2006 Market Statistics - cboe.com · During 2006, 391 million equity contracts were traded on the...

2006 Market Statistics

INTEREST RATE OPTIONS - 2006 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Total Interest Rate Options ..............................................................................106-107IRX Options ....................................................................................................108-109FVX Options ....................................................................................................110-111TNX Options ...................................................................................................112-113TYX Options ....................................................................................................114-115

Historical Trading Activity ALL OPTIONS Total CBOE Options Contract Volume ................................................................116 Total CBOE Options Year-End Open Interest and Dollar Volume...........................117 Total CBOE Options Average Premium

Per Contract, and Average Contracts Per Trade ...........................................118 Total CBOE Options Contract Volume-All Options ...............................................119 Total Options Contract Volume By Exchange......................................................120

EQUITY OPTIONS Equity Options Contract Volume ........................................................................121 Equity Options Open Interest and Dollar Volume.................................................122 Equity Options Average Premium Per Contract

and Average Contracts Per Trade ...............................................................123 Equity Options Contract Volume By Exchange ....................................................124 Equity LEAPS Contract Volume and Open Interest ..............................................125

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

Total Cash Index Contract Volume.....................................................................126 Total Cash Index Option Open Interest and Dollar Volume...................................127 Total Cash Index Option Average Premium Per Contract

and Average Contracts Per Trade ...............................................................128 OEX® (S&P 100®) ...........................................................................................129 XEO® (S&P 100® European Style) .....................................................................129 SPX® (S&P 500®) ...........................................................................................130 XSP® (Mini-S&P 500®).....................................................................................130 DJX (Dow Jones Industrial AverageSM) ..............................................................131 NDX (Nasdaq-100 Index®) ..............................................................................131 MNX® (Mini Nasdaq-100 Index®) .....................................................................131 RUT (Russell 2000® Index) .............................................................................132 VIX (CBOE S&P 500 Volatility Index®) ................................................................132

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

Total Exchange Traded Funds Contract Volume..................................................133 Total Exchange Traded Funds Option Open Interest and Dollar Volume................133 Total Exchange Traded Funds Option Average Premium Per Contract

and Average Contracts Per Trade ...............................................................133 QQQQ (Nasdaq 100® Shares) ...........................................................................134 DIA (DIAMONDS®)............................................................................................134 SPY (S&P Depository Receipts) .........................................................................134 IWM (iShares Russell 2000® Index Fund) ..........................................................134 Total Cash Index and Exchange Traded Funds Options Contract Volume By Exchange ..............................................................135

INTEREST RATE OPTIONS Total Interest Rate Options Contract Volume ......................................................136 Total Interest Rate Options Open Interest and Dollar Volume...............................136 Total Interest Rate Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions............................................137

Table of Contents

CBOE TRADING ACTIVITY - 2006 Total CBOE Options Trading Summary ..................................................................1 Total CBOE Options Average Premium Per Contract,

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

EQUITY OPTIONS - 2006 Equity Options Contract Volume ............................................................................4 Equity Options Open Interest and Dollar Volume.....................................................4 Equity Options Average Premium Per Contract,

Average Contracts Per Trade and Transactions................................................5 Equity Options Contract Volume By Exchange ........................................................5 Equity LEAPS® Contract Volume and Dollar Volume................................................6 Equity LEAPS Average Contracts Per Trade and Transactions .................................6 Equity FLEX® Options Contract Volume, Open Interest

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

Average Contracts Per Trade and Transactions................................................7 Equity LEAPS Contract Volume Detail ....................................................................8-24 CBOE Equity Options Volume .............................................................................25-56 CBOE Top 100 Equity Options Ranked By Volume ................................................57-58

CASH INDEX OPTIONS - 2006 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Cash Index Options Launch Dates ......................................................................59

Most Active Cash Indexes-2006.........................................................................60-61

Total Cash Index Options ...................................................................................62 Total Cash Index Options Contract Volume By Exchange.......................................63 Total Cash Index FLEX (NDX, RUT, SPX, MVR)......................................................64-65 SPX® (S&P 500®) ..............................................................................................66-67 XSP® (Mini-S&P 500® Index) ..............................................................................68-69 OEX® (S&P 100®) ..............................................................................................70-71 XEO® (S&P 100® European Style) .......................................................................72-73 DJX (Dow Jones Industrial AverageSM) ................................................................74-75 NDX (Nasdaq-100 Index®) .................................................................................76-77 MNX (Mini Nasdaq-100 Index®) .........................................................................78-79 RUT (Russell 2000® Index) ................................................................................80-81 VIX (CBOE S&P 500 Volatility Index).....................................................................82-83 Other Cash Index Option Products ......................................................................84-85 Other Cash Index Options Contract Volume Detail ................................................86-88

EXCHANGE TRADED FUNDS OPTIONS – 2006 (Each listing includes Contract Volume, Open Interest and Dollar Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)

Exchange Traded Funds-2006............................................................................89 Most Active Exchange Traded Funds ...................................................................90 Total Exchange Traded Funds Options ................................................................91 Total Exchange Traded Funds Options Contract Volume By Exchange....................92 Total Exchange Traded Funds FLEX (DIA, QQQQ, SPY)…………................ ……93-94 QQQQ (Nasdaq 100® Shares) .............................................................................95 DIA (DIAMONDS®)..............................................................................................96 SPY (S&P Depository Receipts)............................................................................97 IWM (iShares Russell 2000® Index Fund) ............................................................98 Other Exchange Traded Funds Option Products ...................................................99-100 Other Exchange Traded Funds Options Contract Volume Detail ...........................101-105

CBOE TRADING ACTIVITY - 2006

Total CBOE Options Trading Summary

Call Put TotalNo. of Contracts 354,565,882 320,169,466 674,735,348Average Daily Volume 1,412,613 1,275,576 2,688,189Dollar Volume $176,160,342,105 $135,516,054,019 $311,676,396,124Open Interest 121,058,989 105,343,113 226,402,102Transactions 23,659,794 13,685,908 37,345,702

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

Jan 20 30,475,177 23,417,056 53,892,233 2,694,612 75,981,391 64,162,630 140,144,021 $23,096,530,215Feb 19 24,776,407 20,574,492 45,350,899 2,386,889 82,283,903 68,501,543 150,785,446 $19,902,290,232Mar 23 30,778,364 24,269,851 55,048,215 2,393,401 88,016,213 73,907,168 161,923,381 $30,834,499,679Apr 19 27,691,782 22,954,225 50,646,007 2,665,579 95,815,974 79,572,936 175,388,910 $19,659,814,788May 22 34,307,962 36,214,546 70,522,508 3,205,569 106,503,248 88,125,187 194,628,435 $31,178,896,775Jun 22 30,716,594 32,222,050 62,938,644 2,860,847 109,012,254 88,877,094 197,889,348 $38,864,776,423Jul 20 26,349,145 26,902,871 53,252,016 2,662,601 107,748,572 88,399,611 196,148,183 $22,326,910,054Aug 23 28,173,920 26,332,519 54,506,439 2,369,845 111,258,765 93,143,243 204,402,008 $20,493,523,612Sep 20 26,970,665 25,527,266 52,497,931 2,624,897 114,884,275 98,330,111 213,214,386 $26,053,676,084Oct 22 33,527,609 29,755,019 63,282,628 2,876,483 119,543,627 102,837,667 222,381,294 $24,895,124,275Nov 21 32,137,325 27,690,178 59,827,503 2,848,929 123,934,698 108,999,764 232,934,462 $25,354,493,049Dec 20 28,660,932 24,309,393 52,970,325 2,648,516 121,058,989 105,343,113 226,402,102 $29,015,860,938Total 251 354,565,882 320,169,466 674,735,348 2,688,189 -- -- -- $311,676,396,124

Contract Volume Open Interest

CHICAGO BOARD OPTIONS EXCHANGE Page 1 2006 MARKET STATISTICS

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

TradingMonth Days Call Put Total Call Put Total Call Put Total

Jan 20 $469 $376 $429 14 21 17 2,157,491 1,094,340 3,251,831Feb 19 $447 $429 $439 13 20 16 1,850,318 1,032,153 2,882,471Mar 23 $649 $448 $560 15 21 17 2,107,424 1,156,836 3,264,260Apr 19 $436 $331 $388 14 21 16 2,038,684 1,076,324 3,115,008May 22 $420 $463 $442 15 25 19 2,282,242 1,421,812 3,704,054Jun 22 $598 $636 $618 17 26 20 1,855,597 1,246,378 3,101,975Jul 20 $367 $470 $419 15 23 18 1,758,340 1,170,712 2,929,052Aug 23 $389 $362 $376 16 23 18 1,795,106 1,163,123 2,958,229Sep 20 $570 $419 $496 15 24 19 1,756,513 1,059,740 2,816,253Oct 22 $447 $333 $393 15 25 19 2,178,123 1,214,155 3,392,278Nov 21 $507 $327 $424 16 25 19 2,073,258 1,113,395 3,186,653Dec 20 $653 $424 $548 16 26 19 1,806,698 936,940 2,743,638Total 251 $497 $423 $462 15 23 18 23,659,794 13,685,908 37,345,702

Average Premium Per Contract Average Contracts Per Trade Transactions


Total CBOE Options Contract Volume - All Options

MonthTrading

DaysTotal

VolumeEquity

VolumeCash Index

VolumeETF

VolumeInterest Rate

VolumeJan 20 53,892,233 35,021,674 11,483,323 7,386,102 1,134Feb 19 45,350,899 28,038,604 10,212,719 7,097,472 2,104Mar 23 55,048,215 32,936,647 11,324,484 10,784,123 2,961Apr 19 50,646,007 32,304,107 10,473,119 7,865,842 2,939May 22 70,522,508 37,147,481 17,531,350 15,840,912 2,765Jun 22 62,938,644 30,346,986 16,440,726 16,147,972 2,960Jul 20 53,252,016 28,827,574 12,945,842 11,477,637 963Aug 23 54,506,439 30,292,653 12,917,002 11,295,307 1,477Sep 20 52,497,931 30,100,372 12,612,283 9,784,757 519Oct 22 63,282,628 38,416,714 14,330,724 10,533,398 1,792Nov 21 59,827,503 35,841,571 14,406,658 9,578,703 571Dec 20 52,970,325 31,383,194 12,897,119 8,688,867 1,145Total 251 674,735,348 390,657,577 157,575,349 126,481,092 21,330

Total Options Contract Volume By Exchange

Month CBOE AMEX BOX PHLX PCX ISE TOTAL CBOE ShareJan 53,892,233 17,714,452 9,695,716 22,630,544 20,417,833 53,842,568 178,193,346 30%Feb 45,350,899 14,083,311 7,063,152 17,800,889 13,919,452 44,770,240 142,987,943 32%Mar 55,048,215 16,985,706 7,707,192 21,111,193 14,112,192 49,202,312 164,166,810 34%Apr 50,646,007 14,651,027 7,882,046 20,142,462 13,310,595 45,210,726 151,842,863 33%May 70,522,508 18,873,998 9,780,509 25,463,308 17,167,259 57,906,633 199,714,215 35%Jun 62,938,644 16,707,670 8,045,070 20,742,888 13,727,132 48,587,820 170,749,224 37%Jul 53,252,016 14,749,681 7,713,672 19,412,380 13,586,094 45,900,015 154,613,858 34%Aug 54,506,439 15,434,355 7,073,972 20,877,551 15,452,941 47,105,644 160,450,902 34%Sep 52,497,931 15,619,783 7,204,622 21,369,090 15,009,431 47,264,410 158,965,267 33%Oct 63,282,628 19,120,478 8,142,117 27,112,303 17,399,083 56,288,630 191,345,239 33%Nov 59,827,503 17,503,372 7,655,596 27,436,775 19,788,453 52,714,471 184,926,170 32%Dec 52,970,325 15,601,912 6,426,938 29,028,634 22,695,891 43,168,049 169,891,749 31%Total 674,735,348 197,045,745 94,390,602 273,128,017 196,586,356 591,961,518 2,027,847,586 33%


EQUITY OPTIONS - 2006

Equity Options Contract Volume

Trading Average DailyMonth Days Call Put Total Volume

Jan 20 22,796,929 12,224,745 35,021,674 1,751,084Feb 19 17,711,083 10,327,521 28,038,604 1,475,716Mar 23 20,551,767 12,384,880 32,936,647 1,432,028Apr 19 20,551,483 11,752,624 32,304,107 1,700,216May 22 22,949,382 14,198,099 37,147,481 1,688,522Jun 22 18,322,814 12,024,172 30,346,986 1,379,408Jul 20 17,259,720 11,567,854 28,827,574 1,441,379Aug 23 18,153,705 12,138,948 30,292,653 1,317,072Sep 20 18,126,340 11,974,032 30,100,372 1,505,019Oct 22 23,614,515 14,802,199 38,416,714 1,746,214Nov 21 22,558,450 13,283,121 35,841,571 1,706,741Dec 20 19,856,716 11,526,478 31,383,194 1,569,160Total 251 242,452,904 148,204,673 390,657,577 1,556,405

Equity Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 64,964,983 48,135,684 113,100,667 $7,807,967,221 $2,325,955,341 $10,133,922,561Feb 70,343,785 51,605,960 121,949,745 $4,627,851,890 $3,068,158,708 $7,696,010,599Mar 75,932,921 55,578,495 131,511,416 $6,650,262,713 $3,282,272,779 $9,932,535,492Apr 82,700,799 59,900,165 142,600,964 $5,858,285,297 $2,108,570,148 $7,966,855,445May 90,856,448 65,162,951 156,019,399 $5,824,442,603 $3,282,638,280 $9,107,080,882Jun 92,935,366 66,060,466 158,995,832 $4,129,426,845 $3,223,552,269 $7,352,979,114Jul 91,026,231 65,724,980 156,751,211 $3,776,468,344 $2,659,684,380 $6,436,152,724Aug 94,363,813 69,128,509 163,492,322 $3,715,506,816 $2,730,172,720 $6,445,679,536Sep 98,485,846 73,582,416 172,068,262 $4,247,187,366 $2,525,502,621 $6,772,689,987Oct 101,995,896 77,062,438 179,058,334 $6,404,012,671 $2,972,105,395 $9,376,118,066Nov 106,102,878 81,897,120 187,999,998 $7,026,184,592 $2,115,632,831 $9,141,817,423Dec 105,349,889 82,603,392 187,953,281 $6,431,484,670 $2,266,131,665 $8,697,616,335Total -- -- -- $66,499,081,029 $32,560,377,135 $99,059,458,164

During 2006, 391 million equity contracts were traded on the CBOE, representing options on 39.1 billion shares of underlying stock.

Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but not liquidated in the secondary market, exercised or expired. At year-end 2006, open interest in equity options on CBOE was 187,953,281 contracts.

Open Interest Dollar Volume

Contract Volume


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

Month Call Put Total Call Put Total Call Put TotalJan $343 $190 $289 12 19 14 1,841,807 640,537 2,482,344Feb $261 $297 $274 12 18 13 1,539,775 582,084 2,121,859Mar $324 $265 $302 13 19 15 1,615,307 652,186 2,267,494Apr $285 $179 $247 12 21 14 1,752,875 562,297 2,315,172May $254 $231 $245 12 28 16 1,856,277 501,486 2,357,762Jun $225 $268 $242 13 27 17 1,369,260 442,622 1,811,882Jul $219 $230 $223 13 22 15 1,378,871 521,205 1,900,076Aug $205 $225 $213 13 21 16 1,387,613 565,042 1,952,655Sep $234 $211 $225 13 23 16 1,419,060 516,683 1,935,743Oct $271 $201 $244 13 23 16 1,800,410 637,962 2,438,372Nov $311 $159 $255 13 23 16 1,722,548 586,971 2,309,518Dec $324 $197 $277 13 24 16 1,490,689 478,756 1,969,445Total $274 $220 $254 13 22 15 19,174,493 6,687,831 25,862,324

CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for stocks listed on the CBOE represented 26% of all equity options trading in 2006. At year-end there were 1,906 listed equity options at CBOE.

CBOEMonth CBOE AMEX PHLX PCX ISE BOX TOTAL Market Share

Jan 35,021,674 14,068,278 20,018,811 18,975,309 46,361,108 8,259,887 142,705,067 25%Feb 28,038,604 10,758,637 15,403,818 12,317,199 38,220,007 6,025,758 110,764,023 25%Mar 32,936,647 12,261,992 17,603,304 12,001,609 40,984,568 6,310,677 122,098,797 27%Apr 32,304,107 11,289,527 17,701,411 11,942,009 38,502,233 6,639,447 118,378,734 27%May 37,147,481 12,555,168 21,009,441 14,048,336 45,869,684 8,039,877 138,669,987 27%Jun 30,346,986 10,817,523 16,439,121 10,364,755 36,171,158 6,285,181 110,424,724 27%Jul 28,827,574 9,728,254 16,274,931 10,505,329 36,187,674 6,267,808 107,791,570 27%Aug 30,292,653 10,642,325 18,222,625 12,908,588 38,030,193 5,779,292 115,875,676 26%Sep 30,100,372 11,125,723 17,165,936 12,204,827 37,270,022 5,820,909 113,687,789 26%Oct 38,416,714 14,502,535 22,845,632 15,372,583 46,487,776 6,607,936 144,233,176 27%Nov 35,841,571 12,660,727 24,603,176 17,981,360 44,337,859 6,197,724 141,622,417 25%Dec 31,383,194 11,447,345 24,501,459 19,899,394 35,762,342 5,245,663 128,239,397 24%Total 390,657,577 141,858,034 231,789,665 168,521,298 484,184,624 77,480,159 1,494,491,357 26%

Cleared Equity Options Volume


Equity Options Contract Volume By Exchange


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

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

Jan 20 3,467,522 1,832,307 5,299,829 264,991 6,525,167 5,425,053 11,950,220 $2,703,813,332Feb 19 2,395,545 1,557,856 3,953,401 208,074 7,863,812 6,294,490 14,158,302 $1,850,459,202Mar 23 2,961,441 2,174,318 5,135,759 223,294 9,583,248 7,403,256 16,986,504 $2,127,531,904Apr 19 2,740,107 1,933,714 4,673,821 245,991 10,871,957 8,502,199 19,374,156 $1,797,956,611May 22 3,392,600 2,276,217 5,668,817 257,674 13,404,519 10,036,751 23,441,270 $2,116,427,972Jun 22 2,145,876 1,804,510 3,950,386 179,563 15,299,550 11,306,661 26,606,211 $1,672,969,249Jul 20 1,426,704 781,373 2,208,077 110,404 16,509,360 12,118,200 28,627,560 $971,441,868Aug 23 1,123,751 745,946 1,869,697 81,291 18,204,612 13,732,387 31,936,999 $883,831,397Sep 20 1,339,509 856,556 2,196,065 109,803 20,089,365 15,591,132 35,680,497 $1,044,058,620Oct 22 1,810,526 1,298,611 3,109,137 141,324 22,594,747 17,737,123 40,331,870 $1,545,407,906Nov 21 1,923,254 1,160,934 3,084,188 146,866 25,507,814 19,879,149 45,386,963 $1,620,557,457Dec 20 2,244,644 1,263,751 3,508,395 175,420 28,754,537 22,285,287 51,039,824 $1,496,695,532Total 251 26,971,479 17,686,093 44,657,572 177,919 -- -- -- $19,831,151,050

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


Jan 20 $570 $397 $510 19 23 20 186,345 78,684 265,029Feb 19 $504 $414 $468 15 24 17 162,902 65,117 228,019Mar 23 $442 $377 $414 15 28 19 197,257 77,277 274,534Apr 19 $435 $314 $385 15 27 18 183,942 71,410 255,352May 22 $404 $328 $373 16 26 19 210,476 86,545 297,021Jun 22 $483 $353 $423 18 33 23 120,325 54,834 175,159Jul 20 $450 $421 $440 16 20 17 88,835 39,566 128,401Aug 23 $520 $401 $473 14 22 16 80,087 34,113 114,200Sep 20 $535 $382 $475 16 23 18 84,643 37,429 122,072Oct 22 $589 $369 $497 17 28 20 108,951 46,800 155,751Nov 21 $634 $345 $525 17 23 19 115,918 49,751 165,669Dec 20 $482 $328 $427 18 25 20 127,340 50,049 177,389Total 251 $497 $364 $444 16 26 19 1,667,021 691,575 2,358,596

Contract Volume Open Interest in Contracts



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

Jan 20 76,146 106,388 182,534 9,127 535,507 387,542 923,049 $72,726,790Feb 19 46,722 14,175 60,897 3,205 522,181 383,377 905,558 $18,782,860Mar 23 87,983 20,115 108,098 4,700 559,770 394,531 954,301 $99,622,025Apr 19 53,515 59,196 112,711 5,932 570,711 412,440 983,151 $98,118,700May 22 89,158 61,690 150,848 6,857 563,454 382,093 945,547 $287,701,000Jun 22 80,385 60,130 140,515 6,387 571,016 373,300 944,316 $103,475,475Jul 20 83,382 76,158 159,540 7,977 542,463 422,304 964,767 $151,611,285Aug 23 55,416 31,321 86,737 3,771 594,946 396,289 991,235 $60,632,740Sep 20 23,933 144,829 168,762 8,438 695,669 506,816 1,202,485 $38,986,815Oct 22 139,484 284,717 424,201 19,282 1,357,668 503,784 1,861,452 $457,445,985Nov 21 55,049 94,334 149,383 7,113 1,215,779 479,915 1,695,694 $110,181,965Dec 20 62,531 203,375 265,906 13,295 571,232 361,031 932,263 $205,949,410Total 251 853,704 1,156,428 2,010,132 8,008 -- -- -- $1,705,235,050


Jan 20 $424 $380 $398 508 291 354 150 365 515Feb 19 $303 $326 $308 316 302 312 148 47 195Mar 23 $1,092 $178 $922 667 559 643 132 36 168Apr 19 $1,626 $188 $871 478 1,057 671 112 56 168May 22 $3,086 $204 $1,907 594 685 629 150 90 240Jun 22 $1,018 $360 $736 693 485 585 116 124 240Jul 20 $724 $1,198 $950 587 560 574 142 136 278Aug 23 $265 $1,467 $699 423 653 485 131 48 179Sep 20 $258 $227 $231 269 2,414 1,133 89 60 149Oct 22 $136 $1,540 $1,078 1,011 2,791 1,768 138 102 240Nov 21 $1,483 $303 $738 500 1,626 889 110 58 168Dec 20 $131 $973 $775 344 779 600 182 261 443Total 251 $909 $803 $848 534 836 674 1,600 1,383 2,983


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


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


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

Standard Symbol Stock Total Call Put Total Call Put

1 COMS 3Com Corporation 89,452 83,344 6,108 356 332 242 MMM 3M Company 65,040 32,149 32,891 259 128 1313 KDE 4Kids Entertainment, Inc. 32 11 21 0 0 04 NDN 99 Cents Only Stores 3,229 2,620 609 13 10 25 ABAX Abaxis, Inc. 3,159 2,931 228 13 12 16 ABT Abbott Laboratories 46,276 27,663 18,613 184 110 747 ANF Abercrombie & Fitch Company 22,573 10,640 11,933 90 42 488 ABGX Abgenix, Inc. 1,031 826 205 4 3 19 ABMD ABIOMED, Inc. 313 261 52 1 1 010 ABBI Abraxis BioScience, Inc. 7,852 5,634 2,218 31 22 911 ACN Accenture Ltd.-CL A 8,579 4,178 4,401 34 17 1812 LEND Accredited Home Lenders Holding Company 25,517 15,660 9,857 102 62 3913 ACE ACE, Ltd. 712 474 238 3 2 114 ACGY Acergy S.A. 246 206 40 1 1 015 ATVI Activision, Inc. 45,287 42,254 3,033 180 168 1216 ADPT Adaptec, Inc. 885 815 70 4 3 017 ADCT ADC Telecommunications, Inc. 18,075 11,885 6,190 72 47 2518 ADBE Adobe Systems, Inc. 17,174 10,572 6,602 68 42 2619 EYE Advanced Medical Optics, Inc. 3,546 2,439 1,107 14 10 420 AMD Advanced Micro Devices, Inc. 252,847 165,969 86,878 1,007 661 34621 ANX ADVENTRX Pharmaceuticals, Inc. 10,686 2,355 8,331 43 9 3322 AES AES Corporation 20,473 9,535 10,938 82 38 4423 AET Aetna, Inc. 48,267 25,770 22,497 192 103 9024 ACS Affiliated Computer Services, Inc. 1,927 1,641 286 8 7 125 AMG Affiliated Managers Group, Inc. 8,655 4,161 4,494 34 17 1826 AFFX Affymetrix, Inc. 7,263 4,644 2,619 29 19 1027 AFL AFLAC Incorporated 762 566 196 3 2 128 AG AGCO Corporation 318 270 48 1 1 029 AGR Agere Systems, Inc. 4,122 3,844 278 16 15 130 A Agilent Technologies, Corporation 15,524 11,152 4,372 62 44 1731 AEM Agnico-Eagle Mines Ltd. 24,155 19,038 5,117 96 76 2032 APD Air Products & Chemicals, Inc. 27,772 13,528 14,244 111 54 5733 AYR Aircastle Limited 103 46 57 1 0 134 AAI Airtran Holdings, Inc. 5,284 4,779 505 21 19 235 AKS AK Steel Holding Corporation 45,830 32,434 13,396 183 129 5336 AKAM Akamai Technologies, Inc. 35,249 28,347 6,902 140 113 2737 ALDN Aladdin Knowledge Systems Ltd. 1,005 489 516 4 2 238 APCS Alamosa Holdings, Inc. (New) 31 26 5 0 0 039 AL Alcan, Inc. 10,850 8,828 2,022 43 35 840 ALU Alcatel-Lucent 26,076 22,408 3,668 104 89 1541 AA ALCOA, Inc. 95,910 62,584 33,326 382 249 13342 ACL Alcon, Inc. 3,699 1,641 2,058 15 7 843 ALXN Alexion Pharmaceuticals, Inc. 18,902 16,869 2,033 75 67 844 AYE Allegheny Energy, Inc. 3,469 2,448 1,021 14 10 445 ATI Allegheny Technologies, Inc. 32,624 22,266 10,358 130 89 4146 AGN Allergan, Inc. 3,581 1,803 1,778 14 7 747 AB AllianceBernstein Holding L.P. 18 18 0 0 0 048 ATK Alliant Techsystems, Inc. 1,708 1,046 662 7 4 349 AW Allied Waste Industries, Inc. 12,519 9,389 3,130 50 37 1250 ALD Alllied Capital Corporation 6,504 3,869 2,635 26 15 1051 MDRX Allscripts Healthcare Solutions, Inc. 4,020 2,873 1,147 16 11 552 ALL Allstate Corporation (The) 54,746 23,045 31,701 218 92 12653 AT ALLTEL Corporation 21,258 16,774 4,484 85 67 1854 ALTR Altera Corporation 16,888 7,555 9,333 67 30 3755 MO Altria Group, Inc. 860,666 643,851 216,815 3,429 2,565 86456 ALVR Alvarion Limited 11,785 10,270 1,515 47 41 657 AMZN Amazon.Com, Inc. 101,712 46,243 55,469 405 184 22158 ABK AMBAC, Inc. 1,086 217 869 4 1 359 DOX Amdocs Ltd. 2,470 1,962 508 10 8 260 AMED Amedisys, Inc. 1,654 1,080 574 7 4 261 AMX America Movil S.A.B. de C.V. 37,049 18,202 18,847 148 73 7562 AXL American Axle & Manufacturing Holdings, Inc. 72,615 8,345 64,270 289 33 25663 ACLI American Commercial Lines 599 479 120 2 2 064 AEOS American Eagle Outfitters, Inc. 14,844 9,613 5,231 59 38 21

Contract Volume Average Daily Volume





65 AEP American Electric Power Company, Inc. 5,118 1,701 3,417 20 7 1466 AXP American Express Company 124,867 97,710 27,157 497 389 10867 AIG American International Group, Inc. 156,886 68,177 88,709 625 272 35368 AOB American Oriental Bioengineering, Inc. 3,746 3,183 563 15 13 269 APCC American Power Conversion Corporation 8,196 5,409 2,787 33 22 1170 ASD American Standard Companies, Inc. 2,269 926 1,343 9 4 571 AMSC American Superconductor Corp. 4,699 3,999 700 19 16 372 AMT American Tower Corporation CLA 88,133 16,254 71,879 351 65 28673 ACF AmeriCredit Corporation 4,169 1,798 2,371 17 7 974 ABC AmerisourceBergen Corporation 1,602 889 713 6 4 375 AMGN Amgen, Inc. 108,232 64,300 43,932 431 256 17576 AMKR Amkor Technology, Inc. 24,178 14,914 9,264 96 59 3777 AMR AMR Corporation 242,371 122,519 119,852 966 488 47778 AMLN Amylin Pharmaceuticals, Inc. 52,444 43,630 8,814 209 174 3579 APC Anadarko Petroleum Corporation 46,721 30,061 16,660 186 120 6680 ADI Analog Devices, Inc. 13,803 11,647 2,156 55 46 981 ANDW Andrew Corporation 8,054 3,681 4,373 32 15 1782 ADRX Andrx Corp. 8,401 4,922 3,479 33 20 1483 ANPI Angiotech Pharmaceuticals, Inc. 2,996 1,043 1,953 12 4 884 AU AngloGold Ashanti Limited ADS 5,285 3,173 2,112 21 13 885 BUD Anheuser-Busch Companies, Inc. 66,557 46,728 19,829 265 186 7986 NLY Annaly Capital Management, Inc. 7,433 3,777 3,656 30 15 1587 ANN AnnTaylor Stores Corporation 3,439 2,509 930 14 10 488 AGEN Antigenics, Inc. 4,108 3,482 626 16 14 289 AOC AON Corporation 5,180 3,712 1,468 21 15 690 APA Apache Corporation 47,958 30,614 17,344 191 122 6991 SIL Apex Silver Mines Limited 27,956 17,266 10,690 111 69 4392 APOL Apollo Group, Inc. 16,174 8,553 7,621 64 34 3093 AAPL Apple, Inc. 313,048 179,709 133,339 1,247 716 53194 CRA Applera Corp. - Celera Genomics Group 5,232 3,620 1,612 21 14 695 ABI Applera Corporation-Applied Biosystems Group 1,379 1,107 272 5 4 196 AMAT Applied Materials, Inc. 67,888 39,084 28,804 270 156 11597 AHG Apria Healthcare Group Incorporated 2,396 1,852 544 10 7 298 AQNT aQuantive, Inc. 1,436 672 764 6 3 399 MT Arcelor Mittal 50,071 19,640 30,431 199 78 121100 ACI Arch Coal, Inc. 22,408 15,769 6,639 89 63 26101 ADM Archer-Daniels-Midland Company 76,214 53,430 22,784 304 213 91102 ARNA Arena Pharmaceuticals. Inc. 1,974 1,105 869 8 4 3103 ARIA ARIAD Pharmaceuticals, Inc. 11,329 10,345 984 45 41 4104 AH Armor Holdings, Inc. 13,542 12,263 1,279 54 49 5105 ARRS Arris Group, Inc. 682 527 155 3 2 1106 ASA ASA Limited 6,197 5,427 770 25 22 3107 ASH Ashland, Inc. 5,323 3,354 1,969 21 13 8108 ASML ASM Holding N.V. 5,097 4,045 1,052 20 16 4109 AIZ Assurant, Inc. 902 616 286 4 2 1110 AZN AstraZeneca plc ADS 4,891 3,401 1,490 19 14 6111 T AT&T Corporation 171,883 113,801 58,082 685 453 231112 AGIX AtheroGenics, Inc. 77,165 64,980 12,185 307 259 49113 ATPG ATP Oil & Gas Corporation 1,517 1,322 195 6 5 1114 ATW Atwood Oceanics, Inc. 98 58 40 0 0 0115 AUDC AudioCodes Ltd. 996 457 539 4 2 2116 ADSK Autodesk, Inc. 2,001 1,239 762 8 5 3117 ADP Automatic Data Processing, Inc. 35,737 32,280 3,457 142 129 14118 AN AutoNation, Inc. 5,200 4,522 678 21 18 3119 AZO Autozone, Inc. 6,874 4,482 2,392 27 18 10120 AVNR Avanir Pharmaceuticals 19,617 11,659 7,958 122 72 49121 AV Avaya, Inc. 11,382 8,558 2,824 45 34 11122 AVY Avery Dennison Corporation 820 460 360 3 2 1123 AVII AVI BioPharma, Inc. (New) 1,860 1,417 443 8 6 2124 AVID Avid Technology, Inc. 5,823 3,457 2,366 23 14 9125 CAR Avis Budget Group, Inc. 104,303 66,545 37,758 416 265 150126 AVT Avnet, Inc. 30 20 10 0 0 0127 AVP Avon Products, Inc. 5,009 3,575 1,434 20 14 6128 BIDU Baidu.com 779 414 365 4 2 2





129 BHI Baker Hughes Incorporated 14,198 8,670 5,528 57 35 22130 BLL Ball Corporation 3,164 2,371 793 13 9 3131 BLDP Ballard Power Systems, Inc. 7,153 5,388 1,765 28 21 7132 BYI Bally Technologies, Inc. 1,186 949 237 5 4 1133 BBD Banco Bradesco 91 39 52 1 0 0134 BAC Bank of America Corporation 334,955 245,706 89,249 1,334 979 356135 BK Bank of New York Company, Inc. (The) 7,452 5,975 1,477 30 24 6136 BCR Bard (C.R.), Inc. 1,373 1,187 186 5 5 1137 BKS Barnes & Noble, Inc. 1,502 958 544 6 4 2138 ABX Barrick Gold Corporation 70,335 38,520 31,815 280 153 127139 BOL Bausch & Lomb, Incorporated 20,870 9,969 10,901 83 40 43140 BAX Baxter International, Inc. 8,219 5,805 2,414 33 23 10141 BBT BB&T Corporation 4,339 2,977 1,362 17 12 5142 BEAS BEA Systems, Inc. 29,929 27,598 2,331 119 110 9143 BSC Bear Stearns Companies, Inc. (The) 22,652 9,980 12,672 90 40 50144 BZH Beazer Homes USA, Inc. 31,635 13,604 18,031 126 54 72145 BBBY Bed Bath & Beyond, Inc. 15,593 9,127 6,466 62 36 26146 BMS Bemis Company 363 236 127 1 1 1147 BBY Best Buy Co., Inc. 66,960 27,022 39,938 267 108 159148 BHP BHP Billiton Limited 9,591 7,339 2,252 38 29 9149 BIIB BIOGEN IDEC, Inc. 29,203 18,040 11,163 116 72 44150 BMRN BioMarin Pharmaceutical, Inc. 2,320 1,368 952 9 5 4151 BMET Biomet, Inc. 10,481 4,821 5,660 42 19 23152 PDLI BioPharma, Inc. 8,698 7,272 1,426 35 29 6153 BPA BioSante Pharmaceuticals, Inc. 613 436 177 2 2 1154 BIOS BioScripp, Inc. 587 506 81 2 2 0155 BSTE Biosite, Inc. 4,681 2,563 2,118 19 10 8156 BVF Biovail Corporation International 12,299 10,032 2,267 49 40 9157 BSG BISYS Group, Inc. (The) 263 242 21 1 1 0158 BJS BJ Services Company 21,940 12,207 9,733 87 49 39159 BDK Black & Decker Corporation (The) 8,574 7,356 1,218 34 29 5160 HRB Block (H & R), Inc. 10,238 6,480 3,758 41 26 15161 BBI Blockbuster, Inc.-Cl A 51,685 39,001 12,684 206 155 51162 NILE Blue Nile, Inc. 1,254 798 456 5 3 2163 BMC BMC Software, Inc. 3,304 2,392 912 13 10 4164 BA Boeing Company (The) 68,419 31,166 37,253 273 124 148165 BGP Borders Group, Inc. 129,586 64,151 65,435 516 256 261166 BWA BorgWarner, Inc. 379 220 159 2 1 1167 BORL Borland Software Corporation 990 753 237 4 3 1168 BSX Boston Scientific Corporation 286,222 240,411 45,811 1,140 958 183169 BOW Bowater, Incorporated 22,349 8,349 14,000 89 33 56170 BYD Boyd Gaming Corporation 8,755 5,465 3,290 35 22 13171 BP BP p.l.c. 21,835 13,276 8,559 87 53 34172 BMY Bristol-Myers Squibb Company 149,549 90,075 59,474 596 359 237173 BRCM Broadcom, Inc. 83,154 58,733 24,421 331 234 97174 BRCD Brocade Communications 417,667 397,350 20,317 1,664 1,583 81175 BAM Brookfield Asset Management, Inc. 712 712 0 3 3 0176 BC Brunswick Corporation 10,004 8,248 1,756 40 33 7177 BBW Build-A-Bear-Workshop 180 130 50 1 1 0178 BG Bunge Limited 1,690 1,243 447 7 5 2179 BNI Burlington Northern Santa Fe Corporation 10,136 6,288 3,848 40 25 15180 BOBJ Business Objects S.A. ADR 532 426 106 2 2 0181 CHRW C H Robinson Worldwide, Inc. 442 241 201 2 1 1182 CA CA, Inc. 32,351 19,273 13,078 129 77 52183 CVC Cablevision Systems Corporation 130,784 57,691 73,093 521 230 291184 COG Cabot Oil & Gas Corp. 1,344 652 692 5 3 3185 CDNS Cadence Design Systems, Inc. 3,046 1,920 1,126 12 8 4186 CPNLQ Calpine Corporation 38,175 8,225 29,950 152 33 119187 CCJ Cameco Corporation 63,033 46,634 16,399 251 186 65188 CAM Cameron International Corporation 4,524 3,470 1,054 18 14 4189 CPB Campbell Soup Company 1,013 678 335 4 3 1190 COF Capital One Financial Corporation 34,219 18,604 15,615 136 74 62191 CPST Capstone Turbine Corporation (New) 4,908 3,447 1,461 20 14 6192 CAH Cardinal Health, Inc. 11,013 6,442 4,571 44 26 18





193 CECO Career Education Corporation 21,641 6,546 15,095 86 26 60194 CMX Caremark RX, Inc. 13,155 8,840 4,315 52 35 17195 CCL Carnival Corporation (Class A) 38,337 18,968 19,369 153 76 77196 CAT Caterpillar, Inc. 90,308 51,403 38,905 360 205 155197 CBRL CBRL Group, Inc. 2,513 1,997 516 10 8 2198 CBS CBS Corporation 43,304 33,913 9,391 173 136 38199 CHINA CDC Corporation Cl A 21,464 14,120 7,344 86 56 29200 CDWC CDW Corporation 351 98 253 1 0 1201 CLS Celestica, Inc. 4,412 2,192 2,220 18 9 9202 CELG Celgene Corporation 61,873 43,309 18,564 247 173 74203 CEGE Cell Genesys, Inc. 5,019 2,795 2,224 20 11 9204 CX Cemex, S.A.B. de C.V. 8,795 6,051 2,744 35 24 11205 CTX CENTEX Corporation 32,553 11,027 21,526 130 44 86206 CENX Century Aluminum Company (New) 1,998 1,528 470 8 6 2207 CTL Centurytel, Inc. 6,673 3,685 2,988 27 15 12208 CEPH Cephalon, Inc. 61,227 38,925 22,302 244 155 89209 CPHD Cepheid, Inc. 3,254 2,777 477 13 11 2210 CRDN Ceradyne, Inc. 15,882 10,330 5,552 63 41 22211 CHTR Charter Communications, Inc. 52,359 44,967 7,392 209 179 29212 CHKP Check Point Software Technologies Ltd. 9,355 6,562 2,793 37 26 11213 CKFR Checkfree Corporation 6,373 4,439 1,934 25 18 8214 LNG Cheniere Energy, Inc. 55,963 47,547 8,416 223 189 34215 CHK Chesapeake Energy Corporation 166,560 115,945 50,615 664 462 202216 CVX Chevron Corporation 200,122 124,378 75,744 797 496 302217 CBI Chicago Bridge & Iron Company N.V. 402 345 57 2 1 0218 CME Chicago Mercantile Exchange 17,043 11,981 5,062 68 48 20219 PLCE Children's Place 162 132 30 1 1 0220 CBAK China BAK Battery, Inc. 712 314 398 10 4 6221 CMED China Medical Technologies, Inc. 1,221 543 678 5 2 3222 CQB Chiquita Brands International, Inc. 429 264 165 2 1 1223 CHIR Chiron Corporation 2,053 1,736 317 8 7 1224 CB Chubb Corporation (The) 2,538 1,663 875 10 7 3225 RIO CIA Vale Do Rio Doce (CVRD) 47,446 33,278 14,168 189 133 56226 CIEN Ciena Corporation 79,780 33,646 46,134 318 134 184227 CI CIGNA Corporation 6,627 3,270 3,357 26 13 13228 XEC Cimarex Energy Co. 6,780 4,730 2,050 27 19 8229 CC Circuit City Stores, Inc. Circuit City Group 6,282 3,581 2,701 25 14 11230 CRUS Cirrus Logic, Inc. 19,558 18,181 1,377 78 72 5231 CSCO Cisco Systems, Inc. 458,485 308,794 149,691 1,827 1,230 596232 CIT CIT Group, Inc. 4,332 3,373 959 17 13 4233 C Citigroup, Inc. 407,968 274,041 133,927 1,625 1,092 534234 CZN Citizens Communications Company 4,561 3,807 754 18 15 3235 CTXS Citrix Systems, Inc. 18,155 12,440 5,715 72 50 23236 CKR CKE Restaurants, Inc. 778 501 277 3 2 1237 CLHB Clean Harbors, Inc. 550 254 296 2 1 1238 CCU Clear Channel Communications, Inc. 6,607 4,913 1,694 26 20 7239 CCO Clear Channel Outdoor Holdings, Inc. 272 82 190 1 0 1240 CLF Cleveland-Cliffs, Inc. 7,696 3,539 4,157 31 14 17241 CLX Clorox Company (The) 2,327 1,052 1,275 9 4 5242 CMS CMS Energy Corporation 2,526 2,357 169 10 9 1243 CNA CNA Financial Corporation 1,564 680 884 6 3 4244 CNET CNET Networks, Inc. 2,708 1,984 724 11 8 3245 COH Coach, Inc. 23,317 12,981 10,336 93 52 41246 KO Coca-Cola Company (The) 159,470 111,277 48,193 635 443 192247 CCE Coca-Cola Enterprises, Inc. 10,852 8,926 1,926 43 36 8248 CDE Coeur d' Alene Mines Corp. 123,128 99,363 23,765 491 396 95249 CTSH Cognizant Technology Solutions Corporation 9,672 6,425 3,247 39 26 13250 COGN Cognos Incorporated 6,201 5,404 797 25 22 3251 CSTR Coinstar, Inc. 245 90 155 1 0 1252 CL Colgate-Palmolive Company 10,740 7,139 3,601 43 28 14253 CMCSK Comcast Corporation (Special Class A) 8,609 6,062 2,547 34 24 10254 CMCSA Comcast Corporation Class A 70,436 35,977 34,459 281 143 137255 CMA Comerica, Incorporated 3,809 3,139 670 15 13 3256 CBH Commerce Bancorp, Inc. 28,218 16,040 12,178 112 64 49





257 CCRT CompuCredit Corporation 3,384 1,113 2,271 13 4 9258 CSC Computer Sciences Corporation 14,929 9,131 5,798 59 36 23259 CPWR Compuware Corporation 2,775 2,359 416 11 9 2260 COGO Comtech Group, Inc. 432 344 88 2 2 0261 CMTL Comtech Telecommunication Corp. 831 651 180 3 3 1262 CMVT Comverse Technology, Inc. 64,966 27,169 37,797 259 108 151263 CAG ConAgra, Inc. 29,877 10,424 19,453 119 42 78264 CNXT Conexant Systems, Inc. 12,765 11,957 808 70 65 4265 CNCT Connetics Corporation 1,237 450 787 5 2 3266 COP ConocoPhillips 391,095 310,494 80,601 1,558 1,237 321267 CONR Conor Medsystems, Inc. 5,181 4,467 714 21 18 3268 CNO Conseco, Inc. 10,663 8,287 2,376 42 33 9269 CNX Consol Energy, Inc. 9,567 5,887 3,680 38 23 15270 ED Consolidated Edison, Inc. 5,964 3,681 2,283 24 15 9271 STZ Constellation Brands, Inc. 1,625 1,298 327 6 5 1272 CEG Constellation Energy Corp. 1,890 1,209 681 8 5 3273 CAL Continental Airlines, Inc. (Class B) 116,997 47,878 69,119 466 191 275274 COO Cooper Companies, Inc. (The) 2,281 1,435 846 9 6 3275 CTB Cooper Tire & Rubber Company 9,403 516 8,887 37 2 35276 CPRT Copart, Inc. 3,508 1,838 1,670 14 7 7277 CLB Core Laboratories N.V. 544 520 24 16 15 1278 COCO Corinthian Colleges, Inc. 8,084 6,881 1,203 32 27 5279 GLW Corning, Incorporated 94,765 69,307 25,458 378 276 101280 COST Costco Wholesale Corp. 18,436 9,671 8,765 73 39 35281 CFC Countrywide Financial Corporation 57,932 22,244 35,688 231 89 142282 CVD Covance 5,148 4,597 551 21 18 2283 CVA Covanta Holding Corporation 1,877 1,383 494 7 6 2284 CVH Coventry Health Care, Inc. 6,806 5,515 1,291 27 22 5285 CMOS Credence Systems Corporation 8,428 7,637 791 34 30 3286 CREE Cree, Inc. 25,074 20,882 4,192 100 83 17287 CROX Crocs, Inc. 499 250 249 2 1 1288 CCI Crown Castle International Corp. 7,118 5,151 1,967 28 21 8289 CCK Crown Holdings, Inc. 10,502 8,918 1,584 42 36 6290 KRY Crystallex International Corporation 24,004 23,421 583 96 93 2291 CSGS CSG Systems International, Inc. 5,886 3,952 1,934 23 16 8292 CSX CSX Corporation 8,752 5,369 3,383 35 21 13293 CBST Cubist Pharmaceuticals, Inc. 1,167 826 341 5 3 1294 CMI Cummins, Inc. 8,795 4,410 4,385 35 18 17295 CVTX CV Therapeutics, Inc. 16,615 11,496 5,119 66 46 20296 CVS CVS/Caremark Corporation 43,140 22,079 21,061 172 88 84297 CYBX Cyberonics, Inc. 2,923 1,875 1,048 12 7 4298 CYPB Cypress Bioscience, Inc. 16,908 13,712 3,196 67 55 13299 CY Cypress Semiconductor Corporation 26,954 18,680 8,274 107 74 33300 CYT Cytec Industries, Inc. 6,517 5,147 1,370 26 21 5301 DHI D.R. Horton, Inc. 61,376 18,979 42,397 245 76 169302 DCX DaimlerChrysler AG 7,205 3,414 3,791 29 14 15303 DCNAQ Dana Corporation 12,397 5,893 6,504 49 23 26304 DHR Danaher Corporation 7,468 1,812 5,656 30 7 23305 DVA DaVita, Inc. 9,765 7,587 2,178 39 30 9306 DF Dean Foods Company 378 293 85 2 1 0307 DCGN deCODE Genetics, Inc. (New) 1,179 1,035 144 5 4 1308 DE Deere & Company 17,349 8,058 9,291 69 32 37309 DELL Dell Computer Corp. 326,913 199,173 127,740 1,302 794 509310 DPHIQ Delphi Corporation 2,688 2,335 353 11 9 1311 DALRQ Delta Air Lines, Inc. 13,109 4,001 9,108 52 16 36312 DPTR Delta Petroleum Corporation 12,374 7,885 4,489 49 31 18313 DNDN Dendreon Corporation 23,564 19,213 4,351 94 77 17314 DT Deutsche Telekom AG ADR 22,844 15,449 7,395 91 62 29315 DVN Devon Energy Corporation 48,349 34,473 13,876 193 137 55316 DHBT DHB Industries, Inc. 801 647 154 3 3 1317 DO Diamond Offshore Drilling, Inc. 19,869 13,501 6,368 79 54 25318 DKS Dick's Sporting Goods, Inc. 4,788 3,195 1,593 19 13 6319 DRIV Digital River, Inc. 11,261 8,715 2,546 45 35 10320 DDS Dillard Department Stores, Inc. (Class A) 12,351 854 11,497 49 3 46





321 DIOD Diodes Incorporated 3,877 3,064 813 15 12 3322 DCEL Dobson Communications Corp. (New) 1,186 967 219 5 4 1323 DG Dollar General Corporation 21,364 20,729 635 85 83 3324 D Dominion Resources, Inc. 9,720 5,169 4,551 39 21 18325 DRL Doral Financial Corp. 75,859 61,894 13,965 302 247 56326 HILL Dot Hill Systems Corp. 1,193 1,043 150 5 4 1327 DOW Dow Chemical Company (The) 67,532 39,781 27,751 269 158 111328 DWA DreamWorks Animation SKG, Inc. Cl A 790 230 560 3 1 2329 DD du Pont (E.I.) de Nemours & Company 57,377 30,174 27,203 229 120 108330 DUK Duke Energy Company 20,488 15,104 5,384 82 60 21331 DY Dycom Industries, Inc. 563 260 303 2 1 1332 DYN Dynegy, Inc. 49,523 19,668 29,855 197 78 119333 ETFC E*Trade Financial Corporation 35,845 21,579 14,266 143 86 57334 ELNK EarthLink, Inc. 10,233 7,764 2,469 41 31 10335 EMN Eastman Chemical Company 4,009 2,161 1,848 16 9 7336 EK Eastman Kodak Company 199,225 77,885 121,340 794 310 483337 EBAY eBay, Inc. 327,549 221,324 106,225 1,305 882 423338 DISH EchoStar Communications Corporation 75,777 35,578 40,199 302 142 160339 ECLP Eclipsys Corporation 1,003 229 774 4 1 3340 EIX Edison International 3,928 3,051 877 16 12 3341 EW Edward Lifesciences Corporation 1,400 985 415 6 4 2342 AGE Edwards (A.G.) & Sons, Inc. 7,089 5,363 1,726 28 21 7343 EP El Paso Corporation 75,065 51,118 23,947 299 204 95344 ELN Elan Corporation PLC ADR 395,991 289,263 106,728 1,578 1,152 425345 ERTS Electronic Arts, Inc. 36,573 23,545 13,028 146 94 52346 EDS Electronic Data Systems, Inc. 15,754 12,032 3,722 63 48 15347 EMC EMC Corporation 120,591 88,175 32,416 480 351 129348 HLTH Emdeon Corporation 11,051 9,912 1,139 44 39 5349 EMR Emerson Electric Company 5,200 3,445 1,755 21 14 7350 ERJ Empresa Brasileira de Aeronautica S.A. 244 56 188 1 0 1351 ELX Emulex Corporation 5,614 3,952 1,662 22 16 7352 ECA EnCana Corporation 56,640 30,290 26,350 226 121 105353 ENCY Encysive Pharmaceuticals, Inc. 10,916 7,767 3,149 43 31 13354 ENDP Endo Pharmaceuticals Holdings, Inc. 3,895 3,524 371 16 14 1355 ESV ENSCO International, Incorporated 15,946 11,949 3,997 64 48 16356 ETR Entergy Corporation 8,478 7,173 1,305 34 29 5357 ENZ Enzo Biochem, Inc. 2,321 2,096 225 9 8 1358 ENZN Enzon Pharmaceuticals, Inc. 1,959 1,353 606 8 5 2359 EOG EOG Resources, Inc. 19,521 12,516 7,005 78 50 28360 EOP Equity Office Properties Trust 14,147 3,553 10,594 56 14 42361 ERES eRESEARCH Technology, Inc. 66,929 44,366 22,563 267 177 90362 ERIC Ericsson (L.M.) Telephone Co. ADR 8,892 6,731 2,161 35 27 9363 ESST ESS Technology, Inc. 1,267 1,215 52 5 5 0364 EEE Evergreen Energy, Inc. 26,073 10,284 15,789 104 41 63365 ESLR Evergreen Solar, Inc. 16,219 12,390 3,829 65 49 15366 EXC Exelon Corporation 10,133 7,883 2,250 40 31 9367 EXPE Expedia, Inc. (New) 12,598 9,621 2,977 50 38 12368 EXPD Expeditors International of Washington, Inc. 3,084 1,339 1,745 12 5 7369 ESRX Express Scripts, Inc.-Cl A 13,272 8,502 4,770 53 34 19370 XJT ExpressJet Holdings, Inc. 1,063 567 496 4 2 2371 EXTR Extreme Networks, Inc. 15,442 15,245 197 62 61 1372 XOM Exxon Mobil Corporation 349,184 232,528 116,656 1,391 926 465373 FFIV F5 Networks, Inc. 3,940 1,993 1,947 16 8 8374 FIC Fair, Isaac, Inc. 681 485 196 3 2 1375 FCS Fairchild Semiconductor Int'l, Inc. 2,441 1,782 659 10 7 3376 FFH Fairfax Financial Holdings Limited 23,168 19,453 3,715 92 78 15377 FHR Fairmont Hotels & Resorts, Inc. 32 32 0 0 0 0378 FNM Fannie Mae 56,803 20,190 36,613 226 80 146379 FRE Federal Home Loan Mortgage Corporation (Freddie Mac) 41,868 24,165 17,703 167 96 71380 FD Federated Department Stores, Inc. 11,495 7,967 3,528 46 32 14381 FDX FedEx Corporation 35,890 18,321 17,569 143 73 70382 FEIC FEI Company 7,238 6,003 1,235 29 24 5383 FNF Fidelity National Financial, Inc. 291 161 130 2 1 1384 FIS Fidelity National Information Services, Inc. 260 220 40 1 1 0





