotels Corporation 8,936 Home Depot, Inc. (The) 70,036 Homestake Mining Company 60,077 Homestore Inc. 1,021 Honeywell International Inc. 52,857 Household International, Inc. 18,227 Human Genome Sciences, Inc. 337 Hutchinson Technology, Inc. 936 I2 Technologies, Inc. 29,430 ICOS Corporation 14,031 Ikon Office Solutions, Inc. 12,420 ImClone Systems Incorporated 13,061 Immunex Corporation 39,398 IMS Health Inc. 770 InfoSpace.com, Inc. 94 Inktomi Corporation 51,930 Intel Corporation 453,746 Intermedia Communications, Inc. 3,427 International Business Machines Corporation 269,913 International Game Technology 3,240 International Paper Company 120,649 International Rectifier Corporation 9,419 Intuit Corporation 13,186 IVAX Corporation 15,986 J.P. Morgan Chase & Co. 215,899 Jabil Circuit, Inc. 29,856 JDS Uniphase Corp. 393,717 John Hancock Financial Services, Inc. 4,215 Johnson & Johnson 94,512 Jones Apparel Group, Inc. 8,834 Juniper Networks, Inc. 113,599 K Mart Corporation 50,579 KB HOME 220 Kellogg Company 2,154 Kimberly-Clark Corporation 10,586 Total Contract Volume Callff 1,348 581 219,570 3,006 39,057 69,377 15,247 3,904 1,748 11,339 31,055 148,596 3,775 154 23,643 17,049 1,689 530,811 2,748 41,468 50,076 12,819 41,796 29,972 2,991 112,763 8,568 1,469 12,323 3,332 1,084 5,253 9,377 20,935 4,128 32,673 4,740 59,665 6,560 58,643 50,462 735 40,968 13,186 203 399 20,986 11,191 9,279 10,146 24,646 520 94 42,799 277,592 2,821 141,779 1,906 73,842 6,965 8,599 8,491 129,974 17,525 240,223 3,189 62,990 6,622 56,419 34,285 116 843 7,010 Put 939 162 60,538 944 13,538 26,876 10,324 3,236 4,996 4,461 7,286 139,631 3,434 12,838 6,647 1,790 239,347 3,588 18,579 31,763 12,838 36,101 24,318 3,169 29,792 2,891 256 13,944 5,258 42 2,105 4,549 8,086 7,366 4,498 4,610 26,443 2,376 11,393 9,615 286 11,889 5,041 134 537 8,444 2,840 3,141 2,915 14,752 250 9,131 176,154 606 128,134 1,334 46,807 2,454 4,587 7,495 85,925 12,331 153,494 1,026 31,522 2,212 57,180 16,294 104 1,311 3,576 Average Daily Volume Total Call Put 9 3 1,129 16 212 388 103 29 27 64 155 1,162 29 1 147 96 14 3,105 26 242 330 103 314 219 25 575 46 7 106 35 5 30 56 117 46 150 38 347 36 282 242 4 213 73 1 4 119 57 50 53 159 3 0 209 1,830 14 1,088 13 486 38 53 64 871 120 1,588 17 381 36 458 204 1 9 43 5 2 885 12 157 280 61 16 7 46 125 599 15 1 95 69 7 2,140 11 167 202 52 169 121 12 455 35 6 50 13 4 21 38 84 17 132 19 241 26 236 203 3 165 53 1 2 85 45 37 41 99 2 0 173 1,119 11 572 8 298 28 35 34 524 71 969 13 254 27 227 138 0 3 28 4 1 244 4 55 108 42 13 20 18 29 563 14 0 52 27 7 965 14 75 128 52 146 98 13 120 12 1 56 21 0 8 18 33 30 18 19 107 10 46 39 1 48 20 1 2 34 11 13 12 59 1 0 37 710 2 517 5 189 10 18 30 346 50 619 4 127 9 231 66 0 5 14 Equity LEAPS Contract Volume Detail 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 Standard Symbol Stock KLAC NITE KSS KKD KR LRCX LWIN LEH LHSPQ LVLT LMCA LLY LTD LOR LOW LSI LU MADGF MGA MRO MRL MYG KRB MCD MCK MDT MEL MRK MER MET MCOMQ MFNX MTG MU MSFT MLNM MIL MMM MIR MON MWD MOT NBR NSM NTAP NETA NEM NWS NXTL NKE NSE NE NOK NT NOC NWAC NOVL NVLS NUE NVDA OXY ODP OMKT OPWV ORCL ORB OSIP PHSY PALM PSFT PEP PFE PHA KLA Instruments Corporation Knight/Trimark Group, Inc. Kohl’s Corporation Krispy Kreme Doughnuts, Inc. Kroger Company (The) Lam Research Corporation Leap Wireless Intl, Inc. Lehman Brothers Holdings, Inc. Lernout & Hauspie Speech Products Level 3 Comunications Inc. Liberty Media Corporation Series A Lilly (Eli) and Company Limited Brands, Inc. Loral Space & Communications Ltd. Lowe’s Companies, Inc. LSI Logic Corporation Lucent Technologies, Inc. Madge Networks N.V. Magna International, Inc. (Class A) Marathon Oil Corporation Marine Drilling Companies, Inc. Maytag Corporation MBNA Corporation McDonald’s Corporation McKesson Corporation Medtronic, Inc. Mellon Financial Corporation Merck & Co., Inc. Merrill Lynch & Co., Inc. MetLife, Inc. Metricom, Inc. Metromedia Fiber Network, Inc. MGIC Investment Corporation Micron Technology, Inc. Microsoft Corporation Millennium Pharmaceuticals, Inc. Millipore Corporation Minnesota Mining & Manufacturing Company Mirant Corporation Monsanto Company/New Morgan Stanley Motorola, Inc. Nabors Industries, Ltd. National Semiconductor Corporation Network Appliance Corp. Network Associates, Inc. Newmont Mining Corporation News Corporation Ltd. (The) ADR NEXTEL Communications, Inc. (Class A) NIKE, Inc. (Class B) NiSource SAILs Noble Corporation Nokia Corporation ADR Nortel Networks Corporation Northrop Grumman Corporation Northwest Airlines Corp. (Class A) Novell, Inc. Novellus Systems, Inc. Nucor Corporation NVIDIA Corporation Occidental Petroleum Corporation Office Depot, Inc. Open Market Inc. Openwave Systems, Inc. Oracle Corporation Orbital Sciences Corporation OSI Pharmaceuticals, Inc. PacifiCare Health Systems, Inc. Palm, Inc. PeopleSoft Inc. PepsiCo, Inc. Pfizer, Inc. Pharmacia Corp. Total 13,196 13,727 4,888 6,142 3,817 11,372 6,633 25,166 1,183 85,978 7,707 42,716 4,610 29,657 18,771 74,867 420,664 1,233 3,946 1,477 1,860 9,459 15,709 52,840 4,337 25,773 10,147 121,205 96,531 2,884 8,351 18,606 38 68,049 1,027,560 4,033 2,120 9,037 30 286 61,297 121,130 9,661 27,973 33,811 32,788 17,698 2,108 110,447 3,748 20 2,173 307,340 422,049 9,697 3,809 9,863 17,242 3,244 9,953 12,309 21,927 1,914 36,300 463,765 3,945 2,841 9,411 3,934 18,361 48,468 165,803 46,514 Contract Volume Callff 8,034 11,008 3,293 3,738 2,833 5,809 409 15,654 532 25,451 4,578 21,956 3,600 26,934 14,092 49,629 265,480 518 2,873 1,308 773 1,124 13,706 28,257 2,426 19,242 7,935 77,000 39,815 1,352 7,882 16,468 6 46,859 596,808 3,662 1,434 4,733 29 264 36,875 74,684 8,360 21,523 25,878 18,758 11,740 1,257 55,861 2,058 20 98 232,425 278,673 3,576 1,921 8,620 14,366 2,116 4,410 10,454 13,043 1,713 29,990 341,772 2,975 1,340 6,238 1,520 12,545 29,613 126,799 32,379 Put 5,162 2,719 1,595 2,404 984 5,563 6,224 9,512 651 60,527 3,129 20,760 1,010 2,723 4,679 25,238 155,184 715 1,073 169 1,087 8,335 2,003 24,583 1,911 6,531 2,212 44,205 56,716 1,532 469 2,138 32 21,190 430,752 371 686 4,304 1 22 24,422 46,446 1,301 6,450 7,933 14,030 5,958 851 54,586 1,690 2,075 74,915 143,376 6,121 1,888 1,243 2,876 1,128 5,543 1,855 8,884 201 6,310 121,993 970 1,501 3,173 2,414 5,816 18,855 39,004 14,135 Average Daily Volume Total Call Put 53 55 20 25 15 46 27 101 5 347 31 172 19 120 76 302 1,696 5 16 6 8 38 63 213 17 104 41 489 389 12 34 75 0 274 4,143 16 9 36 0 1 247 488 39 113 136 132 71 9 445 15 0 9 1,239 1,702 39 15 40 70 13 40 50 88 8 146 1,870 16 11 38 16 74 195 669 188 32 44 13 15 11 23 2 63 2 103 18 89 15 109 57 200 1,070 2 12 5 3 5 55 114 10 78 32 310 161 5 32 66 0 189 2,406 15 6 19 0 1 149 301 34 87 104 76 47 5 225 8 0 0 937 1,124 14 8 35 58 9 18 42 53 7 121 1,378 12 5 25 6 51 119 511 131 21 11 6 10 4 22 25 38 3 244 13 84 4 11 19 102 626 3 4 1 4 34 8 99 8 26 9 178 229 6 2 9 0 85 1,737 1 3 17 0 0 98 187 5 26 32 57 24 3 220 7 0 8 302 578 25 8 5 12 5 22 7 36 1 25 492 4 6 1 10 23 76 157 57 11 Equity LEAPS Contract Volume Detail 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 12 Standard Symbol Stock PD MO P PDG PLUG PMCS PNC PRD POT PPG PCLN PDE PG PVN PSIX PTEK QLGC QCOM Q RSH RAL RMBS RATL RDRT RBK RAD RCL TSG SAFC SWY SNDK SANM SAP SLE SBC SGP SLB SCH SFA S SEIC SEPR SHPGY SEBL SIRI SII SLR SOI SONS SNE SOTR LUV SOV FON PCS SBUX STT STM STK SUNW SUN STI SWS SY SCMR TGT TAR TMX Phelps Dodge Corporation Philip Morris Companies, Inc. Phillips Petroleum Company Placer Dome, Inc. Plug Power, Inc. PMC-Sierra Inc. PNC Bank Corporation Polaroid Corporation Potash Corporation of Saskatchewan Inc. PPG Industries, Inc. Priceline.com Inc. Pride International Procter & Gamble Company (The) Providian Financial Corp. (New) PsiNet Inc. PTEK Holdings, Inc. QLogic Corporation QUALCOMM, Inc. Qwest Communications Int’l RadioShack Ralston Purina Company Rambus, Inc. Rational Software Corporation Read-Rite Corporation Reebok International Ltd. Rite Aid Corporation Royal Caribbean Cruises Ltd. Sabre Holdings Corp. SAFECO Corporation Safeway, Inc. SanDisk Corporation Sanmina SCI Corporation SAP AG Sara Lee Corporation SBC Communications, Inc. Schering-Plough Corporation Schlumberger Limited Schwab Corporation (The Charles) Scientific-Atlanta, Inc. Sears, Roebuck and Company SEI Investments Company Sepracor, Inc. Shire Pharmaceuticals, Inc. Siebel Systems, Inc. Sirius Satellite Radio Smith International, Inc. Solectron Corporation Solutia Inc. Sonus Networks, Inc. Sony Corporation ADR Southtrust Corp. Southwest Airlines Co. Sovereign Bancorp, Inc. Sprint Corporation Sprint Corporation PCS Group Starbucks Corporation State Street Corporation STMicroelectronics N.V. Storage Technology Corporation Sun Microsystems, Inc. Sunoco, Inc. SunTrust Banks, Inc. SWS Group, Inc. Sybase, Inc. Sycamore Networks, Inc. Target Corporation Telefonica de Argentina, S.A. ADR Telefonos de Mexico, S.A. de C.V. ADR Total 3,105 77,841 346 23,697 7,815 10,143 4,958 17,088 5,226 776 18,133 76 23,530 28,309 15,194 2,551 10,213 212,773 85,194 7,394 17,142 95,097 9,449 30,151 5,719 78,420 891 770 2,092 16,038 8,266 22,490 3,026 2,724 34,868 54,006 27,816 99,754 4,254 9,407 1,123 30,482 307 85,477 3,698 2,729 97,163 1,622 5,360 1,840 283 20,589 4527 7,012 45,850 49,755 418 10,818 7,539 290,174 2,708 4,570 1,316 3,188 22,201 3,835 1,056 25,610 Contract Volume Callff 2,515 50,693 269 21,694 4,803 7,503 2,898 8,416 3,140 394 14,750 66 13,006 16,762 14,509 2,455 8,644 146,862 48,956 6,020 5,947 82,239 7,499 27,759 3,973 50,670 545 301 1,718 11,919 4,330 13,234 2,327 1,358 25,677 40,125 17,435 77,962 3,422 6,179 973 19,231 80 63,038 2,829 1,469 51,113 1,478 4,287 1,513 153 13,647 3475 4,914 24,392 39,902 265 6,688 3,918 213,992 1,603 2,838 1,039 2,427 18,013 2,751 795 11,227 Put 590 27,148 77 2,003 3,012 2,640 2,060 8,672 2,086 382 3,383 10 10,524 11,547 685 96 1,569 65,911 36,238 1,374 11,195 12,858 1,950 2,392 1,746 27,750 346 469 374 4,119 3,936 9,256 699 1,366 9,191 13,881 10,381 21,792 832 3,228 150 11,251 227 22,439 869 1,260 46,050 144 1,073 327 130 6,942 1052 2,098 21,458 9,853 153 4,130 3,621 76,182 1,105 1,732 277 761 4,188 1,084 261 14,383 Average Daily Volume Total Call Put 13 314 1 96 32 41 20 69 21 3 73 0 95 114 61 10 41 858 344 30 69 383 38 122 23 316 4 3 8 65 33 91 12 11 141 218 112 402 17 38 5 123 1 345 15 11 392 7 22 7 1 83 18 28 185 201 2 44 30 1,170 11 18 5 13 90 15 4 103 10 204 1 87 19 30 12 34 13 2 59 0 52 68 59 10 35 592 197 24 24 332 30 112 16 204 2 1 7 48 17 53 9 5 104 162 70 314 14 25 4 78 0 254 11 6 206 6 17 6 1 55 14 20 98 161 1 27 16 863 6 11 4 10 73 11 3 45 2 109 0 8 12 11 8 35 8 2 14 0 42 47 3 0 6 266 146 6 45 52 8 10 7 112 1 2 2 17 16 37 3 6 37 56 42 88 3 13 1 45 1 90 4 5 186 1 4 1 1 28 4 8 87 40 1 17 15 307 4 7 1 3 17 4 1 58 Equity LEAPS Contract Volume Detail 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 Standard Symbol Stock TLAB TX TXN GS SGR TIBX TIF TJX TMPW TOL TOM TOY TWA RIG OIL TYC USB UAL UBS UK UNP UIS UNH UPS X UTX UCL U SLM VRSN VRTS VZ VRTX VERT VIAB VSH VOD VSTR WB WAG WMT WM WMI WAT WPI WAVX HLTH WFC WEN WMB WCII WAXS WCOM AHP XRX XLNX YHOO ZION Tellabs, Inc. Texaco, Inc. Texas Instruments Incorporated The Goldman Sachs Group, Inc. The Shaw Group, Inc. TIBCO Software Tiffany & Co. TJX Companies, Inc. (The) TMP Worldwide, Inc. Toll Brothers, Inc. Tommy Hilfiger Corporation Toys “R” Us, Inc. Trans World Airlines, Inc. Transocean Sedco Forex Inc. Triton Energy Ltd. Tyco International Limited U.S. Bancorp UAL Corporation UBS AG Union Carbide Corporation Union Pacific Corporation Unisys Corporation United HealthCare Corporation United Parcel Service, Inc. United States Seel Corporation United Technologies Corporation Unocal Corporation US Airways Group, Inc. USA Education, Inc. Verisign Inc. VERITAS Software Corporation Verizon Communications, Inc. Vertex Pharmaceuticals, Inc. VerticaNet, Inc. Viacom, Inc. (Class B) Vishay Intertechnology, Inc. Vodafone Group PLC ADR Voicestream Wireless Corp. Wachovia Corporation Walgreen Company Wal-Mart Stores, Inc. Washington Mutual, Inc. Waste Management, Inc. Waters Corporation Watson Pharmaceuticals, Inc. Wave Systems Corporation WebMD Corporation Wells Fargo & Company Wendy’s International, Inc. Williams Companies, Inc. (The) Winstar Communications, Inc. World Access, Inc. WorldCom, Inc. - WorldCom Group American Home Products Inc. Xerox Corporation Xilinix, Inc. Yahoo! Inc. Zions Bancorporation Total 8,259 1,422 328,405 20,158 7,353 2,857 4,855 6,161 5,324 592 7,298 8,951 95 4,406 9,114 166,647 26,682 29,311 2,099 109 716 11,836 30,935 82,815 4,099 13,244 1,132 10,971 6,149 13,825 87,736 59,302 2,410 3,950 49,281 2,314 38,201 1,087 15,208 764 155,063 23,258 20,786 566 20,752 5,409 6,050 29,190 3,238 30,661 29,072 1,840 181,045 10,594 155,794 31,046 203,166 3,222 Contract Volume Callff 6,169 918 149,021 11,163 6,472 2,648 691 3,716 4,043 265 5,747 6,630 50 3,354 7,360 115,367 14,788 12,724 1,250 74 390 10,362 6,833 72,902 2,527 9,706 1,016 5,949 1,816 10,874 58,332 43,100 2,330 3,861 27,424 485 27,816 715 9565 229 120,317 16,457 13,724 522 12,948 5,299 4,460 20,468 1,356 24,297 24,276 1,551 138,499 5,455 107,171 19,893 102,597 794 Put 2,090 504 179,384 8,995 881 209 4,164 2,445 1,281 327 1,551 2,321 45 1,052 1,754 51,280 11,894 16,587 849 35 326 1,474 24,102 9,913 1,572 3,538 116 5,022 4,333 2,951 29,404 16,202 80 89 21,857 1,829 10,385 372 5643 535 34,746 6,801 7,062 44 7,804 110 1,590 8,722 1,882 6,364 4,796 289 42,546 5,139 48,623 11,153 100,569 2,428 Average Daily Volume Total Call Put 33 6 1,324 81 30 12 20 25 21 2 29 36 0 18 37 672 108 118 8 0 3 48 125 334 17 53 5 44 25 56 354 239 10 16 199 9 154 4 61 3 625 94 84 2 84 22 24 118 13 124 117 7 730 43 628 125 819 13 25 4 601 45 26 11 3 15 16 1 23 27 0 14 30 465 60 51 5 0 2 42 28 294 10 39 4 24 7 44 235 174 9 16 111 2 112 3 39 1 485 66 55 2 52 21 18 83 5 98 98 6 558 22 432 80 414 3 8 2 723 36 4 1 17 10 5 1 6 9 0 4 7 207 48 67 3 0 1 6 97 40 6 14 0 20 17 12 119 65 0 0 88 7 42 2 23 2 140 27 28 0 31 0 6 35 8 26 19 1 172 21 196 45 406 10 13 CBOE Equity Options Volume (Includes LEAPS) (sorted by stock) Standard Symbol Stock 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 14 FLWS TSIXQ COMS KDE SVNX ASW ABT ANF ABGX ABMD ABY ACN ACDO ACE ACTMQ ACTR ACTN ACPW ATVI IATV ACXM ADPT ADCT ABIZ ADLAC ADTK ASF ADBE ADLR ADIC AEIS AFCI AMD ADVP ADVNA AEG ARXX AES AETH AET ACS AFFX AFL AGRA AGIL A AEM AGU ABF ANCC AAI AKS AKAM APS AMRI ABS AL ALA ALAO AA ALXN ALGN ALKS AYE ALGX AGN AC ALLY ALSC LNT ATK AW ALOY 1-800-FLOWERS.COM, Inc. 360networks Inc. 3Com Corporation 4Kids Entertainment, Inc. 724 Solutions, Inc. A.C.L.N. Limited Abbott Laboratories Abercrombie & Fitch Company Abgenix, Inc. ABIOMED, Inc. Abitibi-Price, Inc. Accenture Ltd-CL A Accredo Health, Inc. ACE, Ltd. ACT Manufacturing, Inc. Acterna Corporation Action Performance Companies, Inc. Active Power, Inc. Activision, Inc. ACTV, Inc. Acxiom Corporation Adaptec, Inc. ADC Telecommunications, Inc. Adelphia Business Solutions, Inc. Adelphia Communications Corporation Class A Adept Technology, Inc. Administaff, Inc. Adobe Systems, Inc. Adolor Corporation Advanced Digital Information Corp. Advanced Energy Industries Advanced Fibre Communications Advanced Micro Devices, Inc. AdvancePCS ADVANTA Corp. (Class A) Aegon NV ADR Aeroflex Incorporated AES Corporation Aether Systems, Inc. Aetna Inc. Affiliated Computer Services , Inc. Affymetrix, Inc. AFLAC Incorporated Agere Systems Inc. Agile Software Corporation Agilent Technologies, Corporation Agnico-Eagle Mines Ltd. Agrium, Inc. Airborne Freight Corporation Airnet Communications Corporation Airtran Holdings, Inc. AK Steel Holding Corporation Akamai Technologies, Inc. Alamosa Holdings, Inc. Albany Molecular Research, Inc. Albertson’s, Inc. Alcan Aluminium Limited Alcatel Alcatel Optronics ALCOA Inc. Alexion Pharmaceuticals, Inc. Align Technology, Inc. Alkermes, Inc. Allegheny Energy, Inc. Allegiance Telecom, Inc. Allergan, Inc. Alliance Capital Management L.P. Alliance Gaming Corporation Alliance Semiconductor Corp. Alliant Energy Corporation Alliant Techsystems, Inc. Allied Waste Industries, Inc. Alloy, Inc. Total Contract Volume Callff 220 25,545 106,949 45,420 8,001 50,364 145,000 219,029 85,019 17,627 4,202 7,021 26,135 7,216 86,195 19,759 18,383 30,679 60,353 5,179 23,531 39,266 309,499 5,910 73,608 1,468 31,501 201,278 2,090 20,380 44,033 73,481 901,359 28,319 3,126 3,493 24,566 154,532 105,812 52,143 37,809 72,253 30,226 31,494 9,610 413,928 58,970 10,217 9,046 1,689 16,091 18,653 80,995 6,010 18,186 84,314 28,629 137,033 1,043 357,020 13,016 9,194 21,279 7,662 32,977 54,562 46,612 1,784 13,899 54 24,230 61,101 9,826 122 12,904 76,801 33,922 5,896 28,524 97,362 128,003 59,918 10,218 2,347 5,552 17,953 2,317 46,007 16,858 13,662 18,817 41,920 3,834 6,149 31,943 213,896 5,003 32,612 1,119 9,496 119,629 1,771 15,104 21,745 52,492 603,068 10,354 1,652 2,601 18,077 89,169 72,233 37,877 23,542 48,825 19,021 21,175 5,811 273,255 48,934 5,305 7,224 1,411 13,622 11,123 52,896 5,834 13,485 38,590 24,065 77,534 833 205,808 6,945 5,665 10,881 5,437 21,272 29,902 32,171 1,321 9,974 37 19,523 29,191 5,965 Put 98 12,641 30,148 11,498 2,105 21,840 47,638 91,026 25,101 7,409 1,855 1,469 8,182 4,899 40,188 2,901 4,721 11,862 18,433 1,345 17,382 7,323 95,603 907 40,996 349 22,005 81,649 319 5,276 22,288 20,989 298,291 17,965 1,474 892 6,489 65,363 33,579 14,266 14,267 23,428 11,205 10,319 3,799 140,673 10,036 4,912 1,822 278 2,469 7,530 28,099 176 4,701 45,724 4,564 59,499 210 151,212 6,071 3,529 10,398 2,225 11,705 24,660 14,441 463 3,925 17 4,707 31,910 3,861 Average Daily Volume Total Call Put 8 103 431 183 32 1,865 585 883 343 71 17 143 105 29 348 80 74 124 243 21 95 158 1,248 24 297 6 127 812 44 82 178 296 3,635 114 13 14 99 623 427 210 152 291 122 203 39 1,669 238 50 36 7 81 75 327 24 73 340 115 553 4 1,440 52 57 86 35 133 220 188 14 56 8 147 246 48 5 52 310 137 24 1,056 393 516 242 41 9 113 72 9 186 68 55 76 169 15 25 129 862 20 132 5 38 482 38 61 88 212 2,432 42 7 10 73 360 291 153 95 197 77 137 23 1,102 197 26 29 6 69 45 213 24 54 156 97 313 3 830 28 35 44 25 86 121 130 10 40 5 118 118 29 4 51 122 46 8 809 192 367 101 30 7 30 33 20 162 12 19 48 74 5 70 30 385 4 165 1 89 329 7 21 90 85 1,203 72 6 4 26 264 135 58 58 94 45 67 15 567 40 24 7 1 12 30 113 1 19 184 18 240 1 610 24 22 42 10 47 99 58 4 16 2 29 129 19 CBOE Equity Options Volume (Includes LEAPS) 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 Standard Symbol Stock ALL AT AHAA ALTR ALVR AMZN DOX AHC AWK AMX AOLA ACAS AEOS AEP AXP AMHC AHP AIG AMSY APCC ASD AMT ACF ABC AMTD AMESQ AMGN AMKR APH AMR ASO AMLN APC ANAD ADI ANEN SLOT AND ANDW ADRX AU BUD ANN ANSR ANSS AOL AOC APA AOT APOL AAPL APPB CRA ABI AMAT AMCC APW AHG ILA ARB ACI ADM AREM ARNA AGY ARIA ARBA AH ARRS ARW ARTG ATSN AJG Allstate Corporation (The) ALLTEL Corporation Alpha Industries, Inc. Altera Corporation Alvarion Ltd. Amazon.Com Inc. Amdocs Ltd. Amerada Hess Corporation American Water Works, Inc. America Movil S.A. de C.V. America Online Latin America American Capital Strategies, Ltd. American Eagle Outfitters, Inc. American Electric Power Company, Inc. American Express Company American Healthways, Inc. American Home Products Corporation American International Group, Inc. American Management Systems, Inc. American Power Conversion Corporation American Standard Companies Inc. American Tower Corporation CLA AmeriCredit Corporation AmerisourceBergen Corporation Ameritrade Holding Corp-Cl A Ames Department Stores, Inc. Amgen, Inc. Amkor Technology, Inc. Amphenol Corporation AMR Corporation AmSouth Bancorporation Amylin Pharmaceuticals, Inc. Anadarko Petroleum Corporation Anadigics, Inc. Analog Devices, Inc. Anaren Microwave, Inc. Anchor Gaming Andrea Electronics Corporation Andrew Corporation Andrx Corp. Anglogold Limited Anheuser-Busch Companies, Inc. Ann Taylor Stores, Inc. AnswerThink Consulting Group ANSYS, Inc. AOL Time Warner, Inc. AON Corporation Apache Corporation Apogent Technologies, Inc. Apollo Group, Inc. Apple Computer, Inc. Applebee’S International, Inc. Applera Corp - Celera Genomics Group Applera Corporation-Applied Biosystems Group Applied Materials, Inc. Applied Micro Circuits Corporation Applied Power, Inc. Apria Healthcare Group Incorporated Aquila, Inc. Arbitron Inc. Arch Coal, Inc. Archer-Daniels-Midland Company AremisSoft Corporation Arena Pharmaceuticals. Inc. Argosy Gaming Company ARIAD Pharmaceuticals, Inc. Ariba, Inc. Armor Holdings Inc. Arris Group, Inc. Arrow Electronics, Inc. Art Technology Group, Inc. Artesyn Technologies, Inc. Arthur J. Gallagher & Co. Total 103,653 23,567 92,721 320,218 10,518 713,658 215,788 73,980 568 32,712 2,427 11,312 144,886 31,885 386,714 240 159,034 706,892 17,983 169,954 42,751 113,031 212,969 108,096 46,005 21,754 1,194,730 46,265 19,559 53,960 9,920 34,944 625,081 50,063 254,484 19,902 41,472 13,788 48,446 85,313 26,720 65,781 68,442 14,039 13 4,690,911 50,959 319,584 8,817 83,522 343,118 42,426 88,105 69,770 854,907 1,142,396 17,153 10,486 6,911 18,222 56,588 15,501 72,672 10,162 21,760 6,015 413,316 83 37,644 24,733 53,746 12,208 5,384 Contract Volume Callff 63,692 13,838 48,850 197,393 8,469 412,956 126,386 23,659 215 25,162 1,688 7,335 90,448 20,289 228,894 33 109,842 429,531 14,606 137,516 19,579 59,445 120,648 77,058 31,554 7,132 788,638 20,362 14,433 31,412 8,033 25,336 314,031 36,542 163,429 14,953 22,184 7,764 34,564 50,530 19,217 31,076 28,909 13,263 5 2,968,779 41,701 124,583 7,440 55,760 245,305 22,869 63,473 59,061 444,657 696,211 10,478 6,461 2,955 14,908 31,492 9,093 51,022 4,156 15,935 5,423 232,296 39 28,304 13,383 44,399 8,027 3,974 Put 39,961 9,729 43,871 122,825 2,049 300,702 89,402 50,321 353 7,550 739 3,977 54,438 11,596 157,820 207 49,192 277,361 3,377 32,438 23,172 53,586 92,321 31,038 14,451 14,622 406,092 25,903 5,126 22,548 1,887 9,608 311,050 13,521 91,055 4,949 19,288 6,024 13,882 34,783 7,503 34,705 39,533 776 8 1,722,132 9,258 195,001 1,377 27,762 97,813 19,557 24,632 10,709 410,250 446,185 6,675 4,025 3,956 3,314 25,096 6,408 21,650 6,006 5,825 592 181,020 44 9,340 11,350 9,347 4,181 1,410 Average Daily Volume Total Call Put 418 257 95 56 374 197 1,291 796 42 34 2,878 1,665 870 510 298 95 2 1 150 115 10 7 46 30 584 365 129 82 1,559 923 22 3 641 443 2,850 1,732 73 59 685 555 172 79 456 240 859 486 436 311 186 127 88 29 4,817 3,180 187 82 79 58 218 127 40 32 141 102 2,520 1,266 202 147 1,026 659 80 60 167 89 56 31 195 139 344 204 108 77 265 125 276 117 57 53 2 1 18,915 11,971 205 168 1,289 502 36 30 337 225 1,384 989 171 92 355 256 281 238 3,447 1,793 4,606 2,807 69 42 42 26 43 18 73 60 277 154 63 37 293 206 84 34 88 64 24 22 1,667 937 0 0 152 114 100 54 217 179 49 32 24 18 161 39 177 495 8 1,213 360 203 1 35 3 16 220 47 636 19 198 1,118 14 131 93 216 372 125 58 59 1,637 104 21 91 8 39 1,254 55 367 20 78 24 56 140 30 140 159 3 1 6,944 37 786 6 112 394 79 99 43 1,654 1,799 27 16 25 13 123 26 87 50 23 2 730 0 38 46 38 17 6 15 CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 16 ARM ASA ASCL ASTSF ASIA ASML ASMI ASPT ASBC ASFC AZN APWR ASYT ATHMQ ATTC T ATTL AWE ATYT CGO ATML AUDC ABSC ASPX ADSK ADP AN AZO