385 FITB Fifth Third Bancorp. 6,442 4,767 1,675 26 19 7386 FNSR Finisar Corporation (New) 10,472 8,079 2,393 52 40 12387 FDC First Data Corporation 24,494 14,296 10,198 98 57 41388 FE FirstEnergy Corp. 3,340 1,194 2,146 13 5 9389 FED FirstFed Financial Corp. 237 25 212 1 0 1390 FISV FIserv, Inc. 15,869 8,300 7,569 63 33 30391 FLML Flamel Technologies S.A., ADS 3,059 1,990 1,069 12 8 4392 FLE Fleetwood Enterprises, Inc. 704 694 10 3 3 0393 FLEX Flextronics International Ltd. 54,752 22,271 32,481 218 89 129394 FLIR FLIR Systems, Inc. 9,279 8,330 949 37 33 4395 FRK Florida Rock Industries, Inc. 4,850 2,781 2,069 19 11 8396 FLOW Flow International Corporation 65 20 45 0 0 0397 FL Foot Locker, Inc. 10,588 7,895 2,693 42 31 11398 F Ford Motor Company 650,121 196,531 453,590 2,590 783 1,807399 FDG Fording Canadian Coal Trust 29,003 17,637 11,366 116 70 45400 FRX Forest Laboratories, Inc. 18,711 7,565 11,146 75 30 44401 FST Forest Oil Corporation 3,095 909 2,186 12 4 9402 FWLT Foster Wheeler Ltd. (New) 10,063 7,702 2,361 40 31 9403 FS Four Seasons Hotels, Inc. 1,582 958 624 6 4 2404 FOXH FoxHollow Technologies, Inc. 457 279 178 2 1 1405 FPL FPL Group, Inc. 15,598 7,541 8,057 62 30 32406 BEN Franklin Resources, Inc. 2,526 1,477 1,049 10 6 4407 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 44,880 24,761 20,119 179 99 80408 FSL Freescale Semiconductor, Inc. 7,678 6,228 1,450 31 25 6409 FDP Fresh Del Monte Products, Inc. 2,087 1,329 758 8 5 3410 FBR Friedman, Billings, Ramsey Group, Inc. 18,291 12,670 5,621 73 50 22411 FRNT Frontier Airlines Holdings, Inc. 756 578 178 3 2 1412 GME GameStop Corporation 4,194 2,489 1,705 17 10 7413 GCI Gannett Company, Inc. 5,680 2,633 3,047 23 10 12414 GPS Gap, Inc. (The) 65,102 40,350 24,752 259 161 99415 GRMN Garmin Ltd. 29,614 20,291 9,323 118 81 37416 GTW Gateway, Inc. 33,594 30,194 3,400 134 120 14417 GMT GATX Corporation 273 232 41 1 1 0418 GY GenCorp, Inc. 3,188 3,085 103 13 12 0419 DNA Genentech, Inc. 47,472 29,386 18,086 189 117 72420 GD General Dynamics Corporation 4,498 2,417 2,081 18 10 8421 GE General Electric Company 594,833 408,012 186,821 2,370 1,626 744422 GIS General Mills, Inc. 6,249 3,221 3,028 25 13 12423 GM General Motors Corporation 1,874,237 330,416 1,543,821 7,467 1,316 6,151424 GTOP Genitope Corporation 9,005 8,561 444 36 34 2425 GPRO Gen-Probe, Incorporated 927 540 387 4 2 2426 GENZ Genzyme Corporation 14,643 9,165 5,478 58 37 22427 GERN Geron Corporation 18,644 12,822 5,822 74 51 23428 GYI Getty Images, Inc. 19,687 2,052 17,635 78 8 70429 GILD Gilead Sciences, Inc. 39,986 27,673 12,313 159 110 49430 GSK GlaxoSmithKline plc ADR 6,721 5,148 1,573 27 21 6431 GLBC Global Crossing Ltd. (New) 3,441 3,205 236 14 13 1432 GPN Global Payments, Inc. 34 14 20 0 0 0433 GSF GlobalSanta Fe Corporation 24,788 19,893 4,895 99 79 20434 GFI Gold Fields Limited 14,240 10,074 4,166 57 40 17435 GG Goldcorp, Inc. 98,730 82,780 15,950 393 330 64436 GSS Golden Star Resources Ltd. 72,545 70,028 2,517 289 279 10437 GLDN Golden Telecom, Inc. 19,566 19,040 526 78 76 2438 GT Goodyear Tire & Rubber Company (The) 74,744 32,663 42,081 298 130 168439 GOOG Google, Inc. 177,761 93,304 84,457 708 372 336440 GB Greatbatch, Inc. 2,623 2,041 582 10 8 2441 GW Grey Wolf, Inc. 28,340 25,874 2,466 113 103 10442 GPI Group 1 Automotive, Inc. 557 377 180 2 2 1443 TV Grupo Televisa S.A. ADR 7,852 5,682 2,170 31 23 9444 GSIC GSI Commerce, Inc. 2,076 964 1,112 8 4 4445 GTK GTECH Holdings Corporation 1,573 1,478 95 6 6 0446 GTRC Guitar Center, Inc. 92 59 33 0 0 0447 HAL Halliburton Company 133,515 98,488 35,027 532 392 140448 HOG Harley-Davidson, Inc. 22,144 11,646 10,498 88 46 42





449 HAR Harman International Industries, Incorporated 6,777 2,223 4,554 27 9 18450 HMY Harmony Gold Mining Company Limited 110,717 76,461 34,256 441 305 136451 HET Harrah's Entertainment, Inc. 39,909 34,621 5,288 159 138 21452 HRS Harris Corporation 2,488 1,984 504 10 8 2453 HIG Hartford Financial Services Group, Inc.(The) 3,353 2,795 558 13 11 2454 HAS Hasbro, Inc. 2,507 765 1,742 10 3 7455 HCA HCA, Inc. 26,163 9,889 16,274 104 39 65456 HW Headwaters, Incorporated 33,176 15,789 17,387 132 63 69457 HMA Health Management Associates, Inc. (Class A) 2,192 1,821 371 9 7 1458 HNT Health Net, Inc. 18,379 10,733 7,646 73 43 30459 HL Hecla Mining Company 13,162 10,037 3,125 52 40 12460 HNZ Heinz (H.J.) Company 26,826 20,638 6,188 107 82 25461 HLX Helix Energy Solutions Group, Inc. 11,891 9,119 2,772 47 36 11462 HP Helmerich & Payne, Inc. 42 42 0 0 0 0463 HES Hess Corporation 16,761 10,755 6,006 67 43 24464 HEW Hewitt Associates, Inc. 184 63 121 1 0 0465 HPQ Hewlett-Packard Company 188,894 134,532 54,362 753 536 217466 HXL Hexcel Corporation (New) 1,320 1,032 288 5 4 1467 HLT Hilton Hotels Corporation 19,391 16,721 2,670 77 67 11468 HEPH Hollis-Eden Pharmaceuticals, Inc. 105 105 0 0 0 0469 HOLX Hologic, Inc. 4,618 3,230 1,388 18 13 6470 HD Home Depot, Inc. (The) 236,672 152,750 83,922 943 609 334471 HMC Honda Motor Company, Ltd. ADR 5 2 3 0 0 0472 HON Honeywell International, Inc. 23,756 12,701 11,055 95 51 44473 HOS Hornbeck Offshore Services, Inc. 13,261 11,898 1,363 53 47 5474 HST Host Hotels & Resorts, Inc. 9,075 3,187 5,888 36 13 23475 HOV Hovnanian Enterprises, Inc. 27,999 11,259 16,740 112 45 67476 HBC HSBC Holdings plc 14,115 10,186 3,929 56 41 16477 HGSI Human Genome Sciences, Inc. 28,627 19,538 9,089 114 78 36478 HUM Humana, Inc. 2,543 1,384 1,159 10 6 5479 JBHT Hunt (J.B.) Transport Services, Inc. 3,264 2,451 813 13 10 3480 HTCH Hutchinson Technology, Inc. 1,040 640 400 4 3 2481 HTX Hutchison Telecommunicatons International Ltd. 3,930 2,574 1,356 16 10 5482 HYSL Hyperion Solutions Corporation 103 103 0 0 0 0483 IACI IAC/InterActiveCorp 16,762 8,272 8,490 67 33 34484 ICOS ICOS Corporation 7,184 4,089 3,095 29 16 12485 IDIX Idenix Pharmaceuticals, Inc. 1,478 1,277 201 6 5 1486 IDXX IDEXX Laboratories, Inc. 573 265 308 2 1 1487 IKN Ikon Office Solutions, Inc. 2,059 1,415 644 8 6 3488 ITW Illinois Tool Works, Inc. 8,744 4,186 4,558 35 17 18489 ILMN Illumina, Inc. 579 430 149 2 2 1490 IMCL ImClone Systems, Incorporated 63,242 36,245 26,997 252 144 108491 BLUD Immucor, Inc. 2,421 1,604 817 10 6 3492 IMMU Immunomedics, Inc. 15 15 0 0 0 0493 IMH Impac Mortgage Holdings, Inc. 19,177 7,666 11,511 76 31 46494 RX IMS Health, Inc. 650 429 221 3 2 1495 INCY Incyte Corporation 3,408 2,005 1,403 14 8 6496 IDEV Indevus Pharmaceuticals, Inc. 24,005 23,005 1,000 96 92 4497 INFA Informatica Corporation 327 224 103 1 1 0498 INSP InfoSpace, Inc. 6,759 3,997 2,762 27 16 11499 INFY Infosys Technologies Limited 2,035 1,141 894 8 5 4500 IR Ingersoll-Rand Company 9,569 7,484 2,085 38 30 8501 IO InPut/Output, Inc. (New) 1,794 1,301 493 7 5 2502 IDTI Integrated Device Technology, Inc. 286 266 20 1 1 0503 INTC Intel Corporation 910,835 618,917 291,918 3,629 2,466 1,163504 IDCC InterDigital Communications Corporation 39,883 24,579 15,304 159 98 61505 ITMN InterMune, Inc. 19,226 9,380 9,846 77 37 39506 IBM International Business Machines Corporation 102,996 62,475 40,521 410 249 161507 IGT International Game Technology 23,093 19,087 4,006 92 76 16508 IP International Paper Company 9,837 5,581 4,256 39 22 17509 IRF International Rectifier Corporation 14,625 9,736 4,889 58 39 19510 ISE International Securities Exchange Holdings, Inc. 8,325 5,343 2,982 33 21 12511 IIJI Internet Initiative Japan, Inc. 7,863 4,629 3,234 31 18 13512 ISSX Internet Security Systems, Inc. 974 691 283 4 3 1





513 IOC InterOil Corporation 3,993 2,899 1,094 16 12 4514 IPG Interpublic Group of Companies, Inc. (The) 21,102 11,453 9,649 84 46 38515 ISIL Intersil Corporation 1,143 558 585 5 2 2516 INTU Intuit Corporation 4,351 2,458 1,893 17 10 8517 ISRG Intuitive Surgical, Inc. 19,911 12,813 7,098 79 51 28518 IVGN Invitrogen Corporation 15,461 3,472 11,989 62 14 48519 IOTN Ionatron, Inc. 10,134 7,739 2,395 40 31 10520 IPS IPSCO, Inc. 3,088 2,075 1,013 12 8 4521 IRIS IRIS International, Inc. 190 182 8 1 1 0522 IRM Iron Mountain, Inc. 5,793 502 5,291 23 2 21523 ISIS Isis Pharmaceuticals, Inc. 4,726 3,037 1,689 19 12 7524 ITRI Itron, Inc. 2,013 790 1,223 8 3 5525 ITT ITT Corporation 939 444 495 4 2 2526 ESI ITT Educational Services, Inc. 466 291 175 2 1 1527 IVX IVAX Corporation 41,434 30,608 10,826 165 122 43528 IVIL iVillage, Inc. 338 236 102 1 1 0529 JCOM j2 Global Communications, Inc. 4,005 2,925 1,080 16 12 4530 JBL Jabil Circuit, Inc. 9,102 3,865 5,237 36 15 21531 JNS Janus Capital Group, Inc. 3,452 1,578 1,874 14 6 7532 JDSU JDS Uniphase Corp. 196,042 180,017 16,025 781 717 64533 JBLU JetBlue Airways Corporation 38,033 19,880 18,153 152 79 72534 JLG JLG Industries, Inc. (New) 5,900 5,091 809 24 20 3535 JNJ Johnson & Johnson 177,946 116,917 61,029 709 466 243536 JCI Johnson Controls, Inc. 2,970 2,023 947 12 8 4537 JOYG Joy Global, Inc. 14,061 10,177 3,884 56 41 15538 JPM JPMorgan Chase & Co. 319,984 178,916 141,068 1,275 713 562539 JNPR Juniper Networks, Inc. 60,544 50,123 10,421 241 200 42540 KSU Kansas City Southern Industries, Inc. 3,081 737 2,344 12 3 9541 KBH KB HOME 54,874 27,368 27,506 219 109 110542 K Kellogg Company 3,402 2,132 1,270 14 8 5543 KNSY Kensey Nash Corporation 1,849 1,504 345 7 6 1544 KMG Kerr-McGee Corporation 9,590 5,137 4,453 38 20 18545 KERX Keryx Biopharmaceuticals, Inc. 3,832 2,679 1,153 15 11 5546 KMB Kimberly-Clark Corporation 6,454 3,332 3,122 26 13 12547 KMP Kinder Morgan Energy Partners 5,289 3,456 1,833 21 14 7548 KMI Kinder Morgan, Inc. 12,796 6,844 5,952 51 27 24549 KND Kindred Healthcare, Inc. 2,659 2,221 438 11 9 2550 KCI Kinetic Concepts, Inc. 11,724 7,342 4,382 47 29 17551 KG King Pharmaceuticals, Inc. 5,375 4,502 873 21 18 3552 KLAC KLA-Tencor Corporation 21,516 10,577 10,939 86 42 44553 NITE Knight Capital Group, Inc. 7,303 6,489 814 29 26 3554 KSS Kohl's Corporation 12,287 7,237 5,050 49 29 20555 PHG Koninklijke Philips Electronics N.V. 81 41 40 0 0 0556 KFT Kraft Foods, Inc. 25,794 3,718 22,076 103 15 88557 KKD Krispy Kreme Doughnuts, Inc. 160,185 76,510 83,675 638 305 333558 KR Kroger Company (The) 3,757 2,776 981 15 11 4559 KLIC Kulicke and Soffa Industries, Inc. 4,165 2,139 2,026 17 9 8560 KYPH Kyphon, Inc. 3,706 557 3,149 15 2 13561 LLL L-3 Communications Hldgs. 11,565 8,941 2,624 46 36 10562 LRW Labor Ready, Inc. 6,346 3,151 3,195 25 13 13563 LH Laboratory Corporation of America Holdings 3,087 1,728 1,359 12 7 5564 LRCX Lam Research Corporation 12,543 6,678 5,865 50 27 23565 LAMR Lamar Advertising Company 7,047 5,504 1,543 28 22 6566 LVS Las Vegas Sands Corp. 12,763 7,944 4,819 51 32 19567 LCAV LCA-Vision, Inc. 808 335 473 3 1 2568 LEAP Leap Wireless International, Inc. 211 0 211 1 0 1569 LF LeapFrog Enterprises, Inc. 2,148 1,626 522 9 6 2570 LEA Lear Corporation 387,927 36,269 351,658 1,546 144 1,401571 LM Legg Mason, Inc. 16,850 11,769 5,081 67 47 20572 LEH Lehman Brothers Holdings, Inc. 54,134 24,152 29,982 216 96 119573 LEN Lennar Corporation 40,858 17,257 23,601 163 69 94574 LUK Leucadia National Corp. 8,024 7,453 571 32 30 2575 LVLT Level 3 Comunications, Inc. 261,456 143,544 117,912 1,042 572 470576 LXK Lexmark International Group, Inc. (Class A) 12,726 8,478 4,248 51 34 17





577 LBTYA Liberty Global, Inc. 1,861 1,028 833 7 4 3578 LINTA Liberty Interactive Series 710 620 90 4 4 1579 LPNT LifePoint Hospitals, Inc. 337 265 72 1 1 0580 LLY Lilly (Eli) and Company 72,244 42,927 29,317 288 171 117581 LTD Limited Brands, Inc. 5,219 2,949 2,270 21 12 9582 LNCR LInc.are Holdings, Inc. 2,654 579 2,075 11 2 8583 LNC Lincoln National Corporation 709 422 287 3 2 1584 LLTC Linear Technology Corporation 10,454 5,511 4,943 42 22 20585 LGF Lions Gate Entertainment Corp. 18,706 12,962 5,744 75 52 23586 LIZ Liz Claiborne, Inc. 596 382 214 2 2 1587 LMT Lockheed Martin Corporation 12,134 6,160 5,974 48 25 24588 CG Loews Corp. - Carolina Group 13,199 1,052 12,147 53 4 48589 LTR Loews Corporation 1,248 1,137 111 5 5 0590 LOGI Logitech International 595 407 188 3 2 1591 LSS Lone Star Technologies, Inc. 657 347 310 3 1 1592 LPX Louisiana-Pacific Corporation 7,771 5,830 1,941 31 23 8593 LOW Lowe's Companies, Inc. 54,959 30,242 24,717 219 120 98594 LSI LSI Logic Corporation 15,118 12,456 2,662 60 50 11595 LYO Lyondell Chemical Company 27,220 13,754 13,466 108 55 54596 MDC M.D.C. Holdings, Inc. 9,129 6,856 2,273 36 27 9597 MVSN Macrovision Corp. 199 50 149 1 0 1598 LAVA Magma Design Automation, Inc. 7,881 158 7,723 31 1 31599 MECA Magna Entertainment Corporation 5,816 3,492 2,324 23 14 9600 MANH Manhattan Associates, Inc. 181 76 105 1 0 0601 MTW Manitowoc Company 498 292 206 2 1 1602 MNKD Mannkind Corporation 1,350 948 402 5 4 2603 HCR Manor Care, Inc. 2,325 1,866 459 9 7 2604 MRO Marathon Oil Corporation 30,063 20,182 9,881 120 80 39605 MAR Marriott International, Inc. 7,319 1,482 5,837 29 6 23606 MMC Marsh & McLennan Companies, Inc. 23,900 19,691 4,209 95 78 17607 MSO Martha Stewart Living - CL A 262 158 104 1 1 0608 MLM Martin Marietta Materials, Inc. 3,882 3,290 592 15 13 2609 MVL Marvel Entertainment, Inc. 6,639 4,234 2,405 26 17 10610 MRVL Marvell Technology Group Ltd. 65,364 48,762 16,602 260 194 66611 MAS Masco Corporation 4,517 2,307 2,210 18 9 9612 MEE Massey Energy Company 30,465 16,294 14,171 121 65 56613 MA MasterCard, Inc. 35,944 27,367 8,577 246 187 59614 MAT Mattel, Inc. 5,323 4,403 920 21 18 4615 MVK Maverick Tube Corporation 13,754 8,064 5,690 55 32 23616 MXIM Maxim Integrated Products, Inc. 24,499 16,537 7,962 98 66 32617 MBI MBIA, Inc. 29,536 22,961 6,575 118 91 26618 MFE McAfee, Inc. 40,659 8,162 32,497 162 33 129619 MNI McClatchy Company 1,302 723 579 7 4 3620 MDR McDermott International, Inc. 4,478 2,846 1,632 18 11 7621 MCD McDonald's Corporation 225,726 179,603 46,123 899 716 184622 MHP McGraw-Hill Companies, Inc. (The) 1,435 968 467 6 4 2623 MCK McKesson Corporation 3,732 2,617 1,115 15 10 4624 MMR McMoran Exploration Co. 212 52 160 1 0 1625 MDU MDU Resources Group, Inc. 167 162 5 1 1 0626 MEDX Medarex, Inc. 53,121 46,952 6,169 212 187 25627 MHS Medco Health Solutions, Inc. 8,460 3,926 4,534 34 16 18628 MRX Medicis Pharmaceutical Corporation 14,076 12,407 1,669 56 49 7629 MEDI MedImmune, Inc. 14,221 12,184 2,037 57 49 8630 MDTL Medis Technologies Ltd. 1,667 1,058 609 7 4 2631 MDT Medtronic, Inc. 61,624 40,802 20,822 246 163 83632 MEL Mellon Financial Corporation 2,526 1,709 817 10 7 3633 WFR MEMC Electronic Materials, Inc. 14 14 0 0 0 0634 MNT Mentor Corporation 1,495 1,065 430 6 4 2635 MENT Mentor Graphics Corporation 1,853 1,532 321 7 6 1636 MRK Merck & Co., Inc. 157,062 98,228 58,834 626 391 234637 MRGE Merge Technologies, Inc. 613 550 63 2 2 0638 MER Merrill Lynch & Co., Inc. 67,152 32,239 34,913 268 128 139639 MM Metal Management, Inc. 463 297 166 2 1 1640 MET MetLife, Inc. 6,339 2,751 3,588 25 11 14





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769 PDGI PharmaNet Development Group, Inc. 11,262 6,388 4,874 45 25 19770 PD Phelps Dodge Corporation 60,925 33,273 27,652 243 133 110771 PHH PHH Corporation 2,466 505 1,961 10 2 8772 PHTN Photon Dynamics, Inc. 776 446 330 3 2 1773 PLAB Photronics, Inc. 5,557 5,182 375 22 21 1774 PNCL Pinnacle Airlines Corp. 906 577 329 4 2 1775 PNW Pinnacle West Capital Corporation 1,276 1,276 0 5 5 0776 PXD Pioneer Natural Resources Company 2,291 1,814 477 9 7 2777 PBI Pitney Bowes, Inc. 3,077 1,907 1,170 12 8 5778 PXP Plains Exploration & Production Company 1,179 760 419 5 3 2779 PLXS Plexus Corporation, Inc. 1,986 1,491 495 8 6 2780 PLUG Plug Power, Inc. 4,858 4,189 669 19 17 3781 PMCS PMC-Sierra, Inc. 28,120 21,273 6,847 112 85 27782 PMI PMI Group, Inc. 44,264 5,809 38,455 176 23 153783 PNC PNC Bank Corporation 4,041 2,513 1,528 16 10 6784 PPP Pogo Producing Company 6,907 6,146 761 28 24 3785 PLCM Polycom, Inc. 977 669 308 4 3 1786 PLMD Polymedica Corp. 654 252 402 3 1 2787 POT Potash Corporation of Saskatchewan Inc. 5,496 2,409 3,087 22 10 12788 PWER Power-One, Inc. 56 36 20 0 0 0789 PWAV Powerwave Technologies, Inc. 15,142 8,111 7,031 60 32 28790 POZN POZEN, Inc. 11,926 2,717 9,209 48 11 37791 PPG PPG Industries, Inc. 2,742 1,232 1,510 11 5 6792 PX Praxair, Inc. 1,245 870 375 5 3 1793 PDS Precision Drilling Corporation 8,033 4,820 3,213 32 19 13794 PPD Pre-Paid Legal Services, Inc. 101 60 41 0 0 0795 PCLN Priceline.com, Inc. 7,327 3,984 3,343 29 16 13796 PDE Pride International 44,887 23,976 20,911 179 96 83797 PG Procter & Gamble Company (The) 166,905 92,520 74,385 665 369 296798 PGNX Progenics Pharmaceuticals, Inc. 652 142 510 3 1 2799 PGN Progress Energy, Inc. 5,337 3,317 2,020 21 13 8800 PRU Prudential Financial, Inc. 15,662 10,220 5,442 62 41 22801 PSSI PSS World Medical 123 103 20 0 0 0802 PSYS Psychiatric Solutions, Inc. 13 13 0 0 0 0803 PHM Pulte Homes, Inc. 28,735 12,334 16,401 114 49 65804 XING Qiao Xing Universal Telephone, Inc. 7,541 6,536 1,005 30 26 4805 QLGC QLogic Corporation 9,204 5,466 3,738 37 22 15806 QLTI QLT, Inc. 2,433 1,815 618 10 7 2807 QCOM QUALCOMM, Inc. 253,262 157,321 95,941 1,009 627 382808 PWR Quanta Services, Inc. 6,644 3,701 2,943 26 15 12809 DGX Quest Diagnostics Incorporated 5,714 3,961 1,753 23 16 7810 KWK Quicksilver Resources, Inc. 4,210 3,069 1,141 17 12 5811 Q Qwest Communications Int'l. 84,963 43,044 41,919 338 171 167812 RHD R.H. Donnelly Co. 194 130 64 1 1 0813 RACK Rackable Systems, Inc. 150 33 117 1 0 1814 RDN Radian Group, Inc. 9,959 434 9,525 40 2 38815 RSH RadioShack 37,031 6,940 30,091 148 28 120816 RDWR RADWARE Ltd. 1,316 814 502 5 3 2817 RMBS Rambus, Inc. 318,982 268,729 50,253 1,271 1,071 200818 RTN Raytheon Company 10,206 7,793 2,413 41 31 10819 RNWK RealNetworks, Inc. 4,831 3,043 1,788 19 12 7820 RHT Red Hat, Inc. 49,985 35,255 14,730 199 140 59821 RRGB Red Robin Gourmet Burgers, Inc. 886 580 306 4 2 1822 RBAK Redback Networks, Inc. 16,164 10,419 5,745 64 42 23823 RBK Reebok International Ltd. 90 35 55 0 0 0824 REGN Regeneron Pharmaceuticals, Inc. 1,288 1,065 223 5 4 1825 RF Regions Financial Corp. 3,211 2,368 843 13 9 3826 RRI Reliant Energy, Inc. 63,480 34,825 28,655 253 139 114827 RNVS Renovis, Inc. 8,808 5,439 3,369 35 22 13828 RIMM Research in Motion Limited 121,721 68,080 53,641 485 271 214829 RAI Reynolds American, Inc. 26,936 7,569 19,367 107 30 77830 RFMD RF Micro Devices, Inc. 13,796 11,793 2,003 55 47 8831 RAD Rite Aid Corporation 63,346 41,792 21,554 252 167 86832 ROK Rockwell Automation, Inc. 259 108 151 1 0 1





833 RCL Royal Caribbean Cruises Ltd. 15,513 11,292 4,221 62 45 17834 RDSA Royal Dutch Shell PLC 6,588 4,756 1,832 26 19 7835 RGLD Royal Gold, Inc. 3,687 2,932 755 15 12 3836 RES RPC, Inc. 12,875 11,186 1,689 63 54 8837 RYI Ryerson, Inc. 5,440 2,614 2,826 22 10 11838 SAF SAFECO Corporation 576 411 165 2 2 1839 SFNT SafeNet, Inc. 3,349 2,498 851 13 10 3840 SWY Safeway, Inc. 5,254 4,540 714 21 18 3841 SKS Saks, Incorporated 16,270 13,523 2,747 65 54 11842 CRM Salesforce.com 46,459 43,357 3,102 185 173 12843 SNDK SanDisk Corporation 102,624 61,448 41,176 409 245 164844 SANM Sanmina SCI Corporation 18,465 9,220 9,245 74 37 37845 SNY Sanofi-Aventis 15,583 14,126 1,457 62 56 6846 SAP SAP AG 3,623 2,400 1,223 14 10 5847 SLE Sara Lee Corporation 22,528 12,427 10,101 90 50 40848 HSIC Schein (Henry), Inc. 896 511 385 4 2 2849 SGP Schering-Plough Corporation 34,069 25,131 8,938 136 100 36850 SLB Schlumberger Limited 88,072 48,049 40,023 351 191 159851 SCHN Schnitzer Steel Industries, Inc. 3,851 2,046 1,805 15 8 7852 SCHW Schwab Corporation (The Charles) 48,362 34,606 13,756 193 138 55853 SCRX Sciele Pharma, Inc. 597 492 105 2 2 0854 SFA Scientific-Atlanta, Inc. 649 389 260 3 2 1855 CKH SEACOR Holdings, Inc. 486 328 158 16 11 5856 STX Seagate Technology 52,110 38,540 13,570 208 154 54857 SEE Sealed Air Corporation "New" 1,559 1,448 111 6 6 0858 SHLD Sears Holdings Corporation 161,047 133,212 27,835 642 531 111859 SEIC SEI Investments Company 733 436 297 3 2 1860 SEPR Sepracor, Inc. 145,257 106,671 38,586 579 425 154861 SNDA Shanda Interactive Entertainment Ltd. 13,508 7,799 5,709 54 31 23862 SHPGY Shire plc ADS 2,182 1,424 758 9 6 3863 SHFL Shuffle Master, Inc. 1,647 696 951 7 3 4864 SEBL Siebel Systems, Inc. 71 51 20 0 0 0865 SI Siemens AG 2,633 649 1,984 10 3 8866 SIGM Sigma Designs, Inc. 82 72 10 0 0 0867 SGTL Sigmatel, Incorporated 7,786 6,176 1,610 31 25 6868 SPG Simon Property Group, Inc. 7,532 1,365 6,167 30 5 25869 SINA SINA Corporation 12,401 8,533 3,868 49 34 15870 SIRF SiRF Technology Holdings, Inc. 22 22 0 0 0 0871 SIRI Sirius Satellite Radio 516,280 385,322 130,958 2,057 1,535 522872 SIX Six Flags, Inc. 51,805 37,443 14,362 206 149 57873 SKM Sk Telecom Co., Ltd. ADS 693 88 605 3 0 2874 SWKS Skyworks Solutions, Inc. 13,891 11,548 2,343 55 46 9875 SLM SLM Corporation 11,651 8,936 2,715 46 36 11876 SWHC Smith & Wesson Holding Corporation 30 30 0 0 0 0877 SII Smith International, Inc. 4,106 2,509 1,597 16 10 6878 SFD Smithfield Foods, Inc. 19,722 5,740 13,982 79 23 56879 SSCC Smurfit Stone Container Corporation 10,645 3,674 6,971 42 15 28880 SLR Solectron Corporation 8,237 6,440 1,797 33 26 7881 SMTS Somanetics Corporation 119 22 97 1 0 1882 SONS Sonus Networks, Inc. 2,266 2,124 142 9 8 1883 SNE Sony Corporation ADR 7,282 5,266 2,016 29 21 8884 SO Southern Company (The) 8,505 5,736 2,769 34 23 11885 LUV Southwest Airlines Co. 28,198 14,711 13,487 112 59 54886 SWN Southwestern Energy Company 3,881 2,187 1,694 15 9 7887 SOV Sovereign Bancorp, Inc. 151,816 50,025 101,791 605 199 406888 SPSN Spansion, Inc. 687 291 396 3 1 2889 SPPI Spectrum Pharmaceuticals, Inc. 2,723 2,679 44 11 11 0890 S Sprint Nextel Corporation 441,941 170,596 271,345 1,761 680 1,081891 SPW SPX Corporation 8,060 7,327 733 32 29 3892 STJ St. Jude Medical, Inc. 35,593 26,424 9,169 142 105 37893 STAA STAAR Surgical Company 12,105 9,554 2,551 48 38 10894 SPF Standard Pacific Corp. 2,972 1,376 1,596 12 5 6895 SPLS Staples, Inc. 3,926 2,479 1,447 16 10 6896 SBUX Starbucks Corporation 79,265 44,640 34,625 316 178 138





897 HOT Starwood Hotels & Resorts Worldwide, Inc. 7,411 3,912 3,499 30 16 14898 STT State Street Corporation 2,084 1,463 621 8 6 2899 STN Station Casinos, Inc. 10,370 6,946 3,424 41 28 14900 STLD Steel Dynamics, Inc. 4,318 3,330 988 17 13 4901 STM STMicroelectronics N.V. 2,886 2,343 543 11 9 2902 SGY Stone Energy Corp. 4,499 2,566 1,933 18 10 8903 SYK Stryker Corporation 8,808 4,829 3,979 35 19 16904 SUF SulphCo, Inc. 7,463 6,068 1,395 32 26 6905 SUNW Sun Microsystems, Inc. 186,825 135,184 51,641 744 539 206906 SU Suncor Energy, Inc. 52,739 33,355 19,384 210 133 77907 SUN Sunoco, Inc. 12,704 6,753 5,951 51 27 24908 STI SunTrust Banks, Inc. 13,885 3,806 10,079 55 15 40909 SUPG SuperGen, Inc. 98 88 10 0 0 0910 SPN Superior Energy Services, Inc. (New) 41 30 11 0 0 0911 SVU SUPERVALU, Inc. 272 152 120 1 1 0912 SIVB SVB Financial Group 143 143 0 1 1 0913 SY Sybase, Inc. 1,635 1,477 158 7 6 1914 SCMR Sycamore Networks, Inc. 5,345 4,619 726 21 18 3915 SYMC Symantec Corporation 92,881 81,477 11,404 370 325 45916 SBL Symbol Technologies, Inc. 8,263 6,075 2,188 33 24 9917 SYNA Synaptics, Incorporated 2,076 2,018 58 8 8 0918 ELOS Syneron Medical Ltd. 3,762 2,727 1,035 15 11 4919 SNPS Synopsys, Inc. 150 79 71 1 0 0920 SNV Synovous Financial Corp. 2,749 2,665 84 11 11 0921 BRLC Syntax-Brillian Corp. 1,536 1,277 259 35 29 6922 SYY Sysco Corporation 14,877 10,350 4,527 59 41 18923 TSM Taiwan Semiconductor Manufacturing Company Ltd. 10,862 10,099 763 43 40 3924 TTWO Take-Two Interactive Software 10,545 8,087 2,458 42 32 10925 TLB Talbots, Inc. (The) 30 30 0 0 0 0926 TALX TALX Corporation 293 277 16 1 1 0927 TNOX Tanox, Inc. 492 381 111 2 2 0928 TGT Target Corporation 29,192 13,850 15,342 116 55 61929 TASR TASER International, Inc. 3,992 3,590 402 16 14 2930 TCO Taubman Centers, Inc. 4,829 576 4,253 19 2 17931 AMTD TD Ameritrade Holding Corp. 30,292 22,163 8,129 121 88 32932 TECD Tech Data Corporation 1,274 758 516 5 3 2933 TOA Technical Olympic USA, Inc. 42,850 1,171 41,679 171 5 166934 TE TECO Energy, Inc. 2,776 1,657 1,119 11 7 4935 TK Teekay Shipping Corporation 6,596 4,082 2,514 26 16 10936 TKLC Tekelec 5,611 4,109 1,502 22 16 6937 TMX Telefonos de Mexico, S.A. de C.V. ADR 10,258 5,659 4,599 41 23 18938 TELK Telik, Inc. 20,778 9,542 11,236 83 38 45939 TLAB Tellabs, Inc. 23,117 21,381 1,736 92 85 7940 TIN Temple-Inland, Inc. 340 233 107 1 1 0941 TPX Tempur-Pedic International, Inc. 10,298 4,776 5,522 41 19 22942 THC Tenet Healthcare Corporation 25,131 10,765 14,366 100 43 57943 TEN Tenneco Inc. 131 71 60 1 0 0944 TEX Terex Corporation 6,234 4,378 1,856 25 17 7945 TRA Terra Industries, Inc. 3,528 2,263 1,265 14 9 5946 TSO Tesoro Corporation 13,774 6,751 7,023 55 27 28947 TEVA Teva Pharmaceutical Industries Limited ADR 75,540 43,109 32,431 301 172 129948 TXI Texas Industries, Inc. 495 229 266 2 1 1949 TXN Texas Instruments, Incorporated 109,099 54,343 54,756 435 217 218950 BCO The Brink's Company 478 392 86 2 2 0951 DTV The DIRECTV Group, Inc. 6,935 3,487 3,448 28 14 14952 TXCO The Exploration Company of Delaware 69 49 20 1 1 0953 FINL The Finish Line - CL A 160 77 83 1 0 0954 FAF The First American Financial Corporation 3,373 2,621 752 13 10 3955 GS The Goldman Sachs Group, Inc. 109,604 72,416 37,188 437 289 148956 GBX The Greenbrier Companies, Inc. 55 45 10 1 1 0957 HSY The Hershey Company 2,938 1,561 1,377 12 6 5958 TMR The Meridian Resource Corporation 1,903 1,802 101 8 7 0959 MLS The Mills Corporation 5,877 2,901 2,976 23 12 12960 PGR The Progressive Corporation 2,732 2,108 624 11 8 2





961 RYL The Ryland Group, Inc. 21,614 8,828 12,786 86 35 51962 SMG The Scotts Miracle-Gro Company 776 622 154 3 2 1963 SGR The Shaw Group, Inc. 3,748 2,369 1,379 15 9 5964 JOE The St Joe Company 18,297 6,981 11,316 73 28 45965 DIS The Walt Disney Company 63,017 47,772 15,245 251 190 61966 THRX Theravance, Inc. 402 225 177 2 1 1967 TMO Thermo Fisher Scientific, Inc. 2,530 2,530 0 10 10 0968 THOR Thoratec Corporation 12,063 11,515 548 48 46 2969 TMA Thornburg Mortgage, Inc. 6,390 3,512 2,878 25 14 11970 THQI THQ, Inc. 1,064 869 195 4 3 1971 TIBX TIBCO Software 14,972 12,307 2,665 60 49 11972 TIF Tiffany & Co. 14,914 9,498 5,416 59 38 22973 THI Tim Hortons, Inc. 164 64 100 1 0 1974 TWTC Time Warner Telecom, Inc. 1,685 1,488 197 7 6 1975 TWX Time Warner, Inc. 301,544 201,345 100,199 1,201 802 399976 TIE Titanium Metals Corporation 1,947 1,081 866 8 4 3977 TJX TJX Companies, Inc. (The) 3,177 1,432 1,745 13 6 7978 TLCV TLC Vision Corporation 1,523 1,260 263 6 5 1979 THE Todco 6,811 5,261 1,550 27 21 6980 TOL Toll Brothers, Inc. 132,274 71,322 60,952 527 284 243981 TRGL Toreador Resources Corporation 1,459 1,310 149 6 5 1982 TM Toyota Motor Corporation ADR 4,710 2,790 1,920 19 11 8983 RIG Transocean, Inc. 117,499 50,393 67,106 468 201 267984 TRI Triad Hospitals 2,469 1,546 923 10 6 4985 TRB Tribune Company 15,563 8,369 7,194 62 33 29986 TRMS Trimeris, Inc. 1,053 917 136 4 4 1987 TXU TXU Company 86,620 31,564 55,056 345 126 219988 TYC Tyco International Limited 197,935 161,779 36,156 789 645 144989 TSN Tyson Foods, Inc. (Class A) 21,571 8,817 12,754 86 35 51990 USB U.S. Bancorp 65,854 39,577 26,277 262 158 105991 UAUA UAL Corporation (New) 48,803 29,349 19,454 218 131 87992 UBS UBS AG 4,304 2,460 1,844 17 10 7993 UGI UGI Corporation 83 63 20 0 0 0994 UPL Ultra Petroleum Corp. 90,906 72,536 18,370 362 289 73995 UBB Unibanco Uniao de Bancos Brasileros 11,496 9,761 1,735 46 39 7996 UN Unilever N.V. 1,255 717 538 5 3 2997 UNP Union Pacific Corporation 16,295 10,550 5,745 65 42 23998 UIS Unisys Corporation 9,625 5,237 4,388 38 21 17999 UAG United Auto Group, Inc. 10 10 0 0 0 01000 UMC United Microelectronics Corporation 3,196 2,592 604 13 10 21001 UPS United Parcel Service, Inc. 139,828 94,616 45,212 557 377 1801002 URI United Rentals, Inc. 10,818 1,373 9,445 43 5 381003 X United States Seel Corporation 73,236 39,929 33,307 292 159 1331004 UTX United Technologies Corporation 21,456 9,754 11,702 85 39 471005 UTHR United Therapeutics Corp. 20,137 16,134 4,003 80 64 161006 UNH UnitedHealth Group 168,007 114,858 53,149 669 458 2121007 UVN Univision Communications, Inc. 9,177 5,776 3,401 37 23 141008 UNM Unum Group 4,871 3,623 1,248 19 14 51009 URBN Urban Outfitters, Inc. 2,257 1,645 612 9 7 21010 LCC US Airways Group, Inc, (New) 23,993 9,983 14,010 96 40 561011 USU USEC, Inc. 12,018 5,643 6,375 48 22 251012 USG USG Corporation 59,007 35,624 23,383 235 142 931013 UST UST, Inc. 24,656 3,542 21,114 98 14 841014 UTSI UTStarcom, Inc. 46,542 38,326 8,216 185 153 331015 VCI Valassis Communications, Inc. 40 10 30 0 0 01016 VRX Valeant Pharmaceuticals International 20,141 8,870 11,271 80 35 451017 VLO Valero Energy Corporation 187,100 84,302 102,798 745 336 4101018 VAR Varian Associates, Inc. 2,311 1,640 671 9 7 31019 VSGN Vasogen, Inc. 5,310 5,240 70 21 21 01020 WOOF VCA Antech, Inc. 1,522 784 738 6 3 31021 VECO Veeco Instruments, Inc. 768 535 233 3 2 11022 VRSN Verisign, Inc. 22,141 15,957 6,184 88 64 251023 VTS Veritas DGC, Inc. 5,178 3,748 1,430 21 15 61024 VZ Verizon Communications, Inc. 195,577 132,723 62,854 779 529 250





1025 VRTX Vertex Pharmaceuticals, Inc. 15,468 9,065 6,403 62 36 261026 VIP VimpelCom 18,072 7,114 10,958 72 28 441027 VPHM ViroPharma, Incorporated 17,502 10,288 7,214 70 41 291028 VSH Vishay Intertechnology, Inc. 17,863 10,856 7,007 71 43 281029 VC Visteon Corp. 110,944 21,367 89,577 442 85 3571030 VTAL Vital Images, Inc. 1,101 71 1,030 4 0 41031 VTSS Vitesse Semiconductor Corporation (New) 11,001 10,100 901 50 46 41032 V Vivendi SA 1,926 1,762 164 8 7 11033 VOD Vodafone Group PLC ADR 40,715 23,431 17,284 162 93 691034 VMC Vulcan Materials 1,524 1,054 470 6 4 21035 GRA W.R. Grace & Co. 4,488 3,950 538 18 16 21036 WB Wachovia Corporation 54,236 30,198 24,038 216 120 961037 WAG Walgreen Company 43,450 28,344 15,106 173 113 601038 WMT Wal-Mart Stores, Inc. 877,937 570,008 307,929 3,498 2,271 1,2271039 WLT Walter Industries, Inc. 7,260 4,984 2,276 29 20 91040 WM Washington Mutual, Inc. 44,028 21,456 22,572 175 85 901041 WMI Waste Management, Inc. 13,301 11,543 1,758 53 46 71042 WAT Waters Corporation 317 167 150 1 1 11043 WPI Watson Pharmaceuticals, Inc. 1,866 1,152 714 7 5 31044 WCI WCI Communities, Inc. (New) 24,180 6,207 17,973 96 25 721045 WFT Weatherford International, Inc. 16,812 12,024 4,788 67 48 191046 WEBX WebEx Communications, Inc. 688 346 342 3 1 11047 WCG Wellcare Health Plans, Inc. 2,453 1,941 512 10 8 21048 WLP WellPoint Health Networks, Inc. 9,241 5,143 4,098 37 20 161049 WFC Wells Fargo & Company 72,414 36,391 36,023 289 145 1441050 WEN Wendy's International, Inc. 23,383 20,882 2,501 93 83 101051 WCC WESCO Interntional, Inc. 654 357 297 3 1 11052 WDC Western Digital Corporation 4,130 2,288 1,842 16 9 71053 WU Western Union Company 215 161 54 3 3 11054 WY Weyerhaeuser Company 5,818 3,580 2,238 23 14 91055 WHR Whirlpool Corporation 7,071 3,290 3,781 28 13 151056 WFMI Whole Foods Market, Inc. 24,988 15,484 9,504 100 62 381057 OATS Wild Oats Markets, Inc. 3,751 3,028 723 15 12 31058 WG Willbros Group, Inc. 710 500 210 3 2 11059 WMB Williams Companies, Inc. (The) 212,686 202,165 10,521 847 805 421060 WIND Wind River Systems, Inc. 550 517 33 2 2 01061 INT World Fuel Services Corporation 152 112 40 1 0 01062 WRSP WorldSpace, Inc. 5,483 2,187 3,296 22 9 131063 WYE Wyeth 27,561 16,007 11,554 110 64 461064 WYN Wyndham Worldwide Corporation 11,744 8,960 2,784 111 85 261065 WYNN Wynn Resorts, Limited 27,412 17,982 9,430 109 72 381066 XEL Xcel Energy, Inc. 1,641 1,375 266 7 5 11067 XRX Xerox Corporation 19,509 10,718 8,791 78 43 351068 XLNX Xilinix, Inc. 15,346 8,198 7,148 61 33 281069 XL XL Capital LTD. 3,730 304 3,426 15 1 141070 XMSR XM Satellite Radio Holdings, Inc. 263,238 125,631 137,607 1,049 501 5481071 XTO XTO Energy, Inc. 30,044 16,019 14,025 120 64 561072 YHOO Yahoo! Inc. 276,562 182,626 93,936 1,102 728 3741073 AUY Yamana Gold, Inc. 12,445 8,791 3,654 50 35 151074 YMI YM Biosciences, Inc. 1,441 1,123 318 7 5 21075 YRCW YRC Worldwide, Inc. 31,883 14,326 17,557 127 57 701076 YUM YUM! Brands, Inc. 6,066 4,769 1,297 24 19 51077 ZLC Zale Corporation 1,697 1,071 626 7 4 21078 ZMH Zimmer Holdings, Inc. 7,483 4,567 2,916 30 18 121079 ZION Zions Bancorporation 3,452 1,305 2,147 14 5 91080 ZIXI Zix Corporation 1,699 1,396 303 7 6 11081 ZOLT Zoltek Companies, Inc. (New) 3 0 3 0 0 01082 ZGEN Zymogenetics, Inc. 1,380 585 795 5 2 3



1 ARDI @Road, Inc. 22,713 19,745 2,968 90 79 122 FLWS 1-800-FLOWERS.COM, Inc. 3,562 2,282 1,280 14 9 53 TFSM 24/7 Real Media, Inc. 51,139 39,833 11,306 204 159 454 COMS 3Com Corporation 230,155 201,442 28,713 917 803 1145 MMM 3M Company 744,263 386,419 357,844 2,965 1,540 1,4266 KDE 4Kids Entertainment, Inc. 5,097 3,185 1,912 20 13 87 NDN 99 Cents Only Stores 17,469 11,577 5,892 70 46 238 ASVI A.S.V., Inc. 12,129 5,881 6,248 48 23 259 AIR AAR CORP. 23,546 18,830 4,716 94 75 19

10 ABAX Abaxis, Inc. 20,995 14,397 6,598 84 57 2611 ABB ABB Ltd. 124,159 109,617 14,542 495 437 5812 ABT Abbott Laboratories 369,229 228,806 140,423 1,471 912 55913 ANF Abercrombie & Fitch Company 435,901 232,656 203,245 1,737 927 81014 ABGX Abgenix, Inc. 8,224 3,337 4,887 33 13 1915 ABY Abitibi-Consolidated, Inc. 10,068 3,735 6,333 40 15 2516 ABP Abraxas Petroleum Corporation 21,050 16,617 4,433 84 66 1817 ABBI Abraxis BioScience, Inc. 82,734 56,358 26,376 330 225 10518 ACAD Acadia Pharmaceuticals, Inc. 36,584 28,011 8,573 163 124 3819 ACCL Accelrys, Inc. 4,588 2,908 1,680 18 12 720 ACN Accenture Ltd-CL A 61,386 34,716 26,670 245 138 10621 LEND Accredited Home Lenders Holding Company 249,495 112,578 136,917 994 449 54522 ACE ACE, Ltd. 45,979 24,475 21,504 183 98 8623 ACGY Acergy S.A. 25,834 18,304 7,530 103 73 3024 APKT Acme Packet, Inc. 6,298 5,088 1,210 140 113 2725 ACOR Acorda Therapeutics, Inc. 37,588 20,649 16,939 683 375 30826 ATVI Activision, Inc. 209,635 142,370 67,265 835 567 26827 AYI Acuity Brands, Inc. 998 787 211 22 17 528 ACXM Acxiom Corporation 44,976 33,711 11,265 179 134 4529 ADPT Adaptec, Inc. 3,537 2,759 778 14 11 330 ADCT ADC Telecommunications, Inc. 110,866 79,844 31,022 442 318 12431 ADEX Ade Corporation 6,683 3,000 3,683 27 12 1532 ADBE Adobe Systems, Inc. 458,518 291,013 167,505 1,827 1,159 66733 ADLR Adolor Corporation 159,305 88,621 70,684 635 353 28234 ADTN ADTRAN, Inc. 88,916 40,960 47,956 354 163 19135 AEA Advance America Cash Advance Centers, Inc. 5,043 4,265 778 20 17 336 AAP Advance Auto Parts, Inc. 52,069 33,978 18,091 207 135 7237 ADIC Advanced Digital Information Corp. 7,261 4,636 2,625 29 18 1038 AEIS Advanced Energy Industries 21,582 14,348 7,234 86 57 2939 AMAG Advanced Magnetics, Inc. 406,976 226,512 180,464 2,142 1,192 95040 EYE Advanced Medical Optics, Inc. 193,952 100,872 93,080 773 402 37141 AMD Advanced Micro Devices, Inc. 3,883,172 2,402,958 1,480,214 15,471 9,574 5,89742 AVNC Advancis Pharmaceutical Corporation 1,793 1,447 346 28 22 543 ADVNB ADVANTA Corp. (Class B) 1,355 668 687 5 3 344 AAV Advantage Energy Income Fund 50,595 35,091 15,504 271 188 8345 ANX ADVENTRX Pharmaceuticals, Inc. 44,033 23,624 20,409 175 94 8146 AD ADVO, inc. 48,816 30,700 18,116 626 394 23247 AEG Aegon NV ADR 9,874 7,977 1,897 39 32 848 ARXX Aeroflex Incorporated 20,325 16,179 4,146 81 64 1749 ARO Aeropostale, Inc. 64,828 35,035 29,793 258 140 11950 AES AES Corporation 93,200 66,559 26,641 371 265 10651 AET Aetna, Inc. 610,880 377,436 233,444 2,434 1,504 93052 ACS Affiliated Computer Services, Inc. 241,402 137,445 103,957 962 548 41453 AMG Affiliated Managers Group, Inc. 55,065 33,614 21,451 219 134 8554 AFFX Affymetrix, Inc. 140,181 86,570 53,611 558 345 21455 AFL AFLAC Incorporated 39,745 20,781 18,964 158 83 7656 AG AGCO Corporation 51,054 29,434 21,620 203 117 8657 AGR Agere Systems, Inc. 56,807 41,285 15,522 226 164 6258 A Agilent Technologies, Corporation 286,356 222,631 63,725 1,141 887 25459 AEM Agnico-Eagle Mines Ltd. 297,354 208,401 88,953 1,185 830 35460 AGU Agrium, Inc. 99 58 41 0 0 061 AYR Aircastle Limited 7,050 4,308 2,742 76 46 2962 AAI Airtran Holdings, Inc. 68,343 45,340 23,003 272 181 9263 AKS AK Steel Holding Corporation 520,059 392,624 127,435 2,072 1,564 50864 AKAM Akamai Technologies, Inc. 608,965 390,253 218,712 2,426 1,555 871