AVNX AVAN AVNT AV AVE AVCI AVGN AVIR AVA AVT AVCT AVP AVX AWRE AXA ACLS AXTI AZR BHH BWEB BHI BLDP BAC BK ONE BKNG BCR BKS BRL BRR ABX BOL BAX BBT BFR BCE BEAV BFRE BEAS BSC BDX BBBY BLS BLC BBC Stock ArvinMeritor, Inc. ASA Limited Ascential Software Corporation ASE Test Limited Asiainfo Holdings Inc. ASM Holding N.V. ASM International N.V. Aspect Telecommunications Corporation Associated Banc-Corp Astoria Financial Corporation AstraZeneca PLC ADS AstroPower, Inc. Asyst Technologies, Inc. At Home Corporation Ser. A AT&T Canada, Inc. Cl B AT&T Corporation AT&T Latin America AT&T Wireless Services, Inc. ATI Technologies Inc. Atlas Air Worldwide Holdings, Inc. Atmel Corporation AudioCodes Ltd. Aurora Biosciences Corporation Auspex Systems, Inc. Autodesk, Inc. Automatic Data Processing, Inc. AutoNation, Inc. Autozone, Inc. Avanex Corp. AVANT Immnotherapeutics AVANT! Corporation Avaya Inc. Aventis ADS Avici Systems, Inc. Avigen, Inc. Aviron Avista Corporation Avnet, Inc. Avocent Corp. Avon Products, Inc. AVX Corporation Aware, Inc. Axa-Spons ADR Axcelis Technologies, Inc. AXT, Inc. Aztar Corporation B2B Internet HOLDRS Trust BackWeb Technologies Ltd. Baker Hughes Incorporated Ballard Power Systems Inc. Bank of America Corporation Bank of New York Company, Inc. (The) Bank One Corporation Banknorth Group Inc. Bard (C.R.) Inc. Barnes & Noble, Inc. Barr Laboratories, Inc. Barrett Resources Corporation Barrick Gold Corporation Bausch & Lomb Incorporated Baxter International, Inc. BB&T Corporation BBVA Banco Frances S.A. ADR BCE, Inc. BE Aerospace, Inc. Be Free, Inc. BEA Systems, Inc. Bear Stearns Companies, Inc. (The) Becton Dickinson & Company Bed Bath & Beyond, Inc. BellSouth Corporation Belo Corp. Bergen Brunswig Corporation (Class A) Total Contract Volume Callff 17,788 20,185 204,409 15,230 9,508 69,211 52,194 18,752 9,555 30,879 45,660 4,339 2,572 198,835 74,161 1,917,195 1,470 265,577 10,078 18,934 393,994 24,423 24,883 10,961 8,989 145,712 68,406 115,882 91,181 3,703 1,951 36,855 16,040 59,134 10,578 102,501 10,410 5,917 53,348 82,252 14,640 11,855 36,114 39,188 155,554 7,226 5,926 2,649 118,416 106,252 1,389,366 203,447 343,639 8,302 1,196 58,536 40,502 366,463 129,293 51,043 198,433 33,668 537 21,153 2,618 1,705 1,101,017 191,870 34,385 132,298 47,184 1,544 52,861 14,910 17,678 161,832 13,178 7,618 46,174 34,951 11,187 8,840 22,416 21,078 1,742 1,053 123,074 42,592 1,259,453 733 178,980 8,378 10,114 313,936 17,601 20,221 7,745 2,998 84,438 55,465 56,096 64,902 3,418 794 25,614 11,514 33,477 9,079 58,812 8,489 4,365 35,402 26,669 8,737 8,099 13,081 35,930 105,708 4,537 5,323 1,880 49,326 65,164 863,876 129,872 221,623 6,648 890 33,342 25,760 309,653 92,498 13,849 135,311 26,069 422 17,517 1,410 1,625 615,623 124,861 29,187 90,893 28,467 974 46,141 Put 2,878 2,507 42,577 2,052 1,890 23,037 17,243 7,565 715 8,463 24,582 2,597 1,519 75,761 31,569 657,742 737 86,597 1,700 8,820 80,058 6,822 4,662 3,216 5,991 61,274 12,941 59,786 26,279 285 1,157 11,241 4,526 25,657 1,499 43,689 1,921 1,552 17,946 55,583 5,903 3,756 23,033 3,258 49,846 2,689 603 769 69,090 41,088 525,490 73,575 122,016 1,654 306 25,194 14,742 56,810 36,795 37,194 63,122 7,599 115 3,636 1,208 80 485,394 67,009 5,198 41,405 18,717 570 6,720 Average Daily Volume Total Call Put 72 81 824 61 38 279 210 76 39 125 184 17 10 802 299 7,731 6 1,071 124 76 1,589 98 100 44 36 588 276 467 368 15 8 149 65 238 43 413 42 24 215 332 59 48 146 158 627 29 24 11 477 428 5,602 820 1,386 33 5 236 163 1,478 521 206 800 136 2 85 11 7 4,440 774 139 533 190 10 213 60 71 653 53 31 186 141 45 36 90 85 7 4 496 172 5,078 3 722 103 41 1,266 71 82 31 12 340 224 226 262 14 3 103 46 135 37 237 34 18 143 108 35 33 53 145 426 18 21 8 199 263 3,483 524 894 27 4 134 104 1,249 373 56 546 105 2 71 6 7 2,482 503 118 367 115 6 186 12 10 172 8 8 93 70 31 3 34 99 10 6 305 127 2,652 3 349 21 36 323 28 19 13 24 247 52 241 106 1 5 45 18 103 6 176 8 6 72 224 24 15 93 13 201 11 2 3 279 166 2,119 297 492 7 1 102 59 229 148 150 255 31 0 15 5 0 1,957 270 21 167 75 4 27 CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 BBY BEV BVEW BGEN BMRN BMET BIOM BPUR BSTE BBH BTGC BTX BVF BJS BJ BDK BBOX HRB BBI BLUE BMC BA BCC BKHM BGP BWA BORL BCGI BSX BP BPRX BWAYE CELL BRIO BMY BSML BTY BVSN BDH BBSW BRCM BRW BRCD BRKS BDAL BC BSQR BUCA BNI BR BOBJ CHP CWP CVC CBT CCMP CFLO CDN CAMP CALP ELY CPN CAMZ CPB CNI COF CPST CAH CECO CMX CCL CANI CACS CAR Stock Best Buy Co., Inc. Beverly Enterprises, Inc. Bindview Development Corporation Biogen, Inc. BioMarin Pharmaceutical Inc. Biomet, Inc. Biomira, Inc. Biopure Corporation Biosite, Inc. Biotech HOLDRS Trust Bio-Technology General Corporation Biotime Inc. Biovail Corporation International BJ Services Company BJ’s Wholesale Club, Inc. Black & Decker Corporation (The) Black Box Corporation Block (H & R), Inc. Blockbuster Inc. - Class A Blue Martini Software, Inc. BMC Software, Inc. Boeing Company (The) Boise Cascade Corporation Bookham Technology PLC Borders Group, Inc. BorgWarner, Inc. Borland Software Corporation Boston Communications Group, Inc. Boston Scientific Corporation BP P.L.C. Bradley Pharmaceuticals, Inc. Breakaway Solutions, Inc. Brightpoint, Inc. Brio Software, Inc. Bristol-Myers Squibb Company BriteSmile, Inc. British Telecommunications PLC ADR Broad Vision, Inc. Broadband HOLDRS Trust Broadbase Software, Inc. Broadcom, Inc. BroadWing, Inc. Brocade Communications Brooks Automation, Inc. Bruker Daltonics, Inc. Brunswick Corporation BSQUARE Corporation Buca, Inc. Burlington Northern Santa Fe Corporation Burlington Resources, Inc. Business Objects S.A. ADR C&D Technologies, Inc. Cable & Wireless PLC ADR Cablevision Systems Corporation Cabot Corporation Cabot Microelectronics Corporation CacheFlow, Inc. Cadence Design Systems, Inc. California Amplifier, Inc. Caliper Technologies Corp. Callaway Golf Company Calpine Corporation Caminus Corporation Campbell Soup Company Canadian National Railway Company Capital One Financial Corporation Capstone Turbine Corporation Cardinal Health, Inc. Career Education Corporation Caremark RX, Inc. Carnival Corporation (Class A) Carreker Corporation Carrier Access Corporation Carter-Wallace, Inc. Total Contract Volume Callff 598,151 5,115 10,190 453,845 129 77,691 10,119 29,555 15,001 475,109 34,459 6,660 112,799 244,324 43,592 42,055 24,089 93,524 861 24,018 259,305 957,198 13,968 6,255 17,479 3,162 77,546 20,038 233,796 172,110 3,041 373 6,512 9,651 701,165 1,926 29,130 134,398 44,068 31,004 1,436,337 124,353 1,336,319 2,244 1,071 14,281 3,647 1,011 84,476 156,819 47,167 9,428 38,101 75,548 7,747 148,663 25,231 40,213 10,428 14,126 48,185 772,027 1,873 27,995 29,889 151,269 149,009 57,590 2,065 72,538 150,193 29,126 5,188 17,553 298,208 2,807 8,452 292,917 129 61,602 8,985 15,638 9,999 171,320 26,150 4,284 76,778 97,943 21,442 21,526 7,408 54,933 809 13,849 159,036 540,018 7,447 4,843 7,101 1,398 66,382 11,368 193,081 124,103 2,094 353 5,260 8,331 472,227 1,453 24,304 88,592 9,214 28,106 830,555 103,249 954,199 1,513 971 8,441 3,189 677 79,242 67,632 15,463 5,757 21,114 49,704 3,763 81,593 20,464 31,829 8,200 8,813 30,131 441,369 1,074 15,349 24,610 74,274 100,201 23,298 1,626 58,438 106,022 21,853 3,422 12,822 Put 299,943 2,308 1,738 160,928 0 16,089 1,134 13,917 5,002 303,789 8,309 2,376 36,021 146,381 22,150 20,529 16,681 38,591 52 10,169 100,269 417,180 6,521 1,412 10,378 1,764 11,164 8,670 40,715 48,007 947 20 1,252 1,320 228,938 473 4,826 45,806 34,854 2,898 605,782 21,104 382,120 731 100 5,840 458 334 5,234 89,187 31,704 3,671 16,987 25,844 3,984 67,070 4,767 8,384 2,228 5,313 18,054 330,658 799 12,646 5,279 76,995 48,808 34,292 439 14,100 44,171 7,273 1,766 4,731 Average Daily Volume Total Call Put 2,412 42 41 1,830 6 313 41 119 60 1,916 139 27 455 985 176 170 97 377 3 97 1,046 3,860 56 25 70 52 313 81 943 694 105 2 26 39 2,827 18 117 542 178 125 5,792 501 5,388 9 26 58 20 8 341 632 190 38 154 305 31 599 102 162 42 57 194 3,113 13 113 121 610 601 232 34 292 606 117 21 71 1,202 23 34 1,181 6 248 36 63 40 691 105 17 310 395 86 87 30 222 3 56 641 2,177 30 20 29 23 268 46 779 500 72 1 21 34 1,904 14 98 357 37 113 3,349 416 3,848 6 24 34 17 6 320 273 62 23 85 200 15 329 83 128 33 36 121 1,780 8 62 99 299 404 94 27 236 428 88 14 52 1,209 19 7 649 0 65 5 56 20 1,225 34 10 145 590 89 83 67 156 0 41 404 1,682 26 6 42 29 45 35 164 194 33 0 5 5 923 4 19 185 141 12 2,443 85 1,541 3 2 24 2 3 21 360 128 15 68 104 16 270 19 34 9 21 73 1,333 6 51 21 310 197 138 7 57 178 29 7 19 17 CBOE Equity Options Volume (Includes LEAPS) 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 18 Standard Symbol Stock CAT CDWC CLS CELG CEGE CLPA CTIC CD CTX CTLM CTRA CENT CENX CTL CEPH CEN CERN CHTR CHRT CTIX CHKP CKFR CHK CVX CHS CHL CHU CHINA CHPC CHIR CTEC CHBS CB CIEN CI CIMA CIN CTAS KMX CC CRUS CSCO C CZN CTXS CYN CLE CLRNE CLRS CCU CLX CMGI CMS CNET CNF COH KO CCE COGN CSTR CL COLT COB COLM CMTO CMCSK CDO CMA CMRC CTCH CYH ABV VNT CTC Caterpillar, Inc. 178,697 CDW Computer Centers, Inc. 101,075 Celestica Inc. 185,836 Celgene Corporation 113,119 Cell Genesys, Inc. 27,488 Cell Pathways Inc. 30,756 Cell Therapeutics, Inc. 17,350 Cendant Corporation 579,952 CENTEX Corporation 85,458 Centillium Communications, Inc. 37,223 Centra Software, Inc. 2,899 Central Garden & Pet Company 5,806 Century Aluminum Company 5 Centurytel Inc. 17,244 Cephalon, Inc. 107,386 Ceridian Corporation 11,730 Cerner Corporation 90,202 Charter Communications, Inc. 264,245 Chartered Semiconductor Mfg. Ltd. 11,614 Cheap Tickets Inc. 89,759 Check Point Software Technologies Ltd. 574,838 Checkfree Corporation 38,104 Chesapeake Energy Corporation 72,649 ChevronTexaco Corporation 427,808 Chico’s FAS, Inc. 62,176 China Telecom Limited ADR 56,689 China Unicom Limited 10,347 Chinadotcom Corp 5,598 ChipPac, Inc. 1,723 Chiron Corporation 187,764 Cholestech Corporation 2,317 Christopher & Banks Corporation 25,417 Chubb Corporation (The) 73,194 Ciena Corporation 2,027,434 CIGNA Corporation 81,323 CIMA Labs Inc. 6,504 Cinergy Corporation 11,171 Cintas Corporation 20,218 Circuit City Stores, Inc. - CarMax Group 4,985 Circuit City Stores, Inc. 95,722 Cirrus Logic, Inc. 244,622 Cisco Systems, Inc. 10,405,302 Citigroup, Inc. 3,179,072 Citizens Utilities Co. - Class B 22,433 Citrix Systems, Inc. 495,210 City National Corporation 9,731 Claire’s Stores, Inc. 14,019 Clarent Corporation 23,606 Clarus Corporation 18,127 Clear Channel Communications, Inc. 174,890 Clorox Company (The) 45,234 CMGI, Inc. 425,221 CMS Energy Corporation 27,938 CNET, Inc. 48,967 CNF Transportation Inc. 32,677 Coach, Inc. 28,425 Coca-Cola Company (The) 652,384 Coca-Cola Enterprises, Inc. 59,915 Cognos Incorporated 8,040 Coinstar, Inc. 7,985 Colgate-Palmolive Company 132,456 COLT Telecom Group PLC-ADR 11,904 Columbia Laboratories, Inc. 13,721 Columbia Sportwear Company 6,462 Com21, Inc. 5,733 Comcast Corporation (Special Class A) 210,834 Comdisco, Inc. 26,885 Comerica Incorporated 31,362 Commerce One, Inc. 438,191 Commtouch Software Ltd. 2,033 Community Health Care 13,760 Companhia de Bebidas das Americas 590 Compania Anonima Nacional Venezuela 104,927 Compania de Telecomunicaciones de Chile S.A. ADR 7,089 Total Contract Volume Callff 76,979 64,899 107,772 85,111 20,368 23,885 10,545 355,828 25,130 22,036 1,149 5,301 5 12,224 76,911 8,915 68,379 170,956 5,403 68,525 306,664 21,444 54,835 288,120 37,314 38,531 9,105 3,659 1,258 91,213 1,603 12,526 50,459 1,169,513 50,443 4,902 9,713 10,889 3,157 71,007 162,962 7,090,967 1,950,858 13,259 348,134 5,550 6,317 17,240 16,432 100,967 31,943 304,677 15,143 34,266 22,236 14,879 450,641 36,352 5,107 5,749 76,845 5,080 7,852 3,086 3,174 125,038 19,239 8,608 298,260 1,598 7,096 504 59,832 4,896 Put 101,718 36,176 78,064 28,008 7,120 6,871 6,805 224,124 60,328 15,187 1,750 505 0 5,020 30,475 2,815 21,823 93,289 6,211 21,234 268,174 16,660 17,814 139,688 24,862 18,158 1,242 1,939 465 96,551 714 12,891 22,735 857,921 30,880 1,602 1,458 9,329 1,828 24,715 81,660 3,314,335 1,228,214 9,174 147,076 4,181 7,702 6,366 1,695 73,923 13,291 120,544 12,795 14,701 10,441 13,546 201,743 23,563 2,933 2,236 55,611 6,824 5,869 3,376 2,559 85,796 7,646 22,754 139,931 435 6,664 86 45,095 2,193 Average Daily Volume Total Call Put 721 310 408 262 749 435 456 343 111 82 124 96 70 43 2,339 1,435 345 101 150 89 24 9 23 21 1 1 70 49 433 310 63 48 364 276 1,066 689 47 22 362 276 2,318 1,237 154 86 338 255 1,725 1,162 251 150 229 155 42 37 23 15 15 11 757 368 68 47 138 68 295 203 8,175 4,716 328 203 26 20 50 44 82 44 41 26 386 286 986 657 41,957 28,593 12,819 7,866 90 53 1,997 1,404 39 22 57 25 95 70 73 66 705 407 182 129 1,715 1,229 113 61 197 138 132 90 115 60 2,631 1,817 242 147 32 21 32 23 534 310 48 20 55 32 48 23 23 13 850 504 108 78 126 35 1,767 1,203 8 6 55 29 5 4 423 241 29 20 410 146 315 113 29 28 27 904 243 61 14 2 0 20 123 15 88 376 25 86 1,081 67 83 563 100 73 5 8 4 389 21 70 92 3,459 125 6 7 38 15 100 329 13,364 4,952 37 593 17 31 26 7 298 54 486 52 59 42 55 813 95 12 9 224 28 24 25 10 346 31 92 564 2 27 1 182 9 CBOE Equity Options Volume (Includes LEAPS) 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 Standard Symbol Stock CPQ CCRT CA CHRZ CSC CMNT CPWR CRK CMVT CAG LENS CCRD CEFT CCUR CNXT CNCT COC CNC CNX ED CAL CNVR CVG CAM CBE CPRT CMTN CORR CORL COCO CRXA GLW CORV COSN COST CCR COVD CVD CVNS COV CVAS COX CREAF CMOS DIR CREE CPTH CK CCI CRY CRYP CSGS CPTL CBST CUM CRGN CRIS CVTX CVS CYBR CYBX CYBS CYGN CYMI CY CYTO CYTC DHI DCX DCN DHR DRI DAB DDIC Compaq Computer Corporation 889,361 CompuCredit Corporation 24,269 Computer Associates International, Inc. 333,349 Computer Horizons Corporation 1,217 Computer Sciences Corporation 122,405 ComputerNetwork Technology Corporation 12,603 Compuware Corporation 166,137 Comstock Resources, Inc. 23,854 Comverse Technology, Inc. 382,064 ConAgra, Inc. 43,125 Concord Camera Corp 8,607 Concord Communications Inc. 10,452 Concord EFS, Inc. 233,885 Concurren Computer Corporation 45,464 Conexant Systems, Inc. 184,524 Connetics Corporation 386 Conoco, Inc. 35,586 Conseco, Inc. 460,549 Consol Energy Inc. 7,881 Consolidated Edison, Inc. 22,296 Continental Airlines, Inc. (Class B) 47,463 Convera Corporation 1,361 Convergys Corp. 40,012 Cooper Cameron Corporation 26,729 Cooper Industries, Inc. 399,526 Copart Inc. 1,135 Copper Mountain Networks, Inc. 20,369 COR Therapeutics, Inc. 46,757 Corel Corporation 933 Corinthian Colleges, Inc. 12,620 Corixa Corporation 28,972 Corning Incorporated 2,051,303 Corvis Corporation 242,603 Cosine Communications, Inc. 7,375 Costco Wholesale Corp. 77,997 Countrywide Credit Industries, Inc. 70,597 Covad Communications Group, Inc. 28,643 Covance 13,962 Covansys Corporation 6,401 Covanta Energy Corporation 11,222 Covas International, Inc. 9,782 Cox Communications, Inc. (Class A) 71,238 Creative Technology Limited 5,517 Credence Systems Corporation 32,497 Credit Suisse First Boston (USA), Inc. - CSFBdirect 5,347 Cree Inc. 193,368 Critical Path, Inc. 24,167 Crompton Corporation 3,884 Crown Castle International Corp. 42,593 CryoLife, Inc. 57 CryptoLogic Inc. 38,872 CSG Systems International, Inc. 39,350 CTC Communications Group, Inc. 4,153 Cubist Pharmaceuticals, Inc. 43,076 Cummins Inc. 30,270 CuraGen Corporation 41,376 Curis, Inc. 5,618 CV Therapeutics, Inc. 113,543 CVS Corporation 62,979 Cyber-Care, Inc. 15,792 Cyberonics, Inc. 18,400 CyberSource Corp. 1,241 Cygnus, Inc. 14,283 Cymer Inc. 57,275 Cypress Semiconductor Corporation 279,771 CYTOGEN Corporation 30,223 CYTYC Corporation 120,131 D.R. Horton, Inc. 9,295 DaimlerChrysler AG 82,594 Dana Corporation 63,974 Danaher Corporation 40,627 Darden Restaurants, Inc. 30,281 Dave & Buster’s Inc. 1,630 DDI Corporation 11,233 Total Contract Volume Callff 619,780 11,013 218,299 809 70,344 8,306 126,749 19,598 223,741 32,304 6,470 4,567 208,008 37,030 138,445 351 24,620 295,212 5,836 11,748 25,876 1,123 26,007 13,213 263,251 1,134 13,287 30,459 757 8,756 21,788 1,367,772 194,632 6,345 56,865 46,534 21,265 12,126 5,651 10,271 6,989 42,383 3,708 22,699 4,634 135,013 15,658 3,635 25,632 52 18,475 20,242 2,358 29,742 16,282 32,849 4,245 71,391 33,995 11,571 13,329 1,166 8,784 33,845 189,662 24,551 74,023 2,524 38,492 34,672 23,757 17,337 1,340 4,935 Put 269,581 13,256 115,050 408 52,061 4,297 39,388 4,256 158,323 10,821 2,137 5,885 25,877 8,434 46,079 35 10,966 165,337 2,045 10,548 21,587 238 14,005 13,516 136,275 1 7,082 16,298 176 3,864 7,184 683,531 47,971 1,030 21,132 24,063 7,378 1,836 750 951 2,793 28,855 1,809 9,798 713 58,355 8,509 249 16,961 5 20,397 19,108 1,795 13,334 13,988 8,527 1,373 42,152 28,984 4,221 5,071 75 5,499 23,430 90,109 5,672 46,108 6,771 44,102 29,302 16,870 12,944 290 6,298 Average Daily Volume Total Call Put 3,586 98 1,344 5 494 51 670 96 1,541 174 35 42 943 183 744 21 614 1,857 56 90 191 5 161 108 1,611 5 82 189 4 69 117 8,271 978 30 315 285 115 56 26 45 39 287 22 131 22 780 97 16 172 8 327 159 17 174 122 167 23 458 254 64 74 5 58 231 1,128 122 484 37 333 258 164 122 7 45 2,499 44 880 3 284 33 511 79 902 130 26 18 839 149 558 20 424 1,190 42 47 104 5 105 53 1,061 5 54 123 3 48 88 5,515 785 26 229 188 86 49 23 41 28 171 15 92 19 544 63 15 103 7 155 82 10 120 66 132 17 288 137 47 54 5 35 136 765 99 298 10 155 140 96 70 5 20 1,087 53 464 2 210 17 159 17 638 44 9 24 104 34 186 2 189 667 15 43 87 1 56 55 549 0 29 66 1 21 29 2,756 193 4 85 97 30 7 3 4 11 116 7 40 3 235 34 1 68 1 171 77 7 54 56 34 6 170 117 17 20 0 22 94 363 23 186 27 178 118 68 52 1 25 19 CBOE Equity Options Volume (Includes LEAPS) 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 5 06 507 508 509 510 511 512 513 514 20 Standard Symbol Stock DF DE DELL DPH DLP DAL XRAY DB DT DVN DO DTPI DIAN DIGX DIGL DRIV DTHK DME DFXI DIS DITC DVSA STXN DCEL DG DLTR DORL DCLK DOW DQE RDY DRS DSPG DD DUK DRMD DY DYN ET EPNY ELNK EMN EK EASY ETN EBAY ELON DISH ECIL ECLP ECL EDEN EIX EDSN EDO EW AGE EP ELN ESIO EGLS ERTS EDS ELBO EFII ELOY EMBT EMT EMC EMKR EMRG EMR EMIS Dean Foods Company Deere & Company Dell Computer Corp. Delphi Automotive Systems Delta & Pine Land Co. Delta Air Lines, Inc. DENTSPLY International Inc. Deutsche Bank AG Deutsche Telekom AG ADR Devon Energy Corporation Diamond Offshore Drilling, Inc. DiamondCluster International, Inc. DIANON Systems, Inc. Digex, Incorporated Digital Lightwave, Inc. Digital River, Inc. DigitalThink, Inc. Dime Bancorp, Inc. Direct Focus, Inc. Disney (The Walt) Holding Co. Ditech Communications Corp. Diversa Corporation DMC Stratex Networks, Inc. Dobson Communications Corp. Dollar General Corporation Dollar Tree Stores, Inc. Doral Financial Corp. Doubleclick Inc. Dow Chemical Company (The) DQE, Inc. Dr. Reddy’s Laboratories Limited DRS Technologies, Inc. DSP Group du Pont (E.I.) de Nemours & Company Duke Energy Company Duramed Pharmaceuticals, Inc. Dycom Industries, Inc. Dynegy Inc. E*Trade Group Inc. E. Piphany, Inc. EarthLink, Inc. Eastman Chemical Company Eastman Kodak Company EasyLink Services Corporation Eaton Corporation eBay, Inc. Echelon Corporation EchoStar Communications Corporation ECI Telecommunications Ltd. Eclipsys Corp. Ecolab Inc. Eden Bioscience Corporation Edison International Edison Schools, Inc. EDO Corporation Edward Lifesciences Corporation Edwards (A.G.) & Sons, Inc. El Paso Corporation Elan Corporation PLC ADR Electro Scientific Industries, Inc. Electroglas, Inc. Electronic Arts, Inc. Electronic Data Systems, Inc. Electronics Boutique Holdings Corp. Electronics for Imaging, Inc. eLoyalty Corporation Embarcadero Technologies, Inc. Embratel Participacoes S.A. EMC Corporation EMCORE Corporation eMerge Interactive, Inc. Emerson Electric Company Emisphere Technologies, Inc. Total Contract Volume Callff 39,346 45,851 3,063,893 29,834 17,046 110,118 3,156 2,821 428,299 146,538 79,153 32,647 1,085 16,858 135,958 28,082 1,200 22,100 32,636 281,462 21,301 7,505 10,424 743 48,337 67,823 10,071 192,582 141,951 886 10,788 3,451 23,156 176,364 133,339 16,954 5,515 397,592 477,930 86,441 110,234 10,783 594,174 193 10,583 921,803 61,513 234,585 20,652 16,393 2,275 5,997 37,070 21,267 2,600 4,455 106,227 323,414 260,204 26,715 5,405 254,226 139,729 6,539 48,275 5,284 6,211 9,361 4,196,822 31,321 493 129,751 22,558 20,126 23,520 1,963,660 20,809 11,431 62,862 1,261 789 252,213 93,608 48,148 5,510 368 10,884 93,509 21,257 926 19,872 23,329 185,594 16,289 4,601 8,209 661 36,791 46,843 6,063 128,558 105,580 520 6,068 2,410 16,375 105,656 66,659 13,942 2,943 183,036 353,846 56,301 88,156 6,821 253,220 193 4,265 471,816 45,834 150,401 16,170 8,459 1,537 4,134 24,734 10,361 2,337 3,660 74,849 180,956 201,002 17,707 3,854 149,340 88,407 3,525 34,654 4,378 2,859 9,067 2,570,576 21,916 433 41,871 18,142 Put 19,220 22,331 1,100,233 9,025 5,615 47,256 1,895 2,032 176,086 52,930 31,005 27,137 717 5,974 42,449 6,825 274 2,228 9,307 95,868 5,012 2,904 2,215 82 11,546 20,980 4,008 64,024 36,371 366 4,720 1,041 6,781 70,708 66,680 3,012 2,572 214,556 124,084 30,140 22,078 3,962 340,954 0 6,318 449,987 15,679 84,184 4,482 7,934 738 1,863 12,336 10,906 263 795 31,378 142,458 59,202 9,008 1,551 104,886 51,322 3,014 13,621 906 3,352 294 1,626,246 9,405 60 87,880 4,416 Average Daily Volume Total Call Put 159 81 185 95 12,354 7,918 120 84 69 46 444 253 28 11 46 13 1,727 1,017 591 377 319 194 132 22 99 33 68 44 548 377 113 86 5 4 89 80 146 105 1,135 748 86 66 30 19 42 33 3 3 195 148 273 189 41 24 777 518 572 426 7 4 133 75 57 40 93 66 711 426 538 269 68 56 22 12 1,603 738 1,927 1,427 349 227 444 355 43 28 2,396 1,021 1 1 43 17 3,717 1,902 248 185 946 606 83 65 66 34 37 25 32 22 149 100 92 45 43 38 18 15 428 302 1,304 730 1,049 810 108 71 22 16 1,025 602 563 356 81 44 195 140 21 18 25 12 56 54 16,923 10,365 126 88 2 2 523 169 91 73 78 90 4,436 36 23 191 17 33 710 213 125 109 65 24 171 28 1 9 42 387 20 12 9 0 47 85 16 258 147 3 58 17 27 285 269 12 10 865 500 122 89 16 1,375 0 25 1,814 63 339 18 32 12 10 50 47 4 3 127 574 239 36 6 423 207 37 55 4 14 2 6,557 38 0 354 18 CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 ERJ EMLX ENDP ENDO ENR EAS EC EASI ENE ESV ENTG ETS ETM ETR EVC ENMD ENTU ENZ ENZN EOG EPIC EPIQ EPRE ENT EOP ERICY ESST EL RE EXAR XLTC EXLN EXEL EXC EXFO EXDSQ EXPE EXPD ESRX ESA EXTR EXLT XOM FFIV FTUS FCS FALC FAST FRE FNM FD FDX FEIC FNF FITB FILE FNSR FDC FHCC FHRX FE FISV FTHL FBF FLM FLEX FLIR FLO FLS FLR FMC FTI FCOM F Stock Total Empresa Brasileira de Aeronautica S.A. 3,593 Emulex Corporation 618,590 Endo Pharmaceuticals Holdings Inc. 734 Endocare, Inc. 1,485 EnergizerHoldings, Inc. 12,603 Energy East Corporation 2,905 Engelhard Corporation 23,313 Engineered Support Systems, Inc. 8,411 Enron Corporation 2,062,973 ENSCO International Incorporated 162,077 Entegris, Inc. 2,357 Enterasys Networks, Inc. 276,618 Entercom Communications Corp. 2,730 Entergy Corporation 14,094 Entravision Communications Corporation 5,145 EntreMed Inc. 38,913 Entrust, Inc. 16,734 Enzo Biochem, Inc. 24,805 Enzon, Inc. 201,437 EOG Resources, Inc. 195,069 Epicor Software Corp. 753 EPIQ Systems, Inc. 6,380 ePresence Inc. 2,104 Equant NV 3,991 Equity Office Properties Trust 15,495 Ericsson (L.M.) Telephone Co. ADR 1,103,855 ESS Technology, Inc. 32,793 Estee Lauder Companies, Inc. (The) (Class A) 66,626 Everest Reinsurance Holdings, Inc. 519 Exar Corporation 7,893 Excel Technology, Inc. 10,534 eXcelon Corporation 5,007 Exelixis, Inc. 14,083 Exelon Corporation 25,592 Exfo Electro-Optical Engineering, Inc. 37,736 Exodus Communication, Inc. 229,246 Expedia, Inc. 189,652 Expeditors International of Washington, Inc. 23,210 Express Scripts Inc. - Class A 25,279 Extended Stay America, Inc. 14,527 Extreme Networks, Inc. 386,804 Exult Inc. 7,811 Exxon Mobil Corporation 1,192,777 F5 Networks, Inc. 55,546 Factory 2-U Stores, Inc. 1,867 Fairchild Semiconductor Int’l, Inc. 42,677 FalconStor Software, Inc. 11,688 Fastenal Company 16,547 Federal Home Loan Mortgage Corporation (Freddie Mac) 173,316 Federal Nat’l Mortgage Ass’n (Fannie Mae) 240,594 Federated Department Stores, Inc. 103,844 FedEx Corporation 153,607 FEI Company 5,991 Fidelity National Financial, Inc. 38,130 Fifth Third Bancorp. 25,031 FileNet Corporation 36,283 Finisar Corporation 132,117 First Data Corporation 92,346 First Health Group Corporation 10,840 First Horizon Pharmacuetical Corporation 2,886 FirstEnergy Corp. 25,245 FIserv, Inc. 21,353 FLAG Telecom Holdings Limited 5,475 FleetBoston Financial Corp. 179,691 Fleming Companies, Inc. 34,198 Flextronics International Ltd. 456,190 FLIR Systems, Inc. 3,133 Flowers Industries, Inc. 6,343 Flowserve Corporation 500 Fluor Corporation (New) 44,944 FMC Corporation 27,691 FMC Technologies, Inc. 10,207 Focal Communications Corporation 13,845 Ford Motor Company 892,083 Contract Volume Callff Put 2,752 382,243 464 1,308 7,365 2,281 21,212 7,107 1,176,184 121,112 1,304 218,546 1,389 9,564 3,873 29,746 10,785 19,649 138,239 70,208 588 4,424 1,931 2,886 11,433 870,452 25,728 19,432 367 1,713 6,604 4,125 9,032 20,024 19,395 144,043 104,915 7,357 16,289 12,549 288,057 3,300 830,442 38,271 1,390 31,130 9,738 10,448 125,417 142,180 44,850 98,732 2,207 30,027 15,838 29,754 92,988 54,286 7,033 1,857 18,842 13,456 3,320 124,050 17,470 300,030 1,873 4,304 100 31,203 16,363 4,528 8,513 490,401 841 236,347 270 177 5,238 624 2,101 1,304 886,789 40,965 1,053 58,072 1,341 4,530 1,272 9,167 5,949 5,156 63,198 124,861 165 1,956 173 1,105 4,062 233,403 7,065 47,194 152 6,180 3,930 882 5,051 5,568 18,341 85,203 84,737 15,853 8,990 1,978 98,747 4,511 362,335 17,275 477 11,547 1,950 6,099 47,899 98,414 58,994 54,875 3,784 8,103 9,193 6,529 39,129 38,060 3,807 1,029 6,403 7,897 2,155 55,641 16,728 156,160 1,260 2,039 400 13,741 11,328 5,679 5,332 401,682 Average Daily Volume Total Call Put 44 2,494 18 55 51 13 94 153 8,318 654 19 1,115 12 57 21 157 67 100 812 787 3 60 8 16 62 4,451 132 269 2 32 42 20 57 103 152 924 765 126 102 59 1,560 74 4,810 224 11 172 47 67 699 970 419 619 24 154 101 146 533 372 44 70 124 86 22 725 168 1,839 53 26 45 181 112 82 56 3,597 34 1,541 11 48 30 10 86 129 4,743 488 11 881 6 39 16 120 43 79 557 283 2 42 8 12 46 3,510 104 78 1 7 27 17 36 81 78 581 423 40 66 51 1,162 31 3,349 154 8 126 39 42 506 573 181 398 9 121 64 120 375 219 28 45 93 54 13 500 86 1,210 32 17 9 126 66 36 34 1,977 10 953 7 7 21 3 8 24 3,576 165 9 234 6 18 5 37 24 21 255 503 1 18 1 4 16 941 28 190 1 25 16 4 20 22 74 344 342 86 36 8 398 43 1,461 70 3 47 8 25 193 397 238 221 15 33 37 26 158 153 15 25 32 32 9 224 82 630 21 8 36 55 46 45 22 1,620 21 CBOE Equity Options Volume (Includes LEAPS) 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 582 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 22 Standard Symbol Stock FRX FST FWRD FWC FDRY FS FOX FMKT FCX FRNT FTO FSII FCEL FNDT FBN GADZ ZOOX GLC GPS GRMN IT GTW GMST GNSC GLGC DNA BGC GD GE GIS GMH GM GNSS GENE GNSL GNTA GENU GZBX GENZ GP GERN GETY GILTF GILD G GSK GEMS GX GLBL FLO GLM GSPT GSF GSTRF GSPN GBIX GLCBY GG GSB GR GT GPU GRP GLK GBBK GPT GPI GGAL TV GSLI GTK GUC GDT GLFD Forest Laboratories, Inc. 114,844 Forest Oil Corporation 47,496 Forward Air Corporation 3,179 Foster Wheeler Ltd. 15,563 Foundry Networks, Inc. 292,327 Four Seasons Hotels Inc. 5,998 Fox Entertainment Group, Inc. 8,653 FreeMarkets, Inc. 93,065 Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 50,975 Frontier Airlines Inc. 33,247 Frontier Oil Corporation 8,763 FSI International, Inc. 8,974 FuelCell Energy, Inc. 118,400 Fundtech Ltd. 9,519 Furniture Brands International, Inc. 11,573 Gadzooks, Inc. 12,781 Gadzoox Networks, Inc. 5,360 Galileo International, Inc. 55,118 Gap, Inc. (The) 405,827 Garmin Ltd. 7,161 Gartner Group, Inc. 121 Gateway, Inc. 186,674 Gemstar-TV Guide Int’l, Inc. 312,198 Genaissance Pharmaceuticals, Inc. 2,112 Gene Logic Inc. 23,180 Genentech, Inc. 207,080 General Cable Corporation 9,156 General Dynamics Corporation 68,013 General Electric Company 5,802,856 General Mills, Inc. 44,936 General Motors Corp(Hughes Electronics) Class H 681,531 General Motors Corporation 647,821 Genesis Microchip, Inc. 151,938 Genome Therapeutics Corp. 23,740 Genomic Solutions, Inc. 2,740 Genta Incorporated 67,695 Genuity, Inc. 9,217 Genzyme Corp-Biosurgery Division 7,530 Genzyme Corporation 260,693 Georgia-Pacific Corporation 259,403 Geron Corporation 37,058 Getty Images Inc. 27,674 Gilat Satellite Networks, Ltd. 30,338 Gilead Sciences, Inc. 148,760 Gillette Company (The) 212,188 GlaxoSmithKline PLC ADR 55,074 Glenayre Technologies, Inc. 12,475 Global Crossing Ltd. 584,698 Global Industries Ltd. 7,450 Flowers Industries, Inc. 6,343 Global Marine, Inc. 149,211 Global Sports, Inc. 2,288 GlobalSanta Fe Corporation 74,988 Globalstar Telecommunications Ltd 35,957 GlobeSpan Virata, Inc. 133,867 Globix Corporation 15,546 Globo Cabo S.A. 7,771 Goldcorp, Inc. 2,456 Golden State Bancorp, Inc. 10,255 Goodrich Corporation 48,127 Goodyear Tire & Rubber Company (The) 60,207 GPU, Inc. 3,519 Grant Prideco, Inc. 57,650 Great Lakes Chemical Corporation 9,395 Greater Bay Bancorp 15,619 Greenpoint Financial Corporation 39,632 Group 1 Automotive, Inc. 1,058 Grupo Financiero Galicia S.A. 13,150 Grupo Televisa S.A. ADR 36,311 GSI Lumonics, Inc. 180 GTECH Holdings Corporation 22,571 Gucci Group, N.V. 140,433 Guidant Corporation 181,103 Guilford Pharmaceuticals, Inc. 22,314 Total Contract Volume Callff 60,394 27,117 1,381 8,755 228,976 3,525 4,366 76,734 31,307 26,925 7,337 6,424 70,014 6,838 6,520 7,148 4,632 41,986 217,424 3,991 113 120,485 221,011 1,886 20,091 143,710 6,286 52,619 3,474,880 21,827 482,380 390,553 100,535 18,145 1,782 57,126 6,482 5,048 178,728 107,854 29,074 15,170 23,597 119,368 128,154 35,809 11,560 381,520 6,938 4,304 111,572 1,524 57,032 14,096 100,771 12,489 7,452 2,233 7,256 33,274 34,558 1,656 41,475 2,682 7,760 25,533 787 7,891 23,432 140 10,645 104,878 107,088 16,497 Put 54,450 20,379 1,798 6,808 63,351 2,473 4,287 16,331 19,668 6,322 1,426 2,550 48,386 2,681 5,053 5,633 728 13,132 188,403 3,170 8 66,189 91,187 226 3,089 63,370 2,870 15,394 2,327,976 23,109 199,151 257,268 51,403 5,595 958 10,569 2,735 2,482 81,965 151,549 7,984 12,504 6,741 29,392 84,034 19,265 915 203,178 512 2,039 37,639 764 17,956 21,861 33,096 3,057 319 223 2,999 14,853 25,649 1,863 16,175 6,713 7,859 14,099 271 5,259 12,879 40 11,926 35,555 74,015 5,817 Average Daily Volume Total Call Put 463 244 192 109 23 10 63 35 1,179 923 98 58 35 18 375 309 206 126 134 109 70 58 36 26 477 282 38 28 47 26 52 29 22 19 222 169 1,636 877 36 20 0 0 753 486 1,259 891 10 8 93 81 835 579 37 25 274 212 23,399 14,012 181 88 2,748 1,945 2,612 1,575 613 405 96 73 11 7 273 230 37 26 30 20 1,051 721 1,046 435 149 117 112 61 122 95 600 481 856 517 222 144 50 47 2,358 1,538 30 28 26 17 602 450 38 25 302 230 145 57 540 406 63 50 31 30 60 54 41 29 194 134 243 139 43 20 232 167 38 11 63 31 160 103 35 26 80 48 146 94 1 1 91 43 566 423 730 432 90 67 220 82 13 27 255 41 17 66 79 25 11 10 195 11 20 23 3 53 760 16 0 267 368 1 12 256 12 62 9,387 93 803 1,037 207 23 4 43 11 10 331 611 32 50 27 119 339 78 4 819 2 152 13 72 88 133 12 1 5 12 60 103 23 65 27 32 57 9 32 52 0 48 143 298 23 CBOE Equity Options Volume (Includes LEAPS) 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 Standard Symbol Stock GYMB HPOW HAIN HAL HAND HC HDI HLIT HET HRS HIG HCA HDWR HMA HNT HRC HSII HNZ HP HPC HRLY HSY HWP HIFN HIB HLT HSP HIT HLR HLYW HD HM HOMS HON HOFF HPT HOTT ROOM HOTJ HI HBC HU HGSI HUM HUMC HBAN HTCH HYSL HYSQ ITWO IBIS IBP ICN ICOS IDPH IDNX IDT IGEN IKN ILXO ITW IMNY IMN IGL IMCL IMNR IMNX IMGN IMMU IMPH IPXL IMCO ICI IMRS Gymboree Corporation (The) H Power Corp Hain Food Group, Inc. Halliburton Company Handspring, Inc. Hanover Compressor Company Harley-Davidson, Inc. Harmonic, Inc. Harrah’s Entertainment, Inc. Harris Corporation Hartford Financial Services Group, Inc. (The) HCA, Inc. Headwaters Incorporated Health Management Associates, Inc. (Class A) Health Net, Inc. HEALTHSOUTH Corporation Heidrick & Struggles International, Inc. Heinz (H.J.) Company Helmerich & Payne, Inc. Hercules Incorporated Herley Industries, Inc. Hershey Foods Corporation Hewlett-Packard Company Hi/fn, Inc. Hibernia Corporation (Class A) Hilton Hotels Corporation Hispanic Broadcasting Corp. Hitachi Ltd. ADR Hollinger International, Inc. Hollywood Entertainment Corporation Home Depot, Inc. (The) Homestake Mining Company Homestore.com Honeywell International Inc. Horizon Offshore, Inc. Hospitality Properties Trust Hot Topic, Inc. Hotel Reservations Network, Inc. HotJobs.com, Ltd. Household International, Inc. HSBC Holdings PLC Hudson United Bancorp Human Genome Sciences, Inc. Humana, Inc. Hummingbird Ltd. Huntington Bancshares, Inc. Hutchinson Technology, Inc. Hyperion Solutions Corp. Hyseq Inc. I2 Technologies, Inc. Ibis Technology Corp. IBP, Inc. ICN Pharmaceuticals, Inc. ICOS Corporation IDEC Pharmaceuticals Corporation Identix Incorporated IDT Corporation IGEN International, Inc. Ikon Office Solutions, Inc. ILEX Oncology, Inc. Illinois Tool Works, Inc. I-many, Inc. Imation Corporation IMC Global, Inc. ImClone Systems Incorporated Immune Response Corporation Immunex Corporation ImmunoGen, Inc. Immunomedics, Inc. Impath Inc. Impax Laboratories, Inc. IMPCO Technologies, Inc. Imperial Chemical Industries PLC ADR IMRglobal Corporation Total Contract Volume Callff 9,703 20,519 25,556 672,021 34,969 13,202 237,337 119,374 80,511 23,961 35,543 180,548 13,050 46,374 21,461 283,554 962 63,167 23,889 70,054 141 14,144 1,210,047 7,574 22,510 46,703 7,134 29,455 3,007 18,291 754,924 376,947 82,388 958,573 562 12,054 39,107 7,078 42,649 147,750 25,290 5,020 155,967 69,342 2,609 18,686 9,955 16,346 11,797 336,144 20,547 80,254 81,138 118,107 214,989 20,989 13,755 43,168 31,131 7,016 32,367 20,079 556 17,999 560,028 69,810 306,850 49,418 58,472 36,333 280 7,784 7,212 17,026 4,858 14,975 16,766 406,103 16,666 6,030 91,551 95,952 55,198 17,907 24,089 117,857 10,486 34,998 12,558 218,576 373 32,415 17,210 41,529 137 6,997 743,152 5,918 19,254 32,443 4,166 12,738 2,269 15,719 478,422 333,734 54,563 581,212 374 8,356 21,941 3,877 19,238 82,482 8,222 4,298 102,401 63,123 1,738 13,314 5,869 13,042 8,266 233,860 10,576 66,693 54,709 85,995 119,179 17,662 11,547 38,297 24,156 5,882 16,454 18,145 417 11,804 404,090 45,636 212,257 41,970 46,261 25,978 280 6,255 1,832 15,150 Put 4,845 5,544 8,790 265,918 18,303 7,172 145,786 23,422 25,313 6,054 11,454 62,691 2,564 11,376 8,903 64,978 589 30,752 6,679 28,525 4 7,147 466,895 1,656 3,256 14,260 2,968 16,717 738 2,572 276,502 43,213 27,825 377,361 188 3,698 17,166 3,201 23,411 65,268 17,068 722 53,566 6,219 871 5,372 4,086 3,304 3,531 102,284 9,971 13,561 26,429 32,112 95,810 3,327 2,208 4,871 6,975 1,134 15,913 1,934 139 6,195 155,938 24,174 94,593 7,448 12,211 10,355 0 1,529 5,380 1,876 Average Daily Volume Total Call Put 39 83 103 2,710 141 53 957 481 325 97 143 728 94 187 87 1,143 8 255 96 282 3 57 4,879 31 91 188 29 119 12 74 3,044 1,520 332 3,865 5 49 158 71 172 596 102 20 629 280 11 75 40 66 48 1,355 83 324 327 476 867 85 55 174 126 28 131 98 2 73 2,258 281 1,237 199 236 147 93 73 29 69 20 60 68 1,638 67 24 369 387 223 72 97 475 75 141 51 881 3 131 69 167 3 28 2,997 24 78 131 17 51 9 63 1,929 1,346 220 2,344 3 34 88 39 78 333 33 17 413 255 7 54 24 53 33 943 43 269 221 347 481 71 47 154 97 24 66 89 2 48 1,629 184 856 169 187 105 93 59 7 61 20 22 35 1,072 74 29 588 94 102 24 46 253 18 46 36 262 5 124 27 115 0 29 1,883 7 13 58 12 67 3 10 1,115 174 112 1,522 2 15 69 32 94 263 69 3 216 25 4 22 16 13 14 412 40 55 107 129 386 13 9 20 28 5 64 9 1 25 629 97 381 30 49 42 0 14 22 8 23 CBOE Equity Options Volume (Includes LEAPS) 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 7 89 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 24 Standard Symbol Stock RX INFS IMDC INCY INTI IN INFA INSP ING IR IM INHL INKT INVX IO INRG ICCI INET IART ICST IDTI ISSI INTC INTD IDCO IDCC INLD INIT INAP IBM IFCI IFF IGT IP IRF ICGE IIJI ISSX IPG ISIL IBC INTV IWOV IBI TRDO INTU ISRG ITG IFIN INVN IVGN IONA ISIP ISLE STAT ESI ITT IVX XXIA SYXI J JDEC JPM JBL JKHY JAZZ JDAS JDSU JLG JNIC JHF JNJ JNY JNPR IMS Health Inc. In Focus Corp, Inc. INAMED Corporation Incyte Genomics, Inc. Inet Technologies, Inc. Infonet Services Corporation Informatica Corporation InfoSpace.com, Inc. ING Groep NV Ingersoll-Rand Company Ingram Micro, Inc. Inhale Theraeutic Systems Inktomi Corporation Innovex, Inc. Input/Output, Inc. Inrange Technologies Corporation - Class B Insight Communications, Inc. Instinet Group Incorporated Integra LifeSciences Holdings Corporation Integrated Circuit Systems, Inc. Integrated Device Technology, Inc. Integrated Silicon Solutions, Inc. Intel Corporation InteliData Technologies Corporation Interactive Data Corporation InterDigital Communications Corporation Interland Inc. Interliant Inc. Internap Network Services Corp. International Business Machines Corporation International FiberCom, Inc. International Flavors & Fragrances, Inc. International Game Technology International Paper Company International Rectifier Corporation Internet Capital Group, Inc. Internet Initiative Japan Inc. Internet Security Systems, Inc. Interpublic Group of Companies, Inc. (The) Intersil Holding Corp. Interstate Bakeries Corporation InterVoice-Brite, Inc. Interwoven, Inc. Intimate Brands, Inc. (Class A) Intrado Inc. Intuit Corporation Intuitive Surgical, Inc. Investment Technology Group (New) Investors Financial Services Corp InVision Technologies, Inc. Invitrogen corporation IONA Technologies Isis Pharmaceuticals, Inc. Isle of Capri Casinos, Inc. i-STAT Corp. ITT Educational Services, Inc. ITT Industries, Inc. IVAX Corporation Ixia IXYS Corporation J Net Enterprises, Inc. J.D. Edwards & Company J.P. Morgan Chase & Co. Jabil Circuit, Inc. Jack Henry & Associates Inc. Jazztel P.L.C. JDA Software Group, Inc. JDS Uniphase Corp. JLG Industries, Inc. JNI Corporation John Hancock Financial Services, Inc. Johnson & Johnson Jones Apparel Group, Inc. Juniper Networks, Inc. Total 38,208 33,597 4,821 33,686 14,592 3,880 34 120,072 16,228 28,700 12,636 27,136 269,390 2,297 6,824 18,826 10,027 19,500 3,033 28,953 287,688 46,378 5,198,414 7,853 16,492 46,779 2,612 3,048 5,032 5,131,937 11,689 19,379 105,594 433,135 182,277 15,456 159 65,897 66,493 63,261 7,463 28,202 57,446 16,931 664 283,422 1,729 18,231 24,223 78,284 102,605 15,390 47,298 60 11,317 2,316 9,571 159,206 3,822 3,802 2,556 68,099 1,413,364 370,417 6,798 386 1,087 2,031,308 19,906 36,209 74,454 1,084,744 58,063 2,052,262 Contract Volume Callff 23,635 15,532 3,813 25,099 10,403 3,244 29 102,144 11,806 22,479 7,312 16,605 210,904 1,307 6,115 15,242 6,384 7,093 2,241 17,981 168,492 36,675 3,133,717 6,303 14,230 37,431 1,809 2,635 2,880 2,824,201 10,032 9,701 69,858 227,550 122,037 10,892 114 37,004 47,502 42,750 5,472 23,310 42,135 12,283 286 189,840 1,287 13,422 16,516 48,559 75,569 7,120 38,744 0 9,920 1,645 7,868 112,636 2,168 3,130 1,002 21,040 710,605 212,510 4,683 375 530 1,344,571 12,321 24,580 39,598 685,268 39,620 1,017,582 Put 14,573 18,065 1,008 8,587 4,189 636 5 17,928 4,422 6,221 5,324 10,531 58,486 990 709 3,584 3,643 12,407 792 10,972 119,196 9,703 2,064,697 1,550 2,262 9,348 803 413 2,152 2,307,736 1,657 9,678 35,736 205,585 60,240 4,564 45 28,893 18,991 20,511 1,991 4,892 15,311 4,648 378 93,582 442 4,809 7,707 29,725 27,036 8,270 8,554 60 1,397 671 1,703 46,570 1,654 672 1,554 47,059 702,759 157,907 2,115 11 557 686,737 7,585 11,629 34,856 399,476 18,443 1,034,680 Average Daily Volume Total Call Put 154 95 135 63 19 15 136 101 59 42 16 13 0 0 484 412 65 48 116 91 51 29 109 67 1,086 850 9 5 28 25 76 61 40 26 136 50 28 20 117 73 1,160 679 187 148 20,961 12,636 32 25 67 57 189 151 11 7 12 11 20 12 20,693 11,388 47 40 78 39 426 282 1,747 918 735 492 62 44 1 0 266 149 268 192 255 172 30 22 114 94 232 170 68 50 6 2 1,143 765 16 12 74 54 109 74 1,957 1,214 414 305 62 29 191 156 9 0 46 40 22 16 43 35 642 454 22 13 15 13 10 4 275 85 5,699 2,865 1,494 857 27 19 2 2 4 2 8,191 5,422 80 50 146 99 300 160 4,374 2,763 234 160 8,275 4,103 59 73 4 35 17 3 0 72 18 25 21 42 236 4 3 14 15 87 7 44 481 39 8,325 6 9 38 3 2 9 9,305 7 39 144 829 243 18 0 117 77 83 8 20 62 19 3 377 4 19 35 743 109 33 34 9 6 6 8 188 10 3 6 190 2,834 637 9 0 2 2,769 31 47 141 1,611 74 4,172 CBOE Equity Options Volume (Includes LEAPS) 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 Standard Symbol Stock JMXI KM KANA KSU KBH KEI K KEM KMG KEG KEY KEYN KSE KMB KMI KG KLAC KLM NITE KSS PHG KOPN KOSP KCIN KQIP KFT KKD KR KRON KSWS KLIC LLL LH LAB LRCX LAMR LNY LE LSBC LSCC LWIN LGTO LM LEH LEN LHSPQ LVLT LEXG LXK LBRT LDIG LMCA LPNT LTBG LPTH LLY LTD LNCR LNC LLTC LIZ LMT LTR LDG LOR LD LOW LSI LTXX LU LUME LMNE LYO MCHM Jupiter Media Metrix, Inc. K Mart Corporation Kana Software, Inc. Kansas City Southern Industries, Inc. KB HOME Keithley Instrments, Inc. Kellogg Company KEMET Corporation Kerr-McGee Corporation Key Energy Group, Inc. KeyCorp Keynote Systems, Inc. Keyspan Corp. Kimberly-Clark Corporation Kinder Morgan, Inc. King Pharmaceuticals Inc. KLA Instruments Corporation KLM Royal Dutch Airlines Knight/Trimark Group, Inc. Kohl’s Corporation Koninklijke Philips Electronics N.V. Kopin Corp. Kos Pharmaceuticals, Inc. KPMG Consulting Inc. KPNQUEST N.V. Kraft Foods Inc. Krispy Kreme Doughnuts, Inc. Kroger Company (The) Kronos Incorporated K-Swiss Inc. Kulicke and Soffa Industries, Inc. L-3 Communications Hldgs Laboratory Corporation of America Holdings LaBranche & Co., Inc. Lam Research Corporation Lamar Advertising Company Landry’s Seafood Restaurants, Inc. Lands’ End, Inc. Large Scale Biology Corp. Lattice Semiconductor Leap Wireless Int’l., Inc. Legato Systems, Inc. Legg Mason, Inc Lehman Brothers Holdings, Inc. Lennar Corporation Lernout & Hauspie Speech Products Level 3 Comunications Inc. Lexicon Genetics Incorporated Lexmark International Group, Inc. (Class A) Liberate Technologies Liberty Digital, Inc. Liberty Media Corporation Series A LifePoint Hospitals, Inc. Lightbridge, Inc. LightPath Technologies, Inc. Lilly (Eli) and Company Limited, Inc. (The) Lincare Holdings, Inc. Lincoln National Corporation Linear Technology Corporation Liz Claiborne, Inc. Lockheed Martin Corporation Loews Corporation Longs Drug Stores Corporation Loral Space & Communications Ltd. Louis Dreyfus Natural Gas Lowe’s Companies, Inc. LSI Logic Corporation LTX Corporation Lucent Technologies, Inc. Lumenis Ltd. Luminent, Inc. Lyondell Chemical Company Macrochem Corporation Total 1,313 394,397 11,412 17,134 6,949 33,120 15,399 73,842 38,559 34,577 8,854 15,617 26,317 91,331 22,348 46,293 305,037 3,523 135,885 313,247 45,971 73,513 1,651 7,120 9,377 25,155 629,938 35,756 3,090 7,042 93,558 94,249 37,061 39,006 110,610 17,363 6,960 13,441 2,289 121,376 47,000 113,342 42,805 315,154 19,248 1,360 328,448 7,187 114,018 32,322 8,508 285,132 12,815 31 28,845 361,365 31,315 44,079 11,503 144,510 20,063 48,772 63,776 776 100,792 5,975 252,431 568,545 51,733 1,978,204 57,279 100,064 24,498 13,276 Contract Volume Callff 704 251,962 9,015 15,003 3,278 21,656 9,698 50,629 28,233 17,512 3,571 9,895 16,655 61,553 8,903 29,387 147,261 2,103 95,161 148,343 29,345 56,321 985 4,508 5,366 17,620 311,564 21,476 2,533 3,787 56,951 45,009 19,276 22,311 68,993 12,393 5,202 8,046 2,098 85,555 26,923 90,268 31,792 171,141 5,167 536 173,311 5,005 66,877 26,329 7,503 226,042 10,547 31 22,124 184,635 21,200 20,106 10,191 78,714 9,520 35,573 45,664 306 75,432 4,549 148,066 381,986 35,365 1,383,423 40,997 54,963 15,972 12,100 Put 609 142,435 2,397 2,131 3,671 11,464 5,701 23,213 10,326 17,065 5,283 5,722 9,662 29,778 13,445 16,906 157,776 1,420 40,724 164,904 16,626 17,192 666 2,612 4,011 7,535 318,374 14,280 557 3,255 36,607 49,240 17,785 16,695 41,617 4,970 1,758 5,395 191 35,821 20,077 23,074 11,013 144,013 14,081 824 155,137 2,182 47,141 5,993 1,005 59,090 2,268 0 6,721 176,730 10,115 23,973 1,312 65,796 10,543 13,199 18,112 470 25,360 1,426 104,365 186,559 16,368 594,781 16,282 45,101 8,526 1,176 Average Daily Volume Total Call Put 5 1,590 46 69 28 134 62 298 155 139 36 63 106 368 90 187 1,230 14 548 1,263 185 296 7 46 38 200 2,540 144 75 28 377 380 149 157 446 70 28 54 10 489 190 457 173 1,271 78 5 1,324 29 460 130 34 1,150 52 0 116 1,457 126 178 46 583 81 197 257 7 406 24 1,018 2,293 209 7,977 231 403 99 54 3 1,016 36 60 13 87 39 204 114 71 14 40 67 248 36 118 594 8 384 598 118 227 4 29 22 140 1,256 87 62 15 230 181 78 90 278 50 21 32 10 345 109 364 128 690 21 2 699 20 270 106 30 911 43 0 89 744 85 81 41 317 38 143 184 3 304 18 597 1,540 143 5,578 165 222 64 49 2 574 10 9 15 46 23 94 42 69 21 23 39 120 54 68 636 6 164 665 67 69 3 17 16 60 1,284 58 14 13 148 199 72 67 168 20 7 22 1 144 81 93 44 581 57 3 626 9 190 24 4 238 9 0 27 713 41 97 5 265 43 53 73 4 102 6 421 752 66 2,398 66 182 34 5 25 CBOE Equity Options Volume (Includes LEAPS) 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 26 Standard Symbol Stock MACR MVSN MADGF MGA MBG HCR MAN MSV MANU MAPS MRO MRCHQ MONI MRL MAR MMC MLM MRVL MEE MONE MAT MXIM MAXM MXO MAY MYG KRB MCAF MCDTA MCDT MDR MCD MCK MCLD MCSI MDU MEA MEDX MCCC MDCO MRX MEDI MDT MEL MENT MCTR MRK MERQ MERX MER MESA MTLK MSLV METHA MET MCOQE MXT MTON MGM MFNX MPWR MOGN MTG MGG MIK MCRL MCHP MUSE MU MSCC MSFT MSTR TUNE MWY Macromedia, Inc. Macrovision Corp. Madge Networks N.V. Magna International, Inc. (Class A) Mandalay Resort Group Manor Care Inc. Manpower, Inc. Manufacturers Services Limited Manugistics Group, Inc. MapInfo Corporation Marathon Oil Corporation MarchFirst Inc. Marconi PLC Marine Drilling Companies, Inc. Marriott International, Inc. Marsh & McLennan Companies, Inc. Martin Marietta Materials, Inc. Marvell Technology Group Ltd. Massey Energy Company MatrixOne, Inc. Mattel, Inc. Maxim Integrated Products, Inc. Maxm Pharmaceuticals, Inc. Maxtor Corporation May Department Stores Company (The) Maytag Corporation MBNA Corporation McAfee.com McData Corporation Class A McData Corporation Class B McDermott International, Inc. McDonald’s Corporation McKesson Corporation McLeod USA, Inc. MCSI Inc MDU Resources Group, Inc. Mead Corporation (The) Medarex, Inc. Mediacom Communications Corp. Medicines Company (The) Medicis Pharmaceutical Corporation MedImmune, Inc. Medtronic, Inc. Mellon Financial Corporation Mentor Graphics Corporation Mercator Software Merck & Co., Inc. Mercury Interactive Corporation Merix Corporation