CBOE Equity Options Volume (Includes LEAPS)






65 APCS Alamosa Holdings, Inc. (New) 50 42 8 0 0 066 ALK Alaska Air Group, Inc. 1,355 1,006 349 5 4 167 ACV Alberto-Culver Company (New) 19,964 13,771 6,193 80 55 2568 ABS Albertson's, Inc. 73,119 50,227 22,892 291 200 9169 AL Alcan, Inc. 172,967 123,077 49,890 689 490 19970 ALU Alcatel-Lucent 237,296 168,526 68,770 945 671 27471 AA ALCOA, Inc. 983,931 615,545 368,386 3,920 2,452 1,46872 ACL Alcon, Inc. 150,330 81,805 68,525 599 326 27373 ARS Aleris International, Inc. 7,392 4,417 2,975 29 18 1274 ALEX Alexander & Baldwin 48,550 22,767 25,783 193 91 10375 ALXN Alexion Pharmaceuticals, Inc. 122,056 77,986 44,070 486 311 17676 ALGN Align Technology, Inc. 60,334 39,543 20,791 240 158 8377 ALKS Alkermes, Inc. 85,056 59,941 25,115 339 239 10078 AYE Allegheny Energy, Inc. 39,173 29,539 9,634 156 118 3879 ATI Allegheny Technologies, Inc. 861,089 553,773 307,316 3,431 2,206 1,22480 AGN Allergan, Inc. 72,127 39,474 32,653 287 157 13081 ADS Alliance Data Systems Corporation 83,076 55,892 27,184 331 223 10882 AOI Alliance One International, Inc. 1,095 1,038 57 9 9 083 ARLP Alliance Resources Partners, L.P. 50,172 37,165 13,007 200 148 5284 AB AllianceBernstein Holding L.P. 80,550 61,142 19,408 321 244 7785 LNT Alliant Energy Corporation 3,975 3,278 697 16 13 386 ATK Alliant Techsystems, Inc. 23,780 15,812 7,968 95 63 3287 AW Allied Waste Industries, Inc. 77,741 56,599 21,142 310 225 8488 ALD Alllied Capital Corporation 70,578 43,482 27,096 281 173 10889 MDRX Allscripts Healthcare Solutions, Inc. 68,266 53,117 15,149 272 212 6090 ALL Allstate Corporation (The) 848,830 705,737 143,093 3,382 2,812 57091 AT ALLTEL Corporation 260,273 193,844 66,429 1,037 772 26592 ALNY Alnylam Pharmaceuticals, Inc. 29,614 17,658 11,956 157 93 6393 ALJ Alon USA Energy, Inc. 42,361 36,771 5,590 169 146 2294 ANR Alpha Natural Resources, Inc. 61,083 46,863 14,220 243 187 5795 ALO Alpharma, Inc. (Class A) 15,708 11,951 3,757 63 48 1596 ALTR Altera Corporation 171,628 116,801 54,827 684 465 21897 ATRS Altiris, Inc. 43,744 23,807 19,937 174 95 7998 MO Altria Group, Inc. 7,604,137 5,331,360 2,272,777 30,295 21,240 9,05599 ALVR Alvarion Limited 40,026 29,193 10,833 159 116 43100 AMZN Amazon.Com, Inc. 1,798,186 566,546 1,231,640 7,164 2,257 4,907101 ABK AMBAC, Inc. 20,214 10,088 10,126 81 40 40102 DOX Amdocs Ltd. 44,634 33,841 10,793 178 135 43103 AMED Amedisys, Inc. 35,819 14,834 20,985 143 59 84104 AMX America Movil S.A. de C.V. 312,587 192,030 120,557 1,245 765 480105 AXL American Axle & Manufacturing Holdings, Inc. 184,779 61,097 123,682 736 243 493106 ACAS American Capital Strategies, Ltd. 51,327 34,153 17,174 204 136 68107 ACLI American Commercial Lines 50,332 28,899 21,433 201 115 85108 AEOS American Eagle Outfitters, Inc. 226,986 123,254 103,732 904 491 413109 AEP American Electric Power Company, Inc. 35,675 22,869 12,806 142 91 51110 AXP American Express Company 684,388 490,133 194,255 2,727 1,953 774111 AHM American Home Mortgage Investment Corp. 180,420 119,556 60,864 719 476 242112 AIG American International Group, Inc. 1,071,156 677,411 393,745 4,268 2,699 1,569113 AOB American Oriental Bioengineering, Inc. 78,200 68,137 10,063 312 271 40114 APCC American Power Conversion Corporation 153,686 112,763 40,923 612 449 163115 ASEI American Science and Engineering, Inc. 135,738 86,612 49,126 541 345 196116 ASD American Standard Companies, Inc. 44,462 19,681 24,781 177 78 99117 AMSC American Superconductor Corp. 23,557 17,530 6,027 94 70 24118 AMT American Tower Corporation CLA 418,941 214,946 203,995 1,669 856 813119 ACF AmeriCredit Corporation 75,672 39,882 35,790 301 159 143120 AGP AMERIGROUP Corporation 49,050 29,264 19,786 195 117 79121 AMP Ameriprise Financial, Inc. 29,472 17,857 11,615 117 71 46122 ABC AmerisourceBergen Corporation 77,300 44,388 32,912 308 177 131123 ASCA Ameristar Casinos, Inc. 11,874 8,326 3,548 47 33 14124 AMH AmerUs Group Co. 14,786 9,851 4,935 59 39 20125 AMGN Amgen, Inc. 1,478,748 968,855 509,893 5,891 3,860 2,031126 AMKR Amkor Technology, Inc. 215,519 126,172 89,347 859 503 356127 APH Amphenol Corporation 8,787 5,787 3,000 35 23 12128 AMR AMR Corporation 1,672,899 870,138 802,761 6,665 3,467 3,198





129 ASO AmSouth Bancorporation 162 92 70 1 0 0130 AMLN Amylin Pharmaceuticals, Inc. 465,957 295,175 170,782 1,856 1,176 680131 APC Anadarko Petroleum Corporation 593,710 348,036 245,674 2,365 1,387 979132 ANAD ANADIGICS, Inc. 7,904 6,597 1,307 31 26 5133 ADI Analog Devices, Inc. 152,149 96,810 55,339 606 386 220134 ANEN Anaren, Inc. 8,107 6,273 1,834 32 25 7135 ANDW Andrew Corporation 47,342 29,185 18,157 189 116 72136 ADRX Andrx Corp. 74,068 37,964 36,104 295 151 144137 ANPI Angiotech Pharmaceuticals, Inc. 20,400 11,414 8,986 81 45 36138 AU AngloGold Ashanti Limited ADS 123,087 69,235 53,852 490 276 215139 BUD Anheuser-Busch Companies, Inc. 300,918 214,302 86,616 1,199 854 345140 NLY Annaly Capital Management, Inc. 63,805 36,694 27,111 254 146 108141 ANN AnnTaylor Stores Corporation 144,365 83,246 61,119 575 332 244142 ANSS ANSYS, Inc. 3,858 2,985 873 15 12 3143 ANT Anteon International Corporation 3,092 1,529 1,563 12 6 6144 AGEN Antigenics, Inc. 136,681 91,677 45,004 545 365 179145 AOC AON Corporation 54,883 35,147 19,736 219 140 79146 APA Apache Corporation 870,760 526,800 343,960 3,469 2,099 1,370147 AIV Apartment Investment & Management Company 6,219 3,248 2,971 25 13 12148 SIL Apex Silver Mines Limited 250,926 170,631 80,295 1,000 680 320149 APOG Apogee Enterprises, Inc. 10,597 8,673 1,924 42 35 8150 APOL Apollo Group, Inc. 188,520 92,230 96,290 751 367 384151 AINV Apollo Investment Corporation 5,399 4,159 1,240 69 53 16152 AAPL Apple Computer, Inc. 9,815,555 5,612,571 4,202,984 39,106 22,361 16,745153 APPB Applebee's International, Inc. 38,943 19,852 19,091 155 79 76154 CRA Applera Corp - Celera Genomics Group 21,909 16,520 5,389 87 66 21155 ABI Applera Corporation-Applied Biosystems Group 32,796 26,206 6,590 131 104 26156 AFCO Applied Films Corporation 10,910 5,536 5,374 43 22 21157 AMAT Applied Materials, Inc. 1,022,886 706,956 315,930 4,075 2,817 1,259158 AMCC Applied Micro Circuits Corporation 40,967 37,914 3,053 163 151 12159 AHG Apria Healthcare Group Incorporated 13,692 6,386 7,306 55 25 29160 WTR Aqua America, Inc. 73,136 47,696 25,440 291 190 101161 AQNT aQuantive, Inc. 82,633 57,936 24,697 329 231 98162 ACI Arch Coal, Inc. 409,811 222,900 186,911 1,633 888 745163 ADM Archer-Daniels-Midland Company 750,853 472,069 278,784 2,991 1,881 1,111164 AX Archipelago Holdings, Inc. 49,965 39,517 10,448 199 157 42165 ASN Archstone-Smith Trust 3,478 1,856 1,622 14 7 6166 ARNA Arena Pharmaceuticals, Inc. 53,956 38,954 15,002 215 155 60167 ARIA ARIAD Pharmaceuticals, Inc. 85,847 75,322 10,525 342 300 42168 ARBA Ariba, Inc. 78,270 64,513 13,757 312 257 55169 AH Armor Holdings, Inc. 70,082 50,108 19,974 279 200 80170 ARRS Arris Group, Inc. 70,465 56,375 14,090 281 225 56171 ARTC ArthroCare Corporation 14,525 9,168 5,357 58 37 21172 ASA ASA Limited 67,194 42,616 24,578 268 170 98173 ASTSF ASE Test Limited (New) 4,478 3,957 521 18 16 2174 ASH Ashland, Inc. 41,522 28,278 13,244 165 113 53175 ASIA Asiainfo Holdings, Inc. 7,265 6,476 789 29 26 3176 ASML ASM Holding N.V. 58,971 37,582 21,389 235 150 85177 ASMI ASM International N.V. 15,806 11,825 3,981 63 47 16178 ASPV Aspreva Pharmaceuticals Corporation 14,749 8,899 5,850 59 35 23179 ASBC Associated Banc-Corp. 4,365 3,891 474 17 16 2180 AIZ Assurant, Inc. 12,380 9,123 3,257 49 36 13181 AF Astoria Financial Corporation 39,754 32,712 7,042 158 130 28182 AZN AstraZeneca plc ADS 100,094 61,554 38,540 399 245 154183 ASYT Asyst Technologies, Inc. 11,274 9,152 2,122 45 36 8184 T AT&T Corporation 893,900 597,803 296,097 3,561 2,382 1,180185 AGIX AtheroGenics, Inc. 267,538 192,934 74,604 1,066 769 297186 ATHR Atheros Communications 287,697 189,148 98,549 1,146 754 393187 ATYT ATI Technologies, Inc. 418,770 331,750 87,020 1,668 1,322 347188 ATML Atmel Corporation 75,880 60,944 14,936 302 243 60189 ATMI ATMI, Inc. 12,031 6,069 5,962 48 24 24190 ATPG ATP Oil & Gas Corporation 29,477 21,993 7,484 117 88 30191 ATW Atwood Oceanics, Inc. 2,019 1,455 564 8 6 2192 AUO AU Optronics Corp. 167,976 74,851 93,125 669 298 371





193 ADBL Audible, Inc. (New) 31,004 20,546 10,458 124 82 42194 AUDC AudioCodes Ltd. 13,536 10,550 2,986 54 42 12195 ADAT Authentidate Holding Corp. (New) 3,321 2,765 556 13 11 2196 ADSK Autodesk, Inc. 239,350 150,619 88,731 954 600 354197 ADP Automatic Data Processing, Inc. 202,796 153,404 49,392 808 611 197198 AN AutoNation, Inc. 96,797 71,108 25,689 386 283 102199 AZO Autozone, Inc. 123,671 57,726 65,945 493 230 263200 AVB Avalonbay Communities, Inc. 22,994 11,777 11,217 92 47 45201 AVNR Avanir Pharmaceuticals 358,227 181,300 176,927 2,225 1,126 1,099202 AV Avaya, Inc. 109,538 92,851 16,687 436 370 66203 AVR Aventine Renewable Energy Holdings, Inc. 32,749 23,106 9,643 278 196 82204 AVY Avery Dennison Corporation 13,577 9,701 3,876 54 39 15205 AVII AVI BioPharma, Inc. (New) 219,596 180,210 39,386 934 767 168206 AVCI Avici Systems, Inc. 33,205 25,739 7,466 132 103 30207 AVID Avid Technology, Inc. 74,111 39,637 34,474 295 158 137208 CAR Avis Budget Group, Inc. 851,128 543,742 307,386 3,391 2,166 1,225209 AVT Avnet, Inc. 24,493 14,160 10,333 98 56 41210 AVCT Avocent Corp. 38,054 22,184 15,870 152 88 63211 AVP Avon Products, Inc. 78,912 48,624 30,288 314 194 121212 AVX AVX Corporation 12,597 8,723 3,874 50 35 15213 AXCA Axcan Pharma, Inc. (New) 8,712 6,746 1,966 41 32 9214 ACLS Axcelis Technologies, Inc. 47,511 38,834 8,677 189 155 35215 AXS Axis Capital Holdings Limited 8,303 6,368 1,935 33 25 8216 AZR Aztar Corporation 37,123 24,295 12,828 148 97 51217 BIDU Baidu.com 1,225,951 772,796 453,155 6,319 3,983 2,336218 BHI Baker Hughes, Incorporated 390,451 182,008 208,443 1,556 725 830219 BLL Ball Corporation 36,219 18,323 17,896 144 73 71220 BLDP Ballard Power Systems, Inc. 52,991 39,132 13,859 211 156 55221 BYI Bally Technologies, Inc. 69,204 50,952 18,252 276 203 73222 BBD Banco Bradesco 65,669 30,926 34,743 408 192 216223 ITU Banco Itau Holding Financeira 37,353 20,805 16,548 208 116 92224 BAC Bank of America Corporation 2,371,317 1,413,692 957,625 9,447 5,632 3,815225 BK Bank of New York Company, Inc. (The) 175,135 141,791 33,344 698 565 133226 RATE Bankrate, Inc. 28,850 13,487 15,363 115 54 61227 BCR Bard (C.R.), Inc. 31,971 17,679 14,292 127 70 57228 BKS Barnes & Noble, Inc. 17,238 10,234 7,004 69 41 28229 B Barnes Group, Inc. 164 48 116 5 1 3230 BRL Barr Laboratories, Inc. 70,403 43,583 26,820 280 174 107231 ABX Barrick Gold Corporation 633,635 399,663 233,972 2,524 1,592 932232 BOL Bausch & Lomb, Incorporated 282,841 163,336 119,505 1,127 651 476233 BAX Baxter International, Inc. 141,501 87,696 53,805 564 349 214234 BTE Baytex Energy Trust 207 189 18 41 38 4235 BBT BB&T Corporation 75,904 56,486 19,418 302 225 77236 BEAV BE Aerospace, Inc. 40,512 33,023 7,489 161 132 30237 BEAS BEA Systems, Inc. 234,665 188,184 46,481 935 750 185238 BECN Beacon Roofing Supply, Inc. 179 60 119 1 0 0239 BSC Bear Stearns Companies, Inc. (The) 411,714 196,289 215,425 1,640 782 858240 BE BearingPoint, Inc. (New) 373 261 112 6 4 2241 BZH Beazer Homes USA, Inc. 364,901 148,954 215,947 1,454 593 860242 BEBE bebe stores, inc. 70,760 40,727 30,033 282 162 120243 BEC Beckman Coulter, Inc. 44,630 21,688 22,942 178 86 91244 BDX Becton Dickinson & Company 31,866 20,013 11,853 127 80 47245 BBBY Bed Bath & Beyond, Inc. 284,553 188,528 96,025 1,134 751 383246 BDC Belden CDT, Inc. 3,351 2,712 639 61 49 12247 BLS BellSouth Corporation 189,347 134,581 54,766 754 536 218248 BLC Belo Corporation 2,690 1,072 1,618 11 4 6249 BGO Bema Gold Corporation (New) 236,114 175,795 60,319 972 723 248250 BMS Bemis Company 7,608 4,502 3,106 30 18 12251 BNT Bentley Pharmaceuticals, Inc. 15,405 9,644 5,761 75 47 28252 BRY Berry Petroleum Company Cl A 8,827 4,427 4,400 35 18 18253 BBY Best Buy Co., Inc. 1,464,040 779,518 684,522 5,833 3,106 2,727254 BEV Beverly Enterprises, Inc. 5,680 3,067 2,613 23 12 10255 BHP BHP Billiton Limited 308,859 175,677 133,182 1,231 700 531256 BIG Big Lots, Inc. 45,114 29,799 15,315 180 119 61





257 BBG Bill Barrett Corporation 22,925 16,205 6,720 91 65 27258 BCRX BioCryst Pharmaceuticals, Inc. 149,883 100,590 49,293 597 401 196259 BIVN Bioenvision, Inc. 72,563 50,936 21,627 289 203 86260 BIIB BIOGEN IDEC, Inc. 396,858 256,843 140,015 1,581 1,023 558261 BLTI BioLase Technology, Inc. (New) 26,769 22,724 4,045 107 91 16262 BMRN BioMarin Pharmaceutical, Inc. 60,461 44,371 16,090 241 177 64263 BMET Biomet, Inc. 236,606 155,998 80,608 943 622 321264 PDLI BioPharma, Inc. 77,402 56,182 21,220 308 224 85265 BRLI Bio-Reference Laboratories, Inc. 25,387 16,914 8,473 101 67 34266 BPA BioSante Pharmaceuticals, Inc. 7,530 6,391 1,139 30 25 5267 BIOS BioScripp, Inc. 8,480 6,910 1,570 34 28 6268 BSTE Biosite, Inc. 42,689 25,441 17,248 170 101 69269 BVF Biovail Corporation International 162,645 97,309 65,336 648 388 260270 BMD Birch Mountain Resources Ltd. 82,962 62,202 20,760 331 248 83271 BSG BISYS Group, Inc. (The) 26,044 23,198 2,846 104 92 11272 BJS BJ Services Company 417,900 274,849 143,051 1,665 1,095 570273 BJ BJ's Wholesale Club, Inc. 53,283 32,401 20,882 212 129 83274 BDK Black & Decker Corporation (The) 76,893 39,287 37,606 306 157 150275 BBOX Black Box Corporation 21,212 11,498 9,714 85 46 39276 BLKB Blackbaud, Inc. 2,539 1,832 707 39 28 11277 HRB Block (H & R), Inc. 128,100 66,722 61,378 510 266 245278 BBI/B Blockbuster, Inc. Cl B 195 175 20 1 1 0279 BBI Blockbuster, Inc.-Cl A 169,644 133,274 36,370 676 531 145280 BCSI Blue Coat Systems, Inc. 60,885 34,507 26,378 243 137 105281 NILE Blue Nile, Inc. 59,693 30,424 29,269 238 121 117282 BXG Bluegreen Corporation 2,059 1,751 308 8 7 1283 BTH Blyth, Inc. 1,679 818 861 49 24 25284 BMC BMC Software, Inc. 138,930 94,502 44,428 554 377 177285 BBC Bodisen Biotech, Inc. 52,934 33,290 19,644 311 196 116286 BA Boeing Company (The) 672,031 373,065 298,966 2,677 1,486 1,191287 BDE Bois d' Arc Energy, Inc. 4,162 2,785 1,377 17 11 5288 BKHM Bookham, Inc. 24,540 20,905 3,635 111 94 16289 BWA BorgWarner, Inc. 19,263 11,306 7,957 77 45 32290 BORL Borland Software Corporation 13,060 12,332 728 52 49 3291 BSX Boston Scientific Corporation 1,558,531 1,097,813 460,718 6,209 4,374 1,836292 BOW Bowater, Incorporated 87,970 31,542 56,428 350 126 225293 BYD Boyd Gaming Corporation 171,702 116,370 55,332 684 464 220294 BP BP p.l.c. 223,488 143,607 79,881 890 572 318295 BPT BP Prudhoe Bay Royalty Trust 86,424 51,823 34,601 344 206 138296 BDY Bradley Pharmaceuticals, Inc. (New) 29,000 16,909 12,091 144 84 60297 BGG Briggs & Stratton 28,230 12,071 16,159 112 48 64298 BEXP Brigham Exploration Company 19,714 15,705 4,009 79 63 16299 CELL Brightpoint, Inc. 89,725 57,031 32,694 357 227 130300 EAT Brinker International, Inc. 47,147 14,410 32,737 188 57 130301 BMY Bristol-Myers Squibb Company 1,199,891 664,372 535,519 4,780 2,647 2,134302 BAB British Airways PLC ADR 10,451 3,988 6,463 42 16 26303 BRCM Broadcom, Inc. 3,210,324 2,049,429 1,160,895 12,790 8,165 4,625304 BWNG Broadwing Corporation 92,071 72,454 19,617 367 289 78305 BRCD Brocade Communications 427,286 301,705 125,581 1,702 1,202 500306 BHS Brookfield Homes Corporation 24,738 9,318 15,420 169 64 106307 BRKS Brooks Automation, Inc. 29,508 18,850 10,658 118 75 42308 BRO Brown & Brown, Inc. (New) 12,730 9,712 3,018 51 39 12309 BRKR Bruker BioSciences Corporation 111 78 33 2 1 1310 BC Brunswick Corporation 67,865 37,246 30,619 270 148 122311 BW Brush Engineered Materials, Inc. 7,292 5,705 1,587 55 43 12312 BUCY Bucyrus International, Inc. Cl A 67,891 38,527 29,364 270 153 117313 BBW Build-A-Bear-Workshop 28,794 17,404 11,390 115 69 45314 BLG Building Materials Holding Corporation 283,205 206,767 76,438 1,128 824 305315 BG Bunge Limited 148,413 90,100 58,313 591 359 232316 BKC Burger King Holdings, Inc. 10,522 7,596 2,926 71 51 20317 BNI Burlington Northern Santa Fe Corporation 160,955 98,196 62,759 641 391 250318 BR Burlington Resources, Inc. 27,214 17,920 9,294 108 71 37319 BOBJ Business Objects S.A. ADR 252,182 162,718 89,464 1,005 648 356320 CHRW C H Robinson Worldwide, Inc. 100,421 55,141 45,280 400 220 180





321 CA CA, Inc. 149,406 71,744 77,662 595 286 309322 CAB Cabela's, Incorporated - Cl A 86,083 42,201 43,882 343 168 175323 CVC Cablevision Systems Corporation 245,573 136,549 109,024 978 544 434324 CCMP Cabot Microelectronics Corporation 24,266 13,569 10,697 97 54 43325 COG Cabot Oil & Gas Corp. 36,388 18,994 17,394 145 76 69326 CACH Cache, Inc. 4,567 2,202 2,365 18 9 9327 CAI CACI International Inc. Class A 29,809 15,929 13,880 119 63 55328 CDNS Cadence Design Systems, Inc. 25,370 15,448 9,922 101 62 40329 CAMP CalAmp Corp. 20,994 15,826 5,168 84 63 21330 CAMD California Micro Devices Corporation 14,938 10,247 4,691 60 41 19331 ELY Callaway Golf Company 6,966 3,792 3,174 28 15 13332 CALM Cal-Maine Foods, Inc. 9,637 6,884 2,753 38 27 11333 CPNLQ Calpine Corporation 114,297 75,427 38,870 455 301 155334 CBJ Cambior, Inc. 2,027 1,800 227 13 11 1335 CBM Cambrex Corporation 9,184 6,867 2,317 37 27 9336 CCJ Cameco Corporation 524,274 362,563 161,711 2,089 1,444 644337 CAM Cameron International Corporation 112,652 66,090 46,562 449 263 186338 CPB Campbell Soup Company 47,585 22,260 25,325 190 89 101339 CNI Canadian National Railway Company 52,531 35,744 16,787 209 142 67340 CNQ Canadian Natural Resources Ltd. 182,875 118,578 64,297 729 472 256341 CP Canadian Pacific Railway Limited New 20,925 12,793 8,132 83 51 32342 CLZR Candela Corp. 49,173 35,989 13,184 196 143 53343 CNE Canetic Resources Trust 70,107 50,414 19,693 556 400 156344 CMN Cantel Medical Corp. 7,873 4,230 3,643 31 17 15345 COF Capital One Financial Corporation 292,830 147,131 145,699 1,167 586 580346 CPST Capstone Turbine Corporation (New) 24,288 19,725 4,563 97 79 18347 CRR CARBO Ceramics, Inc. 6,143 4,084 2,059 36 24 12348 CAH Cardinal Health, Inc. 151,865 93,763 58,102 605 374 231349 CRME Cardiome Pharma Corp. 13,462 9,644 3,818 74 53 21350 CECO Career Education Corporation 200,954 74,601 126,353 801 297 503351 CMX Caremark RX, Inc. 351,469 244,151 107,318 1,400 973 428352 KMX CarMax, Inc. 53,259 22,189 31,070 212 88 124353 CCL Carnival Corporation (Class A) 173,532 76,776 96,756 691 306 385354 CRS Carpenter Technology Corporation 116,481 67,462 49,019 464 269 195355 CANI Carreker Corporation 2,735 2,078 657 11 8 3356 CACS Carrier Access Corporation 8,177 5,465 2,712 33 22 11357 CRZO Carrizo Oil & Gas, Inc. 40,027 28,503 11,524 159 114 46358 CRI Carter's, Inc. 12,075 7,327 4,748 48 29 19359 CSH Cash America International, Inc. 1,491 1,109 382 50 37 13360 CAT Caterpillar, Inc. 1,691,671 900,874 790,797 6,740 3,589 3,151361 CBG CB Richard Ellis Group, Inc. 73,882 45,141 28,741 294 180 115362 CBEY Cbeyond, Inc. 4,649 1,945 2,704 97 41 56363 BOT CBOT Holdings, Inc. 101,051 64,487 36,564 403 257 146364 CBRL CBRL Group, Inc. 54,795 30,175 24,620 218 120 98365 CBS CBS Corporation 150,802 113,820 36,982 603 455 148366 CBS.A CBS Corporation Class A 3,947 2,827 1,120 16 11 4367 CHINA CDC Corporation Cl A 107,991 87,852 20,139 430 350 80368 CDWC CDW Corporation 63,086 22,149 40,937 251 88 163369 CE Celanese Corporation 25,291 21,547 3,744 101 86 15370 CLS Celestica, Inc. 21,534 11,180 10,354 86 45 41371 CELG Celgene Corporation 694,888 449,247 245,641 2,768 1,790 979372 CEGE Cell Genesys, Inc. 22,117 15,593 6,524 88 62 26373 CTIC Cell Therapeutics, Inc. 7,588 5,207 2,381 30 21 9374 CX Cemex, S.A.B. de C.V. 202,303 109,870 92,433 806 438 368375 CNC Centene Corporation 26,710 15,106 11,604 106 60 46376 CNP CenterPoint Energy, Inc. 38,208 29,832 8,376 152 119 33377 CTX CENTEX Corporation 770,376 376,300 394,076 3,069 1,499 1,570378 CEDC Central European Distribution Corporation 10,677 7,124 3,553 43 28 14379 CENX Century Aluminum Company (New) 69,416 39,608 29,808 277 158 119380 CTL Centurytel, Inc. 54,124 33,306 20,818 216 133 83381 CEPH Cephalon, Inc. 668,505 384,640 283,865 2,663 1,532 1,131382 CPHD Cepheid, Inc. 36,458 23,739 12,719 145 95 51383 CRDN Ceradyne, Inc. 289,638 189,157 100,481 1,154 754 400384 CERN Cerner Corporation 108,436 47,775 60,661 432 190 242





385 CHAP Chaparral Steel Company 76,259 45,928 30,331 304 183 121386 CHRS Charming Shoppes, Inc. 25,341 19,497 5,844 101 78 23387 CHTR Charter Communications, Inc. 78,611 67,535 11,076 313 269 44388 CHTT Chattem, Inc. 27,303 16,380 10,923 109 65 44389 CHKP Check Point Software Technologies, Ltd 157,488 114,473 43,015 627 456 171390 CKFR Checkfree Corporation 146,547 81,200 65,347 584 324 260391 CAKE Cheesecake Factory Incorporated (The) 68,959 33,099 35,860 275 132 143392 CEM Chemtura Corporation 31,368 17,512 13,856 125 70 55393 LNG Cheniere Energy, Inc. 217,485 151,766 65,719 866 605 262394 CHK Chesapeake Energy Corporation 2,035,948 1,447,848 588,100 8,111 5,768 2,343395 CVX Chevron Corporation 3,097,470 1,916,858 1,180,612 12,341 7,637 4,704396 CBI Chicago Bridge & Iron Company N.V. 66,008 50,263 15,745 263 200 63397 CME Chicago Mercantile Exchange 751,345 413,125 338,220 2,993 1,646 1,347398 CHS Chico's FAS, Inc. 397,795 246,622 151,173 1,585 983 602399 PLCE Children's Place 62,754 36,329 26,425 250 145 105400 CBAK China BAK Battery, Inc. 21,024 18,125 2,899 292 252 40401 CESV China Energy Savings Technology, Inc. 297 265 32 1 1 0402 LFC China Life Insurance Co., Ltd. 118,873 79,723 39,150 474 318 156403 CMED China Medical Technologies, Inc. 220,913 161,320 59,593 880 643 237404 CHL China Mobile Limited 101,596 73,382 28,214 405 292 112405 CN China Netcom Group Corporation Limited 9,134 5,197 3,937 36 21 16406 SNP China Petroleum and Chemical Corporation 121,357 88,071 33,286 483 351 133407 CNTF China Techfaith Wireless 20,728 17,478 3,250 83 70 13408 CHA China Telecom Corporation, Limited 17,398 11,293 6,105 69 45 24409 CYD China Yuchai International, Limited 59,094 39,595 19,499 235 158 78410 IMOS ChipMOS TECHNOLOGIES (Bermuda) LTD 26,331 21,554 4,777 105 86 19411 CMG Chipotle Mexican Grill, Inc. 186,031 98,512 87,519 812 430 382412 CMG/B Chipotle Mexican Grill, Inc. (B) 1,305 760 545 30 18 13413 CQB Chiquita Brands International, Inc. 57,257 18,938 38,319 228 75 153414 CHIR Chiron Corporation 27,681 15,272 12,409 110 61 49415 CBK Christopher & Banks Corporation 33,241 22,281 10,960 132 89 44416 CB Chubb Corporation (The) 62,404 40,111 22,293 249 160 89417 RIO CIA Vale Do Rio Doce (CVRD) 783,048 459,864 323,184 3,120 1,832 1,288418 CIEN Ciena Corporation 205,414 127,232 78,182 818 507 311419 CI CIGNA Corporation 220,111 116,676 103,435 877 465 412420 XEC Cimarex Energy Co. 57,361 35,602 21,759 229 142 87421 CBB CIncinnati Bell, Inc. 24,962 20,032 4,930 99 80 20422 CIN Cinergy Corporation 6,541 5,466 1,075 26 22 4423 CTAS Cintas Corporation 35,963 26,072 9,891 143 104 39424 CC Circuit City Stores, Inc. Circuit City Group 184,107 94,980 89,127 733 378 355425 CRUS Cirrus Logic, Inc. 41,908 36,277 5,631 167 145 22426 CSCO Cisco Systems, Inc. 3,178,120 2,237,863 940,257 12,662 8,916 3,746427 CIT CIT Group, Inc. 44,210 23,326 20,884 176 93 83428 C Citigroup, Inc. 2,700,819 1,704,707 996,112 10,760 6,792 3,969429 CZN Citizens Communications Company 28,536 17,451 11,085 114 70 44430 CTXS Citrix Systems, Inc. 228,059 160,098 67,961 909 638 271431 CYN City National Corporation 6,046 3,715 2,331 24 15 9432 CKR CKE Restaurants, Inc. 15,873 10,419 5,454 63 42 22433 CLE Claire's Stores, Inc. 48,554 38,151 10,403 193 152 41434 CLHB Clean Harbors, Inc. 45,223 36,925 8,298 180 147 33435 CCU Clear Channel Communications, Inc. 215,606 159,279 56,327 859 635 224436 CCO Clear Channel Outdoor Holdings, Inc. 5,600 2,889 2,711 22 12 11437 CLF Cleveland-Cliffs, Inc. 211,603 129,589 82,014 843 516 327438 CKCM Click Commerce, Inc. 129,441 89,840 39,601 516 358 158439 CLX Clorox Company (The) 42,828 24,886 17,942 171 99 71440 CMS CMS Energy Corporation 17,109 9,300 7,809 68 37 31441 CNA CNA Financial Corporation 4,993 3,174 1,819 20 13 7442 CNET CNET Networks, Inc. 23,658 17,025 6,633 94 68 26443 CEO CNOOC Limited 32,702 22,251 10,451 130 89 42444 CNXS CNS, Inc. 19,582 13,364 6,218 78 53 25445 COH Coach, Inc. 217,316 140,795 76,521 866 561 305446 KO Coca-Cola Company (The) 1,106,535 845,504 261,031 4,409 3,369 1,040447 CCE Coca-Cola Enterprises, Inc. 91,261 75,321 15,940 364 300 64448 CDE Coeur d' Alene Mines Corp. 658,833 528,748 130,085 2,625 2,107 518





449 COGT Cogent, Inc. 159,375 107,282 52,093 635 427 208450 CTSH Cognizant Technology Solutions Corporation 209,151 134,331 74,820 833 535 298451 COGN Cognos, Incorporated 166,181 111,745 54,436 662 445 217452 COHU Cohu, Inc. 10,317 6,873 3,444 41 27 14453 CSTR Coinstar, Inc. 29,934 15,801 14,133 119 63 56454 CWTR Coldwater Creek, Inc. 88,510 56,654 31,856 353 226 127455 CL Colgate-Palmolive Company 176,009 78,471 97,538 701 313 389456 CGPI Collagenex Pharmaceuticals, Inc. 16,206 9,588 6,618 65 38 26457 CNB Colonial BancGroup, Inc. 12,799 4,689 8,110 51 19 32458 COLM Columbia Sportwear Company 12,719 4,987 7,732 51 20 31459 CMCSA Comcast Corp. (Class A) 425,362 219,046 206,316 1,695 873 822460 CMCSK Comcast Corporation (Special Class A) 247,382 153,025 94,357 986 610 376461 CMA Comerica, Incorporated 49,815 30,035 19,780 198 120 79462 CBH Commerce Bancorp, Inc. 207,473 116,062 91,411 827 462 364463 CMC Commercial Metals Company 99,225 80,256 18,969 395 320 76464 SID Companhia Siderurgica Nacional ADR 50,099 27,019 23,080 200 108 92465 VNT Compania Anonima Nacional Venezuela 17,972 11,722 6,250 72 47 25466 BVN Compania de Minas Buenaventura S.A. 77,213 48,547 28,666 308 193 114467 CMP Compass Minerals International, Inc. 2,958 1,986 972 25 17 8468 CCRT CompuCredit Corporation 22,840 9,317 13,523 91 37 54469 CSC Computer Sciences Corporation 214,081 112,241 101,840 853 447 406470 CPWR Compuware Corporation 19,773 14,682 5,091 79 58 20471 CRK Comstock Resources, Inc. (New) 13,439 7,622 5,817 54 30 23472 COGO Comtech Group, Inc. 29,515 21,862 7,653 163 121 42473 CMTL Comtech Telecommunication Corp. 22,207 16,094 6,113 88 64 24474 CMVT Comverse Technology, Inc. 622,910 352,664 270,246 2,482 1,405 1,077475 CAG ConAgra, Inc. 112,498 59,727 52,771 448 238 210476 CPTS Conceptus, Inc. 16,218 11,254 4,964 65 45 20477 CNXT Conexant Systems, Inc. 58,290 53,138 5,152 319 290 28478 CNCT Connetics Corporation 29,519 12,148 17,371 118 48 69479 CONN Conn's, Inc. 3,968 2,661 1,307 43 29 14480 COP ConocoPhillips 2,275,819 1,610,401 665,418 9,067 6,416 2,651481 CONR Conor Medsystems, Inc. 86,813 50,420 36,393 346 201 145482 CNO Conseco, Inc. 90,496 72,442 18,054 361 289 72483 CNX Consol Energy Inc. 329,875 195,090 134,785 1,314 777 537484 ED Consolidated Edison, Inc. 57,516 30,813 26,703 229 123 106485 STZ Constellation Brands, Inc. 27,207 18,714 8,493 108 75 34486 CEG Constellation Energy Corp. 66,228 36,082 30,146 264 144 120487 CAL Continental Airlines, Inc. (Class B) 709,048 337,747 371,301 2,825 1,346 1,479488 CNVR Convera Corporation (New) 36,222 32,343 3,879 144 129 15489 CVG Convergys Corp. 18,644 12,020 6,624 74 48 26490 CNW Con-way, Inc. 45,740 18,158 27,582 182 72 110491 COO Cooper Companies, Inc. (The) 87,570 54,666 32,904 349 218 131492 CBE Cooper Industries, Inc. 23,873 16,074 7,799 95 64 31493 CTB Cooper Tire & Rubber Company 42,700 10,910 31,790 170 43 127494 CPRT Copart, Inc. 29,213 16,455 12,758 116 66 51495 CLB Core Laboratories N.V. 7,402 4,650 2,752 218 137 81496 COCO Corinthian Colleges, Inc. 31,657 23,450 8,207 126 93 33497 CPO Corn Products International 25,261 19,922 5,339 101 79 21498 GLW Corning Incorporated 909,066 619,849 289,217 3,622 2,470 1,152499 COR Cortex Pharmaceuticals, Inc. 11,562 4,318 7,244 60 22 38500 CORS Corus Bankshares, Inc. 80,549 26,149 54,400 321 104 217501 CPWM Cost Plus, Inc. 3 0 3 0 0 0502 COST Costco Wholesale Corp. 405,659 200,723 204,936 1,616 800 816503 CFC Countrywide Financial Corporation 879,736 411,230 468,506 3,505 1,638 1,867504 CVD Covance 32,585 20,945 11,640 130 83 46505 CVA Covanta Holding Corporation 76,690 56,534 20,156 306 225 80506 CVH Coventry Health Care, Inc. 303,596 205,638 97,958 1,210 819 390507 COWN Cowen Group, Inc. 2,867 1,278 1,589 28 12 15508 CR Crane Co. 13,327 11,749 1,578 53 47 6509 CRAY Cray, Inc. (New) 730 257 473 6 2 4510 CREAF Creative Technology Limited 14,121 8,504 5,617 56 34 22511 CMOS Credence Systems Corporation 45,205 36,029 9,176 180 144 37512 CS Credit Suisse Group - SPON ADR 99,070 72,632 26,438 395 289 105





513 CREE Cree, Inc. 188,388 124,746 63,642 751 497 254514 CROX Crocs, Inc. 226,755 144,350 82,405 1,101 701 400515 CCI Crown Castle International Corp. 50,065 35,522 14,543 199 142 58516 CCK Crown Holdings, Inc. 89,466 72,215 17,251 356 288 69517 CRXL Crucell NV - ADR 13,594 8,837 4,757 54 35 19518 CRYP CryptoLogic, Inc. 53,944 38,366 15,578 215 153 62519 KRY Crystallex International Corporation 155,392 134,119 21,273 619 534 85520 CSGS CSG Systems International, Inc. 12,956 8,252 4,704 52 33 19521 CSX CSX Corporation 188,727 129,158 59,569 752 515 237522 CTCM CTC Media, Inc. 695 424 271 20 12 8523 CTRP Ctrip.com International, Ltd 94,367 44,248 50,119 376 176 200524 CBST Cubist Pharmaceuticals, Inc. 106,256 74,008 32,248 423 295 128525 CMI Cummins, Inc. 461,092 212,822 248,270 1,837 848 989526 CMLS Cumulus Media, Inc.- Cl A 23,702 18,806 4,896 94 75 20527 CW Curtiss-Wright Corporation 703 229 474 4 1 3528 CUTR Cutera, Inc. 52,285 35,366 16,919 208 141 67529 CVTX CV Therapeutics, Inc. 188,984 127,606 61,378 753 508 245530 CVS CVS Corporation 590,862 423,527 167,335 2,354 1,687 667531 CYBX Cyberonics, Inc. 59,855 34,872 24,983 238 139 100532 CYMI Cymer, Inc. 70,342 43,611 26,731 280 174 106533 CYPB Cypress Bioscience, Inc. 30,865 21,171 9,694 123 84 39534 CY Cypress Semiconductor Corporation 587,442 431,964 155,478 2,340 1,721 619535 CYTO CYTOGEN Corporation (New) 4,744 1,621 3,123 19 6 12536 CYTC CYTYC Corporation 37,991 28,462 9,529 151 113 38537 DHI D.R. Horton, Inc. 519,093 283,477 235,616 2,068 1,129 939538 DADE Dade Behring Holdings, Inc. 11,650 5,480 6,170 46 22 25539 DCX DaimlerChrysler AG 81,336 52,366 28,970 324 209 115540 DAKT Daktronics, Inc. 33,269 17,021 16,248 133 68 65541 DCNAQ Dana Corporation 273,924 101,804 172,120 1,091 406 686542 DHR Danaher Corporation 57,645 29,679 27,966 230 118 111543 DRI Darden Restaurants, Inc. 29,942 13,985 15,957 119 56 64544 DTLK Datalink Corporation 420 290 130 12 9 4545 DVA DaVita, Inc. 124,985 97,743 27,242 498 389 109546 DF Dean Foods Company 35,678 24,424 11,254 142 97 45547 DECK Deckers Outdoor Corporation 45,005 27,377 17,628 179 109 70548 DCGN deCODE Genetics, Inc. (New) 11,663 10,008 1,655 46 40 7549 DE Deere & Company 403,640 169,638 234,002 1,608 676 932550 DK Delek US Holdings, Inc. 4,419 2,181 2,238 57 28 29551 DELL Dell Computer Corp. 2,590,549 1,446,489 1,144,060 10,321 5,763 4,558552 DPHIQ Delphi Corporation 10,198 7,504 2,694 41 30 11553 DLP Delta & Pine Land Co. 13,892 10,083 3,809 55 40 15554 DALRQ Delta Air Lines, Inc. 23,551 8,656 14,895 94 34 59555 DPTR Delta Petroleum Corporation 327,935 246,520 81,415 1,307 982 324556 DNR Denbury Resources, Inc. 81,186 56,637 24,549 323 226 98557 DNDN Dendreon Corporation 69,526 56,681 12,845 277 226 51558 XRAY DENTSPLY International, Inc. 37,902 24,666 13,236 151 98 53559 DEPO Depomed, Inc. 26,751 14,870 11,881 107 59 47560 HXM Desarrolladora Homex S.A. de C.V. 18,997 11,059 7,938 76 44 32561 DB Deutsche Bank AG 19,090 11,150 7,940 76 44 32562 DT Deutsche Telekom AG ADR 58,993 36,309 22,684 235 145 90563 DVN Devon Energy Corporation 813,493 492,700 320,793 3,241 1,963 1,278564 DXCM Dexcom, Inc. 16,131 11,881 4,250 93 69 25565 DHBT DHB Industries, Inc. 27,697 19,478 8,219 110 78 33566 DEO Diageo PLC 28,340 22,472 5,868 113 90 23567 DO Diamond Offshore Drilling, Inc. 457,504 267,044 190,460 1,823 1,064 759568 DKS Dick's Sporting Goods, Inc. 27,607 19,312 8,295 110 77 33569 DBD Diebold, Incorporated 28,247 13,922 14,325 113 55 57570 DIGE Digene Corp. 60,380 36,749 23,631 241 146 94571 DOC Digital Angel Corporation 10,888 7,291 3,597 43 29 14572 DGIN Digital Insight Corporation 22,043 13,771 8,272 88 55 33573 DRIV Digital River, Inc. 234,283 135,015 99,268 933 538 395574 DTAS Digitas, Inc. 16,698 10,563 6,135 67 42 24575 DDS Dillard Department Stores, Inc. (Class A) 77,932 27,216 50,716 310 108 202576 DIOD Diodes, Incorporated 18,174 11,579 6,595 72 46 26





577 DISCA Discovery Holding Company 14,623 12,702 1,921 58 51 8578 DSCO Discovery Laboratories, Inc. 84,598 62,980 21,618 337 251 86579 DESC Distributed Energy Systems Corp. 42,376 32,008 10,368 169 128 41580 DITC Ditech Networks, Inc. 11,250 7,759 3,491 45 31 14581 DIVX DivX, Inc. 10,190 8,377 1,813 300 246 53582 DJO DJO, Incorporated 7,809 5,346 2,463 31 21 10583 DCEL Dobson Communications Corp. (New) 24,504 21,069 3,435 98 84 14584 RDY Doctor Reddy's Laboratories Limited (New) 30,173 20,941 9,232 120 83 37585 DLB Dolby Laboratories, Inc. 1,782 1,664 118 7 7 0586 DG Dollar General Corporation 159,420 122,574 36,846 635 488 147587 DLTR Dollar Tree Stores, Inc. 48,583 30,665 17,918 194 122 71588 D Dominion Resources, Inc. 80,629 50,156 30,473 321 200 121589 DPZ Domino's Pizza, Inc. 11,996 6,270 5,726 48 25 23590 RRD Donnelley (R.R.) & Sons Company 65,430 39,708 25,722 261 158 102591 DRL Doral Financial Corp. 466,516 302,406 164,110 1,859 1,205 654592 HILL Dot Hill Systems Corp. 7,812 5,904 1,908 31 24 8593 DOVP DOV Pharmaceutical, Inc. 59,446 35,085 24,361 289 170 118594 DDE Dover Downs Gaming & Entertainment, Inc. 900 703 197 8 6 2595 DOW Dow Chemical Company (The) 404,456 271,008 133,448 1,611 1,080 532596 DJ Dow Jones & Company, Inc. 8,544 5,816 2,728 34 23 11597 DSL Downey Financial Corporation 15,716 5,841 9,875 63 23 39598 DWA DreamWorks Animation SKG, Inc. Cl A 35,217 26,873 8,344 140 107 33599 DRC Dresser-Rand Group, Inc. 49,295 31,251 18,044 196 125 72600 DRQ Dril-Quip, Inc. 107,776 74,699 33,077 556 385 171601 DRS DRS Technologies, Inc. 24,749 14,366 10,383 99 57 41602 DRYS DryShip, Inc. 86,084 55,914 30,170 343 223 120603 DSPG DSP Group 8,016 5,588 2,428 32 22 10604 DD du Pont (E.I.) de Nemours & Company 367,328 225,826 141,502 1,463 900 564605 DUK Duke Energy Company 290,813 178,335 112,478 1,159 710 448606 DRRA Dura Automotive Systems, Inc. 3,563 1,950 1,613 14 8 6607 DYAX Dyax Corporation 2,186 1,912 274 9 8 1608 DY Dycom Industries, Inc. 9,818 6,311 3,507 39 25 14609 BOOM Dynamic Materials Corporation 35,274 25,213 10,061 242 173 69610 DVAX Dynavax Technologies Corporation 13,350 9,215 4,135 393 271 122611 DYN Dynegy, Inc. 136,021 88,606 47,415 542 353 189612 ETFC E*Trade Financial Corporation 884,198 570,646 313,552 3,523 2,273 1,249613 EGLE Eagle Bulk Shipping, Inc. 45,772 31,718 14,054 182 126 56614 EXP Eagle Materials, Inc. 151,212 97,129 54,083 602 387 215615 ELNK EarthLink, Inc. 66,279 48,949 17,330 264 195 69616 EMN Eastman Chemical Company 44,918 23,091 21,827 179 92 87617 EK Eastman Kodak Company 630,053 313,556 316,497 2,510 1,249 1,261618 ETN Eaton Corporation 45,550 25,744 19,806 181 103 79619 EBAY eBay, Inc. 2,582,918 1,594,129 988,789 10,291 6,351 3,939620 ELON Echelon Corporation 9,840 7,979 1,861 39 32 7621 DISH EchoStar Communications Corporation 268,036 147,024 121,012 1,068 586 482622 ECIL ECI Telecom Limited 15,167 12,316 2,851 60 49 11623 ECLP Eclipsys Corporation 38,463 24,424 14,039 153 97 56624 ECLG eCollege.com 22,383 18,034 4,349 89 72 17625 ECST eCOST.com, Inc. 11 11 0 0 0 0626 EPEX Edge Petroleum Corporation 24,202 18,267 5,935 96 73 24627 EIX Edison International 41,303 25,598 15,705 165 102 63628 EEEE Educate, Inc. 9,383 3,738 5,645 37 15 22629 EDMC Education Management Corporation 7,182 5,000 2,182 29 20 9630 EW Edward Lifesciences Corporation 20,529 11,177 9,352 82 45 37631 AGE Edwards (A.G.) & Sons, Inc. 77,925 56,484 21,441 310 225 85632 EAGL EGL, Inc. 20,540 12,880 7,660 82 51 31633 EP El Paso Corporation 767,212 552,126 215,086 3,057 2,200 857634 ELN Elan Corporation PLC ADR 3,369,440 2,367,683 1,001,757 13,424 9,433 3,991635 ESIO Electro Scientific Industries, Inc. 15,369 9,270 6,099 61 37 24636 ERTS Electronic Arts, Inc. 761,273 397,159 364,114 3,033 1,582 1,451637 EDS Electronic Data Systems, Inc. 85,873 60,102 25,771 342 239 103638 EMBT Embarcadero Technologies, Inc. 1,346 790 556 5 3 2639 EQ Embarq Corporation 14,342 9,838 4,504 91 63 29640 EMC EMC Corporation 729,361 555,549 173,812 2,906 2,213 692