Merrill Lynch & Co., Inc. Mesa Air Group, Inc. Metalink Ltd. MetaSolv, Inc. Methode Electronics, Inc. (Class A) MetLife, Inc. Metricom, Inc. Metris Companies, Inc. Metro One Telecommunications, Inc. Metro-Goldwyn Mayer Inc. Metromedia Fiber Network, Inc. MGC Communications Inc. MGI Pharma Inc. MGIC Investment Corporation MGM Grand, Inc. Michaels Stores, Inc. Micrel, Inc. Microchip Technology, Inc. Micromuse, Inc. Micron Technology, Inc. Microsemi Corp. Microsoft Corporation MicroStrategy Incorp Microtune, Inc. Midway Games Inc. Total 43,384 22,976 1,582 16,770 21,121 27,583 11,340 12,001 123,955 9,154 56,013 6,920 14,571 77,176 36,663 69,240 244 105,416 34,083 17,168 53,203 213,212 4,293 67,492 25,745 35,769 160,747 11,947 71,131 150,938 48,096 454,472 49,381 181,039 1,524 2,129 22,137 63,480 15,163 6,479 14,385 92,384 336,106 119,801 8,959 6,853 1,004,768 440,331 21,948 709,967 4,517 7,509 17,790 25,566 73,910 106,940 96,856 2,843 624 142,843 46,145 8,997 1,054 21,672 694 29,925 81,518 99,873 733,666 36,423 9,394,062 94,447 22,636 36,889 Contract Volume Callff 21,361 16,611 563 9,032 13,824 14,314 3,553 10,515 73,672 6,122 40,795 6,518 12,254 61,529 14,381 39,537 134 58,978 23,353 13,238 42,873 84,967 2,581 47,286 13,640 16,679 95,424 8,335 50,026 97,205 30,921 222,248 29,583 140,791 1,378 1,410 18,794 46,849 10,198 5,319 6,899 64,763 204,942 78,033 6,184 5,998 598,104 257,947 13,073 400,459 4,116 5,752 12,313 20,061 50,097 79,919 49,822 2,005 484 90,901 24,393 6,314 650 10,325 524 12,837 56,858 51,853 436,563 23,093 5,325,172 55,572 12,265 27,567 Put 22,023 6,365 1,019 7,738 7,297 13,269 7,787 1,486 50,283 3,032 15,218 402 2,317 15,647 22,282 29,703 110 46,438 10,730 3,930 10,330 128,245 1,712 20,206 12,105 19,090 65,323 3,612 21,105 53,733 17,175 232,224 19,798 40,248 146 719 3,343 16,631 4,965 1,160 7,486 27,621 131,164 41,768 2,775 855 406,664 182,384 8,875 309,508 401 1,757 5,477 5,505 23,813 27,021 47,034 838 140 51,942 21,752 2,683 404 11,347 170 17,088 24,660 48,020 297,103 13,330 4,068,890 38,875 10,371 9,322 Average Daily Volume Total Call Put 175 86 93 67 6 2 68 36 85 56 111 58 46 14 48 42 500 297 37 25 226 164 28 26 60 51 311 248 148 58 279 159 9 5 427 239 137 94 69 53 215 173 860 343 17 10 272 191 104 55 144 67 648 385 48 34 323 227 680 438 194 125 1,833 896 199 119 730 568 19 17 13 9 89 76 256 189 61 41 61 50 58 28 373 261 1,355 826 483 315 36 25 28 24 4,051 2,412 1,776 1,040 89 53 2,863 1,615 56 51 30 23 72 50 103 81 298 202 431 322 391 201 11 8 3 2 576 367 186 98 36 25 4 3 87 42 3 2 121 52 329 229 403 209 2,958 1,760 147 93 37,879 21,472 381 224 102 55 149 111 89 26 4 31 29 54 31 6 203 12 61 2 10 63 90 120 4 188 43 16 42 517 7 81 49 77 263 15 96 242 69 936 80 162 2 4 13 67 20 11 30 111 529 168 11 3 1,640 735 36 1,248 5 7 22 22 96 109 190 3 1 209 88 11 2 46 1 69 99 194 1,198 54 16,407 157 47 38 CBOE Equity Options Volume (Includes LEAPS) 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 Standard Symbol Stock MLNM MLHR MICC MIL MIMS MMM MIPS MIPSB MIR MND MTF MKSI MHK MDCC MOLX MOLXA MOSY MON MTP MWD MOT MOVI MPS MRVC MSM MNS FLSH MTIC MNTG MUR MYK MYL MYGN NBR NCC NCF NOI NSM NAUT NAV NBCI NBTY NCR NEOF NEOL NERX NTBK NTOP NETE NTIQ NTPA NTRO NTAP NETA NPLS NEON NUFO NYCB NYT NWL NEM NEWP NNS NWS NXTV NXCD NXTL NXTP NICE NKE NIKU NI NBL NE Millennium Pharmaceuticals, Inc. Miller (Herman), Inc. Millicom International Cellular S.A. Millipore Corporation MIM Corporation Minnesota Mining & Manufacturing Company MIPS Technologies Inc. MIPS Technologies, Inc. Mirant Corporation Mitchell Energy & Development Corp. (Class A) Mitsubishi Tokyo Financial Group, Inc. ADR MKS Instruments, Inc. Mohawk Industries Inc. Molecular Devices Corporation Molex Incorporated Molex Incorporated Class A Monolithic System Technology, Inc. Monsanto Company/New Montana Power Company Morgan Stanley Motorola, Inc. Movie Gallery, Inc. MPS Group, Inc. MRV Communications Inc. MSC Industrial Direct Co., Inc. MSC. Software Corporation M-Systems Flash Disk Pioneers Ltd. MTI Technology Corporation MTR Gaming Group, Inc. Murphy Oil Corporation Mykrolis Corporation Mylan Laboratories, Inc. Myriad Genetics, Inc. Nabors Industries, Inc. National City Corporation National Commerce Bancorp National Oilwell, Inc. National Semiconductor Corporation Nautica Enterprises, Inc. Navistar International Corporation NBC Internet Inc. NBTY, Inc. NCR Corp. Neoforma, Inc. NeoPharm, Inc. NeoRx Corporation Net.B@nk, Inc. Net2Phone, Inc. Netegrity, Inc. NetIQ Corporation Netopia, Inc. Netro Corporation Network Appliance Corp. Network Associates Inc. Network Plus Corp. New Era of Networks Inc. New Focus, Inc. New York Community Bancorp New York Times Co. (Class A) Newell Rubbermaid Inc. Newmont Mining Corporation Newport Corp. Newport News Shipbuilding Inc. News Corporation Ltd. (The) ADR Next Level Communications, Inc. NextCard, Inc. Nextel Communications, Inc. (Class A) Nextel Partners, Inc. Nice Systems Ltd. Nike, Inc. (Class B) Niku Corporation NISource Inc. Noble Affiliates, Inc. Noble Drilling Corporation Total Contract Volume Callff 121,661 10,842 16,368 21,671 12,644 362,284 17,344 2,363 110,442 31,643 20,876 15,300 19,408 7,931 14,137 11 466 9,001 19,502 772,715 799,269 7,610 11,014 139,018 1,215 1,629 31,497 6,784 2,565 16,344 441 58,636 44,875 169,918 10,827 42,004 64,807 403,980 35,127 69,606 1,119 8,588 30,954 2,383 72 10,880 16,034 9,451 28,160 49,163 16,466 21,418 541,159 178,290 8,996 8,471 57,983 33,133 6,867 19,540 239,206 97,291 505,096 9,502 21,150 19,599 672,426 2,301 15,325 125,489 5,466 3,165 13,423 69,282 81,733 5,583 10,710 14,246 10,835 150,247 11,278 1,647 63,653 17,152 9,327 10,523 15,718 6,407 5,760 11 319 3,396 14,303 482,111 527,481 4,783 8,491 110,878 834 1,199 25,073 5,328 2,026 6,366 254 25,947 32,879 107,220 8,064 35,471 52,913 284,089 31,489 56,303 1,069 5,721 15,351 2,266 67 7,929 14,231 6,923 18,737 32,810 14,005 19,954 342,472 126,986 7,050 6,749 43,329 24,416 2,742 9,620 162,007 68,052 376,794 6,384 18,075 17,386 429,116 1,418 11,299 54,634 4,803 2,078 11,034 45,772 Put 39,928 5,259 5,658 7,425 1,809 212,037 6,066 716 46,789 14,491 11,549 4,777 3,690 1,524 8,377 0 147 5,605 5,199 290,604 271,788 2,827 2,523 28,140 381 430 6,424 1,456 539 9,978 187 32,689 11,996 62,698 2,763 6,533 11,894 119,891 3,638 13,303 50 2,867 15,603 117 5 2,951 1,803 2,528 9,423 16,353 2,461 1,464 198,687 51,304 1,946 1,722 14,654 8,717 4,125 9,920 77,199 29,239 128,302 3,118 3,075 2,213 243,310 883 4,026 70,855 663 1,087 2,389 23,510 Average Daily Volume Total Call Put 491 44 66 87 207 1,461 70 10 445 128 84 62 78 38 57 0 67 36 79 3,116 3,223 98 44 561 5 20 127 27 23 80 5 236 181 685 44 169 261 1,629 142 281 5 35 125 340 4 44 65 38 114 198 66 86 2,182 719 36 34 234 162 28 79 965 392 2,037 38 85 79 2,711 9 62 506 22 13 54 279 330 23 43 57 178 606 45 7 257 69 38 42 63 30 23 0 46 14 58 1,944 2,127 61 34 447 3 15 101 21 18 31 3 105 133 432 33 143 213 1,146 127 227 4 23 62 324 3 32 57 28 76 132 56 80 1,381 512 28 27 175 120 11 39 653 274 1,519 26 73 70 1,730 6 46 220 19 8 44 185 161 21 23 30 30 855 24 3 189 58 47 19 15 7 34 0 21 23 21 1,172 1,096 36 10 113 2 5 26 6 5 49 2 132 48 253 11 26 48 483 15 54 0 12 63 17 0 12 7 10 38 66 10 6 801 207 8 7 59 43 17 40 311 118 517 13 12 9 981 4 16 286 3 4 10 95 27 CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 28 NOK NSC NT NU NTRS NFLD NOC NWAC NIS NVS NVTL NOVL NVLS NOVT NPSP NRG NLI NUHC NUAN NUE NMTC NVDA OIIM OAKT OO OXY OEI ODP OMX OMC ASGN ONIS ONXX ONXS OMKT OTEX OPTV OPWV OPLK OCPI OPMR ORCL OSUR ORB ORCH ORG ORN OCA OSIP OSIS OSI OVER OI OHP PCAR PSUN PHSY PKG PLL PALM SPOT PNRA PZZA PMTC PPE PKD PRE PDCO PTEN PAX PAYX PSS PCCC Stock Nokia Corporation ADR Norfolk Southern Corporation Nortel Networks Corporation Northeast Utilities Northern Trust Bank Corporation Northfield Laboratories, Inc. Northrop Grumman Corporation Northwest Airlines Corp. (Class A) NOVA Corp/Georgia Novartis AG Novatel Wireless, Inc. Novell, Inc. Novellus Systems, Inc. Novoste Corporation NPS Pharmaceuticals, Inc. NRG Energy, Inc. NTL Incorporated Nu Horizons Electronics Corp. Nuance Communications, Inc. Nucor Corporation Numerical Technologies, Inc. NVIDIA Corp. O2Micro International Ltd. Oak Technology, Inc. Oakley, Inc. Occidental Petroleum Corporation Ocean Energy, Inc (New) Office Depot, Inc. OfficeMax, Inc. Omnicom Group, Inc. On Assignment, Inc. ONI Systems Corp. Onyx Pharmaceuticals ONYX Software Corporation Open Market Inc. Open Text Corporation Open TV Corp. Openwave Systems, Inc. Oplink Communications, Inc. Optical Communications Products, Inc. Optical Robotics Corp. Oracle Corporation Orasure Technologies Orbital Sciences Corporation Orchid Biosciences, Inc. Organogenesis, Inc. Orion Power Holdings, Inc. Orthodontic Centers of America, Inc. OSI Pharmaceuticals, Inc. OSI Systems, Inc. Outback Steakhouse, Inc. Overture Services Inc. Owens-Illinois, Inc. Oxford Health Plans, Inc. PACCAR, Inc. Pacific Sunwear of California, Inc. PacifiCare Health Systems, Inc. Packaging Corp of America Pall Corporation Palm, Inc. PanAmSat Corporation Panera Bread Company, Class A Papa John’s International, Inc. Parametric Technology Corporation Park Place Entertainment Corporation Parker Drilling Company PartnerRE Ltd. Patterson Dental Company Patterson UTI Energy, Inc. Paxson Communications Corp. Paychex, Inc. Payless ShoeSource, Inc. PC Connection, Inc. Total Contract Volume Callff 2,528,538 42,594 2,069,599 1,042 37,044 37,050 139,834 27,102 8,729 44,239 3,824 62,453 484,321 30,256 29,986 54,677 186,278 4,420 59,446 28,249 26,043 619,001 621 36,633 24,586 128,636 198,406 82,708 4,086 46,157 100 203,708 12,551 629 4,156 10,515 10,494 621,209 22,551 9,826 18,740 4,476,661 21,456 9,546 18,704 27,603 5,339 8,847 62,245 3,825 25,380 54,647 15,636 246,092 25,384 12,810 136,157 14,300 23,716 184,241 30,913 691 12,713 89,014 22,125 11,852 1,575 8,246 60,617 41,799 77,800 26,309 6,050 1,638,403 34,845 1,361,218 781 22,250 30,865 93,139 18,349 6,914 38,411 2,339 51,654 292,034 18,414 22,974 29,398 119,622 2,590 41,068 18,054 18,921 316,994 444 28,752 18,594 109,843 122,777 63,519 2,621 20,873 55 131,511 9,938 394 3,727 8,958 8,493 435,084 16,720 7,907 12,347 3,201,494 17,565 6,627 15,056 19,089 1,428 2,811 45,189 3,459 12,290 37,861 12,219 142,224 13,314 5,204 74,608 7,661 16,746 129,998 13,607 249 5,198 63,737 14,195 10,257 393 5,839 42,354 34,973 28,350 18,050 4,521 Put 890,135 7,749 708,381 261 14,794 6,185 46,695 8,753 1,815 5,828 1,485 10,799 192,287 11,842 7,012 25,279 66,656 1,830 18,378 10,195 7,122 302,007 177 7,881 5,992 18,793 75,629 19,189 1,465 25,284 45 72,197 2,613 235 429 1,557 2,001 186,125 5,831 1,919 6,393 1,275,167 3,891 2,919 3,648 8,514 3,911 6,036 17,056 366 13,090 16,786 3,417 103,868 12,070 7,606 61,549 6,639 6,970 54,243 17,306 442 7,515 25,277 7,930 1,595 1,182 2,407 18,263 6,826 49,450 8,259 1,529 Average Daily Volume Total Call Put 10,196 6,606 172 141 8,345 5,489 6 4 149 90 149 124 564 376 109 74 35 28 198 172 18 11 252 208 1,953 1,178 122 74 121 93 220 119 751 482 18 10 240 166 114 73 105 76 2,496 1,278 41 30 148 116 99 75 519 443 800 495 334 256 16 11 186 84 4 2 821 530 51 40 3 2 17 15 42 36 42 34 2,505 1,754 94 69 45 36 91 60 18,051 12,909 87 71 38 27 75 61 111 77 25 7 36 11 251 182 191 173 102 50 220 153 63 49 992 573 102 54 52 21 549 301 120 64 96 68 743 524 125 55 63 23 51 21 359 257 89 57 48 41 34 8 37 26 244 171 169 141 314 114 106 73 24 18 3,589 31 2,856 1 60 25 188 35 7 26 7 44 775 48 28 102 269 7 74 41 29 1,218 12 32 24 76 305 77 6 102 2 291 11 1 2 6 8 751 24 9 31 5,142 16 12 15 34 19 24 69 18 53 68 14 419 49 31 248 56 28 219 70 40 30 102 32 6 25 11 74 28 199 33 6 CBOE Equity Options Volume (Includes LEAPS) 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 Standard Symbol Stock PCOM PDII BTU PECS PDX PGTV PEGS PMTR JCP PZL PSFT PBY PAS PEP PRGN PSEM PKI PER PRGO PTR PBR PGO PETM PFE PCG PPDI PRX PHA PCYC PD MO PHI P PNX PHTN PIR PCLE PVTL PXLW PDG PLXS PLUG PCL PLXT PMCS PNC PNM PPP PKX PRD RL PLCM PLMD PRSF POT PCH PWER PWAV PPG PRCS PX PPD PRST PRIA PR PCLN PDE PRM PG PRGY PGNX PGN PGR PL P-COM, Inc. 5,070 PDI, Inc. 26,733 Peabody Energy Corporation 8,347 PEC Solutions, Inc. 9,968 Pediatrix Medical Group, Inc. 31,274 Pegasus Communications Corp. 21,056 Pegasus Systems, Inc. 10,706 Pemstar, Inc. 11,026 Penney (J.C.) Company, Inc. 147,870 Pennzol-Quaker State Company 23,927 PeopleSoft Inc. 436,355 Pep Boys—Manny, Moe, & Jack (The) 28,698 PepsiAmericas, Inc. 793 PepsiCo, Inc. 744,703 Peregrine Systems Inc. 177,162 Pericom Semiconductor Corporation 12,423 Perkin-Elmer, Inc. 39,195 Perot Systems Corp. 19,400 Perrigo Company 8,406 PetroChina Company Limited 4,494 Petroleo Brasileiro S.A.-ADR 21,493 Petroleum Geo-Services A/S ADR 14,118 PETsMART, Inc. 5,754 Pfizer, Inc. 1,113,439 PG&E Corporation 131,809 Pharmaceutical Product Development 7,068 Pharmaceutical Resources, Inc. 61,891 Pharmacia Corp. 305,810 Pharmacyclics, Inc. 988 Phelps Dodge Corporation 68,579 Philip Morris Companies, Inc. 921,969 Philippine Long Distance Telephone Company ADR 14,851 Phillips Petroleum Company 63,766 Phoenix Companies, Inc. 2,013 Photon Dynamics, Inc. 1,900 Pier 1 Imports, Inc. 22,692 Pinnacle Systems, Inc. 11,615 Pivotal Corporation 14,402 Pixelworks, Inc. 69,001 Placer Dome, Inc. 153,870 Plexus Corporation Inc. 30,197 Plug Power, Inc. 112,770 Plum Creek Timber Company, LP 27,844 PLX Technology, I Inc. 7,060 PMC-Sierra Inc. 446,068 PNC Bank Corporation 27,969 PNM Resources, Inc. 436 Pogo Producing Company 20,923 Pohang Iron & Steel Company Ltd. 15,579 Polaroid Corporation 50,060 Polo Ralph Lauren Corp. 10,764 Polycom, Inc. 163,176 Polymedica Corp. 98,376 Portal Software, Inc. 175,992 Potash Corporation of Saskatchewan Inc. 24,151 Potlatch Corporation 6,941 Power-One, Inc. 69,410 Powerwave Technologies, Inc. 133,666 PPG Industries, Inc. 6,661 PRAECIS Pharmaceuticals Incorporated 23,365 Praxair, Inc. 346 Pre-Paid Legal Services, Inc. 52,300 Presstek, Inc. 23,788 PRI Automation Inc. 17,458 Price Communications Corp. 28,945 Priceline.com Inc. 80,451 Pride International 56,312 Primedia Inc. 25,478 Procter & Gamble Company (The) 306,325 Prodigy Communications Corp. 4,198 Progenics harmaceuticals, Inc. 6,553 Progress Energy, Inc. 8,626 Progressive Corporation (The) 44,641 Protective Life Corporation 14,105 Total Contract Volume Callff 4,187 14,791 5,172 6,184 17,897 12,650 8,731 9,544 83,445 19,719 264,503 24,356 529 472,373 109,755 9,457 29,972 17,453 5,576 3,418 6,254 10,770 5,233 734,994 76,024 5,120 46,711 229,305 184 43,054 599,518 7,225 43,221 1,367 1,600 17,034 9,386 7,296 45,628 137,938 18,709 72,261 15,522 6,025 239,527 19,316 331 12,614 12,723 27,450 6,308 121,764 33,230 122,885 13,837 4,768 48,918 86,698 2,857 11,747 67 21,179 21,801 11,443 17,307 69,351 37,781 2,323 186,728 3,913 4,505 6,504 26,934 10,983 Put 883 11,942 3,175 3,784 13,377 8,406 1,975 1,482 64,425 4,208 171,852 4,342 264 272,330 67,407 2,966 9,223 1,947 2,830 1,076 15,239 3,348 521 378,445 55,785 1,948 15,180 76,505 804 25,525 322,451 7,626 20,545 646 300 5,658 2,229 7,106 23,373 15,932 11,488 40,509 12,322 1,035 206,541 8,653 105 8,309 2,856 22,610 4,456 41,412 65,146 53,107 10,314 2,173 20,492 46,968 3,804 11,618 279 31,121 1,987 6,015 11,638 11,100 18,531 23,155 119,597 285 2,048 2,122 17,707 3,122 Average Daily Volume Total Call Put 20 108 97 100 126 85 43 49 596 96 1,759 116 4 3,003 714 50 158 78 41 18 87 57 575 4,490 531 29 458 1,233 4 277 3,718 60 257 33 8 92 47 58 278 620 122 455 112 28 1,799 113 3 84 63 202 43 658 397 710 97 28 280 539 27 94 1 211 96 70 117 324 227 103 1,235 17 26 35 180 57 17 60 60 62 72 51 35 43 336 80 1,067 98 3 1,905 443 38 121 70 27 14 25 43 523 2,964 307 21 346 925 1 174 2,417 29 174 22 6 69 38 29 184 556 75 291 63 24 966 78 2 51 51 111 25 491 134 496 56 19 197 350 12 47 0 85 88 46 70 280 152 9 753 16 18 26 109 44 4 48 37 38 54 34 8 7 260 17 693 18 1 1,098 272 12 37 8 14 4 61 14 52 1,526 225 8 112 308 3 103 1,300 31 83 11 1 23 9 29 94 64 46 163 50 4 833 35 1 34 12 91 18 167 263 214 42 9 83 189 15 47 1 125 8 24 47 45 75 93 482 1 8 9 71 13 29 CBOE Equity Options Volume (Includes LEAPS) 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 30 Standard Symbol Stock PDLI PRTN PFGI PVN PROX PSIX PTEK PHM PUMA PPRO QLGC QLTI OAT QCOM PWR DSS DGX QSFT STR QTRN Q RJR RDN RSH RVSN RMG RAL RMBS RRRR RATL RTN RAZF RDA RDRT RNWK RHAT RBAK RBK RTIX RCOM REI RRI RMDY ROIL RSG RIMM RECN RESP RTH RETK REV RFMD RMCI RAD RSTN COL ROK ROS RDC ROXI RY RCL RD RPM RSAS RI RTEC R SONE SABA TSG SAFC SFE SWY Protein Design Labs, Inc. Proton Energy Systems, Inc. Provident Financial Group Providian Financial Corp. (New) Proxim, Inc. PsiNet Inc. PTEK Holdings, Inc. Pulte Homes, Inc. Pumatech, Inc. Purchase Pro.com Inc. QLogic Corporation QLT Phototherapeutics, Inc. Quaker Oats Company (The) QUALCOMM, Inc. Quanta Services, Inc. Quantum Corp-DLT & Storage Systems Group Quest Diagnostics Incorporated Quest Software, Inc. Questar Corporation Quintiles Transnational Corporation Qwest Communications Int’l. R.J. Reynolds Tobacco Company Radian Group RadioShack RADVision Ltd. Rainbow Media Group Ralston Purina Company Rambus, Inc. Rare Medium Group Inc. Rational Software Corporation Raytheon Company Razorfish Inc. Reader’s Digest Association, Inc. (Class A) Read-Rite Corporation RealNetworks Inc. Red Hat, Inc. Redback Networks Reebok International Ltd. Regeneration Technologies, Inc. Register.com Reliant Energy, Inc. Reliant Resources, Inc. Remedy Corporation Remington Oil & Gas Corporation Republic Services Inc. - Class A Research in Motion Resources Connection, Inc. Respironics, Inc. Retail HOLDRs Trust Retek Inc. Revlon, Inc. (Class A) RF Micro Devices, Inc. Right Management Consultants, Inc. Rite Aid Corporation Riverstone Networks, Inc. Rockwell Collins Rockwell International Corporation Rostelecom-ADR Rowan Companies, Inc. Roxio, Inc. Royal Bank of Canada Royal Caribbean Cruises Ltd. Royal Dutch Petroleum Company RPM, Inc. RSA Security, Inc. Ruby Tuesday, Inc. Rudolph Technologies, Inc. Ryder System, Inc. S1 Corporation Saba Software, Inc. Sabre Holdings Corp. SAFECO Corporation Safeguard Scientifics, Inc. Safeway, Inc. Total Contract Volume Callff 168,445 13,752 4,756 339,094 18,462 28,112 3,191 51,254 15,682 172,190 294,884 59,348 153,603 2,807,387 42,155 13,894 59,729 29,616 9,332 47,907 338,500 33,120 13,123 74,041 2,901 546 287,607 397,395 4,001 185,920 153,280 10,370 12,935 196,131 66,402 51,293 398,547 32,881 3,145 10,565 36,274 18,596 16,003 19,123 24,693 382,470 4,728 2,431 4,589 22,964 4,518 367,337 745 260,419 128,451 3,913 34,003 4,383 46,340 23,505 1,048 36,091 46,136 11,495 46,634 33,123 12,126 25,000 32,347 13,592 27,565 20,503 27,563 171,607 111,223 9,061 2,779 199,632 12,498 26,390 2,950 27,541 12,191 122,888 165,717 29,056 91,924 1,897,778 21,599 9,342 41,725 19,577 6,998 33,499 211,202 20,450 3,255 54,233 2,517 319 172,239 304,506 3,744 114,903 95,551 461 8,930 156,093 41,259 43,303 265,217 18,508 1,323 8,622 27,376 12,063 12,082 14,325 16,587 211,000 1,922 1,791 1,641 15,367 2,347 241,438 526 175,154 75,209 3,173 23,236 2,983 31,287 22,625 755 16,647 35,193 9,853 26,549 28,490 7,256 18,255 21,724 7,317 14,565 13,653 18,074 104,642 Put 57,222 4,691 1,977 139,462 5,964 1,722 241 23,713 3,491 49,302 129,167 30,292 61,679 909,609 20,556 4,552 18,004 10,039 2,334 14,408 127,298 12,670 9,868 19,808 384 227 115,368 92,889 257 71,017 57,729 9,909 4,005 40,038 25,143 7,990 133,330 14,373 1,822 1,943 8,898 6,533 3,921 4,798 8,106 171,470 2,806 640 2,948 7,597 2,171 125,899 219 85,265 53,242 740 10,767 1,400 15,053 880 293 19,444 10,943 1,642 20,085 4,633 4,870 6,745 10,623 6,275 13,000 6,850 9,489 66,965 Average Daily Volume Total Call Put 679 56 19 1,367 74 113 13 207 63 694 1,189 239 619 11,320 170 56 241 119 40 193 1,365 134 53 299 12 3 1,160 1,602 16 750 618 42 52 791 268 207 1,607 133 15 43 146 119 65 86 100 1,542 29 11 29 93 18 1,481 28 1,050 624 32 137 18 187 240 9 146 186 46 188 134 49 101 130 55 111 83 111 692 448 37 11 805 50 106 12 111 49 496 668 117 371 7,652 87 38 168 79 30 135 852 82 13 219 10 2 695 1,228 15 463 385 2 36 629 166 175 1,069 75 6 35 110 77 49 64 67 851 12 8 10 62 9 974 19 706 365 26 94 12 126 231 6 67 142 40 107 115 29 74 88 30 59 55 73 422 231 19 8 562 24 7 1 96 14 199 521 122 249 3,668 83 18 73 40 10 58 513 51 40 80 2 1 465 375 1 286 233 40 16 161 101 32 538 58 9 8 36 42 16 22 33 691 17 3 18 31 9 508 8 344 258 6 43 6 61 9 2 78 44 7 81 19 20 27 43 25 52 28 38 270 CBOE Equity Options Volume (Includes LEAPS) 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 Standard Symbol Stock SAGI SLXP SCAI SNDK SANM SAP SAPE SLE SATC SAWS SBAC SBC SBSE ONNN HSIC SGP SLB SCH SCI SCLN SFA SCIO SEAC SEE S SBYN SEIC SEI SLMC SMTC SXT SEPR SQNM SRNA SRA SC SHW SHPGY SHFL SCRI SEBL SRP SIAL SGI SIMG SLAB SSTI SIVB SSSW SPLX SMDI SIRI SKM SKX SKIL SMTF SII SFD SSCC SLR SOI SAH SBLU SNWL SONS SNE FIBR SNDV SO SOTR LUV SOV SBSA SITE Sage, Inc. Salix Pharmaceuticals, Ltd. Sanchez Computer Associates SanDisk Corporation Sanmina SCI Corporation SAP AG Sapient Corporation Sara Lee Corporation SatCon Technology Corporation Sawtek Inc. SBA Communications SBC Communications, Inc. SBS Technologies, Inc. SCG Holding Corporation Schein (Henry), Inc. Schering-Plough Corporation Schlumberger Limited Schwab Corporation (The Charles) SCI Systems, Inc. SciClone Pharmaceuticals, Inc. Scientific-Atlanta, Inc. Scios Inc. SeaChange International, Inc. Sealed Air Corporation “New” Sears, Roebuck and Company SeeBeyond Technology Corporation SEI Investments Company Seitel, Inc. Select Medical Corporation Semtech Corporation Sensient Technologies Corporation Sepracor, Inc. Sequenom, Inc. SERENA Software, Inc. Serono SA Shell Transport & Trading Company, PLC ADR Sherwin-Williams Company (The) Shire Pharmaceuticals, Inc. Shuffle Master, Inc. SICOR Inc. Siebel Systems, Inc. Sierra Pacific Resources Sigma-Aldrich Corporation Silicon Graphics, Inc. Silicon Image, Inc. Silicon Laboratories, Inc. Silicon Storage Technology, Inc. Silicon Valley Bancshares SilverStream Software, Inc. Simplex Solutions, Inc. Sirenza Microdevices, Inc. Sirius Satellite Radio Sk Telecom Co., Ltd. ADS Skechers U.S.A., Inc. SkillSoft Corporation Smartfrorce PLC ADR Smith International, Inc. Smithfield Foods, Inc. Smurfit Stone Container Corporation Solectron Corporation Solutia Inc. Sonic Automotive, Inc. SONICblue Incorporated SonicWall, Inc. Sonus Networks, Inc. Sony Corporation ADR Sorrento Networks Corporation SoundView Technology Group, Inc. Southern Company (The) Southtrust Corp. Southwest Airlines Co. Sovereign Bancorp, Inc. Spanish Broadcasting System, Inc. Spectrasite Holdings, Inc. Total 2,570 1,496 6,319 135,728 242,114 94,380 44,772 38,297 2,755 70,750 22,911 240,059 12,325 18,123 29,885 422,094 689,725 614,554 127,434 8,234 131,252 100,001 16,468 42,751 125,134 12,072 12,819 34,277 1,867 37,463 5 171,983 12,143 54,541 14,719 10,244 26,735 309,563 2,270 43,173 1,992,861 4,633 49,802 1,946 1,517 18,838 79,964 31,152 11,591 377 4,339 35,276 16,477 4,253 134 26,999 116,567 9,572 31,000 500,717 11,349 7,213 21,062 39,496 285,371 14,990 50,459 2,178 80,216 14,645 195,010 27,301 159 30,814 Contract Volume Callff 1,784 835 4,093 84,589 155,242 46,488 25,666 14,178 2,181 51,048 14,549 129,238 7,296 15,799 24,477 312,034 488,807 438,074 72,671 6,041 83,455 71,016 10,202 13,726 58,154 10,354 9,924 25,125 800 22,262 5 112,989 7,373 37,290 10,346 7,387 9,615 189,281 1,859 35,737 1,230,123 3,013 17,001 1,155 1,470 10,773 60,583 15,439 1,392 372 2,819 24,292 14,056 2,830 102 18,725 38,684 4,000 23,217 298,571 7,246 5,981 18,625 24,834 213,502 7,017 43,399 1,973 51,204 12,105 154,782 17,187 76 27,040 Put 786 661 2,226 51,139 86,872 47,892 19,106 24,119 574 19,702 8,362 110,821 5,029 2,324 5,408 110,060 200,918 176,480 54,763 2,193 47,797 28,985 6,266 29,025 66,980 1,718 2,895 9,152 1,067 15,201 0 58,994 4,770 17,251 4,373 2,857 17,120 120,282 411 7,436 762,738 1,620 32,801 791 47 8,065 19,381 15,713 10,199 5 1,520 10,984 2,421 1,423 32 8,274 77,883 5,572 7,783 202,146 4,103 1,232 2,437 14,662 71,869 7,973 7,060 205 29,012 2,540 40,228 10,114 83 3,774 Average Daily Volume Total Call Put 10 14 25 547 976 381 181 154 23 285 92 968 55 73 121 1,702 2,781 2,478 514 33 529 403 66 172 505 54 52 138 19 151 0 693 49 220 59 41 108 1,248 9 174 8,036 23 201 8 6 76 322 126 47 11 17 142 66 19 19 109 470 39 125 2,019 46 29 85 159 1,151 60 203 9 323 59 786 110 1 124 7 8 17 341 626 187 103 57 18 206 59 521 33 64 99 1,258 1,971 1,766 293 24 337 286 41 55 234 46 40 101 8 90 0 456 30 150 42 30 39 763 7 144 4,960 15 69 5 6 43 244 62 6 11 11 98 57 13 15 76 156 16 94 1,204 29 24 75 100 861 28 175 8 206 49 624 69 0 109 3 6 9 206 350 193 77 97 5 79 34 447 23 9 22 444 810 712 221 9 193 117 25 117 270 8 12 37 11 61 0 238 19 70 18 12 69 485 2 30 3,076 8 132 3 0 33 78 63 41 0 6 44 10 6 5 33 314 22 31 815 17 5 10 59 290 32 28 1 117 10 162 41 0 15 31 CBOE Equity Options Volume (Includes LEAPS) 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 32 Standard Symbol Stock SPCT SPWX SFAM SPGLA SPLN FON PCS SPW MARY STJ SPC SPLS SBUX STRM STAA HOT STT SIB STN SCS STEL SRCL STE SSSS SWC SV STM STK STOR STLW SYK SIH SLC SUNW SDS SUN SRZ SNRS STI SCON SUPG SPN SURE SFY SWFT SWS SY SYD SCMR SYMC SBL SCOR SYT SNPS SNV SYY TROW TSM TTWO TALK TALX TNOX TGT TGEN TARO TCB TWE TECD TNL TCNO TK TKLC TEK TBH Spectrian Corp. SpeechWorks International Inc. SpeedFam-IPEC, Inc. Spiegel, Incorporated (Class A) Sportsline USA, Inc. Sprint Corporation Sprint Corporation PCS Group SPX Corporation St Mary Land & Exploration Company St. Jude Medical, Inc. St. Paul Companies, Inc. (The) Staples, Inc. Starbucks Corporation StarMedia Network STARR Surgical Company Starwood Hotels & Resorts Worldwide, Inc. State Street Corporation Staten Island Bancorp, Inc. Station Casinos, Inc. Steelcase Inc-Class A Stellent, Inc. Stericycle Inc. STERIS Corporation Stewart & Stevensen Services, Inc. Stillwater Mining Company Stilwell Financial, Inc. STMicroelectronics N.V. Storage Technology Corporation StorageNetworks, Inc. Stratos Lightwave, Inc. Stryker Corporation Sun International Hotels Ltd. Sun Life Financial Services Sun Microsystems, Inc. SunGard Data Systems Inc. Sunoco, Inc. Sunrise Assisted Living, Inc. Sunrise Technologies Int’l. SunTrust Banks, Inc. Superconductor Technologies, Inc. SuperGen, Inc. Superior Energy Services, Inc. SureBeam Corporation Swift Energy Company Swift Transporation Co., Inc. SWS Group, Inc. Sybase, Inc. Sybron Dental Specialities Sycamore Networks, Inc. Symantec Corporation Symbol Technologies, Inc. Syncor International Corporation Syngenta AG Synopsys, Inc. Synovous Financial Corp. Sysco Corporation T. Rowe Price Associates Taiwan Semiconductor Manufacturing Co. Take-Two Interactive Software Talk America Holdings Inc. TALX Corporation Tanox, Inc. Target Corporation Targeted Genetics Corporation Taro Pharmaceutical Industries Ltd. TCF Financial Corporation TD Waterhouse Group Tech Data Corporation Technitrol, Inc. Tecnomatix Technologies Ltd. Teekay Shipping Corporation Tekelec Tektronix Inc. Telebras HOLDRS Total 16,640 13,179 14,658 6,283 2,437 172,142 279,313 41,171 3,015 41,088 32,014 34,922 396,179 786 1,776 90,884 26,183 127 5,532 133 37,527 32,451 21,857 2,729 19,237 87,733 106,768 92,567 99,743 71,219 37,818 3,024 17,031 2,694,604 51,027 32,400 51,087 3,914 49,244 22,565 19,372 1,011 41,080 19,550 5,179 11,270 14,622 664 318,932 73,976 56,661 8,627 91 75,735 35,950 58,008 31,582 184,044 120,898 704 1,734 19,014 119,648 4,667 55,396 6,894 9,620 435 7,870 575 11,117 48,247 12,543 147,045 Contract Volume Callff 8,127 9,883 10,723 2,828 1,653 117,889 190,761 27,840 1,964 24,634 21,855 22,159 285,027 370 1,223 38,812 16,483 67 3,709 81 25,978 23,270 17,624 1,617 14,531 70,526 53,057 78,547 73,292 52,870 16,582 1,647 15,826 1,974,524 32,579 14,601 25,633 3,097 32,699 19,012 17,006 879 27,906 15,598 2,495 6,817 11,469 364 225,402 41,776 29,604 6,715 11 43,609 26,472 38,331 21,047 161,814 78,357 622 1,274 10,603 80,421 3,371 32,651 4,525 7,313 232 4,862 485 6,632 30,830 6,495 97,475 Put 8,513 3,296 3,935 3,455 784 54,253 88,552 13,331 1,051 16,454 10,159 12,763 111,152 416 553 52,072 9,700 60 1,823 52 11,549 9,181 4,233 1,112 4,706 17,207 53,711 14,020 26,451 18,349 21,236 1,377 1,205 720,080 18,448 17,799 25,454 817 16,545 3,553 2,366 132 13,174 3,952 2,684 4,453 3,153 300 93,530 32,200 27,057 1,912 80 32,126 9,478 19,677 10,535 22,230 42,541 82 460 8,411 39,227 1,296 22,745 2,369 2,307 203 3,008 90 4,485 17,417 6,048 49,570 Average Daily Volume Total Call Put 67 59 59 25 10 694 1,126 166 16 166 129 141 1,597 3 7 366 106 1 22 1 151 131 88 23 78 354 431 373 402 287 152 12 69 10,865 206 131 206 16 199 91 78 7 673 79 24 45 59 3 1,286 298 228 62 0 305 145 234 127 742 487 3 28 77 482 19 336 28 39 2 32 2 70 195 51 593 33 44 43 11 7 475 769 112 11 99 88 89 1,149 1 5 157 66 0 15 0 105 94 71 13 59 284 214 317 296 213 67 7 64 7,962 131 59 103 12 132 77 69 6 457 63 12 27 46 1 909 168 119 48 0 176 107 155 85 652 316 3 21 43 324 14 198 18 29 1 20 2 42 124 26 393 34 15 16 14 3 219 357 54 6 66 41 51 448 2 2 210 39 0 7 0 47 37 17 9 19 69 217 57 107 74 86 6 5 2,904 74 72 103 3 67 14 10 1 216 16 12 18 13 1 377 130 109 14 0 130 38 79 42 90 172 0 8 34 158 5 138 10 9 1 12 0 28 70 24 200 CBOE Equity Options Volume (Includes LEAPS) 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 Standard Symbol Stock TEO TLCP TDY TAR TEF TMX TNE TTEC TLAB TELM THC TER TERN TRLY TSO TEVA TX TXN THDO ASTN DSGX FINL GS MEDC PBG SGR TTN TGX TWAV TMO THQI TFS TIBX TMCS YUM TDW TIF TWTC TKR TIVO TJX TMPW TOL TLGD TOM TR TOPP TOS TOT TM TOY TWA TKTX TMTA RIG TXCC TVLY TRI TRB TMAR TGH TRMB TRMS TRPH TQNT OIL TZH TZIX TRW TAM TMWD TSTN TUTS TZA TWTR Telecom Argentina Stet-France Telecom S.A. ADR Telecorp PCS, Inc. Teledyne Technologies, Inc. Telefonica de Argentina, S.A. ADR Telefonica de Espana, S.A. ADR Telefonos de Mexico, S.A. de C.V. ADR TeleNorte Leste Participacoes SA ADS TeleTech Holdings, Inc. Tellabs, Inc. Tellum, Inc. Tenet Healthcare Corporation Teradyne, Inc. Terayon Communication Systems, Inc. Terra Networks, S.A. Tesoro Petroleum Corporation Teva Pharmaceutical Industries Ltd. ADR Texaco, Inc. Texas Instruments Incorporated The 3DO Company The Ashton Technology Group, Inc. The Descartes Systems Group Inc. The Finish Line - Class A The Goldman Sachs Group, Inc. The Med-Design Corporation The Pepsi Bottling Group, Inc. The Shaw Group, Inc. The Titan Corporation Theragenics Corporation Therma-Wave, Inc. Thermo Electron Corporation THQ Inc. Three-Five, Systems, Inc. TIBCO Software Ticketmaster Class B Ticon Global Restaurants Tidewater, Inc. Tiffany & Co. Time Warner Telecom Inc. Timken Company (The) TiVo, Inc. TJX Companies, Inc. (The) TMP Worldwide, Inc. Toll Brothers, Inc. Tollgrade Communications, Inc. Tommy Hilfiger Corporation Tootsie Roll Industries, Inc. Topps Company Tosco Corporation Total Fina S.A. (ADR) Toyota Motor Corporation ADR Toys “R” Us, Inc. Trans World Airlines, Inc. Transkaryotic Transmeta Corporation Transocean Sedco Forex Inc. TranSwitch Corporation Travelocity.com Triad Hospitals Tribune Company Trico Marine Services, Inc. Trigon Healthcare, Inc. Trimble Navigation Ltd. Trimeris Inc. Tripath Technology, Inc. Triquint Semiconductor, Inc. Triton Energy Ltd. Trizec Hahn Corporation TriZetto Group, Inc. TRW, Inc. Tubos de Acero de Mexico SA ADR Tumbleweed ommunications Corp. Turnstone Systems, Inc. Tut Systems, Inc. TV Azteca S.A. de C.V. Tweeter Home Entertainment Group, Inc. Total Contract Volume Callff 35,838 11,699 3,856 10,763 57,863 233,309 51,626 18,942 174,653 24,127 52,381 76,906 57,581 55,153 508 114,533 56,286 2,293,877 1,791 639 17,781 671 699,299 3,450 13,562 98,101 72,987 16,745 7,052 53,154 66,137 34,828 93,065 7,567 61,656 57,910 62,651 38,765 6,362 45,075 97,280 111,655 22,701 23,938 57,297 1,763 8,773 16,311 12,500 7,217 87,680 115 14,318 68,893 204,620 83,327 30,174 2,614 17,960 7,731 7,290 11,823 14,699 3,147 347,127 117,892 5,143 974 56,758 8,118 4,356 9,590 1,286 6,673 11,722 23,948 9,063 2,525 5,039 30,872 120,914 42,370 7,337 99,115 21,119 29,101 45,502 43,366 35,836 335 70,602 33,201 1,453,810 1,679 639 12,028 440 306,835 1,996 8,210 67,978 53,935 13,195 3,843 28,512 29,531 24,762 72,027 6,980 36,047 29,493 20,314 21,815 4,243 30,381 59,347 70,012 14,524 12,169 47,935 1,035 7,486 8,442 5,081 4,221 50,621 50 10,658 44,120 151,688 35,876 19,160 476 8,624 5,925 3,880 8,732 9,609 2,631 251,685 99,993 4,415 952 38,404 6,035 3,782 5,679 771 5,379 7,388 Put 11,890 2,636 1,331 5,724 26,991 112,395 9,256 11,605 75,538 3,008 23,280 31,404 14,215 19,317 173 43,931 23,085 840,067 112 0 5,753 231 392,464 1,454 5,352 30,123 19,052 3,550 3,209 24,642 36,606 10,066 21,038 587 25,609 28,417 42,337 16,950 2,119 14,694 37,933 41,643 8,177 11,769 9,362 728 1,287 7,869 7,419 2,996 37,059 65 3,660 24,773 52,932 47,451 11,014 2,138 9,336 1,806 3,410 3,091 5,090 516 95,442 17,899 728 22 18,354 2,083 574 3,911 515 1,294 4,334 Average Daily Volume Total Call Put 145 47 17 43 233 941 208 76 704 271 211 310 232 222 2 462 227 9,250 7 3 72 19 2,820 27 55 396 294 68 32 214 267 140 375 31 249 234 253 156 26 182 392 450 92 97 231 8 35 66 50 29 354 0 58 316 825 336 122 11 72 31 34 48 59 15 1,400 475 21 9 229 33 18 39 5 27 47 97 37 11 20 124 488 171 30 400 237 117 183 175 145 1 285 134 5,862 7 3 49 13 1,237 15 33 274 217 53 17 115 119 100 290 28 145 119 82 88 17 123 239 282 59 49 193 5 30 34 20 17 204 0 43 202 612 145 77 2 35 24 18 35 39 13 1,015 403 18 9 155 24 15 23 3 22 30 48 11 6 23 109 453 37 47 305 34 94 127 57 78 1 177 93 3,387 0 0 23 7 1,583 11 22 121 77 14 14 99 148 41 85 2 103 115 171 68 9 59 153 168 33 47 38 3 5 32 30 12 149 0 15 114 213 191 44 9 38 7 16 12 21 3 385 72 3 0 74 8 2 16 2 5 17 33 CBOE Equity Options Volume (Includes LEAPS) 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 34 Standard Symbol Stock TXU TYC TCM TSN USB UAL UBS UCI ULCM UDS UTEK UNP UIS UNH UMC UNFI UPCOY UPS X USTR UTX UTHR UCOMA UAXS UHS UOPX UVN UCL UNM U USON SLM USAI USU USFC USG USIX UST UCU UTSI VFC LNUX VLNC VLO VVTV VARI VSEA VAST VECO VMSI VTIV VRSN VTS VRTS VRTY VZ VATA VRTX VERT VIA VIAB VSAT VAS VICR VWPT VIGN VISG VIP VPI VION VRTA VPHM VSH VSNX TXU Company Tyco International Limited TyCom Ltd. Tyson Foods, Inc. (Class A) U.S. Bancorp UAL Corporation UBS AG UICI Ulticom, Inc. Ultramar Diamond Shamrock Corp. Ultratech Stepper, Inc. Union Pacific Corporation Unisys Corporation United HealthCare Corporation United Microelectronics Corporation United Natural Foods, Inc. United Pan-Europe Communications Class A United Parcel Service, Inc. United States Seel Corporation United Stationers, Inc. United Technologies Corporation United Therapeutics Corp. Unitedglobalcom, Inc. Universal Access Global Holdings Inc. Universal Health Services, Inc. University of Phoenix Online Univision Communications Inc. Unocal Corporation Unumprovident Corporation US Airways Group, Inc. US Oncology, Inc. USA Education, Inc. USA Networks, Inc. USEC, Inc. USFreightways Corporation USG Corporation Usinternetworking, Inc. UST Inc. UtiliCorp United, Inc. UTStarcom, Inc. V.F. Corporation VA Software Corporation Valence Technology, Inc. Valero Energy Corporation ValueVision Intl Inc. - Class A Varian Inc. Varian Semiconductor Equipment Associates, Inc. Vastera, Inc. Veeco Instruments Inc. Ventana Medical Systems Ventiv Health, Inc. Verisign Inc. Veritas DGC, Inc. VERITAS Software Corporation Verity, Inc. Verizon Communications, Inc. Versata, Inc Vertex Pharmaceuticals, Inc. VerticaNet, Inc. Viacom, Inc. Viacom, Inc. (Class B) ViaSat, Inc. Viasys Healthcare, Inc. Vicor Corporation Viewpoint Corporation Vignette Corporation Visage Technology, Inc. Vimpel-Communications ADR Vintage Petroleum, Inc. Vion Pharmaceuticals, Inc. Virata Corporation Viropharma, Inc. Vishay Intertechnology, Inc. Visionics Corporation Total Contract Volume Callff 5,761 1,524,356 54,098 126,781 250,621 160,879 16,838 4,105 11,287 13,558 36,434 7,701 98,760 246,179 24,539 4,486 1,458 458,416 25,272 14,340 231,210 44,159 64,676 23,809 35,715 2,623 34,573 66,623 17,245 115,293 25,362 72,890 85,159 3,300 4,584 61,668 4,210 17,963 3,442 69,874 23,648 11,726 37,182 60,880 6,121 9,257 23,673 1,011 46,769 7,736 2,230 440,351 11,547 1,219,095 44,172 456,431 1,723 37,367 12,331 38,197 266,407 4,699 788 8,431 1,428 100,328 5,854 20,063 11,418 5,393 57,020 58,844 58,608 7,966 2,698 947,367 34,725 103,340 193,329 76,936 5,858 3,317 8,829 8,201 23,398 3,253 71,955 131,920 19,956 3,261 1,202 402,675 19,073 9,067 126,896 33,025 51,884 17,643 18,887 1,912 22,288 46,056 14,399 67,375 20,872 47,065 54,127 2,998 2,403 28,124 3,883 14,376 1,722 55,175 8,042 9,079 31,392 36,960 5,345 4,610 13,908 781 25,285 3,127 1,707 247,289 9,912 572,921 20,734 303,139 1,031 23,408 9,766 19,879 173,863 3,096 778 4,216 1,096 77,997 5,173 13,615 8,056 4,507 26,683 38,176 33,354 6,042 Put 3,063 576,989 19,373 23,441 57,292 83,943 10,980 788 2,458 5,357 13,036 4,448 26,805 114,259 4,583 1,225 256 55,741 6,199 5,273 104,314 11,134 12,792 6,166 16,828 711 12,285 20,567 2,846 47,918 4,490 25,825 31,032 302 2,181 33,544 327 3,587 1,720 14,699 15,606 2,647 5,790 23,920 776 4,647 9,765 230 21,484 4,609 523 193,062 1,635 646,174 23,438 153,292 692 13,959 2,565 18,318 92,544 1,603 10 4,215 332 22,331 681 6,448 3,362 886 30,337 20,668 25,254 1,924 Average Daily Volume Total Call Put 23 6,147 218 511 1,011 649 68 17 46 55 147 31 398 993 109 22 6 1,848 102 58 932 178 261 96 144 25 139 269 70 465 102 294 343 23 26 249 17 78 14 282 95 47 150 245 25 37 95 7 189 31 12 1,776 47 4,916 178 1,840 7 151 50 154 1,074 23 53 34 6 405 266 81 46 22 230 237 236 190 11 3,820 140 417 780 310 24 13 36 33 94 13 290 532 89 16 5 1,624 77 37 512 133 209 71 76 18 90 186 58 272 84 190 218 21 14 113 16 62 7 222 32 37 127 149 22 19 56 6 102 13 9 997 40 2,310 84 1,222 4 94 39 80 701 15 52 17 4 315 235 55 32 18 108 154 134 144 12 2,327 78 95 231 338 44 3 10 22 53 18 108 461 20 6 1 225 25 21 421 45 52 25 68 7 50 83 11 193 18 104 125 2 12 135 1 16 7 59 63 11 23 96 3 19 39 2 87 19 3 778 7 2,606 95 618 3 56 10 74 373 8 1 17 1 90 31 26 14 4 122 83 102 46 CBOE Equity Options Volume (Includes LEAPS) Standard Symbol 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 VC EYE VTSS VITR V VOD BER WNC WB WAG WMT WM WCNX WMI WGRD WAT WPI WAVX WFT WEBX HLTH WEBM WBSN WLP WFC WEN WSTC WDC WMUX WR W WY WHR WFMI OATS WLL WCG WMB WSM WSH WIND WIN WGO WCIIQ WCLX WJCI WORK WAXS MCIT WCOM WGAT XEL XLA XRX XICO XLNX XL XMSR XOXO XOMA XTO YHOO YELL YRK YSTM ZLC ZBRA ZMH ZION ZIXI ZOLT ZRAN Stock Visteon Corp. VISX, Incorporated Vitesse Semiconductor Corporation Vitria Technology, Inc. Vivendi SA Vodafone Group PLC ADR W.R. Berkley Corporation Wabash National Corporation Wachovia Corporation Walgreen Company Wal-Mart Stores, Inc. Washington Mutual, Inc. Waste Connections, Inc. Waste Management, Inc. WatchGuard Technologies, Inc. Waters Corporation Watson Pharmaceuticals, Inc. Wave Systems Corporation Weatherford International, Inc. WebEx Communications, Inc. WebMD Corporation WebMethods, Inc. Websense, Inc. WellPoint Health Networks, Inc. (Class A) Wells Fargo & Company Wendy’s International, Inc. West Corporation Western Digital Corporation Western Multiplex Corporation Western Resources, Inc. Westvaco Corporation Weyerhaeuser Company Whirlpool Corporation Whole Foods Market, Inc. Wild Oats Markets, Inc. Willamette Industries, Inc. Williams Communications Group, Inc. Williams Companies, Inc. (The) Williams-Sonoma, Inc. Willis Group Holdings Limited Wind River Systems, Inc. Winn-Dixie Stores, Inc. Winnebago Industries, Inc. Winstar Communications, Inc. Wisconsin Central Transportation Corporation WJ Communications, Inc. Workflow Management, Inc. World Access, Inc. WorldCom, Inc. - MCI Group WorldCom, Inc. - WorldCom Group WorldGate Communications, Inc. Xcel Energy, Inc. Xcelera.com Xerox Corporation Xicor Inc. Xilinix, Inc. XL Capital LTD XM Satellite Radio Holdings, Inc. XO Comunications, Inc. XOMA Ltd. XTO Energy Inc. Yahoo! Inc. Yellow Corporation York International Corporation Youthstream Media Networks Zale Corporation Zebra Technologies, Inc. Zimmer Holdings, Inc. Zions Bancorporation ZixIt Corp. Zoltek Companies, Inc. Zoran Corp. Total Contract Volume Callff 15,526 19,536 391,837 25,416 50,368 328,524 13,138 3,737 387,408 95,409 1,453,005 236,806 11,036 84,968 26,157 90,424 190,016 18,168 172,497 35,538 71,237 82,905 5,973 59,731 394,440 22,037 301 42,404 6,470 596 588 48,163 118,193 36,419 9,157 283,503 242,338 326,315 50,023 4,227 24,015 31,012 14,923 91,104 4,836 1,960 7,099 16,175 51,492 1,578,604 2,026 1,493 21,798 714,606 5,814 689,299 3,046 126,353 264,881 64,007 44,606 1,572,492 691 13,486 70 5,085 31,631 3,349 52,071 22,901 2,065 31,318 11,141 12,846 236,995 19,963 29,608 186,279 8,266 2,252 282,512 49,344 992,870 161,109 6,224 57,309 18,593 74,588 108,493 16,924 59,335 19,059 49,987 47,637 3,472 41,186 104,265 10,542 61 32,462 5,523 482 560 28,334 36,984 14,158 5,460 189,671 159,905 206,418 21,229 3,168 7,473 17,415 7,048 65,755 1,335 1,508 6,919 5,746 34,610 1,068,380 1,479 1,365 15,175 517,280 4,190 383,111 1,883 93,952 165,806 51,194 35,656 871,859 403 11,076 70 1,995 15,040 3,012 30,436 15,324 1,783 22,089 Put 4,385 6,690 154,842 5,453 20,760 142,245 4,872 1,485 104,896 46,065 460,135 75,697 4,812 27,659 7,564 15,836 81,523 1,244 113,162 16,479 21,250 35,268 2,501 18,545 290,175 11,495 240 9,942 947 114 28 19,829 81,209 22,261 3,697 93,832 82,433 119,897 28,794 1,059 16,542 13,597 7,875 25,349 3,501 452 180 10,429 16,882 510,224 547 128 6,623 197,326 1,624 306,188 1,163 32,401 99,075 12,813 8,950 700,633 288 2,410 0 3,090 16,591 337 21,635 7,577 282 9,229 Average Daily Volume Total Call Put 63 79 1,580 102 203 1,325 64 15 1,562 385 5,859 955 45 343 105 365 766 73 696 156 287 334 29 241 1,590 89 11 171 29 2 2 194 477 147 37 1,143 977 1,316 202 69 97 125 60 367 20 9 29 65 384 6,365 8 6 88 2,881 23 2,779 12 509 1,068 258 180 6,341 11 54 0 28 128 34 210 92 8 126 45 52 956 80 119 751 41 9 1,139 199 4,004 650 25 231 75 301 437 68 239 84 202 192 17 166 420 43 2 131 25 2 2 114 149 57 22 765 645 832 86 52 30 70 28 265 5 7 28 23 258 4,308 6 6 61 2,086 17 1,545 8 379 669 206 144 3,516 7 45 0 11 61 31 123 62 7 89 18 27 624 22 84 574 24 6 423 186 1,855 305 19 112 31 64 329 5 456 72 86 142 12 75 1,170 46 9 40 4 0 0 80 327 90 15 378 332 483 116 17 67 55 32 102 14 2 1 42 126 2,057 2 1 27 796 7 1,235 5 131 399 52 36 2,825 5 10 0 17 67 3 87 31 1 37 35 CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 36 Standard Symbol Stock CSCO MSFT GE INTC IBM AOL ORCL EMC C DELL QCOM SUNW NOK TXN NT ENE JNPR GLW JDSU CIEN SEBL LU T WCOM YHOO TYC WMT BRCM JPM BAC BRCD VRTS HWP AMGN XOM AMCC PFE ERICY BEAS JNJ MRK HON BA MO EBAY AMD F CPQ AMAT MOT MWD CPN HD PEP MU XRX AMZN MER AIG BMY GS SLB XLNX GMH NXTL HAL KO GM KKD APC OPWV NVDA EMLX Cisco Systems, Inc. 10,405,302 Microsoft Corporation 9,394,062 General Electric Company 5,802,856 Intel Corporation 5,198,414 International Business Machines Corporation 5,131,937 AOL Time Warner, Inc 4,690,911 Oracle Corporation 4,476,661 EMC Corporation 4,196,822 Citigroup, Inc. 3,179,072 Dell Computer Corp. 3,063,893 QUALCOMM, Inc. 2,807,387 Sun Microsystems, Inc. 2,694,604 Nokia Corporation ADR 2,528,538 Texas Instruments Incorporated 2,293,877 Nortel Networks Corporation 2,069,599 Enron Corporation 2,062,973 Juniper Networks, Inc. 2,052,262 Corning Incorporated 2,051,303 JDS Uniphase Corp. 2,031,308 Ciena Corporation 2,027,434 Siebel Systems, Inc. 1,992,861 Lucent Technologies, Inc. 1,978,204 AT&T Corporation 1,917,195 WorldCom, Inc. - WorldCom Group 1,578,604 Yahoo! Inc. 1,572,492 Tyco International Limited 1,524,356 Wal-Mart Stores, Inc. 1,453,005 Broadcom, Inc. 1,436,337 J.P. Morgan Chase & Co. 1,413,364 Bank of America Corporation 1,389,366 Brocade Communications 1,336,319 VERITAS Software Corporation 1,219,095 Hewlett-Packard Company 1,210,047 Amgen, Inc. 1,194,730 Exxon Mobil Corporation 1,192,777 Applied Micro Circuits Corporation 1,142,396 Pfizer, Inc. 1,113,439 Ericsson (L.M.) Telephone Co. ADR 1,103,855 BEA Systems, Inc. 1,101,017 Johnson & Johnson 1,084,744 Merck & Co., Inc. 1,004,768 Honeywell International Inc. 958,573 Boeing Company (The) 957,198 Philip Morris Companies, Inc. 921,969 eBay, Inc. 921,803 Advanced Micro Devices, Inc. 901,359 Ford Motor Company 892,083 Compaq Computer Corporation 889,361 Applied Materials, Inc. 854,907 Motorola, Inc. 799,269 Morgan Stanley 772,715 Calpine Corporation 772,027 Home Depot, Inc. (The) 754,924 PepsiCo, Inc. 744,703 Micron Technology, Inc. 733,666 Xerox Corporation 714,606 Amazon.Com Inc. 713,658 Merrill Lynch & Co., Inc. 709,967 American International Group, Inc. 706,892 Bristol-Myers Squibb Company 701,165 The Goldman Sachs Group, Inc. 699,299 Schlumberger Limited 689,725 Xilinix, Inc. 689,299 General Motors Corp(Hughes Electronics) Class H 681,531 NEXTEL Communications, Inc. (Class A) 672,426 Halliburton Company 672,021 Coca-Cola Company (The) 652,384 General Motors Corporation 647,821 Krispy Kreme Doughnuts, Inc. 629,938 Anadarko Petroleum Corporation 625,081 Openwave Systems, Inc. 621,209 NVIDIA Corp 619,001 Emulex Corporation 618,590 Total Contract Volume Callff 7,090,967 5,325,172 3,474,880 3,133,717 2,824,201 2,968,779 3,201,494 2,570,576 1,950,858 1,963,660 1,897,778 1,974,524 1,638,403 1,453,810 1,361,218 1,176,184 1,017,582 1,367,772 1,344,571 1,169,513 1,230,123 1,383,423 1,259,453 1,068,380 871,859 947,367 992,870 830,555 710,605 863,876 954,199 572,921 743,152 788,638 830,442 696,211 734,994 870,452 615,623 685,268 598,104 581,212 540,018 599,518 471,816 603,068 490,401 619,780 444,657 527,481 482,111 441,369 478,422 472,373 436,563 517,280 412,956 400,459 429,531 472,227 306,835 488,807 383,111 482,380 429,116 406,103 450,641 390,553 311,564 314,031 435,084 316,994 382,243 Put 3,314,335 4,068,890 2,327,976 2,064,697 2,307,736 1,722,132 1,275,167 1,626,246 1,228,214 1,100,233 909,609 720,080 890,135 840,067 708,381 886,789 1,034,680 683,531 686,737 857,921 762,738 594,781 657,742 510,224 700,633 576,989 460,135 605,782 702,759 525,490 382,120 646,174 466,895 406,092 362,335 446,185 378,445 233,403 485,394 