641 EMKR EMCORE Corporation (New) 27,172 18,806 8,366 116 80 36642 HLTH Emdeon Corporation 527,783 436,730 91,053 2,103 1,740 363643 EMR Emerson Electric Company 101,587 78,821 22,766 405 314 91644 EMIS Emisphere Technologies, Inc. 55,769 41,533 14,236 222 165 57645 EMMS Emmis Communications Corp. Cl A 20,282 13,497 6,785 81 54 27646 ERJ Empresa Brasileira de Aeronautica S.A. 31,155 23,941 7,214 124 95 29647 ELX Emulex Corporation 140,236 74,960 65,276 559 299 260648 ECA EnCana Corporation 1,816,066 1,188,388 627,678 7,235 4,735 2,501649 EAC Encore Acquisition Company 15,221 11,424 3,797 61 46 15650 WIRE Encore Wire Corporation 277,076 188,094 88,982 1,104 749 355651 ENCY Encysive Pharmaceuticals, Inc. 223,416 175,253 48,163 890 698 192652 ENDP Endo Pharmaceuticals Holdings, Inc. 75,277 43,785 31,492 300 174 125653 ENWV Endwave Corporation 39,882 30,916 8,966 159 123 36654 EGN Energen Corp. 609 438 171 11 8 3655 ENR Energizer Holdings, Inc. 15,451 7,978 7,473 62 32 30656 ENER Energy Conversion Devices, Inc. 395,529 270,815 124,714 1,576 1,079 497657 EPL Energy Partners, Ltd. 94,423 62,383 32,040 376 249 128658 ERF Enerplus Resources Fund 104,883 73,809 31,074 418 294 124659 EC Engelhard Corporation 46,883 39,275 7,608 187 156 30660 EASI Engineered Support Systems, Inc. 799 481 318 3 2 1661 ENG ENGlobal Corporation 26,943 21,816 5,127 107 87 20662 ESV ENSCO International, Incorporated 282,686 182,548 100,138 1,126 727 399663 ENTG Entegris, Inc. 21,405 16,120 5,285 85 64 21664 ETR Entergy Corporation 36,616 23,184 13,432 146 92 54665 EPD Enterprise Products Partners L.P. 27,278 17,004 10,274 109 68 41666 ENT Enterra Energy Trust. 58,997 32,260 26,737 235 129 107667 EVC Entravision Communications Corporation 2,535 2,347 188 10 9 1668 ENMD EntreMed, Inc. 1,402 1,193 209 6 5 1669 ENZ Enzo Biochem, Inc. 95,703 77,686 18,017 381 310 72670 ENZN Enzon Pharmaceuticals, Inc. 13,301 11,337 1,964 53 45 8671 EOG EOG Resources, Inc. 465,291 272,836 192,455 1,854 1,087 767672 EPIQ EPIQ Systems, Inc. 8,075 4,003 4,072 32 16 16673 EPIX EPIX Pharmaceuticals, Inc. 14,676 10,108 4,568 58 40 18674 EQIX Equinix, Inc. 34,850 19,798 15,052 184 105 80675 EQT Equitable Resources, Inc. 8,128 6,574 1,554 32 26 6676 EOP Equity Office Properties Trust 109,406 76,977 32,429 436 307 129677 EQR Equity Residential 6,376 5,613 763 25 22 3678 ERES eRESEARCH Technology, Inc. 212,104 129,352 82,752 845 515 330679 ERIC Ericsson (L.M.) Telephone Co. ADR 176,465 85,273 91,192 703 340 363680 ESCL Escala Group, Inc. 32,264 19,540 12,724 208 126 82681 ESPD eSPEED, Inc. 21,642 17,218 4,424 86 69 18682 ESST ESS Technology, Inc. 2,291 2,137 154 9 9 1683 KEYW Essex Corporation 26,126 22,556 3,570 104 90 14684 EL Estee Lauder Companies, Inc. (The) (Class A) 20,378 9,849 10,529 81 39 42685 ETH Ethan Allen Interiors, Inc. 17,776 6,848 10,928 71 27 44686 EVVV ev3, Inc. 8,983 6,499 2,484 36 26 10687 RE Everest Reinsurance Holdings, Inc. 55,468 45,755 9,713 221 182 39688 EEE Evergreen Energy, Inc. 1,343,634 900,408 443,226 5,353 3,587 1,766689 ESLR Evergreen Solar, Inc. 229,842 165,554 64,288 916 660 256690 EXM Excel Maritime Carriers Ltd. 21,087 15,459 5,628 84 62 22691 XCO EXCO Resources, Inc. 8,652 7,267 1,385 133 112 21692 EXEL Exelixis, Inc. 25,698 22,644 3,054 102 90 12693 EXC Exelon Corporation 243,994 186,474 57,520 972 743 229694 EXPE Expedia, Inc. (New) 128,637 82,345 46,292 512 328 184695 EXPD Expeditors International of Washington, Inc. 171,008 61,245 109,763 681 244 437696 ESRX Express Scripts Inc.-Cl A 324,995 167,032 157,963 1,295 665 629697 XJT ExpressJet Holdings, Inc. 13,027 9,175 3,852 52 37 15698 EXTR Extreme Networks, Inc. 27,327 24,514 2,813 109 98 11699 XOM Exxon Mobil Corporation 3,153,769 1,845,345 1,308,424 12,565 7,352 5,213700 EZPW EZCORP, Inc. 83,969 55,898 28,071 335 223 112701 FFIV F5 Networks, Inc. 203,818 114,213 89,605 812 455 357702 FIC Fair, Isaac, Inc. 14,371 7,427 6,944 57 30 28703 FCS Fairchild Semiconductor Int'l, Inc. 30,559 17,646 12,913 122 70 51704 FFH Fairfax Financial Holdings, Limited 170,338 83,759 86,579 679 334 345





705 FHR Fairmont Hotels & Resorts, Inc. 8,019 6,150 1,869 32 25 7706 FALC FalconStor Software, Inc. 21,597 17,437 4,160 86 69 17707 FDO Family Dollar Stores, Inc. 32,204 19,882 12,322 128 79 49708 FNM Fannie Mae 365,213 166,290 198,923 1,455 663 793709 FARO FARO Technologies, Inc. 24,438 14,680 9,758 97 58 39710 FAST Fastenal Company 86,290 41,413 44,877 344 165 179711 FRE Federal Home Loan Mortgage Corporation (Freddie Mac) 266,722 135,982 130,740 1,063 542 521712 FD Federated Department Stores, Inc. 296,426 215,855 80,571 1,181 860 321713 FDX FedEx Corporation 735,010 370,587 364,423 2,928 1,476 1,452714 FEIC FEI Company 36,165 25,772 10,393 144 103 41715 FTWR FiberTower Corporation 3,220 3,000 220 95 88 6716 FNF Fidelity National Financial, Inc. 70,294 54,396 15,898 437 338 99717 FIS Fidelity National Information Services, Inc. 952 255 697 4 1 3718 FITB Fifth Third Bancorp. 111,557 77,311 34,246 444 308 136719 FILE FileNet Corporation 38,053 26,231 11,822 152 105 47720 FNSR Finisar Corporation (New) 88,443 74,282 14,161 440 370 70721 FBP First Bancorp Puerto Rico 46,635 37,138 9,497 186 148 38722 FDC First Data Corporation 280,996 197,084 83,912 1,120 785 334723 FMD First Marblehead Corporation 390,975 214,635 176,340 1,558 855 703724 FE FirstEnergy Corp. 24,210 14,412 9,798 96 57 39725 FED FirstFed Financial Corp. 1,123 203 920 4 1 4726 FISV FIserv, Inc. 55,706 32,949 22,757 222 131 91727 FSH Fisher Scientific International, Inc. 40,334 24,043 16,291 161 96 65728 FLML Flamel Technologies S.A., ADS 67,841 40,900 26,941 270 163 107729 FLDR Flanders Corporation 1,878 1,544 334 12 10 2730 FLE Fleetwood Enterprises, Inc. 7,135 5,598 1,537 28 22 6731 FLEX Flextronics International Ltd. 220,140 138,793 81,347 877 553 324732 FLIR FLIR Systems, Inc. 44,770 29,709 15,061 178 118 60733 FRK Florida Rock Industries, Inc. 85,269 57,044 28,225 340 227 112734 FLOW Flow International Corporation 20,112 14,984 5,128 104 77 26735 FLR Fluor Corporation (New) 129,155 71,838 57,317 515 286 228736 FTI FMC Technologies, Inc. 17,810 12,205 5,605 71 49 22737 FMCN Focus Media Holding Limited 46,903 32,049 14,854 601 411 190738 FL Foot Locker, Inc. 630,072 450,964 179,108 2,510 1,797 714739 F Ford Motor Company 1,857,648 856,617 1,001,031 7,401 3,413 3,988740 FDG Fording Canadian Coal Trust 241,331 143,528 97,803 961 572 390741 FRX Forest Laboratories, Inc. 427,475 208,655 218,820 1,703 831 872742 FST Forest Oil Corporation 84,990 67,670 17,320 339 270 69743 FORM FormFactor, Inc. 99,871 56,259 43,612 398 224 174744 FO Fortune Brands, Inc. 57,363 39,056 18,307 229 156 73745 FOSL Fossil, Inc. 7,037 3,996 3,041 28 16 12746 FWLT Foster Wheeler Ltd. (New) 185,036 134,731 50,305 737 537 200747 FCL Foundation Coal Holdings, Inc. 105,853 79,908 25,945 422 318 103748 FDRY Foundry Networks, Inc. 101,818 73,913 27,905 406 294 111749 FS Four Seasons Hotels, Inc. 37,932 16,652 21,280 151 66 85750 FOXH FoxHollow Technologies, Inc. 103,168 54,066 49,102 411 215 196751 FPL FPL Group, Inc. 109,550 57,464 52,086 436 229 208752 BEN Franklin Resources, Inc. 103,758 45,461 58,297 413 181 232753 FCX Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 602,139 350,289 251,850 2,399 1,396 1,003754 FSL Freescale Semiconductor Inc. 175,010 131,290 43,720 697 523 174755 FSL.B Freescale Semiconductor Inc. Cl B 10,593 8,840 1,753 42 35 7756 RAIL Freightcar America, Inc. 36,251 22,834 13,417 144 91 53757 FMT Fremont General Corporation 44,803 16,334 28,469 178 65 113758 FDP Fresh Del Monte Products, Inc. 31,417 11,098 20,319 125 44 81759 FBR Friedman, Billings, Ramsey Group, Inc. 82,076 54,968 27,108 327 219 108760 FRG Fronteer Development Group 31,353 25,294 6,059 174 141 34761 FRNT Frontier Airlines Holdings, Inc. 26,273 20,374 5,899 105 81 24762 FTO Frontier Oil Corporation 200,216 140,982 59,234 798 562 236763 FRO Frontline Limited 216,703 138,755 77,948 863 553 311764 FTD FTD Group, Inc. 3,666 1,904 1,762 15 8 7765 FCN FTI Consulting, Inc. 18,128 9,095 9,033 72 36 36766 FCEL FuelCell Energy, Inc. 58,322 45,219 13,103 232 180 52767 FTEK Fuel-Tech N.V. 20,432 15,683 4,749 120 92 28768 FBN Furniture Brands International, Inc. 19,802 9,619 10,183 79 38 41





769 FXEN FX Energy, Inc. 25,710 20,130 5,580 102 80 22770 GME GameStop Corporation 154,122 71,870 82,252 614 286 328771 GME/B GameStop Corporation (New) 4,537 2,632 1,905 18 10 8772 GRS Gammon Lake Resources, Inc. 50,778 41,820 8,958 246 203 43773 GCI Gannett Company, Inc. 77,928 27,889 50,039 310 111 199774 GPS Gap, Inc. (The) 299,377 171,957 127,420 1,193 685 508775 GDI Gardner Denver, Inc. 1,719 1,056 663 31 19 12776 GRMN Garmin, Ltd. 1,026,614 632,149 394,465 4,090 2,519 1,572777 GSX Gasco Energy, Inc. 38,083 32,305 5,778 152 129 23778 GTW Gateway, Inc. 67,241 56,365 10,876 268 225 43779 GMT GATX Corporation 8,754 6,228 2,526 35 25 10780 GMST Gemstar-TV Guide Int'l, Inc. 6,459 4,993 1,466 26 20 6781 GY GenCorp, Inc. 20,486 16,223 4,263 82 65 17782 DNA Genentech, Inc. 695,956 454,590 241,366 2,773 1,811 962783 BGC General Cable Corporation 28,161 17,976 10,185 112 72 41784 GD General Dynamics Corporation 152,089 103,019 49,070 606 410 195785 GE General Electric Company 3,580,598 2,156,392 1,424,206 14,265 8,591 5,674786 GGP General Growth Properties, Inc. 23,295 16,637 6,658 93 66 27787 GMR General Maritime Corporation 37,060 24,903 12,157 148 99 48788 GIS General Mills, Inc. 60,741 41,954 18,787 242 167 75789 GM General Motors Corporation 6,283,823 2,091,736 4,192,087 25,035 8,334 16,702790 GWR Genesee & Wyoming, Inc. 2,759 1,870 889 35 24 11791 GHCI Genesis HealthCare Corporation 4,399 3,514 885 129 103 26792 GNSS Genesis Microchip, Incorporated 167,530 114,261 53,269 667 455 212793 GTOP Genitope Corporation 150,435 109,366 41,069 599 436 164794 GPRO Gen-Probe, Incorporated 77,186 52,780 24,406 308 210 97795 GNTA Genta Incorporated (New) 51,144 45,787 5,357 228 204 24796 GNW Genworth Financial, Inc. 18,760 16,541 2,219 75 66 9797 GENZ Genzyme Corporation 242,474 143,779 98,695 966 573 393798 GGR GeoGlobal Resources, Inc. 63,921 54,560 9,361 255 217 37799 GGC Georgia Gulf Corporation 57,847 37,113 20,734 230 148 83800 GNA Gerdau Ameristeel Corporation 10,647 9,740 907 47 43 4801 GGB Gerdau S.A. 80,727 57,723 23,004 322 230 92802 GERN Geron Corporation 111,973 87,133 24,840 446 347 99803 GYI Getty Images, Inc. 97,052 32,951 64,101 387 131 255804 GFIG GFI Group, Inc. (New) 27,860 16,151 11,709 111 64 47805 GI Giant Industries, Inc. 24,413 12,519 11,894 97 50 47806 GIGM GigaMedia Ltd. 75,697 66,248 9,449 355 311 44807 GILD Gilead Sciences, Inc. 599,770 403,855 195,915 2,390 1,609 781808 GIVN Given Imaging Ltd. 23,947 11,249 12,698 95 45 51809 GLG Glamis Gold Ltd. 189,073 105,263 83,810 753 419 334810 GSK GlaxoSmithKline plc ADR 98,702 68,223 30,479 393 272 121811 GLBC Global Crossing Ltd. (New) 42,175 29,389 12,786 168 117 51812 GLBL Global Industries, Ltd. 60,729 46,316 14,413 242 185 57813 GPN Global Payments, Inc. 37,669 23,954 13,715 150 95 55814 GSL Global Signal, Inc. 20,752 13,201 7,551 83 53 30815 GSF GlobalSanta Fe Corporation 593,890 404,218 189,672 2,366 1,610 756816 GSAT Globalstar, Inc. 4,318 4,025 293 135 126 9817 GMXR GMX Resources Inc. 25,288 16,240 9,048 109 70 39818 GOL Gol Linhas Aereas Inteligentes S.A. 51,051 32,801 18,250 203 131 73819 GFI Gold Fields Limited 389,965 264,815 125,150 1,554 1,055 499820 GKIS Gold Kist, Inc. 221,652 72,826 148,826 883 290 593821 GRZ Gold Reserve, Inc. 10,110 9,383 727 63 58 5822 GG Goldcorp, Inc. 926,627 650,411 276,216 3,692 2,591 1,100823 GSS Golden Star Resources, Ltd. 188,518 168,112 20,406 751 670 81824 GDW Golden West Financial Corporation 84,088 24,925 59,163 335 99 236825 GR Goodrich Corporation 46,241 33,166 13,075 184 132 52826 GDP Goodrich Petroleum Corporation 44,973 27,981 16,992 179 111 68827 GT Goodyear Tire & Rubber Company (The) 293,040 159,936 133,104 1,167 637 530828 GOOG Google, Inc. 8,512,143 4,924,240 3,587,903 33,913 19,618 14,294829 GWW Grainger (W.W.), Inc. 15,266 8,158 7,108 61 33 28830 GVA Granite Construction, Inc. 2,868 1,580 1,288 11 6 5831 GRP Grant Prideco, Inc. 102,784 68,316 34,468 409 272 137832 GAP Great Atlantic & Pacific Tea Company, Inc. (The) 85,738 77,138 8,600 342 307 34





833 GXP Great Plains Energy, Incorporated 17,989 15,618 2,371 72 62 9834 GB Greatbatch, Inc. 9,044 3,974 5,070 36 16 20835 GBBK Greater Bay Bancorp 4,236 2,128 2,108 17 8 8836 GW Grey Wolf, Inc. 107,769 92,025 15,744 429 367 63837 GPI Group 1 Automotive, Inc. 41,022 20,378 20,644 163 81 82838 TV Grupo Televisa S.A. ADR 49,437 33,119 16,318 197 132 65839 GSIC GSI Commerce, Inc. 14,798 11,207 3,591 59 45 14840 GTK GTECH Holdings Corporation 78,279 66,118 12,161 312 263 48841 GES Guess?, Inc. 8,240 5,722 2,518 33 23 10842 GDT Guidant Corporation 300,975 178,263 122,712 1,199 710 489843 GTRC Guitar Center, Inc. 31,745 14,040 17,705 126 56 71844 GYMB Gymboree Corporation (The) 18,247 9,164 9,083 73 37 36845 HAIN Hain Food Group, Inc. 26,798 20,886 5,912 107 83 24846 HAL Halliburton Company 2,733,121 1,533,090 1,200,031 10,889 6,108 4,781847 HBI Hanesbrands, Inc. 2,960 2,123 837 37 26 10848 HOG Harley-Davidson, Inc. 1,010,520 419,180 591,340 4,026 1,670 2,356849 HAR Harman International Industries, Incorporated 78,155 47,120 31,035 311 188 124850 HLIT Harmonic, Inc. 35,370 26,962 8,408 141 107 33851 HMY Harmony Gold Mining Company Limited 1,008,280 761,664 246,616 4,017 3,035 983852 HET Harrah's Entertainment, Inc. 738,054 539,009 199,045 2,940 2,147 793853 TINY Harris & Harris Group, Inc. 21,681 16,543 5,138 86 66 20854 HRS Harris Corporation 45,773 31,359 14,414 182 125 57855 HIG Hartford Financial Services Group, Inc.(The) 78,529 43,795 34,734 313 174 138856 HTE Harvest Energy Trust 47,840 34,884 12,956 256 187 69857 HNR Harvest Natural Resources, Inc. 14,881 9,176 5,705 59 37 23858 HAS Hasbro, Inc. 12,523 7,901 4,622 50 31 18859 HCA HCA, Inc. 171,043 93,163 77,880 681 371 310860 HW Headwaters Incorporated 141,301 76,618 64,683 563 305 258861 HMA Health Management Associates, Inc. (Class A) 33,566 15,104 18,462 134 60 74862 HNT Health Net, Inc. 73,065 44,046 29,019 291 175 116863 HLEX HealthExtras, Inc. 19,582 11,436 8,146 78 46 32864 HLS Healthsouth Corp. 11,859 7,522 4,337 264 167 96865 HWAY Healthways, Inc. 37,595 19,930 17,665 150 79 70866 HL Hecla Mining Company 217,598 183,648 33,950 867 732 135867 HNZ Heinz (H.J.) Company 196,553 135,051 61,502 783 538 245868 HLX Helix Energy Solutions Group, Inc. 242,668 181,646 61,022 967 724 243869 HP Helmerich & Payne, Inc. 73,145 50,593 22,552 291 202 90870 HTZ Hertz Global Holdings, Inc. 1,480 1,309 171 62 55 7871 HES Hess Corporation 679,188 421,666 257,522 2,706 1,680 1,026872 HPQ Hewlett-Packard Company 4,206,924 2,648,924 1,558,000 16,761 10,553 6,207873 HXL Hexcel Corporation (New) 56,741 41,415 15,326 226 165 61874 HIBB Hibbett Sporting Goods, Inc. 7,126 3,540 3,586 28 14 14875 HLT Hilton Hotels Corporation 110,771 79,927 30,844 441 318 123876 HIMX Himax Technologies, Inc. 8,761 6,259 2,502 48 35 14877 HIT Hitachi, Ltd. ADR 5,616 2,965 2,651 22 12 11878 HITT Hittite Microwave Corporation 10,241 6,529 3,712 158 100 57879 HEPH Hollis-Eden Pharmaceuticals, Inc. 45,561 39,516 6,045 182 157 24880 HOC Holly Corporation 119,436 80,868 38,568 476 322 154881 HOLX Hologic, Inc. 97,218 60,237 36,981 387 240 147882 HD Home Depot, Inc. (The) 2,004,651 1,303,974 700,677 7,987 5,195 2,792883 HOM Home Solutions of America, Inc. 109,796 74,091 35,705 437 295 142884 HON Honeywell International, Inc. 243,708 159,851 83,857 971 637 334885 HOFF Horizon Offshore, Inc. (New) 13,472 7,057 6,415 114 60 54886 HOS Hornbeck Offshore Services, Inc. 25,900 14,925 10,975 103 59 44887 HSP Hospira, Inc. 63,501 41,048 22,453 253 164 89888 HPT Hospitality Properties Trust 13,641 10,112 3,529 54 40 14889 HST Host Hotels & Resorts, Inc. 54,808 30,722 24,086 218 122 96890 HOTT Hot Topic, Inc. 25,510 18,319 7,191 102 73 29891 SOLD HouseValues, Inc. 10,723 5,053 5,670 43 20 23892 THX Houston Exploration Company (New) 68,015 40,703 27,312 271 162 109893 HOV Hovnanian Enterprises, Inc. 280,596 131,252 149,344 1,118 523 595894 HBC HSBC Holdings plc 91,162 55,081 36,081 363 219 144895 HCBK Hudson City Bancorp, Inc. 82,615 75,775 6,840 329 302 27896 HU Hudson United Bancorp 225 124 101 1 0 0





897 HGSI Human Genome Sciences, Inc. 237,326 162,849 74,477 946 649 297898 HUM Humana, Inc. 145,131 82,044 63,087 578 327 251899 JBHT Hunt (J.B.) Transport Services, Inc. 65,839 50,471 15,368 262 201 61900 HBAN Huntington Bancshares, Inc. 9,389 8,225 1,164 37 33 5901 HUN Huntsman Corporation 116,052 85,321 30,731 462 340 122902 HTCH Hutchinson Technology, Inc. 52,673 34,929 17,744 210 139 71903 HTX Hutchison Telecommunicatons International Ltd. 2,639 1,793 846 11 7 3904 HYDL Hydril Co. 81,732 50,066 31,666 326 199 126905 HYSL Hyperion Solutions Corporation 51,642 25,933 25,709 206 103 102906 ITWO i2 Technologies, Inc. (New) 52,056 40,082 11,974 207 160 48907 IACI IAC/InterActiveCorp. 150,190 80,189 70,001 598 319 279908 IAG IAMGOLD Corporation 10,414 9,204 1,210 41 37 5909 IBN ICICI Bank Limited 113,073 67,990 45,083 450 271 180910 ICON Iconix Brand Group, Inc. 21,664 18,376 3,288 108 91 16911 ICOS ICOS Corporation 110,413 82,409 28,004 440 328 112912 IAR Idearc, Inc. 1,597 1,192 405 59 44 15913 IDIX Idenix Pharmaceuticals, Inc. 57,385 41,815 15,570 229 167 62914 IDNX Identix, Incorporated 32,427 28,265 4,162 129 113 17915 IDXX IDEXX Laboratories, Inc. 39,338 13,922 25,416 157 55 101916 IFLO I-Flow Corporation 13,293 9,558 3,735 53 38 15917 IKN Ikon Office Solutions, Inc. 9,712 8,373 1,339 39 33 5918 ITW Illinois Tool Works, Inc. 133,128 91,584 41,544 530 365 166919 ILMN Illumina, Inc. 146,719 84,620 62,099 585 337 247920 IMN Imation Corporation 6,491 4,250 2,241 26 17 9921 IMAX Imax Corporation 107,054 74,933 32,121 427 299 128922 IMCL ImClone Systems, Incorporated 605,173 334,366 270,807 2,411 1,332 1,079923 IIG Imergent, Inc. 156,349 87,924 68,425 623 350 273924 IMMR Immersion Corporation (New) 34,876 32,116 2,760 139 128 11925 IMM Immtech International, Inc. 23,970 17,324 6,646 95 69 26926 BLUD Immucor, Inc. 49,196 38,517 10,679 196 153 43927 IMMU Immunomedics, Inc. 98,506 83,563 14,943 392 333 60928 IMH Impac Mortgage Holdings, Inc. 142,196 85,080 57,116 567 339 228929 RX IMS Health, Inc. 46,293 25,331 20,962 184 101 84930 INFS In Focus Corp., Inc. 6,689 5,196 1,493 27 21 6931 IMDC Inamed Corporation 18,298 4,211 14,087 73 17 56932 N INCO Limited 124,581 81,646 42,935 496 325 171933 INCY Incyte Corporation 12,093 8,328 3,765 48 33 15934 ICBC Independence Community Bank Corp. 2,197 1,466 731 9 6 3935 IDEV Indevus Pharmaceuticals, Inc. 163,911 97,279 66,632 653 388 265936 NDE Indymac Mortgage Holdings 25,149 10,089 15,060 100 40 60937 INFA Informatica Corporation 40,735 31,441 9,294 162 125 37938 INSP InfoSpace, Inc. 110,326 72,847 37,479 440 290 149939 INFY Infosys Technologies Limited 174,429 106,024 68,405 695 422 273940 ING ING Groep NV 24,657 18,203 6,454 98 73 26941 IR Ingersoll-Rand Company 209,903 140,550 69,353 836 560 276942 IM Ingram Micro Inc. (New) 14,781 11,308 3,473 59 45 14943 INVX Innovex, Inc. 3,551 1,084 2,467 14 4 10944 INPC InPhonic, Inc. 11,654 10,345 1,309 46 41 5945 IO InPut/Output, Inc. (New) 40,290 34,201 6,089 161 136 24946 ISPH Inspire Pharmaceuticals, Inc. 13,504 8,999 4,505 54 36 18947 IDTI Integrated Device Technology, Inc. 59,460 42,281 17,179 237 168 68948 ISSI Integrated Silicon Solution (New) 3,457 3,305 152 14 13 1949 INTC Intel Corporation 5,976,381 4,065,580 1,910,801 23,810 16,198 7,613950 SYNC Intellisync Corporation 1,885 1,809 76 8 7 0951 ICE IntercontinentalExchange, Inc. 410,423 258,135 152,288 1,635 1,028 607952 IDCC InterDigital Communications Corporation 422,341 317,271 105,070 1,683 1,264 419953 INGR Intergraph Corporation 16,314 9,538 6,776 65 38 27954 IN Intermec, Inc. 112,666 68,524 44,142 449 273 176955 ITMN InterMune, Inc. 92,450 55,164 37,286 368 220 149956 INAP Internap Network Services Corporation 10,480 7,919 2,561 134 102 33957 IBM International Business Machines Corporation 1,535,324 840,390 694,934 6,117 3,348 2,769958 ICO International Coal Group, Inc. 42,087 32,460 9,627 168 129 38959 IFF International Flavors & Fragrances, Inc. 9,907 7,542 2,365 39 30 9960 IGT International Game Technology 150,527 94,964 55,563 600 378 221





961 IP International Paper Company 233,272 155,570 77,702 929 620 310962 IRF International Rectifier Corporation 140,747 80,779 59,968 561 322 239963 ISE International Securities Exchange Holdings, Inc. 181,358 134,048 47,310 723 534 188964 ICGE Internet Capital Group, Inc. (New) 2,850 2,779 71 11 11 0965 IIJI Internet Initiative Japan Inc. 42,352 31,795 10,557 169 127 42966 ISSX Internet Security Systems, Inc. 41,499 19,746 21,753 165 79 87967 IOC InterOil Corporation 174,426 113,382 61,044 695 452 243968 IPG Interpublic Group of Companies, Inc. (The) 35,539 18,777 16,762 142 75 67969 ISIL Intersil Corporation 67,876 35,517 32,359 270 142 129970 INTV Intervoice, Inc. (New) 6,310 4,366 1,944 25 17 8971 IWOV Interwoven, Inc. 4,791 4,083 708 19 16 3972 TRDO Intrado, Inc. 3,453 2,602 851 14 10 3973 ILSE IntraLase Corp. 20,066 15,498 4,568 80 62 18974 IDR Intrawest Corporation 6,118 4,861 1,257 37 29 8975 INGN Introgen Therapeutics, Inc. 17,217 13,110 4,107 69 52 16976 INTU Intuit Corporation 138,394 67,675 70,719 551 270 282977 ISRG Intuitive Surgical, Inc. 624,819 362,609 262,210 2,489 1,445 1,045978 VTIV inVentiv Health, Inc. 30,293 25,382 4,911 121 101 20979 ITG Investment Technology Group (New) 45,961 28,576 17,385 183 114 69980 IEDU INVESTools, Inc. 12,497 10,146 2,351 100 81 19981 IFIN Investors Financial Services Corp. 55,720 22,087 33,633 222 88 134982 IVGN Invitrogen Corporation 99,885 57,674 42,211 398 230 168983 IOTN Ionatron, Inc. 368,189 233,642 134,547 1,467 931 536984 IPAS iPass, Inc. 53,121 46,442 6,679 212 185 27985 IPS IPSCO, Inc. 84,594 52,571 32,023 337 209 128986 IRIS IRIS International, Inc. 20,043 15,714 4,329 80 63 17987 IRBT iRobot Corporation (New) 21,234 12,555 8,679 132 78 54988 IRM Iron Mountain, Inc. 25,674 9,709 15,965 102 39 64989 ISIS Isis Pharmaceuticals, Inc. 90,925 72,875 18,050 362 290 72990 ISLE Isle of Capri Casinos, Inc. 37,474 26,111 11,363 149 104 45991 ILE Isolagen, Inc. 618 558 60 9 8 1992 ITRI Itron, Inc. 50,667 32,200 18,467 202 128 74993 ITT ITT Corporation 67,769 43,142 24,627 270 172 98994 ESI ITT Educational Services, Inc. 42,924 30,812 12,112 171 123 48995 IVN Ivanhoe Mines Ltd. 153,856 129,466 24,390 613 516 97996 IVX IVAX Corporation 778,455 751,513 26,942 3,101 2,994 107997 IVIL iVillage, Inc. 4,998 3,364 1,634 20 13 7998 XXIA Ixia 16,389 10,838 5,551 65 43 22999 IXYS IXYS Corporation 4,580 2,861 1,719 18 11 7

1000 JCG J. Crew Group, Inc. 24,651 15,926 8,725 209 135 741001 JILL J. Jill Group, Inc. 2,104 1,437 667 8 6 31002 JCOM j2 Global Communications, Inc. 72,663 48,104 24,559 289 192 981003 JBL Jabil Circuit, Inc. 133,985 68,772 65,213 534 274 2601004 JBX Jack in the Box, Inc. 10 10 0 0 0 01005 JTX Jackson Hewitt Tax Service, Inc. 16,904 10,573 6,331 67 42 251006 JEC Jacobs Engineering Group, Inc. 38,369 24,091 14,278 153 96 571007 JJZ Jacuzzi Brands, Inc. 37,399 14,059 23,340 149 56 931008 JMDT JAMDAT Mobile, Inc. 696 310 386 3 1 21009 JRCC James River Coal Company 128,270 83,920 44,350 570 373 1971010 JNS Janus Capital Group, Inc. 61,206 34,630 26,576 244 138 1061011 JAH Jarden Corporation 36,910 25,990 10,920 147 104 441012 JDSU JDS Uniphase Corp. 592,832 450,182 142,650 2,362 1,794 5681013 JDO Jed Oil, Inc. 10,858 8,403 2,455 72 56 161014 JEF Jefferies Group, Inc. (New) 18,408 10,652 7,756 73 42 311015 JBLU JetBlue Airways Corporation 325,112 200,928 124,184 1,295 801 4951016 JLG JLG Industries, Inc. (New) 172,551 131,883 40,668 687 525 1621017 JNJ Johnson & Johnson 855,827 566,686 289,141 3,410 2,258 1,1521018 JCI Johnson Controls, Inc. 91,338 51,210 40,128 364 204 1601019 JOSB Jos. A. Bank Clothiers, Inc. 78,013 44,610 33,403 311 178 1331020 JOYG Joy Global, Inc. 353,338 225,764 127,574 1,408 899 5081021 JPM JPMorgan Chase & Co. 2,107,307 1,332,686 774,621 8,396 5,310 3,0861022 JNPR Juniper Networks, Inc. 784,333 506,657 277,676 3,125 2,019 1,1061023 JUPM Jupitermedia Corporation 15,274 9,686 5,588 61 39 221024 KSU Kansas City Southern Industries, Inc. 35,511 23,939 11,572 141 95 46





1025 KBH KB HOME 515,691 252,106 263,585 2,055 1,004 1,0501026 KBR KBR, Inc. 3,860 2,640 1,220 161 110 511027 KCS KCS Energy, Inc. 30,583 23,075 7,508 122 92 301028 K Kellogg Company 27,038 16,318 10,720 108 65 431029 KNSY Kensey Nash Corporation 8,905 4,975 3,930 35 20 161030 KMG Kerr-McGee Corporation 97,020 55,218 41,802 387 220 1671031 KERX Keryx Biopharmaceuticals, Inc. 76,854 61,454 15,400 306 245 611032 KEY KeyCorp 32,682 25,092 7,590 130 100 301033 KMB Kimberly-Clark Corporation 75,823 45,405 30,418 302 181 1211034 KMP Kinder Morgan Energy Partners 46,187 28,364 17,823 184 113 711035 KMI Kinder Morgan, Inc. 166,579 87,371 79,208 664 348 3161036 KND Kindred Healthcare, Inc. 68,619 43,663 24,956 273 174 991037 KCI Kinetic Concepts, Inc. 267,620 164,424 103,196 1,066 655 4111038 KG King Pharmaceuticals Inc. 88,491 54,281 34,210 353 216 1361039 KGC Kinross Gold Corporation 142,750 111,258 31,492 569 443 1251040 KEX Kirby Corporation 11,239 9,724 1,515 45 39 61041 KLAC KLA-Tencor Corporation 528,630 287,705 240,925 2,106 1,146 9601042 NITE Knight Capital Group, Inc. 102,055 83,664 18,391 407 333 731043 KNX Knight Transporation, Inc. 10,012 7,033 2,979 40 28 121044 KRI Knight-Ridder, Inc. 46,680 30,129 16,551 186 120 661045 VLCCF Knightsbridge Tankers Ltd. 40,492 22,191 18,301 161 88 731046 KSS Kohl's Corporation 363,527 179,729 183,798 1,448 716 7321047 KOMG Komag, Incorporated 70,207 39,090 31,117 280 156 1241048 KONG Kongzhong Corporation 23,910 16,795 7,115 95 67 281049 AHO Koninklijke Ahold NV-SP ADR 6,496 4,702 1,794 26 19 71050 PHG Koninklijke Philips Electronics N.V. 18,212 13,362 4,850 73 53 191051 KB Kookmin Bank 6,538 3,704 2,834 45 25 191052 KOPN Kopin Corp. 29,565 20,927 8,638 118 83 341053 KEP Korea Electric Power Corporation 28,120 23,666 4,454 112 94 181054 KFY Korn/Ferry International 27,218 21,673 5,545 108 86 221055 KOSP Kos Pharmaceuticals, Inc. 143,706 91,748 51,958 573 366 2071056 KFT Kraft Foods, Inc. 403,558 76,866 326,692 1,608 306 1,3021057 KKD Krispy Kreme Doughnuts, Inc. 1,085,614 532,728 552,886 4,325 2,122 2,2031058 KR Kroger Company (The) 40,395 30,415 9,980 161 121 401059 KSWS K-Swiss, Inc. 11,769 5,666 6,103 47 23 241060 KLIC Kulicke and Soffa Industries, Inc. 76,295 54,552 21,743 304 217 871061 KVHI KVH Industries, Inc. 4,271 3,379 892 17 13 41062 KYPH Kyphon Inc. 129,403 52,648 76,755 516 210 3061063 ID L-1 Identity Solutions, Inc. 174,202 111,125 63,077 694 443 2511064 LLL L-3 Communications Hldgs. 82,325 57,505 24,820 328 229 991065 LH Laboratory Corporation of America Holdings 50,466 32,919 17,547 201 131 701066 LAB LaBranche & Co, Inc. 58,369 26,013 32,356 233 104 1291067 LRCX Lam Research Corporation 303,248 142,342 160,906 1,208 567 6411068 LAMR Lamar Advertising Company 54,379 30,677 23,702 217 122 941069 LNY Landry's Seafood Restaurants, Inc. 17,669 6,995 10,674 70 28 431070 LSTR Landstar System, Inc. 41,621 22,898 18,723 166 91 751071 LVS Las Vegas Sands Corp. 459,786 248,940 210,846 1,832 992 8401072 LCRD LaserCard Corporation 37,850 31,952 5,898 151 127 231073 LSCP Laserscope 23,976 15,124 8,852 96 60 351074 LSCC Lattice Semiconductor 20,140 14,146 5,994 80 56 241075 LWSN Lawson Software, Inc. 3,749 3,294 455 15 13 21076 LAZ Lazard Ltd. Cl A 35,681 25,107 10,574 142 100 421077 LZB La-Z-Boy 46,750 24,252 22,498 186 97 901078 LCAV LCA-Vision, Inc. 125,962 52,892 73,070 502 211 2911079 LEAP Leap Wireless International, Inc. 1,723 446 1,277 7 2 51080 LF LeapFrog Enterprises, Inc. 36,051 20,952 15,099 144 83 601081 LEA Lear Corporation 740,473 195,269 545,204 2,950 778 2,1721082 LM Legg Mason, Inc. 254,250 148,256 105,994 1,013 591 4221083 LEH Lehman Brothers Holdings, Inc. 913,219 422,866 490,353 3,638 1,685 1,9541084 LEN Lennar Corporation 893,053 631,796 261,257 3,558 2,517 1,0411085 LUK Leucadia National Corp. 27,128 21,862 5,266 108 87 211086 LVLT Level 3 Comunications, Inc. 620,658 411,793 208,865 2,473 1,641 8321087 LEXR Lexar Media, Inc. 164,606 109,213 55,393 656 435 2211088 LXK Lexmark International Group, Inc. (Class A) 266,626 136,545 130,081 1,062 544 518





1089 LPL LG.Phillips LCD Co., Ltd. ADR 24,094 12,583 11,511 96 50 461090 LBTYA Liberty Global, Inc. 16,841 11,411 5,430 67 45 221091 LINTA Liberty Interactive Series 53,530 42,935 10,595 330 265 651092 L Liberty Media Corporation Series A 60,594 55,376 5,218 241 221 211093 LCAPA Liberty Media Holding Corporation 19,492 15,050 4,442 120 93 271094 LTM Life Time Fitness, Inc. 905 603 302 16 11 51095 LIFC LifeCell Corporation 140,183 98,607 41,576 558 393 1661096 LPNT LifePoint Hospitals, Inc. 28,588 17,273 11,315 114 69 451097 LGND Ligand Pharmaceuticals, Incorporated (Class B) 35,405 25,708 9,697 141 102 391098 LLY Lilly (Eli) and Company 542,364 307,641 234,723 2,161 1,226 9351099 LTD Limited Brands, Inc. 52,717 32,812 19,905 210 131 791100 LNCR LInc.are Holdings, Inc. 41,588 13,897 27,691 166 55 1101101 LNC Lincoln National Corporation 47,859 36,947 10,912 191 147 431102 LLTC Linear Technology Corporation 193,564 107,516 86,048 771 428 3431103 LGF Lions Gate Entertainment Corp. 90,714 73,690 17,024 361 294 681104 LFUS Littelfuse, Inc. 9,981 4,257 5,724 40 17 231105 LYV Live Nation, Inc. 10,380 7,216 3,164 41 29 131106 LIZ Liz Claiborne, Inc. 13,103 7,942 5,161 52 32 211107 LMT Lockheed Martin Corporation 142,549 98,383 44,166 568 392 1761108 CG Loews Corp - Carolina Group 92,767 42,150 50,617 370 168 2021109 LTR Loews Corporation 59,121 40,575 18,546 236 162 741110 LOGI Logitech International 25,923 22,398 3,525 115 100 161111 LOJN LoJack Corporation 24,577 18,033 6,544 98 72 261112 LSS Lone Star Technologies, Inc. 95,018 49,826 45,192 379 199 1801113 LDG Long Drug Stores Corporation 20,990 10,608 10,382 84 42 411114 LPX Louisiana-Pacific Corporation 57,884 26,746 31,138 231 107 1241115 LOW Lowe's Companies, Inc. 750,585 492,655 257,930 2,990 1,963 1,0281116 LSI LSI Logic Corporation 98,607 75,208 23,399 393 300 931117 LZ Lubrizol Corporation 5,870 3,222 2,648 23 13 111118 LU Lucent Technologies, Inc. 962,166 837,998 124,168 3,833 3,339 4951119 LUFK Lufkin Industries, Inc. 38,323 28,289 10,034 153 113 401120 LMRA Lumera Corporation 63,992 44,033 19,959 1,488 1,024 4641121 LYO Lyondell Chemical Company 180,767 111,552 69,215 720 444 2761122 MDC M.D.C. Holdings, Inc., 115,736 54,110 61,626 461 216 2461123 MVSN Macrovision Corp. 29,390 13,884 15,506 117 55 621124 MGLN Magellan Health Services, Inc. 12,747 9,470 3,277 51 38 131125 LAVA Magma Design Automation, Inc. 28,040 14,834 13,206 112 59 531126 MECA Magna Entertainment Corporation 16,330 11,758 4,572 65 47 181127 MANH Manhattan Associates, Inc. 7,913 5,561 2,352 32 22 91128 MTW Manitowoc Company 48,223 32,287 15,936 192 129 631129 MTEX Mannatech, Incorporated 41,276 20,546 20,730 164 82 831130 MNKD Mannkind Corporation 34,894 18,639 16,255 139 74 651131 HCR Manor Care, Inc. 27,577 19,173 8,404 110 76 331132 MAN Manpower, Inc. 22,268 12,980 9,288 89 52 371133 MANT ManTech International Corporation 13,254 8,334 4,920 53 33 201134 MFC Manulife Financial Corporation 8,682 6,145 2,537 35 24 101135 MRO Marathon Oil Corporation 410,744 260,857 149,887 1,636 1,039 5971136 MCHX Marchex, Inc. 49,690 36,330 13,360 198 145 531137 ME Mariner Energy, Inc. 28,734 24,177 4,557 137 115 221138 MAR Marriott International, Inc. 98,128 42,946 55,182 391 171 2201139 MMC Marsh & McLennan Companies, Inc. 148,466 108,011 40,455 591 430 1611140 MATK Martek Biosciences Corporation 94,942 61,693 33,249 378 246 1321141 MSO Martha Stewart Living - CL A 215,287 102,896 112,391 858 410 4481142 MLM Martin Marietta Materials, Inc. 43,438 29,505 13,933 173 118 561143 MVL Marvel Entertainment, Inc. 50,798 32,806 17,992 202 131 721144 MRVL Marvell Technology Group, Ltd. 2,256,521 1,603,251 653,270 8,990 6,387 2,6031145 MAS Masco Corporation 73,818 29,447 44,371 294 117 1771146 MEE Massey Energy Company 321,034 138,108 182,926 1,279 550 7291147 MA MasterCard, Inc. 591,488 406,848 184,640 4,051 2,787 1,2651148 MTRX Matrix Service Company 23,479 18,714 4,765 94 75 191149 MTXX Matrixx Initiatives, Inc. 26,678 19,370 7,308 106 77 291150 MC Matsushita Electic Industrial Co., Ltd. 18,214 14,762 3,452 73 59 141151 MAT Mattel, Inc. 38,221 29,690 8,531 152 118 341152 MVK Maverick Tube Corporation 90,516 54,909 35,607 361 219 142





1153 MXIM Maxim Integrated Products, Inc. 264,152 166,807 97,345 1,052 665 3881154 MXO Maxtor Corporation 36,524 25,698 10,826 146 102 431155 MYG Maytag Corporation 167,545 88,033 79,512 668 351 3171156 MBI MBIA, Inc. 96,606 54,882 41,724 385 219 1661157 MFE McAfee, Inc. 117,747 62,401 55,346 469 249 2211158 MNI McClatchy Company 57,058 29,508 27,550 291 151 1411159 MCDTA McData Corporation Class A 40,321 17,724 22,597 161 71 901160 MCDT McData Corporation Class B 19,986 12,151 7,835 80 48 311161 MDR McDermott International, Inc. 123,326 86,072 37,254 491 343 1481162 MCD McDonald's Corporation 1,933,570 1,133,191 800,379 7,703 4,515 3,1891163 MHP McGraw-Hill Companies, Inc. (The) 23,632 14,033 9,599 94 56 381164 MCIP MCI, Inc. 4,055 3,376 679 16 13 31165 MCK McKesson Corporation 44,158 25,587 18,571 176 102 741166 MMR McMoran Exploration Co. 24,012 15,220 8,792 96 61 351167 MEDX Medarex, Inc. 181,283 152,554 28,729 722 608 1141168 MHS Medco Health Solutions, Inc. 158,376 92,194 66,182 631 367 2641169 MCCC Mediacom Communications Corp. 20 1 19 0 0 01170 MDCO Medicines Company (The) 71,115 50,850 20,265 283 203 811171 MRX Medicis Pharmaceutical Corporation 58,264 46,253 12,011 232 184 481172 MED Medifast, Inc. 51,081 38,253 12,828 313 235 791173 MEDI MedImmune, Inc. 168,292 116,767 51,525 670 465 2051174 MDTL Medis Technologies Ltd. 336,368 178,123 158,245 1,340 710 6301175 MDT Medtronic, Inc. 551,247 362,760 188,487 2,196 1,445 7511176 MEL Mellon Financial Corporation 46,872 37,070 9,802 187 148 391177 WFR MEMC Electronic Materials, Inc. 335,144 228,153 106,991 1,335 909 4261178 MNT Mentor Corporation 82,356 52,592 29,764 328 210 1191179 MENT Mentor Graphics Corporation 29,804 24,565 5,239 119 98 211180 MRK Merck & Co., Inc. 1,034,331 634,615 399,716 4,121 2,528 1,5921181 MCY Mercury General Corp. 571 379 192 10 7 31182 MERQE Mercury Interactive Corporation 29,129 9,634 19,495 116 38 781183 MRGE Merge Technologies, Inc. 79,610 50,922 28,688 317 203 1141184 VIVO Meridian Bioscience, Inc. 12,932 10,069 2,863 52 40 111185 MDG Meridian Gold, Inc. 142,315 108,957 33,358 567 434 1331186 MTH Meritage Corporation 131,922 66,941 64,981 526 267 2591187 MERX Merix Corporation 20,362 17,046 3,316 81 68 131188 MER Merrill Lynch & Co., Inc. 814,680 408,696 405,984 3,246 1,628 1,6171189 MM Metal Management, Inc. 37,993 24,691 13,302 151 98 531190 MET MetLife, Inc. 56,001 31,805 24,196 223 127 961191 MEK Metretek Technologies, Inc. 122 122 0 24 24 01192 MGM Metro-Goldwyn-Mayer, Inc. 193,117 145,698 47,419 769 580 1891193 MTLG Metrologic Instruments, Inc. 9,458 6,425 3,033 38 26 121194 MOGN MGI PHARMA, Inc. 79,409 42,051 37,358 316 168 1491195 MTG MGIC Investment Corporation 106,588 35,198 71,390 425 140 2841196 MGPI MGP Ingredients, Inc. 26,764 15,356 11,408 107 61 451197 MIK Michaels Stores, Inc. 76,939 55,578 21,361 307 221 851198 MCRL Micrel, Inc. 10,128 7,263 2,865 40 29 111199 MCHP Microchip Technology, Inc. 38,331 21,994 16,337 153 88 651200 MUSE Micromuse, Inc. 1,921 1,602 319 8 6 11201 MU Micron Technology, Inc. 900,866 593,503 307,363 3,589 2,365 1,2251202 MCRS MICROS Systems, Inc. 28,546 18,429 10,117 114 73 401203 MSCC Microsemi Corporation 38,712 27,815 10,897 154 111 431204 MSFT Microsoft Corporation 6,229,074 4,351,651 1,877,423 24,817 17,337 7,4801205 MSTR MicroStrategy Inc. 134,392 71,319 63,073 535 284 2511206 TUNE Microtune, Inc. (New) 10,656 9,641 1,015 42 38 41207 MWY Midway Games, Inc. 14,597 7,191 7,406 58 29 301208 MLNM Millennium Pharmaceuticals, Inc. 99,951 65,543 34,408 398 261 1371209 MLHR Miller (Herman), Inc. 8,195 4,614 3,581 33 18 141210 MICC Millicom International Cellular S.A. 531,696 393,306 138,390 2,118 1,567 5511211 MR Mindray Medical International Limited 14,870 10,418 4,452 437 306 1311212 MIPS MIPS Technologies, Inc. (New) 10,978 7,472 3,506 44 30 141213 MNG Miramar Mining Corporation 4,843 4,031 812 70 58 121214 MIR MIRANT Corporation (New) 398,734 294,511 104,223 1,675 1,237 4381215 MTU Mitsubishi UFJ Financial Group, Inc. 92,764 73,978 18,786 370 295 751216 MT Mittal Steel Company N.V. 1,037,932 618,238 419,694 4,135 2,463 1,672





1217 MIVA Miva, Inc. 11,962 6,443 5,519 48 26 221218 MKSI MKS Instruments, Inc. 10,713 6,094 4,619 43 24 181219 MBT Mobile Telesystems OJSC 95,512 45,806 49,706 381 182 1981220 MOBE Mobility Electronics, Inc. 16,397 14,286 2,111 65 57 81221 MHK Mohawk Industries, Inc. 60,807 21,134 39,673 242 84 1581222 MDCC Molecular Devices Corporation 8,775 6,497 2,278 35 26 91223 MOH Molina Healthcare, Inc. 8,203 4,240 3,963 33 17 161224 TAP Molson Coors Brewing Company 80,174 36,254 43,920 319 144 1751225 MNTA Momenta Pharmaceutical, Inc. 63,763 27,278 36,485 254 109 1451226 MCRI Monarch Casino & Resort, Inc. 10,630 6,013 4,617 42 24 181227 MON Monsanto Company/New 304,788 155,324 149,464 1,214 619 5951228 MNST Monster Worldwide, Inc. 118,919 59,687 59,232 474 238 2361229 MRH Montpelier Re Holdings Ltd. 40,241 21,894 18,347 160 87 731230 MCO Moody's Corporation 56,838 29,001 27,837 226 116 1111231 MOG/A Moog, Inc. 15 15 0 0 0 01232 MS Morgan Stanley 982,506 606,406 376,100 3,914 2,416 1,4981233 MORN Morningstar, Inc. 12,417 7,904 4,513 49 31 181234 MOS Mosaic Company 27,158 18,886 8,272 108 75 331235 MOSY MoSys, Inc. 10,320 6,220 4,100 41 25 161236 MOT Motorola, Inc. 1,900,983 1,240,009 660,974 7,574 4,940 2,6331237 MOVE Move, Inc. 6,328 4,446 1,882 25 18 71238 MOVI Movie Gallery, Inc. 66,890 43,660 23,230 266 174 931239 MPS MPS Group, Inc. (New) 6,891 5,014 1,877 27 20 71240 MRVC MRV Communications, Inc. (New) 5,715 4,498 1,217 29 23 61241 FLSH msystems Ltd. 222,612 152,812 69,800 887 609 2781242 MWA Mueller Water Products, Inc. 192 150 42 3 3 11243 MFLX Multi-Fineline Electronix, Inc. 155,215 94,206 61,009 618 375 2431244 MGAM Multimedia Games, Inc. 30,042 17,483 12,559 120 70 501245 MUR Murphy Oil Corporation 127,021 70,678 56,343 506 282 2241246 MYL Mylan Laboratories, Inc. 115,440 66,220 49,220 460 264 1961247 MYOG Myogen, Inc. 107,312 47,928 59,384 428 191 2371248 MYGN Myriad Genetics, Inc. 40,726 22,518 18,208 162 90 731249 NABI Nabi Biophamaceuticals 44,540 39,524 5,016 177 157 201250 NBR Nabors Industries, Ltd. 687,912 465,279 222,633 2,741 1,854 8871251 NLC Nalco Holding Company 4,657 3,392 1,265 19 14 51252 NTE Nam Tai Electronics, Inc. 124,650 88,414 36,236 497 352 1441253 NGEN Nanogen, Inc. 5,074 3,416 1,658 20 14 71254 NANO Nanometrics, Incorporated 9,368 7,979 1,389 37 32 61255 NANX Nanophase Technologies Corp. 15,615 11,788 3,827 62 47 151256 NAPS Napster, Inc. 20,570 17,283 3,287 82 69 131257 NARA Nara Bancorp, Inc. 7,296 6,864 432 29 27 21258 NDAQ Nasdaq Stock Market, Inc. 250,105 172,123 77,982 996 686 3111259 NSTK Nastech Pharmaceutical Company, Inc. 64,486 50,633 13,853 257 202 551260 NTG NATCO Group, Inc. 13 13 0 0 0 01261 FIZ National Beverage Corporation 11,911 10,144 1,767 66 56 101262 NCC National City Corporation 114,561 65,293 49,268 456 260 1961263 NOV National Oilwell Varco, Inc. 413,638 256,048 157,590 1,648 1,020 6281264 NSM National Semiconductor Corporation 183,311 102,897 80,414 730 410 3201265 NLS Nautilus, Inc. 154,180 67,562 86,618 614 269 3451266 NAVR Navarre Corporation 236,532 40,963 195,569 942 163 7791267 NAV Navistar International Corporation 171,986 88,523 83,463 685 353 3331268 NVT NAVTEQ Corporation 86,511 45,568 40,943 345 182 1631269 NTY NBTY, Inc. 38,496 23,576 14,920 153 94 591270 NCR NCR Corporation 40,834 27,468 13,366 163 109 531271 NDC NDCHealth Corp. 23 0 23 0 0 01272 NP Neenah Paper, Inc. 2,665 1,302 1,363 11 5 51273 NKTR Nektar Therapeutics 200,879 141,313 59,566 800 563 2371274 NEOL NeoPharm, Inc. 95,654 64,189 31,465 381 256 1251275 NWRE Neoware, Inc. 67,986 51,008 16,978 271 203 681276 NTES Netease.com, Inc. -ADR 599,409 372,419 226,990 2,388 1,484 9041277 NFLX NetFlix, Inc. 337,653 174,190 163,463 1,345 694 6511278 NTGR NETGEAR, Inc. 87,599 57,188 30,411 349 228 1211279 NETL NetLogic Microsystems, Inc. 50,410 25,650 24,760 201 102 991280 NTAP Network Appliance Corp. 428,186 227,598 200,588 1,706 907 799





1281 NRMX Neurochem, Inc. 117,462 67,913 49,549 468 271 1971282 NBIX Neurocrine Biosciences, Inc. 325,079 157,491 167,588 1,295 627 6681283 NURO Neurometrix, Inc. 58,492 24,256 34,236 848 352 4961284 NSR NeuStar, Inc. 1,627 1,323 304 6 5 11285 NEW New Century Financial Corporation 1,321,912 789,600 532,312 5,267 3,146 2,1211286 EDU New Oriental Education & Technology Group, Inc. 12,626 5,691 6,935 194 88 1071287 NRPH New River Pharmaceuticals, Inc. 431,992 279,994 151,998 1,838 1,191 6471288 NYB New York Community Bancorp 102,286 71,660 30,626 408 285 1221289 NYT New York Times Co. (Class A) 37,175 25,509 11,666 148 102 461290 NWL Newell Rubbermaid, Inc. 43,472 31,766 11,706 173 127 471291 NFX Newfield Exploration Company (New) 99,266 66,623 32,643 395 265 1301292 NEU Newmarket Corporation 9,152 4,889 4,263 36 19 171293 NEM Newmont Mining Corporation 2,892,004 1,711,777 1,180,227 11,522 6,820 4,7021294 NR Newpark Resources, Inc. (New) 15,969 13,454 2,515 71 60 111295 NEWP Newport Corp. 8,235 5,896 2,339 33 23 91296 NWSA News Corp. Class A 69,426 49,142 20,284 277 196 811297 NWS News Corporation, Ltd. (The) ADR 141,645 107,219 34,426 564 427 1371298 NXY Nexen, Inc. 64,122 49,038 15,084 255 195 601299 NXTP Nextel Partners, Inc. 13,204 11,229 1,975 53 45 81300 NGAS Ngas Resources, Inc. 31,794 26,933 4,861 135 115 211301 GAS NICOR, Inc. 7,186 3,562 3,624 29 14 141302 NIHD NII Holdings, Inc. 135,087 94,690 40,397 538 377 1611303 NKE NIKE, Inc. (Class B) 258,968 132,267 126,701 1,032 527 5051304 NINE Ninetowns Digital World Trade Holdings Limited 4,658 3,887 771 19 15 31305 NTT Nippon Telegraph and Telephone Corporation 5,382 4,642 740 21 18 31306 NI NISource, Inc. 10,318 6,583 3,735 41 26 151307 NTMD NitroMed, Inc. 92,514 53,976 38,538 369 215 1541308 NMSS NMS Communications Corporation (New) 2,922 1,319 1,603 12 5 61309 NMTI NMT Medical, Inc. 137,685 77,689 59,996 612 345 2671310 NBL Noble Affiliates, Inc. 104,900 85,619 19,281 418 341 771311 NE Noble Corporation 266,026 157,491 108,535 1,060 627 4321312 NOK Nokia Corporation ADR 854,019 562,262 291,757 3,402 2,240 1,1621313 NMR Nomura Holdings, Inc. 1,299 779 520 17 10 71314 NAT Nordic American Tanker Shipping Limited 87,227 59,836 27,391 348 238 1091315 JWN Nordstrom, Inc. 117,836 83,463 34,373 469 333 1371316 NSC Norfolk Southern Corporation 125,481 91,464 34,017 500 364 1361317 NT Nortel Networks Corporation 402,659 311,595 91,064 1,604 1,241 3631318 PAL North American Palladium Ltd. 89,524 71,778 17,746 357 286 711319 NFB North Fork Bancorporation 31,438 22,943 8,495 125 91 341320 NTO Northern Orion Resources, Inc. 33,411 26,809 6,602 193 155 381321 NTRS Northern Trust Bank Corporation 29,762 17,911 11,851 119 71 471322 NFLD Northfield Laboratories, Inc. 568,196 306,787 261,409 2,264 1,222 1,0411323 NXG Northgate Minerals Corporation 87,781 76,835 10,946 545 477 681324 NOC Northrop Grumman Corporation 63,721 44,298 19,423 254 176 771325 NWACQ Northwest Airlines Corp. 15,607 11,700 3,907 62 47 161326 NCX NOVA Chemicals Corporation (New) 40,345 20,825 19,520 161 83 781327 NG NovaGold Resources, Inc. 169,732 120,433 49,299 676 480 1961328 NVS Novartis AG 100,980 70,707 30,273 402 282 1211329 NFI Novastar Financial, Inc. 816,496 335,307 481,189 3,253 1,336 1,9171330 NVTL Novatel Wireless, Inc. (New) 78,849 60,320 18,529 314 240 741331 NGPS NovAtel, Inc. 36,488 24,460 12,028 145 97 481332 NVAX Novavax, Inc. (New) 15,188 12,195 2,993 61 49 121333 NVL Novelis, Inc. 21,680 16,234 5,446 86 65 221334 NOVL Novell, Inc. 183,743 156,077 27,666 732 622 1101335 NVLS Novellus Systems, Inc. 520,099 228,825 291,274 2,072 912 1,1601336 NOVN Noven Pharmacuticals, Inc. 20,669 13,117 7,552 82 52 301337 NPSP NPS Pharmaceuticals, Inc. 53,764 37,513 16,251 214 149 651338 NRG NRG Energy, Inc. (New) 243,476 154,335 89,141 970 615 3551339 NSS NS Group, Inc. 15,094 9,231 5,863 60 37 231340 NTLI NTL, Incorporated 282,370 218,269 64,101 1,351 1,044 3071341 NUAN Nuance Communications, Inc. 86,316 72,178 14,138 344 288 561342 NUE Nucor Corporation 794,025 444,467 349,558 3,163 1,771 1,3931343 NTRI NutriSystem, Inc. 462,910 293,417 169,493 1,844 1,169 6751344 NUVA NuVasive, Inc. 2,078 1,553 525 13 10 3





1345 JNC Nuveen Investments Cl A 11,655 7,662 3,993 46 31 161346 NUVO Nuvelo, Inc. 107,247 84,777 22,470 427 338 901347 NVDA NVIDIA Corporation 994,036 525,896 468,140 3,960 2,095 1,8651348 NMX Nymex Holdings, Inc. 33,950 21,781 12,169 1,476 947 5291349 NYX NYSE Group, Inc. 1,564,159 978,585 585,574 7,556 4,727 2,8291350 OIIM O2Micro International Ltd. 9,079 8,255 824 36 33 31351 OO Oakley, Inc. 36,116 21,245 14,871 144 85 591352 OXY Occidental Petroleum Corporation 580,497 347,826 232,671 2,313 1,386 9271353 OCCX OccuLogix, Inc. 159,039 91,161 67,878 634 363 2701354 OII Oceaneering International, Inc. 131,753 93,785 37,968 525 374 1511355 OCN Ocwen Financial Corporation 3,720 2,714 1,006 48 35 131356 ODSY Odyssey Healthcare, Inc. 6,024 3,699 2,325 24 15 91357 ODP Office Depot, Inc. 78,155 56,626 21,529 311 226 861358 OMX OfficeMax, Incorporated 218,808 142,500 76,308 872 568 3041359 OIS Oil States International, Inc. 35,885 25,403 10,482 143 101 421360 BQI Oilsands Quest, Inc. 11,867 9,801 2,066 152 126 261361 OLN Olin Corporation 23,884 17,124 6,760 95 68 271362 ZEUS Olympic Steel, Inc. 26,110 18,589 7,521 104 74 301363 OMG OM Group, Inc. (New) 56,621 35,857 20,764 226 143 831364 OMM OMI Corporation 62,928 40,001 22,927 251 159 911365 OMNI OMNI Energy Services Corp. 7,987 7,476 511 90 84 61366 OCR Omnicare, Inc. 153,875 100,171 53,704 613 399 2141367 OMCL Omnicell, Inc. 8,650 6,671 1,979 34 27 81368 OMC Omnicom Group, Inc. 44,662 23,931 20,731 178 95 831369 OVTI OmniVision Technologies, Inc. 448,103 265,913 182,190 1,785 1,059 7261370 OMRI Omrix Biopharmaceuticals, Inc. 4,784 3,351 1,433 184 129 551371 ONNN ON Semiconductor Corporation (New) 19,143 13,985 5,158 76 56 211372 ONXX Onyx Pharmaceuticals 293,868 166,513 127,355 1,171 663 5071373 OTEX Open Text Corporation 25,824 9,243 16,581 103 37 661374 OPWV Openwave Systems, Inc. 167,283 122,366 44,917 666 488 1791375 OPSW Opsware, Inc. 22,604 15,565 7,039 90 62 281376 OPMR Optimal Group, Inc. 23,585 15,586 7,999 94 62 321377 OXPS optionsXpress Holdings Inc. 342,039 261,122 80,917 1,363 1,040 3221378 ORCL Oracle Corporation 2,149,050 1,554,267 594,783 8,562 6,192 2,3701379 OSUR Orasure Technologies 46,464 37,194 9,270 185 148 371380 ORB Orbital Sciences Corporation 13,955 10,044 3,911 56 40 161381 ORCT Orckit Communications Ltd. 74,672 57,039 17,633 297 227 701382 OS Oregon Steel Mills, Inc. 157,325 105,864 51,461 627 422 2051383 OSK Oshkosh Truck Corporation 77,634 52,486 25,148 309 209 1001384 OSIP OSI Pharmaceuticals, Inc. 259,302 185,386 73,916 1,033 739 2941385 OSI OSI Restaurant Partners, Inc. 117,238 78,607 38,631 467 313 1541386 OSIS OSI Systems, Inc. 45,196 36,169 9,027 180 144 361387 OSG Overseas Shipholding Group, Inc. 34,777 12,674 22,103 139 50 881388 OSTK Overstock.com, Inc. 489,674 251,104 238,570 1,951 1,000 9501389 OI Owens-Illinois, Inc. 19,501 11,244 8,257 78 45 331390 PFCB P.F. Chang's China Bistro 54,719 22,793 31,926 218 91 1271391 PCAR PACCAR, Inc. 134,933 95,029 39,904 538 379 1591392 PACR Pacer International, Inc. 6,619 4,392 2,227 26 17 91393 PEIX Pacific Ethanol, Inc. 639,712 374,777 264,935 2,549 1,493 1,0561394 PSUN Pacific Sunwear of California, Inc. 107,937 77,656 30,281 430 309 1211395 PKTR Packeteer, Inc. 22,162 12,364 9,798 88 49 391396 PTV Pactiv Corporation 23,830 12,978 10,852 95 52 431397 PTIE Pain Therapeutics, Inc. 19,921 16,580 3,341 79 66 131398 PALM Palm, Inc. 846,682 608,790 237,892 3,373 2,425 9481399 PMTI Palomar Medical Technologies, Inc. 57,089 31,034 26,055 227 124 1041400 PAAS Pan American Silver Corporation 225,277 155,780 69,497 898 621 2771401 PANC Panacos Pharmaceuticals, Inc. 42,173 32,369 9,804 168 129 391402 PA Panamsat Holding Corporation 1,179 515 664 5 2 31403 PNRA Panera Bread Company, Class A 149,434 83,626 65,808 595 333 2621404 PRX Par Pharmaceutical Companies, Inc. 53,575 35,292 18,283 213 141 731405 PLLL Parallel Petroleum Corporation 44,847 31,641 13,206 179 126 531406 PKD Parker Drilling Company (New) 16,840 14,776 2,064 67 59 81407 PH Parker-Hannifin Corporation 38,812 20,887 17,925 155 83 711408 PRKR ParkerVision, Inc. 1,112 1,022 90 4 4 0





1409 PDCO Patterson Companies, Inc. 31,941 16,039 15,902 127 64 631410 PTEN Patterson UTI Energy, Inc. 443,157 276,850 166,307 1,766 1,103 6631411 PAYX Paychex, Inc. 154,317 113,270 41,047 615 451 1641412 PSS Payless ShoeSource, Inc. 44,168 26,515 17,653 176 106 701413 MALL PC Mall, Inc. 4,459 4,186 273 18 17 11414 BTU Peabody Energy Corporation 825,142 478,986 346,156 3,287 1,908 1,3791415 PDX Pediatrix Medical Group, Inc. 9,599 6,479 3,120 38 26 121416 PEET Peet's Coffee & Tea, Inc. 16,551 8,772 7,779 66 35 311417 PGSW Pegasus Wireless Corp. 24,681 18,198 6,483 209 154 551418 PGH Pengrowth Energy Trust 161,904 96,661 65,243 645 385 2601419 PENN Penn National Gaming, Inc. 94,173 78,546 15,627 375 313 621420 PWE Penn West Energy Trust 58,896 42,419 16,477 464 334 1301421 JCP Penney (J.C.) Company, Inc. 275,723 141,999 133,724 1,098 566 5331422 PNR Pentair, Inc. 17,974 9,430 8,544 72 38 341423 PPCO Penwest Pharmaceuticals Co. 140,249 75,621 64,628 559 301 2571424 PBCT People's Bank 170 50 120 1 0 11425 PBY Pep Boys--Manny, Moe, & Jack (The) 49,273 29,005 20,268 196 116 811426 PEP PepsiCo, Inc. 371,174 244,618 126,556 1,479 975 5041427 PKI Perkin-Elmer, Inc. 19,194 9,674 9,520 76 39 381428 PBT Permian Basin Royalty Trust 3,052 2,164 888 12 9 41429 PRGO Perrigo Company 6,222 4,174 2,048 25 17 81430 PSTI Per-Se Technologies, Inc. 8,253 3,747 4,506 33 15 181431 CUP Peru Copper, Inc. 60,325 46,478 13,847 413 318 951432 PETC PETCO Animal Supplies, Inc. 28,023 18,256 9,767 112 73 391433 PETS PetMed Express, Inc. 46,962 34,262 12,700 187 137 511434 PCZ Petro-Canada 34,457 26,245 8,212 137 105 331435 PTR PetroChina Company Limited 257,901 167,670 90,231 1,027 668 3591436 HAWK Petrohawk Energy Corporation 66,816 51,949 14,867 266 207 591437 PBR Petroleo Brasileiro S.A.-ADR 832,379 629,290 203,089 3,316 2,507 8091438 PETD Petroleum Development Corporation 14,960 10,039 4,921 60 40 201439 PQ PetroQuest Energy, Inc. 53,836 46,806 7,030 214 186 281440 PETM PETsMART, Inc. 69,191 40,407 28,784 276 161 1151441 PFE Pfizer, Inc. 3,702,428 2,388,138 1,314,290 14,751 9,514 5,2361442 PCG PG&E Corporation 14,074 9,430 4,644 56 38 191443 PPDI Pharmaceutical Product Development 60,246 43,121 17,125 240 172 681444 PCYC Pharmacyclics, Inc. (New) 18,417 13,404 5,013 73 53 201445 SFCC PharmaNet Development Group, Inc. 153,923 86,634 67,289 613 345 2681446 PHRM Pharmion Corp. 39,773 26,324 13,449 158 105 541447 PD Phelps Dodge Corporation 2,170,429 1,254,296 916,133 8,647 4,997 3,6501448 PHH PHH Corporation 10,152 6,246 3,906 40 25 161449 PVH Phillips-Van Heusen Corporation 95 53 42 0 0 01450 PHTN Photon Dynamics, Inc. 10,726 7,588 3,138 43 30 131451 PLAB Photronics, Inc. 34,396 26,439 7,957 137 105 321452 PIR Pier 1 Imports, Inc. 47,584 28,560 19,024 190 114 761453 PEC Pike Electric Corporation 10,853 7,427 3,426 43 30 141454 PPC Pilgrim's Pride Corporation 70,192 26,997 43,195 280 108 1721455 PNCL Pinnacle Airlines Corp. 17,800 14,859 2,941 71 59 121456 PNK Pinnacle Entertainment, Inc. 11,705 6,203 5,502 47 25 221457 PDC Pioneer Drilling Company 89,456 66,966 22,490 356 267 901458 PXD Pioneer Natural Resources Company 145,047 96,273 48,774 578 384 1941459 PJC Piper Jaffray Companies, Inc. 17,723 9,290 8,433 71 37 341460 PBI Pitney Bowes, Inc. 20,723 12,329 8,394 83 49 331461 PIXR Pixar, Inc. 126,409 81,043 45,366 504 323 1811462 PXLW Pixelworks, Inc. 18,092 13,675 4,417 72 54 181463 PDG Placer Dome, Inc. 42,753 32,405 10,348 170 129 411464 PXP Plains Exploration & Production Company 41,468 26,157 15,311 165 104 611465 PLT Plantronics, Inc. 31,950 23,862 8,088 127 95 321466 PYX Playtex Products, Inc. (New) 1,787 1,238 549 9 6 31467 PLXS Plexus Corporation, Inc. 60,758 32,599 28,159 242 130 1121468 PLUG Plug Power, Inc. 25,506 21,852 3,654 102 87 151469 PCL Plum Creek Timber Company, LP 26,735 17,555 9,180 107 70 371470 PLXT PLX Technology, Inc. 16,446 13,304 3,142 66 53 131471 PMCS PMC-Sierra, Inc. 238,876 198,041 40,835 952 789 1631472 PMI PMI Group, Inc. 80,306 27,187 53,119 320 108 212





1473 PNC PNC Bank Corporation 77,823 50,917 26,906 310 203 1071474 PPP Pogo Producing Company 66,385 45,799 20,586 264 182 821475 PII Polaris Industries, Inc. 36,652 14,220 22,432 146 57 891476 RL Polo Ralph Lauren Corp. 48,913 24,550 24,363 195 98 971477 PLCM Polycom, Inc. 59,028 38,339 20,689 235 153 821478 PLMD Polymedica Corp. 52,133 32,318 19,815 208 129 791479 BPOP Popular, Inc. 12,737 5,690 7,047 51 23 281480 PLAY PortalPlayer, Inc. 245,316 164,306 81,010 977 655 3231481 POR Portland General Electric Company 25,339 11,969 13,370 149 70 791482 PKX POSCO 32,474 19,476 12,998 129 78 521483 POSS Possis Medical, Inc. 4,937 3,499 1,438 20 14 61484 PPS Post Properties, Inc. 6,163 2,363 3,800 25 9 151485 POT Potash Corporation of Saskatchewan, Inc. 107,931 48,321 59,610 430 193 2371486 POWI Power Integrations, Inc. 7,828 4,107 3,721 31 16 151487 PWER Power-One, Inc. 8,174 6,548 1,626 33 26 61488 PWAV Powerwave Technologies, Inc. 103,258 72,684 30,574 411 290 1221489 POZN POZEN, Inc. 165,682 95,764 69,918 660 382 2791490 PPG PPG Industries, Inc. 41,873 25,196 16,677 167 100 661491 PX Praxair, Inc. 28,488 21,671 6,817 113 86 271492 PCP Precision Castparts Corp. 65,056 26,242 38,814 259 105 1551493 PDS Precision Drilling Corporation 61,858 39,099 22,759 246 156 911494 PGI Premiere Global Services, Inc. 3,870 2,942 928 15 12 41495 PPD Pre-Paid Legal Services, Inc. 554 370 184 2 1 11496 PCLN Priceline.com, Inc. 138,790 84,517 54,273 553 337 2161497 PDE Pride International 246,297 186,251 60,046 981 742 2391498 PWI PrimeWest Energy Trust 82,574 50,210 32,364 329 200 1291499 PG Procter & Gamble Company (The) 1,197,205 674,595 522,610 4,770 2,688 2,0821500 PGNX Progenics Pharmaceuticals, Inc. 41,665 29,025 12,640 166 116 501501 PGN Progress Energy, Inc. 63,257 50,077 13,180 252 200 531502 PGIC Progressive Gaming International Corporation 44,575 28,381 16,194 178 113 651503 PL Protective Life Corporation 4,000 3,488 512 16 14 21504 PVX Provident Energy Trust 92,823 73,677 19,146 370 294 761505 PRU Prudential Financial, Inc. 174,333 105,714 68,619 695 421 2731506 PSSI PSS World Medical 7,464 5,469 1,995 30 22 81507 PSYS Psychiatric Solutions, Inc. 40,854 23,756 17,098 163 95 681508 PEG Public Service Enterprise Group, Incorporated 100,398 44,724 55,674 400 178 2221509 PHM Pulte Homes, Inc. 336,130 156,563 179,567 1,339 624 7151510 PWEI PW Eagle, Inc. 80,675 37,956 42,719 495 233 2621511 XING Qiao Xing Universal Telephone, Inc. 207,603 170,561 37,042 827 680 1481512 QI Qimonda AG 6,597 6,147 450 70 65 51513 QLGC QLogic Corporation 197,151 134,625 62,526 785 536 2491514 QLTI QLT, Inc. 26,183 21,448 4,735 104 85 191515 QCOM QUALCOMM, Inc. 3,661,836 2,374,285 1,287,551 14,589 9,459 5,1301516 QSII Quality Systems, Inc. 72,360 40,749 31,611 288 162 1261517 NX Quanex Corporation 13,444 9,101 4,343 54 36 171518 PWR Quanta Services, Inc. 29,795 20,905 8,890 119 83 351519 QTWW Quantum Fuel Systems Technologies Worldwide, Inc. 12,878 11,172 1,706 51 45 71520 DGX Quest Diagnostics, Incorporated 62,078 39,030 23,048 247 155 921521 QSFT Quest Software, Inc. 46,196 23,823 22,373 184 95 891522 STR Questar Corporation 66,589 51,460 15,129 265 205 601523 KWK Quicksilver Resources, Inc. 113,840 70,103 43,737 454 279 1741524 QDEL Quidel Corporation 44,285 33,399 10,886 176 133 431525 ZQK Quiksilver, Inc. 30,401 20,838 9,563 121 83 381526 Q Qwest Communications Int'l. 252,838 165,268 87,570 1,007 658 3491527 RGF R&G Financial Corporation 4,250 2,589 1,661 17 10 71528 RHD R.H. Donnelly Co. 13,285 6,426 6,859 53 26 271529 RACK Rackable Systems, Inc. 216,710 152,591 64,119 1,057 744 3131530 RDN Radian Group 49,890 20,292 29,598 199 81 1181531 RTSX Radiation Therapy Services, Inc. 3,122 2,001 1,121 16 10 61532 RSH RadioShack 167,175 59,981 107,194 666 239 4271533 RVSN RADVISION Ltd. 41,765 32,585 9,180 166 130 371534 RDWR RADWARE, Ltd. 18,084 14,871 3,213 72 59 131535 RAE RAE Systems, Inc. 14,457 13,896 561 58 55 21536 RMBS Rambus, Inc. 2,478,087 1,811,207 666,880 9,873 7,216 2,657





1537 GOLD Randgold Resources, Limited 72,916 59,533 13,383 291 237 531538 RRC Range Resources Corporation 43,968 33,363 10,605 175 133 421539 RYN Rayonier, Inc. 12,841 8,846 3,995 51 35 161540 RTN Raytheon Company 89,907 71,768 18,139 358 286 721541 RDA Reader's Digest Association, Inc. (Class A) 7,021 5,739 1,282 28 23 51542 RNWK RealNetworks, Inc. 51,201 38,914 12,287 204 155 491543 H Realogy Corporation 73,824 50,266 23,558 696 474 2221544 RHT Red Hat, Inc. 511,408 261,492 249,916 2,037 1,042 9961545 RRGB Red Robin Gourmet Burgers, Inc. 23,405 12,506 10,899 93 50 431546 RBAK Redback Networks, Inc. 242,114 138,654 103,460 965 552 4121547 REDF Rediff.com India 11,451 10,435 1,016 208 190 181548 RBK Reebok International, Ltd. 3,383 194 3,189 13 1 131549 RFX Refco, Inc. 263 251 12 1 1 01550 RGC Regal Entertainment Group, Class A 23,252 17,507 5,745 93 70 231551 RTIX Regeneration Technologies, Inc. 1,538 850 688 6 3 31552 REGN Regeneron Pharmaceuticals, Inc. 61,486 37,961 23,525 245 151 941553 RF Regions Financial Corp. 34,569 22,192 12,377 138 88 491554 RGS Regis Corporation 23,550 12,104 11,446 94 48 461555 RS Reliance Steel & Aluminum Co. 26,353 19,397 6,956 105 77 281556 RRI Reliant Energy, Inc. 125,968 83,461 42,507 502 333 1691557 REM Remington Oil & Gas Corporation (New) 6,168 4,324 1,844 25 17 71558 RNVS Renovis, Inc. 97,007 60,437 36,570 386 241 1461559 RCII Rent-A-Center, Inc. 25,377 11,416 13,961 101 45 561560 RTK Rentech, Inc. 31,486 26,537 4,949 125 106 201561 RSG Republic Services, Inc.-CL A 25,763 23,233 2,530 103 93 101562 RIMM Research in Motion Limited 3,335,097 1,740,359 1,594,738 13,287 6,934 6,3541563 RMD ResMed, Inc. 24,493 15,901 8,592 98 63 341564 RECN Resources Connection, Inc. (New) 13,688 8,488 5,200 55 34 211565 RESP Respironics, Inc. (New) 9,277 7,307 1,970 37 29 81566 RAI Reynolds American, Inc. 384,394 155,756 228,638 1,531 621 9111567 RFMD RF Micro Devices, Inc. 119,267 98,828 20,439 475 394 811568 RIGL Rigel Pharmaceuticals, Inc. 11,015 8,572 2,443 44 34 101569 RNOW RightNow Technologies, Inc. 12,347 7,115 5,232 49 28 211570 RTP Rio Tinto plc 55,938 36,843 19,095 223 147 761571 RAD Rite Aid Corporation 219,496 176,505 42,991 874 703 1711572 RVBD Riverbed Technology, Inc. 35,399 25,750 9,649 656 477 1791573 RHI Robert Half International, Inc. 20,626 10,295 10,331 82 41 411574 ROK Rockwell Automation, Inc. 59,406 31,576 27,830 237 126 1111575 RSTI Rofin-Sinar Technologies, Inc. 13,152 8,314 4,838 52 33 191576 ROST Ross Stores, Inc. 40,387 22,960 17,427 161 91 691577 RDC Rowan Companies, Inc. 194,389 128,726 65,663 774 513 2621578 RY Royal Bank of Canada 17,053 12,036 5,017 68 48 201579 RCL Royal Caribbean Cruises, Ltd. 79,814 43,450 36,364 318 173 1451580 RDSB Royal Dutch Shell plc 3,313 3,236 77 13 13 01581 RDSA Royal Dutch Shell PLC 47,568 32,525 15,043 190 130 601582 RGLD Royal Gold, Inc. 91,491 67,588 23,903 365 269 951583 RES RPC, Inc. 35,535 26,951 8,584 173 131 421584 RSAS RSA Security, Inc. 52,054 28,235 23,819 207 112 951585 RTI RTI International Metals 45,200 24,412 20,788 180 97 831586 RYAAY Ryanair Holdings plc. 11,927 7,707 4,220 48 31 171587 RYI Ryerson, Inc. 32,530 19,008 13,522 130 76 541588 TSG Sabre Holdings Corp. 13,667 9,496 4,171 54 38 171589 SAF SAFECO Corporation 17,428 6,850 10,578 69 27 421590 SFNT SafeNet, Inc. 26,222 17,979 8,243 104 72 331591 SWY Safeway, Inc. 83,943 59,217 24,726 334 236 991592 SAI SAIC, Inc. 32,295 26,157 6,138 718 581 1361593 SKS Saks Incorporated 106,757 71,040 35,717 425 283 1421594 CRM Salesforce.com 182,648 74,617 108,031 728 297 4301595 SBH Sally Beauty Holdings, Inc. 542 406 136 29 21 71596 SFP Salton, Inc. 2,447 1,673 774 10 7 31597 SAFM Sanderson Farms, Inc. 39,337 19,484 19,853 157 78 791598 SNDK SanDisk Corporation 3,122,785 1,681,263 1,441,522 12,441 6,698 5,7431599 SANM Sanmina SCI Corporation 52,865 33,445 19,420 211 133 771600 SNY Sanofi-Aventis 119,734 77,967 41,767 477 311 166





1601 SAP SAP AG 113,328 42,524 70,804 452 169 2821602 SAPE Sapient Corporation (New) 12,572 6,114 6,458 50 24 261603 SLE Sara Lee Corporation 145,311 102,454 42,857 579 408 1711604 SSL SASOL LTD 19,232 15,146 4,086 163 128 351605 SAY Satyam Computer Services Limited 29,990 22,851 7,139 185 141 441606 SBAC SBA Communications Corporation 54,861 42,010 12,851 219 167 511607 HSIC Schein (Henry), Inc. 15,635 11,043 4,592 62 44 181608 SGP Schering-Plough Corporation 378,460 269,070 109,390 1,508 1,072 4361609 SLB Schlumberger Limited 1,286,205 751,599 534,606 5,124 2,994 2,1301610 SCHN Schnitzer Steel Industries, Inc. 81,759 50,344 31,415 326 201 1251611 SCHW Schwab Corporation (The Charles) 227,324 171,135 56,189 906 682 2241612 SCLN SciClone Pharmaceuticals, Inc. 41,898 28,187 13,711 167 112 551613 SCRX Sciele Pharma, Inc. 16,373 11,665 4,708 65 46 191614 SGMS Scientific Games Corporation 40,866 30,995 9,871 163 123 391615 SFA Scientific-Atlanta, Inc. 14,680 13,101 1,579 58 52 61616 SCT Scottish RE Group Limited 38,613 19,116 19,497 495 245 2501617 SA Seabridge Gold, Inc. 29,343 23,641 5,702 157 126 301618 SEAC SeaChange International, Inc. 28,201 19,547 8,654 112 78 341619 STX Seagate Technology 620,586 420,801 199,785 2,472 1,676 7961620 SEE Sealed Air Corporation "New" 21,775 10,652 11,123 87 42 441621 SHLD Sears Holdings Corporation 1,697,016 1,026,241 670,775 6,761 4,089 2,6721622 SCUR Secure Computing Corp. 17,349 13,735 3,614 69 55 141623 SEIC SEI Investments Company 22,772 17,098 5,674 91 68 231624 SCSS Select Comfort Corporation 62,439 44,927 17,512 249 179 701625 SMI Semiconductor Manufacturing International Corporation 1,115 650 465 4 3 21626 SRE Sempra Energy 22,393 16,254 6,139 89 65 241627 SMTC Semtech Corporation 28,833 21,567 7,266 115 86 291628 SXT Sensient Technologies Corporation 7,907 4,958 2,949 32 20 121629 SEPR Sepracor, Inc. 1,370,770 858,791 511,979 5,461 3,421 2,0401630 SRA Serono SA 15,912 9,282 6,630 63 37 261631 SNDA Shanda Interactive Entertainment Ltd. 155,080 109,236 45,844 618 435 1831632 SHRP Sharper Image Corp. 24,858 10,102 14,756 99 40 591633 SHW Sherwin-Williams Company (The) 134,457 58,006 76,451 536 231 3051634 SFL Ship Finance International Limited 45,379 36,327 9,052 181 145 361635 SHPGY Shire plc ADS 216,316 148,277 68,039 862 591 2711636 SHFL Shuffle Master, Inc. 65,889 29,091 36,798 263 116 1471637 SEBL Siebel Systems, Inc. 3,451 3,334 117 14 13 01638 SI Siemens AG 27,613 15,018 12,595 110 60 501639 SIE Sierra Health Services, Inc. 16,288 10,128 6,160 65 40 251640 SWIR Sierra Wireless, Inc. 49,583 36,699 12,884 198 146 511641 SIFY Sify Limited 108,058 85,809 22,249 431 342 891642 SIGM Sigma Designs, Inc. 127,952 91,782 36,170 510 366 1441643 SIAL Sigma-Aldrich Corporation 42,814 34,550 8,264 171 138 331644 SGTL Sigmatel, Incorporated 67,391 45,782 21,609 268 182 861645 SIMG Silicon Image, Inc. 122,346 93,598 28,748 487 373 1151646 SLAB Silicon Laboratories, Inc. 191,824 110,090 81,734 764 439 3261647 SSTI Silicon Storage Technology, Inc. 15,772 12,109 3,663 63 48 151648 SPIL Siliconware Precision Industries Company 16,349 15,616 733 65 62 31649 SSRI Silver Standard Resources, Inc. 147,836 113,978 33,858 589 454 1351650 SLW Silver Wheaton Corporation 300,963 228,701 72,262 1,338 1,016 3211651 SPG Simon Property Group, Inc. 44,316 21,313 23,003 177 85 921652 STEC SimpleTech, Inc. (New) 4,484 3,396 1,088 82 62 201653 SINA SINA Corporation 269,868 179,822 90,046 1,075 716 3591654 SVA Sinovac Biotech Ltd. 21,468 16,970 4,498 86 68 181655 SIRF SiRF Technology Holdings, Inc. 183,784 115,378 68,406 732 460 2731656 SIRI Sirius Satellite Radio 1,787,273 1,346,223 441,050 7,121 5,363 1,7571657 SIRO Sirona Dental Systems, Inc. 10,966 9,225 1,741 98 82 161658 SIX Six Flags, Inc. 308,874 171,822 137,052 1,231 685 5461659 SKM Sk Telecom Co., Ltd. ADS 11,182 9,523 1,659 45 38 71660 SKX Skechers U.S.A., Inc. 29,796 22,107 7,689 119 88 311661 SKIL SkillSoft plc. 1,512 1,252 260 6 5 11662 SWKS Skyworks Solutions, Inc. 70,542 60,148 10,394 281 240 411663 SLM SLM Corporation 90,365 51,943 38,422 360 207 1531664 SWHC Smith & Wesson Holding Corporation 13,840 10,905 2,935 124 97 26





1665 SII Smith International, Inc. 80,561 48,090 32,471 321 192 1291666 SMSI Smith Micro Software, Inc. 29,693 25,941 3,752 381 333 481667 SFD Smithfield Foods, Inc. 55,846 29,413 26,433 222 117 1051668 SSCC Smurfit Stone Container Corporation 52,249 32,736 19,513 208 130 781669 SOHU Sohu.com, Inc. 178,921 118,887 60,034 713 474 2391670 SLR Solectron Corporation 28,545 25,109 3,436 114 100 141671 SLXA Solexa, Inc. 7,981 6,785 1,196 44 38 71672 SAH Sonic Automotive, Inc. 2,371 1,805 566 9 7 21673 SONC Sonic Corp. 4,659 3,389 1,270 19 14 51674 SNIC Sonic Solutions 25,635 15,621 10,014 102 62 401675 SONO SonoSite, Inc. 21,742 18,784 2,958 87 75 121676 SONS Sonus Networks, Inc. 237,539 206,736 30,803 946 824 1231677 SNE Sony Corporation ADR 89,183 56,007 33,176 355 223 1321678 BID Sotheby's 149 114 35 1 1 01679 SO Southern Company (The) 44,985 28,921 16,064 179 115 641680 PCU Southern Copper Corporation 552,590 309,457 243,133 2,202 1,233 9691681 SUG Southern Union Company 19,879 16,681 3,198 79 66 131682 LUV Southwest Airlines Co. 157,085 105,734 51,351 626 421 2051683 SWN Southwestern Energy Company 375,257 254,183 121,074 1,495 1,013 4821684 SOV Sovereign Bancorp, Inc. 282,653 147,932 134,721 1,126 589 5371685 SPSN Spansion, Inc. 43,657 30,392 13,265 175 122 531686 SLNK SpectraLink Corporation 6,436 3,981 2,455 26 16 101687 SPC Spectrum Brands 120,242 70,584 49,658 479 281 1981688 SPPI Spectrum Pharmaceuticals, Inc. 46,409 38,561 7,848 185 154 311689 S Sprint Nextel Corporation 3,175,948 1,789,234 1,386,714 12,653 7,128 5,5251690 SPW SPX Corporation 19,076 12,698 6,378 76 51 251691 SM St Mary Land & Exploration Company 16,082 9,762 6,320 64 39 251692 STJ St. Jude Medical, Inc. 349,731 237,755 111,976 1,393 947 4461693 STAA STAAR Surgical Company 27,567 21,705 5,862 110 86 231694 STMP Stamps.com, Inc. (New) 28,070 15,593 12,477 112 62 501695 SMSC Standard Microsystems Corp. 2,408 1,084 1,324 12 5 71696 SPF Standard Pacific Corp. 145,282 69,969 75,313 579 279 3001697 SWK Stanley Works (The) 22,134 9,847 12,287 88 39 491698 SPLS Staples, Inc. 75,649 47,551 28,098 301 189 1121699 STSI Star Scientific, Inc. (New) 41,543 36,301 5,242 755 660 951700 SBUX Starbucks Corporation 1,001,211 580,922 420,289 3,989 2,314 1,6741701 HOT Starwood Hotels & Resorts Worldwide, Inc. 117,371 65,049 52,322 468 259 2081702 STT State Street Corporation 35,702 23,187 12,515 142 92 501703 STN Station Casinos, Inc. 176,665 112,847 63,818 704 450 2541704 STO Statoil ASA 45,451 32,565 12,886 181 130 511705 STLD Steel Dynamics, Inc. 117,420 73,652 43,768 468 293 1741706 STTX Steel Technologies, Inc. 20,407 11,478 8,929 81 46 361707 STEL Stellent, Inc. 6,828 5,908 920 27 24 41708 STEM StemCells, Inc. 6,336 5,351 985 25 21 41709 SRCL Stericycle, Inc. 22,405 13,591 8,814 89 54 351710 STE STERIS Corporation 5,926 3,305 2,621 24 13 101711 STXS Sterotaxis, Inc. 28,856 22,684 6,172 128 101 271712 SWC Stillwater Mining Company 55,524 42,735 12,789 221 170 511713 STM STMicroelectronics N.V. 53,952 21,561 32,391 215 86 1291714 SGY Stone Energy Corp. 45,126 26,100 19,026 180 104 761715 SSYS Stratasys, Inc. 12,086 6,886 5,200 48 27 211716 STRA Strayer Education, Inc. 20,297 7,629 12,668 81 30 501717 SYK Stryker Corporation 93,615 57,460 36,155 373 229 1441718 SUF SulphCo, Inc. 182,323 137,283 45,040 773 582 1911719 SUNH Sun Healthcare Group, Inc. 1,015 900 115 30 26 31720 SUNW Sun Microsystems, Inc. 885,665 685,679 199,986 3,529 2,732 7971721 SU Suncor Energy, Inc. 667,964 444,400 223,564 2,661 1,771 8911722 SUN Sunoco, Inc. 314,077 192,723 121,354 1,251 768 4831723 STKL SunOpta, Inc. 23,499 19,536 3,963 144 120 241724 SPWR SunPower Corporation 207,615 140,280 67,335 827 559 2681725 SRZ Sunrise Senior Living, Inc. 59,825 31,294 28,531 238 125 1141726 STP Suntech Power Holdings Co., Ltd. 213,812 143,577 70,235 910 611 2991727 STI SunTrust Banks, Inc. 114,044 78,255 35,789 454 312 1431728 SUPG SuperGen, Inc. 104,587 69,619 34,968 417 277 139





1729 SPN Superior Energy Services, Inc. (New) 52,984 40,871 12,113 211 163 481730 SUPX Supertex, Inc. (New) 25,877 13,103 12,774 115 58 571731 SVU SUPERVALU, Inc. 25,784 17,255 8,529 103 69 341732 SPRT SupportSoft, Inc. 3,694 3,509 185 15 14 11733 SRDX SurModics, Inc. 22,119 10,464 11,655 88 42 461734 SIVB SVB Financial Group 7,755 4,371 3,384 31 17 131735 SWFT Swift Transporation Co., Inc. 92,376 62,988 29,388 368 251 1171736 SY Sybase, Inc. 17,364 11,448 5,916 69 46 241737 SCMR Sycamore Networks, Inc. 33,862 26,287 7,575 135 105 301738 SYMC Symantec Corporation 759,490 523,601 235,889 3,026 2,086 9401739 SBL Symbol Technologies, Inc. 115,056 79,697 35,359 458 318 1411740 SYMM Symmetricom, Inc. (New) 9,097 5,163 3,934 36 21 161741 SYNA Synaptics Incorporated 75,883 46,487 29,396 302 185 1171742 ELOS Syneron Medical Ltd. 87,292 56,245 31,047 348 224 1241743 SNPS Synopsys, Inc. 36,050 22,939 13,111 144 91 521744 SYNO Synovis Life Technologies, Inc. 4,693 3,955 738 19 16 31745 SNV Synovous Financial Corp. 26,703 21,701 5,002 106 86 201746 BRLC Syntax-Brillian Corp. 26,583 23,201 3,382 604 527 771747 SYNM Syntroleum Corporation 14,304 11,627 2,677 57 46 111748 SYY Sysco Corporation 121,121 87,335 33,786 483 348 1351749 TROW T. Rowe Price Group, Inc. 67,645 33,817 33,828 270 135 1351750 TSM Taiwan Semiconductor Manufacturing Company Ltd. 102,881 77,463 25,418 410 309 1011751 TTWO Take-Two Interactive Software 278,063 129,291 148,772 1,108 515 5931752 TLB Talbots, Inc. (The) 17,170 12,610 4,560 68 50 181753 TLM Talisman Energy, Inc. 149,939 110,412 39,527 597 440 1571754 TALK Talk America Holdings, Inc. 6,107 4,429 1,678 24 18 71755 TALX TALX Corporation 36,136 28,234 7,902 144 112 311756 TNOX Tanox, Inc. 24,009 13,279 10,730 96 53 431757 TRE Tanzanian Royalty Exploration Corporation 63,332 48,757 14,575 252 194 581758 TGT Target Corporation 556,625 270,837 285,788 2,218 1,079 1,1391759 TAROF Taro Pharmaceutical Industries Ltd. 75,546 47,843 27,703 301 191 1101760 TASR TASER International, Inc. 447,615 279,787 167,828 1,783 1,115 6691761 TCO Taubman Centers, Inc. 13,182 3,965 9,217 53 16 371762 AMTD TD Ameritrade Holding Corp. 387,240 262,478 124,762 1,543 1,046 4971763 BNK TD Banknorth Inc. 485 434 51 2 2 01764 TECD Tech Data Corporation 33,453 11,542 21,911 133 46 871765 TECH Techne Corporation 5,753 3,234 2,519 23 13 101766 TOA Technical Olympic USA, Inc. 69,506 14,628 54,878 277 58 2191767 TCK Teck Cominco Limited 12,966 10,731 2,235 288 238 501768 TE TECO Energy, Inc. 17,276 10,286 6,990 69 41 281769 TK Teekay Shipping Corporation 71,986 46,053 25,933 287 183 1031770 TKLC Tekelec 40,173 16,924 23,249 160 67 931771 TEK Tektronix, Inc. 20,366 13,677 6,689 81 54 271772 TNE Tele Norte Leste Participacoes SA 2,817 1,969 848 11 8 31773 TMX Telefonos de Mexico, S.A. de C.V. ADR 159,320 93,546 65,774 635 373 2621774 TELK Telik, Inc. 341,711 182,084 159,627 1,361 725 6361775 TLAB Tellabs, Inc. 182,613 133,430 49,183 728 532 1961776 WRLS Telular Corporation (New) 1,172 1,168 4 5 5 01777 TIN Temple-Inland, Inc. 30,125 15,761 14,364 120 63 571778 TPX Tempur-Pedic International, Inc. 164,121 46,061 118,060 654 184 4701779 TS Tenaris S.A. 332,725 211,807 120,918 1,326 844 4821780 THC Tenet Healthcare Corporation 216,486 118,735 97,751 862 473 3891781 TEN Tenneco, Inc. 6,492 4,875 1,617 26 19 61782 TER Teradyne, Inc. 69,514 50,170 19,344 277 200 771783 TEX Terex Corporation 124,990 73,366 51,624 498 292 2061784 TX Ternium S.A. 6,183 5,623 560 32 29 31785 TRA Terra Industries, Inc. 34,442 30,853 3,589 137 123 141786 TSO Tesoro Corporation 358,241 213,218 145,023 1,427 849 5781787 TSRA Tessera Technologies, Inc. 75,994 59,734 16,260 303 238 651788 TTI TETRA Technologies, Inc. (New) 16,433 11,955 4,478 113 82 311789 TEVA Teva Pharmaceutical Industries Limited ADR 580,817 350,966 229,851 2,314 1,398 9161790 TXI Texas Industries, Inc. 67,150 39,835 27,315 268 159 1091791 TXN Texas Instruments Incorporated 1,462,590 806,194 656,396 5,827 3,212 2,6151792 TXRH Texas Roadhouse, Inc. 4,331 3,939 392 24 22 2





1793 TXT Textron, Inc. 47,563 29,074 18,489 189 116 741794 ANDE The Andersons, Inc. 20,991 15,090 5,901 165 119 461795 BCO The Brink's Company 121,638 81,714 39,924 485 326 1591796 DTV The DIRECTV Group, Inc. 120,866 62,080 58,786 482 247 2341797 DBRN The Dress Barn, Inc. 82,375 50,185 32,190 328 200 1281798 TXCO The Exploration Company of Delaware 6,110 4,935 1,175 69 55 131799 FINL The Finish Line - CL A 9,164 6,902 2,262 37 27 91800 FAF The First American Financial Corporation 32,427 12,947 19,480 129 52 781801 GS The Goldman Sachs Group, Inc. 2,069,349 1,279,360 789,989 8,244 5,097 3,1471802 GBX The Greenbrier Companies, Inc. 4,413 2,372 2,041 64 34 301803 HSY The Hershey Company 34,612 21,541 13,071 138 86 521804 SJM The J.M. Smucker Company 10,117 6,848 3,269 40 27 131805 LMS The Lamson & Sessions Co. 20,034 15,516 4,518 124 96 281806 TMR The Meridian Resource Corporation 34,921 33,503 1,418 139 133 61807 MLS The Mills Corporation 221,888 129,401 92,487 884 516 3681808 PTRY The Pantry, Inc. 28,489 17,284 11,205 127 77 501809 PGR The Progressive Corporation 63,023 35,441 27,582 251 141 1101810 RYL The Ryland Group, Inc. 422,170 164,278 257,892 1,682 654 1,0271811 SMG The Scotts Miracle-Gro Company 23,753 13,612 10,141 95 54 401812 SGR The Shaw Group, Inc. 88,648 63,531 25,117 353 253 1001813 TSA The Sports Authority, Inc. 8,715 7,104 1,611 35 28 61814 JOE The St Joe Company 192,829 76,026 116,803 768 303 4651815 STA The St. Paul Travelers Companies, Inc. 143,404 97,608 45,796 571 389 1821816 DIS The Walt Disney Company 609,246 435,709 173,537 2,427 1,736 6911817 WTSLA The Wet Seal, Inc. 50,567 46,587 3,980 201 186 161818 NCTY The9 Limited 80,733 55,543 25,190 322 221 1001819 THRX Theravance, Inc. 26,735 15,970 10,765 114 68 461820 TMO Thermo Fisher Scientific, Inc. 9,031 6,796 2,235 36 27 91821 TWTI Third Wave Technologies, Inc. 1,857 1,302 555 7 5 21822 THO Thor Industries, Inc. 48,089 15,324 32,765 192 61 1311823 THOR Thoratec Corporation 47,660 38,478 9,182 190 153 371824 TMA Thornburg Mortgage, Inc. 44,857 21,931 22,926 179 87 911825 THQI THQ Inc. 56,492 39,246 17,246 225 156 691826 TIBX TIBCO Software 86,341 68,632 17,709 344 273 711827 TDW Tidewater, Inc. 61,584 35,667 25,917 245 142 1031828 TIF Tiffany & Co. 82,619 51,569 31,050 329 205 1241829 THI Tim Hortons, Inc. 79,561 35,570 43,991 421 188 2331830 TWTC Time Warner Telecom, Inc. 27,086 16,726 10,360 108 67 411831 TWX Time Warner, Inc. 2,953,020 2,283,274 669,746 11,765 9,097 2,6681832 TIE Titanium Metals Corporation 1,108,264 764,990 343,274 4,415 3,048 1,3681833 TIVO TiVo, Inc. 345,767 251,036 94,731 1,378 1,000 3771834 TJX TJX Companies, Inc. (The) 53,887 37,131 16,756 215 148 671835 TLCV TLC Vision Corporation 32,586 17,677 14,909 130 70 591836 THE Todco 225,092 155,717 69,375 897 620 2761837 TOL Toll Brothers, Inc. 876,153 504,386 371,767 3,491 2,010 1,4811838 TOMO Tom Online, Inc. 187,411 104,058 83,353 747 415 3321839 TOM Tommy Hilfiger Corporation 5,704 4,556 1,148 23 18 51840 TOPT TOP Tankers, Inc. 85,850 48,536 37,314 342 193 1491841 TRGL Toreador Resources Corporation 17,253 12,262 4,991 69 49 201842 TD Toronto Dominion Bank 19,646 12,862 6,784 78 51 271843 TOT Total S.A. (ADR) 38,443 24,122 14,321 153 96 571844 TWGP Tower Group, Inc. 2,743 2,240 503 11 9 21845 TM Toyota Motor Corporation ADR 119,262 79,104 40,158 475 315 1601846 TSCO Tractor Supply Company 37,863 20,733 17,130 151 83 681847 TRAD Tradestation Group, Inc. 46,186 38,565 7,621 184 154 301848 TGA TransGlobe Energy Corporation 23,923 19,510 4,413 95 78 181849 TMY Transmeridian Exploration, Incorporated 9,279 8,411 868 44 39 41850 TMG TransMontaigne, Inc. 8,436 7,029 1,407 34 28 61851 RIG Transocean, Inc. 1,580,069 855,512 724,557 6,295 3,408 2,8871852 TZOO Travelzoo, Inc. 3,247 2,678 569 135 112 241853 TRI Triad Hospitals 83,248 47,166 36,082 332 188 1441854 TRB Tribune Company 190,570 90,030 100,540 759 359 4011855 TRID Trident Microsystems, Inc. 95,005 61,869 33,136 379 246 1321856 TRMS Trimeris, Inc. 20,703 13,569 7,134 82 54 28