399,476 406,664 377,361 417,180 322,451 449,987 298,291 401,682 269,581 410,250 271,788 290,604 330,658 276,502 272,330 297,103 197,326 300,702 309,508 277,361 228,938 392,464 200,918 306,188 199,151 243,310 265,918 201,743 257,268 318,374 311,050 186,125 302,007 236,347 Average Daily Volume Total Call Put 41,957 37,879 23,399 20,961 20,693 18,915 18,051 16,923 12,819 12,354 11,320 10,865 10,196 9,250 8,345 8,318 8,275 8,271 8,191 8,175 8,036 7,977 7,731 6,365 6,341 6,147 5,859 5,792 5,699 5,602 5,388 4,916 4,879 4,817 4,810 4,606 4,490 4,451 4,440 4,374 4,051 3,865 3,860 3,718 3,717 3,635 3,597 3,586 3,447 3,223 3,116 3,113 3,044 3,003 2,958 2,881 2,878 2,863 2,850 2,827 2,820 2,781 2,779 2,748 2,711 2,710 2,631 2,612 2,540 2,520 2,505 2,496 2,494 28,593 21,472 14,012 12,636 11,388 11,971 12,909 10,365 7,866 7,918 7,652 7,962 6,606 5,862 5,489 4,743 4,103 5,515 5,422 4,716 4,960 5,578 5,078 4,308 3,516 3,820 4,004 3,349 2,865 3,483 3,848 2,310 2,997 3,180 3,349 2,807 2,964 3,510 2,482 2,763 2,412 2,344 2,177 2,417 1,902 2,432 1,977 2,499 1,793 2,127 1,944 1,780 1,929 1,905 1,760 2,086 1,665 1,615 1,732 1,904 1,237 1,971 1,545 1,945 1,730 1,638 1,817 1,575 1,256 1,266 1,754 1,278 1,541 13,364 16,407 9,387 8,325 9,305 6,944 5,142 6,557 4,952 4,436 3,668 2,904 3,589 3,387 2,856 3,576 4,172 2,756 2,769 3,459 3,076 2,398 2,652 2,057 2,825 2,327 1,855 2,443 2,834 2,119 1,541 2,606 1,883 1,637 1,461 1,799 1,526 941 1,957 1,611 1,640 1,522 1,682 1,300 1,814 1,203 1,620 1,087 1,654 1,096 1,172 1,333 1,115 1,098 1,198 796 1,213 1,248 1,118 923 1,583 810 1,235 803 981 1,072 813 1,037 1,284 1,254 751 1,218 953 CBOE Top 100 Equity Options Volume (Includes LEAPS) 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 Standard Symbol Stock SCH BBY EK GX CD CHKP LSI IMCL NTAP NNS SLR CTXS NVLS ET BBH CNC UPS VZ FLEX MCD BGEN PMCS VRSN MERQ CMRC PSFT IP Schwab Corporation (The Charles) Best Buy Co., Inc. Eastman Kodak Company Global Crossing Ltd. Cendant Corporation Check Point Software Technologies Ltd. LSI Logic Corporation ImClone Systems Incorporated Network Appliance Corp. Newport News Shipbuilding Inc. Solectron Corporation Citrix Systems, Inc. Novellus Systems, Inc. E*Trade Group Inc. Biotech HOLDRS Trust Conseco, Inc. United Parcel Service, Inc. Verizon Communications, Inc. Flextronics International Ltd. McDonald’s Corporation Biogen, Inc. PMC-Sierra Inc. Verisign Inc. Mercury Interactive Corporation Commerce One, Inc. PeopleSoft Inc. International Paper Company Total Contract Volume Callff 614,554 598,151 594,174 584,698 579,952 574,838 568,545 560,028 541,159 505,096 500,717 495,210 484,321 477,930 475,109 460,549 458,416 456,431 456,190 454,472 453,845 446,068 440,351 440,331 438,191 436,355 433,135 438,074 298,208 253,220 381,520 355,828 306,664 381,986 404,090 342,472 376,794 298,571 348,134 292,034 353,846 171,320 295,212 402,675 303,139 300,030 222,248 292,917 239,527 247,289 257,947 298,260 264,503 227,550 Put 176,480 299,943 340,954 203,178 224,124 268,174 186,559 155,938 198,687 128,302 202,146 147,076 192,287 124,084 303,789 165,337 55,741 153,292 156,160 232,224 160,928 206,541 193,062 182,384 139,931 171,852 205,585 Average Daily Volume Total Call Put 2,478 2,412 2,396 2,358 2,339 2,318 2,293 2,258 2,182 2,037 2,019 1,997 1,953 1,927 1,916 1,857 1,848 1,840 1,839 1,833 1,830 1,799 1,776 1,776 1,767 1,759 1,747 1,766 1,202 1,021 1,538 1,435 1,237 1,540 1,629 1,381 1,519 1,204 1,404 1,178 1,427 691 1,190 1,624 1,222 1,210 896 1,181 966 997 1,040 1,203 1,067 918 712 1,209 1,375 819 904 1,081 752 629 801 517 815 593 775 500 1,225 667 225 618 630 936 649 833 778 735 564 693 829 37 INDEX OPTIONS -2001 Index Options Launch Dates Standard & Poor’s Indexes OEX® (Standard & Poor’s 100 Index Options): March 11, 1983. OEX (Reduced-Value) LEAPS: December 11, 1990. ® XEO (European-Style Standard & Poor’s 100 Index Options): July 23, 2001. TM SPX (Standard & Poor’s 500 Index Options): July 1, 1983 (American-style), April 2, 1986 (European-style). SPL (Standard & Poor’s Long-Dated Options): October 19, 1987. SPX (Reduced-Value) LEAPS: January 21, 1991. S&P 500/BARRA Growth (SGX) and Value (SVX) Index Options: November 6, 1995. S&P SmallCap 600 Index Options (SML): June 5, 1995. Standard & Poor’s Sector Indexes S&P Banks Index (BIX), May 24, 1993. S&P Chemical Index (CEX), May 24, 1993. S&P Health Care Index (HCX), May 24, 1993. S&P Insurance Index (IUX), May 24, 1993. S&P Retail Index (RLX), May 24, 1993. S&P Transportation Index (TRX), May 24, 1993. Dow Jones Averages SM Options and LEAPS on the Dow Jones Industrial Average (DJX): October 6, 1997. SM Options on the Dow Jones Transportation Average (DTX): October 6, 1997. SM Options on the Dow Jones Utility Average (DUX): October 6, 1997. SM Options on The Dow 10 (MUT): January 4, 1999. SM Options on the Dow Jones Internet Commerce Index (ECM): February 26, 1999. SM Options on the Dow Jones Equity REIT Index (DJR): April 19, 1999. ® Nasdaq-100 Index Options (NDX): February 7, 1994. ® Mini Nasdaq-100 Index Options (MNX): August 14, 2000. Nikkei 300 Index Options (NIK): July 29, 1994. ® NYSE Composite Index Options (NYA): April 28, 1997. ® Russell 2000 Index Options (RUT) and LEAPS: November 11, 1992. Chicago Board Options Exchange Indexes CBOE Mexico Index Options (MEX) and LEAPS: July 18, 1994. CBOE Gold Index (GOX), April 29, 1996. CBOE Internet Index (INX), February 20, 1996. CBOE Oil Index (OIX), April 29, 1996. CBOE Technology Index (TXX), August 14, 1995. TM Goldman Sachs Technology Indexes (GSTI ) Sector Indexes GSTI Composite (GTC), September 28, 1996. GSTI Hardware (GHA), September 28, 1996. GSTI Internet (GIN), September 28, 1996. GSTI Multimedia Networking (GIP), September 28, 1996. GSTI Semiconductor (GSM), September 28, 1996. GSTI Services (GSV), September 28, 1996. GSTI Software (GSO), September 28, 1996. Morgan Stanley Indexes Morgan Stanley Multinational Company Index Options (NFT), April 9, 1997. Morgan Stanley Biotech Index (MVB), October 22, 2001. Morgan Stanley Retail Index (MVR), October 22, 2001. Morgan Stanley Oil Services Index (MGO), October 22, 2001. FLEX Options ® ® CBOE 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 for a list of equities that are FLEX eligible. Index FLEX options are available on the S&P 100, S&P 500, Nasdaq-100, Russell 2000 Indexes and the Dow Jones Industrial Average. Equity FLEX Options began trading October 24, 1996 and Index FLEX Options began trading February 26, 1993. 38 Most Active Indexes—2001 The following is a description of the index options most actively traded during 2001. Please refer to www.cboe.com for a complete description of each product. OEX® (Standard & Poor’s 100 Index Options): Options are based on the Standard &Poor’s 100 Index which is a capitalization-weighted index of 100 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. The impact of a component’s price change is proportional to the issue’s total market value, which is the share price times the number of shares outstanding. These are summed for all 100 stocks and divided by a predetermined base value. The base value for the S&P 100 Index is adjusted to reflect changes in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. OEX options are available in the four near-term months plus 1 month from the March cycle and are American-style exercise (they may be exercised on any 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. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash on the business day following expiration. OEX FLEX and LEAPS (based on 1/5th of the OEX level) are also traded. SPXTM (Standard & Poor’s 500 Index Options): Options are based on the Standard & Poor’s 500 Index which is a capitalization-weighted index of 500 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. The impact of a component’s price change is proportional to the issue’s total market value, which is the share price times the number of shares outstanding. These are summed for all 500 stocks and divided by a predetermined base value. The base value for the S&P 500 Index is adjusted to reflect changes in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. SPX options are available in the three near-term months followed by three additional months from the March quarterly cycle (March, June, September and December) and 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. If a stock in the index does not open on the day on which the exercise-settlement value is determined, the last reported sales price in the primary market will be used in calculating the exercisesettlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. 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 (based on 1/10th of the SPX level) and Long -dated (SPL) 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 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. If a stock in the index does not open on the day on which the exercise-settlement value is determined, the last reported sales price in the primary market will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. 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. The index was created in 1985 with a base value set to 250 on February 1 of that year. After reaching a level of nearly 800 on December 31, 1993, the index level was halved on January 3, 1994. The Nasdaq Stock Market calculates and disseminates NDX every 15 seconds during the trading day. 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 based on a volume-weighted average of prices reported in the first five minutes of trading for each of the component securities on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the day on which the exercise-settlement value is calculated, the last sales price reported to The Nasdaq Stock Market will be used in calculating the exercisesettlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. NDX exercise-settlement calculation changed on April 22, 1996. NDX FLEX are available. MNX (CBOE Mini-NDX Index Options): The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). NDX is a modified capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock Market. The index was created in 1985 with a base value set to 250 on February 1 of that year. After reaching a level of nearly 800 on December 31, 1993, the index level was halved on January 3, 1994. MNX is 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 exercisesettlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10. 39 INDEX OPTIONS -2001 Total Index Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Contract Volume Put Call 21 19 22 20 22 21 21 23 15 23 21 20 248 1,754,297 1,735,379 2,217,772 2,242,971 1,706,438 1,633,071 1,505,300 1,639,556 1,966,771 2,187,318 1,717,477 1,339,538 21,645,888 1,939,223 2,184,605 3,341,855 2,970,288 2,413,355 2,239,266 2,002,747 2,394,116 3,065,949 3,121,210 2,598,154 2,093,263 30,364,031 Total Average Daily Volume 3,693,520 3,919,984 5,559,627 5,213,259 4,119,793 3,872,337 3,508,047 4,033,672 5,032,720 5,308,528 4,315,631 3,432,801 52,009,919 175,822 206,315 252,710 260,663 187,263 184,397 167,050 175,377 335,515 230,806 205,506 171,640 209,717 Total Index Options Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 40 Call Open Interest in Contracts Put Total 1,719,872 2,029,505 1,952,557 2,120,701 2,287,062 1,940,803 1,997,395 1,701,043 2,287,774 2,461,272 2,669,020 1,905,223 - 1,923,806 2,183,025 2,399,959 2,662,233 2,847,859 2,381,141 2,445,237 2,211,093 2,602,320 2,989,853 3,285,204 2,250,275 - 3,643,678 4,212,530 4,352,516 4,782,934 5,134,921 4,321,944 4,442,632 3,912,136 4,890,094 5,451,125 5,954,224 4,155,498 - Call Dollar Volume Put $4,238,436,391 $3,223,881,308 $4,451,932,523 $4,883,319,985 $4,091,409,490 $3,046,253,227 $2,074,709,582 $2,012,610,569 $2,864,308,759 $4,039,604,230 $3,583,199,915 $2,480,680,243 $40,990,346,222 $5,153,833,993 $5,679,126,444 $10,172,979,773 $5,786,181,846 $4,443,258,108 $4,453,609,677 $3,315,843,845 $3,740,800,455 $7,113,088,852 $4,346,164,647 $4,850,007,395 $3,258,995,332 $62,313,890,367 Total $9,392,270,384 $8,903,007,752 $14,624,912,296 $10,669,501,831 $8,534,667,598 $7,499,862,904 $5,390,553,427 $5,753,411,024 $9,977,397,611 $8,385,768,877 $8,433,207,310 $5,739,675,575 $103,304,236,589 Total Index Options Average Premium Per Contract, Average Contracts Per Trade Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Average Premium Per Contract Call Put Total $2,416 $1,858 $2,007 $2,177 $2,398 $1,865 $1,378 $1,228 $1,456 $1,847 $2,086 $1,852 $1,894 $2,658 $2,600 $3,044 $1,948 $1,841 $1,989 $1,656 $1,562 $2,320 $1,392 $1,867 $1,557 $2,052 Average Contracts Per Trade Call Put Total $2,543 $2,271 $2,631 $2,047 $2,072 $1,937 $1,537 $1,426 $1,983 $1,580 $1,954 $1,672 $1,986 24.3 24.7 22.6 23.7 23.8 25.9 22.8 22.6 23.5 25.8 25.2 24.2 24.1 25.3 26.2 23.8 23.3 25.1 29.3 24.3 25.5 26.0 23.0 26.5 27.8 25.2 24.9 25.5 23.3 23.4 24.5 27.8 23.6 24.3 25.0 24.1 26.0 26.3 24.7 Call 72,081 70,171 98,023 94,754 71,756 62,981 66,024 72,401 83,558 84,835 68,062 55,360 900,006 Transactions Put 76,502 83,416 140,708 127,619 96,083 76,519 82,345 93,782 117,743 135,887 97,925 75,295 1,203,824 Total 148,583 153,587 238,731 222,373 167,839 139,500 148,369 166,183 201,301 220,722 165,987 130,655 2,103,830 Total Index Options Contract Volume By Exchange Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total CBOE AMEX PHLX PLX ISE Total 3,693,520 3,919,984 5,559,627 5,213,259 4,119,793 3,872,337 3,508,047 4,033,672 5,032,720 5,308,528 4,315,631 3,432,801 52,009,919 3,619,806 4,195,118 4,299,395 4,552,608 3,131,965 3,153,004 2,609,542 3,580,377 957,300 2,711,698 2,406,642 2,111,666 37,329,121 366,176 370,873 730,589 852,623 694,746 742,980 652,741 979,825 1,319,863 709,311 571,614 374,925 8,366,266 8,715 6,113 886,114 788,009 767,996 580,679 586,649 758,780 733,351 703,450 632,465 538,809 6,991,130 0 0 501,177 597,788 602,035 653,079 686,494 646,273 666,458 664,011 567,683 567,768 6,152,766 7,688,217 8,492,088 11,976,902 12,004,287 9,316,535 9,002,079 8,043,473 9,998,927 8,709,692 10,096,998 8,494,035 7,025,969 110,849,202 CBOE Share 48.0% 46.2% 46.4% 43.4% 44.2% 43.0% 43.6% 40.3% 57.8% 52.6% 50.8% 48.9% 46.9% 41 Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call Contract Volume Put 21 19 22 20 22 21 21 23 15 23 21 20 248 1,503 6,057 20,161 2,704 4,100 70,360 1,454 3,661 7,834 3,485 82,190 7,477 210,986 28,371 5,106 19,016 1,738 1,144 71,361 918 1,277 5,730 1,905 107,418 16,883 260,867 Total Average Daily Volume 29,874 11,163 39,177 4,442 5,244 141,721 2,372 4,938 13,564 5,390 189,608 24,360 471,853 1,423 588 1,781 222 238 6,749 113 215 904 234 9,029 1,218 1,903 Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Call Open Interest in Contracts Put Total 121,031 127,596 129,495 131,021 134,271 206,359 154,373 157,319 157,090 159,375 271,609 190,678 - 150,797 155,211 157,281 158,769 159,463 221,464 177,694 177,824 175,898 176,783 286,443 195,127 - Call 271,828 282,807 286,776 289,790 293,734 427,823 332,067 335,143 332,988 336,158 558,052 385,805 - $49,606,089 $158,905,678 $599,387,459 $54,896,490 $68,242,850 $614,202,837 $39,120,032 $77,361,428 $201,423,051 $48,272,236 $496,442,980 $191,215,453 $2,599,076,583 Dollar Volume Put $174,704,542 $24,726,692 54,409,303 $25,446,874 $8,869,740 358791189 $10,794,476 $17,289,310 $23,968,612 $24,696,922 1,269,094,650 $25,481,412 $25,481,412 Total $224,310,631 $183,632,370 $653,796,762 $80,343,364 $77,112,590 $972,994,026 $49,914,508 $94,650,738 $225,391,663 $72,969,15 $1,765,537,630 $216,696,865 $216,696,865 Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 42 Average Premium Per Contract Call Put Total $33,005 $26,235 $29,730 $20,302 $16,645 $8,729 $26,905 $21,131 $25,711 $13,851 $6,040 $25,574 $12,319 $6,158 $4,843 $2,861 $14,641 $7,753 $5,028 $11,759 $13,539 $4,183 $12,964 $11,815 $1,509 $7,737 $7,509 $16,450 $16,688 $18,087 $14,705 $6,866 $21,043 $19,168 $16,617 $13,538 $9,312 $8,896 $9,786 Average Contracts Per Trade Call Put Total 94 288 420 246 256 2,199 132 215 461 205 4,110 467 872 1,493 232 432 290 191 1,929 153 116 478 136 6,714 1,206 1,260 854 260 426 261 238 2,054 140 176 468 174 5,267 812 1,051 Call 16 21 48 11 16 32 11 17 17 17 20 16 242 Transactions Put 19 22 44 6 6 37 6 11 12 14 16 14 207 Total 35 43 92 17 22 69 17 28 29 31 36 30 449 OEX® (S&P 100® ) Contract Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call 21 19 22 20 22 21 21 23 15 23 21 20 248 Contract Volume Put 421,034 413,473 521,548 523,837 342,416 363,576 343,704 378,753 455,382 429,435 341,699 305,715 4,840,572 392,599 449,382 604,954 543,654 412,578 380,873 414,534 417,094 530,670 591,473 455,470 365,364 5,558,645 Average Daily Volume Total 813,633 862,855 1,126,502 1,067,491 754,994 744,449 758,238 795,847 986,052 1,020,908 797,169 671,079 10,399,217 38,744 45,413 51,205 53,375 34,318 35,450 36,107 34,602 65,737 44,387 37,960 33,554 41,932 OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Call Open Interest in Contracts Put Total 72,041 100,258 106,318 89,788 89,553 76,458 72,847 91,658 98,266 116,085 102,698 79,081 - 87,171 97,870 99,454 102,884 105,834 85,333 87,245 150,327 90,209 127,181 138,252 112,930 - 159,212 198,128 205,772 192,672 195,387 161,791 160,092 241,985 188,475 243,266 240,950 192,011 - Call Dollar Volume Put $303,202,728 $210,848,555 $288,078,455 $505,717,475 $368,327,485 $176,358,595 $162,742,170 $165,709,381 $249,269,194 $429,403,109 $287,889,605 $191,682,805 $3,339,229,557 $254,848,666 $377,867,545 $748,311,260 $366,468,882 $275,347,523 $246,550,304 $272,114,840 $276,585,455 $739,321,870 $435,549,150 $248,588,040 $182,725,025 $4,424,278,560 Total $558,051,394 $588,716,100 $1,036,389,715 $872,186,357 $643,675,008 $422,908,899 $434,857,010 $442,294,836 $988,591,064 $864,952,259 $536,477,645 $374,407,830 $7,763,508,117 OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX) Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $720 $510 $552 $965 $1,076 $485 $473 $438 $547 $1,000 $843 $627 $690 11.0 11.2 10.0 10.2 9.3 11.0 10.0 9.8 10.5 10.0 9.4 10.5 10.2 $649 $841 $1,237 $674 $667 $647 $656 $663 $1,393 $736 $546 $500 $796 $686 $682 $920 $817 $853 $568 $574 $556 $1,003 $847 $673 $558 $747 10.8 11.6 9.7 9.5 9.7 10.8 10.4 10.0 11.7 10.4 10.0 11.5 10.4 10.9 11.43 9.8 9.8 9.5 10.9 10.2 9.9 11.1 10.2 9.7 11.1 10.3 Call 38,267 36,854 52,388 51,564 36,950 33,098 34,436 38,707 43,390 43,120 36,395 29,022 474,191 Transactions Put 36,413 38,635 62,363 56,965 42,554 35,133 39,700 41,647 45,386 56,941 45,622 31,668 533,027 Total 74,680 75,489 114,751 108,529 79,504 68,231 74,136 80,354 88,776 100,061 82,017 60,690 1,007,218 43 SPXTM (S&P 500® ) Contract Volume (includes SPL, LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Contract Volume Put Call 878,313 819,992 1,121,820 970,519 805,088 690,196 720,727 738,107 815,107 1,040,296 895,566 669,813 10,165,544 1,008,751 1,079,734 1,571,531 1,130,415 1,049,250 975,781 985,722 1,136,722 1,414,093 1,344,836 1,304,030 1,104,813 14,105,678 Total Average Daily Volume 1,887,064 1,899,726 2,693,351 2,100,934 1,854,338 1,665,977 1,706,449 1,874,829 2,229,200 2,385,132 2,199,596 1,774,626 24,271,222 89,860 99,986 122,425 105,047 84,288 79,332 81,259 81,514 148,613 103,701 104,743 88,731 97,868 SPX (S&P 500) Open Interest and Dollar Vilume (includes SPL, LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Open Interest Contracts Call Put 1,280,846 1,442,359 1,349,517 1,403,900 1,488,027 1,239,761 1,322,163 1,318,289 1,459,667 1,601,040 1,782,182 1,299,882 - 1,423,774 1,558,542 1,529,802 1,590,315 1,744,005 1,529,781 1,615,985 1,669,228 1,697,450 1,929,185 2,088,371 1,374,726 - Total Dollar Volume Put Call 2,704,620 3,000,901 2,879,319 2,994,215 3,232,032 2,769,542 2,938,148 2,987,517 3,157,117 3,530,225 3,870,553 2,674,608 - $2,514,874,989 $2,079,235,518 $3,451,419,828 $3,116,972,420 $2,773,974,895 $2,145,780,832 $1,511,119,932 $1,477,630,798 $2,198,158,701 $3,052,217,676 $2,828,317,380 $2,016,357,903 $29,166,060,872 $3,122,604,061 $3,155,303,207 $7,128,993,738 $3,650,616,414 $2,858,009,920 $2,757,838,293 $2,397,526,485 $2,660,742,780 $5,239,815,102 $3,153,204,567 $3,972,622,405 $2,647,757,682 $42,475,034,654 Total $5,637,479,050 $5,234,538,725 $10,580,413,566 $6,767,588,834 $5,631,984,815 $4,903,619,125 $3,908,646,417 $4,138,373,578 $7,437,973,803 $6,205,422,243 $6,800,939,785 $4,664,115,585 $5,637,479,050 SPX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX) Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $2,863 $2,536 $3,077 $3,212 $3,446 $3,109 $2,097 $2,002 $2,697 $2,934 $3,158 $3,010 $2,869 45.2 45.1 42.7 40.3 40.4 43.6 41.5 39.8 40.3 47.8 51.3 43.9 43.4 44 $3,096 $2,922 $4,536 $3,229 $2,724 $2,826 $2,432 $2,341 $3,705 $2,345 $3,046 $2,397 $3,030 $2,987 $2,755 $3,928 $3,221 $3,037 $2,943 $2,291 $2,207 $3,337 $2,602 $3,092 $2,628 $2,963 43.0 43.4 37.6 33.2 39.9 45.9 41.2 41.1 40.3 38.4 48.5 48.0 41.1 44.0 44.1 39.5 36.2 40.1 44.9 41.3 40.6 40.3 42.0 49.6 46.4 42.0 Call 19,442 18,184 26,301 24,053 19,910 15,831 17,359 18,535 20,213 21,751 17,454 15,245 234,278 Transactions Put 23,467 24,893 41,845 34,047 26,306 21,278 23,917 27,649 35,091 34,979 26,876 23,031 343,379 Total 42,909 43,077 68,146 58,100 46,216 37,109 41,276 46,184 55,304 56,730 44,330 38,276 577,657 Options on the Dow Jones Industrial AverageSM (DJX) Contract Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Call Contract Volume Put 84,510 116,821 231,154 361,418 178,001 212,495 188,809 203,602 339,782 325,535 242,169 182,232 2,666,528 142,283 250,626 789,486 816,345 487,947 406,243 354,096 480,014 826,062 841,432 520,078 376,935 6,291,547 Average Daily Volume Total 226,793 367,447 1,020,640 1,177,763 665,948 618,738 542,905 683,616 1,165,844 1,166,967 762,247 559,167 8,958,075 10,800 19,339 46,393 58,888 30,270 29,464 25,853 29,722 77,723 50,738 36,297 27,958 36,121 Options on the Dow Jones Industrial Average (DJX) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Open Interest in Contracts Call Put Total 104,147 133,804 166,536 220,001 220,517 189,482 192,146 192,328 287,656 317,004 265,589 144,926 - 172,454 236,728 478,131 551,981 520,238 370,114 401,855 283,533 498,188 589,438 620,426 417,502 - 276,601 370,532 644,667 771,982 740,755 559,596 594,001 475,861 785,844 906,442 886,015 562,428 - Call Dollar Volume Put $18,386,385 $25,108,715 $54,375,525 $128,599,485 $49,426,595 $46,601,705 $37,686,525 $34,251,825 $60,233,089 $76,758,410 $69,477,455 $45,405,585 $646,311,299 $22,629,245 $55,566,537 $266,413,815 $169,592,980 $84,472,455 $94,885,145 $72,082,295 $94,923,050 $375,154,440 $210,038,125 $103,692,720 $102,460,900 $1,651,911,707 Total $41,015,630 $80,675,252 $320,789,340 $298,192,465 $133,899,050 $141,486,850 $109,768,820 $129,174,875 $435,387,529 $286,796,535 $173,170,175 $147,866,485 $2,298,223,006 Options on the Dow Jones Industrial Average (DJX) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Average Premium Per Contract Call Put Total $218 $215 $235 $356 $278 $219 $200 $168 $177 $236 $287 $249 $242 $159 $222 $337 $208 $173 $234 $204 $198 $454 $250 $199 $272 $263 $181 $220 $314 $253 $201 $229 $202 $189 $373 $246 $227 $264 $257 Average Contracts Per Trade Call Put Total 22.0 31.4 29.0 51.0 