1857 TRN Trinity Industries, Inc. 67,472 47,296 20,176 269 188 801858 TQNT Triquint Semiconductor, Inc. 37,421 28,897 8,524 149 115 341859 TIV Tri-Valley Corporation 42,998 29,261 13,737 171 117 551860 TRZ Trizec Properties, Inc. (New) 7,568 5,678 1,890 30 23 81861 TRX Tronox, Incorporated 6,839 6,823 16 30 30 01862 TRLG True Religon Apparel, Inc. 209,216 134,085 75,131 834 534 2991863 TNP Tsakos Energy Navigation Ltd. 30,371 25,024 5,347 121 100 211864 OVEN TurboChef Technologies, Inc. 193,687 127,462 66,225 772 508 2641865 TWB Tween Brands, Inc. 79,220 53,126 26,094 316 212 1041866 TWTR Tweeter Home Entertainment Group, Inc. 2,636 2,053 583 11 8 21867 TXU TXU Company 540,695 294,698 245,997 2,154 1,174 9801868 TYC Tyco International Limited 821,941 532,348 289,593 3,275 2,121 1,1541869 TSN Tyson Foods, Inc. (Class A) 186,668 57,795 128,873 744 230 5131870 USB U.S. Bancorp 276,011 199,719 76,292 1,100 796 3041871 RMIX U.S. Concrete, Inc. 11,528 8,059 3,469 51 36 151872 UAUA UAL Corporation (New) 281,279 190,390 90,889 1,256 850 4061873 UPCS UbiquiTel, Inc. 13,599 12,735 864 54 51 31874 UBS UBS AG 78,922 44,462 34,460 314 177 1371875 UGI UGI Corporation 6,023 5,203 820 24 21 31876 UCI UICI 589 522 67 2 2 01877 UPL Ultra Petroleum Corp. 599,849 399,170 200,679 2,390 1,590 8001878 UTEK Ultratech, Inc. 18,367 12,489 5,878 73 50 231879 UA Under Armour, Inc. 297,057 167,061 129,996 1,183 666 5181880 UBB Unibanco Uniao de Bancos Brasileros 82,304 53,299 29,005 328 212 1161881 UN Unilever N.V. 15,141 7,357 7,784 60 29 311882 UNP Union Pacific Corporation 154,710 78,028 76,682 616 311 3061883 UNS UniSource Energy Corporation (New) 8,754 7,798 956 35 31 41884 UIS Unisys Corporation 163,507 84,939 78,568 651 338 3131885 UNT Unit Corporation 45,197 29,112 16,085 180 116 641886 UAG United Auto Group, Inc. 87 73 14 2 2 01887 UIC United Industrial Corporation 35,206 25,714 9,492 140 102 381888 UMC United Microelectronics Corporation 5,175 4,553 622 21 18 21889 UNFI United Natural Foods, Inc. (New) 18,048 11,682 6,366 72 47 251890 UNTD United Online, Inc. 19,656 11,458 8,198 78 46 331891 UPS United Parcel Service, Inc. 1,239,246 875,092 364,154 4,937 3,486 1,4511892 URI United Rentals, Inc. 56,337 34,551 21,786 224 138 871893 X United States Seel Corporation 1,173,581 586,446 587,135 4,676 2,336 2,3391894 USTR United Stationers, Inc. 4,947 2,691 2,256 20 11 91895 UTX United Technologies Corporation 300,207 185,706 114,501 1,196 740 4561896 UTHR United Therapeutics Corp. 160,768 96,996 63,772 641 386 2541897 UNH UnitedHealth Group 1,660,250 1,096,598 563,652 6,615 4,369 2,2461898 UHS Universal Health Services, Inc. 34,152 23,417 10,735 136 93 431899 UVN Univision Communications, Inc. 364,080 279,501 84,579 1,451 1,114 3371900 UNM Unumprovident Corporation 53,374 31,864 21,510 213 127 861901 URBN Urban Outfitters, Inc. 178,356 109,590 68,766 711 437 2741902 ULGX Urologix, Inc. (New) 1,450 791 659 6 3 31903 LCC US Airways Group, Inc., (New) 231,268 123,623 107,645 921 493 4291904 CLEC US LEC Corporation 1,570 1,354 216 29 25 41905 USNA USANA Health Sciences, Inc. 20,607 10,679 9,928 82 43 401906 USU USEC, Inc. 75,761 47,997 27,764 302 191 1111907 USG USG Corporation 517,630 329,937 187,693 2,062 1,314 7481908 UST UST, Inc. 119,150 49,318 69,832 475 196 2781909 UTSI UTStarcom, Inc. 174,129 133,144 40,985 694 530 1631910 VCI Valassis Communications, Inc. 425 55 370 2 0 11911 VRX Valeant Pharmaceuticals International 389,156 239,154 150,002 1,550 953 5981912 VLO Valero Energy Corporation 3,430,288 2,021,059 1,409,229 13,666 8,052 5,6141913 VCLK ValueClick, Inc. 80,627 59,014 21,613 321 235 861914 VAR Varian Associates, Inc. 85,607 46,962 38,645 341 187 1541915 VARI Varian Inc. 5,796 4,401 1,395 23 18 61916 VSEA Varian Semiconductor Equipment Associates, Inc. 64,918 29,375 35,543 259 117 1421917 VASC Vascular Solutions, Inc. (New) 20,467 5,345 15,122 82 21 601918 VSGN Vasogen, Inc. 109,307 96,507 12,800 435 384 511919 WOOF VCA Antech, Inc. 14,883 9,787 5,096 59 39 201920 VGR Vector Group Ltd. 18,622 7,316 11,306 74 29 45





1921 VECO Veeco Instruments Inc. 52,698 27,522 25,176 210 110 1001922 VMSI Ventana Medical Systems, Inc. 16,968 8,231 8,737 68 33 351923 VSE VeraSun Energy 69,876 43,100 26,776 525 324 2011924 PAY VeriFone Holdings, Inc. 46,317 36,860 9,457 185 147 381925 VRNT Verint Systems, Inc. 11,842 7,755 4,087 47 31 161926 VRSN Verisign, Inc. 310,075 188,150 121,925 1,235 750 4861927 VTS Veritas DGC, Inc. 146,026 107,736 38,290 582 429 1531928 VZ Verizon Communications, Inc. 1,325,656 828,744 496,912 5,281 3,302 1,9801929 VRTX Vertex Pharmaceuticals, Inc. 266,017 135,324 130,693 1,060 539 5211930 VIA Viacom, Inc. Class A 23,490 14,958 8,532 94 60 341931 VIA.B Viacom, Inc. Class B 176,686 149,631 27,055 704 596 1081932 VIGN Vignette Corporation (New) 7,924 5,688 2,236 32 23 91933 VIP VimpelCom 175,448 89,727 85,721 699 357 3421934 VPHM ViroPharma, Incorporated 146,812 103,667 43,145 585 413 1721935 VSH Vishay Intertechnology, Inc. 136,859 88,403 48,456 545 352 1931936 VGZ Vista Gold Corp. 20,673 16,301 4,372 142 112 301937 VSTA VistaCare, Inc. 6,620 4,068 2,552 26 16 101938 VPRT VistaPrint Limited 13,601 7,956 5,645 54 32 221939 VC Visteon Corp. 375,193 74,235 300,958 1,495 296 1,1991940 VTSS Vitesse Semiconductor Corporation (New) 66,205 43,288 22,917 302 198 1051941 V Vivendi SA 17,876 12,773 5,103 71 51 201942 VVUS VIVUS, Inc. 14,251 7,700 6,551 57 31 261943 VOD Vodafone Group PLC ADR 224,004 139,099 84,905 892 554 3381944 VLCM Volcom, Inc. 5,961 3,348 2,613 76 43 341945 VLTR Volterra Semiconductor Corporation 16,069 10,977 5,092 64 44 201946 VG Vonage Holdings Corporation 46,019 26,621 19,398 313 181 1321947 VMC Vulcan Materials 41,576 24,842 16,734 166 99 671948 BER W.R. Berkley Corporation 70,200 56,956 13,244 280 227 531949 GRA W.R. Grace & Co. 389,749 277,358 112,391 1,553 1,105 4481950 WB Wachovia Corporation 1,087,994 752,802 335,192 4,335 2,999 1,3351951 WAG Walgreen Company 597,695 370,752 226,943 2,381 1,477 9041952 WMT Wal-Mart Stores, Inc. 3,176,897 1,913,438 1,263,459 12,657 7,623 5,0341953 WLT Walter Industries, Inc. 152,531 102,902 49,629 608 410 1981954 WCRX Warner Chilcott Limited 2,284 2,244 40 51 50 11955 WRES Warren Resources, Inc. 25,403 13,107 12,296 101 52 491956 WM Washington Mutual, Inc. 443,862 258,480 185,382 1,768 1,030 7391957 WCN Waste Connections, Inc. 10,724 9,308 1,416 43 37 61958 WMI Waste Management, Inc. 105,834 87,968 17,866 422 350 711959 WAT Waters Corporation 25,080 13,207 11,873 100 53 471960 WPI Watson Pharmaceuticals, Inc. 20,289 12,598 7,691 81 50 311961 WTS Watts Water Technologies, Inc. 10,013 7,061 2,952 69 48 201962 WCI WCI Communities, Inc. (New) 169,804 61,319 108,485 677 244 4321963 WFT Weatherford International, Inc. 238,590 158,558 80,032 951 632 3191964 WEBX WebEx Communications, Inc. 67,757 38,380 29,377 270 153 1171965 WBMD WebMD Health Corp. 30,843 16,723 14,120 123 67 561966 WBSN Websense, Inc. 32,158 19,269 12,889 128 77 511967 WSSI WebSideStory, Inc. 8,332 6,649 1,683 33 26 71968 WZEN Webzen, Inc. 11,160 6,499 4,661 44 26 191969 WTW Weight Watchers International, Inc. 40,323 21,327 18,996 161 85 761970 WCG Wellcare Health Plans, Inc. 30,982 14,066 16,916 123 56 671971 WLP WellPoint Health Networks Inc. 211,759 117,171 94,588 844 467 3771972 WFC Wells Fargo & Company 616,353 233,952 382,401 2,456 932 1,5241973 WEN Wendy's International, Inc. 180,420 123,541 56,879 719 492 2271974 WERN Werner Enterprises, Inc. 12,110 8,816 3,294 48 35 131975 WCC WESCO Interntional, Inc. 29,580 18,277 11,303 118 73 451976 WDC Western Digital Corporation 219,075 140,603 78,472 873 560 3131977 WGR Western Gas Resources, Inc. 34,001 25,173 8,828 135 100 351978 WNR Western Refining, Inc. 36,562 27,205 9,357 193 144 501979 WTZ Western Silver Corporation 9,799 7,585 2,214 39 30 91980 WU Western Union Company 16,036 12,309 3,727 255 195 591981 WY Weyerhaeuser Company 200,857 134,184 66,673 800 535 2661982 WHQ W-H Energy Services, Inc. 19,762 13,328 6,434 79 53 261983 WHR Whirlpool Corporation 147,085 67,096 79,989 586 267 3191984 WLL Whiting Petroleum Corporation 26,008 16,068 9,940 104 64 40





1985 WFMI Whole Foods Market, Inc. 682,165 405,177 276,988 2,718 1,614 1,1041986 OATS Wild Oats Markets, Inc. 43,615 30,458 13,157 174 121 521987 WG Willbros Group, Inc. 9,753 6,151 3,602 43 27 161988 WMB Williams Companies, Inc. (The) 889,407 685,533 203,874 3,543 2,731 8121989 WSM Williams-Sonoma, Inc. 76,386 34,287 42,099 304 137 1681990 WSH Willis Group Holdings Limited 9,500 6,803 2,697 38 27 111991 WIND Wind River Systems, Inc. 21,267 14,092 7,175 85 56 291992 WNDXQ Winn-Dixie Stores, Inc. 503 236 267 2 1 11993 WGO Winnebago Industries, Inc. 104,657 30,966 73,691 417 123 2941994 WIT Wipro Limited 43,093 33,643 9,450 172 134 381995 WFII Wireless Facilities, Inc. 8,883 7,120 1,763 35 28 71996 WITS Witness Systems, Inc. (New) 5,812 4,482 1,330 23 18 51997 WLDA World Air Holdings, Inc. 1,225 1,056 169 5 4 11998 INT World Fuel Services Corporation 3,891 1,981 1,910 16 8 81999 WRSP WorldSpace, Inc. 15,878 8,677 7,201 63 35 292000 WOR Worthington Industries, Inc. 34,911 19,531 15,380 139 78 612001 WMGI Wright Medical Group, Inc. 12,346 7,450 4,896 49 30 202002 WWY Wrigley (Wm.) Jr. Company 47,542 30,574 16,968 189 122 682003 WYE Wyeth 736,922 507,354 229,568 2,936 2,021 9152004 WYN Wyndham Worldwide Corporation 54,960 37,133 17,827 518 350 1682005 WYNN Wynn Resorts, Limited 630,857 389,313 241,544 2,513 1,551 9622006 XEL Xcel Energy, Inc. 11,610 10,045 1,565 46 40 62007 XNPT Xenoport, Inc. 2,030 883 1,147 68 29 382008 XRX Xerox Corporation 195,143 133,148 61,995 777 530 2472009 XNL Xethanol Corporation 29,137 16,753 12,384 247 142 1052010 XLNX Xilinix, Inc. 325,604 192,384 133,220 1,297 766 5312011 XL XL Capital LTD 56,626 17,233 39,393 226 69 1572012 XMSR XM Satellite Radio Holdings, Inc. 1,193,910 669,108 524,802 4,757 2,666 2,0912013 XTO XTO Energy, Inc. 250,624 149,929 100,695 999 597 4012014 XRTX Xyratek Ltd. 70,288 52,745 17,543 390 293 972015 YHOO Yahoo!, Inc. 4,218,526 2,746,283 1,472,243 16,807 10,941 5,8662016 AUY Yamana Gold, Inc. 182,162 151,433 30,729 726 603 1222017 YMI YM Biosciences, Inc. 17,207 12,190 5,017 82 58 242018 YRCW YRC Worldwide, Inc. 160,315 93,010 67,305 639 371 2682019 YUM YUM! Brands, Inc. 61,232 33,010 28,222 244 132 1122020 ZLC Zale Corporation 13,318 5,339 7,979 53 21 322021 ZBRA Zebra Technologies, Inc. 22,778 13,143 9,635 91 52 382022 ZMH Zimmer Holdings, Inc. 159,188 96,988 62,200 634 386 2482023 ZION Zions Bancorporation 24,541 12,331 12,210 98 49 492024 ZIXI Zix Corporation 4,119 3,389 730 16 14 32025 ZOLT Zoltek Companies, Inc. (New) 134,625 79,771 54,854 536 318 2192026 ZRAN Zoran Corp. 83,958 51,358 32,600 334 205 1302027 ZGEN Zymogenetics, Inc. 6,678 2,785 3,893 27 11 16


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


1 AAPL Apple Computer, Inc. 9,815,555 5,612,571 4,202,984 39,106 22,361 16,7452 GOOG Google, Inc. 8,512,143 4,924,240 3,587,903 33,913 19,618 14,2943 MO Altria Group, Inc. 7,604,137 5,331,360 2,272,777 30,295 21,240 9,0554 GM General Motors Corporation 6,283,823 2,091,736 4,192,087 25,035 8,334 16,7025 MSFT Microsoft Corporation 6,229,074 4,351,651 1,877,423 24,817 17,337 7,4806 INTC Intel Corporation 5,976,381 4,065,580 1,910,801 23,810 16,198 7,6137 YHOO Yahoo!, Inc. 4,218,526 2,746,283 1,472,243 16,807 10,941 5,8668 HPQ Hewlett-Packard Company 4,206,924 2,648,924 1,558,000 16,761 10,553 6,2079 AMD Advanced Micro Devices, Inc. 3,883,172 2,402,958 1,480,214 15,471 9,574 5,897

10 PFE Pfizer, Inc. 3,702,428 2,388,138 1,314,290 14,751 9,514 5,23611 QCOM QUALCOMM, Inc. 3,661,836 2,374,285 1,287,551 14,589 9,459 5,13012 GE General Electric Company 3,580,598 2,156,392 1,424,206 14,265 8,591 5,67413 VLO Valero Energy Corporation 3,430,288 2,021,059 1,409,229 13,666 8,052 5,61414 ELN Elan Corporation PLC ADR 3,369,440 2,367,683 1,001,757 13,424 9,433 3,99115 RIMM Research in Motion Limited 3,335,097 1,740,359 1,594,738 13,287 6,934 6,35416 BRCM Broadcom, Inc. 3,210,324 2,049,429 1,160,895 12,790 8,165 4,62517 CSCO Cisco Systems, Inc. 3,178,120 2,237,863 940,257 12,662 8,916 3,74618 WMT Wal-Mart Stores, Inc. 3,176,897 1,913,438 1,263,459 12,657 7,623 5,03419 S Sprint Nextel Corporation 3,175,948 1,789,234 1,386,714 12,653 7,128 5,52520 XOM Exxon Mobil Corporation 3,153,769 1,845,345 1,308,424 12,565 7,352 5,21321 SNDK SanDisk Corporation 3,122,785 1,681,263 1,441,522 12,441 6,698 5,74322 CVX Chevron Corporation 3,097,470 1,916,858 1,180,612 12,341 7,637 4,70423 TWX Time Warner, Inc. 2,953,020 2,283,274 669,746 11,765 9,097 2,66824 NEM Newmont Mining Corporation 2,892,004 1,711,777 1,180,227 11,522 6,820 4,70225 HAL Halliburton Company 2,733,121 1,533,090 1,200,031 10,889 6,108 4,78126 C Citigroup, Inc. 2,700,819 1,704,707 996,112 10,760 6,792 3,96927 DELL Dell Computer Corp. 2,590,549 1,446,489 1,144,060 10,321 5,763 4,55828 EBAY eBay, Inc. 2,582,918 1,594,129 988,789 10,291 6,351 3,93929 RMBS Rambus, Inc. 2,478,087 1,811,207 666,880 9,873 7,216 2,65730 BAC Bank of America Corporation 2,371,317 1,413,692 957,625 9,447 5,632 3,81531 COP ConocoPhillips 2,275,819 1,610,401 665,418 9,067 6,416 2,65132 MRVL Marvell Technology Group, Ltd. 2,256,521 1,603,251 653,270 8,990 6,387 2,60333 PD Phelps Dodge Corporation 2,170,429 1,254,296 916,133 8,647 4,997 3,65034 ORCL Oracle Corporation 2,149,050 1,554,267 594,783 8,562 6,192 2,37035 JPM JPMorgan Chase & Co. 2,107,307 1,332,686 774,621 8,396 5,310 3,08636 GS The Goldman Sachs Group, Inc. 2,069,349 1,279,360 789,989 8,244 5,097 3,14737 CHK Chesapeake Energy Corporation 2,035,948 1,447,848 588,100 8,111 5,768 2,34338 HD Home Depot, Inc. (The) 2,004,651 1,303,974 700,677 7,987 5,195 2,79239 MCD McDonald's Corporation 1,933,570 1,133,191 800,379 7,703 4,515 3,18940 MOT Motorola, Inc. 1,900,983 1,240,009 660,974 7,574 4,940 2,63341 F Ford Motor Company 1,857,648 856,617 1,001,031 7,401 3,413 3,98842 ECA EnCana Corporation 1,816,066 1,188,388 627,678 7,235 4,735 2,50143 AMZN Amazon.Com, Inc. 1,798,186 566,546 1,231,640 7,164 2,257 4,90744 SIRI Sirius Satellite Radio 1,787,273 1,346,223 441,050 7,121 5,363 1,75745 SHLD Sears Holdings Corporation 1,697,016 1,026,241 670,775 6,761 4,089 2,67246 CAT Caterpillar, Inc. 1,691,671 900,874 790,797 6,740 3,589 3,15147 AMR AMR Corporation 1,672,899 870,138 802,761 6,665 3,467 3,19848 UNH UnitedHealth Group 1,660,250 1,096,598 563,652 6,615 4,369 2,24649 RIG Transocean, Inc. 1,580,069 855,512 724,557 6,295 3,408 2,88750 NYX NYSE Group, Inc. 1,564,159 978,585 585,574 7,556 4,727 2,82951 BSX Boston Scientific Corporation 1,558,531 1,097,813 460,718 6,209 4,374 1,83652 IBM International Business Machines Corporation 1,535,324 840,390 694,934 6,117 3,348 2,76953 AMGN Amgen, Inc. 1,478,748 968,855 509,893 5,891 3,860 2,03154 BBY Best Buy Co., Inc. 1,464,040 779,518 684,522 5,833 3,106 2,72755 TXN Texas Instruments Incorporated 1,462,590 806,194 656,396 5,827 3,212 2,61556 SEPR Sepracor, Inc. 1,370,770 858,791 511,979 5,461 3,421 2,04057 EEE Evergreen Energy, Inc. 1,343,634 900,408 443,226 5,353 3,587 1,76658 VZ Verizon Communications, Inc. 1,325,656 828,744 496,912 5,281 3,302 1,98059 NEW New Century Financial Corporation 1,321,912 789,600 532,312 5,267 3,146 2,12160 SLB Schlumberger Limited 1,286,205 751,599 534,606 5,124 2,994 2,13061 UPS United Parcel Service, Inc. 1,239,246 875,092 364,154 4,937 3,486 1,45162 BIDU Baidu.com 1,225,951 772,796 453,155 6,319 3,983 2,33663 BMY Bristol-Myers Squibb Company 1,199,891 664,372 535,519 4,780 2,647 2,13464 PG Procter & Gamble Company (The) 1,197,205 674,595 522,610 4,770 2,688 2,082



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



65 XMSR XM Satellite Radio Holdings, Inc. 1,193,910 669,108 524,802 4,757 2,666 2,09166 X United States Seel Corporation 1,173,581 586,446 587,135 4,676 2,336 2,33967 TIE Titanium Metals Corporation 1,108,264 764,990 343,274 4,415 3,048 1,36868 KO Coca-Cola Company (The) 1,106,535 845,504 261,031 4,409 3,369 1,04069 WB Wachovia Corporation 1,087,994 752,802 335,192 4,335 2,999 1,33570 KKD Krispy Kreme Doughnuts, Inc. 1,085,614 532,728 552,886 4,325 2,122 2,20371 AIG American International Group, Inc. 1,071,156 677,411 393,745 4,268 2,699 1,56972 MT Mittal Steel Company N.V. 1,037,932 618,238 419,694 4,135 2,463 1,67273 MRK Merck & Co., Inc. 1,034,331 634,615 399,716 4,121 2,528 1,59274 GRMN Garmin, Ltd. 1,026,614 632,149 394,465 4,090 2,519 1,57275 AMAT Applied Materials, Inc. 1,022,886 706,956 315,930 4,075 2,817 1,25976 HOG Harley-Davidson, Inc. 1,010,520 419,180 591,340 4,026 1,670 2,35677 HMY Harmony Gold Mining Company Limited 1,008,280 761,664 246,616 4,017 3,035 98378 SBUX Starbucks Corporation 1,001,211 580,922 420,289 3,989 2,314 1,67479 NVDA NVIDIA Corporation 994,036 525,896 468,140 3,960 2,095 1,86580 AA ALCOA, Inc. 983,931 615,545 368,386 3,920 2,452 1,46881 MS Morgan Stanley 982,506 606,406 376,100 3,914 2,416 1,49882 LU Lucent Technologies, Inc. 962,166 837,998 124,168 3,833 3,339 49583 GG Goldcorp, Inc. 926,627 650,411 276,216 3,692 2,591 1,10084 LEH Lehman Brothers Holdings, Inc. 913,219 422,866 490,353 3,638 1,685 1,95485 GLW Corning Incorporated 909,066 619,849 289,217 3,622 2,470 1,15286 MU Micron Technology, Inc. 900,866 593,503 307,363 3,589 2,365 1,22587 T AT&T Corporation 893,900 597,803 296,097 3,561 2,382 1,18088 LEN Lennar Corporation 893,053 631,796 261,257 3,558 2,517 1,04189 WMB Williams Companies, Inc. (The) 889,407 685,533 203,874 3,543 2,731 81290 SUNW Sun Microsystems, Inc. 885,665 685,679 199,986 3,529 2,732 79791 ETFC E*Trade Financial Corporation 884,198 570,646 313,552 3,523 2,273 1,24992 CFC Countrywide Financial Corporation 879,736 411,230 468,506 3,505 1,638 1,86793 TOL Toll Brothers, Inc. 876,153 504,386 371,767 3,491 2,010 1,48194 APA Apache Corporation 870,760 526,800 343,960 3,469 2,099 1,37095 ATI Allegheny Technologies, Inc. 861,089 553,773 307,316 3,431 2,206 1,22496 JNJ Johnson & Johnson 855,827 566,686 289,141 3,410 2,258 1,15297 NOK Nokia Corporation ADR 854,019 562,262 291,757 3,402 2,240 1,16298 CAR Avis Budget Group, Inc. 851,128 543,742 307,386 3,391 2,166 1,22599 ALL Allstate Corporation (The) 848,830 705,737 143,093 3,382 2,812 570100 PALM Palm, Inc. 846,682 608,790 237,892 3,373 2,425 948


CASH INDEX OPTIONS - 2006

Standard & Poor’s IndexesOEX® (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.SPXTM (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 SmallCap 600 Index Options (SML): June 5, 1995.XSP (Mini S&P 500 Index): October 25, 2005.

Dow Jones AveragesOptions and LEAPS on the Dow Jones Industrial AverageSM (DJX): October 6, 1997.Options on the Dow Jones Transportation AverageSM (DTX): October 6, 1997. Options on the Dow Jones Utility AverageSM (DUX): October 6, 1997.Options on The Dow 10SM (MUT): January 4, 1999. Options on the Dow Jones Internet Commerce IndexSM (ECM): February 26, 1999.Options on the Dow Jones Equity REIT IndexSM (DJR): April 19, 1999.Jumbo Options on the Dow Jones Industrial Average (DXL): October 11, 2005.

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

Russell IndexesRussell 1000® Index (RUI): October 27, 2003.Russell 1000® Growth Index (RLG): October 27, 2003.Russell 1000® Value Index (RLV): October 27, 2003.Russell 2000® Index (RUT): November 11, 1992.Russell 2000® Growth Index (RUO): October 28, 2003.Russell 2000® Value Index (RUJ): October 28, 2003.Russell 2000® Mini-Russell Index (RMN): January 3, 2005.Russell 3000® Index (RUA): October 29, 2003.Russell 3000® Growth Index (RAG): October 29, 2003.Russell 3000® Value Index (RAV): October 29, 2003.Russell Midcap® Index (RMC): October 30, 2003.Russell Midcap® Growth Index (RDG): October 30, 2003.Russell Midcap® Value Index (RMV): October 30, 2003.

Chicago Board Options Exchange IndexesCBOE Volatility Index (VIX): February 24, 2006.CBOE China Index (CYX): November 1, 2004.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. CBOE Exchange Index (EXQ): September 19, 2006.

Chicago Board Options Exchange PowerPacks IndexesCBOE PowerPacks Pharmaceuticals Index (PFU): July 8, 2005.CBOE PowerPacks Telecom Index (POQ): July 8, 2005.CBOE PowerPacks Gold Index (POU): July 8, 2005.CBOE PowerPacks Oil Index (POY): July 8, 2005.CBOE PowerPacks Technology Index (PVC): July 8, 2005.CBOE PowerPacks Iron & Steel Index (PVF): July 8, 2005.CBOE PowerPacks Bank Index (PVK): July 8, 2005.CBOE PowerPacks Internet Index (PVL): July 8, 2005.CBOE PowerPacks Oil Services Index (PVO): July 8, 2005.CBOE PowerPacks Biotechnology Index (PVP): July 8, 2005.CBOE PowerPacks Semiconductor Index (PVU): July 8, 2005.CBOE PowerPacks Retail Index (RPY): July 8, 2005.

Morgan Stanley IndexesMorgan 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 OptionsCBOE trades options on Equity and Index FLexible Exchange Options®. FLEX® Options allow users to custom-tailor most contract terms, such as expiration date, exercise style, exercise price, type, size, settlement and position limits. Visit www.cboe.com for a list of equities that are FLEX eligible. Index FLEX options are available on all indexes approved for options trading, including the S&P 100 (OEX & XEO), S&P 500, Nasdaq-100 (NDX & MNX), 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.

CHICAGO BOARD OPTIONS EXCHANGE Page 59 2006 Market Statistics

Most Active Cash Indexes—2006 The following is a description of the index options most actively traded during 2006. Please refer to www.cboe.com for a complete description of each product. Standard & Poor’s 500 Index Options - SPXTM

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. 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 options (SPL) are also traded. Standard & Poor’s 100 Index Options - OEX® & XEO®

"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 and XEO options are available in the four near-term months plus 1 month from the March cycle. OEX options are American-style exercise (they may be exercised on any business day before the expiration date). XEO options are European-style exercise (they generally may be exercised only on the last business day before the expiration date). The exercise-settlement value, OEX, is calculated using the last (closing) reported sales price in the primary market of each component stock on the last business day before the expiration date or on the day the exercise notice is properly submitted if exercised before expiration. Exercise will result in delivery of cash on the business day following expiration. OEX & XEO FLEX and LEAPS are also traded. Options on the CBOE S&P 500 Volatility Index® – VIX®

The CBOE Volatility Index - more commonly referred to as “VIX” - is an up-to-the-minute market estimate of expected volatility that is calculated by using real-time S&P 500® Index (SPX) option bid/ask quotes. VIX uses nearby and second nearby options with at least 8 days left to expiration and then weights them to yield a constant, 30-day measure of the expected volatility of the S&P 500 Index. VIX options are European-style and are available in three near-term months plus three months on the February quarterly cycle (February, May, August and November). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, VRO, is a Special Opening Quotation (SOQ) of VIX calculated from the sequence of opening prices of the SPX options used to calculate VIX at settlement. The opening price for any series in which there is no trade is deemed to be the mid-quote price, the average of that option's bid and ask prices. Only series with non-zero bid prices upon completion of the special SPX opening procedures are used in the SOQ calculation. VIX LEAPS are also traded. Options on the Dow Jones Industrial AverageSM - DJX The Dow Jones Industrial Average (DJIA) is a price-weighted index of 30 of the largest, most liquid NYSE & Nasdaq-listed stocks. Options are based on 1/100th of the DJIA level. Options are European-style and are available in three near-term months plus three months on the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, DJS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. DJX FLEX and LEAPS (based on 1/100th of the DJIA level) are also traded.


Nasdaq-100 Index® Options - NDX The Nasdaq-100 Index is a capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock Marketsm. 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 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. NDX exercise-settlement calculation changed on April 22, 1996. NDX FLEX are available. CBOE Mini Nasdaq-100 Index® Options - MNX The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). 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 exercise-settlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10.


CASH INDEX OPTIONS - 2006

Total Cash Index Options Contract Volume


Jan 20 4,872,092 6,611,231 11,483,323 574,166Feb 19 4,276,709 5,936,010 10,212,719 537,512Mar 23 4,688,777 6,635,707 11,324,484 492,369Apr 19 4,603,120 5,869,999 10,473,119 551,217May 22 6,931,346 10,600,004 17,531,350 796,880Jun 22 6,674,396 9,766,330 16,440,726 747,306Jul 20 5,187,497 7,758,345 12,945,842 647,292Aug 23 5,623,186 7,293,816 12,917,002 561,609Sep 20 5,399,002 7,213,281 12,612,283 630,614Oct 22 6,162,109 8,168,615 14,330,724 651,397Nov 21 6,036,147 8,370,511 14,406,658 686,031Dec 20 5,435,497 7,461,622 12,897,119 644,856Total 251 65,889,878 91,685,471 157,575,349 627,790

Cash Index Options Open Interest and Dollar Volume


Contract Volume

Open Interest in Contracts Dollar Volume


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

Month Call Put Total Call Put Total Call Put TotalJan $1,164 $779 $943 42 51 47 116,749 129,096 245,845Feb $1,326 $772 $1,004 43 48 46 99,468 123,841 223,309Mar $2,483 $905 $1,559 42 46 45 110,844 143,219 254,063Apr $1,214 $710 $931 44 44 44 103,939 131,960 235,899May $1,083 $1,007 $1,037 48 54 51 144,916 195,727 340,643Jun $1,926 $1,510 $1,679 46 54 50 144,820 180,949 325,769Jul $970 $1,070 $1,030 42 52 48 122,300 150,115 272,415Aug $1,122 $731 $901 45 48 47 124,037 153,333 277,370Sep $1,915 $934 $1,354 47 53 50 115,871 135,331 251,202Oct $1,242 $648 $904 44 56 50 139,640 145,629 285,269Nov $1,385 $646 $956 49 61 55 122,415 137,448 259,863Dec $2,088 $879 $1,389 52 60 56 104,595 124,269 228,864Total $1,487 $905 $1,148 45 52 49 1,449,594 1,750,917 3,200,511

Total Cash Index Options Contract Volume By Exchange

Month CBOE AMEX PHLX ISE BOX Total CBOE ShareJan 11,483,323 552,812 696,025 650,870 -- 13,383,030 85.8%Feb 10,212,719 474,860 671,194 513,144 -- 11,871,917 86.0%Mar 11,324,484 1,031,898 610,807 555,835 -- 13,523,024 83.7%Apr 10,473,119 629,008 562,541 479,982 -- 12,144,650 86.2%May 17,531,350 1,127,905 1,056,893 948,091 -- 20,664,239 84.8%Jun 16,440,726 1,307,341 868,729 845,835 -- 19,462,631 84.5%Jul 12,945,842 843,699 589,882 636,786 -- 15,016,209 86.2%Aug 12,917,002 823,842 510,865 718,447 -- 14,970,156 86.3%Sep 12,612,283 753,249 571,763 717,112 -- 14,654,407 86.1%Oct 14,330,724 841,999 591,901 816,393 -- 16,581,017 86.4%Nov 14,406,658 840,471 484,537 731,670 18,987 16,482,323 87.4%Dec 12,897,119 823,596 374,607 598,254 29,872 14,723,448 87.6%Total 157,575,349 10,050,680 7,589,744 8,212,419 48,859 183,477,051 85.9%



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


Jan 20 2,834 5,202 8,036 402Feb 19 83,738 7,314 91,052 4,792Mar 23 96,421 18,595 115,016 5,001Apr 19 63,682 62,814 126,496 6,658May 22 2,228 3,224 5,452 248Jun 22 3,480 2,755 6,235 283Jul 20 1,842 3,408 5,250 263Aug 23 1,286 4,135 5,421 236Sep 20 15,437 14,200 29,637 1,482Oct 22 30,584 28,870 59,454 2,702Nov 21 10,366 10,209 20,575 980Dec 20 2,166 13,954 16,120 806Total 251 314,064 174,680 488,744 1,947

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

Month Call Put Total Call Put TotalJan 115,309 121,599 236,908 $45,942,998 $28,768,083 $74,711,081Feb 197,326 123,553 320,879 $1,196,789,253 $22,414,989 $1,219,204,242Mar 278,714 125,361 404,075 $2,549,086,630 $44,044,742 $2,593,131,372Apr 337,186 182,977 520,163 $1,164,815,940 $48,928,880 $1,213,744,820May 334,286 182,063 516,349 $18,898,200 $18,694,217 $37,592,417Jun 162,904 173,431 336,335 $56,668,555 $18,384,610 $75,053,165Jul 161,217 169,284 330,501 $28,733,200 $38,406,650 $67,139,850Aug 159,221 172,919 332,140 $9,357,350 $13,098,036 $22,455,386Sep 173,293 186,503 359,796 $11,592,108 $6,800,000 $18,392,108Oct 172,333 186,422 358,755 $77,501,670 $9,907,500 $87,409,170Nov 172,622 191,902 364,524 $13,193,424 $52,552,866 $65,746,290Dec 171,670 199,626 371,296 $17,322,788 $10,590,415 $27,913,203Total -- -- -- $5,189,902,116 $312,590,988 $5,502,493,104

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $16,211 $5,530 $9,297 283 400 349 10 13 23Feb $14,292 $3,065 $13,390 4,926 271 2,069 17 27 44Mar $26,437 $2,369 $22,546 3,110 808 2,130 31 23 54Apr $18,291 $779 $9,595 7,960 5,710 6,658 8 11 19May $8,482 $5,798 $6,895 223 322 273 10 10 20Jun $16,284 $6,673 $12,037 232 197 215 15 14 29Jul $15,599 $11,270 $12,789 307 682 477 6 5 11Aug $7,276 $3,168 $4,142 257 517 417 5 8 13Sep $751 $479 $621 551 947 689 28 15 43Oct $2,534 $343 $1,470 900 1,604 1,143 34 18 52Nov $1,273 $5,148 $3,195 546 567 556 19 18 37Dec $7,998 $759 $1,732 217 698 537 10 20 30Total $16,525 $1,790 $11,258 1,627 960 1,303 193 182 375

TransactionsAverage Premium Per Contract Average Contracts Per Trade


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



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


Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $1,680 $972 $1,255 63 79 72 45,423 53,655 99,078Feb $1,836 $961 $1,314 64 78 72 42,018 51,255 93,273Mar $3,617 $1,134 $2,109 63 76 70 47,677 61,490 109,167Apr $1,383 $871 $1,077 64 76 70 42,992 53,586 96,578May $1,650 $1,196 $1,352 61 82 73 62,884 88,706 151,590Jun $2,857 $1,875 $2,237 67 85 77 61,345 82,998 144,343Jul $1,323 $1,196 $1,242 59 80 71 52,967 67,190 120,157Aug $1,454 $839 $1,089 62 74 69 57,990 71,125 129,115Sep $2,902 $1,140 $1,801 59 84 72 53,518 61,940 115,458Oct $1,619 $783 $1,120 58 85 71 65,941 66,779 132,720Nov $1,861 $767 $1,186 69 91 81 52,752 64,581 117,333Dec $2,808 $1,023 $1,726 76 92 85 46,971 59,881 106,852Total $2,091 $1,091 $1,476 63 82 74 632,478 783,186 1,415,664



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


Jan 20 117,585 111,994 229,579 11,479Feb 19 58,402 61,354 119,756 6,303Mar 23 73,307 41,719 115,026 5,001Apr 19 63,701 52,900 116,601 6,137May 22 56,406 59,789 116,195 5,282Jun 22 64,053 153,289 217,342 9,879Jul 20 59,071 101,566 160,637 8,032Aug 23 27,799 24,680 52,479 2,282Sep 20 48,383 33,655 82,038 4,102Oct 22 54,920 106,307 161,227 7,329Nov 21 84,986 112,345 197,331 9,397Dec 20 91,007 112,602 203,609 10,180Total 251 799,620 972,200 1,771,820 7,059

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

Month Call Put Total Call Put TotalJan 395,042 567,021 962,063 $30,146,020 $28,947,960 $59,093,980Feb 380,539 556,430 936,969 $18,877,576 $13,548,120 $32,425,696Mar 346,562 499,205 845,767 $31,126,276 $8,442,205 $39,568,481Apr 318,400 496,298 814,698 $25,279,412 $8,591,939 $33,871,351May 308,591 490,471 799,062 $17,397,789 $17,489,505 $34,887,294Jun 294,271 547,318 841,589 $20,008,608 $27,517,154 $47,525,762Jul 314,636 579,098 893,734 $18,054,428 $25,327,988 $43,382,416Aug 318,831 583,138 901,969 $11,457,506 $9,362,641 $20,820,147Sep 307,860 524,605 832,465 $32,211,733 $7,105,386 $39,317,119Oct 321,428 544,896 866,324 $11,401,156 $16,168,656 $27,569,812Nov 354,143 603,323 957,466 $91,266,288 $18,843,430 $110,109,718Dec 402,807 534,523 937,330 $129,792,842 $20,187,205 $149,980,047Total -- -- -- $437,019,634 $201,532,189 $638,551,823

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $256 $258 $257 59 71 64 1,993 1,572 3,565Feb $323 $221 $271 43 53 48 1,361 1,157 2,518Mar $425 $202 $344 42 32 38 1,739 1,297 3,036Apr $397 $162 $290 47 50 48 1,344 1,061 2,405May $308 $293 $300 52 36 42 1,095 1,670 2,765Jun $312 $180 $219 77 76 76 830 2,012 2,842Jul $306 $249 $270 77 75 76 763 1,360 2,123Aug $412 $379 $397 57 28 38 489 893 1,382Sep $666 $211 $479 54 31 41 899 1,082 1,981Oct $208 $152 $171 69 80 76 795 1,323 2,118Nov $1,074 $168 $558 104 98 100 818 1,146 1,964Dec $1,426 $179 $737 90 96 93 1,008 1,172 2,180Total $547 $207 $360 61 62 61 13,134 15,745 28,879



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


Jan 20 695,280 801,481 1,496,761 74,838Feb 19 624,443 707,601 1,332,044 70,108Mar 23 577,140 729,391 1,306,531 56,806Apr 19 677,830 728,493 1,406,323 74,017May 22 878,888 1,037,078 1,915,966 87,089Jun 22 861,939 970,936 1,832,875 83,313Jul 20 676,562 804,204 1,480,766 74,038Aug 23 570,675 772,411 1,343,086 58,395Sep 20 582,389 731,328 1,313,717 65,686Oct 22 599,922 807,098 1,407,020 63,955Nov 21 504,972 689,679 1,194,651 56,888Dec 20 449,586 627,156 1,076,742 53,837Total 251 7,699,626 9,406,856 17,106,482 68,153

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

Month Call Put Total Call Put TotalJan 131,973 206,808 338,781 $214,389,190 $348,692,476 $563,081,666Feb 139,378 265,785 405,163 $183,779,919 $248,714,523 $432,494,442Mar 154,755 192,679 347,434 $210,743,253 $225,642,405 $436,385,658Apr 131,789 188,595 320,384 $194,367,421 $185,202,616 $379,570,037May 262,608 239,815 502,423 $297,064,090 $604,564,359 $901,628,450Jun 246,368 234,808 481,176 $290,003,260 $405,785,372 $695,788,632Jul 241,178 219,182 460,360 $248,734,897 $738,870,043 $987,604,939Aug 214,046 228,198 442,244 $230,685,264 $298,989,476 $529,674,740Sep 238,044 228,277 466,321 $228,168,968 $234,057,983 $462,226,951Oct 213,553 192,857 406,410 $333,526,144 $170,517,078 $504,043,222Nov 216,153 189,028 405,181 $265,665,976 $193,167,117 $458,833,093Dec 105,703 146,561 252,264 $239,556,476 $145,972,366 $385,528,842Total -- -- -- $2,936,684,857 $3,800,175,814 $6,736,860,671

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $308 $435 $376 17 21 19 40,760 38,936 79,695Feb $294 $351 $325 19 20 20 32,257 35,800 68,057Mar $365 $309 $334 17 17 17 33,681 42,107 75,788Apr $287 $254 $270 21 17 19 32,897 41,813 74,710May $338 $583 $471 20 22 21 44,054 47,460 91,515Jun $336 $418 $380 19 20 19 45,231 48,978 94,209Jul $368 $919 $667 19 24 22 34,741 33,078 67,819Aug $404 $387 $394 19 20 20 29,540 38,078 67,618Sep $392 $320 $352 22 24 23 26,497 30,237 56,735Oct $556 $211 $358 23 27 25 26,660 29,797 56,457Nov $526 $280 $384 20 26 23 25,258 26,653 51,911Dec $533 $233 $358 20 22 21 22,093 28,797 50,890Total $381 $404 $394 20 21 20 393,669 441,735 835,403



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


Jan 20 62,951 127,753 190,704 9,535Feb 19 87,837 130,631 218,468 11,498Mar 23 88,418 127,128 215,546 9,372Apr 19 88,081 80,037 168,118 8,848May 22 101,122 298,507 399,629 18,165Jun 22 72,308 77,263 149,571 6,799Jul 20 89,253 310,628 399,881 19,994Aug 23 122,148 197,443 319,591 13,895Sep 20 145,801 293,692 439,493 21,975Oct 22 186,056 358,239 544,295 24,741Nov 21 111,362 321,235 432,597 20,600Dec 20 99,630 129,197 228,827 11,441Total 251 1,254,967 2,451,753 3,706,720 14,768

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

Month Call Put Total Call Put TotalJan 23,350 38,432 61,782 $19,410,905 $55,580,244 $74,991,149Feb 28,325 60,000 88,325 $25,851,321 $45,915,462 $71,766,783Mar 40,201 82,719 122,920 $32,285,922 $39,327,970 $71,613,892Apr 35,818 44,756 80,574 $25,257,184 $20,347,569 $45,604,753May 34,340 85,095 119,435 $34,179,230 $174,014,581 $208,193,810Jun 34,328 37,985 72,313 $24,328,352 $32,290,692 $56,619,044Jul 46,821 76,773 123,594 $32,813,453 $285,392,417 $318,205,871Aug 60,209 128,172 188,381 $49,376,166 $76,427,419 $125,803,585Sep 78,001 169,189 247,190 $57,122,067 $93,994,702 $151,116,769Oct 48,510 161,595 210,105 $103,437,681 $75,685,812 $179,123,493Nov 45,210 193,382 238,592 $58,587,594 $89,972,348 $148,559,942Dec 46,623 174,308 220,931 $53,086,643 $30,070,974 $83,157,617Total -- -- -- $515,736,519 $1,019,020,190 $1,534,756,709

Contract Volume



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




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



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

Month Call Put Total Call Put TotalJan 370,089 348,037 718,126 $94,815,895 $44,329,795 $139,145,690Feb 391,760 329,773 721,533 $69,510,380 $39,438,465 $108,948,845Mar 355,510 273,801 629,311 $80,611,040 $28,845,680 $109,456,720Apr 367,660 310,856 678,516 $57,629,345 $30,910,970 $88,540,315May 444,782 360,137 804,919 $133,714,570 $63,330,775 $197,045,345Jun 389,144 364,283 753,427 $97,540,872 $74,086,857 $171,627,729Jul 415,514 376,501 792,015 $93,776,091 $56,863,859 $150,639,950Aug 403,374 387,411 790,785 $68,053,873 $33,613,255 $101,667,128Sep 410,914 341,133 752,047 $157,223,370 $30,851,977 $188,075,347Oct 432,481 378,935 811,416 $68,536,610 $31,300,254 $99,836,864Nov 462,334 420,136 882,470 $106,090,988 $25,685,171 $131,776,159Dec 342,149 274,006 616,155 $84,611,527 $29,074,746 $113,686,273Total -- -- -- $1,112,114,561 $488,331,804 $1,600,446,365

Contract Volume



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




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



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

Month Call Put Total Call Put TotalJan 266,510 396,352 662,862 $320,865,370 $327,362,475 $648,227,845Feb 268,774 329,357 598,131 $152,434,280 $186,426,975 $338,861,255Mar 287,473 389,699 677,172 $175,255,530 $236,170,515 $411,426,045Apr 249,387 336,127 585,514 $188,246,325 $228,584,795 $416,831,120May 286,624 353,336 639,960 $229,128,595 $664,095,740 $893,224,335Jun 215,717 264,235 479,952 $364,084,545 $643,723,640 $1,007,808,185Jul 224,210 283,383 507,593 $281,404,005 $501,755,665 $783,159,670Aug 289,025 346,968 635,993 $416,031,365 $272,643,745 $688,675,110Sep 238,016 270,298 508,314 $393,434,305 $215,804,680 $609,238,985Oct 329,142 380,540 709,682 $618,691,510 $372,768,100 $991,459,610Nov 295,057 400,466 695,523 $585,078,190 $347,310,480 $932,388,670Dec 214,134 260,954 475,088 $434,449,470 $469,765,075 $904,214,545Total -- -- -- $4,159,103,490 $4,466,411,885 $8,625,515,375

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $1,056 $755 $879 38 49 44 8,070 8,822 16,892Feb $957 $689 $788 28 34 32 5,681 7,962 13,643Mar $757 $665 $702 32 38 36 7,187 9,285 16,472Apr $883 $854 $866 31 29 30 6,937 9,263 16,200May $910 $1,133 $1,066 33 46 41 7,706 12,684 20,390Jun $1,309 $1,563 $1,460 28 30 29 10,100 13,654 23,754Jul $1,180 $1,484 $1,359 28 30 29 8,541 11,344 19,885Aug $1,329 $938 $1,140 32 29 31 9,685 9,947 19,632Sep $1,471 $938 $1,225 34 29 32 7,816 7,904 15,720Oct $1,517 $987 $1,262 42 41 42 9,756 9,137 18,893Nov $1,097 $754 $938 65 66 65 8,225 6,955 15,180Dec $2,029 $1,484 $1,704 31 40 36 6,989 7,847 14,836Total $1,219 $1,029 $1,113 35 38 37 96,693 114,804 211,497



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



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

Month Call Put Total Call Put TotalJan 791,828 1,011,795 1,803,623 $126,227,102 $106,145,307 $232,372,409Feb 818,505 1,065,714 1,884,219 $68,400,598 $91,720,659 $160,121,257Mar 705,463 878,646 1,584,109 $75,308,776 $71,340,270 $146,649,046Apr 781,874 967,127 1,749,001 $60,576,959 $43,966,356 $104,543,315May 945,045 1,207,952 2,152,997 $158,812,861 $179,950,092 $338,762,953Jun 925,965 1,032,712 1,958,677 $125,072,519 $116,192,857 $241,265,376Jul 971,112 1,069,419 2,040,531 $73,693,864 $85,728,474 $159,422,338Aug 1,035,060 1,066,588 2,101,648 $79,614,474 $65,388,604 $145,003,078Sep 883,479 997,867 1,881,346 $105,875,585 $75,784,650 $181,660,235Oct 987,160 1,097,314 2,084,474 $108,723,760 $74,872,267 $183,596,027Nov 1,046,885 1,256,174 2,303,059 $127,831,821 $70,586,579 $198,418,400Dec 789,446 920,582 1,710,028 $110,681,487 $84,509,552 $195,191,039Total -- -- -- $1,220,819,806 $1,066,185,667 $2,287,005,473

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $391 $344 $368 197 207 202 1,639 1,489 3,128Feb $372 $369 $370 143 207 174 1,287 1,203 2,490Mar $566 $380 $457 81 119 100 1,641 1,575 3,216Apr $420 $257 $332 156 171 164 922 999 1,921May $537 $385 $444 178 230 207 1,663 2,032 3,695Jun $496 $467 $482 163 137 149 1,545 1,811 3,356Jul $500 $445 $469 114 126 120 1,293 1,531 2,824Aug $415 $437 $425 120 76 96 1,599 1,969 3,568Sep $526 $373 $449 132 122 126 1,527 1,672 3,199Oct $576 $357 $461 114 133 124 1,650 1,573 3,223Nov $607 $349 $480 118 121 119 1,789 1,668 3,457Dec $775 $436 $580 100 135 117 1,435 1,438 2,873Total $506 $383 $440 134 147 141 17,990 18,960 36,950



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


Jan 20 66,774 104,451 171,225 8,561Feb 19 69,996 109,270 179,266 9,435Mar 23 83,446 97,762 181,208 7,879Apr 19 105,933 128,124 234,057 12,319May 22 94,877 126,839 221,716 10,078Jun 22 82,743 107,601 190,344 8,652Jul 20 50,135 62,557 112,692 5,635Aug 23 62,883 82,430 145,313 6,318Sep 20 65,544 65,260 130,804 6,540Oct 22 65,116 91,904 157,020 7,137Nov 21 102,054 133,940 235,994 11,238Dec 20 87,966 109,214 197,180 9,859Total 251 937,467 1,219,352 2,156,819 8,593

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

Month Call Put Total Call Put TotalJan 115,290 136,449 251,739 $49,560,075 $63,216,010 $112,776,085Feb 128,732 165,435 294,167 $158,637,595 $80,803,820 $239,441,415Mar 144,303 196,656 340,959 $130,357,540 $87,686,275 $218,043,815Apr 200,272 284,113 484,385 $1,203,087,065 $78,700,330 $1,281,787,395May 237,574 337,132 574,706 $147,667,870 $193,872,395 $341,540,265Jun 257,887 372,780 630,667 $106,425,735 $181,683,180 $288,108,915Jul 267,096 378,679 645,775 $46,449,045 $85,857,550 $132,306,595Aug 305,563 413,131 718,694 $99,968,365 $94,323,566 $194,291,931Sep 281,153 332,984 614,137 $112,547,150 $85,164,440 $197,711,590Oct 282,737 338,932 621,669 $62,032,380 $80,281,325 $142,313,705Nov 313,533 376,601 690,134 $238,316,520 $96,100,713 $334,417,233Dec 285,730 354,196 639,926 $105,922,224 $102,852,455 $208,774,679Total -- -- -- $2,460,971,564 $1,230,542,059 $3,691,513,623

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $742 $605 $659 16 22 19 4,211 4,654 8,865Feb $2,266 $739 $1,336 20 20 20 3,518 5,463 8,981Mar $1,562 $897 $1,203 22 17 19 3,871 5,897 9,768Apr $11,357 $614 $5,476 22 21 21 4,919 6,211 11,130May $1,556 $1,528 $1,540 16 15 15 6,008 8,704 14,712Jun $1,286 $1,688 $1,514 15 15 15 5,599 7,277 12,876Jul $926 $1,372 $1,174 11 12 11 4,754 5,280 10,034Aug $1,590 $1,144 $1,337 15 18 16 4,240 4,665 8,905Sep $1,717 $1,305 $1,512 14 16 15 4,632 4,191 8,823Oct $953 $874 $906 11 14 13 6,075 6,349 12,424Nov $2,335 $717 $1,417 11 15 13 9,630 8,963 18,593Dec $1,204 $942 $1,059 15 15 15 5,881 7,145 13,026Total $2,625 $1,009 $1,712 15 16 16 63,338 74,799 138,137



VIX (Volatility Index) Contract Volume


Jan 0 -- -- -- --Feb 3 14,410 10,566 24,976 8,325Mar 23 126,870 54,743 181,613 7,896Apr 19 259,648 26,346 285,994 15,052May 22 876,031 144,066 1,020,097 46,368Jun 22 427,523 173,922 601,445 27,338Jul 20 210,092 36,191 246,283 12,314Aug 23 401,375 101,790 503,165 21,877Sep 20 371,652 60,257 431,909 21,595Oct 22 457,017 149,618 606,635 27,574Nov 21 455,033 132,491 587,524 27,977Dec 20 462,937 98,060 560,997 28,050Total 215 4,062,588 988,050 5,050,638 23,491

VIX (Volatility Index) Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan -- -- -- -- -- --Feb 14,207 8,921 23,128 $1,143,975 $726,690 $1,870,665Mar 107,100 51,894 158,994 $13,191,133 $6,701,055 $19,892,188Apr 295,067 56,079 351,146 $35,416,116 $2,605,780 $38,021,896May 697,427 106,170 803,597 $134,505,704 $12,868,773 $147,374,477Jun 678,880 150,736 829,616 $103,182,569 $16,611,242 $119,793,811Jul 703,256 144,044 847,300 $38,701,423 $5,276,625 $43,978,048Aug 613,027 115,620 728,647 $73,459,836 $13,741,462 $87,201,298Sep 709,169 92,905 802,074 $54,388,832 $7,506,610 $61,895,442Oct 806,495 169,052 975,547 $73,524,834 $12,340,407 $85,865,241Nov 449,011 148,781 597,792 $47,541,197 $9,786,247 $57,327,444Dec 556,364 140,647 697,011 $44,148,608 $6,883,561 $51,032,169Total -- -- -- $619,204,227 $95,048,452 $714,252,679

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan -- -- -- -- -- -- -- -- --Feb $79 $69 $75 160 207 177 90 51 141Mar $104 $122 $110 94 136 104 1,350 404 1,754Apr $136 $99 $133 128 67 118 2,036 396 2,432May $154 $89 $144 182 133 173 4,812 1,081 5,893Jun $241 $96 $199 84 76 82 5,066 2,276 7,342Jul $184 $146 $179 60 31 53 3,505 1,154 4,659Aug $183 $135 $173 76 59 72 5,295 1,724 7,019Sep $146 $125 $143 69 38 62 5,383 1,577 6,960Oct $161 $82 $142 41 55 44 11,190 2,735 13,925Nov $104 $74 $98 46 62 49 9,817 2,124 11,941Dec $95 $70 $91 54 63 55 8,584 1,564 10,148Total $152 $96 $141 71 65 70 57,128 15,086 72,214



Other Cash Index Options Products Contract Volume



Other Cash Index Options Products Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 63,056 113,852 176,908 $35,293,323 $34,852,916 $70,146,239Feb 71,788 132,293 204,081 $30,398,520 $27,631,270 $58,029,790Mar 58,159 129,776 187,935 $27,126,053 $35,167,650 $62,293,703Apr 63,231 123,283 186,514 $13,211,309 $21,542,692 $34,754,001May 60,667 162,829 223,496 $45,582,054 $49,290,708 $94,872,762Jun 60,627 148,148 208,775 $20,257,959 $91,133,742 $111,391,701Jul 103,567 160,515 264,082 $44,137,386 $77,341,490 $121,478,876Aug 83,162 181,231 264,393 $52,804,325 $57,591,953 $110,396,278Sep 120,338 123,754 244,092 $87,272,977 $43,792,113 $131,065,090Oct 75,554 127,622 203,176 $108,507,995 $42,955,141 $151,463,136Nov 60,107 146,987 207,094 $27,946,400 $43,580,341 $71,526,741Dec 64,156 128,541 192,697 $115,586,781 $44,728,151 $160,314,932Total -- -- -- $608,125,082 $569,608,167 $1,177,733,249

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $722 $260 $384 39 69 57 1,270 1,930 3,200Feb $657 $226 $344 50 103 80 925 1,184 2,109Mar $485 $210 $279 71 119 102 787 1,405 2,192Apr $364 $241 $276 55 71 65 663 1,264 1,927May $722 $340 $456 65 85 77 974 1,713 2,687Jun $376 $435 $423 32 95 68 1,677 2,215 3,892Jul $276 $452 $367 122 78 95 1,308 2,186 3,494Aug $585 $382 $458 74 93 85 1,213 1,624 2,837Sep $371 $329 $356 129 64 94 1,826 2,077 3,903Oct $914 $284 $561 84 85 84 1,420 1,776 3,196Nov $549 $278 $344 36 82 62 1,411 1,924 3,335Dec $1,317 $313 $695 71 90 82 1,232 1,586 2,818Total $581 $321 $417 71 85 79 14,706 20,884 35,590

Transactions

Includes CYX, DJR, DTX, DUX, DXL, ECM, EXQ, EYR, GOX, INX, MEX, MGO, MUT, MVB, MVR, OIX, PFU, POQ, POU, POY, PVC, PVF, PVK, PVL, PVO, PVP, PVU, RAV, RLG, RLV, RMC, RMN, RPY, RUI, SML, TXX

Average Premium Per Contract Average Contracts Per Trade


OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL

Month CYX GOX INX MEX OIX TXXJan 244 2,405 2,258 0 2,779 579Feb 96 1,432 99 0 3,351 65Mar 30 1,360 101 0 1,614 243Apr 184 1,024 124 0 1,721 22May 115 2,127 445 0 3,219 24Jun 434 3,838 326 0 2,000 90Jul 80 2,803 55 0 3,200 512Aug 100 1,700 100 0 1,781 64Sep 50 2,702 88 0 2,453 84Oct 10 2,500 244 0 2,328 11Nov 0 1,387 35 0 2,310 42Dec 0 1,374 147 0 2,039 737Total 1,343 24,652 4,022 0 28,795 2,473

Month PFU POQ POU POY PVC PVF PVK PVL PVO PVP PVU RPYJan 0 0 7 114 0 10 23 30 69 293 208 327Feb 83 34 131 2 100 26 49 0 55 8 30 61Mar 1 10 40 376 10 0 20 30 39 1 20 2Apr 1 12 0 29 0 0 0 0 14 0 0 2May 0 0 10 26 400 0 15 0 9 0 10 21Jun 0 0 20 285 0 0 1 0 0 0 6 0Jul 0 0 0 5 0 0 0 0 0 0 0 2Aug 0 0 0 290 0 0 0 0 0 0 0 0Sep 0 0 0 3 0 0 0 0 0 0 0 0Oct 0 0 0 44 0 0 0 0 0 0 0 0Nov 0 0 0 50 0 0 0 0 0 0 0 0Dec 0 0 0 0 0 0 0 0 0 0 0 0Total 85 56 208 1,224 510 36 108 60 186 302 274 415

CHICAGO BOARD OPTIONS EXCHANGE

CBOE POWERPACKS


STANDARD & POORSMonth SML Month DJR DTX DUX DXL ECM MUT

Jan 1,184 Jan 0 826 804 3,674 0 0Feb 761 Feb 0 481 812 4,734 0 0Mar 703 Mar 0 3,389 1,468 578 0 0Apr 681 Apr 0 637 589 62 0 0May 1,413 May 0 754 1,742 298 0 0Jun 420 Jun 0 1,280 1,400 182 0 0Jul 962 Jul 0 148 147 2,486 0 0Aug 2,406 Aug 0 1,174 767 2,696 0 0Sep 1,222 Sep 0 1,045 953 2,736 0 0Oct 1,427 Oct 0 935 8 4,736 0 0Nov 1,693 Nov 0 346 0 8,252 0 0Dec 2,315 Dec 0 1,019 1,792 6,426 0 0Total 15,187 Total 0 12,034 10,482 36,860 0 0

Month MGO MVB MVRJan 0 76 158,782Feb 0 0 152,122Mar 0 0 204,050Apr 0 0 115,345May 0 0 190,875Jun 0 0 242,868Jul 0 0 314,288Aug 0 0 210,195Sep 0 0 356,270Oct 0 0 257,011Nov 0 0 192,950Dec 0 0 197,710Total 0 76 2,592,466

DOW JONES

MORGAN STANLEY


Month RAV RLG RLV RMC RMN RUIJan 0 20 385 0 5,905 1,755Feb 0 10 116 0 3,507 487Mar 0 294 10 0 8,874 205Apr 0 30 10 0 5,131 178May 0 244 40 0 6,076 153Jun 0 0 0 0 10,127 47Jul 0 0 0 0 6,363 25Aug 0 0 0 0 995 18,651Sep 0 0 0 0 270 673Oct 0 0 0 0 45 618Nov 0 0 0 0 593 2Dec 0 0 0 0 523 16,332Total 0 598 561 0 48,409 39,126

Month EXQ EYRJan --- 0Feb --- 0Mar --- 0Apr --- 0May --- 0Jun --- 0Jul --- 0Aug --- 0Sep 13 0Oct 53 0Nov 234 0Dec 114 0Total 414 0

OTHER RUSSELL GROWTH AND VALUE INDEXES

OTHER


EXCHANGE TRADED FUNDS - 2006

Major Market Index Funds MSCI FundsSPDR® S&P® 500 ETF (SPY) iShares MSCI Emerging Markets Index (EEM)iShares Russell 2000 Index Fund (IWM) ishares MSCI EAFE Index Fund (EFA)Powershares QQQ (QQQQ) iShares MSCI Canada Index Fund (EWC)DIAMONDS (DIA) iShares MSCI Hong Kong Index Fund (EWH)

iShares MSCI Japan Index Fund (EWJ)HOLDRs iShares MSCI Taiwan Index Fund (EWT)Biotech HOLDRS Trust (BBH) iShares MSCI Brazil Index Fund (EWZ)Broadband HOLDRS Trust (BDH)Internet HOLDRs Trust (HHH) S&P Index FundsInternet Architecture HOLDRS Trust (IAH) iShares Trust - S&P 100 (OEF)Oil Services HOLDRs Trust (OIH) S&P 400 MidCap SPDRs (MDY)Pharmaceutical HOLDRS Trust (PPH) iShares S&P SmallCap 600 Index Fund (IJR)Regional Bank HOLDRs Trust (RKH) iShares Trust S&P 500 Index Fund (IVV)Retail HOLDRs Trust (RTH) SPDR Biotech ETF (XBI)Semiconductor HOLDRS Trust (SMH) SPDR Homebuilders ETF (XHB)Software HOLDRs Trust (SWH) Basic Industries SPDR (XLB)Telecom HOLDRs Trust (TTH) Energy Select SPDR (XLE)Utilities HOLDRs Trust (UTH) Financial Select SPDR (XLF)Wireless HOLDRs Trust (WMH) Industrial Select SPDR (XLI)

Technology Select SPDR (XLK)Powershares Funds Consumer Staples SPDR (XLP)Powershares Wilderhill Clean Energy (PBW) Utilities Select Sector SPDR (XLU)PowerShares Water Resources Portfolio (PHO) Consumer Svcs Select SPDR (XLV)PowerShares FTSE RAFI US 1000 Portfolio (PRF) Consumer Discretionary Select Sector SPDR Fund (XLY)

SPDR SemiConductor ETF (XSD)Vanguard ETFs streetTRACKS SPDR O-STRIP Index Fund (OOO)Vanguard Materials ETF (VAW) Rydex S&P 500 Equal-Weighted Index Fund (RSP)Vanguard Small-Cap ETF (VB)Vanguard Small-Cap Growth ETF (VBK) Lehman BrothersVanguard Small-Cap Value ETF (VBR) iShares Lehman Aggregate Bond Fund (AGG)Vanguard Consumer Staples ETF (VDC) iShares Lehman 7-10 Year Treasury Bond Fund (IEF)Vanguard Energy ETF (VDE) iShares Lehman 1-3 Year Treasury Bond Fund (SHY)Vanguard Financials ETF (VFH) iShares Lehman 20+Year Treasury Bond Fund (TLT)Vanguard European ETF (VGK)Vanguard Information Technology ETF (VGT) Frank Russell Company FundsVanguard Health Care ETF (VHT) iShares Trust - Russell 1000 Indx Fnd (IWB)Vanguard Industrials ETF (VIS) iShares Russell Microcap Index Fund (IWC)Vanguard Mid-Cap ETF (VO) iShares Russell 1000 Value Index Fund (IWD)Vanguard Telecommunication Services ETF (VOX) iShares Russell 1000 Growth Index Fund (IWF)Vanguary Pacific ETF (VPL) iShares Trust - Russell 2000 Value Index Fund (IWN)Vanguard Utilities ETF (VPU) iShares Trust - Russell 2000 Growth Index Fund (IWO)Vanguard Total Stock Market ETF (VTI) iShares Russell Midcap Growth Index Fund (IWP)Vanguard Value ETF (VTV) iShares Russell Midcap Index Fund (IWR)Vanguard Growth ETF (VUG) iShares Russell Midcap Value Index Fund (IWS)Vanguard Large-Cap ETF (VV) iShares Russell 3000 Index Fund (IWV)Vanguard Extended Market ETF (VXF) iShares Russell 3000 Value Index fund (IWW)

iShares Russell 3000 Growth Index Fund (IWZ)Dow Jones FundsStreetTracks Dow Jones Global Titans Index Fund (DGT)iShares DJ Select Dividend Index Fund (DVY) Other Index FundsiShares DJ US Utilities Sector (IDU) BLDRS Asia 50 ADR Index Fund (ADRA)iShares Dow Jones US Energy Sector Index Fund (IYE) BLDRS Emerging Markets 50 ADR Index Fund (ADRE)iShares Dow Jones US Healthcare Sector Index Fund (IYH) First Trust IPOX-100 Index Fund (FPX)iShares DJ US Total Market Index Fund (IYY) iShares FTSE/Xinhua China Index Fund (FXI)

Market Vectors-Gold Miners ETF (GDX)Goldman Sachs Funds iShares Nasdaq Biotechnology Fund (IBB)iShares Goldman Sachs Technology Index Fund (IGM) Fidelity NASDAQ Composite Tracking Stock (ONEQ)iShares Goldman Sachs Networking Index Fund (IGN) First Trust NASDAQ-100 Equal Weighted (QQEW)iShares Goldman Sachs Software Index Fund (IGV) First Trust NASDAQ-100 Technology Sector (QTEC)iShares Goldman Sachs Semiconductor Index Fund (IGW)iShares GS InvesTop Corporate Bond Fund (LQD)


MOST ACTIVE EXCHANGE TRADED FUNDS - 2006

SPDR® S&P® 500 ETF (Ticker: SPY)

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

iShares Russell 2000 Index Fund (Ticker: IWM)

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

DIAMONDS (Ticker: DIA)

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

PowerShares QQQ™ (Ticker: QQQQ)

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


EXCHANGE TRADED FUNDS OPTIONS - 2006

Total Exchange Traded Funds Contract Volume



Exchange Traded Funds Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 6,279,612 9,005,413 15,285,025 $811,804,431 $1,325,448,793 $2,137,253,225Feb 6,829,175 9,432,034 16,261,209 $765,111,845 $1,182,995,834 $1,948,107,678Mar 7,125,876 11,210,503 18,336,379 $1,669,422,681 $1,582,689,911 $3,252,112,592Apr 7,733,876 12,111,091 19,844,967 $625,486,344 $1,314,391,646 $1,939,877,990May 9,143,604 14,170,796 23,314,400 $1,085,026,960 $2,798,532,919 $3,883,559,880Jun 9,892,743 14,742,265 24,635,008 $1,385,399,114 $2,527,203,635 $3,912,602,749Jul 10,276,152 14,551,743 24,827,895 $870,986,779 $1,691,553,678 $2,562,540,457Aug 10,190,811 15,316,654 25,507,465 $935,408,546 $1,468,010,170 $2,403,418,716Sep 10,084,948 16,550,330 26,635,278 $775,151,115 $1,426,453,761 $2,201,604,876Oct 10,723,748 16,928,570 27,652,318 $915,345,795 $1,655,472,294 $2,570,818,089Nov 10,971,066 17,241,568 28,212,634 $903,532,374 $1,539,629,338 $2,443,161,712Dec 9,995,242 14,860,983 24,856,225 $933,482,677 $1,474,571,505 $2,408,054,182Total -- -- -- $11,676,158,660 $19,986,953,486 $31,663,112,146

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $289 $289 $289 14 14 14 198,855 324,674 523,529Feb $274 $274 $274 13 13 13 210,948 326,163 537,111Mar $302 $302 $302 15 15 15 381,112 361,312 742,423Apr $247 $247 $247 14 14 14 181,767 381,963 563,730May $245 $245 $245 16 16 16 280,906 724,521 1,005,428Jun $242 $242 $242 17 17 17 341,383 622,740 964,123Jul $223 $223 $223 15 15 15 257,132 499,379 756,511Aug $213 $213 $213 16 16 16 283,373 444,719 728,092Sep $225 $225 $225 16 16 16 221,551 407,703 629,254Oct $244 $244 $244 16 16 16 238,047 430,525 668,572Nov $255 $255 $255 16 16 16 228,261 388,960 617,222Dec $277 $277 $277 16 16 16 211,373 333,895 545,268Total $253 $249 $250 15 15 15 3,034,707 5,246,554 8,281,261

Total Exchange Traded Funds Contract Volume By Exchange

Month CBOE AMEX PHLX PCX ISE BOX Total CBOE ShareJan 7,386,102 3,093,362 1,903,796 1,442,524 6,830,444 1,435,829 22,092,057 33.4%Feb 7,097,472 2,849,814 1,715,394 1,602,253 6,037,089 1,037,394 20,339,416 34.9%Mar 10,784,123 3,691,994 2,885,966 2,110,583 7,661,933 1,396,515 28,531,114 37.8%Apr 7,865,842 2,732,592 1,868,289 1,368,586 6,228,519 1,242,599 21,306,427 36.9%May 15,840,912 5,192,816 3,377,993 3,118,923 11,088,910 1,740,632 40,360,186 39.2%Jun 16,147,972 4,586,567 3,424,421 3,370,896 11,570,828 1,759,889 40,860,573 39.5%Jul 11,477,637 4,177,728 2,536,294 3,080,765 9,075,556 1,445,864 31,793,844 36.1%Aug 11,295,307 3,968,188 2,133,582 2,544,353 8,357,011 1,294,680 29,593,121 38.2%Sep 9,784,757 3,740,811 3,622,461 2,804,604 9,277,276 1,383,713 30,613,622 32.0%Oct 10,533,398 3,775,944 3,665,325 2,026,500 8,984,461 1,534,181 30,519,809 34.5%Nov 9,578,703 4,001,575 2,338,115 1,807,093 7,644,942 1,438,885 26,809,313 35.7%Dec 8,688,867 3,330,971 4,143,036 2,796,497 6,807,453 1,151,403 26,918,227 32.3%Total 126,481,092 45,142,362 33,614,672 28,073,577 99,564,422 16,861,584 349,737,709 36.2%



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


Jan 20 0 10,870 10,870 544Feb 19 0 250 250 13Mar 23 0 450 450 20Apr 19 0 800 800 42May 22 0 8,250 8,250 375Jun 22 0 0 0 0Jul 20 3,901,156 0 3,901,156 195,058Aug 23 0 0 0 0Sep 20 0 500 500 25Oct 22 0 0 0 0Nov 21 0 0 0 0Dec 20 0 8,250 8,250 413Total 251 3,901,156 29,370 3,930,526 15,659

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

Month Call Put Total Call Put TotalJan 23,000 28,729 51,729 $0 $3,145,359 $3,145,359Feb 23,000 28,488 51,488 $0 $68,620 $68,620Mar 23,000 25,015 48,015 $0 $135,704 $135,704Apr 23,000 24,575 47,575 $0 $197,296 $197,296May 23,000 32,825 55,825 $0 $2,022,571 $2,022,571Jun 23,000 33,625 56,625 $0 $0 $0Jul 11,500 22,125 33,625 $870,986,779 $0 $870,986,779Aug 11,500 22,125 33,625 $0 $0 $0Sep 11,500 21,975 33,475 $0 $112,502 $112,502Oct 11,500 21,175 32,675 $0 $0 $0Nov 11,500 21,175 32,675 $0 $0 $0Dec 11,500 12,925 24,425 $0 $2,286,425 $2,286,425Total -- -- -- $870,986,779 $7,968,478 $878,955,256


Contract Volume


Total Index FLEX (DIA, QQQQ, SPY ) Average Premium Per Contract, Average Contracts Per Trade and Transactions

Month Call Put Total Call Put Total Call Put TotalJan $0 $289 $289 0 14 14 0 770 770Feb $0 $274 $274 0 13 13 0 19 19Mar $0 $302 $302 0 15 15 0 31 31Apr $0 $247 $247 0 14 14 0 57 57May $0 $245 $245 0 16 16 0 524 524Jun $0 $0 $0 0 0 0 0 0 0Jul $223 $0 $223 15 0 15 257,132 0 257,132Aug $0 $0 $0 0 0 0 0 0 0Sep $0 $225 $225 0 16 16 0 32 32Oct $0 $0 $0 0 0 0 0 0 0Nov $0 $0 $0 0 0 0 0 0 0Dec $0 $277 $277 0 16 16 0 518 518Total $223 $271 $224 15 15 15 257,132 1,951 259,083



QQQQ (Nasdaq 100 Shares) Contract Volume (includes LEAPS and FLEX)


Jan 20 1,220,291 1,801,721 3,022,012 151,101Feb 19 1,097,346 1,065,322 2,162,668 113,825Mar 23 1,046,062 1,161,057 2,207,119 95,962Apr 19 835,508 1,175,502 2,011,010 105,843May 22 1,141,275 2,213,975 3,355,250 152,511Jun 22 1,272,354 1,806,161 3,078,515 139,933Jul 20 1,111,667 1,815,965 2,927,632 146,382Aug 23 1,419,386 1,498,224 2,917,610 126,853Sep 20 1,003,129 1,388,339 2,391,468 119,573Oct 22 1,154,588 1,746,822 2,901,410 131,882Nov 21 1,018,079 1,549,329 2,567,408 122,258Dec 20 937,146 1,214,680 2,151,826 107,591Total 251 13,256,831 18,437,097 31,693,928 126,271

QQQQ (Nasdaq 100 Shares) Open Interest and Dollar Volume (includes LEAPS and FLEX)

Month Call Put TotalJan 2,364,067 2,836,058 5,200,125Feb 2,536,635 2,760,611 5,297,246Mar 2,505,384 3,119,122 5,624,506Apr 2,681,078 3,237,886 5,918,964May 3,168,903 3,537,144 6,706,047Jun 2,861,387 4,078,157 6,939,544Jul 3,109,916 3,763,918 6,873,834Aug 3,174,287 4,358,410 7,532,697Sep 2,920,837 4,767,818 7,688,655Oct 3,072,836 4,586,176 7,659,012Nov 3,266,909 4,854,298 8,121,207Dec 3,149,342 4,028,867 7,178,209Total -- -- --

Open Interest in Contracts

Contract Volume


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


Jan 20 357,462 334,729 692,191 34,610Feb 19 340,419 385,013 725,432 38,181Mar 23 426,852 469,914 896,766 38,990Apr 19 294,205 384,744 678,949 35,734May 22 441,431 610,726 1,052,157 47,825Jun 22 391,321 501,989 893,310 40,605Jul 20 274,762 372,380 647,142 32,357Aug 23 257,450 329,105 586,555 25,502Sep 20 157,604 312,830 470,434 23,522Oct 22 243,018 395,432 638,450 29,020Nov 21 228,685 331,307 559,992 26,666Dec 20 192,192 206,321 398,513 19,926Total 251 3,605,401 4,634,490 8,239,891 32,828

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

Month Call Put TotalJan 524,230 481,199 1,005,429Feb 506,777 526,389 1,033,166Mar 515,735 659,475 1,175,210Apr 496,714 610,774 1,107,488May 627,482 724,947 1,352,429Jun 588,010 589,417 1,177,427Jul 544,189 578,723 1,122,912Aug 581,560 642,838 1,224,398Sep 493,618 679,804 1,173,422Oct 554,632 795,891 1,350,523Nov 564,492 901,974 1,466,466Dec 559,888 896,472 1,456,360Total -- -- --

Contract Volume



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


Jan 20 414,736 685,460 1,100,196 55,010Feb 19 484,934 724,932 1,209,866 63,677Mar 23 3,081,310 824,371 3,905,681 169,812Apr 19 413,233 953,804 1,367,037 71,949May 22 844,283 1,826,725 2,671,008 121,409Jun 22 954,086 2,087,400 3,041,486 138,249Jul 20 750,580 1,623,308 2,373,888 118,694Aug 23 567,434 1,130,671 1,698,105 73,831Sep 20 699,949 1,098,951 1,798,900 89,945Oct 22 647,189 1,220,664 1,867,853 84,902Nov 21 475,881 963,187 1,439,068 68,527Dec 20 713,575 947,389 1,660,964 83,048Total 251 10,047,190 14,086,862 24,134,052 96,152

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

Month Call Put TotalJan 1,110,893 1,497,001 2,607,894Feb 1,168,844 1,701,439 2,870,283Mar 1,172,580 2,160,279 3,332,859Apr 1,260,450 1,836,014 3,096,464May 1,502,664 2,277,420 3,780,084Jun 1,866,904 2,346,604 4,213,508Jul 1,681,927 2,244,896 3,926,823Aug 1,769,318 2,298,256 4,067,574Sep 1,829,937 3,041,796 4,871,733Oct 1,810,347 3,146,978 4,957,325Nov 1,727,449 3,100,617 4,828,066Dec 1,274,587 2,063,057 3,337,644Total -- -- --


Contract Volume


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


Jan 20 310,447 1,135,613 1,446,060 72,303Feb 19 440,671 1,319,748 1,760,419 92,654Mar 23 494,123 1,914,128 2,408,251 104,707Apr 19 494,281 2,051,213 2,545,494 133,973May 22 1,373,178 5,160,186 6,533,364 296,971Jun 22 2,346,764 4,680,189 7,026,953 319,407Jul 20 1,132,316 3,044,621 4,176,937 208,847Aug 23 1,595,274 3,291,702 4,886,976 212,477Sep 20 977,542 2,641,065 3,618,607 180,930Oct 22 1,111,147 2,690,467 3,801,614 172,801Nov 21 1,101,318 2,475,504 3,576,822 170,325Dec 20 952,898 2,171,330 3,124,228 156,211Total 251 12,329,959 32,575,766 44,905,725 178,907

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

Month Call Put TotalJan 747,958 1,857,611 2,605,569Feb 883,090 1,995,245 2,878,335Mar 1,193,063 2,819,519 4,012,582Apr 1,349,134 3,627,278 4,976,412May 1,670,463 4,073,646 5,744,109Jun 2,319,645 4,385,376 6,705,021Jul 2,232,409 4,517,642 6,750,051Aug 2,031,179 4,432,068 6,463,247Sep 2,233,391 4,454,215 6,687,606Oct 2,448,291 4,710,204 7,158,495Nov 2,107,293 4,227,142 6,334,435Dec 1,997,668 3,783,866 5,781,534Total -- -- --


Contract Volume


Other Exchange Traded Funds Contract Volume


Jan 20 502,567 623,076 1,125,643 56,282Feb 19 424,135 814,952 1,239,087 65,215Mar 23 487,519 878,787 1,366,306 59,405Apr 19 499,003 764,349 1,263,352 66,492May 22 625,622 1,603,511 2,229,133 101,324Jun 22 753,251 1,354,457 2,107,708 95,805Jul 20 631,831 720,207 1,352,038 67,602Aug 23 556,580 649,481 1,206,061 52,437Sep 20 606,838 898,510 1,505,348 75,267Oct 22 594,499 729,572 1,324,071 60,185Nov 21 718,442 716,971 1,435,413 68,353Dec 20 572,430 780,906 1,353,336 67,667Total 251 6,972,717 10,534,779 17,507,496 69,751

Other Exchange Trade Funds Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 1,532,464 2,333,544 3,866,008 $145,423,519 $180,294,178 $325,717,697Feb 1,733,829 2,448,350 4,182,179 $116,416,190 $223,687,286 $340,103,476Mar 1,739,114 2,452,108 4,191,222 $147,018,601 $265,011,283 $412,029,884Apr 1,946,500 2,799,139 4,745,639 $123,064,376 $188,504,143 $311,568,519May 2,174,092 3,557,639 5,731,731 $153,377,564 $393,116,948 $546,494,513Jun 2,256,797 3,342,711 5,599,508 $182,510,345 $328,180,665 $510,691,009Jul 2,707,711 3,446,564 6,154,275 $141,064,968 $160,796,127 $301,861,095Aug 2,634,467 3,585,082 6,219,549 $118,429,255 $138,196,757 $256,626,011Sep 2,607,165 3,606,697 6,213,862 $136,540,693 $202,167,923 $338,708,616Oct 2,837,642 3,689,321 6,526,963 $145,095,513 $178,061,903 $323,157,416Nov 3,304,923 4,157,537 7,462,460 $183,247,146 $182,871,950 $366,119,096Dec 3,013,757 4,088,721 7,102,478 $158,644,672 $216,422,228 $375,066,900Total -- -- -- $1,750,832,841 $2,657,311,390 $4,408,144,231

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $289 $289 $289 14 14 14 35,622 44,164 79,786Feb $274 $274 $274 13 13 13 32,097 61,673 93,770Mar $302 $302 $302 15 15 15 33,563 60,499 94,062Apr $247 $247 $247 14 14 14 35,763 54,779 90,542May $245 $245 $245 16 16 16 39,708 101,775 141,484Jun $242 $242 $242 17 17 17 44,973 80,869 125,842Jul $223 $223 $223 15 15 15 41,645 47,470 89,115Aug $213 $213 $213 16 16 16 35,877 41,865 77,742Sep $225 $225 $225 16 16 16 39,026 57,783 96,808Oct $244 $244 $244 16 16 16 37,734 46,307 84,041Nov $255 $255 $255 16 16 16 46,294 46,199 92,494Dec $277 $277 $277 16 16 16 35,923 49,006 84,928Total $251 $252 $252 15 15 15 458,224 692,389 1,150,614


Includes ADRA, ADRE, AGG, BBH, BDH, DGT, DVY, EEM, EFA, EWC, EWH, EWJ, EWT, EWZ, FPX, FXI, GDX, HHH, IAH, IBB, IDU, IEF, IGM, IGN, IGV, IGW, IJR, IVV, IWB, IWC, IWD, IWF, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MDY, OEF, OIH, ONEQ, OOO, PBW, PHO, PPH, PRF, PTF, QQEW, QTEC, RKH, RSP, RTH, SHY, SMH, SWH, TLT, TTH, UTH, VAW, VB, VBK, VBR, VDC, VDE, VFH, VGK, VGT, VHT, VIS, VO, VOX, VPL, VPU, VTI, VTV, VUG, VV, VXF, WMH, XBI, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XSD


Other Exchange Traded Funds Contract Volume Detail

Month BBH BDH HHH IAH OIH PPH RKH RTH SMH SWH TTH UTH WMHJan 23,174 676 6,504 498 205,018 10,460 2,309 24,950 200,624 175 755 4,487 125Feb 11,531 845 8,667 84 317,639 7,132 5,509 22,317 177,696 126 1,773 1,491 1,231Mar 20,154 339 4,232 25 286,113 7,122 6,411 32,337 223,254 85 5,534 1,759 97Apr 20,426 584 2,472 28 252,797 6,312 10,117 14,014 184,098 56 4,467 4,907 529May 38,221 1,102 4,564 4 386,667 5,148 13,314 35,477 189,010 98 1,898 5,395 333Jun 26,253 217 2,550 42 278,524 9,525 11,657 36,618 128,180 55 5,138 3,398 85Jul 23,475 112 2,241 11 229,581 8,246 5,053 26,767 222,514 70 2,803 2,786 2,425Aug 17,116 294 7,848 41 159,773 6,540 6,784 37,439 208,273 109 2,018 4,206 194Sep 20,543 877 1,994 85 242,329 6,687 3,985 31,798 255,113 52 1,001 4,384 58Oct 36,683 864 6,118 74 286,470 18,428 4,781 18,273 159,258 98 12,709 3,971 13Nov 24,509 1,631 7,071 186 203,940 33,554 6,444 24,111 163,951 726 45,015 1,579 34Dec 15,426 481 3,150 63 231,330 7,989 2,623 17,805 143,048 63 3,273 1,752 31Total 277,511 8,022 57,411 1,141 3,080,181 127,143 78,987 321,906 2,255,019 1,713 86,384 40,115 5,155

Month PBW PHO PRFJan --- --- ---Feb --- --- ---Mar --- --- ---Apr --- --- ---May --- --- ---Jun --- --- ---Jul 1,178 425 ---Aug 5,549 2,019 ---Sep 1,184 1,551 ---Oct 1,147 1,714 ---Nov 1,249 739 75Dec 440 1,487 27Total 10,747 7,935 102

HOLDRs

POWERSHARES


Month VAW VB VBK VBR VDC VDE VFH VGK VGT VHT VIS VO VOX VPL VPU VTI VTV VUG VV VXFJan --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Feb --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Mar --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Apr --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---May --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Jun --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Jul --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- --- ---Aug 80 42 3 81 40 137 99 229 197 221 70 36 0 84 150 3,095 15 25 3 1,077Sep 217 106 87 32 44 94 126 241 264 250 39 62 26 173 4,649 2,368 2,455 65 611 222Oct 461 50 6 13 11 410 114 571 110 64 18 8 50 67 120 832 30 171 122 350Nov 83 42 69 12 4 133 105 1,963 545 100 41 35 89 230 89 517 186 137 118 155Dec 493 40 64 270 17 638 78 1,826 228 88 205 83 249 355 23 829 133 20 223 70Total 1,334 280 229 408 116 1,412 522 4,830 1,344 723 373 224 414 909 5,031 7,641 2,819 418 1,077 1,874

Month DGT DVY IDU IYE IYH IYYJan 118 7,529 607 3,455 1,275 202Feb 447 5,544 333 2,380 360 56Mar 10 5,601 492 2,726 503 193Apr 725 4,054 485 3,287 376 107May 686 4,070 706 3,122 629 197Jun 102 8,061 584 2,388 1,014 370Jul 1,147 3,438 1,290 2,736 379 255Aug 152 3,214 1,011 2,336 884 149Sep 715 4,221 967 3,170 1,791 277Oct 267 1,974 1,620 3,681 3,725 346Nov 86 2,274 1,024 3,290 1,095 147Dec 1,543 2,359 563 1,919 150 38Total 5,998 52,339 9,682 34,490 12,181 2,337

VANGUARD VIPERS

DOW JONES


Month IGM IGN IGV IGW LQDJan 1,108 4,529 73 3,035 515Feb 1,542 1,179 34 1,429 291Mar 560 2,814 305 4,298 2,184Apr 647 2,254 5 1,793 1,996May 522 2,120 2,146 1,407 1,614Jun 349 1,954 107 1,893 2,170Jul 333 1,910 81 3,951 1,010Aug 963 858 129 2,265 540Sep 312 998 225 3,794 624Oct 516 1,085 2,594 1,500 395Nov 271 740 683 1,740 288Dec 345 746 620 914 3,707Total 7,468 21,187 7,002 28,019 15,334

Month EEM EFA EWC EWH EWJ EWT EWZJan --- 8,438 --- --- --- --- ---Feb --- 8,479 --- --- 18,378 --- ---Mar 32,926 8,203 --- 29 15,388 617 ---Apr 55,407 8,906 --- 259 17,013 572 ---May 144,772 26,255 257 13,586 14,039 1,958 3,594Jun 208,621 37,606 2,780 7,681 34,319 1,863 11,839Jul 157,869 15,136 915 1,182 24,855 675 13,025Aug 136,353 24,777 1,584 966 20,891 5,547 12,537Sep 184,659 19,973 2,617 1,221 15,969 3,470 22,707Oct 109,496 16,592 386 1,110 26,126 1,403 39,928Nov 145,294 10,658 4,924 3,085 24,481 1,709 60,951Dec 120,167 41,226 658 3,227 32,718 3,962 80,074Total 1,295,564 226,249 14,121 32,346 244,177 21,776 244,655

GOLDMAN SACHS

MORGAN STANLEY CAPITAL INTERNATIONAL INC.


Month IJR IVV MDY OEF OOO RSP XLB XLE XLF XLI XLK XLP XLU XLV XLYJan --- --- 53,146 20,454 336 259 2,400 289,277 78,157 1,903 9,610 417 5,437 658 17,003Feb --- --- 35,069 13,169 7 389 26,555 381,070 35,780 4,230 5,999 26,362 6,943 1,607 20,750Mar --- --- 64,061 3,635 28 458 3,363 426,721 57,987 3,033 1,997 1,802 6,195 15,422 6,205Apr --- --- 23,146 1,739 13 800 62,592 323,389 80,499 8,498 1,089 4,867 3,220 11,912 7,807May --- --- 94,440 1,572 40 3,658 89,923 875,575 72,331 6,409 6,322 6,254 2,696 14,855 3,421Jun --- --- 68,301 4,062 44 3,782 32,131 718,738 218,446 25,741 3,647 5,843 7,572 4,041 5,485Jul --- --- 51,141 1,077 0 1,749 9,986 294,677 42,950 7,136 1,707 1,249 9,669 1,373 36,529Aug --- --- 48,478 2,436 8 867 14,260 172,681 57,654 13,497 1,620 7,020 8,029 2,335 80,161Sep --- --- 62,855 3,864 0 1,270 17,915 303,231 70,518 3,141 1,925 16,712 3,287 1,098 43,709Oct --- --- 35,967 14,889 0 1,033 10,287 249,677 40,560 33,197 8,110 3,389 7,297 5,630 5,952Nov 590 437 63,735 491 0 960 4,916 326,350 24,392 2,282 3,699 5,500 8,651 8,029 4,369Dec 475 393 59,173 2,072 0 719 15,371 218,218 43,492 24,508 2,186 16,659 37,954 16,011 36,457Total 1,065 830 659,512 69,460 476 15,944 289,699 4,579,604 822,766 133,575 47,911 96,074 106,950 82,971 267,848

Month AGG IEF SHY TLTJan 0 1,917 353 28,256Feb 0 1,777 205 28,369Mar 0 2,659 153 34,836Apr 0 2,556 12 39,453May 0 2,683 61 34,167Jun 0 5,110 417 50,842Jul 0 2,975 24 22,984Aug 0 1,740 1,911 32,392Sep 0 1,983 388 29,766Oct 0 3,307 332 22,921Nov 0 1,322 311 19,345Dec 0 2,930 288 20,481Total 0 30,959 4,455 363,812

Month IWB IWC IWD IWF IWN IWO IWP IWR IWS IWV IWW IWZJan 1,533 3,319 4,078 1,569 14,936 17,674 132 754 388 456 3 38Feb 497 789 2,475 1,377 6,608 10,752 222 621 619 1,630 68 35Mar 757 1,259 6,788 1,541 8,241 7,464 309 1,064 728 343 65 23Apr 4,270 396 3,280 1,809 12,482 8,581 129 312 115 5,107 23 24May 2,706 711 7,417 1,103 18,470 17,838 729 639 575 1,283 18 46Jun 582 2,678 1,130 1,037 36,073 25,585 793 939 1,521 873 62 302Jul 408 2,202 904 3,844 29,996 25,469 270 980 288 5,157 21 67Aug 426 997 1,063 980 19,397 11,738 73 711 354 960 19 61Sep 581 491 2,211 1,949 15,297 9,834 25 197 267 573 52 0Oct 462 2,314 9,203 8,405 4,622 8,430 77 439 207 5,485 0 206Nov 626 656 1,263 373 6,281 11,427 114 429 244 49,124 24 21Dec 654 1,016 1,091 465 10,711 7,102 276 282 174 188 12 17Total 13,502 16,828 40,903 24,452 183,114 161,894 3,149 7,367 5,480 71,179 367 840

OTHER RUSSELL GROWTH AND VALUE EXCHANGE TRADED FUNDS

S & P EXCHANGE TRADED FUNDS

LEHMAN


Month ADRA ADRE FPX FXI GDX IBB ONEQ QQEW QTEC XBI XHB XSDJan --- --- --- --- --- 58,424 2,117 --- --- --- --- ---Feb --- --- --- --- --- 25,680 2,804 --- --- 25 107 4Mar --- --- --- --- --- 39,603 2,637 --- --- 52 2,566 0Apr --- --- --- --- --- 54,395 1,444 --- --- 48 652 0May --- --- --- --- --- 50,406 3,038 --- --- 129 6,707 0Jun --- --- --- --- --- 38,402 4,309 --- --- 161 13,014 102Jul --- --- 0 1,625 1,883 26,550 285 0 0 56 8,755 178Aug --- --- 0 3,571 8,760 25,982 88 10 1 197 6,379 162Sep 28 816 0 2,144 24,219 22,776 167 20 85 249 10,139 84Oct 6 152 5 4,737 35,157 21,830 2,179 2 11 34 10,591 46Nov 10 536 96 8,020 63,188 25,706 802 22 46 10 8,724 85Dec 29 630 21 27,006 39,467 27,300 21 12 5 86 9,450 78Total 73 2,134 122 47,103 172,674 417,054 19,891 66 148 1,047 77,084 739

OTHER


INTEREST RATE OPTIONS - 2006

Total Interest Rate Options Contract Volume


Jan 20 653 481 1,134 57Feb 19 1,110 994 2,104 111Mar 23 1,954 1,007 2,961 129Apr 19 949 1,990 2,939 155May 22 1,445 1,320 2,765 126Jun 22 1,608 1,352 2,960 135Jul 20 772 191 963 48Aug 23 905 572 1,477 64Sep 20 261 258 519 26Oct 22 544 1,248 1,792 81Nov 21 323 248 571 27Dec 20 478 667 1,145 57Total 251 11,002 10,328 21,330 85

Total Interest Rate Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 4,173 3,504 7,677 $110,485 $95,725 $206,210Feb 4,314 4,013 8,327 $276,375 $182,115 $458,490Mar 2,828 3,970 6,798 $389,110 $190,975 $580,085Apr 2,784 4,782 7,566 $301,315 $268,975 $570,290May 3,265 4,139 7,404 $463,985 $134,710 $598,695Jun 3,980 1,825 5,805 $413,815 $115,025 $528,840Jul 4,486 1,640 6,126 $82,455 $41,960 $124,415Aug 4,244 1,378 5,622 $342,945 $56,815 $399,760Sep 3,837 1,122 4,959 $51,415 $69,485 $120,900Oct 3,862 1,189 5,051 $121,505 $210,970 $332,475Nov 3,973 1,216 5,189 $67,700 $60,680 $128,380Dec 1,460 921 2,381 $57,985 $166,440 $224,425Total -- -- -- $2,679,090 $1,593,875 $4,272,965

In 2006, the Chicago Board Options Exchange traded options on four interest rate measures---IRX, FVX, TNX and TYX. IRX is based on 10 times the discount rate of the most recently auctioned 13-week U.S. Treasury Bill. FVX, TNX and TYX are based on 10 times the yield-to-maturity on the most recently auctioned 5-year Treasury note, 10-year Treasury note and 30-year Treasury bond, respectively.