34.0 34.8 29.2 30.4 27.2 28.0 33.4 34.3 31.8 25.3 31.1 32.7 34.1 33.8 39.6 35.1 36.1 31.9 25.0 29.2 28.8 31.4 24.0 31.2 31.8 38.0 33.9 37.8 32.8 34.2 30.3 25.8 30.4 30.4 31.5 Call 3,839 3,716 7,983 7,085 5,233 6,110 6,464 6,699 12,488 11,620 7,259 5,308 83,804 Transactions Put 5,618 8,066 24,121 23,924 14,421 10,259 10,076 13,292 25,931 33,611 17,818 13,107 200,244 Total 9,457 11,782 32,104 31,009 19,654 16,369 16,540 19,991 38,419 45,231 25,077 18,415 284,048 45 Nasdaq-100 Index® Options (NDXSM) Contract Volume (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call 21 19 22 20 22 21 21 23 15 23 21 20 248 64,529 97,888 81,019 76,926 62,613 56,733 35,964 47,790 41,558 54,272 38,022 26,945 684,259 Contract Volume Put 98,310 110,006 90,040 118,581 96,672 76,368 50,542 60,131 46,929 65,642 52,764 53,640 919,625 Average Daily Volume Total 162,839 207,894 171,059 195,507 159,285 133,101 86,506 107,921 88,487 119,914 90,786 80,585 1,603,884 7,754 10,942 7,775 9,775 7,240 6,338 4,119 4,692 5,899 5,214 4,323 4,029 6,467 Nasdaq-100 Index Options (NDX) Open Interest and Dollar Volume (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Call Open Interest in Contracts Put Total 35,001 51,000 47,883 44,922 42,749 39,477 39,343 24,958 22,993 21,567 26,171 12,931 - 36,743 42,032 43,211 49,843 49,145 28,232 30,036 30,970 22,553 23,868 28,014 22,734 - Dollar Volume Put Call 71,744 93,032 91,094 94,765 91,894 67,709 69,379 55,928 45,546 45,435 54,185 35,665 - $852,190,735 $583,151,905 $360,556,705 $771,594,540 $524,350,950 $366,184,875 $184,863,655 $142,091,355 $148,535,345 $269,103,955 $207,517,500 $98,690,495 $4,508,832,015 Total $1,345,424,910 $1,287,168,835 $1,486,425,200 $1,164,733,635 $885,074,045 $951,805,725 $382,007,700 $458,522,210 $518,666,290 $346,127,695 $219,626,515 $207,694,565 $9,253,277,325 $2,197,615,645 $1,870,320,740 $1,846,981,905 $1,936,328,175 $1,409,424,995 $1,317,990,600 $566,871,355 $600,613,565 $667,201,635 $615,231,650 $427,144,015 $306,385,060 $13,762,109,340 Nasdaq-100 Index Options (NDX) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 46 Average Premium Per Contract Call Put Total $13,206 $5,957 $4,450 $10,030 $8,374 $6,455 $5,140 $2,973 $3,574 $4,958 $5,458 $3,663 $6,589 $13,686 $11,701 $16,508 $9,822 $9,155 $12,463 $7,558 $7,625 $11,052 $5,273 $4,162 $3,872 $10,062 $13,496 $8,997 $10,797 $9,904 $8,848 $9,902 $6,553 $5,565 $7,540 $5,131 $4,705 $3,802 $8,580 Average Contracts Per Trade Call Put Total 11.6 14.4 12.6 10.0 10.2 11.6 7.4 8.6 8.8 10.4 7.8 6.8 10.2 14.9 14.4 11.4 13.7 12.7 12.3 8.5 8.2 6.1 9.2 10.9 10.3 11.1 13.4 14.4 11.9 11.9 11.6 12.0 8.0 8.3 7.1 9.7 9.3 8.8 10.7 Call Transactions Put 5,578 6,818 6,451 7,718 6,129 4,892 4,857 5,589 4,742 5,205 4,897 3,955 66,831 6,594 7,632 7,884 8,649 7,615 6,228 5,969 7,357 7,711 7,123 4,823 5,186 82,771 Total 12,172 14,450 14,335 16,367 13,744 11,120 10,826 12,946 12,453 12,328 9,720 9,141 149,602 Mini Nasdaq-100 Index® Options (MNXSM) Contract Volume (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Contract Volume Put Call 21 19 22 20 22 21 21 23 15 23 21 20 248 287,392 270,120 248,394 295,468 306,178 275,635 199,565 258,251 299,578 323,709 172,200 147,800 3,084,290 267,412 283,020 257,273 346,080 346,855 363,562 184,839 280,154 226,497 264,817 236,891 183,645 3,241,045 Total Average Daily Volume 554,804 553,140 505,667 641,548 653,033 639,197 384,404 538,405 526,075 588,526 409,091 331,445 6,325,335 26,419 29,113 22,985 32,077 29,683 30,438 18,305 23,409 35,072 25,588 19,481 16,572 25,505 Mini-Nasdaq-100 Index Options (MNX) Open Interest and Dollar Volume (includes FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Call Open Interest in Contracts Put Total 217,200 290,562 273,575 348,245 432,475 339,242 354,639 66,273 412,259 391,161 416,051 315,916 - 183,870 230,240 235,843 351,563 404,161 304,691 286,442 50,451 286,169 309,877 339,045 273,470 - 401,070 520,802 509,418 699,808 836,636 643,933 641,081 116,724 698,428 701,038 755,096 589,386 - Call Dollar Volume Put Total $515,751,305 $301,319,575 $278,464,795 $336,375,850 $351,951,085 $238,115,690 $162,368,070 $182,713,540 $200,427,000 $200,981,480 $139,940,645 $116,753,040 $3,025,162,075 $359,216,130 $784,643,535 $480,552,255 $408,266,775 $317,540,555 $357,755,220 $170,398,595 $223,664,775 $185,673,895 $184,126,005 $142,986,490 $109,309,770 $3,724,134,000 $874,967,435 $1,085,963,110 $759,017,050 $744,642,625 $669,491,640 $595,870,910 $332,766,665 $406,378,315 $386,100,895 $385,107,485 $282,927,135 $226,062,810 $6,749,296,075 Mini Nasdaq-100 Index Options (MNX) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes FLEX) Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $1,795 $1,116 $1,121 $1,138 $1,149 $864 $814 $708 $669 $621 $813 $790 $981 79.5 74.9 67.9 92.4 115.7 122.8 98.1 108.8 142.9 133.4 111.1 106.2 100.0 $1,343 $2,772 $1,868 $1,180 $915 $984 $922 $798 $820 $695 $604 $595 $1,149 $1,577 $1,963 $1,501 $1,161 $1,025 $932 $866 $755 $734 $654 $692 $682 $1,067 80.1 84.4 78.7 109.6 115.5 129.8 96.0 110.8 97.3 104.5 108.6 100.2 100.5 79.7 79.5 73.0 101.0 115.6 126.7 97.0 109.9 118.9 118.6 109.6 102.8 100.3 Call Transactions Put Total 3,617 3,605 3,657 3,196 2,646 2,245 2,035 2,373 2,096 2,427 1,550 1,392 30,839 3,340 3,352 3,267 3,159 3,002 2,800 1,926 2,528 2,328 2,534 2,182 1,832 32,250 6,957 6,957 6,924 6,355 5,648 5,045 3,961 4,901 4,424 4,961 3,732 3,224 63,089 47 Russell 2000® Index Options (RUT) Contract Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call Contract Volume Put Total Average Daily Volume 21 19 22 20 22 21 21 23 15 23 21 20 248 11,801 11,582 7,488 7,925 6,881 29,484 12,052 11,193 12,982 5,132 21,709 4,504 142,733 25,661 8,088 21,472 8,718 7,504 31,772 9,352 15,382 16,666 6,820 24,515 6,474 182,424 37,462 19,670 28,960 16,643 14,385 61,256 21,404 26,575 29,648 11,952 46,224 10,978 325,157 1,784 1,035 1,316 832 654 2,917 1,019 1,155 1,977 520 2,201 549 1,311 Russell 2000® Index Options (RUT) Open Interest and Dollar Volume (includes LEAPS and FLEX) Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Open Interest in Contracts Call Put Total 6,149 5,998 3,345 6,067 5,329 49,870 11,206 2,515 3,078 4,632 66,818 46,378 - 16,753 14,144 8,765 9,071 11,755 53,255 15,251 20,636 4,940 4,721 65,074 44,995 - Dollar Volume Put Call 22,902 20,142 12,110 15,138 17,084 103,125 26,457 23,151 8,018 9,353 131,892 91,373 - $25,726,725 $16,745,555 $10,070,185 $10,296,570 $12,997,520 $67,791,330 $12,183,005 $8,080,175 $5,188,220 $5,266,870 $41,993,340 $8,973,185 $225,312,680 $39,627,355 $10,161,355 $38,300,390 $12,069,545 $8,027,715 $36,465,440 $14,310,605 $22,468,050 $42,025,925 $9,064,645 $158,835,060 $7,565,220 $398,921,305 Total $65,354,080 $26,906,910 $48,370,575 $22,366,115 $21,025,235 $104,256,770 $26,493,610 $30,548,225 $47,214,145 $14,331,515 $200,828,400 $16,538,405 $624,233,985 Russell 2000® Index Options (RUT) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX) Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Call Transactions Put Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $2,180 $1,446 $1,345 $1,299 $1,889 $2,299 $1,011 $722 $400 $1,026 $1,934 $1,992 $1,579 19.1 28.5 13.1 14.2 12.7 66.4 22.2 32.9 36.2 18.4 108.0 19.8 28.1 617 406 572 559 540 444 543 340 359 279 201 228 5,088 514 356 555 347 329 345 396 445 456 269 295 286 4,593 48 $1,544 $1,256 $1,784 $1,384 $1,070 $1,148 $1,530 $1,461 $2,522 $1,329 $6,479 $1,169 $2,187 $1,745 $1,368 $1,670 $1,344 $1,462 $1,702 $1,238 $1,150 $1,592 $1,199 $4,345 $1,507 $1,920 49.9 22.7 38.7 25.1 22.8 92.1 23.6 34.6 36.5 25.4 83.1 22.6 39.7 33.1 25.8 25.7 18.4 16.6 77.6 22.8 33.9 36.4 21.8 93.2 21.4 33.6 Total 1,131 762 1,127 906 869 789 939 785 815 548 496 514 9,681 Other Index Option Products Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call 21 19 22 20 22 21 21 23 15 23 21 20 248 6,718 5,503 6,349 6,878 5,261 4,952 4,479 1,860 2,382 8,939 6,112 2,529 61,962 Contract Volume Put 4,207 3,749 7,099 6,495 12,549 4,667 3,662 4,619 5,032 6,190 4,406 2,392 65,067 Total Average Daily Volume 10,925 9,252 13,448 13,373 17,810 9,619 8,141 6,479 7,414 15,129 10,518 4,921 127,029 520 487 611 669 810 458 388 282 494 658 501 246 512 Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT, MVB, MVR, NYA, OIX, RLX, SML, TRX, TXX Other Index Option Products Open Interest and Dollar Volume Month Call Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 4,488 5,524 5,383 7,778 8,412 6,513 5,051 5,022 3,855 9,783 9,511 6,109 - Open Interest in Contracts Put Total 3,041 3,469 4,753 6,576 12,721 9,735 8,423 5,948 2,811 5,583 6,022 3,918 - Call 7,529 8,993 10,136 14,354 21,133 16,248 13,474 10,970 6,666 15,366 15,533 10,027 - $8,303,524 $7,471,485 $8,967,030 $13,763,645 $10,380,960 $5,420,200 $3,746,225 $2,133,495 $2,497,210 $5,872,730 $8,063,990 $2,817,230 $79,437,724 Dollar Volume Put $9,483,626 $8,415,430 $23,983,115 $14,433,615 $14,785,895 $8,309,550 $7,403,325 $3,894,135 $12,431,330 $8,054,460 $3,656,165 $1,482,170 $116,332,816 Total $17,787,150 $15,886,915 $32,950,145 $28,197,260 $25,166,855 $13,729,750 $11,149,550 $6,027,630 $14,928,540 $13,927,190 $11,720,155 $4,299,400 $195,770,540 Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT, MVB, MVR, NYA,OIX,SML,TRX, TXX, Other Index Option Products Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $1,236 $1,358 $1,412 $2,001 $1,973 $1,095 $836 $1,147 $1,048 $657 $1,319 $1,114 $1,282 9.3 9.4 9.5 11.9 15.1 13.7 13.6 11.8 8.8 20.6 20.0 12.0 12.5 $2,254 $2,245 $3,378 $2,222 $1,178 $1,780 $2,022 $843 $2,470 $1,301 $830 $620 $1,788 $1,628 $1,717 $2,450 $2,109 $1,413 $1,427 $1,370 $930 $2,014 $921 $1,114 $874 $1,541 7.6 7.8 10.5 12.3 6.8 9.8 10.1 5.3 6.0 14.4 14.3 12.9 8.6 8.6 8.6 10.0 12.1 8.1 11.5 11.8 6.3 6.7 17.5 17.1 12.5 10.1 Call 721 588 671 579 348 361 330 158 270 433 306 210 4,975 Transactions Put Total 556 482 673 528 1,856 476 361 864 840 430 309 185 7,560 1,277 1,070 1,344 1,107 2,204 837 691 1,022 1,110 863 615 395 12,535 Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT, MVB, MVR, NYA, OIX, RLX, SML, TRX, TXX 49 Other Index Options Contract Volume Detail CHICAGO BOARD OPTIONS EXCHANGE Month GOX INX MEX OIX TXX Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 358 381 772 166 910 136 131 184 499 688 688 419 5,332 411 273 1,242 519 621 614 513 93 54 22 1,252 51 5,665 112 183 72 20 33 4 1 45 20 111 6 27 634 87 44 24 83 71 51 969 2 8 153 92 70 1,654 1,026 1,336 2,325 1,214 813 1,142 1,104 366 1,043 526 1,300 1,106 13,301 STANDARD & POORS Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total BIX CEX HCX IUX 566 288 658 604 227 93 344 881 129 273 39 150 200 57 522 259 90 84 173 48 214 221 16 53 314 14 43 455 9 120 509 7 37 174 0 32 4,092 1,676 2,135 DOW JONES RLX SML TRX 8 296 452 0 658 862 0 1,874 831 0 3,266 309 0 3,554 398 0 3,180 438 3 1,762 327 0 954 373 11 334 37 6 3 1,313 703 82 693 686 3 159 320 170 18,043 5,736 4 0 0 160 70 64 60 26 8 69 26 22 509 Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total DJR DTX DUX ECM MUT 0 0 20 0 0 0 0 1 1 0 20 0 42 2,175 1,118 1,060 581 1,168 1,815 1,421 239 1,176 3,282 628 190 14,853 1,040 26 9 70 123 24 101 45 46 41 24 19 1,568 172 100 34 89 130 25 0 0 20 0 240 101 911 27 28 141 34 245 45 25 32 161 960 205 215 2,118 GOLDMAN SACHS Month GHA GHO GIN Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 241 259 157 246 1,275 239 90 342 20 141 44 18 3,072 1,532 825 702 1,683 299 274 100 192 41 1 2 1 5,652 0 0 0 0 0 23 644 872 174 0 0 0 1,713 GIP GOO GPO 252 620 886 2,188 2,159 180 45 51 142 24 14 10 6,571 0 0 0 0 0 157 192 2,116 2,235 0 0 0 4,700 0 0 0 0 0 14 0 17 13 0 0 0 44 MORGAN STANLEY Month Jan Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 50 MGO 0 0 0 0 0 0 0 0 0 0 2,810 2,575 5 5,390 MVB 0 0 0 0 0 0 0 0 0 0 1,925 713 827 3,465 GSM GSO 116 115 187 559 88 69 150 91 14 31 2 107 1,529 450 295 1,313 1,073 4,666 606 20 65 864 531 8 55 9,946 OTHER MVR 0 0 0 0 0 0 0 0 0 0 1,010 561 830 2,401 Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total NYK 540 882 95 139 147 47 48 50 89 55 27 6 2,125 GSV 0 0 0 0 0 0 0 0 0 0 0 0 0 GTC 114 323 350 512 261 39 0 33 33 86 77 154 1,982 INTEREST RATE OPTIONS-2001 In 2001, 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. The new T-bill is substituted weekly on the trading day following its auction, usually a Monday. 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. CBOE lists LEAPS on all interest rate options which are included in the data below. Total Interest Rate Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call Contract Volume Put Total 21 19 22 20 22 21 21 23 15 23 21 20 248 532 1,439 2,985 2,290 185 283 2,391 623 1,421 1,497 1,526 1,656 16,828 1,713 2,569 5,783 1,080 1,107 553 1,660 1,039 891 1,648 1,970 2,750 22,763 2,245 4,008 8,768 3,370 1,292 836 4,051 1,662 2,312 3,145 3,496 4,406 39,591 Average Daily Volume 107 211 399 169 59 40 193 72 154 137 166 220 160 Total Interest Rate Options Open Interest and Dollar Volume Month Call Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 965 1,956 1,528 1,782 1,903 1,347 2,359 2,242 3,180 3,710 2,629 2,639 Open Interest in Contracts Put Total 3,312 4,567 4,495 4,138 3,800 2,292 2,302 1,672 2,954 3,482 3,746 3,739 Call 4,277 6,523 6,023 5,920 5,703 3,639 4,661 3,914 6,134 7,192 6,375 6,378 $61,908 $316,490 $492,150 $515,525 $69,825 $83,555 $503,525 $125,985 $456,510 $311,135 $326,885 $455,680 $3,719,173 Dollar Volume Put Total $367,550 $961,975 $2,568,435 $247,530 $126,110 $63,475 $268,555 $158,940 $178,830 $425,835 $576,490 $532,780 $6,476,505 $429,458 $1,278,465 $3,060,585 $763,055 $195,935 $147,030 $772,080 $284,925 $635,340 $736,970 $903,375 $988,460 $10,195,678 Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Average Premium Per Contract Call Put Total $116 $220 $165 $225 $377 $295 $211 $202 $321 $208 $214 $275 $221 $215 $374 $444 $229 $114 $115 $162 $153 $201 $258 $293 $194 $285 $191 $319 $349 $226 $152 $176 $191 $171 $275 $234 $258 $224 $258 Average Contracts Per Trade Call Put Total 14.8 9.1 7.7 14.3 5.3 8.6 29.5 12.7 18.2 14.1 10.2 16.4 12.2 21.4 9.9 7.9 9.4 17.6 18.4 43.7 20.8 19.4 22.0 14.0 15.2 12.6 19.4 9.6 7.9 12.3 13.2 13.3 34.0 16.8 18.6 17.4 12.1 15.6 12.4 Call 36 159 387 160 35 33 81 49 78 106 149 101 1,374 Transactions Put 80 260 729 115 63 30 38 50 46 75 141 181 1,808 Total 116 419 1,116 275 98 63 119 99 124 181 290 282 3,182 51 IRX Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call Contract Volume Put Total Average Daily Volume 21 19 22 20 22 21 21 23 15 23 21 20 248 0 0 0 20 40 0 0 20 115 1 11 26 233 196 322 3 2 0 0 25 31 2 5 4 70 660 196 322 3 22 40 0 25 51 117 6 15 96 893 9 17 0 1 2 0 1 2 8 0 1 5 4 IRX Options Open Interest and Dollar Volume Month Call Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 0 0 0 20 60 60 60 17 75 76 85 101 - Open Interest in Contracts Put Total 221 31 12 5 5 0 23 40 52 57 57 105 - Call 221 31 12 25 65 60 83 57 127 133 142 206 - $0 $0 $0 $1,500 $7,950 $0 $0 $1,000 $6,225 $105 $1,070 $2,480 $20,330 Dollar Volume Put Total $61,175 $113,760 $1,370 $1,110 $0 $0 $17,970 $22,290 $1,095 $10,050 $2,280 $44,550 $275,650 $61,175 $113,760 $1,370 $2,610 $7,950 $0 $17,970 $23,290 $7,320 $10,155 $3,350 $47,030 $295,980 IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $0 $0 $0 $75 $199 $0 $0 $50 $54 $105 $97 $95 $87 0.0 0.0 0.0 10.0 10.0 0.0 0.0 10.0 23.0 1.0 5.5 5.2 11.1 52 $312 $353 $457 $555 $0 $0 $719 $719 $548 $2,010 $570 $636 $418 $312 $353 $457 $119 $199 $0 $719 $457 $63 $1,693 $223 $490 $331 12.3 20.1 1.0 1.0 0.0 0.0 5.0 7.8 1.0 5.0 2.0 10.0 11.4 12.3 20.1 1.0 5.5 10.0 0.0 5.0 8.5 16.7 3.0 3.8 8.0 11.3 Call 0 0 0 2 4 0 0 2 5 1 2 5 21 Transactions Put 16 16 3 2 0 0 5 4 2 1 2 7 58 Total 16 16 3 4 4 0 5 6 7 2 4 12 79 FVX Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call 21 19 22 20 22 21 21 23 15 23 21 20 248 0 0 0 0 0 40 0 40 6 15 64 7 172 Contract Volume Put Total 345 5 275 65 80 10 23 20 39 90 506 418 1,876 Average Daily Volume 345 5 275 65 80 50 23 60 45 105 570 425 2,048 16 0 13 3 4 2 1 3 3 5 27 21 8 FVX Options Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Open Interest in Contracts Call Put Total 0 0 0 0 0 0 0 38 6 21 9 8 - 354 349 624 300 86 74 97 147 128 218 716 858 - Call 354 349 624 300 86 74 97 185 134 239 725 866 - $0 $0 $0 $0 $0 $36,800 $0 $5,400 $880 $1,800 $19,920 $1,070 $65,870 Dollar Volume Put Total $68,825 $2,550 $57,700 $24,000 $12,175 $490 $11,850 $10,600 $25,400 $57,100 $157,065 $105,365 $533,120 $68,825 $2,550 $57,700 $24,000 $12,175 $37,290 $11,850 $16,000 $26,280 $58,900 $176,985 $106,435 $598,990 FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $0 $0 $0 $0 $0 $920 $0 $135 $147 $120 $311 $153 $383 0.0 0.0 0.0 0.0 0.0 20.0 0.0 20.0 2.0 7.5 8.0 2.3 8.6 $199 $510 $210 $369 $152 $49 $515 $530 $651 $634 $310 $252 $284 $199 $510 $210 $369 $152 $746 $515 $267 $584 $561 $311 $250 $292 69.0 5.0 55.0 21.7 10.0 5.0 11.5 20.0 9.8 18.0 18.7 16.1 21.1 69.0 5.0 55.0 21.7 10.0 12.5 11.5 20.0 6.4 15.0 16.3 14.7 18.8 Call Transactions Put 0 0 0 0 0 2 0 2 3 2 8 3 20 5 1 5 3 8 2 2 1 4 5 27 26 89 Total 5 1 5 3 8 4 2 3 7 7 35 29 109 53 TNX Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days 21 19 22 20 22 21 21 23 15 23 21 20 248 Call Contract Volume Put Total 99 222 100 376 80 50 800 303 72 177 633 506 3,418 305 488 481 4 246 10 335 678 470 667 421 831 4,936 Average Daily Volume 404 710 581 380 326 60 1,135 981 542 844 1,054 1,337 8,354 19 37 26 19 15 3 54 43 36 37 50 67 34 TNX Options Open Interest and Dollar Volume Open Interest in Contracts Month Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 189 355 275 606 691 475 715 371 709 632 677 643 - 913 1240 1322 1299 947 382 517 563 1416 1979 1984 1546 - 1102 1595 1597 1905 1638 857 1232 934 2125 2611 2661 2189 - Dollar Volume Call $14,588 $33,035 $17,600 $61,925 $46,240 $22,540 $219,655 $82,185 $6,855 $34,385 $139,725 $192,325 $871,058 Put Total $57,156 $78,740 $104,330 $795 $14,725 $100 $28,825 $76,460 $103,870 $119,525 $86,765 $176,270 $847,561 $71,744 $111,775 $121,930 $62,720 $60,965 $22,640 $248,480 $158,645 $110,725 $153,910 $226,490 $368,595 $1,718,619 TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 54 Average Premium Per Contract Call Put Total $147 $149 $176 $165 $578 $451 $275 $271 $95 $194 $221 $380 $255 $187 $161 $217 $199 $60 $10 $86 $113 $221 $179 $206 $212 $172 $178 $157 $210 $165 $187 $377 $219 $162 $204 $182 $215 $276 $206 Average Contracts Per Trade Call Put Total 9.9 18.5 5.6 19.8 8.0 4.5 47.1 20.2 5.1 10.4 9.9 12.0 13.7 19.1 23.2 21.9 1.3 49.2 10.0 41.9 30.8 22.4 26.7 9.8 12.0 19.3 15.5 21.5 14.5 17.3 21.7 5.0 45.4 26.5 15.5 20.1 9.9 12.0 16.5 Call 10 12 18 19 10 11 17 15 14 17 64 42 249 Transactions Put 16 21 22 3 5 1 8 22 21 25 43 69 256 Total 26 33 40 22 15 12 25 37 35 42 107 111 505 TYX Options Contract Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Trading Days Call Contract Volume Put Total 21 19 22 20 22 21 21 23 15 23 21 20 248 433 1,217 2,885 1,894 65 193 1,591 260 1,228 1,304 818 1,117 13,005 867 1,754 5,024 1,009 781 533 1,277 310 380 886 1,039 1,431 15,291 Average Daily Volume 1,300 2,971 7,909 2,903 846 726 2,868 570 1,608 2,190 1,857 2,548 28,296 62 156 360 145 38 35 137 25 107 95 88 127 114 TYX Options Open Interest and Dollar Volume Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Open Interest in Contracts Call Put Total 776 1,601 1,253 1,156 1,152 812 1,584 1,816 2,390 2,981 1,858 1,887 - 1,824 2,947 2,537 2,534 2,762 1,836 1,665 922 1,358 1,228 989 1,230 - Call 2,600 4,548 3,790 3,690 3,914 2,648 3,249 2,738 3,748 4,209 2,847 3,117 - $47,320 $283,455 $474,550 $452,100 $15,635 $24,215 $283,870 $37,400 $442,550 $274,845 $166,170 $259,805 $2,761,915 Dollar Volume Put Total $180,394 $766,925 $2,405,035 $221,625 $99,210 $62,885 $209,910 $49,590 $48,465 $239,160 $330,380 $206,595 $4,820,174 $227,714 $1,050,380 $2,879,585 $673,725 $114,845 $87,100 $493,780 $86,990 $491,015 $514,005 $496,550 $466,400 $7,582,089 TYX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Month Average Premium Per Contract Call Put Total Average Contracts Per Trade Call Put Total Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total $109 $233 $164 $239 $241 $125 $178 $144 $360 $211 $203 $233 $212 16.7 8.3 7.8 13.6 3.1 9.7 24.9 8.7 21.9 15.2 10.9 21.9 12.0 $208 $437 $479 $220 $127 $118 $164 $160 $128 $270 $318 $144 $315 $175 $354 $364 $232 $136 $120 $172 $153 $305 $235 $267 $183 $268 20.2 7.9 7.2 9.4 15.6 19.7 55.5 13.5 20.0 20.1 15.1 18.1 10.9 18.8 8.1 7.4 11.8 11.9 15.4 33.0 10.8 21.4 16.8 12.9 19.6 11.4 Call 26 147 369 139 21 20 64 30 56 86 75 51 1,084 Transactions Put 43 222 699 107 50 27 23 23 19 44 69 79 1,405 Total 69 369 1,068 246 71 47 87 53 75 130 144 130 2,489 55 CBOE HISTORICAL TRADING ACTIVITY - ALL OPTIONS Total CBOE Options Contract Volume On April 26, 1973, CBOE began trading call options. Put option trading was introduced on June 3, 1977. Year Total Contract Volume Call Put 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,760,234 182,112,636 180,357,774 148,889,196 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 117,139,776 208,792,580 162,166,675 122,657,327 112,221,858 100,208,882 100,046,756 98,922,516 79,695,186 68,755,241 70,231,032 73,898,486 79,781,447 70,784,062 115,238,100 114,787,911 100,156,360 78,932,796 57,858,252 50,224,805 40,801,201 42,941,970 30,123,005 30,298,133 23,581,254 21,498,027 14,431,023 5,682,907 1,119,177 189,528,075 117,566,951 92,165,176 84,208,664 75,021,883 73,735,995 78,486,709 85,011,967 60,653,769 52,712,363 51,458,886 55,601,532 46,983,806 40,976,172 66,874,536 65,569,863 48,732,836 44,340,940 24,610,498 25,510,934 16,782,974 9,974,951 5,256,595 3,979,217 1,257,378 — — — — Average Daily Volume 1,236,564 1,295,078 1,009,253 820,897 740,094 684,822 708,466 729,899 554,739 478,219 480,988 511,858 503,037 441,834 719,813 712,877 590,830 487,248 325,963 299,351 277,605 209,158 139,840 136,021 98,566 84,972 57,040 22,462 6,469 Total CBOE Options Year-end Open Interest and Dollar Volume Year Total 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 57,501,527 53,264,239 47,549,070 19,790,701 15,701,630 11,596,228 10,065,868 8,894,266 7,831,078 5,671,591 4,562,642 3,753,880 3,956,914 3,596,163 3,773,540 4,845,869 5,444,817 4,198,005 7,184,514 5,610,671 4,772,604 3,257,364 2,258,529 2,165,894 1,190,636 1,519,852 1,190,085 543,703 242,825 56 Open Interest Call 33,523,801 33,792,832 28,187,566 11,816,164 9,414,828 6,869,206 5,872,728 5,374,500 4,795,017 3,517,562 2,679,410 2,304,291 2,689,478 2,453,502 2,863,162 3,426,893 3,788,635 3,103,722 5,325,649 3,884,527 3,449,959 2,633,312 2,048,463 1,976,022 1,831,806 1,519,852 1,190,085 543,703 242,825 Put 23,977,726 19,471,407 19,361,504 7,974,537 6,286,802 4,727,022 4,193,140 3,519,766 3,036,061 2,154,029 1,883,232 1,449,589 1,267,436 1,142,661 910,378 1,418,976 1,656,182 1,094,283 1,858,865 1,726,144 1,322,645 624,052 210,066 189,872 128,830 — — — — Total $195,041,573 $324,433,366 $243,893,100 $175,124,363 $145,939,880 $103,556,272 $82,499,796 $67,165,498 $45,924,523 $44,499,077 $50,715,972 $55,362,874 $47,312,286 $39,708,577 $76,910,854 $55,902,000 $38,430,000 $34,367,000 $39,444,000 $32,265,764 $22,433,636 $27,893,035 $13,858,402 $14,403,416 $7,996,670 $9,039,670 $6,443,327 $1,657,652 $449,615 Dollar Volume (thousands) Call $83,694,213 $174,504,703 $162,688,061 $104,655,792 $94,343,229 $68,617,768 $58,040,292 $35,881,208 $28,424,080 $26,972,202 $33,414,169 $29,736,100 $33,014,811 $25,515,571 $50,403,786 $39,952,000 $29,645,000 $24,586,000 $33,397,000 $25,164,139 $17,013,970 $25,245,995 $12,131,512 $12,695,972 $7,507,300 $9,039,566 $6,443,327 $1,657,652 $449,615 Put $111,358,216 $149,928,663 $81,205,039 $70,468,571 $51,596,651 $34,938,504 $24,459,504 $31,284,290 $17,500,423 $17,526,875 $17,301,803 $25,626,774 $14,297,475 $14,193,006 $26,507,068 $15,950,000 $8,785,000 $9,781,000 $6,047,000 $7,101,625 $5,419,666 $2,647,040 $1,726,890 $1,7075,000 $489,370 — — — — Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 Average Premium Per Contract Total Call Put $636 $994 $959 $847 $779 $595 $462 $365 $327 $366 $417 $428 $373 $355 $422 $310 $205 $318 $499 $426 $390 $527 $392 $420 $322 $420 $446 $294 $402 $714 $836 $1,003 $853 $841 $685 $580 $363 $357 $392 $476 $402 $414 $360 $437 $348 $305 $346 $597 $501 $417 $588 $403 $419 $318 — — — — $588 $1,275 $881 $837 $688 $474 $312 $368 $289 $333 $336 $461 $304 $346 $396 $243 $177 $240 $231 $278 $323 $265 $329 $429 $389 — — — — Average Contracts Per Trade Total Call Put 253 12.3 11.5 12.9 13.0 14.3 16.5 18.6 15.0 13.8 13.4 13.6 12.9 11.7 12.2 12.9 8.7 8.4 7.7 7.4 7.2 6.1 6.0 5.3 5.1 4.1 3.5 3.4 2.6 146 11.0 10.3 11.3 11.4 12.6 14.5 16.8 13.7 12.7 12.5 13.1 12.1 11.2 11.4 12.2 8.7 8.3 7.8 7.5 7.3 6.0 5.8 5.3 5.1 — — — — 460 15.5 14.3 16.2 16.5 17.5 19.8 21.3 17.3 15.5 14.9 14.3 14.5 12.7 13.7 14.6 8.8 8.6 7.5 7.1 7.0 6.5 7.2 5.7 5.3 — — — — Total CBOE Options Contract Volume—All Options Year Total Volume Equity Volume Index Volume 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,784,045 182,112,636 180,357,774 148,889,091 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 232,851,089 278,920,392 198,086,825 138,507,143 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,968,235 45,255,301 48,486,402 61,902,931 49,393,316 73,315,232 64,744,167 57,523,494 58,674,901 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 52,009,919 47,397,039 56,202,471 68,282,088 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 64,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,841 10,662,498 — — — — — — — — — — T-Bond & T-Note Volume — — — — — — — — — 76 7,109 144,356 140,329 207,476 321,021 415,001 241,994 110,689 14,134 — — — — — — — — — Interest Rate Volume 39,591 42,100 42,556 76,760 75,517 94,252 65,102 216,592 64,561 57,305 50,035 61,839 72,718 — — — — — — — — — — — — — — — — Foreign Currency Volume — — — — — — — — — — — — — 237,488 457,732 128,529 — — — — — — — — — — — — 57 Total Options Contract Volume By Exchange Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 58 CBOE 306,667,851 326,359,531 254,331,851 206,865,991 187,243,741 173,944,877 178,533,465 183,934,483 140,348,955 121,467,604 121,689,918 129,500,018 126,765,253 111,784,045 182,112,636 180,357,774 148,889,091 123,273,736 82,468,750 75,735,739 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 AMEX PHLX PCX ISE 205,043,075 207,726,689 129,662,189 97,661,673 88,107,842 61,591,891 52,391,899 48,505,380 47,883,957 42,314,942 38,805,589 40,914,962 49,873,264 45,022,497 70,988,990 65,440,500 48,559,122 40,104,605 38,967,725 38,790,852 34,859,475 29,048,323 17,467,018 14,380,959 10,077,578 9,035,767 3,530,564 — — 101,841,724 76,549,892 48,125,415 42,844,295 30,364,035 21,938,865 22,000,030 25,704,131 25,699,888 22,947,867 22,365,110 22,808,688 27,970,765 23,165,112 29,155,308 24,467,468 18,134,575 16,109,050 16,808,125 13,466,652 10,009,565 7,758,101 4,952,737 3,270,378 2,195,307 1,274,702 140,982 — — 102,637,138 108,541,840 75,801,209 58,971,239 46,686,240 33,881,762 30,905,131 20,929,869 16,364,744 13,066,618 13,852,604 13,881,269 18,091,434 13,349,148 19,410,875 14,075,872 12,793,451 11,366,056 11,155,906 9,309,563 6,952,567 5,486,590 3,856,344 3,289,968 1,925,031 550,194 — — — 65,353,969 7,565,684 — — — — — — — — — — — — — — — — — — — — — — — — — — — NYSE — — — 1,421,260 3,438,990 2,885,698 2,300,700 2,052,965 2,177,041 2,059,969 2,817,811 4,315,944 2,627,789 3,499,095 4,823,782 4,426,855 4,093,816 656,480 — — — — — — — — — — MSE — — — — — — — — — — — — — — — — — — — — 1,518,611 2,609,164 2,012,363 600,780 15,237 — — — NASD — — — — — — — — — — — — — — 45,239 107,453 — — — — — — — — — — — — Total 781,543,757 726,743,636 507,920,664 406,343,198 353,823,118 294,796,385 286,716,223 281,374,563 232,350,509 201,974,072 198,773,190 209,922,748 227,016,660 195,948,591 305,166,904 289,210,635 232,910,547 194,947,263 150,056,986 137,302,806 109,405,782 96,728,546 64,264,863 57,231,018 39,637,328 32,373,927 18,102,569 5,682,907 1,119,177 HISTORICAL TRADING ACTIVITY-EQUITY OPTIONS Equity Options Contract Volume Year Trading Days 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 253 253 253 253 253 252 252 253 253 253 173 Total Volume Call Total 232,851,089 278,920,392 198,086,825 138,507,143 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,968,235 45,255,301 48,486,402 61,902,931 49,393,316 73,315,232 64,744,167 57,523,599 58,674,907 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 83,199,296 187,906,726 138,620,308 93,506,934 80,677,086 62,902,214 54,736,660 48,113,043 41,515,962 32,039,653 32,055,783 34,417,287 47,641,419 37,904,233 56,423,959 50,022,504 44,008,742 42,938,367 52,594,594 50,214,419 40,801,201 42,941,970 30,123,005 30,298,133 23,581,254 21,498,027 14,431,023 5,682,907 1,119,177 Put Average Daily Volume 149,651,793 91,013,666 59,466,577 45,000,209 35,354,410 25,554,365 22,303,806 20,861,766 17,194,856 12,928,582 13,199,518 14,069,115 14,261,512 11,489,083 16,891,273 14,721,663 13,514,857 15,736,540 19,100,969 25,507,186 16,782,974 9,974,951 5,256,595 3,979,217 1,257,378 — — — — 938,916 1,106,827 786,059 549,632 458,623 348,254 305,716 273,710 232,059 177,040 178,875 191,646 245,647 195,231 289,784 255,906 228,268 231,917 283,382 299,295 277,605 209,158 139,840 136,021 98,566 84,972 57,040 22,462 6,469 Equity Options Open Interest and Dollar Volume Trading Open Interest Dollar Volume (thousands) Year Days Total Call Put 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 253 253 253 253 253 252 252 253 253 253 173 84,375,076 49,944,375 43,836,224 16,553,566 12,419,614 9,121,888 7,350,437 6,028,581 5,642,471 3,781,653 2,783,155 2,459,695 2,944,944 2,706,148 3,027,620 3,773,319 4,101,981 3,532,286 6,840,625 5,610,671 4,772,604 3,257,364 2,258,529 2,165,894 1,960,636 1,519,852 1,190,085 543,703 242,825 55,326,798 32,216,400 26,726,932 10,504,977 8,113,173 6,024,657 4,865,786 4,089,047 3,904,005 2,705,913 1,955,738 1,731,851 2,238,981 2,023,117 2,463,979 2,890,993 3,089,567 2,694,296 5,124,492 3,884,527 3,449,959 2,633,312 2,048,463 1,976,022 1,831,806 — — — — 29,048,278 17,727,975 17,109,292 6,048,589 4,306,441 3,097,231 2,484,651 1,939,534 1,738,466 1,075,740 827,417 727,844 705,963 683,031 563,641 882,326 1,012,414 837,790 1,716,133 1,726,144 1,322,645 624,052 210,066 189,872 128,830 — — — — Total $91,699,048 $193,302,270 $124,144,657 $57,404,858 $41,741,218 $30,022,394 $22,173,991 $17,033,086 $15,135,317 $11,296,632 $11,463,090 $12,464,706 $19,514,223 $12,012,403 $25,833,348 $19,544,336 $15,801,517 $18,644,743 $35,796,506 $32,265,764 $22,433,636 $27,893,035 $13,858,402 $14,403,416 $7,996,670 $9,039,566 $6,443,327 $1,657,652 $449,615 Call $42,700,148 $113,231,311 $97,801,156 $41,908,569 $31,378,668 $23,635,014 $17,162,494 $12,044,017 $11,370,936 $8,156,397 $8,689,214 $8,886,631 $15,190,793 $9,682,054 $20,551,949 $16,459,993 $13,415,012 $14,865,730 $31,388,075 $25,164,139 $17,013,970 $25,245,995 $12,131,512 $12,695,972 $7,507,300 — — — — Put $48,998,900 $80,070,959 $26,343,501 $15,496,289 $10,362,550 $6,387,380 $5,011,497 $4,989,069 $3,764,381 $3,140,236 $2,773,876 $3,578,075 $4,323,430 $2,330,349 $5,281,399 $3,094,343 $2,386,504 $3,779,013 $4,408,431 $7,101,625 $5,419,666 $2,647,040 $1,726,890 $1,707,444 $489,370 — — — — 59 Equity Options Average Premium Per Contract and Average Contracts Per Trade Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 Average Premium Per Contract Total Call Put $394 $693 $627 $414 $360 $339 $288 $247 $258 $251 $253 $257 $315 $243 $352 $302 $275 $318 $499 $426 $390 $527 $392 $420 $322 $420 $446 $294 $402 $513 $603 $706 $448 $389 $376 $314 $250 $274 $255 $271 $258 $319 $255 $364 $329 $305 $346 $597 $501 $417 $588 $403 $419 $318 $420 $446 $294 $402 $327 $880 $443 $344 $293 $250 $225 $239 $219 $243 $210 $254 $303 $203 $313 $210 $177 $240 $231 $278 $323 $265 $329 $429 $389 — — — — Average Contracts Per Trade Total Call Put 13.8 11.4 102 10.7 10.4 10.4 11.1 12.2 10.4 9.1 9.2 9.5 10.2 8.8 8.6 8.5 8.7 8.4 7.7 7.4 7.2 6.1 6.0 5.3 5.1 4.1 3.5 3.4 2.6 7.2 10.4 9.5 9.8 9.7 9.9 10.6 11.9 10.2 9.1 9.0 9.7 10.0 8.8 8.6 8.5 8.7 8.3 7.8 7.5 7.3 6.0 5.8 5.3 5.1 4.1 3.5 3.4 2.6 28.2 14.2 12.1 12.9 12.4 11.6 12.5 12.9 11.0 9.3 9.7 9.3 10.8 9.1 8.6 8.4 8.8 8.6 7.5 7.2 7.0 6.5 7.2 5.7 5.3 — — — — Equity Options Contract Volume By Exchange Cleared Equity Options Volume Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 CBOE 232,851,089 278,920,392 198,086,825 138,507,143 116,031,496 88,456,579 77,040,466 68,974,809 58,710,818 44,918,235 45,255,301 48,486,402 61,902,931 49,393,231 73,315,232 64,744,167 57,523,599 58,674,901 71,695,563 75,721,605 57,584,175 52,916,921 35,379,600 34,277,350 24,838,632 21,498,027 14,431,023 5,682,907 1,119,177 AMEX PHLX 167,713,954 92,955,040 192,032,222 72,135,321 126,821,276 44,086,183 94,332,281 37,871,930 83,926,288 25,021,282 57,082,441 16,325,194 48,886,858 14,739,706 44,810,966 13,016,116 43,390,722 11,411,065 36,067,822 10,408,628 32,829,447 11,803,703 34,197,819 12,443,833 41,579,453 16,768,793 37,470,045 13,092,707 52,770,659 18,088,192 47,140,205 15,054,738 36,099,739 12,068,358 33,076,866 15,982,001 36,199,701 16,607,806 38,766,996 13,466,652 34,859,475 10,009,565 29,048,323 7,758,101 17,467,018 4,952,737 14,380,959 3,270,378 10,077,578 2,195,307 9,035,767 1,274,702 3,530,564 140,982 PCX ISE MSE* 95,646,008 59,201,203 108,533,862 7,565,684 75,770,940 58,930,521 46,606,429 33,839,202 30,852,968 20,861,609 16,203,312 12,996,923 13,781,027 13,750,956 17,865,387 13,068,755 18,951,794 13,941,683 12,700,805 11,191,471 11,155,906 9,309,563 6,952,567 5,486,590 1,518,611 3,856,344 2,609,164 3,289,968 2,012,363 1,925,031 600,780 550,194 15,237 NYSE** 1,413,206 3,414,471 2,860,273 2,269,165 2,010,184 2,042,844 1,901,208 2,546,734 3,723,184 1,902,900 1,305,974 1,050,152 163,593 Total 648,367,294 659,187,481 444,765,224 329,641,875 272,998,701 199,117,887 174,380,271 149,932,665 131,726,101 106,484,452 104,850,686 111,425,744 141,839,748 114,927,638 164,431,851 141,930,945 118,556,094 118,925,239 135,658,976 137,264,816 109,405,782 96,728,546 64,264,863 57,231,018 39,637,328 32,373,927 18,102,569 5,682,907 1,119,177 CBOE % Share of Total Volume 36.0 42.3 46.1 42.0 42.5 44.4 44.2 46.0 44.6 42.2 43.2 43.5 43.6 43.0 44.6 45.6 48.5 49.3 52.8 55.2 52.6 54.7 55.1 59.9 62.7 66.4 79.7 100.0 100.0 *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. 60 Equity LEAPS Contract Volume and Open Interest Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 Trading Days 248 252 252 252 253 254 252 252 253 254 253 Total Contract Volume Total Call Put 21,068,576 7,228,812 13,839,764 18,320,847 12,913,284 5,407,563 12,495,220 8,828,450 3,666,770 7,193,811 5,109,298 2,084,513 5,146,780 3,677,210 1,469,570 3,573,877 2,538,756 1,035,121 3,532,779 2,463,099 1,069,680 2,919,657 2,169,929 749,728 2,571,321 1,866,891 704,430 1,547,717 1,182,606 365,111 625,642 497,984 127,658 Average Daily Volume 84,954 72,702 49,584 28,547 20,343 14,070 14,019 11,586 10,163 6,093 2,473 Open Interest in Contracts Total Call Put 17,881,440 11,694,927 6,186,513 9,220,251 5,859,826 3,360,425 6,331,538 3,738,715 2,592,823 2,623,740 1,730,927 892,813 1,749,909 1,114,337 635,572 2,467,906 841,547 1,626,359 1,042,392 665,976 376,416 957,380 618,975 338,405 846,057 543,649 302,408 508,781 365,887 142,894 199,109 150,230 48,879 HISTORICAL TRADING ACTIVITY-INDEX OPTIONS* Total Index Contract Volume Trading Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 Days 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 205 Total 52,009,919 47,397,039 56,202,470 68,282,088 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 4,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,917 10,662,498 Contract Volume Call 21,645,888 20,870,522 23,526,840 29,106,264 31,506,552 37,256,032 45,270,975 50,701,273 38,146,429 36,683,601 38,148,456 39,449,611 31,991,176 32,804,412 58,548,350 64,312,356 55,805,515 35,860,918 5,187,861 Put 30,364,031 26,526,517 32,675,630 39,175,824 39,630,176 48,138,014 56,156,922 64,041,809 43,427,147 39,758,463 38,236,050 41,495,057 32,654,072 29,445,988 49,804,090 50,522,498 5,016,552 28,495,999 5,474,637 Average Daily Total 209,717 188,083 233,026 270,961 281,173 336,197 400,901 455,330 322,425 300,953 301,915 319,939 256,529 246,049 428,271 453,893 358,981 254,375 52,012 Total Index Option Open Interest and Dollar Volume Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 Total 4,155,498 3,317,081 3,706,451 3,232,699 3,273,034 2,467,906 2,708,600 2,844,191 2,185,174 1,887,202 1,774,620 1,289,914 1,005,657 880,985 741,736 1,010,739 1,286,108 647,821 334,510 Open Interest in Contracts Call Put 1,905,223 2,250,275 1,575,805 1,741,276 1,459,002 2,247,449 1,308,280 1,924,419 1,296,473 1,976,561 841,547 1,626,359 1,003,661 1,704,939 1,273,899 1,570,292 889,577 1,295,597 809,961 1,077,241 719,990 1,054,630 569,727 720,187 445,741 559,916 422,233 458,752 396,658 345,078 501,142 509,597 668,340 617,768 398,057 249,764 195,682 138,828 Total $103,304,236,589 $131,117,652,021 $119,740,401,583 $117,705,321,296 $104,182,695,225 $73,513,538,077 $60,314,791,589 $50,092,654,182 $30,777,982,925 $33,195,348,189 $39,245,357,743 $42,880,469,686 $27,505,936,771 $27,478,205,683 $50,536,478,841 $35,358,087,000 $21,623,424,000 $15,356,000,000 $3,396,000,000 Dollar Volume Call $40,990,346,222 $61,270,306,288 $64,882,929,610 $62,741,413,439 $62,957,704,514 $44,971,815,222 $40,872,092,367 $23,813,355,297 $17,047,779,862 $18,812,242,598 $24,321,846,057 $20,840,458,316 $17,563,299,309 $15,658,723,033 $29,612,693,832 $22,843,990,000 $15,471,594,000 $9,534,000,000 $1,882,000,000 Put $62,313,890,367 $69,847,345,733 $54,857,471,973 $54,963,907,857 $41,224,990,711 $28,541,722,854 $19,442,699,211 $26,279,298,885 $13,730,203,063 $14,383,105,591 $14,523,511,686 $22,040,011,370 $9,942,637,462 $11,819,482,650 $20,923,785,009 $12,514,097,000 $6,151,830,000 $5,822,000,000 $1,514,000,000 *Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX. 61 Total Index Option Average Premium Per Contract and Average Contracts Per Trade Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 Average Premium Per Contract Total Call Put $1,986 $1,894 $2,052 $2,766 $2,936 $2,633 $2,131 $2,758 $1,679 $1,724 $2,156 $1,403 $1,465 $1,998 $1,040 $861 $1,207 $593 $595 $903 $346 $437 $470 $410 $377 $447 $316 $434 $513 $362 $514 $648 $380 $530 $528 $531 $425 $549 $304 $441 $477 $401 $466 $506 $420 $308 $355 $248 $238 $277 $207 $239 $266 $204 $318 $363 $277 Average Contracts Per Trade Total Call Put 24.7 24.1 25.2 22.7 22.1 23.1 21.1 21.3 21.0 22.1 21.5 22.6 22.0 20.6 23.4 23.5 22.8 24.1 26.1 26.3 25.9 27.3 27.7 27.0 22.1 21.7 22.4 19.7 19.6 19.8 18.3 18.4 18.2 18.3 19.0 17.6 17.2 17.4 17.0 15.7 16.5 14.9 16.9 16.8 17.0 18.2 18.2 18.2 18.6 18.4 18.8 17.7 17.1 18.0 12.6 10.2 10.9 Total Index Options Contract Volume By Exchange CBOE % Share of Year CBOE AMEX PHLX PCX ISE NYSE 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 52,009,919 47,397,539 56,202,470 68,282,088 71,136,728 85,394,046 101,427,897 114,743,082 81,573,576 76,442,064 76,384,506 80,944,668 64,645,248 62,250,400 108,352,440 114,834,854 90,822,067 64,356,841 10,662,498 37,329,121 15,694,467 2,840,913 3,329,392 4,181,554 4,509,450 3,505,041 3,694,414 4,493,235 6,247,120 5,976,142 6,617,870 8,282,314 7,548,749 18,192,811 18,274,774 12,437,897 7,006,035 2,693,153 8,366,266 3,862,126 3,189,587 3,139,347 2,776,578 2,459,867 2,799,964 2,549,514 1,153,714 354,005 433,686 218,659 151,117 156,597 498,756 1,398,800 2,321,006 127,049 6,278 6,991,130 7,978 30,269 40,718 79,811 42,560 52,163 68,260 161,432 69,695 71,577 130,313 226,047 280,393 459,081 134,189 92,646 174,585 — 6,152,766 __ — — — — — — — — — — — — — — — — — — __ — — 8,054 24,519 25,425 31,535 42,781 134,197 158,761 271,077 592,760 724,889 2,193,121 3,773,630 4,263,262 4,093,816 656,480 NASD — — — — — — — — — — — — — — — 45,239 107,453 — — OEX (S&P100) Contract Volume and Open Interest Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 62 Trading Days 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 205 Total 10,399,217 15,557,421 25,761,292 33,425,854 36,595,576 54,929,246 69,633,460 81,824,650 64,031,944 62,427,272 63,935,546 68,846,535 58,371,337 57,433,506 101,827,077 113,151,085 90,804,930 64,288,445 10,595,664 Contract Volume Call 4,840,572 7,047,058 11,253,040 15,458,446 17,580,145 24,967,860 31,416,311 36,995,171 30,628,988 30,600,646 32,173,041 33,616,840 28,716,525 30,221,224 55,158,010 63,392,789 55,795,875 35,823,507 5,145,533 Put 5,558,645 8,510,363 14,508,252 17,967,408 19,015,431 29,961,386 38,217,149 44,829,479 33,402,956 31,826,606 31,762,505 35,229,695 29,654,812 27,212,282 46,669,067 49,758,296 35,009,055 28,464,938 5,450,131 Average Daily Volume 41,932 61,736 102,227 132,642 144,647 216,257 276,323 324,701 253,091 245,797 252,710 272,121 231,632 227,010 402,479 447,237 360,337 254,105 51,686 Open Interest 192,011 179,371 287,980 312,805 398,483 422,220 617,825 817,447 805,661 664,527 783,581 575,633 548,506 566,323 500,369 871,043 1,285,447 647,810 332,007 Total 110,849,202 66,961,110 62,263,239 74,791,545 78,182,725 92,430,442 107,810,490 121,086,805 87,424,738 83,247,081 83,024,672 88,281,587 73,897,486 70,961,028 129,696,209 138,461,486 110,044,331 75,758,326 14,018,409 Total 46.9 70.8 90.3 91.3 91.0 92.4 93.2 94.8 93.3 91.8 92.0 91.7 87.5 87.7 83.5 82.9 82.5 85.0 76.1 SPX/SPL (S&P 500) Contract Volume and Open Interest Year Trading Days 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 248 252 252 252 253 254 252 252 253 254 253 253 252 253 253 253 252 253 127 Total 24,271,222 23,290,194 24,699,878 25,708,136 26,494,543 24,844,808 26,726,023 28,016,776 16,454,282 13,420,174 11,924,719 12,089,035 6,273,911 4,816,894 6,204,793 1,682,808 7,762 11,970 14,093 Contract Volume Call Put Average Daily Volume 10,165,544 10,202,047 10,160,737 10,383,764 10,276,751 10,032,433 11,638,290 11,667,855 7,183,029 5,990,574 5,850,383 5,829,971 3,274,651 2,583,188 3,199,564 919,026 4,949 5,065 6,210 14,105,678 13,088,147 14,539,141 15,324,372 16,217,792 14,812,375 15,087,733 16,348,921 9,271,253 7,429,600 6,074,336 6,259,064 2,999,260 2,233,706 3,005,229 763,782 2,813 6,905 7,883 97,868 92,421 98,015 102,016 104,722 97,814 106,056 111,178 65,037 52,835 47,133 47,783 24,952 19,039 24,525 6,786 31 47 111 Open Interest 2,674,608 2,496,349 2,850,523 1,730,794 1,606,318 1,339,651 1,352,837 1,282,485 1,098,660 993,922 726,085 708,577 457,151 314,662 241,367 139,696 661 11 2,503 Options on the Dow Jones Industrial AverageSM (DJX) Contract Volume and Open Interest Year Trading Days Total 2001 2000 1999 1998 1997 248 252 252 252 61 8,958,075 3,763,077 3,319,804 4,281,731 2,029,938 Contract Volume Call 2,666,528 1,635,695 1,015,438 1,399,234 902,050 Put 6,291,547 2,127,382 2,304,366 2,882,497 1,127,888 Average Daily Volume 36,121 14,933 13,174 16,991 33,278 Open Interest 562,428 223,569 437,654 343,556 464,792 Nasdaq-100 Index Options (NDX) Contract Volume and Open Interest Year Trading Days Total Contract Volume Call Put 2001 2000 1999 1998 1997 1996 1995 1994 248 252 252 252 253 254 252 227 1,603,884 2,313,580 1,371,349 1,563,242 2,061,376 3,216,041 2,082,335 1,358,930 684,259 940,780 568,392 774,814 1,090,248 1,495,178 881,058 558,245 919,625 1,372,800 802,957 788,428 971,128 1,720,863 1,200,377 800,685 Average Daily Volume 6,467 9,181 5,442 6,203 8,148 12,662 8,263 5,986 Open Interest 35,665 68,220 86,442 20,375 31,158 36,859 83,364 39,369 Mini Nasdaq-100 Index Options (MNX) Contract Volume and Open Interest Year Trading Days Total Contract Volume Call 2001 248 6,325,335 3,084,290 Put 3,241,045 Average Daily Volume Open Interest 25,505 589,386 Russell 2000 Index Options (RUT) Contract Volume and Open Interest Year Trading Days Total Contract Volume Call Put Average Daily Volume Open Interest 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 248 252 252 252 253 254 252 252 253 35 325,157 835,614 821,565 876,158 616,882 388,399 317,099 651,009 494,980 40,086 142,733 197,567 414,385 383,124 349,415 179,145 103,557 192,777 233,801 19,869 182,424 638,047 407,180 493,034 267,467 209,254 213,542 458,232 261,179 20,217 1,311 3,316 3,260 3,477 2,438 1,529 1,258 2,583 1,956 1,145 91,373 64,663 33,322 57,215 34,035 55,901 24,754 46,817 76,896 21,499 63 HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS Total Interest Rate Options Contract Volume Year Trading Days Total Contract Volume Call Put Average Daily Volume 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 248 252 251 251 250 252 250 250 251 251 251 251 131 39,591 42,100 42,556 76,760 75,517 94,252 65,102 216,592 64,561 57,305 50,035 61,839 72,718 16,828 15,781 19,527 44,129 38,220 50,636 39,121 108,200 32,795 31,987 26,769 27,025 38,455 22,763 26,768 23,029 32,631 37,297 43,616 25,981 108,392 31,766 25,318 23,266 34,814 34,263 160 167 170 306 302 374 260 866 257 228 199 246 555 Total Interest Rate Options Open Interest and Dollar Volume Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 Total Open Interest in Contracts Call 6,378 2,783 6,395 4,436 8,982 6,434 6,831 21,494 3,443 2,736 4,867 4,205 4,706 2,639 627 1,632 2,907 5,182 3,002 3,281 11,554 1,435 1,688 3,682 2,652 3,150 Total Dollar Volume Call Put $10,195,678 $13,444,561 $8,041,082 $14,183,792 $15,966,935 $20,239,126 $11,013,182 $39,757,169 $11,223,338 $7,097,001 $7,347,106 $10,778,046 $12,125,585 $3,719,173 $3,085,375 $3,975,530 $5,809,911 $6,856,851 $10,938,500 $5,705,651 $23,835,743 $5,365,199 $3,562,920 $3,075,106 $4,956,810 $5,500,884 $ 6,476,505 $10,359,186 $4,065,552 $8,373,881 $9,110,084 $9,400,626 $5,307,531 $15,921,426 $5,858,139 $3,534,081 $4,271,233 $5,821,236 $6,624,701 Put 3,739 2,156 4,763 1,529 3,800 3,432 3,550 9,940 1,998 1,048 1,185 1,553 1,556 Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions Year 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 64 Average Premium Per Contract Total Call Put $258 $314 $189 $185 $211 $216 $169 $183 $174 $124 $147 $174 $167 $221 $196 $204 $132 $179 $216 $146 $220 $164 $111 $115 $183 $143 $285 $387 $177 $257 $244 $216 $204 $147 $184 $140 $184 $167 $193 Average Contracts Per Trade Total Call Put 12.4 21.9 16.6 25.3 24.9 18.9 17.2 26.5 24.0 23.5 14.1 17.1 14.3 12.2 12.9 16.0 26.6 21.1 18.1 15.5 24.2 20.6 26.0 17.1 17.9 15.9 12.6 36.2 17.0 23.8 30.3 19.9 20.6 29.3 28.9 20.9 11.7 16.5 12.8 Options are not suitable for every investor. 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