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $169 $199 $182 8.2 14.6 10.0 80 33 113Feb $249 $183 $218 8.7 15.3 11.0 127 65 192Mar $199 $190 $196 12.1 8.5 10.6 161 119 280Apr $318 $135 $194 9.2 19.1 14.2 103 104 207May $321 $102 $217 10.1 16.9 12.5 143 78 221Jun $257 $85 $179 12.0 20.2 14.7 134 67 201Jul $107 $220 $129 20.9 14.7 19.3 37 13 50Aug $379 $99 $271 10.9 19.7 13.2 83 29 112Sep $197 $269 $233 8.4 11.2 9.6 31 23 54Oct $223 $169 $186 20.9 32.0 27.6 26 39 65Nov $210 $245 $225 9.5 15.5 11.4 34 16 50Dec $121 $250 $196 11.7 33.4 18.8 41 20 61Total $244 $154 $200 11.0 17.0 13.3 1,000 606 1,606



IRX Options Contract Volume


Jan 20 107 21 128 6Feb 19 321 82 403 21Mar 23 219 174 393 17Apr 19 89 20 109 6May 22 183 4 187 9Jun 22 300 240 540 25Jul 20 23 0 23 1Aug 23 336 26 362 16Sep 20 11 57 68 3Oct 22 81 128 209 10Nov 21 91 0 91 4Dec 20 55 26 81 4Total 251 1,816 778 2,594 10

IRX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 297 25 322 $18,655 $2,600 $21,255Feb 476 106 582 $157,110 $8,940 $166,050Mar 441 276 717 $128,880 $22,245 $151,125Apr 440 251 691 $92,700 $100 $92,800May 498 252 750 $96,840 $460 $97,300Jun 716 213 929 $159,220 $17,100 $176,320Jul 732 203 935 $7,160 $0 $7,160Aug 436 220 656 $226,625 $3,315 $229,940Sep 367 156 523 $525 $20,075 $20,600Oct 315 225 540 $40,100 $36,190 $76,290Nov 374 225 599 $32,805 $0 $32,805Dec 222 121 343 $9,275 $18,965 $28,240Total -- -- -- $969,895 $129,990 $1,099,885

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $174 $124 $166 4.5 4.2 4.4 24 5 29Feb $489 $109 $412 7.6 9.1 7.9 42 9 51Mar $588 $128 $385 9.5 6.0 7.6 23 29 52Apr $1,042 $5 $851 9.9 10.0 9.9 9 2 11May $529 $115 $520 7.3 2.0 6.9 25 2 27Jun $531 $71 $327 11.1 9.2 10.2 27 26 53Jul $311 $0 $311 3.8 0.0 3.8 6 0 6Aug $674 $128 $635 14.0 6.5 12.9 24 4 28Sep $48 $352 $303 5.5 7.1 6.8 2 8 10Oct $495 $283 $365 27.0 32.0 29.9 3 4 7Nov $360 $0 $360 11.4 0.0 11.4 8 0 8Dec $169 $729 $349 18.3 8.7 13.5 3 3 6Total $534 $167 $424 9.3 8.5 9.0 196 92 288



FVX Options Contract Volume


Jan 20 125 0 125 6Feb 19 4 25 29 2Mar 23 65 2 67 3Apr 19 35 0 35 2May 22 190 185 375 17Jun 22 85 0 85 4Jul 20 16 0 16 1Aug 23 4 0 4 0Sep 20 0 0 0 0Oct 22 0 35 35 2Nov 21 1 2 3 0Dec 20 8 1 9 0Total 251 533 250 783 3

FVX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 97 176 273 $12,675 $0 $12,675Feb 84 201 285 $740 $1,750 $2,490Mar 54 150 204 $15,205 $575 $15,780Apr 69 150 219 $12,050 $0 $12,050May 244 87 331 $16,900 $3,850 $20,750Jun 244 25 269 $16,760 $0 $16,760Jul 247 25 272 $2,225 $0 $2,225Aug 241 25 266 $980 $0 $980Sep 223 0 223 $0 $0 $0Oct 223 35 258 $0 $14,000 $14,000Nov 224 37 261 $70 $845 $915Dec 168 35 203 $295 $1,030 $1,325Total -- -- -- $77,900 $22,050 $99,950

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $101 $0 $101 11.4 0.0 11.4 11 0 11Feb $185 $70 $86 1.3 12.5 5.8 3 2 5Mar $234 $288 $236 7.2 1.0 6.1 9 2 11Apr $344 $0 $344 7.0 0.0 7.0 5 0 5May $89 $21 $55 17.3 26.4 20.8 11 7 18Jun $197 $0 $197 6.1 0.0 6.1 14 0 14Jul $139 $0 $139 3.2 0.0 3.2 5 0 5Aug $245 $0 $245 2.0 0.0 2.0 2 0 2Sep $0 $0 $0 0.0 0.0 0.0 0 0 0Oct $0 $400 $400 0.0 11.7 11.7 0 3 3Nov $70 $423 $305 1.0 1.0 1.0 1 2 3Dec $37 $1,030 $147 2.7 1.0 2.3 3 1 4Total $146 $88 $128 8.3 14.7 9.7 64 17 81



TNX Options Contract Volume


Jan 20 337 350 687 34Feb 19 457 460 917 48Mar 23 1,235 443 1,678 73Apr 19 380 384 764 40May 22 365 361 726 33Jun 22 576 826 1,402 64Jul 20 462 63 525 26Aug 23 363 351 714 31Sep 20 206 47 253 13Oct 22 161 890 1,051 48Nov 21 122 79 201 10Dec 20 176 83 259 13Total 251 4,840 4,337 9,177 37

TNX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 2,736 2,965 5,701 $51,685 $54,825 $106,510Feb 2,573 3,225 5,798 $58,310 $67,600 $125,910Mar 1,362 3,009 4,371 $197,015 $87,600 $284,615Apr 1,257 2,631 3,888 $92,575 $62,580 $155,155May 1,372 2,877 4,249 $131,765 $46,985 $178,750Jun 1,608 1,144 2,752 $140,770 $71,650 $212,420Jul 2,053 1,100 3,153 $36,860 $19,775 $56,635Aug 2,192 767 2,959 $69,865 $28,325 $98,190Sep 2,039 642 2,681 $42,465 $13,345 $55,810Oct 2,000 662 2,662 $48,485 $132,200 $180,685Nov 2,002 677 2,679 $26,455 $19,745 $46,200Dec 339 75 414 $33,155 $50,470 $83,625Total -- -- -- $929,405 $655,100 $1,584,505

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $153 $157 $155 10.2 19.4 13.5 33 18 51Feb $128 $147 $137 9.7 16.4 12.2 47 28 75Mar $160 $198 $170 13.1 9.8 12.1 94 45 139Apr $244 $163 $203 7.8 13.2 9.8 49 29 78May $361 $130 $246 8.3 11.3 9.6 44 32 76Jun $244 $87 $152 11.3 28.5 17.5 51 29 80Jul $80 $314 $108 35.5 9.0 26.3 13 7 20Aug $192 $81 $138 8.1 21.9 11.7 45 16 61Sep $206 $284 $221 9.8 7.8 9.4 21 6 27Oct $301 $149 $172 14.6 59.3 40.4 11 15 26Nov $217 $250 $230 6.8 9.9 7.7 18 8 26Dec $188 $608 $323 8.4 13.8 9.6 21 6 27Total $192 $151 $173 10.8 18.1 13.4 447 239 686



TYX Options Contract Volume


Jan 20 84 110 194 10Feb 19 328 427 755 40Mar 23 435 388 823 36Apr 19 445 1,586 2,031 107May 22 707 770 1,477 67Jun 22 647 286 933 42Jul 20 271 128 399 20Aug 23 202 195 397 17Sep 20 44 154 198 10Oct 22 302 195 497 23Nov 21 109 167 276 13Dec 20 239 557 796 40Total 251 3,813 4,963 8,776 35

TYX Options Open Interest and Dollar Volume

Month Call Put Total Call Put TotalJan 1,043 338 1,381 $27,470 $38,300 $65,770Feb 1,181 481 1,662 $60,215 $103,825 $164,040Mar 971 535 1,506 $48,010 $80,555 $128,565Apr 1,018 1,750 2,768 $103,990 $206,295 $310,285May 1,151 923 2,074 $218,480 $83,415 $301,895Jun 1,412 443 1,855 $97,065 $26,275 $123,340Jul 1,454 312 1,766 $36,210 $22,185 $58,395Aug 1,375 366 1,741 $45,475 $25,175 $70,650Sep 1,208 324 1,532 $8,425 $36,065 $44,490Oct 1,324 267 1,591 $32,920 $28,580 $61,500Nov 1,373 277 1,650 $8,370 $40,090 $48,460Dec 731 690 1,421 $15,260 $95,975 $111,235Total -- -- -- $701,890 $786,735 $1,488,625

Contract Volume



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

Month Call Put Total Call Put Total Call Put TotalJan $327 $348 $339 7.0 11.0 8.8 12 10 22Feb $184 $243 $217 9.4 16.4 12.4 35 26 61Mar $110 $208 $156 12.4 9.0 10.6 35 43 78Apr $234 $130 $153 11.1 21.7 18.0 40 73 113May $309 $108 $204 11.2 20.8 14.8 63 37 100Jun $150 $92 $132 15.4 23.8 17.3 42 12 54Jul $134 $173 $146 20.8 21.3 21.0 13 6 19Aug $225 $129 $178 16.8 21.7 18.9 12 9 21Sep $191 $234 $225 5.5 17.1 11.6 8 9 17Oct $109 $147 $124 25.2 11.5 17.1 12 17 29Nov $77 $240 $176 15.6 27.8 21.2 7 6 13Dec $64 $172 $140 17.1 55.7 33.2 14 10 24Total $184 $159 $170 13.0 19.2 15.9 293 258 551



CBOE HISTORICAL TRADING ACTIVITY -- ALL OPTIONS

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

Average DailyYear Total Call Put Volume2006 674,735,348 354,565,882 320,169,466 2,688,1892005 468,249,301 247,513,759 220,735,542 1,858,1322004 361,086,774 198,190,521 162,896,253 1,432,8842003 283,946,495 160,336,098 123,610,397 1,126,7722002 267,616,496 148,507,315 119,109,181 1,061,9702001 306,667,851 117,139,776 189,528,075 1,236,5642000 326,359,531 208,792,580 117,566,951 1,295,0781999 254,331,851 162,166,675 92,165,176 1,009,2531998 206,865,991 122,657,327 84,208,664 820,8971997 187,243,741 112,221,858 75,021,883 740,0941996 173,944,877 100,208,882 73,735,995 684,8221995 178,533,465 100,046,756 78,486,709 708,4661994 183,934,483 98,922,516 85,011,967 729,8991993 140,348,955 79,695,186 60,653,769 554,7391992 121,467,604 68,755,241 52,712,363 478,2191991 121,689,918 70,231,032 51,458,886 480,9881990 129,500,018 73,898,486 55,601,532 511,8581989 126,765,253 79,781,447 46,983,806 503,0371988 111,760,234 70,784,062 40,976,172 441,8341987 182,112,636 115,238,100 66,874,536 719,8131986 180,357,774 114,787,911 65,569,863 712,8771985 148,889,196 100,156,360 48,732,836 590,8301984 123,273,736 78,932,796 44,340,940 487,2481983 82,468,750 57,858,252 24,610,498 325,9631982 75,735,739 50,224,805 25,510,934 299,3511981 57,584,175 40,801,201 16,782,974 277,6051980 52,916,921 42,941,970 9,974,951 209,1581979 35,379,600 30,123,005 5,256,595 139,8401978 34,277,350 30,298,133 3,979,217 136,0211977 24,838,632 23,581,254 1,257,378 98,5661976 21,498,027 21,498,027 — 84,9721975 14,431,023 14,431,023 — 57,0401974 5,682,907 5,682,907 — 22,4621973 1,119,177 1,119,177 — 6,469

Contract Volume


Total CBOE Options Year-end Open Interest and Dollar Volume

Year Total Call Put Total Call Put2006 226,402,102 121,058,989 105,343,113 $311,676,396 $176,160,342 $135,516,0542005 180,546,883 96,452,688 84,094,195 $202,670,123 $112,617,864 $90,052,2592004 154,632,839 81,910,271 72,722,568 $165,796,951 $90,967,813 $74,829,1382003 126,320,572 68,527,351 57,793,221 $148,353,167 $83,446,496 $64,906,6702002 93,472,074 56,719,928 36,752,146 $151,870,740 $63,760,762 $88,109,9782001 81,906,961 51,447,344 30,459,617 $195,013,480 $83,694,213 $111,319,2672000 53,264,239 33,792,832 19,471,407 $324,433,366 $174,504,703 $149,928,6631999 47,549,070 28,187,566 19,361,504 $243,893,100 $162,688,061 $81,205,0391998 19,790,701 11,816,164 7,974,537 $175,124,363 $104,655,792 $70,468,5711997 15,701,630 9,414,828 6,286,802 $145,939,880 $94,343,229 $51,596,6511996 11,596,228 6,869,206 4,727,022 $103,556,272 $68,617,768 $34,938,5041995 10,065,868 5,872,728 4,193,140 $82,499,796 $58,040,292 $24,459,5041994 8,894,266 5,374,500 3,519,766 $67,165,498 $35,881,208 $31,284,2901993 7,831,078 4,795,017 3,036,061 $45,924,523 $28,424,080 $17,500,4231992 5,671,591 3,517,562 2,154,029 $44,499,077 $26,972,202 $17,526,8751991 4,562,642 2,679,410 1,883,232 $50,715,972 $33,414,169 $17,301,8031990 3,753,880 2,304,291 1,449,589 $55,362,874 $29,736,100 $25,626,7741989 3,956,914 2,689,478 1,267,436 $47,312,286 $33,014,811 $14,297,4751988 3,596,163 2,453,502 1,142,661 $39,708,577 $25,515,571 $14,193,0061987 3,773,540 2,863,162 910,378 $76,910,854 $50,403,786 $26,507,0681986 4,845,869 3,426,893 1,418,976 $55,902,000 $39,952,000 $15,950,0001985 5,444,817 3,788,635 1,656,182 $38,430,000 $29,645,000 $8,785,0001984 4,198,005 3,103,722 1,094,283 $34,367,000 $24,586,000 $9,781,0001983 7,184,514 5,325,649 1,858,865 $39,444,000 $33,397,000 $6,047,0001982 5,610,671 3,884,527 1,726,144 $32,265,764 $25,164,139 $7,101,6251981 4,772,604 3,449,959 1,322,645 $22,433,636 $17,013,970 $5,419,6661980 3,257,364 2,633,312 624,052 $27,893,035 $25,245,995 $2,647,0401979 2,258,529 2,048,463 210,066 $13,858,402 $12,131,512 $1,726,8901978 2,165,894 1,976,022 189,872 $14,403,416 $12,695,972 $17,075,0001977 1,190,636 1,831,806 128,830 $7,996,670 $7,507,300 $489,3701976 1,519,852 1,519,852 — $9,039,670 $9,039,566 — 1975 1,190,085 1,190,085 — $6,443,327 $6,443,327 — 1974 543,703 543,703 — $1,657,652 $1,657,652 — 1973 242,825 242,825 — $449,615 $449,615 —

Open Interest Dollar Volume (thousands)


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

Year Total Call Put Total Call Put2006 $462 $497 $423 18.1 15.0 23.42005 $433 $455 $408 19.3 16.0 25.12004 $459 $459 $459 19.5 16.6 25.12003 $522 $520 $525 18.3 16.0 22.42002 $567 $429 $740 17.1 15.7 19.22001 $636 $714 $588 16.2 9.4 29.02000 $994 $836 $1,275 12.3 11.0 15.51999 $959 $1,003 $881 11.5 10.3 14.31998 $847 $853 $837 12.9 11.3 16.21997 $779 $841 $688 13.0 11.4 16.51996 $595 $685 $474 14.3 12.6 17.51995 $462 $580 $312 16.5 14.5 19.81994 $365 $363 $368 18.6 16.8 21.31993 $327 $357 $289 15.0 13.7 17.31992 $366 $392 $333 13.8 12.7 15.51991 $417 $476 $336 13.4 12.5 14.91990 $428 $402 $461 13.6 13.1 14.31989 $373 $414 $304 12.9 12.1 14.51988 $355 $360 $346 11.7 11.2 12.71987 $422 $437 $396 12.2 11.4 13.71986 $310 $348 $243 12.9 12.2 14.61985 $205 $305 $177 8.7 8.7 8.81984 $318 $346 $240 8.4 8.3 8.61983 $499 $597 $231 7.7 7.8 7.51982 $426 $501 $278 7.4 7.5 7.11981 $390 $417 $323 7.2 7.3 7.01980 $527 $588 $265 6.1 6.0 6.51979 $392 $403 $329 6.0 5.8 7.21978 $420 $419 $429 5.3 5.3 5.71977 $322 $318 $389 5.1 5.1 5.31976 $420 — — 4.1 — — 1975 $446 — — 3.5 — — 1974 $294 — — 3.4 — — 1973 $402 — — 2.6 — —



Total CBOE Options Contract Volume -- All Options

YearTotal

VolumeEquity

VolumeCash Index

Volume

Exchange Traded Funds

VolumeT-Bond & T-Note

VolumeInterest Rate

Volume

Foreign CurrencyVolume

2006 674,735,348 390,657,577 157,575,349 126,481,092 — 21,330 — 2005 468,249,301 275,646,980 115,657,828 76,878,867 — 65,626 — 2004 361,086,774 224,316,863 85,420,267 51,259,036 — 90,608 — 2003 283,946,495 173,033,965 69,675,859 41,146,233 — 90,438 — 2002 267,616,496 173,207,520 64,003,053 30,362,691 — 43,232 — 2001 306,667,851 232,851,089 52,009,919 21,767,252 — 39,591 — 2000 326,359,531 278,585,728 47,397,039 334,664 — 42,100 — 1999 254,331,851 196,460,578 56,202,470 1,626,247 — 42,556 — 1998 206,865,991 137,951,223 68,282,088 555,920 — 76,760 — 1997 187,243,741 116,031,496 71,136,728 — — 75,517 — 1996 173,944,877 88,456,579 85,394,046 — — 94,252 — 1995 178,533,465 77,040,466 101,427,897 — — 65,102 — 1994 183,934,483 68,974,809 114,743,082 — — 216,592 — 1993 140,348,955 58,710,818 81,573,576 — — 64,561 — 1992 121,467,604 44,968,235 76,442,064 — — 57,305 — 1991 121,689,918 45,255,301 76,384,506 — 76 50,035 — 1990 129,500,018 48,486,402 80,944,668 — 7,109 61,839 — 1989 126,765,253 61,902,931 64,645,248 — 144,356 72,718 — 1988 111,784,045 49,393,316 62,250,400 — 140,329 — — 1987 182,112,636 73,315,232 108,352,440 — 207,476 — 237,4881986 180,357,774 64,744,167 114,834,854 — 321,021 — 457,7321985 148,889,091 57,523,494 90,822,067 — 415,001 — 128,5291984 123,273,736 58,674,901 64,356,841 — 241,994 — — 1983 82,468,750 71,695,563 10,662,498 — 110,689 — — 1982 75,735,739 75,721,605 — — 14,134 — — 1981 57,584,175 57,584,175 — — — — — 1980 52,916,921 52,916,921 — — — — — 1979 35,379,600 35,379,600 — — — — — 1978 34,277,350 34,277,350 — — — — — 1977 24,838,632 24,838,632 — — — — — 1976 21,498,027 21,498,027 — — — — — 1975 14,431,023 14,431,023 — — — — — 1974 5,682,907 5,682,907 — — — — — 1973 1,119,177 1,119,177 — — — — —


Total Options Contract Volume by Exchange

Year CBOE AMEX PHLX PCX ISE BOX NYSE MSE NASD Total2006 674,735,348 197,045,745 273,128,017 196,586,356 591,961,518 94,390,602 __ __ __ 2,027,847,5862005 468,249,301 201,764,835 162,619,052 144,780,498 448,695,669 78,202,185 __ __ __ 1,504,311,5402004 361,086,774 202,692,231 133,404,843 103,262,458 360,852,519 20,741,271 __ __ __ 1,182,040,0962003 283,946,495 180,074,903 112,705,597 86,152,637 244,979,023 __ __ __ __ 907,858,6552002 267,616,496 186,060,672 88,955,247 85,426,649 152,399,279 __ __ __ __ 780,458,3432001 306,667,851 205,043,075 101,841,724 102,637,138 65,353,969 __ __ __ __ 781,543,7572000 326,359,531 207,726,689 76,549,892 108,541,840 7,565,684 __ __ __ __ 726,743,6361999 254,331,851 129,662,189 48,125,415 75,801,209 __ __ __ __ __ 507,920,6641998 206,865,991 97,661,673 42,844,295 58,971,239 __ __ __ __ __ 406,343,1981997 187,243,741 88,107,842 30,364,035 46,686,240 __ __ 1,421,260 __ __ 353,823,1181996 173,944,877 61,591,891 21,938,865 33,881,762 __ __ 3,438,990 __ __ 294,796,3851995 178,533,465 52,391,899 22,000,030 30,905,131 __ __ 2,885,698 __ __ 286,716,2231994 183,934,483 48,505,380 25,704,131 20,929,869 __ __ 2,300,700 __ __ 281,374,5631993 140,348,955 47,883,957 25,699,888 16,364,744 __ __ 2,052,965 __ __ 232,350,5091992 121,467,604 42,314,942 22,947,867 13,066,618 __ __ 2,177,041 __ __ 201,974,0721991 121,689,918 38,805,589 22,365,110 13,852,604 __ __ 2,059,969 __ __ 198,773,1901990 129,500,018 40,914,962 22,808,688 13,881,269 __ __ 2,817,811 __ __ 209,922,7481989 126,765,253 49,873,264 27,970,765 18,091,434 __ __ 4,315,944 __ __ 227,016,6601988 111,784,045 45,022,497 23,165,112 13,349,148 __ __ 2,627,789 __ __ 195,948,5911987 182,112,636 70,988,990 29,155,308 19,410,875 __ __ 3,499,095 __ __ 305,166,9041986 180,357,774 65,440,500 24,467,468 14,075,872 __ __ 4,823,782 __ 45,239 289,210,6351985 148,889,091 48,559,122 18,134,575 12,793,451 __ __ 4,426,855 __ 107,453 232,910,5471984 123,273,736 40,104,605 16,109,050 11,366,056 __ __ 4,093,816 __ __ 194,947,2631983 82,468,750 38,967,725 16,808,125 11,155,906 __ __ 656,480 __ __ 150,056,9861982 75,735,739 38,790,852 13,466,652 9,309,563 __ __ __ __ __ 137,302,8061981 57,584,175 34,859,475 10,009,565 6,952,567 __ __ __ __ __ 109,405,7821980 52,916,921 29,048,323 7,758,101 5,486,590 __ __ __ 1,518,611 __ 96,728,5461979 35,379,600 17,467,018 4,952,737 3,856,344 __ __ __ 2,609,164 __ 64,264,8631978 34,277,350 14,380,959 3,270,378 3,289,968 __ __ __ 2,012,363 __ 57,231,0181977 24,838,632 10,077,578 2,195,307 1,925,031 __ __ __ 600,780 __ 39,637,3281976 21,498,027 9,035,767 1,274,702 550,194 __ __ __ 15,237 __ 32,373,9271975 14,431,023 3,530,564 140,982 __ __ __ __ __ __ 18,102,5691974 5,682,907 __ __ __ __ __ __ __ __ 5,682,9071973 1,119,177 __ __ __ __ __ __ __ __ 1,119,177


HISTORICAL TRADING ACTIVITY-- EQUITY OPTIONS

Equity Options Contract Volume

Trading Average DailyYear Days Total Call Put Volume

2006 251 390,657,577 242,452,904 148,204,673 1,556,4052005 252 275,646,980 171,904,795 103,742,185 1,093,8372004 252 224,316,863 144,135,153 80,181,710 890,1462003 252 173,033,965 113,319,401 59,714,564 686,6432002 252 173,207,520 105,620,741 67,586,779 687,3312001 248 232,851,089 83,199,296 149,651,793 938,9162000 252 278,585,728 187,771,263 90,814,465 1,105,4991999 252 196,460,578 137,621,936 58,838,642 779,6051998 252 137,951,223 93,220,846 44,730,377 547,4251997 253 116,031,496 80,677,086 35,354,410 458,6231996 254 88,456,579 62,902,214 25,554,365 348,2541995 252 77,040,466 54,736,660 22,303,806 305,7161994 252 68,974,809 48,113,043 20,861,766 273,7101993 253 58,710,818 41,515,962 17,194,856 232,0591992 254 44,968,235 32,039,653 12,928,582 177,0401991 253 45,255,301 32,055,783 13,199,518 178,8751990 253 48,486,402 34,417,287 14,069,115 191,6461989 252 61,902,931 47,641,419 14,261,512 245,6471988 253 49,393,316 37,904,233 11,489,083 195,2311987 253 73,315,232 56,423,959 16,891,273 289,7841986 253 64,744,167 50,022,504 14,721,663 255,9061985 252 57,523,599 44,008,742 13,514,857 228,2681984 253 58,674,907 42,938,367 15,736,540 231,9171983 253 71,695,563 52,594,594 19,100,969 283,3821982 253 75,721,605 50,214,419 25,507,186 299,2951981 253 57,584,175 40,801,201 16,782,974 277,6051980 253 52,916,921 42,941,970 9,974,951 209,1581979 253 35,379,600 30,123,005 5,256,595 139,8401978 252 34,277,350 30,298,133 3,979,217 136,0211977 252 24,838,632 23,581,254 1,257,378 98,5661976 253 21,498,027 21,498,027 — 84,9721975 253 14,431,023 14,431,023 — 57,0401974 253 5,682,907 5,682,907 — 22,4621973 173 1,119,177 1,119,177 — 6,469

Contract Volume


Equity Options Open Interest and Dollar Volume

TradingYear Days Total Call Put Total Call Put

2006 251 187,953,281 105,349,889 82,603,392 $99,059,458 $66,499,081 $32,560,3772005 252 151,157,355 83,872,112 67,285,243 $61,225,819 $42,672,371 $18,553,4482004 252 131,498,380 72,327,968 59,170,412 $44,009,316 $30,291,322 $13,717,9942003 252 108,666,567 60,739,426 47,927,141 $34,107,920 $23,358,678 $10,749,2412002 252 81,343,419 50,202,050 31,141,369 $38,561,160 $19,883,468 $18,677,6922001 248 73,887,799 47,364,846 26,522,953 $82,289,683 $36,395,995 $45,893,6882000 252 49,944,375 32,216,400 17,727,975 $193,045,390 $113,149,682 $79,895,7081999 252 43,773,835 26,688,057 17,085,778 $123,162,126 $97,096,772 $26,065,3541998 252 16,238,394 10,310,315 5,928,079 $57,183,718 $41,780,348 $15,403,3701997 253 12,419,614 8,113,173 4,306,441 $41,741,218 $31,378,668 $10,362,5501996 254 9,121,888 6,024,657 3,097,231 $30,022,394 $23,635,014 $6,387,3801995 252 7,350,437 4,865,786 2,484,651 $22,173,991 $17,162,494 $5,011,4971994 252 6,028,581 4,089,047 1,939,534 $17,033,086 $12,044,017 $4,989,0691993 253 5,642,471 3,904,005 1,738,466 $15,135,317 $11,370,936 $3,764,3811992 254 3,781,653 2,705,913 1,075,740 $11,296,632 $8,156,397 $3,140,2361991 253 2,783,155 1,955,738 827,417 $11,463,090 $8,689,214 $2,773,8761990 253 2,459,695 1,731,851 727,844 $12,464,706 $8,886,631 $3,578,0751989 252 2,944,944 2,238,981 705,963 $19,514,223 $15,190,793 $4,323,4301988 253 2,706,148 2,023,117 683,031 $12,012,403 $9,682,054 $2,330,3491987 253 3,027,620 2,463,979 563,641 $25,833,348 $20,551,949 $5,281,3991986 253 3,773,319 2,890,993 882,326 $19,544,336 $16,459,993 $3,094,3431985 252 4,101,981 3,089,567 1,012,414 $15,801,517 $13,415,012 $2,386,5041984 253 3,532,286 2,694,296 837,790 $18,644,743 $14,865,730 $3,779,0131983 253 6,840,625 5,124,492 1,716,133 $35,796,506 $31,388,075 $4,408,4311982 253 5,610,671 3,884,527 1,726,144 $32,265,764 $25,164,139 $7,101,6251981 253 4,772,604 3,449,959 1,322,645 $22,433,636 $17,013,970 $5,419,6661980 253 3,257,364 2,633,312 624,052 $27,893,035 $25,245,995 $2,647,0401979 253 2,258,529 2,048,463 210,066 $13,858,402 $12,131,512 $1,726,8901978 252 2,165,894 1,976,022 189,872 $14,403,416 $12,695,972 $1,707,4441977 252 1,960,636 1,831,806 128,830 $7,996,670 $7,507,300 $489,3701976 253 1,519,852 — — $9,039,566 — —1975 253 1,190,085 — — $6,443,327 — —1974 253 543,703 — — $1,657,652 — —1973 173 242,825 — — $449,615 — —

Open Interest Dollar Volume


Equity Options Average Premium Per Contract and Average Contracts Per Trade

Year Total Call Put Total Call Put2006 $254 $274 $220 15.1 12.6 22.22005 $222 $248 $179 16.4 13.8 23.62004 $196 $210 $171 17.3 14.9 24.32003 $197 $206 $180 16.4 14.7 21.22002 $223 $188 $276 15.8 14.6 18.12001 $353 $513 $327 15.8 7.2 28.22000 $693 $603 $880 11.4 10.4 14.21999 $627 $706 $443 10.2 9.5 12.11998 $415 $448 $344 10.7 9.8 13.01997 $360 $389 $293 10.4 9.7 12.41996 $339 $376 $250 10.4 9.9 11.61995 $288 $314 $225 11.1 10.6 12.51994 $247 $250 $239 12.2 11.9 12.91993 $258 $274 $219 10.4 10.2 11.01992 $251 $255 $243 9.1 9.1 9.31991 $253 $271 $210 9.2 9.0 9.71990 $257 $258 $254 9.5 9.7 9.31989 $315 $319 $303 10.2 10.0 10.81988 $243 $255 $203 8.8 8.8 9.11987 $352 $364 $313 8.6 8.6 8.61986 $302 $329 $210 8.5 8.5 8.41985 $275 $305 $177 8.7 8.7 8.81984 $318 $346 $240 8.4 8.3 8.61983 $499 $597 $231 7.7 7.8 7.51982 $426 $501 $278 7.4 7.5 7.21981 $390 $417 $323 7.2 7.3 7.01980 $527 $588 $265 6.1 6.0 6.51979 $392 $403 $329 6.0 5.8 7.21978 $420 $419 $429 5.3 5.3 5.71977 $322 $318 $389 5.1 5.1 5.31976 $420 $420 — 4.1 4.1 —1975 $446 $446 — 3.5 3.5 —1974 $294 $294 — 3.4 3.4 —1973 $402 $402 — 2.6 2.6 —



Equity Options Contract Volume by Exchange

CBOE % Share ofYear CBOE AMEX PHLX PCX ISE BOX MSE* NYSE** Total Total Volume2006 390,657,577 141,858,034 231,789,665 168,521,298 484,184,624 77,480,159 1,494,491,357 26.12005 275,646,980 155,020,082 138,878,659 127,621,679 384,016,841 61,318,465 1,142,502,706 24.02004 224,316,863 160,354,728 107,404,566 88,909,404 322,767,111 16,457,048 920,209,720 24.02003 173,033,965 142,184,749 89,060,733 71,112,677 225,829,026 701,221,150 24.72002 173,207,520 145,258,377 78,435,997 71,433,006 140,343,022 608,677,922 28.52001 232,851,089 167,713,954 92,955,040 95,646,008 59,201,203 648,367,294 35.92000 278,585,728 192,032,222 72,135,321 108,533,862 7,565,684 658,852,817 42.31999 196,460,578 126,821,276 44,086,183 75,770,940 443,138,977 44.31998 137,951,223 94,332,281 37,871,930 58,930,521 329,085,955 41.91997 116,031,496 83,926,288 25,021,282 46,606,429 1,413,206 272,998,701 42.51996 88,456,579 57,082,441 16,325,194 33,839,202 3,414,471 199,117,887 44.41995 77,040,466 48,886,858 14,739,706 30,852,968 2,860,273 174,380,271 44.21994 68,974,809 44,810,966 13,016,116 20,861,609 2,269,165 149,932,665 46.01993 58,710,818 43,390,722 11,411,065 16,203,312 2,010,184 131,726,101 44.61992 44,918,235 36,067,822 10,408,628 12,996,923 2,042,844 106,484,452 42.21991 45,255,301 32,829,447 11,803,703 13,781,027 1,901,208 104,850,686 43.21990 48,486,402 34,197,819 12,443,833 13,750,956 2,546,734 111,425,744 43.51989 61,902,931 41,579,453 16,768,793 17,865,387 3,723,184 141,839,748 43.61988 49,393,231 37,470,045 13,092,707 13,068,755 1,902,900 114,927,638 43.01987 73,315,232 52,770,659 18,088,192 18,951,794 1,305,974 164,431,851 44.61986 64,744,167 47,140,205 15,054,738 13,941,683 1,050,152 141,930,945 45.61985 57,523,599 36,099,739 12,068,358 12,700,805 163,593 118,556,094 48.51984 58,674,901 33,076,866 15,982,001 11,191,471 118,925,239 49.31983 71,695,563 36,199,701 16,607,806 11,155,906 135,658,976 52.81982 75,721,605 38,766,996 13,466,652 9,309,563 137,264,816 55.21981 57,584,175 34,859,475 10,009,565 6,952,567 109,405,782 52.61980 52,916,921 29,048,323 7,758,101 5,486,590 1,518,611 96,728,546 54.71979 35,379,600 17,467,018 4,952,737 3,856,344 2,609,164 64,264,863 55.11978 34,277,350 14,380,959 3,270,378 3,289,968 2,012,363 57,231,018 59.91977 24,838,632 10,077,578 2,195,307 1,925,031 600,780 39,637,328 62.71976 21,498,027 9,035,767 1,274,702 550,194 15,237 32,373,927 66.41975 14,431,023 3,530,564 140,982 18,102,569 79.71974 5,682,907 5,682,907 100.01973 1,119,177 1,119,177 100.0

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

Cleared Equity Options Volume


Equity LEAPS Contract Volume

Trading Average DailyYear Days Total Call Put Volume Total Call Put

2006 251 44,657,572 26,971,479 17,686,093 177,919 51,039,824 28,754,537 22,285,2872005 252 37,153,710 20,386,596 16,767,114 147,435 45,169,499 24,466,273 20,703,2262004 252 28,285,579 16,526,854 11,758,725 112,244 41,145,160 21,129,138 20,016,0222003 252 23,177,623 13,389,335 9,788,288 91,975 35,790,932 18,535,560 17,255,3722002 252 21,149,572 12,530,244 8,619,328 83,927 30,405,272 17,362,660 13,042,6122001 248 21,068,576 7,228,812 13,839,764 84,954 17,881,440 11,694,927 6,186,5132000 252 18,320,847 12,913,284 5,407,563 72,702 9,220,251 5,859,826 3,360,4251999 252 12,495,220 8,828,450 3,666,770 49,584 6,331,538 3,738,715 2,592,8231998 252 7,193,811 5,109,298 2,084,513 28,547 2,623,740 1,730,927 892,8131997 253 5,146,780 3,677,210 1,469,570 20,343 1,749,909 1,114,337 635,5721996 254 3,573,877 2,538,756 1,035,121 14,070 2,467,906 841,547 1,626,3591995 252 3,532,779 2,463,099 1,069,680 14,019 1,042,392 665,976 376,4161994 252 2,919,657 2,169,929 749,728 11,586 957,380 618,975 338,4051993 253 2,571,321 1,866,891 704,430 10,163 846,057 543,649 302,4081992 254 1,547,717 1,182,606 365,111 6,093 508,781 365,887 142,8941991 253 625,642 497,984 127,658 2,473 199,109 150,230 48,879



HISTORICAL TRADING ACTIVITY -- CASH INDEX OPTIONS*

Total Cash Index Option Contract Volume

Trading Average DailyYear Days Total Call Put Volume

2006 251 157,575,349 65,889,878 91,685,471 627,7902005 252 115,657,828 46,589,168 69,068,660 458,9602004 252 85,420,267 34,457,279 50,962,988 338,9692003 252 69,675,859 30,696,013 38,979,846 276,4922002 252 64,003,053 27,420,035 36,583,018 253,9802001 248 52,009,919 21,645,888 30,364,031 209,7172000 252 47,397,039 20,870,522 26,526,517 188,0831999 252 56,202,470 23,526,840 32,675,630 233,0261998 252 68,282,088 29,106,264 39,175,824 270,9611997 253 71,136,728 31,506,552 39,630,176 281,1731996 254 85,394,046 37,256,032 48,138,014 336,1971995 252 101,427,897 45,270,975 56,156,922 400,9011994 252 114,743,082 50,701,273 64,041,809 455,3301993 253 81,573,576 38,146,429 43,427,147 322,4251992 254 76,442,064 36,683,601 39,758,463 300,9531991 253 76,384,506 38,148,456 38,236,050 301,9151990 253 80,944,668 39,449,611 41,495,057 319,9391989 252 64,645,248 31,991,176 32,654,072 256,5291988 253 62,250,400 32,804,412 29,445,988 246,0491987 253 108,352,440 58,548,350 49,804,090 428,2711986 253 114,834,854 64,312,356 50,522,498 453,8931985 252 90,822,067 55,805,515 5,016,552 358,9811984 253 64,356,917 35,860,918 28,495,999 254,3751983 205 10,662,498 5,187,861 5,474,637 52,012

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

Contract Volume


Total Cash Index Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2006 13,590,215 5,712,398 7,877,817 $180,949,552,849 $97,982,423,326 $82,967,129,5232005 10,710,125 4,419,799 6,290,326 $124,362,155,959 $63,417,089,377 $60,945,066,5822004 7,873,906 2,813,149 5,060,757 $111,789,605,607 $56,858,870,118 $54,930,735,4892003 6,219,688 2,540,180 3,679,508 $106,423,859,606 $56,846,355,697 $49,577,503,9092002 5,116,156 2,524,734 2,591,422 $106,269,617,884 $40,964,533,127 $65,305,084,7572001 4,075,603 1,862,987 2,212,616 $103,304,236,589 $40,990,346,222 $62,313,890,3672000 3,317,081 1,575,805 1,741,276 $131,117,652,021 $61,270,306,288 $69,847,345,7331999 3,706,451 1,459,002 2,247,449 $119,740,401,583 $64,882,929,610 $54,857,471,9731998 3,232,699 1,308,280 1,924,419 $117,705,321,296 $62,741,413,439 $54,963,907,8571997 3,273,034 1,296,473 1,976,561 $104,182,695,225 $62,957,704,514 $41,224,990,7111996 2,467,906 841,547 1,626,359 $73,513,538,077 $44,971,815,222 $28,541,722,8541995 2,708,600 1,003,661 1,704,939 $60,314,791,589 $40,872,092,367 $19,442,699,2111994 2,844,191 1,273,899 1,570,292 $50,092,654,182 $23,813,355,297 $26,279,298,8851993 2,185,174 889,577 1,295,597 $30,777,982,925 $17,047,779,862 $13,730,203,0631992 1,887,202 809,961 1,077,241 $33,195,348,189 $18,812,242,598 $14,383,105,5911991 1,774,620 719,990 1,054,630 $39,245,357,743 $24,321,846,057 $14,523,511,6861990 1,289,914 569,727 720,187 $42,880,469,686 $20,840,458,316 $22,040,011,3701989 1,005,657 445,741 559,916 $27,505,936,771 $17,563,299,309 $9,942,637,4621988 880,985 422,233 458,752 $27,478,205,683 $15,658,723,033 $11,819,482,6501987 741,736 396,658 345,078 $50,536,478,841 $29,612,693,832 $20,923,785,0091986 1,010,739 501,142 509,597 $35,358,087,000 $22,843,990,000 $12,514,097,0001985 1,286,108 668,340 617,768 $21,623,424,000 $15,471,594,000 $6,151,830,0001984 647,821 398,057 249,764 $15,356,000,000 $9,534,000,000 $5,822,000,0001983 334,510 195,682 138,828 $3,396,000,000 $1,882,000,000 $1,514,000,000



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

Year Total Call Put Total Call Put2006 $1,148 $1,487 $905 49.2 45.5 52.42005 $1,075 $1,361 $882 42.2 36.8 46.92004 $1,309 $1,650 $1,078 32.9 28.5 36.72003 $1,527 $1,852 $1,272 25.6 25.9 25.42002 $1,660 $1,494 $1,785 23.0 23.7 22.42001 $1,986 $1,894 $2,052 24.7 24.1 25.22000 $2,766 $2,936 $2,633 22.7 22.1 23.11999 $2,131 $2,758 $1,679 21.1 21.3 21.01998 $1,724 $2,156 $1,403 22.1 21.5 22.61997 $1,465 $1,998 $1,040 22.0 20.6 23.41996 $861 $1,207 $593 23.5 22.8 24.11995 $595 $903 $346 26.1 26.3 25.91994 $437 $470 $410 27.3 27.7 27.01993 $377 $447 $316 22.1 21.7 22.41992 $434 $513 $362 19.7 19.6 19.81991 $514 $648 $380 18.3 18.4 18.21990 $530 $528 $531 18.3 19.0 17.61989 $425 $549 $304 17.2 17.4 17.01988 $441 $477 $401 15.7 16.5 14.91987 $466 $506 $420 16.9 16.8 17.01986 $308 $355 $248 18.2 18.2 18.21985 $238 $277 $207 18.6 18.4 18.81984 $239 $266 $204 17.7 17.1 18.01983 $318 $363 $277 12.6 10.2 10.9



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

Trading Average Daily OpenYear Days Total Call Put Volume Interest

2006 251 17,106,482 7,699,626 9,406,856 68,153 252,2642005 252 18,672,964 8,919,153 9,753,811 74,099 265,0582004 252 16,426,392 7,993,875 8,432,517 65,184 318,6902003 252 14,343,992 6,994,379 7,349,613 56,921 254,4882002 252 13,530,159 6,534,139 6,996,020 53,691 183,3552001 248 10,399,217 4,840,572 5,558,645 41,932 192,0112000 252 15,557,421 7,047,058 8,510,363 61,736 179,3711999 252 25,761,292 11,253,040 14,508,252 102,227 287,9801998 252 33,425,854 15,458,446 17,967,408 132,642 312,8051997 253 36,595,576 17,580,145 19,015,431 144,647 398,4831996 254 54,929,246 24,967,860 29,961,386 216,257 422,2201995 252 69,633,460 31,416,311 38,217,149 276,323 617,8251994 252 81,824,650 36,995,171 44,829,479 324,701 817,4471993 253 64,031,944 30,628,988 33,402,956 253,091 805,6611992 254 62,427,272 30,600,646 31,826,606 245,797 664,5271991 253 63,935,546 32,173,041 31,762,505 252,710 783,5811990 253 68,846,535 33,616,840 35,229,695 272,121 575,6331989 252 58,371,337 28,716,525 29,654,812 231,632 548,5061988 253 57,433,506 30,221,224 27,212,282 227,010 566,3231987 253 101,827,077 55,158,010 46,669,067 402,479 500,3691986 253 113,151,085 63,392,789 49,758,296 447,237 871,0431985 252 90,804,930 55,795,875 35,009,055 360,337 1,285,4471984 253 64,288,445 35,823,507 28,464,938 254,105 647,8101983 205 10,595,664 5,145,533 5,450,131 51,686 332,007

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


2006 251 3,706,720 1,254,967 2,451,753 14,768 220,9312005 252 1,922,543 948,157 974,386 7,629 67,3582004 252 1,800,574 842,544 958,030 7,145 80,4882003 252 1,933,355 962,550 970,805 7,672 78,3862002 252 1,708,074 797,153 910,921 6,778 72,9022001 123 473,625 187,189 286,436 3,851 62,997

Contract Volume

Contract Volume


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


2006 251 104,312,673 40,128,731 64,183,942 415,588 7,848,7852005 252 71,802,558 26,511,165 45,291,393 284,931 6,080,3232004 252 49,472,117 17,781,545 31,690,572 196,318 4,965,8072003 252 36,754,720 15,458,872 21,295,848 145,852 3,839,5852002 252 29,939,598 12,680,856 17,258,742 118,808 3,169,4152001 248 24,271,222 10,165,544 14,105,678 97,868 2,674,6082000 252 23,290,194 10,202,047 13,088,147 92,421 2,496,3491999 252 24,699,878 10,160,737 14,539,141 98,015 2,850,5231998 252 25,708,136 10,383,764 15,324,372 102,016 1,730,7941997 253 26,494,543 10,276,751 16,217,792 104,722 1,606,3181996 254 24,844,808 10,032,433 14,812,375 97,814 1,339,6511995 252 26,726,023 11,638,290 15,087,733 106,056 1,352,8371994 252 28,016,776 11,667,855 16,348,921 111,178 1,282,4851993 253 16,454,282 7,183,029 9,271,253 65,037 1,098,6601992 254 13,420,174 5,990,574 7,429,600 52,835 993,9221991 253 11,924,719 5,850,383 6,074,336 47,133 726,0851990 253 12,089,035 5,829,971 6,259,064 47,783 708,5771989 252 6,273,911 3,274,651 2,999,260 24,952 457,1511988 253 4,816,894 2,583,188 2,233,706 19,039 314,6621987 253 6,204,793 3,199,564 3,005,229 24,525 241,3671986 253 1,682,808 919,026 763,782 6,786 139,6961985 252 7,762 4,949 2,813 31 6611984 253 11,970 5,065 6,905 47 111983 127 14,093 6,210 7,883 111 2,503

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


2006 251 1,771,820 799,620 972,200 7,059 937,3302005 47 709,820 382,038 327,782 15,103 981,280

Contract Volume

Contract Volume


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


2006 251 7,699,769 4,133,477 3,566,292 30,676 616,1552005 252 6,887,691 3,540,252 3,347,439 27,332 622,2652004 252 7,347,145 3,512,773 3,834,372 29,155 584,4022003 252 10,193,708 4,595,606 5,598,102 40,451 603,9062002 252 12,114,841 4,141,448 7,973,393 48,075 822,0352001 248 8,958,075 2,666,528 6,291,547 36,121 562,428 2000 252 3,763,077 1,635,695 2,127,382 14,933 223,569 1999 252 3,319,804 1,015,438 2,304,366 13,174 437,6541998 252 4,281,731 1,399,234 2,882,497 16,991 343,5561997 61 2,029,938 902,050 1,127,888 33,278 464,792

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


2006 251 7,750,477 3,411,823 4,338,654 30,878 475,0882005 252 6,341,052 2,732,001 3,609,051 25,163 653,8832004 252 3,528,556 1,327,392 2,201,164 14,002 276,4912003 252 1,622,687 579,208 1,043,479 6,439 180,2182002 252 1,196,900 523,282 673,618 4,750 70,9312001 248 1,603,884 684,259 919,625 6,467 35,6652000 252 2,313,580 940,780 1,372,800 9,181 68,2201999 252 1,371,349 568,392 802,957 5,442 86,4421998 252 1,563,242 774,814 788,428 6,203 20,3751997 253 2,061,376 1,090,248 971,128 8,148 31,1581996 254 3,216,041 1,495,178 1,720,863 12,662 36,8591995 252 2,082,335 881,058 1,200,377 8,263 83,3641994 227 1,358,930 558,245 800,685 5,986 39,369

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


2006 251 5,198,989 2,414,079 2,784,910 20,713 1,710,0282005 252 6,157,513 2,760,217 3,397,296 24,435 1,627,8372004 252 5,503,345 2,498,691 3,004,654 21,839 1,528,1212003 252 4,034,201 1,798,884 2,235,317 16,009 1,125,4542002 252 4,993,791 2,506,047 2,487,744 19,817 694,6792001 248 6,325,335 3,084,290 3,241,045 25,505 589,3862000 93 1,468,469 756,636 711,740 15,790 268,086

Contract Volume

Contract Volume

Contract Volume


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


2006 251 2,156,819 937,467 1,219,352 8,593 639,9262005 252 1,086,807 402,341 684,466 4,313 217,8792004 252 889,448 336,085 553,363 3,530 94,2142003 252 612,790 237,850 374,940 2,432 117,5992002 252 386,262 156,940 229,322 1,533 95,4672001 248 325,157 142,733 182,424 1,311 91,3732000 252 835,614 197,567 638,047 3,316 64,6631999 252 821,565 414,385 407,180 3,260 33,3221998 252 876,158 383,124 493,034 3,477 57,2151997 253 616,882 349,415 267,467 2,438 34,0351996 254 388,399 179,145 209,254 1,529 55,9011995 252 317,099 103,557 213,542 1,258 24,7541994 252 651,009 192,777 458,232 2,583 46,8171993 253 494,980 233,801 261,179 1,956 76,8961992 35 40,086 19,869 20,217 1,145 21,499

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

Trading Average Daily OpenYear Days Total Call Put Volume Interest2006 251 5,050,638 4,062,588 988,050 23,491 697,011

Contract Volume

Contract Volume


HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONS

Total Exchange Traded Funds Option Contract Volume

Trading Average DailyYear Days Total Call Put Total2006 251 126,481,092 46,212,098 80,268,994 503,9092005 252 76,878,867 28,982,957 47,895,910 305,0752004 252 51,259,036 19,541,822 31,717,214 203,4092003 252 41,146,233 16,260,153 24,886,080 163,2792002 252 30,362,691 15,443,494 14,919,197 120,4872001 248 21,767,252 12,283,355 9,483,897 87,7712000 252 334,664 135,463 199,201 1,3281999 252 1,626,247 998,372 627,875 6,4531998 252 555,920 286,088 269,832 2,206

Total Exchange Traded Funds Option Open Interest and Dollar Volume

Year Total Call Put Total Call Put2006 24,856,225 9,995,242 14,860,983 $31,663,112,146 $11,676,158,660 $19,986,953,4862005 18,671,621 8,156,535 10,515,086 $17,068,179,470 $6,520,748,060 $10,547,431,4102004 15,242,315 6,755,291 8,487,024 $9,975,678,503 $3,800,395,761 $6,175,282,7422003 11,424,097 5,242,133 6,181,964 $7,796,111,861 $3,223,917,031 $4,572,194,8302002 7,003,546 3,988,551 3,014,995 $7,030,229,899 $2,907,290,874 $4,122,939,0252001 3,937,181 2,216,872 1,720,309 $9,409,364,631 $6,304,152,792 $3,105,211,8392000 Not Avail. Not Avail. Not Avail. $256,879,849 $81,629,080 $175,250,7701999 62,389 38,875 23,514 $982,530,939 $704,384,064 $278,146,8751998 315,172 194,662 120,510 $221,140,301 $128,220,851 $92,919,450

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

Year Total Call Put Total Call Put2006 $250 $253 $249 15.3 15.2 15.32005 $222 $225 $220 16.4 16.3 16.42004 $195 $194 $195 17.5 17.5 17.52003 $189 $198 $184 18.1 14.7 21.32002 $232 $188 $276 16.1 14.6 18.12001 $432 $513 $327 10.7 7.2 28.22000 $768 $603 $880 12.4 10.4 14.21999 $604 $706 $443 10.4 9.5 12.11998 $398 $448 $344 11.1 9.8 13.0



Contract Volume


QQQQ (Nasdaq 100 Shares) Contract Volume and Open Interest


2006 251 31,693,928 13,256,831 18,437,097 126,271 7,178,2092005 252 26,337,846 10,875,082 15,462,764 104,515 7,408,5182004 252 32,628,165 11,744,724 20,883,441 129,477 11,464,2442003 252 28,081,944 10,482,751 17,599,193 111,436 9,265,4542002 252 24,052,423 12,856,006 11,196,417 95,446 6,173,5502001 227 20,314,749 11,575,444 8,739,305 89,492 3,752,838

DIA (DIAMONDS) Options Contract Volume and Open Interest


2006 251 8,239,891 3,605,401 4,634,490 32,828 1,456,3602005 252 9,126,654 4,430,628 4,696,026 36,217 1,356,7062004 252 8,552,875 4,113,430 4,439,445 33,940 722,1452003 252 9,370,722 4,020,916 5,349,806 37,185 730,4092002 157 4,500,093 1,598,219 2,901,874 28,663 274,702

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

Trading Average Daily OpenYear Days Total Call Put Volume Interest2006 251 24,134,052 10,047,190 14,086,862 96,152 3,337,6442005 247 16,195,307 5,841,267 10,354,040 65,568 2,537,394

IWM (Options on iShares) Contract Volume and Open Interest

Trading Average Daily OpenYear Days Total Call Put Volume Interest2006 251 44,905,725 12,329,959 32,575,766 178,907 5,781,5342005 252 16,223,925 4,538,810 11,685,115 64,381 2,783,3762004 252 4,938,465 1,051,638 3,886,827 19,597 705,5722003 252 682,474 143,326 539,148 2,708 208,3412002 6 1,904 1,176 728 317 47,019

Contract Volume

Contract Volume

Contract Volume

Contract Volume


Total Cash Index and Exchange Traded Funds Options Contract Volume by Exchange

CBOE % Share ofYear CBOE AMEX PHLX PCX ISE BOX NYSE MSE NASD Total Total Volume

2006 284,056,441 55,193,621 41,204,297 28,073,577 107,776,841 16,910,443 __ __ __ 533,215,220 53.32005 192,536,695 46,744,753 23,555,581 17,158,819 64,674,471 16,883,720 __ __ __ 361,554,039 53.32004 136,679,303 42,337,503 25,769,498 14,353,054 38,085,408 4,284,223 __ __ __ 261,508,989 52.32003 110,822,092 37,890,154 23,366,215 15,039,960 19,149,997 __ __ __ __ 206,268,418 53.72002 94,365,744 40,828,126 10,891,670 14,005,412 12,060,836 __ __ __ __ 172,151,788 54.82001 73,777,171 37,329,121 8,366,266 6,991,130 6,152,766 __ __ __ __ 132,616,454 55.62000 47,731,703 15,694,467 3,862,126 7,978 __ __ __ __ __ 67,296,274 70.91999 57,828,717 2,840,913 3,189,587 30,269 __ __ __ __ __ 63,889,486 90.51998 68,838,008 3,329,392 3,139,347 40,718 __ __ __ __ __ 75,347,465 91.41997 71,136,728 4,181,554 2,776,578 79,811 __ __ 8,054 __ __ 78,182,725 91.01996 85,394,046 4,509,450 2,459,867 42,560 __ __ 24,519 __ __ 92,430,442 92.41995 101,427,897 3,505,041 2,799,964 52,163 __ __ 25,425 __ __ 107,810,490 93.21994 114,743,082 3,694,414 2,549,514 68,260 __ __ 31,535 __ __ 121,086,805 94.81993 81,573,576 4,493,235 1,153,714 161,432 __ __ 42,781 __ __ 87,424,738 93.31992 76,442,064 6,247,120 354,005 69,695 __ __ 134,197 __ __ 83,247,081 91.81991 76,384,506 5,976,142 433,686 71,577 __ __ 158,761 __ __ 83,024,672 92.01990 80,944,668 6,617,870 218,659 130,313 __ __ 271,077 __ __ 88,281,587 91.71989 64,645,248 8,282,314 151,117 226,047 __ __ 592,760 __ __ 73,897,486 87.51988 62,250,400 7,548,749 156,597 280,393 __ __ 724,889 __ __ 70,961,028 87.71987 108,352,440 18,192,811 498,756 459,081 __ __ 2,193,121 __ __ 129,696,209 83.51986 114,834,854 18,274,774 1,398,800 134,189 __ __ 3,773,630 45,239 __ 138,461,486 82.91985 90,822,067 12,437,897 2,321,006 92,646 __ __ 4,263,262 107,453 __ 110,044,331 82.51984 64,356,841 7,006,035 127,049 174,585 __ __ 4,093,816 __ __ 75,758,326 85.01983 10,662,498 2,693,153 6,278 __ __ __ 656,480 __ __ 14,018,409 76.1


HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS

Total Interest Rate Options Contract VolumeTrading Average Daily

Year Days Total Call Put Volume2006 251 21,330 11,002 10,328 852005 252 65,626 36,839 28,787 2602004 252 90,608 56,267 34,341 3602003 252 90,438 60,531 29,907 3572002 252 43,232 23,045 20,187 1722001 248 39,591 16,828 22,763 1602000 252 42,100 15,781 26,768 1671999 251 42,556 19,527 23,029 1701998 251 76,760 44,129 32,631 3061997 250 75,517 38,220 37,297 3021996 252 94,252 50,636 43,616 3741995 250 65,102 39,121 25,981 2601994 250 216,592 108,200 108,392 8661993 251 64,561 32,795 31,766 2571992 251 57,305 31,987 25,318 2281991 251 50,035 26,769 23,266 1991990 251 61,839 27,025 34,814 2461989 131 72,718 38,455 34,263 555

Total Interest Rate Options Open Interest and Dollar Volume

Month Total Call Put Total Call Put2006 2,381 1,460 921 $4,272,965 $2,679,090 $1,593,8752005 7,782 4,242 3,540 13,968,215 $7,655,850 $6,312,3652004 18,238 13,863 4,375 22,351,070 $17,224,745 $5,126,3252003 10,220 5,612 4,608 25,275,575 $17,545,615 $7,729,9602002 8,953 4,593 4,360 9,732,610 $5,470,335 $4,262,2752001 6,378 2,639 3,739 10,195,678 $3,719,173 $6,476,5052000 2,783 627 2,156 13,444,561 $3,085,375 $10,359,1861999 6,395 1,632 4,763 8,041,082 $3,975,530 $4,065,5521998 4,436 2,907 1,529 14,183,792 $5,809,911 $8,373,8811997 8,982 5,182 3,800 15,966,935 $6,856,851 $9,110,0841996 6,434 3,002 3,432 20,239,126 $10,938,500 $9,400,6261995 6,831 3,281 3,550 11,013,182 $5,705,651 $5,307,5311994 21,494 11,554 9,940 39,757,169 $23,835,743 $15,921,4261993 3,443 1,435 1,998 11,223,338 $5,365,199 $5,858,1391992 2,736 1,688 1,048 7,097,001 $3,562,920 $3,534,0811991 4,867 3,682 1,185 7,347,106 $3,075,106 $4,271,2331990 4,205 2,652 1,553 10,778,046 $4,956,810 $5,821,2361989 4,706 3,150 1,556 12,125,585 $5,500,884 $6,624,701

Contract Volume



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

Year Total Call Put Total Call Put2006 $200 $244 $154 13.3 11.0 17.02005 $213 $208 $219 11.4 8.4 20.82004 $247 $306 $149 9.4 7.8 14.42003 $279 $290 $258 9.7 9.1 11.12002 $225 $237 $211 13.1 11.4 15.92001 $258 $221 $285 12.4 12.2 12.62000 $314 $196 $387 21.9 12.9 36.21999 $189 $204 $177 16.6 16.0 17.01998 $185 $132 $257 25.3 26.6 23.81997 $211 $179 $244 24.9 21.1 30.31996 $216 $216 $216 18.9 18.1 19.91995 $169 $146 $204 17.2 15.5 20.61994 $183 $220 $147 26.5 24.2 29.31993 $174 $164 $184 24.0 20.6 28.91992 $124 $111 $140 23.5 26.0 20.91991 $147 $115 $184 14.1 17.1 11.71990 $174 $183 $167 17.1 17.9 16.51989 $167 $143 $193 14.3 15.9 12.8



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2006 Market Statistics - cboe.com · During 2006, 391 million equity contracts were traded on the...

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